{"meta":{"query_hash":"730d8f0db539","filters":{"topic":"Stochastic processes and financial applications"},"cohort_total":1930,"direct_labels_cover":4,"predictions_cover":1930,"exported":1930,"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/730d8f0db539","api":"https://metacan.xera.ac/api/v1/cohort?topic=Stochastic+processes+and+financial+applications"},"results":[{"id":"W100222566","doi":"10.21314/jcf.2010.212","title":"Generalized control variate methods for pricing Asian options","year":2010,"lang":"en","type":"article","venue":"The Journal of Computational Finance","topic":"Stochastic processes and financial applications","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":"Wilfrid Laurier University","funders":"","keywords":"Control variates; Monte Carlo methods for option pricing; Martingale (probability theory); Monte Carlo method; Variance reduction; Quasi-Monte Carlo method; Mathematics; Stochastic volatility; Random variate; Applied mathematics; Mathematical optimization; Volatility (finance); Computer science; Econometrics; Hybrid Monte Carlo; Statistics; Markov chain Monte Carlo; Random variable","score_opus":0.0263451902862075,"score_gpt":0.3032715868717833,"score_spread":0.2769263965855758,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W100222566","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00580456,0.0003182076,0.9928317,0.00008802696,0.000041312764,0.000041338226,0.00002977052,0.00014400194,0.0007010459],"genre_scores_gemma":[0.3271762,0.0008478177,0.666368,0.00023990354,0.00017468873,0.0005858928,0.00027456172,0.00028445243,0.0040485463],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984168,0.0010162834,0.000050435225,0.00012546715,0.00033545287,0.000055544606],"domain_scores_gemma":[0.9969021,0.0019690217,0.00024432124,0.00032656183,0.00046735822,0.00009064395],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032316656,0.0009117376,0.00085799635,0.0013799125,0.0004520997,0.0011314313,0.0014987413,0.0012702892,0.0031936623],"category_scores_gemma":[0.009132064,0.00040161004,0.0010223741,0.0015967693,0.0011723031,0.0015612808,0.0012874466,0.001981154,0.00040667993],"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":[0.00018970444,0.000101582154,0.0016676512,0.00018371169,0.00016614307,0.00010741672,0.00011943304,0.55906147,0.0047616274,0.31938162,0.0019639954,0.11229561],"study_design_scores_gemma":[0.000016285368,0.00002310469,0.00012643731,0.0000073132446,0.000006591113,0.000013523506,0.0000043480254,0.9749424,0.00070804404,0.023163332,0.00097538665,0.000013279111],"about_ca_topic_score_codex":0.0031903973,"about_ca_topic_score_gemma":0.0019203218,"teacher_disagreement_score":0.0032316656,"about_ca_system_score_codex":0.0007272093,"about_ca_system_score_gemma":0.0008952517,"threshold_uncertainty_score":0.017090857},"labels":[],"label_agreement":null},{"id":"W1004672260","doi":"10.2139/ssrn.2504061","title":"Applied Stochastic Control in High Frequency and Algorithmic Trading","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Toronto","funders":"","keywords":"High-frequency trading; Pairs trade; Computer science; Stochastic control; Algorithmic trading; Econometrics; Mathematics; Mathematical optimization; Economics; Financial economics; Alternative trading system; Optimal control","score_opus":0.0068274755657113445,"score_gpt":0.1866788600710695,"score_spread":0.17985138450535818,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1004672260","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10764137,0.0020531751,0.86937463,0.0023664671,0.00072558195,0.000038551923,0.000054117383,0.00012610418,0.017620036],"genre_scores_gemma":[0.9590794,0.0009774195,0.027463017,0.00020186666,0.00046082624,0.000056583835,0.000036961585,0.000056919234,0.011667058],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99879164,0.0006044493,0.0000629015,0.00017286165,0.00027769673,0.00009050744],"domain_scores_gemma":[0.9939812,0.0044608186,0.00048915006,0.00029519605,0.00049411523,0.0002795041],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002465559,0.0007097127,0.0010526483,0.0009670044,0.00058257865,0.003004106,0.0012370457,0.0021195172,0.0040212385],"category_scores_gemma":[0.012628023,0.0004034696,0.00082286727,0.0009837886,0.002944306,0.0027220245,0.0018876807,0.0018100904,0.00017772464],"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":[0.000033259657,0.00004218295,0.00049608975,0.00006897005,0.000046313402,0.00006645518,0.000070285976,0.14855127,0.0009059775,0.8388011,0.0006414569,0.010276602],"study_design_scores_gemma":[0.000012586228,0.000019312793,0.00019269568,0.000009299631,0.0000073924457,0.000022775659,0.000015965323,0.6528085,0.00014020568,0.34623718,0.0005242107,0.000009861187],"about_ca_topic_score_codex":0.0023341274,"about_ca_topic_score_gemma":0.001214336,"teacher_disagreement_score":0.0040212385,"about_ca_system_score_codex":0.0012498588,"about_ca_system_score_gemma":0.0010741763,"threshold_uncertainty_score":0.013452351},"labels":[],"label_agreement":null},{"id":"W102280199","doi":"10.1007/978-3-642-25746-9_9","title":"Pricing American Options in an Infinite Activity Lévy Market: Monte Carlo and Deterministic Approaches Using a Diffusion Approximation","year":2012,"lang":"en","type":"book-chapter","venue":"Springer proceedings in mathematics","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"Natural Sciences and Engineering Research Council of Canada; Fonds Québécois de la Recherche sur la Nature et les Technologies","keywords":"Monte Carlo method; Monte Carlo methods for option pricing; Generality; Computer science; Mathematical optimization; Estimator; Exotic option; Valuation of options; Diffusion process; Quasi-Monte Carlo method; Monte Carlo molecular modeling; Econometrics; Statistical physics; Mathematical economics; Markov chain Monte Carlo; Mathematics; Economics; Innovation diffusion; Physics","score_opus":0.0778219052279187,"score_gpt":0.24623547673465834,"score_spread":0.16841357150673963,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W102280199","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.021440046,0.002844533,0.96799815,0.0010637987,0.00023298457,0.000035542118,0.000054492746,0.00013215074,0.00619826],"genre_scores_gemma":[0.6503734,0.006956846,0.31338367,0.00058193237,0.0013091263,0.00029702048,0.00028077845,0.00040498737,0.026412187],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989299,0.0005347688,0.000058390215,0.00012984342,0.00026625884,0.00008085584],"domain_scores_gemma":[0.9935895,0.005095276,0.00035197422,0.00024835175,0.0004314268,0.0002834422],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00375896,0.0012325547,0.002415966,0.0017395249,0.0010808227,0.004187313,0.0028125956,0.003983901,0.0032100286],"category_scores_gemma":[0.011983626,0.0016501766,0.0023661791,0.0022610142,0.0030211993,0.0055215615,0.0019901348,0.003728637,0.00038064944],"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":[0.000030880296,0.00005955558,0.00040601488,0.00006051168,0.000060962142,0.00008501826,0.00006743879,0.4560121,0.0004533155,0.5334539,0.00090389553,0.008406437],"study_design_scores_gemma":[0.0000059553695,0.0000042633014,0.00004662365,0.000007734735,0.0000073357164,0.000016344355,0.0000049896494,0.91931623,0.000051175255,0.080240555,0.00028807519,0.000010676774],"about_ca_topic_score_codex":0.0062334263,"about_ca_topic_score_gemma":0.005441925,"teacher_disagreement_score":0.0062334263,"about_ca_system_score_codex":0.0018882548,"about_ca_system_score_gemma":0.0017998377,"threshold_uncertainty_score":0.01987958},"labels":[],"label_agreement":null},{"id":"W1028820950","doi":"10.71781/21016","title":"Asymmetry risk, state variables and stochastic discount factor specification in asset pricing models","year":2004,"lang":"en","type":"dissertation","venue":"Papyrus : Institutional Repository (Université de Montréal)","topic":"Stochastic processes and financial applications","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":"Mitacs; Bank of Canada","keywords":"Stochastic discount factor; Capital asset pricing model; Economics; Discounting; Asymmetry; Econometrics; Actuarial science; Financial economics; Finance; Physics","score_opus":0.009854828008771448,"score_gpt":0.17153961186316763,"score_spread":0.1616847838543962,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1028820950","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1474478,0.0022569643,0.836876,0.0025984931,0.00018694543,0.000070898044,0.0005029157,0.00020464457,0.009855289],"genre_scores_gemma":[0.9363583,0.0031070246,0.0449463,0.00013580511,0.00031772465,0.00013795309,0.0008298142,0.0001843082,0.013982864],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989575,0.00055021513,0.00008148758,0.00012934374,0.00016003504,0.000121375626],"domain_scores_gemma":[0.9884632,0.00944311,0.0007635407,0.00058504345,0.00048361995,0.00026148173],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004957884,0.0009182649,0.0016354892,0.00094761315,0.00053977617,0.0038410602,0.0015111356,0.00189775,0.003345523],"category_scores_gemma":[0.026938759,0.0011001958,0.0013052815,0.001515481,0.0014209693,0.004639062,0.0012466214,0.003479611,0.0004923905],"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":[0.000087245,0.00008457091,0.003015909,0.000078546,0.00011028654,0.00015253181,0.00024694143,0.29175535,0.00037406327,0.6829522,0.002544438,0.018597843],"study_design_scores_gemma":[0.000020333166,0.000013019271,0.00073338,0.000026542852,0.000045397624,0.000034711236,0.000028639872,0.65933657,0.0001324926,0.3387986,0.0008026171,0.000027717768],"about_ca_topic_score_codex":0.013706034,"about_ca_topic_score_gemma":0.008742086,"teacher_disagreement_score":0.013706034,"about_ca_system_score_codex":0.0016262858,"about_ca_system_score_gemma":0.0023552869,"threshold_uncertainty_score":0.027252495},"labels":[],"label_agreement":null},{"id":"W1035247308","doi":"10.2139/ssrn.2637883","title":"Algorithmic Trading of Co-Integrated Assets","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Toronto","funders":"","keywords":"Business; Computer science; Financial economics; Economics","score_opus":0.02921611966188576,"score_gpt":0.24788734034342197,"score_spread":0.21867122068153622,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1035247308","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3597552,0.00043374495,0.6273816,0.00073130656,0.000091683134,0.00005944377,0.000068485686,0.00025621697,0.011222337],"genre_scores_gemma":[0.9476263,0.00013256675,0.048282772,0.000061570005,0.000052480074,0.00003792278,0.00010193047,0.000052115232,0.0036522085],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99921894,0.00031251402,0.00005396172,0.00015593584,0.0001648153,0.000093748386],"domain_scores_gemma":[0.99095774,0.007086436,0.0005432882,0.00066319335,0.00036687573,0.00038244223],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001548001,0.00052993186,0.0010604863,0.00080567354,0.00067577587,0.002892952,0.0017739951,0.0021002456,0.004067295],"category_scores_gemma":[0.012205257,0.00060881325,0.0008002094,0.00078966876,0.0015799024,0.0036196487,0.002589421,0.0014166463,0.00027542954],"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":[0.00036157764,0.00020485697,0.0045151887,0.000113456044,0.00015369513,0.00035160533,0.00022267457,0.63868356,0.0021401113,0.30657786,0.0015223322,0.045153074],"study_design_scores_gemma":[0.000019767518,0.000022113418,0.00017314524,0.000006365834,0.00001027448,0.000041597596,0.000017348415,0.9023657,0.00020857296,0.096953645,0.00017602995,0.0000053575905],"about_ca_topic_score_codex":0.001314359,"about_ca_topic_score_gemma":0.0016857233,"teacher_disagreement_score":0.004067295,"about_ca_system_score_codex":0.0007274373,"about_ca_system_score_gemma":0.00079238956,"threshold_uncertainty_score":0.013606489},"labels":[],"label_agreement":null},{"id":"W1038811662","doi":"10.5072/prism/26752","title":"Levy driven Markov-modulated Ornstein-Uhlenbeck processes: application to Alberta electricity market","year":2012,"lang":"en","type":"dissertation","venue":"","topic":"Stochastic processes and financial applications","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":"Ornstein–Uhlenbeck process; Electricity market; Electricity; Markov chain; Markov process; Economics; Econometrics; Environmental science; Mathematics; Stochastic process; Engineering; Statistics; Electrical engineering","score_opus":0.011463473076606995,"score_gpt":0.22524600608518588,"score_spread":0.21378253300857888,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1038811662","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7416239,0.0009927122,0.22932282,0.0016876212,0.00016407292,0.00006167774,0.00014508936,0.00025637815,0.025745675],"genre_scores_gemma":[0.9826066,0.0002976536,0.009628217,0.000041956733,0.00002510048,0.000009095292,0.00004373541,0.000014844053,0.0073327953],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99986446,0.000048922684,0.0000041013705,0.00001536732,0.000041591396,0.00002552409],"domain_scores_gemma":[0.9993994,0.00032784042,0.000047036785,0.00002660832,0.00012655779,0.00007255393],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00064209284,0.00029879337,0.00041215387,0.0004316103,0.0006302311,0.0010160649,0.00083129684,0.0009748121,0.00254151],"category_scores_gemma":[0.0034937419,0.00014306861,0.00044725958,0.0006719377,0.0006994801,0.0007143653,0.00056110986,0.0006839031,0.00009391984],"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":[0.00009179866,0.00011671353,0.003192895,0.00003428483,0.0000282008,0.00040997486,0.00015440473,0.8016412,0.0024693108,0.17047785,0.0021132699,0.019270152],"study_design_scores_gemma":[0.0000074275877,0.000006879879,0.0005117968,0.0000014522712,0.0000033556403,0.000018983224,0.00002278356,0.98560786,0.00016308858,0.013329321,0.00032004816,0.000007051916],"about_ca_topic_score_codex":0.09886756,"about_ca_topic_score_gemma":0.074806616,"teacher_disagreement_score":0.90113246,"about_ca_system_score_codex":0.0019564247,"about_ca_system_score_gemma":0.0018550591,"threshold_uncertainty_score":0.19658417},"labels":[],"label_agreement":null},{"id":"W1108811219","doi":"10.1016/j.najef.2015.07.002","title":"Explicit approximate analytic formulas for timer option pricing with stochastic interest rates","year":2015,"lang":"en","type":"article","venue":"The North American Journal of Economics and Finance","topic":"Stochastic processes and financial applications","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":"Wilfrid Laurier University","funders":"Program for New Century Excellent Talents in University; Natural Sciences and Engineering Research Council of Canada","keywords":"Monte Carlo method; Mathematical optimization; Interest rate; Timer; Valuation (finance); Applied mathematics; Computer science; Valuation of options; Mathematics; Econometrics; Economics; Finance; Statistics","score_opus":0.04323050579831266,"score_gpt":0.23516571937123087,"score_spread":0.1919352135729182,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1108811219","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.030331204,0.0023407044,0.9429038,0.0012716871,0.00036250375,0.00007425446,0.00015363462,0.00023284402,0.02232927],"genre_scores_gemma":[0.6920553,0.0048020217,0.2658609,0.00074125914,0.0009878532,0.00036271298,0.0005150233,0.0006563986,0.034018554],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993548,0.00025173824,0.000045294113,0.00004466356,0.00023237773,0.00007109602],"domain_scores_gemma":[0.99645716,0.0023458863,0.00025190308,0.00021377328,0.00053699355,0.00019417133],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032083003,0.001265352,0.0012893596,0.002156096,0.0007114337,0.003245789,0.0024247481,0.002320495,0.009753829],"category_scores_gemma":[0.018327553,0.0007045097,0.001177777,0.0019418178,0.0016664506,0.0054512057,0.0016751043,0.0032093783,0.0012031919],"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":[0.000013748465,0.000039364422,0.00025028482,0.00006662443,0.000014571436,0.00013084586,0.00012736072,0.044262223,0.0005292697,0.9429861,0.0015212593,0.010058406],"study_design_scores_gemma":[0.000010803996,0.00000627509,0.0000960357,0.00003183813,0.000010204999,0.00008209192,0.0000346001,0.60766673,0.0001431366,0.39047107,0.0014330747,0.000014255917],"about_ca_topic_score_codex":0.0025607904,"about_ca_topic_score_gemma":0.0033143107,"teacher_disagreement_score":0.009753829,"about_ca_system_score_codex":0.001922437,"about_ca_system_score_gemma":0.0016132202,"threshold_uncertainty_score":0.032629788},"labels":[],"label_agreement":null},{"id":"W116266680","doi":"","title":"Larger than One Probabilities in Mathematical and Practical Finance","year":2012,"lang":"en","type":"article","venue":"Review of Economics and Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"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":"Log-normal distribution; Black–Scholes model; Interest rate; Econometrics; Interval (graph theory); Extension (predicate logic); Mathematical economics; Function (biology); Economics; Mathematics; Finance; Computer science; Statistics; Combinatorics","score_opus":0.0496377888580963,"score_gpt":0.2617946312283635,"score_spread":0.2121568423702672,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W116266680","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02289031,0.045528952,0.8403824,0.011428914,0.0018594025,0.000059185535,0.00030097942,0.00031102553,0.077238835],"genre_scores_gemma":[0.7715331,0.04276221,0.1652199,0.0027458076,0.0050190487,0.0002444532,0.0002481385,0.00017606851,0.012051381],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99759066,0.0009016868,0.00016969586,0.00050158,0.0006884766,0.00014797537],"domain_scores_gemma":[0.99066484,0.006899587,0.0007814976,0.0008306338,0.00062343036,0.00020006098],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0041528544,0.0013003733,0.0010033394,0.001963536,0.0010551618,0.0036154876,0.0011183663,0.0022658147,0.0032540206],"category_scores_gemma":[0.012994742,0.00054973114,0.0011210655,0.0024279763,0.00962059,0.011220623,0.0018238663,0.0055377353,0.00082843035],"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":[0.000004320224,0.000006236032,0.00013613532,0.00006425115,0.0000059398835,0.000044929202,0.00005296458,0.0023563567,0.000104175306,0.99006677,0.0008522845,0.006305577],"study_design_scores_gemma":[0.000002098171,0.0000084736885,0.00009536364,0.00003702454,0.0000043882083,0.000075897005,0.000012478307,0.0048527415,0.000071193805,0.98900247,0.0058286064,0.000009205578],"about_ca_topic_score_codex":0.00093709136,"about_ca_topic_score_gemma":0.00042578595,"teacher_disagreement_score":0.0041528544,"about_ca_system_score_codex":0.0021796757,"about_ca_system_score_gemma":0.0010390027,"threshold_uncertainty_score":0.021962643},"labels":[],"label_agreement":null},{"id":"W1190525645","doi":"10.1142/s0219024915500338","title":"LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL","year":2015,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"Martingale (probability theory); Exponential function; Mathematics; Minification; Applied mathematics; Mathematical optimization; Markov chain; Mathematical economics; Markov process; Econometrics; Economics; Statistics; Mathematical analysis","score_opus":0.015684097410338355,"score_gpt":0.22676249330507603,"score_spread":0.21107839589473767,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1190525645","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3453472,0.0013543698,0.6461329,0.0011003112,0.000052693234,0.000046570633,0.00007489098,0.000106913394,0.0057842047],"genre_scores_gemma":[0.9848275,0.0004221428,0.009696358,0.00007490843,0.000034035955,0.00004298332,0.0000407039,0.000023212984,0.0048381053],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99942976,0.00025167794,0.000022326825,0.00010605949,0.00009857917,0.0000916378],"domain_scores_gemma":[0.99878556,0.00070535153,0.00018873601,0.00005361215,0.00012103735,0.00014573323],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017993913,0.00067938917,0.0011763462,0.00047620802,0.00037887474,0.0012062702,0.0011603091,0.0013311482,0.001736202],"category_scores_gemma":[0.003413321,0.0004016671,0.0010189076,0.00037120952,0.0012979252,0.001966709,0.0011527516,0.0011662128,0.00014388263],"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":[0.0001172743,0.0000822477,0.0018372256,0.00014833757,0.0001155481,0.00047578287,0.00020036843,0.5780132,0.006155291,0.40376797,0.0007587991,0.008327986],"study_design_scores_gemma":[0.000023319279,0.00006163053,0.0003062151,0.000009552923,0.000020709998,0.0000476601,0.000026611242,0.9280464,0.0004133508,0.070865214,0.00016244888,0.000016839535],"about_ca_topic_score_codex":0.0022020338,"about_ca_topic_score_gemma":0.0011712003,"teacher_disagreement_score":0.0022020338,"about_ca_system_score_codex":0.0012406718,"about_ca_system_score_gemma":0.00086398603,"threshold_uncertainty_score":0.00951618},"labels":[],"label_agreement":null},{"id":"W127653438","doi":"10.1007/978-3-319-02069-3_7","title":"Three Essays on Exponential Hedging with Variable Exit Times","year":2013,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Variable (mathematics); Exponential function; Mathematical economics; Mathematics; Econometrics; Applied mathematics; Economics; Mathematical analysis","score_opus":0.025151720840220337,"score_gpt":0.18682515293573712,"score_spread":0.1616734320955168,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W127653438","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.030266544,0.084161185,0.31895286,0.08764939,0.02326424,0.00009338095,0.00048934954,0.0002847878,0.45483825],"genre_scores_gemma":[0.3695808,0.05055388,0.04802479,0.0155576635,0.028054543,0.0001683173,0.00049370347,0.0006298886,0.48693645],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989833,0.00021068595,0.00007520662,0.00015729165,0.00046673988,0.000106753134],"domain_scores_gemma":[0.99504745,0.003236735,0.00029539663,0.00050518697,0.000676069,0.00023918411],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0035662807,0.0010739594,0.0006221442,0.0013636429,0.00095441245,0.0033832688,0.0013557961,0.003027334,0.008895664],"category_scores_gemma":[0.011462426,0.00045382592,0.0010105829,0.0016582893,0.0054369797,0.0052643097,0.0021830748,0.004586467,0.0017296647],"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":[0.000047799633,0.000049299746,0.00032835966,0.00009290312,0.00001867417,0.000116529285,0.00033144368,0.0023719675,0.00034107585,0.89935136,0.037298888,0.05965169],"study_design_scores_gemma":[0.000013629297,0.000019574316,0.00060671265,0.00018028208,0.000013865768,0.00015039965,0.00009446552,0.0027123804,0.0004478991,0.88310915,0.112620324,0.000031233878],"about_ca_topic_score_codex":0.0008587369,"about_ca_topic_score_gemma":0.000670772,"teacher_disagreement_score":0.008895664,"about_ca_system_score_codex":0.0021692158,"about_ca_system_score_gemma":0.0009650909,"threshold_uncertainty_score":0.02975899},"labels":[],"label_agreement":null},{"id":"W129012552","doi":"10.1007/978-1-4614-3455-9_15","title":"Maximum Principles and Nonoscillation Intervals","year":2012,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"History","score_opus":0.05999142901698423,"score_gpt":0.22341403153646344,"score_spread":0.1634226025194792,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W129012552","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.011913769,0.03707298,0.76482016,0.003528651,0.0010797419,0.00002961797,0.00023472695,0.0002981972,0.18102221],"genre_scores_gemma":[0.45827627,0.04040488,0.3891026,0.0015589097,0.007061424,0.00032681818,0.0008181788,0.0009302627,0.10152069],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989974,0.00034202164,0.0000551926,0.00017510222,0.00037884383,0.000051473082],"domain_scores_gemma":[0.9976421,0.0017753945,0.000099389465,0.00022850302,0.00020473564,0.000049718834],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020193032,0.0010132524,0.001310023,0.0012445209,0.0008598558,0.0026604598,0.0016135097,0.0014754013,0.0059124003],"category_scores_gemma":[0.0048671397,0.0007534128,0.0008386296,0.0020296702,0.0031610948,0.0046220995,0.0011162519,0.004769257,0.0011854882],"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":[0.0000068884697,0.0000067706164,0.000019395802,0.00004302363,0.000005707676,0.000008032205,0.00002672542,0.0025154096,0.00017059235,0.98202515,0.0022519103,0.0129202865],"study_design_scores_gemma":[0.0000031406732,0.0000029195112,0.00003302599,0.000011950182,0.0000019903034,0.0000122334795,0.0000026175321,0.0046321447,0.00007211433,0.9896707,0.00555274,0.0000043312284],"about_ca_topic_score_codex":0.00047662447,"about_ca_topic_score_gemma":0.0005344801,"teacher_disagreement_score":0.0059124003,"about_ca_system_score_codex":0.0013200885,"about_ca_system_score_gemma":0.0006146509,"threshold_uncertainty_score":0.019778907},"labels":[],"label_agreement":null},{"id":"W141270673","doi":"","title":"Option pricing with regime switching Lévy processes using Fourier space time stepping","year":2007,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Toronto","funders":"","keywords":"Lévy process; Jump diffusion; Partial differential equation; Valuation (finance); Jump; Valuation of options; Fourier transform; Mathematics; Applied mathematics; Space (punctuation); Class (philosophy); Path integral formulation; Mathematical optimization; Computer science; Mathematical economics; Economics; Econometrics; Mathematical analysis; Physics; Finance","score_opus":0.0251352584027479,"score_gpt":0.226240889209798,"score_spread":0.2011056308070501,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W141270673","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.026777191,0.00029367328,0.97058064,0.00018501775,0.000052949912,0.0000208909,0.000015252921,0.00007612625,0.0019982755],"genre_scores_gemma":[0.6724163,0.0012557454,0.31680152,0.00012978898,0.00014979507,0.0001486882,0.000090211906,0.00009968145,0.008908297],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996037,0.0002007555,0.000018786435,0.000029228102,0.00012005049,0.000027485243],"domain_scores_gemma":[0.9990663,0.00061885413,0.000081621685,0.00008766263,0.00008440312,0.00006116827],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013827006,0.00040782924,0.0007140451,0.00057927123,0.00030650626,0.0009956761,0.00084676256,0.0011165087,0.002373971],"category_scores_gemma":[0.00361302,0.00028742923,0.0010584898,0.0007976795,0.0009339756,0.0017710429,0.00095850363,0.0014184255,0.0003204562],"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":[0.00007760287,0.00012245796,0.00090213586,0.00006792037,0.000076474535,0.00034275177,0.000107785105,0.35074934,0.005506742,0.59675336,0.0010030315,0.04429047],"study_design_scores_gemma":[0.000008015655,0.000010834306,0.000059054408,0.0000030620329,0.0000035422136,0.000030726766,0.000003911737,0.9576944,0.00022306207,0.041602485,0.0003544829,0.000006450496],"about_ca_topic_score_codex":0.0015760626,"about_ca_topic_score_gemma":0.0009904135,"teacher_disagreement_score":0.002373971,"about_ca_system_score_codex":0.00049806945,"about_ca_system_score_gemma":0.00082167157,"threshold_uncertainty_score":0.007941723},"labels":[],"label_agreement":null},{"id":"W1453701","doi":"10.1016/0378-8741(92)90002-9","title":"Simulations For Hedging Financial Contracts With Optimal Decisions: A Case Study","year":2001,"lang":"en","type":"article","venue":"Journal of Ethnopharmacology","topic":"Stochastic processes and financial applications","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":"Reset (finance); Asset (computer security); Heuristic; Task (project management); Actuarial science; Investment (military); Business; Finance; Economics; Computer science","score_opus":0.07503096709526924,"score_gpt":0.34099634608814877,"score_spread":0.26596537899287953,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1453701","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8093091,0.0034754376,0.10392179,0.008020465,0.0003775273,0.00076911954,0.005007595,0.0006297974,0.068489164],"genre_scores_gemma":[0.9638812,0.00064307987,0.025741125,0.00025769148,0.000043877182,0.00032156435,0.0006649377,0.00006118801,0.008385344],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99911493,0.0004867864,0.000046024517,0.00008947999,0.00008926894,0.00017353428],"domain_scores_gemma":[0.9709684,0.026614124,0.00054802635,0.000446927,0.00073977804,0.0006827079],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0035726065,0.0012044556,0.0013687981,0.0010410532,0.0010202563,0.00193171,0.0019305308,0.005204724,0.020455956],"category_scores_gemma":[0.014991275,0.0006395924,0.0012439976,0.0011792156,0.001209004,0.0014838941,0.0016424959,0.0032730338,0.0006205045],"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":[0.00028939315,0.00023797,0.0027229744,0.00011616095,0.000044087155,0.0005173387,0.00009666657,0.97319907,0.000106843916,0.016095975,0.0019634068,0.0046101473],"study_design_scores_gemma":[0.00014410469,0.00009333906,0.00045712406,0.000030396217,0.000016975788,0.00005096733,0.0001243385,0.9879721,0.00009762791,0.009435389,0.0015638621,0.00001373964],"about_ca_topic_score_codex":0.025020296,"about_ca_topic_score_gemma":0.020174557,"teacher_disagreement_score":0.025020296,"about_ca_system_score_codex":0.002397796,"about_ca_system_score_gemma":0.0017168868,"threshold_uncertainty_score":0.06843197},"labels":[],"label_agreement":null},{"id":"W1484666638","doi":"10.2139/ssrn.1082826","title":"Affine Term-Structure Models: Theory and Implementation","year":2001,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":96,"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":"Term (time); Affine term structure model; Affine transformation; Computer science; Mathematics; Physics; Yield curve; Geometry","score_opus":0.01142624754706696,"score_gpt":0.23608905415165876,"score_spread":0.2246628066045918,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1484666638","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.006253874,0.0005578316,0.9881761,0.0005647308,0.00007387182,0.0000196626,0.00007705204,0.00017633082,0.0041006063],"genre_scores_gemma":[0.6026301,0.0034440702,0.37615767,0.0003991307,0.00070921954,0.0003086241,0.0005501436,0.00024056557,0.0155605115],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99899656,0.00052962144,0.000057154943,0.00014630075,0.00019700214,0.00007336524],"domain_scores_gemma":[0.996799,0.0021856208,0.00028057647,0.0002972658,0.00031497274,0.0001224932],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022605548,0.0007150072,0.0012819403,0.0007333929,0.0006076472,0.0026976191,0.0023003719,0.0024405816,0.005167545],"category_scores_gemma":[0.011145727,0.0008090945,0.0010884772,0.0017160231,0.001172832,0.003171433,0.0018525982,0.0026136504,0.0013763071],"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":[0.00001977307,0.000041827785,0.00033458255,0.000040857405,0.00002321998,0.00003719712,0.000057230227,0.11329344,0.0001998423,0.86669534,0.0014097493,0.017847033],"study_design_scores_gemma":[0.000017315944,0.000011273612,0.00006148515,0.000009367095,0.0000128930415,0.000018079152,0.000014017638,0.56969464,0.00012325263,0.42832312,0.001703845,0.00001065253],"about_ca_topic_score_codex":0.00252902,"about_ca_topic_score_gemma":0.0017826181,"teacher_disagreement_score":0.005167545,"about_ca_system_score_codex":0.00084395777,"about_ca_system_score_gemma":0.0012571011,"threshold_uncertainty_score":0.017287135},"labels":[],"label_agreement":null},{"id":"W1489473274","doi":"10.1002/oca.2157","title":"Exact and approximate solutions to LQG homing problems in one and two dimensions","year":2014,"lang":"en","type":"article","venue":"Optimal Control Applications and Methods","topic":"Stochastic processes and financial applications","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 de Montréal; Polytechnique Montréal","funders":"","keywords":"Linear-quadratic-Gaussian control; Optimal control; Symmetry (geometry); Exact solutions in general relativity; Mathematics; Set (abstract data type); Applied mathematics; Stochastic control; Mathematical optimization; Computer science; Mathematical analysis; Geometry","score_opus":0.03400492551388924,"score_gpt":0.2890368195321943,"score_spread":0.25503189401830506,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1489473274","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15271254,0.0014540526,0.8284324,0.0009336428,0.00014279352,0.00004838146,0.00006992697,0.00019264473,0.016013648],"genre_scores_gemma":[0.94751096,0.0005263389,0.046409883,0.00010374898,0.00007426395,0.00009086263,0.000078318015,0.000049492824,0.0051563117],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995316,0.00021850395,0.000030213258,0.000053075757,0.0001124601,0.00005403743],"domain_scores_gemma":[0.99843043,0.0010129256,0.00017643209,0.00010381497,0.00019147742,0.00008486653],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016470971,0.00046548079,0.00064389757,0.0006274066,0.00037803393,0.0010750414,0.0006081426,0.0011736678,0.0022507012],"category_scores_gemma":[0.00478509,0.00027502963,0.0005681767,0.0004856981,0.0018684665,0.0013118616,0.0013232512,0.0009895741,0.0001425699],"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":[0.000050902778,0.00004733069,0.00043238947,0.00010191461,0.000026390671,0.00008566551,0.00016082791,0.5794341,0.002505309,0.40092668,0.00086081657,0.015367697],"study_design_scores_gemma":[0.00001143482,0.000024680281,0.00013736259,0.000009224142,0.000003180472,0.0000136526805,0.000029414854,0.8905734,0.00024499255,0.10849026,0.0004516516,0.000010756791],"about_ca_topic_score_codex":0.0023468717,"about_ca_topic_score_gemma":0.00084227824,"teacher_disagreement_score":0.0023468717,"about_ca_system_score_codex":0.00076788705,"about_ca_system_score_gemma":0.0006345535,"threshold_uncertainty_score":0.008710802},"labels":[],"label_agreement":null},{"id":"W1489646561","doi":"10.2139/ssrn.494682","title":"Does the Implied Volatility Flatten Out? Testing with Jensen's Inequality","year":2004,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Economics; Jensen's inequality; Econometrics; Keynesian economics; Financial economics; Mathematics","score_opus":0.023303672087463513,"score_gpt":0.2266870399305621,"score_spread":0.2033833678430986,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1489646561","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92205995,0.00044302322,0.06398621,0.0038551197,0.00022391496,0.000043168453,0.0007804365,0.00024498824,0.008363194],"genre_scores_gemma":[0.9968772,0.00007188594,0.001959839,0.00012759872,0.00012294206,0.000018207777,0.00030766122,0.000029435214,0.0004850844],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9859093,0.0065913987,0.0012294488,0.0025336582,0.0018530728,0.0018830587],"domain_scores_gemma":[0.62655616,0.33814487,0.015696423,0.013490487,0.0033423875,0.0027696604],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.020241616,0.0016665586,0.002962233,0.001249932,0.0014736062,0.0030755466,0.0033063767,0.002878385,0.015064809],"category_scores_gemma":[0.15730421,0.000876147,0.002819537,0.001364672,0.0038380292,0.008311568,0.0029708701,0.0050114254,0.0012640698],"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":[0.003807833,0.0013549676,0.4256228,0.0007659328,0.0043228944,0.006327449,0.0016990943,0.062319778,0.0053587966,0.37788358,0.010050431,0.10048652],"study_design_scores_gemma":[0.00085593876,0.0019611851,0.14619553,0.0002294622,0.000993612,0.0015027939,0.0020656197,0.4649611,0.0062502874,0.37219772,0.002579016,0.00020775145],"about_ca_topic_score_codex":0.003863503,"about_ca_topic_score_gemma":0.0019039141,"teacher_disagreement_score":0.020241616,"about_ca_system_score_codex":0.00081775046,"about_ca_system_score_gemma":0.0017864181,"threshold_uncertainty_score":0.10704917},"labels":[],"label_agreement":null},{"id":"W1493897966","doi":"","title":"Self-Normalized Weak Invariance Principle for Mixing Sequences","year":2005,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"University of Ottawa","funders":"","keywords":"Mixing (physics); Invariance principle; Mathematics; Sequence (biology); Function (biology); Stationary sequence; Pure mathematics; Mathematical analysis; Physics; Statistics; Quantum mechanics; Philosophy; Stochastic process; Chemistry","score_opus":0.05446833796304364,"score_gpt":0.31739724220257093,"score_spread":0.2629289042395273,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1493897966","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15025485,0.00031971183,0.80024993,0.0012853214,0.00031611518,0.0001819439,0.00027107546,0.00037958685,0.046741426],"genre_scores_gemma":[0.87929446,0.00035505515,0.09574852,0.0009712335,0.00058925484,0.00052454317,0.00053062226,0.00028964362,0.02169675],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9977881,0.00048106952,0.00019859702,0.00048301156,0.000751707,0.0002974436],"domain_scores_gemma":[0.9954982,0.0016938539,0.00058127916,0.00049787434,0.0010387839,0.00069011364],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032883172,0.0005298965,0.0008336437,0.0012345203,0.0013925955,0.0017536442,0.0009443378,0.0011356507,0.0066056796],"category_scores_gemma":[0.006657219,0.0005096559,0.0017233251,0.00043181962,0.002863317,0.004021691,0.0031064749,0.0022680503,0.0012644526],"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":[0.000042640582,0.000044873654,0.00057490147,0.000058607715,0.000025810783,0.00017650482,0.00013327069,0.002380814,0.009225122,0.980116,0.0007807777,0.0064407378],"study_design_scores_gemma":[0.00005447044,0.00027377592,0.0015819394,0.00003106967,0.000022681812,0.0009652189,0.00014729534,0.07325374,0.0084228115,0.9065972,0.008589449,0.000060334583],"about_ca_topic_score_codex":0.00024485862,"about_ca_topic_score_gemma":0.00023589996,"teacher_disagreement_score":0.0066056796,"about_ca_system_score_codex":0.0008518545,"about_ca_system_score_gemma":0.0014358056,"threshold_uncertainty_score":0.022098243},"labels":[],"label_agreement":null},{"id":"W1494663289","doi":"10.2139/ssrn.2157038","title":"Portfolio Choice in Markets with Contagion","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Portfolio; Financial contagion; Financial economics; Economics; Business; Econometrics; Financial market; Finance","score_opus":0.01146848445246923,"score_gpt":0.2133880551083065,"score_spread":0.20191957065583727,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1494663289","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9333396,0.001148964,0.05839379,0.0017334353,0.000060674964,0.00003511149,0.000088269604,0.00006459057,0.005135649],"genre_scores_gemma":[0.9934297,0.0003863351,0.0024159385,0.00005404985,0.00005030674,0.000013689552,0.000055490455,0.000009321266,0.0035850797],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992841,0.0003817343,0.000044803484,0.00010164491,0.000090373556,0.000097311466],"domain_scores_gemma":[0.98960364,0.007768424,0.0011155916,0.00025165526,0.00029793545,0.00096262735],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034286263,0.00051523006,0.0012996262,0.0009799881,0.0005430456,0.0030452122,0.0010282301,0.003251808,0.005592823],"category_scores_gemma":[0.017409768,0.00058452424,0.0006767839,0.0009055673,0.0012677158,0.004521187,0.0013176932,0.0013557399,0.00025696747],"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":[0.0016282588,0.00055222114,0.031084476,0.00032548784,0.00061663793,0.0030383957,0.0005905768,0.28696287,0.0033460387,0.63123024,0.0029136431,0.037711143],"study_design_scores_gemma":[0.00019407028,0.00019155537,0.0047921697,0.000022481661,0.00007806497,0.00029432122,0.00016488368,0.552814,0.00041339613,0.4405054,0.0004793806,0.00005034695],"about_ca_topic_score_codex":0.0012692799,"about_ca_topic_score_gemma":0.0012033541,"teacher_disagreement_score":0.005592823,"about_ca_system_score_codex":0.0006240347,"about_ca_system_score_gemma":0.00043348208,"threshold_uncertainty_score":0.018709838},"labels":[],"label_agreement":null},{"id":"W149675061","doi":"10.2139/ssrn.1158848","title":"Estimation of the Asset Price Distribution Using the Maximum Entropy Principle","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Kootenay Association for Science & Technology","funders":"","keywords":"Principle of maximum entropy; Econometrics; Mathematics; Asset (computer security); Economics; Statistics; Computer science","score_opus":0.01926060534403992,"score_gpt":0.23458080415695862,"score_spread":0.2153201988129187,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W149675061","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.049461335,0.00015377991,0.9491407,0.00018229155,0.000014568734,0.000013848258,0.000059181562,0.00012567392,0.00084862625],"genre_scores_gemma":[0.89088464,0.00033957206,0.10659273,0.000059567286,0.00014491599,0.000046361863,0.00027902087,0.00009458289,0.0015585779],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999321,0.00037275298,0.000026879532,0.00008780791,0.00014825648,0.000043207685],"domain_scores_gemma":[0.9950157,0.004345564,0.00023268581,0.00016763166,0.00015213902,0.0000862564],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001940818,0.00045425163,0.0010141917,0.0011028397,0.0003272063,0.0012811627,0.000771841,0.00082005945,0.0014496346],"category_scores_gemma":[0.008562673,0.00063395384,0.00073612685,0.00056174345,0.0009327004,0.0022496693,0.0012443347,0.001144039,0.00028886797],"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":[0.00017744619,0.00007034432,0.003120686,0.00011234967,0.00015242455,0.00017169978,0.000075952485,0.8652055,0.005176406,0.07080713,0.00076273613,0.05416736],"study_design_scores_gemma":[0.000005438734,0.0000070988262,0.00053919374,0.0000033080903,0.0000031715385,0.00001567471,0.0000020257526,0.98121613,0.00036113893,0.017774636,0.000065212516,0.0000068734666],"about_ca_topic_score_codex":0.0010672987,"about_ca_topic_score_gemma":0.00072128745,"teacher_disagreement_score":0.001940818,"about_ca_system_score_codex":0.00042124573,"about_ca_system_score_gemma":0.000609316,"threshold_uncertainty_score":0.010264158},"labels":[],"label_agreement":null},{"id":"W1498694889","doi":"10.2139/ssrn.1301696","title":"The Equity Premium and The Volatility Spread : The Role of Risk-Neutral Skewness","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Skewness; Volatility (finance); Economics; Volatility risk premium; Financial economics; Equity (law); Risk premium; Equity risk; Equity premium puzzle; Variance risk premium; Capital asset pricing model; Monetary economics; Business; Implied volatility; Econometrics; Finance; Valuation (finance); Political science","score_opus":0.007904534918518372,"score_gpt":0.21959460935575723,"score_spread":0.21169007443723886,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1498694889","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92230463,0.009127167,0.04197588,0.008538288,0.00023479344,0.0000127140975,0.000094780924,0.00006840676,0.017643228],"genre_scores_gemma":[0.99675214,0.0012715909,0.00054242794,0.00007008499,0.0002570325,0.0000025220095,0.000015043853,0.000011510447,0.0010776158],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99972016,0.00012180249,0.00001510139,0.000048215115,0.000047337824,0.000047331185],"domain_scores_gemma":[0.99038786,0.0069606733,0.0012051568,0.00035327725,0.00040439446,0.0006886612],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018433733,0.00040624032,0.00064546627,0.0007450098,0.00034819706,0.003837564,0.00056564517,0.0016954417,0.0043759374],"category_scores_gemma":[0.018838955,0.0003087375,0.00033753295,0.00062135817,0.0020252562,0.005448771,0.0013420224,0.0021839652,0.000346867],"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":[0.0004044749,0.00012177969,0.020056898,0.00010901197,0.00010922437,0.0010196524,0.00058651646,0.029785482,0.0041990266,0.9130209,0.0024355175,0.028151479],"study_design_scores_gemma":[0.0000590357,0.000041653348,0.015609054,0.000039365652,0.000053763484,0.00031359948,0.00023010153,0.086173214,0.00041386764,0.8960365,0.0009791272,0.000050645514],"about_ca_topic_score_codex":0.0011328765,"about_ca_topic_score_gemma":0.00077939767,"teacher_disagreement_score":0.0043759374,"about_ca_system_score_codex":0.0004996422,"about_ca_system_score_gemma":0.00061618676,"threshold_uncertainty_score":0.01463896},"labels":[],"label_agreement":null},{"id":"W1499805310","doi":"10.2139/ssrn.2311737","title":"Optimal Architecture for Modern Analytics Platforms","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Surrey Memorial Hospital","funders":"","keywords":"Analytics; Architecture; Computer science; Data science; Geography","score_opus":0.020201573317034035,"score_gpt":0.23164207717373242,"score_spread":0.21144050385669838,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1499805310","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1816349,0.00040526033,0.79850036,0.0020029095,0.00013174851,0.00011867022,0.00019193662,0.001001695,0.01601252],"genre_scores_gemma":[0.91793716,0.00025395452,0.07281007,0.0001424546,0.00008031594,0.00010098674,0.00011959443,0.00009646125,0.008458977],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988851,0.0003267247,0.00005121846,0.00024237062,0.00018476059,0.0003097686],"domain_scores_gemma":[0.99819666,0.0006047293,0.00015243891,0.0003486481,0.00044010626,0.00025733674],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013533972,0.0008183409,0.0010413661,0.0007073693,0.0007982087,0.0027981729,0.0013422646,0.0019627877,0.008041776],"category_scores_gemma":[0.006126186,0.0007377424,0.00050596707,0.00057291257,0.0011528312,0.00382408,0.0024486363,0.0019857234,0.001236879],"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":[0.0005237652,0.00029032733,0.00227905,0.00013780234,0.000097383534,0.00022870938,0.0001969069,0.46605515,0.009428484,0.40752748,0.007374326,0.10586064],"study_design_scores_gemma":[0.00003171793,0.000053167503,0.0002734915,0.000012912436,0.000019424982,0.000025340849,0.00004668396,0.8223963,0.0008588791,0.1750163,0.0012546509,0.000011177084],"about_ca_topic_score_codex":0.0020637373,"about_ca_topic_score_gemma":0.0035892823,"teacher_disagreement_score":0.008041776,"about_ca_system_score_codex":0.0014181309,"about_ca_system_score_gemma":0.0022431605,"threshold_uncertainty_score":0.026902378},"labels":[],"label_agreement":null},{"id":"W1500255038","doi":"10.2139/ssrn.2408495","title":"Staying at Zero with Affine Processes: A New Dynamic Term Structure Model","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"","keywords":"Term (time); Zero (linguistics); Affine transformation; Mathematics; Computer science; Physics; Pure mathematics; Linguistics; Philosophy","score_opus":0.007808359280133175,"score_gpt":0.19947761042722212,"score_spread":0.19166925114708894,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1500255038","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12104921,0.0018356155,0.8516277,0.0030318117,0.00046769637,0.000071434435,0.0003581262,0.00026833106,0.02129008],"genre_scores_gemma":[0.9282607,0.0018486149,0.030869143,0.00048487462,0.0009513504,0.00012884056,0.0003802655,0.0001976393,0.036878686],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989785,0.000343491,0.000056691882,0.00026227414,0.00017913932,0.00018001324],"domain_scores_gemma":[0.99706453,0.0012791307,0.00067070767,0.00021772778,0.00031059395,0.00045731568],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022650643,0.0015858964,0.0023985247,0.0014573421,0.0009535072,0.0044236295,0.0042092395,0.0048095174,0.0040736184],"category_scores_gemma":[0.006554803,0.0009879491,0.0018255145,0.0019047807,0.0026814484,0.004775721,0.0025500658,0.004234695,0.00094705936],"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":[0.00009230447,0.000106907304,0.0009506316,0.00007532321,0.0000788228,0.00042472655,0.00021112149,0.22740893,0.0013826822,0.7617812,0.0017714398,0.005715972],"study_design_scores_gemma":[0.00004070948,0.000048367867,0.00018637332,0.000009952995,0.000042039126,0.00008324295,0.000025690013,0.8579844,0.000105957515,0.14055565,0.00088563503,0.000031997697],"about_ca_topic_score_codex":0.0039369385,"about_ca_topic_score_gemma":0.0020886608,"teacher_disagreement_score":0.0048095174,"about_ca_system_score_codex":0.0012998465,"about_ca_system_score_gemma":0.0012428665,"threshold_uncertainty_score":0.013627589},"labels":[],"label_agreement":null},{"id":"W1501124990","doi":"","title":"Valorización de la Opción Asiática Aritmética bajo el Proceso de Variación Elástica Constante (CEV Process)","year":2010,"lang":"es","type":"article","venue":"Journal of Economics Finance and Administrative Science","topic":"Stochastic processes and financial applications","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":"Binomial options pricing model; Constant elasticity of variance model; Mathematics; Applied mathematics; Log-normal distribution; Stock price; Trinomial tree; Econometrics; Valuation of options; Statistics; Stochastic volatility; Volatility (finance)","score_opus":0.019853770337773722,"score_gpt":0.3060726173278895,"score_spread":0.28621884699011574,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1501124990","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17737807,0.0012865268,0.8121933,0.00045040884,0.00017079109,0.000029805546,0.00004830025,0.00024523443,0.008197624],"genre_scores_gemma":[0.8875331,0.0015266481,0.10368033,0.00012735432,0.0001418942,0.000060721057,0.00008907671,0.00014995891,0.006690888],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994943,0.00016697211,0.000022641523,0.00009870097,0.0001526071,0.00006469203],"domain_scores_gemma":[0.99719834,0.0018773599,0.0003092443,0.00017633187,0.00036495132,0.00007379827],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027025265,0.0005032888,0.0005401395,0.0007530557,0.00026810222,0.0018929077,0.00072309235,0.00069988024,0.0036697655],"category_scores_gemma":[0.011906413,0.00026898374,0.0005750654,0.0006623164,0.0008587218,0.0018447452,0.000877539,0.0012778547,0.00040603144],"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":[0.0002990747,0.00006999787,0.008997591,0.00024723916,0.00012437433,0.0003351994,0.00031844262,0.48150286,0.014486706,0.27754417,0.0012375689,0.21483676],"study_design_scores_gemma":[0.000015910306,0.00004400797,0.0018465699,0.000035644487,0.000031126874,0.00014401873,0.00003943224,0.9563737,0.0024628048,0.037490193,0.0014876592,0.000028895474],"about_ca_topic_score_codex":0.0019756895,"about_ca_topic_score_gemma":0.0012757775,"teacher_disagreement_score":0.0036697655,"about_ca_system_score_codex":0.0005375822,"about_ca_system_score_gemma":0.0006173583,"threshold_uncertainty_score":0.014292479},"labels":[],"label_agreement":null},{"id":"W1501166089","doi":"10.2139/ssrn.1082833","title":"An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates","year":2004,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Term (time); Zero (linguistics); Econometrics; Yield curve; Economics; Interest rate; Financial economics; Business; Monetary economics; Physics; Linguistics; Philosophy","score_opus":0.01736328743632895,"score_gpt":0.2561356354145852,"score_spread":0.23877234797825628,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1501166089","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9884769,0.0009620073,0.0007459653,0.0007102939,0.000017626686,0.000023638117,0.0013298725,0.000027333415,0.0077063995],"genre_scores_gemma":[0.99477494,0.00041945415,0.0004530042,0.00004220006,0.000013223284,0.0000055108762,0.001115302,0.00001727262,0.0031590443],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9994603,0.000076916294,0.000022217797,0.00009139046,0.00021552708,0.00013376141],"domain_scores_gemma":[0.98972833,0.0030503876,0.0011654282,0.0003630961,0.004797863,0.0008947987],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002283355,0.00035106155,0.00043077016,0.0031103329,0.0024978337,0.0021568297,0.0012099486,0.00058353756,0.0039936514],"category_scores_gemma":[0.019459303,0.00027533423,0.00040527215,0.0051987013,0.0010254165,0.000925145,0.0005549523,0.0010547453,0.00030348857],"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":[0.0014167093,0.00029054948,0.737309,0.00028793726,0.00025949161,0.0005479854,0.006550744,0.037262876,0.0030137964,0.11201041,0.022731243,0.0783193],"study_design_scores_gemma":[0.00007705353,0.000067278015,0.9171478,0.000074173564,0.0001456784,0.00015264562,0.0025027099,0.060031813,0.0010335146,0.005182957,0.013460912,0.0001234515],"about_ca_topic_score_codex":0.9839697,"about_ca_topic_score_gemma":0.9861843,"teacher_disagreement_score":0.03545831,"about_ca_system_score_codex":0.03545831,"about_ca_system_score_gemma":0.0250435,"threshold_uncertainty_score":0.25726926},"labels":[],"label_agreement":null},{"id":"W1505293895","doi":"10.1017/apr.2015.17","title":"Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view","year":2016,"lang":"en","type":"article","venue":"Advances in Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":30,"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 du Québec à Montréal","funders":"Natural Sciences and Engineering Research Council of Canada; Fonds de recherche du Québec – Nature et technologies; Centre National de la Recherche Scientifique; Agence Nationale de la Recherche; Centre de Recherches Mathématiques","keywords":"Mathematics; Laplace transform; Lévy process; Distribution (mathematics); Exponential function; Jump; Exponential distribution; Scale (ratio); Jump diffusion; Combinatorics; Mathematical analysis; Applied mathematics; Statistics; Physics; Quantum mechanics","score_opus":0.01384390611071431,"score_gpt":0.23190629823833311,"score_spread":0.2180623921276188,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1505293895","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5951536,0.0010059306,0.38958654,0.002343772,0.00017111977,0.00008543134,0.00025546874,0.00027085113,0.011127151],"genre_scores_gemma":[0.981754,0.0004170003,0.0079874275,0.0001074382,0.0001395549,0.00008112685,0.00012483652,0.000060884227,0.009327818],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991762,0.00027524092,0.00003380967,0.00016618404,0.00022924779,0.000119185504],"domain_scores_gemma":[0.9932287,0.0038632948,0.0009405057,0.00031314496,0.0007464108,0.00090799516],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033993786,0.00092310103,0.0011470442,0.0018611213,0.0006579285,0.0029240754,0.0019286429,0.0019222696,0.0069939564],"category_scores_gemma":[0.012096282,0.0006483108,0.0008066626,0.0010594109,0.0043127155,0.0044115204,0.0016768529,0.0015795399,0.0007149575],"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":[0.00017009086,0.00016078206,0.0056203078,0.00012308604,0.00008644573,0.0012122061,0.00037372753,0.11975649,0.008184435,0.85824406,0.0011615928,0.0049066916],"study_design_scores_gemma":[0.00004343846,0.00008370092,0.002059785,0.000035701596,0.000036914327,0.00041750204,0.00015183375,0.82152104,0.001011878,0.17392623,0.0006382736,0.00007381974],"about_ca_topic_score_codex":0.0036314237,"about_ca_topic_score_gemma":0.001800819,"teacher_disagreement_score":0.0069939564,"about_ca_system_score_codex":0.0016061509,"about_ca_system_score_gemma":0.001287132,"threshold_uncertainty_score":0.023397088},"labels":[],"label_agreement":null},{"id":"W1506679703","doi":"10.2139/ssrn.1082511","title":"Modelling Term-Structure Dynamics for Risk Management: A Practitioner's Perspective","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Bank of Canada","funders":"","keywords":"Term (time); Perspective (graphical); Dynamics (music); Risk management; Computer science; Sociology; Economics; Management; Physics; Artificial intelligence","score_opus":0.007123650540465138,"score_gpt":0.20826906968296524,"score_spread":0.20114541914250011,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1506679703","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.015587658,0.02371846,0.9280716,0.022675669,0.00038121754,0.000027123333,0.00010514561,0.00021428829,0.009218939],"genre_scores_gemma":[0.62177753,0.09962872,0.26349264,0.0025391076,0.0041825334,0.00012600429,0.00020846399,0.0001819268,0.007863122],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992611,0.0003787466,0.0000614959,0.00009640162,0.00016674364,0.0000354863],"domain_scores_gemma":[0.99403894,0.0044644424,0.00028343467,0.0004524276,0.00057398225,0.00018673667],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004065291,0.0009943888,0.002245205,0.0011098017,0.00041512263,0.0037819187,0.002484034,0.0054674097,0.002886722],"category_scores_gemma":[0.011848809,0.0005575141,0.0009629388,0.0016396474,0.0016687679,0.0061411555,0.0014193908,0.0041823434,0.0009218995],"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":[0.000048349233,0.00017075165,0.0018905497,0.0006738851,0.00013628954,0.00036660655,0.0005539291,0.30327615,0.0015684086,0.6115305,0.0059735887,0.07381109],"study_design_scores_gemma":[0.00001773774,0.000043649678,0.00026063903,0.00018698617,0.000032700642,0.0001328249,0.00018440543,0.39931625,0.00029231445,0.58813864,0.01136446,0.000029387007],"about_ca_topic_score_codex":0.002814684,"about_ca_topic_score_gemma":0.0019729037,"teacher_disagreement_score":0.0054674097,"about_ca_system_score_codex":0.0007914357,"about_ca_system_score_gemma":0.00147198,"threshold_uncertainty_score":0.021499574},"labels":[],"label_agreement":null},{"id":"W1507174820","doi":"10.1007/978-3-540-89722-4_13","title":"Policy Iteration for Learning an Exercise Policy for American Options","year":2008,"lang":"en","type":"book-chapter","venue":"Lecture notes in computer science","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Reinforcement learning; Computer science; Artificial intelligence; Machine learning; Computational finance; Finance; Economics","score_opus":0.028631058431168026,"score_gpt":0.2704698405771932,"score_spread":0.24183878214602517,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1507174820","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.01814143,0.00021289477,0.9754641,0.0004718529,0.0000711847,0.000111494366,0.000055416498,0.0003185981,0.005152931],"genre_scores_gemma":[0.5481918,0.00044655887,0.43611372,0.00038024798,0.00018860784,0.0009389471,0.000385173,0.00037675083,0.012978222],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9984486,0.00089532824,0.00007687304,0.00021767143,0.00021464651,0.00014691435],"domain_scores_gemma":[0.98784584,0.010698066,0.00021700928,0.00031893642,0.00051340257,0.00040667242],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0053244894,0.0014838455,0.002550152,0.0011719603,0.0011149782,0.0018783907,0.0019511805,0.0041167894,0.009500501],"category_scores_gemma":[0.0190989,0.0012776544,0.0015142297,0.0008604361,0.002805827,0.0028806946,0.0037646592,0.0049606776,0.0008816868],"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":[0.0002608467,0.00014115212,0.0007976119,0.000102933416,0.000054716027,0.00009778002,0.00022437208,0.8151469,0.00043245757,0.12918484,0.001971726,0.051584605],"study_design_scores_gemma":[0.000020517698,0.000019496905,0.000023055516,0.000012417785,0.000004843602,0.000007767665,0.00001080411,0.9605698,0.00012122559,0.038973793,0.00023050558,0.0000057521443],"about_ca_topic_score_codex":0.005377396,"about_ca_topic_score_gemma":0.00459266,"teacher_disagreement_score":0.009500501,"about_ca_system_score_codex":0.0018316216,"about_ca_system_score_gemma":0.0027789855,"threshold_uncertainty_score":0.03178233},"labels":[],"label_agreement":null},{"id":"W1507184948","doi":"10.1090/s0002-9939-04-07765-2","title":"A stochastic delay financial model","year":2004,"lang":"en","type":"article","venue":"Proceedings of the American Mathematical Society","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":46,"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 New Brunswick","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Insider; Insider trading; Financial market; Stability (learning theory); Mathematical economics; Logarithm; Economics; Black–Scholes model; Mathematics; Econometrics; Actuarial science; Computer science; Finance; Mathematical analysis","score_opus":0.018475439744316747,"score_gpt":0.22441858628414435,"score_spread":0.2059431465398276,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1507184948","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.27050397,0.0013028929,0.6935585,0.0023624653,0.00039990284,0.00010408457,0.0013747952,0.00042069756,0.02997277],"genre_scores_gemma":[0.95193607,0.0005729367,0.022234956,0.00020441785,0.00015606648,0.000091762944,0.00034572513,0.00004666806,0.024411462],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996872,0.00007629532,0.000016988673,0.0000753595,0.00007643697,0.00006777057],"domain_scores_gemma":[0.99929476,0.00029522885,0.00013378609,0.000052861797,0.000097607604,0.00012576468],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008088941,0.0006752483,0.00078526285,0.00065157557,0.00036491657,0.0016469518,0.001382101,0.0020594138,0.0082630245],"category_scores_gemma":[0.0029757738,0.0003320106,0.000602033,0.00071285863,0.0009905843,0.001970465,0.0010970242,0.0011692379,0.0005665629],"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":[0.0001088319,0.00004300296,0.0012815758,0.00004982688,0.000033250813,0.00030884764,0.000071159746,0.6340946,0.0018143521,0.35748205,0.001218279,0.0034942846],"study_design_scores_gemma":[0.00004079702,0.00002388921,0.000116831754,0.0000053511435,0.000013091106,0.00004615696,0.000011134823,0.96409523,0.00023073706,0.03411079,0.0012931116,0.000012942268],"about_ca_topic_score_codex":0.0063390266,"about_ca_topic_score_gemma":0.0026618682,"teacher_disagreement_score":0.0082630245,"about_ca_system_score_codex":0.0011091675,"about_ca_system_score_gemma":0.0009662754,"threshold_uncertainty_score":0.027642548},"labels":[],"label_agreement":null},{"id":"W1512306938","doi":"10.1007/s00211-015-0723-8","title":"Convergence of the embedded mean-variance optimal points with discrete sampling","year":2015,"lang":"en","type":"article","venue":"Numerische Mathematik","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"","keywords":"Mathematics; Embedding; Applied mathematics; Sequence (biology); Convergence (economics); Spurious relationship; Stochastic differential equation; Numerical analysis; Partial differential equation; Limit (mathematics); Mathematical analysis; Mathematical optimization; Statistics; Computer science","score_opus":0.05173194826676521,"score_gpt":0.25084362506227265,"score_spread":0.19911167679550745,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1512306938","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.054917358,0.0009884596,0.93661964,0.0010047209,0.0001112921,0.0000872992,0.00013564975,0.00014798719,0.0059876223],"genre_scores_gemma":[0.77074975,0.0020001766,0.20918596,0.0003416347,0.000274997,0.00044322875,0.0005350136,0.00047111858,0.01599817],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99712676,0.0016379517,0.00013507831,0.0003909083,0.00049692276,0.00021243062],"domain_scores_gemma":[0.96170056,0.03160869,0.0018012633,0.0014935781,0.002313428,0.0010825456],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0100787245,0.001812457,0.0022542558,0.002361291,0.00069720176,0.0031156763,0.002972533,0.0029264593,0.0054047774],"category_scores_gemma":[0.0672316,0.0017156393,0.0016256805,0.0016067344,0.0049342006,0.0055149277,0.005341409,0.0042573335,0.0004974405],"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":[0.00031728728,0.000100065736,0.0013483198,0.00025588577,0.00010449024,0.00010795084,0.00020241286,0.48968157,0.0012277652,0.49484724,0.0010326338,0.010774421],"study_design_scores_gemma":[0.000027245027,0.000025587355,0.00024746143,0.00003688925,0.000013049314,0.000023656943,0.000023142853,0.8710615,0.00037677877,0.12785202,0.0002945807,0.000018138979],"about_ca_topic_score_codex":0.00426865,"about_ca_topic_score_gemma":0.0022349833,"teacher_disagreement_score":0.0100787245,"about_ca_system_score_codex":0.0027923922,"about_ca_system_score_gemma":0.0025015515,"threshold_uncertainty_score":0.05330205},"labels":[],"label_agreement":null},{"id":"W1512743013","doi":"10.1007/978-3-540-44671-2_15","title":"Coalescence of Skew Brownian Motions","year":2001,"lang":"en","type":"book-chapter","venue":"Lecture notes in mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"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":"Skew; Coalescence (physics); Mathematics; Brownian motion; Statistical physics; Mathematical analysis; Geometry; Statistics; Computer science; Physics; Telecommunications","score_opus":0.03286339726343763,"score_gpt":0.2274590457033158,"score_spread":0.19459564843987817,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1512743013","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.36023527,0.0037063127,0.61203766,0.00081129454,0.00035519048,0.000053384745,0.00015756943,0.00030761873,0.022335615],"genre_scores_gemma":[0.9466018,0.0018099095,0.03149713,0.00021408177,0.00037954393,0.00009151497,0.0003849841,0.00021356545,0.018807603],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990615,0.0002963061,0.000050081166,0.00018962107,0.00026342605,0.00013893099],"domain_scores_gemma":[0.99545443,0.002325377,0.0006430364,0.00042381813,0.00050584006,0.00064736384],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025424203,0.00047584617,0.0011783194,0.0023639097,0.0007731848,0.0019792025,0.0011973298,0.0009570631,0.0054236553],"category_scores_gemma":[0.010443721,0.0006826323,0.0010005049,0.0012639277,0.002094229,0.0034900333,0.0020732088,0.001989563,0.0006131864],"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":[0.000030940188,0.000021179028,0.0010170031,0.000037357564,0.000025643643,0.00017275527,0.0002527237,0.0074771843,0.001969321,0.9798028,0.0010682788,0.008124879],"study_design_scores_gemma":[0.00002880384,0.000037796854,0.0011614216,0.000019817255,0.000016788928,0.0004246507,0.000105239356,0.09111955,0.00071639445,0.903212,0.0031345394,0.000023029057],"about_ca_topic_score_codex":0.0006551747,"about_ca_topic_score_gemma":0.00049953384,"teacher_disagreement_score":0.0054236553,"about_ca_system_score_codex":0.0008121267,"about_ca_system_score_gemma":0.00051617215,"threshold_uncertainty_score":0.018143952},"labels":[],"label_agreement":null},{"id":"W1514337327","doi":"10.2139/ssrn.254338","title":"Financial Signal Processing: A Self Calibrating Model","year":2000,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Finance; Signal processing; Business; Computer science; Digital signal processing","score_opus":0.012631033931475006,"score_gpt":0.20791085335751977,"score_spread":0.19527981942604478,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1514337327","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.042517707,0.0003801858,0.948541,0.0012514829,0.00011558143,0.000044647175,0.00015399215,0.00043491542,0.006560539],"genre_scores_gemma":[0.8879385,0.0011051231,0.09018973,0.00048999564,0.00036724223,0.00014816066,0.00027382292,0.0002099367,0.019277543],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99942553,0.00022351134,0.00002208891,0.00019343219,0.000085106316,0.00005039541],"domain_scores_gemma":[0.99829394,0.000992022,0.00022227486,0.0002002116,0.0002110049,0.00008057597],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012069627,0.0006268573,0.00081010046,0.0005959674,0.0003419298,0.001831287,0.0014145579,0.0028714426,0.0030302282],"category_scores_gemma":[0.00524774,0.0005996936,0.0007602764,0.0008163828,0.0010622835,0.0021934311,0.0010485966,0.0019442312,0.0012337721],"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":[0.00015505576,0.000113501934,0.0013252009,0.00007687091,0.00007281505,0.00024046123,0.0001333106,0.7785171,0.0059410813,0.17900142,0.0022015192,0.032221653],"study_design_scores_gemma":[0.000009998132,0.0000125981,0.0001345965,0.0000034991033,0.000011268723,0.0000382546,0.0000030252716,0.98715127,0.00031262016,0.011968931,0.00034471488,0.000009190652],"about_ca_topic_score_codex":0.0013301584,"about_ca_topic_score_gemma":0.00062304677,"teacher_disagreement_score":0.0030302282,"about_ca_system_score_codex":0.00056965236,"about_ca_system_score_gemma":0.00055320584,"threshold_uncertainty_score":0.010137141},"labels":[],"label_agreement":null},{"id":"W1515548803","doi":"10.1007/b101992","title":"Stochastic Modeling in Economics and Finance","year":2003,"lang":"en","type":"book","venue":"Kluwer Academic Publishers eBooks","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":87,"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":"Vysoké Učení Technické v Brně; Dalhousie University","keywords":"Economics; Financial economics; Finance; Mathematical economics","score_opus":0.033981021530135117,"score_gpt":0.21485746753107077,"score_spread":0.18087644600093566,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1515548803","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0045439387,0.26629597,0.39612615,0.02203587,0.008621478,0.00009580078,0.00065362896,0.0010992547,0.3005279],"genre_scores_gemma":[0.12531924,0.24922149,0.09963244,0.0064522983,0.012008579,0.00034555496,0.0013239731,0.0007022531,0.50499415],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996443,0.00009146257,0.000018670671,0.000047455407,0.00017733139,0.000020743459],"domain_scores_gemma":[0.99933594,0.00045593048,0.000036647987,0.000058397898,0.000080103,0.000032919383],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007865626,0.0012197242,0.001014351,0.0009466341,0.00039988785,0.0020369068,0.0006263168,0.0010288346,0.011229483],"category_scores_gemma":[0.0021233158,0.00038420764,0.0006621447,0.0016216811,0.0013093381,0.0025032084,0.000751475,0.0024884357,0.0042341077],"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":[0.000008245713,0.000025790634,0.00016265026,0.00026539457,0.000032485965,0.00006480278,0.00015291998,0.007865287,0.00042286474,0.7891792,0.11140619,0.09041417],"study_design_scores_gemma":[0.0000052115715,0.00001425877,0.00029016574,0.0001410574,0.000008220742,0.00010726282,0.00003435831,0.008391261,0.000121988065,0.6953205,0.29555628,0.0000094665465],"about_ca_topic_score_codex":0.0010227624,"about_ca_topic_score_gemma":0.0011034034,"teacher_disagreement_score":0.011229483,"about_ca_system_score_codex":0.0009976147,"about_ca_system_score_gemma":0.001397313,"threshold_uncertainty_score":0.037566364},"labels":[],"label_agreement":null},{"id":"W1518609409","doi":"10.2139/ssrn.2336019","title":"Asset Pricing with Regime-Dependent Preferences and Learning","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Center for Interuniversity Research and Analysis on Organizations; Quest University Canada","funders":"","keywords":"Economics; Equity premium puzzle; Interest rate; Risk premium; Econometrics; Yield curve; Capital asset pricing model; Unobservable; Stock market; General equilibrium theory; Financial economics; Volatility (finance); Bond; Interest rate risk; Monetary economics; Microeconomics","score_opus":0.011161001980981786,"score_gpt":0.19608746514109432,"score_spread":0.18492646316011252,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1518609409","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.458475,0.0011694612,0.5208235,0.0035668,0.00017535004,0.00007959639,0.00042229705,0.00022948443,0.015058529],"genre_scores_gemma":[0.9735314,0.00084520935,0.011522906,0.00022476485,0.00030581374,0.000046563277,0.00018189258,0.00003709917,0.013304291],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983682,0.00073011144,0.00007969025,0.00031947106,0.00020964535,0.00029281247],"domain_scores_gemma":[0.9851789,0.009533713,0.0021592327,0.0014887896,0.0007177707,0.0009216403],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004622898,0.0006960204,0.0020138773,0.0007625246,0.0006879016,0.0040147277,0.0018343034,0.0028578993,0.0056034755],"category_scores_gemma":[0.020591756,0.0008446195,0.0014570936,0.0013385217,0.0023800738,0.0063095796,0.0019831434,0.0038646997,0.00085169583],"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":[0.0002173731,0.00023713926,0.0066187438,0.00010845166,0.00019828526,0.0006684123,0.00026831732,0.17369062,0.0010784888,0.7952108,0.002063924,0.019639324],"study_design_scores_gemma":[0.000044434462,0.00004623918,0.0016004518,0.000009668542,0.000023524499,0.00017800536,0.000048751983,0.53107053,0.00012364856,0.46644685,0.00037495332,0.000033022934],"about_ca_topic_score_codex":0.002053121,"about_ca_topic_score_gemma":0.0015640863,"teacher_disagreement_score":0.0056034755,"about_ca_system_score_codex":0.0010871803,"about_ca_system_score_gemma":0.00080328295,"threshold_uncertainty_score":0.024448454},"labels":[],"label_agreement":null},{"id":"W1519505691","doi":"10.2139/ssrn.882855","title":"Heterogeneous Basket Options Pricing Using Analytical Approximations","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"York University; HEC Montréal","funders":"","keywords":"Approximations of π; Economics; Mathematical economics; Computer science; Financial economics; Mathematics; Applied mathematics","score_opus":0.020117271288504854,"score_gpt":0.23250743409400065,"score_spread":0.2123901628054958,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1519505691","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.053232014,0.0009768902,0.9277382,0.00071780477,0.00023588762,0.000083757244,0.0001278274,0.00018320805,0.016704453],"genre_scores_gemma":[0.8449473,0.001759548,0.12401732,0.00030597858,0.0005169518,0.00020015247,0.00027555923,0.00022547078,0.02775174],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991334,0.0003822036,0.000043774206,0.00009298515,0.00020474271,0.00014288138],"domain_scores_gemma":[0.99428314,0.003938401,0.0004746029,0.00039457937,0.00059016043,0.00031917068],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002939732,0.0011843584,0.0021916379,0.0022563161,0.0009312224,0.004538007,0.0025154206,0.0025408368,0.0071120257],"category_scores_gemma":[0.01438886,0.001453644,0.0023070693,0.0027302448,0.0017699895,0.005901284,0.0018889245,0.0025306768,0.00093546737],"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":[0.000049896742,0.00008113675,0.00052307546,0.000052362946,0.000053514905,0.00029290488,0.00009163414,0.48494345,0.00047607857,0.50543356,0.0012568642,0.0067454916],"study_design_scores_gemma":[0.0000056450863,0.0000024949545,0.000035664605,0.0000047641224,0.000005797602,0.000017186136,0.000007085942,0.9632174,0.000040242416,0.03650247,0.00015635244,0.000005028904],"about_ca_topic_score_codex":0.0060228906,"about_ca_topic_score_gemma":0.004001458,"teacher_disagreement_score":0.0071120257,"about_ca_system_score_codex":0.0018201726,"about_ca_system_score_gemma":0.0012266383,"threshold_uncertainty_score":0.023792088},"labels":[],"label_agreement":null},{"id":"W1519521172","doi":"10.3389/fams.2015.00003","title":"On macrohedging problem in semimartingale markets","year":2015,"lang":"en","type":"article","venue":"Frontiers in Applied Mathematics and Statistics","topic":"Stochastic processes and financial applications","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":"University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Semimartingale; Portfolio; Quadratic variation; Quadratic equation; Set (abstract data type); Econometrics; Economics; Mathematical economics; Mathematics; Actuarial science; Mathematical optimization; Financial economics; Computer science; Applied mathematics; Statistics; Brownian motion","score_opus":0.019986919521512533,"score_gpt":0.2170587273279357,"score_spread":0.1970718078064232,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1519521172","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08412163,0.0032539666,0.90586364,0.0013151526,0.0000992264,0.00005230954,0.00013496476,0.00011299248,0.005046188],"genre_scores_gemma":[0.8698093,0.0037178737,0.1169185,0.00031407204,0.00034882268,0.00020167083,0.00030312367,0.00017478624,0.008211841],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992354,0.00039205598,0.000035931665,0.00012732991,0.00013818327,0.000071095325],"domain_scores_gemma":[0.9958055,0.0031806033,0.0003354744,0.00016409038,0.00028648422,0.0002278543],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004700308,0.00091596757,0.0016184087,0.0011927286,0.00067966146,0.0019453809,0.0011858491,0.0018029853,0.0032489116],"category_scores_gemma":[0.010058786,0.00060029374,0.0010721162,0.001064239,0.001951982,0.0029745079,0.0014472138,0.0018434445,0.00021726872],"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":[0.00012584377,0.000093067625,0.0014197784,0.00032390203,0.000086619926,0.00036221085,0.00017651566,0.4322356,0.002547954,0.540026,0.001763618,0.020838933],"study_design_scores_gemma":[0.000025568232,0.000050440725,0.00039364226,0.000033975804,0.000014582101,0.00006217245,0.000024619116,0.7533767,0.00047278762,0.24480903,0.0007154358,0.000020948642],"about_ca_topic_score_codex":0.0014207142,"about_ca_topic_score_gemma":0.00077434914,"teacher_disagreement_score":0.004700308,"about_ca_system_score_codex":0.00092193333,"about_ca_system_score_gemma":0.0010700969,"threshold_uncertainty_score":0.024857879},"labels":[],"label_agreement":null},{"id":"W1519855828","doi":"10.1090/s0002-9939-01-06094-4","title":"Sufficient Poisson jump diffusion market models revisited","year":2001,"lang":"en","type":"article","venue":"Proceedings of the American Mathematical Society","topic":"Stochastic processes and financial applications","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 British Columbia; University of New Brunswick","funders":"","keywords":"Poisson distribution; Jump; Jump diffusion; Arbitrage; Completeness (order theory); Econometrics; Diffusion; Simple (philosophy); Financial market; Degenerate energy levels; Economics; Statistical physics; Mathematics; Mathematical economics; Financial economics; Statistics; Physics; Mathematical analysis; Finance","score_opus":0.020247096043521904,"score_gpt":0.2239414188503816,"score_spread":0.2036943228068597,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1519855828","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3387652,0.0024110118,0.61137944,0.0067846547,0.00032750113,0.00016174043,0.0016020064,0.0004483066,0.03812016],"genre_scores_gemma":[0.9672348,0.0011001732,0.022790449,0.0005910633,0.00039565575,0.00016730496,0.00070592883,0.000073417206,0.0069412505],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99896085,0.00031683297,0.000085127445,0.00014987997,0.00032796763,0.00015927246],"domain_scores_gemma":[0.9954216,0.0023949014,0.000831377,0.0003501617,0.00049551384,0.0005063992],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029822674,0.0009435636,0.002332317,0.001394014,0.00072372035,0.0023017982,0.0019378628,0.0025887315,0.0068740835],"category_scores_gemma":[0.011163135,0.00074527715,0.0016033051,0.0009276037,0.002466957,0.0051880884,0.0025830374,0.0033681246,0.0005754799],"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":[0.000025595204,0.000023644396,0.00030084339,0.00007121445,0.000020819154,0.00015712014,0.00007130455,0.017051691,0.0006520313,0.9796575,0.0007790074,0.001189305],"study_design_scores_gemma":[0.000057230387,0.000019698102,0.00024427066,0.000015952162,0.000009807824,0.000119648525,0.000029339399,0.1781993,0.00017585585,0.8201786,0.00093324034,0.000017075437],"about_ca_topic_score_codex":0.0016034906,"about_ca_topic_score_gemma":0.0011608956,"teacher_disagreement_score":0.0068740835,"about_ca_system_score_codex":0.0010391308,"about_ca_system_score_gemma":0.0016956143,"threshold_uncertainty_score":0.022996128},"labels":[],"label_agreement":null},{"id":"W1520624807","doi":"10.3968/j.pam.1925252820130501.985","title":"Option Pricing Model with Stochastic Exercise Price","year":2013,"lang":"en","type":"article","venue":"Progress in applied mathematics","topic":"Stochastic processes and financial applications","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":"Martingale pricing; Martingale (probability theory); Risk-neutral measure; Dividend; Rational pricing; Jump diffusion; Valuation of options; Economics; Finite difference methods for option pricing; Econometrics; Stock exchange; Poisson distribution; Jump; Mathematical economics; Mathematics; Capital asset pricing model; Local martingale; Applied mathematics; Finance","score_opus":0.021739662623780843,"score_gpt":0.22165523026520403,"score_spread":0.19991556764142318,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1520624807","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08831063,0.0031506398,0.8715922,0.00372074,0.0005052565,0.00009373934,0.00058574794,0.0003211943,0.0317198],"genre_scores_gemma":[0.9297103,0.0017681195,0.026938275,0.00024968758,0.00049407274,0.00021270382,0.00041201024,0.000052995012,0.040161688],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987684,0.00048324527,0.00005684241,0.00025926664,0.0002713714,0.00016095085],"domain_scores_gemma":[0.9993393,0.000291093,0.00009800699,0.000043704797,0.00013094513,0.00009691248],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00121599,0.0010402753,0.0017567632,0.00072733924,0.0007220037,0.0025793642,0.0022108215,0.003129238,0.0067868005],"category_scores_gemma":[0.002589617,0.00042408623,0.0010862853,0.0012029272,0.0011600925,0.003312999,0.0009749123,0.002070869,0.0007630265],"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":[0.00008811686,0.00008754577,0.0012196368,0.000095511394,0.00007553333,0.00081546203,0.00016409965,0.2351447,0.0015017521,0.751215,0.0023275646,0.0072650914],"study_design_scores_gemma":[0.00005190073,0.000042417956,0.00025001058,0.0000099794715,0.00002652011,0.00017320733,0.000028380922,0.8426677,0.00014296727,0.15450932,0.0020695378,0.000027990978],"about_ca_topic_score_codex":0.003188905,"about_ca_topic_score_gemma":0.0017082968,"teacher_disagreement_score":0.0067868005,"about_ca_system_score_codex":0.000915421,"about_ca_system_score_gemma":0.0009056407,"threshold_uncertainty_score":0.022704065},"labels":[],"label_agreement":null},{"id":"W1521846290","doi":"10.2139/ssrn.2526381","title":"Portfolio Choice with Stochastic Interest Rates and Learning About Stock Return Predictability","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Predictability; Portfolio; Econometrics; Financial economics; Stock (firearms); Economics; Modern portfolio theory; Actuarial science; Business; Mathematics; Statistics; Engineering","score_opus":0.013491351951742808,"score_gpt":0.22375549207093212,"score_spread":0.2102641401191893,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1521846290","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.79545975,0.0008794416,0.19706304,0.0026748474,0.0000844319,0.000038707312,0.00022933312,0.00013192902,0.0034385833],"genre_scores_gemma":[0.98823893,0.00051952415,0.0076631783,0.00012714445,0.00012620229,0.000026166546,0.00016118014,0.000032260876,0.0031054453],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986241,0.0007230917,0.000083475396,0.0002931745,0.00017167073,0.00010451165],"domain_scores_gemma":[0.957403,0.03616579,0.0037730173,0.0011003262,0.0007200957,0.0008377469],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005999838,0.00060381094,0.0014232051,0.0009865937,0.00030890273,0.0027237441,0.001287566,0.0024634157,0.002888537],"category_scores_gemma":[0.042756017,0.0008864935,0.0010174172,0.0010063009,0.0017512318,0.005094158,0.0013835601,0.0020439355,0.00023171931],"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":[0.0005875444,0.0002485045,0.027501214,0.00018409241,0.0004300295,0.00066977943,0.0003476351,0.62823766,0.0015233813,0.3076594,0.0016271228,0.030983664],"study_design_scores_gemma":[0.000044461165,0.000070365386,0.0036589361,0.000012327418,0.00003117539,0.000073052965,0.000027890856,0.80246395,0.00020599198,0.19323239,0.00015014704,0.000029362467],"about_ca_topic_score_codex":0.0012046684,"about_ca_topic_score_gemma":0.0008968594,"teacher_disagreement_score":0.005999838,"about_ca_system_score_codex":0.0008568693,"about_ca_system_score_gemma":0.0005164394,"threshold_uncertainty_score":0.031730533},"labels":[],"label_agreement":null},{"id":"W1524522394","doi":"","title":"Option Prices, Preferences, and State Variables","year":2004,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Université de Montréal","funders":"","keywords":"Valuation of options; Economics; Preference; Econometrics; Volatility (finance); Stochastic volatility; Finite difference methods for option pricing; Black–Scholes model; Call option; Variable (mathematics); State variable; Odds; Financial economics; Microeconomics; Mathematics; Logistic regression","score_opus":0.044686543472575384,"score_gpt":0.28191068110876955,"score_spread":0.23722413763619415,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1524522394","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.074266754,0.087442085,0.69251865,0.011880668,0.0009436759,0.000060126673,0.00040470075,0.0001188694,0.13236456],"genre_scores_gemma":[0.8107852,0.07726282,0.08071167,0.0010447709,0.0026092425,0.00013954852,0.00049889105,0.000060829036,0.026887072],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99924564,0.00032308098,0.000044604545,0.00011179838,0.00021576909,0.000059241516],"domain_scores_gemma":[0.99709904,0.0022026368,0.00025604502,0.00012495859,0.00021031422,0.00010712949],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014356757,0.0007398937,0.00071582873,0.0010722291,0.00056443794,0.0025804795,0.0006256814,0.0013297993,0.0048682094],"category_scores_gemma":[0.0055931117,0.00032232955,0.00043780264,0.0022218633,0.002104973,0.0060831504,0.0009113815,0.0024895156,0.00052884116],"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":[0.000007120615,0.0000140488755,0.0003145485,0.000049812817,0.000011757243,0.000051103336,0.000082973274,0.00511743,0.000090308145,0.9794318,0.0007572955,0.014071766],"study_design_scores_gemma":[0.0000034072425,0.00000932832,0.00022452285,0.0000301096,0.0000054678044,0.00005282137,0.0000375492,0.011167845,0.000047376143,0.9810269,0.0073860013,0.000008651848],"about_ca_topic_score_codex":0.0007484565,"about_ca_topic_score_gemma":0.0006533179,"teacher_disagreement_score":0.0048682094,"about_ca_system_score_codex":0.0007856569,"about_ca_system_score_gemma":0.00047246992,"threshold_uncertainty_score":0.016285777},"labels":[],"label_agreement":null},{"id":"W1524669913","doi":"","title":"Mixed Lognormal Distributions for Derivatives Pricing and Risk-Management","year":2004,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Log-normal distribution; Greeks; Mathematics; Econometrics; Stochastic volatility; Volatility (finance); Valuation of options; Applied mathematics; Economics; Financial economics; Statistics","score_opus":0.04523893694832207,"score_gpt":0.2885215577014449,"score_spread":0.24328262075312282,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1524669913","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.018387374,0.009193947,0.94605976,0.0030190628,0.00052969094,0.000052084044,0.000395454,0.00023223851,0.022130527],"genre_scores_gemma":[0.751615,0.023643639,0.16780828,0.0010749524,0.0029177659,0.0003581292,0.0009979549,0.00034788938,0.05123638],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998895,0.00043581484,0.000054141314,0.0001344065,0.00041988355,0.00006073285],"domain_scores_gemma":[0.9964916,0.0019999724,0.00040783134,0.00029694862,0.00065492786,0.00014880524],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026359176,0.0012252214,0.00061139883,0.0013924218,0.00048550093,0.0026837906,0.0011452482,0.0017079505,0.009257169],"category_scores_gemma":[0.010846714,0.00036319395,0.0006841648,0.0024247202,0.0015679081,0.0047652456,0.001145938,0.002770972,0.001906769],"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":[0.000028151937,0.000023877434,0.0010435195,0.00010072659,0.000022924716,0.00012932612,0.00007051323,0.029522605,0.00053327676,0.93785685,0.0046372027,0.02603095],"study_design_scores_gemma":[0.000009030168,0.000013436446,0.00057814084,0.00004627639,0.000009104396,0.00015050582,0.00003818412,0.16010946,0.00018919671,0.8309773,0.007860424,0.000018894329],"about_ca_topic_score_codex":0.0022947416,"about_ca_topic_score_gemma":0.0015640961,"teacher_disagreement_score":0.009257169,"about_ca_system_score_codex":0.0015934592,"about_ca_system_score_gemma":0.0008261541,"threshold_uncertainty_score":0.030968308},"labels":[],"label_agreement":null},{"id":"W1524747717","doi":"","title":"Pricing an European gas storage facility using a continuous-time spot price model with GARCH diffusion","year":2010,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Volatility (finance); Mean reversion; Spot contract; Lease; Economics; Econometrics; Autoregressive conditional heteroskedasticity; Financial economics; Monetary economics; Finance","score_opus":0.04432620717163167,"score_gpt":0.2784423284101961,"score_spread":0.23411612123856446,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1524747717","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.37616482,0.00096900185,0.60493475,0.0021609347,0.0001188573,0.00008714498,0.0004287024,0.00041137496,0.01472429],"genre_scores_gemma":[0.97917944,0.00027469618,0.016482754,0.00004297041,0.000029737947,0.000037872927,0.00008539136,0.000027536857,0.0038395014],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993191,0.00028186827,0.000029492969,0.00013508927,0.00013724135,0.000097183736],"domain_scores_gemma":[0.998722,0.00089417293,0.00014078703,0.00006484444,0.00009427705,0.000083752006],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013567887,0.0008948492,0.0012786137,0.0007173803,0.00056793273,0.0026487214,0.0014926525,0.0032380004,0.0034183105],"category_scores_gemma":[0.0035064414,0.0006364484,0.001398529,0.0009782,0.0013951734,0.0024017468,0.0008807472,0.0013600612,0.00019618115],"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":[0.00004532593,0.000021648108,0.0005046169,0.000021909827,0.00002519104,0.00017259648,0.000021509139,0.9593251,0.00081949326,0.037203986,0.00021013175,0.0016284456],"study_design_scores_gemma":[0.000011326142,0.000017321916,0.0001353249,0.000002367283,0.000007900447,0.000025180727,0.000007128744,0.99209046,0.00014181239,0.007427501,0.00012353924,0.000010007665],"about_ca_topic_score_codex":0.013206239,"about_ca_topic_score_gemma":0.005889935,"teacher_disagreement_score":0.013206239,"about_ca_system_score_codex":0.002208782,"about_ca_system_score_gemma":0.0011549714,"threshold_uncertainty_score":0.026258767},"labels":[],"label_agreement":null},{"id":"W1524839504","doi":"10.2139/ssrn.2065624","title":"Nonlinear Kalman Filtering in Affine Term Structure Models","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"HEC Montréal; University of Toronto","funders":"","keywords":"Unscented transform; Ensemble Kalman filter; Alpha beta filter; Kalman filter; Extended Kalman filter; Invariant extended Kalman filter; Control theory (sociology); Fast Kalman filter; Computer science; Mathematics; Artificial intelligence; Moving horizon estimation","score_opus":0.01730998825992637,"score_gpt":0.2221349006230758,"score_spread":0.20482491236314943,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1524839504","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.022080375,0.0008365397,0.9745925,0.00026731333,0.00007026208,0.000010198937,0.0000834667,0.00012990295,0.0019295043],"genre_scores_gemma":[0.8819513,0.003652221,0.09126445,0.0001464472,0.00032507235,0.0001095764,0.00065869733,0.00012674929,0.021765515],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996123,0.00013186879,0.00002417115,0.00011417517,0.000080635604,0.000036838115],"domain_scores_gemma":[0.998468,0.0010336768,0.00022699365,0.000098930024,0.00013855466,0.000033856562],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010402555,0.0005168476,0.0010543765,0.0004917415,0.0003784838,0.0013911235,0.00074270286,0.0010421819,0.0015662116],"category_scores_gemma":[0.006427704,0.00062280457,0.0005749401,0.00078676204,0.0007148546,0.0019817736,0.0009178468,0.0012684538,0.0005295254],"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":[0.000092279995,0.00003172827,0.0015624978,0.00011653187,0.00008951815,0.000090387155,0.00012956627,0.8020134,0.001859403,0.14403902,0.0010653374,0.04891033],"study_design_scores_gemma":[0.0000058452,0.000008715256,0.0003294193,0.00000710803,0.00001168129,0.000008872261,0.000006203821,0.96470624,0.00018877583,0.034158275,0.0005575833,0.000011320814],"about_ca_topic_score_codex":0.013030329,"about_ca_topic_score_gemma":0.008012069,"teacher_disagreement_score":0.013030329,"about_ca_system_score_codex":0.0007345393,"about_ca_system_score_gemma":0.00077902933,"threshold_uncertainty_score":0.025908947},"labels":[],"label_agreement":null},{"id":"W1527556217","doi":"10.1017/cbo9780511755330","title":"Measure theory and filtering introduction and applications","year":2004,"lang":"en","type":"book","venue":"","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":21,"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":"Kalman filter; Measure (data warehouse); Computer science; Stochastic calculus; Calculus (dental); Mathematical economics; Mathematics; Applied mathematics; Artificial intelligence; Data mining; Mathematical analysis; Medicine; Stochastic partial differential equation","score_opus":0.01324010372683658,"score_gpt":0.1900653050036799,"score_spread":0.1768252012768433,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1527556217","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.002130485,0.22025152,0.43618187,0.013720601,0.0140108755,0.00008766273,0.0010622821,0.0016737484,0.31088084],"genre_scores_gemma":[0.0711648,0.20635808,0.21385439,0.010810069,0.025477566,0.00047927184,0.0019962643,0.0014950744,0.4683645],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999303,0.00012713915,0.000040903655,0.0001470106,0.0003460788,0.000035967045],"domain_scores_gemma":[0.9988955,0.00063689693,0.000049627768,0.00010849837,0.0002590436,0.000050416165],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00080254575,0.0012188728,0.0013670679,0.0018586622,0.00060692657,0.0026514237,0.00086011225,0.0019386054,0.027095135],"category_scores_gemma":[0.002449538,0.0006109772,0.0009904866,0.0026938566,0.0015536501,0.002466286,0.0007489356,0.003363384,0.009964749],"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":[0.000016995766,0.000045819823,0.00019946368,0.00054914906,0.000059018595,0.00012230955,0.00019863565,0.0041835746,0.0010431807,0.51310104,0.26717737,0.21330345],"study_design_scores_gemma":[0.0000069836187,0.000044110646,0.0005494312,0.00020228323,0.00001784825,0.00032626724,0.000045564935,0.0064279907,0.00029503432,0.4255311,0.56652164,0.000031690906],"about_ca_topic_score_codex":0.0017105817,"about_ca_topic_score_gemma":0.0012581133,"teacher_disagreement_score":0.027095135,"about_ca_system_score_codex":0.0014219623,"about_ca_system_score_gemma":0.0008544148,"threshold_uncertainty_score":0.09064227},"labels":[],"label_agreement":null},{"id":"W1528407481","doi":"","title":"Stochastic volatility : selected readings","year":2005,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":335,"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":"Stochastic volatility; Constant elasticity of variance model; Econometrics; Forward volatility; Implied volatility; Variance swap; Volatility smile; SABR volatility model; Economics; Volatility (finance); Volatility swap; Heston model","score_opus":0.038652813487083576,"score_gpt":0.29004656061807127,"score_spread":0.2513937471309877,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1528407481","genre_codex":"review","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0011376871,0.5383763,0.004900821,0.031106874,0.0517133,0.00007981543,0.00093677174,0.00027400904,0.37147444],"genre_scores_gemma":[0.03166917,0.5257455,0.002515899,0.013347246,0.16515599,0.00016025256,0.0013094054,0.00044021045,0.25965637],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99884534,0.00020202006,0.0000776231,0.00023190248,0.0005599005,0.00008326028],"domain_scores_gemma":[0.998611,0.0005501901,0.00009837215,0.00011317922,0.00048885547,0.0001383689],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009933993,0.0021466652,0.0015548969,0.0045245085,0.0013913196,0.004880167,0.001114401,0.0023865052,0.04003394],"category_scores_gemma":[0.004648032,0.00052698416,0.0012726422,0.0059582777,0.0017038966,0.0034092632,0.0016844037,0.003595213,0.02133081],"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":[0.000025699308,0.000058283127,0.00037245767,0.00054295606,0.00002362657,0.000099852135,0.00018151289,0.0007885139,0.00020332163,0.061204195,0.86248857,0.074010976],"study_design_scores_gemma":[0.0000056273793,0.000019433252,0.0007759695,0.00073027896,0.000008952472,0.00015028092,0.00008424442,0.00021991768,0.000058117537,0.041409586,0.9565256,0.000011923324],"about_ca_topic_score_codex":0.0034583006,"about_ca_topic_score_gemma":0.0019284795,"teacher_disagreement_score":0.04003394,"about_ca_system_score_codex":0.0033852016,"about_ca_system_score_gemma":0.0015452647,"threshold_uncertainty_score":0.13392687},"labels":[],"label_agreement":null},{"id":"W1529274032","doi":"10.2139/ssrn.2235592","title":"Hedging in Fixed Income Markets","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Fixed income; Economics; Financial economics; Econometrics; Monetary economics; Finance; Bond","score_opus":0.008829879191215561,"score_gpt":0.20022030906702723,"score_spread":0.19139042987581167,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1529274032","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6459045,0.0075832345,0.32325295,0.003766546,0.00058259984,0.00007518081,0.00031798315,0.0003468957,0.01817006],"genre_scores_gemma":[0.98359376,0.0014138962,0.004241175,0.0001105673,0.0001618844,0.000018710336,0.00012014519,0.000027766822,0.010311989],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99935406,0.00028291042,0.000045435638,0.00012803599,0.00010079914,0.000088805486],"domain_scores_gemma":[0.99295527,0.004945903,0.0008422994,0.00036586387,0.00033664997,0.0005540287],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0035145835,0.0006930081,0.001765957,0.00094079145,0.0006458868,0.0038863716,0.0014573428,0.0026685365,0.007470225],"category_scores_gemma":[0.015845042,0.00058631983,0.00090297393,0.0009954666,0.0021767127,0.004955208,0.0014341691,0.0021787963,0.00031113627],"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":[0.0002492392,0.00016460766,0.0054453625,0.0002244699,0.00015880728,0.0007686387,0.000305495,0.15871729,0.0009614725,0.8023425,0.0032550294,0.027407128],"study_design_scores_gemma":[0.000050115574,0.00006907835,0.001588418,0.000027542588,0.00003318951,0.00008618923,0.00008404698,0.32741213,0.00014236137,0.6698089,0.0006707344,0.000027286163],"about_ca_topic_score_codex":0.002114371,"about_ca_topic_score_gemma":0.0013254131,"teacher_disagreement_score":0.007470225,"about_ca_system_score_codex":0.0009949949,"about_ca_system_score_gemma":0.0006098409,"threshold_uncertainty_score":0.02499038},"labels":[],"label_agreement":null},{"id":"W1530401289","doi":"10.2139/ssrn.181276","title":"Term Structure Estimation - An Implied Norm Approach: Negative Option Prices - A Puzzle or Just Noise?","year":2000,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"York University; University of Toronto","funders":"","keywords":"Term (time); Econometrics; Economics; Norm (philosophy); Mathematical economics; Mathematics; Political science; Law; Physics","score_opus":0.01992582936483555,"score_gpt":0.24099039770926725,"score_spread":0.2210645683444317,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1530401289","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.036691416,0.00073237205,0.9545254,0.0042279763,0.00021413418,0.000013745549,0.00008573838,0.00012690152,0.0033823128],"genre_scores_gemma":[0.8166671,0.0015719,0.17276144,0.0009403846,0.0012467632,0.00009536674,0.0005220847,0.00024813722,0.0059468457],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9972983,0.0015647123,0.0001710393,0.0003578386,0.00050068,0.00010747757],"domain_scores_gemma":[0.97468954,0.018951282,0.0018541982,0.002206992,0.0018036752,0.00049434765],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0088054305,0.0007445933,0.0014723191,0.0010734157,0.00045202253,0.0028254583,0.0026354478,0.0024100305,0.0028408463],"category_scores_gemma":[0.09016942,0.00053707924,0.0006743659,0.0011335431,0.0017487636,0.008454017,0.0021779414,0.0041076406,0.00045981802],"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":[0.0001938865,0.00011296978,0.005816767,0.00020185823,0.00022246332,0.0001728028,0.0002671549,0.1035046,0.0014438854,0.78127295,0.005110195,0.10168049],"study_design_scores_gemma":[0.000016372507,0.000023968634,0.0006780442,0.000036938436,0.000022028842,0.000051647487,0.000027318432,0.4509318,0.0002875533,0.54712874,0.00076784164,0.00002775594],"about_ca_topic_score_codex":0.0009124363,"about_ca_topic_score_gemma":0.00081027264,"teacher_disagreement_score":0.0088054305,"about_ca_system_score_codex":0.00042919724,"about_ca_system_score_gemma":0.0008298244,"threshold_uncertainty_score":0.046568096},"labels":[],"label_agreement":null},{"id":"W1530887354","doi":"10.1016/s0927-0507(07)15021-0","title":"Chapter 21 Simulation Methods for Optimal Portfolios","year":2007,"lang":"en","type":"book-chapter","venue":"Handbooks in operations research and management science","topic":"Stochastic processes and financial applications","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; Center for Interuniversity Research and Analysis on Organizations; Université de Montréal","funders":"","keywords":"Monte Carlo method; Estimator; Applied mathematics; Portfolio; Mathematical optimization; Context (archaeology); Computer science; Quasi-Monte Carlo method; Computation; Hybrid Monte Carlo; Mathematics; Markov chain Monte Carlo; Algorithm; Economics; Finance; Statistics","score_opus":0.20282150849666492,"score_gpt":0.4336938343528031,"score_spread":0.2308723258561382,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1530887354","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0010093864,0.0062028347,0.9415626,0.0010266649,0.00078416406,0.0000652633,0.00039272982,0.0006897653,0.04826665],"genre_scores_gemma":[0.08405823,0.020983374,0.6984299,0.0012180232,0.0022181682,0.000822541,0.0027415603,0.0019781596,0.18755001],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993299,0.00024727633,0.00003600494,0.00009589786,0.00026182277,0.00002915527],"domain_scores_gemma":[0.9986432,0.0009450757,0.000039124734,0.00015088194,0.00019634773,0.000025376774],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00085394026,0.0011120251,0.0011581299,0.00085307535,0.00047188162,0.0016200483,0.0012224219,0.0013559802,0.03394251],"category_scores_gemma":[0.005620788,0.0006816773,0.0010349937,0.0011136169,0.00065427215,0.0016868414,0.0009539311,0.0019984646,0.009462296],"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":[0.000033836935,0.000094142015,0.0003686649,0.00032548283,0.00008499435,0.00008689253,0.0000922007,0.22420612,0.0009494764,0.4303364,0.086025044,0.25739682],"study_design_scores_gemma":[0.000021486434,0.000019734216,0.00021886839,0.00017343214,0.000029183033,0.0001040253,0.000016936167,0.3435621,0.0008136012,0.53882515,0.116190344,0.000025112908],"about_ca_topic_score_codex":0.0022987386,"about_ca_topic_score_gemma":0.0021961713,"teacher_disagreement_score":0.03394251,"about_ca_system_score_codex":0.00085724576,"about_ca_system_score_gemma":0.0013355166,"threshold_uncertainty_score":0.11354905},"labels":[],"label_agreement":null},{"id":"W1531229952","doi":"10.1090/s0002-9939-07-08887-9","title":"The convex envelope is the solution of a nonlinear obstacle problem","year":2007,"lang":"en","type":"article","venue":"Proceedings of the American Mathematical Society","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":102,"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":"Envelope (radar); Mathematics; Nonlinear system; Mathematical analysis; Regular polygon; Partial differential equation; Function (biology); Obstacle; Bellman equation; Obstacle problem; Convex analysis; Applied mathematics; Mathematical optimization; Convex optimization; Physics; Computer science; Geometry","score_opus":0.018060387432396203,"score_gpt":0.23448492187245012,"score_spread":0.2164245344400539,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1531229952","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05306582,0.00038369768,0.9129627,0.0013997743,0.00014511225,0.00003991158,0.00011535755,0.00006632481,0.03182137],"genre_scores_gemma":[0.85259205,0.0009612029,0.09540641,0.00040948048,0.00021345502,0.0001711883,0.00029483382,0.00019767192,0.04975383],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99966323,0.000066159635,0.0000121119165,0.000080901926,0.00010274002,0.00007487115],"domain_scores_gemma":[0.9994624,0.00021315759,0.00009387771,0.000043359687,0.00011690426,0.00007027275],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000521689,0.00057620596,0.00074897346,0.00049689866,0.0006277254,0.002191127,0.0008336941,0.0016630436,0.0028876048],"category_scores_gemma":[0.0021423274,0.0003508257,0.0007160662,0.00033821684,0.0020695254,0.0021119376,0.0017040345,0.001606768,0.00074432924],"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":[0.00004803893,0.000045333727,0.0004213329,0.000112319925,0.000027180773,0.00031922202,0.00021800297,0.2551103,0.006383113,0.7168424,0.0025627029,0.017909996],"study_design_scores_gemma":[0.000011904699,0.000044722845,0.00023694873,0.000033518874,0.000009827585,0.00021143626,0.00009490444,0.75389004,0.0026631502,0.23524657,0.007526741,0.000030263935],"about_ca_topic_score_codex":0.0019939477,"about_ca_topic_score_gemma":0.0007877403,"teacher_disagreement_score":0.0028876048,"about_ca_system_score_codex":0.0007771849,"about_ca_system_score_gemma":0.0011204835,"threshold_uncertainty_score":0.009660006},"labels":[],"label_agreement":null},{"id":"W1533218559","doi":"10.2139/ssrn.1479321","title":"Fixed-Strike European Arithmetic Asian Options: A Comment","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Wilfrid Laurier University; University of Waterloo","funders":"","keywords":"Arithmetic; Asian option; Economics; Mathematics; Econometrics","score_opus":0.013620052547201115,"score_gpt":0.21680372044945537,"score_spread":0.20318366790225426,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1533218559","genre_codex":"commentary","genre_gemma":"commentary","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"commentary","genre_consensus":"commentary","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0026786989,0.0017464154,0.0006785279,0.9681,0.01429241,0.000014873813,0.00026059296,0.00004954312,0.012178935],"genre_scores_gemma":[0.019133788,0.00086682185,0.00045029933,0.95094705,0.020421395,0.000038382685,0.0000657024,0.000054191172,0.008022387],"study_design_codex":"not_applicable","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99281305,0.0010565128,0.0009513005,0.00181064,0.0023463937,0.0010221101],"domain_scores_gemma":[0.9666264,0.02176126,0.0027683165,0.0017777765,0.0060256054,0.0010406229],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010764508,0.00093909836,0.0014622019,0.0010484403,0.003977531,0.004931209,0.0045172875,0.0647626,0.009682604],"category_scores_gemma":[0.055410847,0.0008369237,0.0022912954,0.0019015489,0.0046653464,0.006084768,0.0040918533,0.0463602,0.0056410204],"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":[0.00018893935,0.000028530256,0.0016154437,0.0002196516,0.000065490705,0.0014722844,0.0014859927,0.00021353374,0.000613141,0.082985595,0.9037624,0.0073489365],"study_design_scores_gemma":[0.00026525537,0.00008167982,0.005234228,0.0009962498,0.00014826965,0.0017139562,0.0016766605,0.0011303242,0.0015091284,0.06420236,0.92283386,0.00020802725],"about_ca_topic_score_codex":0.018068917,"about_ca_topic_score_gemma":0.017625919,"teacher_disagreement_score":0.0647626,"about_ca_system_score_codex":0.003357159,"about_ca_system_score_gemma":0.0036342754,"threshold_uncertainty_score":0.056928873},"labels":[],"label_agreement":null},{"id":"W1533682977","doi":"10.2139/ssrn.1560104","title":"Comment on 'Option Pricing Under the Merton Model of the Short Rate'","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Economics; Financial economics; Valuation of options","score_opus":0.023886539399521758,"score_gpt":0.22983026784952626,"score_spread":0.2059437284500045,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1533682977","genre_codex":"commentary","genre_gemma":"commentary","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"commentary","genre_consensus":"commentary","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00065022893,0.0008479792,0.00057260325,0.96934545,0.02593726,0.000012503191,0.0002894176,0.0000917433,0.0022527047],"genre_scores_gemma":[0.0071966187,0.00060283334,0.0004288491,0.9386175,0.049882565,0.000042219897,0.000067832756,0.00005339712,0.0031081862],"study_design_codex":"not_applicable","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.98849374,0.0023119163,0.0017001883,0.002191502,0.0042203367,0.0010823372],"domain_scores_gemma":[0.9582328,0.028625706,0.003533522,0.0019154714,0.0065009394,0.0011915667],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01078964,0.0013079634,0.002548978,0.0016647191,0.0031018576,0.0055629513,0.008309018,0.07749454,0.0072146733],"category_scores_gemma":[0.07119175,0.0012277652,0.0030297125,0.0028427031,0.00925424,0.0064092935,0.0032856443,0.06040087,0.0074810977],"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":[0.000112051974,0.00002402352,0.00049716054,0.00018058016,0.00005004483,0.000675535,0.00037940202,0.00032549407,0.00027721998,0.026181437,0.96828943,0.0030076164],"study_design_scores_gemma":[0.00041329075,0.00014477906,0.0074195196,0.0008790716,0.00016523205,0.0016831133,0.00077364605,0.0042631794,0.001398746,0.11979738,0.8627224,0.0003396539],"about_ca_topic_score_codex":0.021274576,"about_ca_topic_score_gemma":0.012076542,"teacher_disagreement_score":0.07749454,"about_ca_system_score_codex":0.0048564104,"about_ca_system_score_gemma":0.0035255305,"threshold_uncertainty_score":0.05706179},"labels":[],"label_agreement":null},{"id":"W1538044462","doi":"10.34989/sdp-2010-2","title":"Market Expectations and Option Prices: Evidence for the Can$/US$ Exchange Rate","year":2021,"lang":"en","type":"preprint","venue":"Econstor (Econstor)","topic":"Stochastic processes and financial applications","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":"Variety (cybernetics); Exchange rate; Economics; Business; Financial economics; Microeconomics; Industrial organization; Monetary economics; Computer science","score_opus":0.05509435627561787,"score_gpt":0.26487830571872506,"score_spread":0.2097839494431072,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1538044462","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8721295,0.005505599,0.04107159,0.011873577,0.00030553326,0.000045143235,0.0008220705,0.00026703477,0.06797994],"genre_scores_gemma":[0.9948224,0.0013661877,0.0018243035,0.00029581183,0.00016360055,0.000012153917,0.00029224757,0.000043217206,0.0011801441],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99848205,0.00058599084,0.0001481056,0.00022404693,0.00047818196,0.00008169105],"domain_scores_gemma":[0.8934755,0.08235615,0.014259364,0.0048373817,0.003837556,0.0012340741],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007034105,0.00050320727,0.0005923895,0.001422206,0.00047498307,0.0035214317,0.001052327,0.002135138,0.0092589585],"category_scores_gemma":[0.09672194,0.00044581702,0.00076030433,0.0016993411,0.0019819867,0.005416157,0.0010567321,0.0025999015,0.001072267],"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":[0.0032083937,0.000712994,0.19766225,0.00092255836,0.00064848026,0.0019562426,0.0024006157,0.03823615,0.0024710447,0.56406623,0.009495121,0.1782199],"study_design_scores_gemma":[0.0003652356,0.00035870835,0.19439153,0.00045758064,0.00022356788,0.00108526,0.001025619,0.12539777,0.002418042,0.66406995,0.010015667,0.00019106934],"about_ca_topic_score_codex":0.0015449035,"about_ca_topic_score_gemma":0.0005979178,"teacher_disagreement_score":0.0092589585,"about_ca_system_score_codex":0.0005826062,"about_ca_system_score_gemma":0.00036760286,"threshold_uncertainty_score":0.03720039},"labels":[],"label_agreement":null},{"id":"W1538437006","doi":"","title":"The Performance of Analytical Approximations for the Computation of Asian Quanto-Basket Option Prices","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"HEC Montréal","funders":"","keywords":"Computation; Asian option; Econometrics; Economics; Approximations of π; Mathematical optimization; Mathematical economics; Computer science; Mathematics; Financial economics; Applied mathematics; Valuation of options; Algorithm","score_opus":0.03291541816088649,"score_gpt":0.25954886096863683,"score_spread":0.22663344280775033,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1538437006","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12715147,0.0011055176,0.8589783,0.0006136455,0.00015040854,0.00014100794,0.0002158925,0.001267226,0.0103765465],"genre_scores_gemma":[0.68029886,0.0009903604,0.31586057,0.00020026637,0.000066216984,0.00020038328,0.0003516845,0.00036584205,0.0016658644],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9960907,0.0017715446,0.00029152245,0.00024035803,0.0013275507,0.00027830375],"domain_scores_gemma":[0.94487715,0.044810243,0.0023596303,0.004410245,0.0030061323,0.00053660414],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010386829,0.0011101818,0.001152745,0.0023453494,0.000995047,0.003235331,0.002138024,0.001836803,0.0027965726],"category_scores_gemma":[0.07566069,0.0006670945,0.0008104236,0.0023874943,0.0015358903,0.0029160867,0.0017249247,0.0023699282,0.0009605249],"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":[0.00047988343,0.00014940456,0.0041291243,0.00019645695,0.00009544417,0.00020256506,0.0005159619,0.86837316,0.0019331466,0.07051516,0.0014161626,0.05199348],"study_design_scores_gemma":[0.000016940587,0.00002845688,0.0002453477,0.000028643144,0.0000065272425,0.0000458513,0.000059886464,0.9903439,0.00082970416,0.007981433,0.00039736417,0.000016015028],"about_ca_topic_score_codex":0.010350973,"about_ca_topic_score_gemma":0.0052564545,"teacher_disagreement_score":0.010386829,"about_ca_system_score_codex":0.0018730504,"about_ca_system_score_gemma":0.0024606897,"threshold_uncertainty_score":0.05493146},"labels":[],"label_agreement":null},{"id":"W1540791875","doi":"10.3390/jrfm8010083","title":"Quadratic Hedging of Basis Risk","year":2015,"lang":"en","type":"preprint","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Martingale (probability theory); Quadratic equation; Mathematics; Basis (linear algebra); Simple (philosophy); Hedge; Econometrics; Mathematical optimization; Market neutral; Variance (accounting); Brownian motion; Mathematical economics; Applied mathematics; Economics; Finance; Statistics","score_opus":0.021261491633919143,"score_gpt":0.22525812863278036,"score_spread":0.20399663699886122,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1540791875","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.38736582,0.00053768203,0.5996965,0.00047208744,0.00005759419,0.00005717706,0.00007403002,0.000147059,0.0115919],"genre_scores_gemma":[0.985993,0.00012774696,0.009579866,0.000031624142,0.000017223914,0.00001957931,0.00003082621,0.000019561656,0.004180389],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992994,0.0002664371,0.000028022469,0.00012196239,0.00018245085,0.000101707075],"domain_scores_gemma":[0.9986675,0.00064562645,0.00021864925,0.00016738492,0.00016929938,0.0001315518],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018899856,0.00074691,0.0011423315,0.00044970732,0.0004224839,0.0017622807,0.0011298561,0.0012719454,0.002672462],"category_scores_gemma":[0.0042863656,0.00039166858,0.00092735805,0.0004943803,0.0012149006,0.0019583716,0.0012779284,0.0013097927,0.00020299372],"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":[0.00017074804,0.00010166954,0.0012024136,0.000073408824,0.00006261224,0.00030894481,0.000108954795,0.66852516,0.0065943594,0.30908418,0.0006220654,0.013145553],"study_design_scores_gemma":[0.000017356308,0.000070965136,0.00035983673,0.0000049538266,0.000011547491,0.000039185623,0.000009033104,0.95073414,0.0003633382,0.048172824,0.00020283503,0.00001396278],"about_ca_topic_score_codex":0.0014720501,"about_ca_topic_score_gemma":0.0007907109,"teacher_disagreement_score":0.002672462,"about_ca_system_score_codex":0.0009103414,"about_ca_system_score_gemma":0.00059781375,"threshold_uncertainty_score":0.009995341},"labels":[],"label_agreement":null},{"id":"W1543544877","doi":"10.3968/j.pam.1925252820120402.3025","title":"An Explicit Solution for Perpetual American Put Options in a Markov-Modulated Jump Diffusion Model","year":2012,"lang":"en","type":"article","venue":"Progress in applied mathematics","topic":"Stochastic processes and financial applications","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":"Jump diffusion; Jump; Bellman equation; Optimal stopping; Applied mathematics; Markov process; Diffusion; Function (biology); Mathematical economics; Markov chain; Asset (computer security); Computer science; Mathematics; Value (mathematics); Mathematical optimization; Physics","score_opus":0.03731071910118603,"score_gpt":0.2788621884664972,"score_spread":0.24155146936531116,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1543544877","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21999654,0.0023816186,0.75186765,0.003087392,0.00026703087,0.000072586896,0.00013503448,0.00019805462,0.021994032],"genre_scores_gemma":[0.91814,0.0009675029,0.064241774,0.00028257215,0.000108836495,0.00011149443,0.00008554577,0.00005550698,0.016006872],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997887,0.00007476011,0.000011880886,0.000026108342,0.00006460354,0.000033901706],"domain_scores_gemma":[0.99948883,0.00027027968,0.00008790829,0.00002012023,0.00006691927,0.00006583186],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008695621,0.00058082363,0.00074338156,0.0006528977,0.0006100319,0.001253378,0.00087357487,0.0028082165,0.0034115515],"category_scores_gemma":[0.0033894612,0.0004095766,0.00083908404,0.00057451206,0.0012320804,0.0013635722,0.001196473,0.0014087785,0.00023155259],"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":[0.00004449564,0.000049007464,0.00061811815,0.00011305548,0.000030327566,0.00055694,0.00019066501,0.35499662,0.0040054424,0.63222194,0.0009275651,0.0062458543],"study_design_scores_gemma":[0.000021839815,0.0000148632935,0.0001104374,0.000014280864,0.000007518399,0.000062300984,0.000018482346,0.94243836,0.00021634392,0.056492392,0.0005905555,0.0000126742925],"about_ca_topic_score_codex":0.004577139,"about_ca_topic_score_gemma":0.0035868357,"teacher_disagreement_score":0.004577139,"about_ca_system_score_codex":0.00090356905,"about_ca_system_score_gemma":0.0017695263,"threshold_uncertainty_score":0.011412799},"labels":[],"label_agreement":null},{"id":"W1543579282","doi":"10.1007/3-540-44842-x_17","title":"Two Factor Option Pricing with Uncertain Volatility","year":2003,"lang":"en","type":"book-chapter","venue":"Lecture notes in computer science","topic":"Stochastic processes and financial applications","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":"Stochastic volatility; Computer science; Volatility (finance); Valuation of options; Mathematical optimization; Partial differential equation; Nonlinear system; Applied mathematics; Econometrics; Mathematics","score_opus":0.028893741408452082,"score_gpt":0.23565140588510775,"score_spread":0.20675766447665567,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1543579282","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09779544,0.0011061365,0.87727296,0.0010546793,0.0004003415,0.000035954377,0.00010091014,0.0003111371,0.021922406],"genre_scores_gemma":[0.92565787,0.00074931886,0.04505867,0.00008660914,0.00036034425,0.000031841948,0.00010839635,0.00007410553,0.027872784],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99964297,0.00010926513,0.000021267026,0.000058796297,0.00012399287,0.000043785752],"domain_scores_gemma":[0.99880767,0.00071337284,0.000110981935,0.00015252204,0.0001093687,0.00010603391],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010429958,0.0010302106,0.0009413522,0.0004241402,0.0002728137,0.0020033398,0.00085846777,0.0020401815,0.006707249],"category_scores_gemma":[0.00480688,0.00044126742,0.0010015044,0.0006549447,0.00075848826,0.003449289,0.00088102673,0.0015359385,0.0005204379],"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":[0.00032281748,0.00008972237,0.0007781712,0.00009147131,0.0000839983,0.0009919611,0.00009930111,0.20539896,0.005243541,0.73833054,0.00265768,0.04591191],"study_design_scores_gemma":[0.000041326224,0.000042965145,0.0002613403,0.0000062507797,0.000016234611,0.00023929136,0.000008379621,0.68331766,0.0005256451,0.31422657,0.001287078,0.00002732088],"about_ca_topic_score_codex":0.00039169268,"about_ca_topic_score_gemma":0.00022922941,"teacher_disagreement_score":0.006707249,"about_ca_system_score_codex":0.00040597375,"about_ca_system_score_gemma":0.00023524479,"threshold_uncertainty_score":0.02243799},"labels":[],"label_agreement":null},{"id":"W1543599797","doi":"10.3968/j.pam.1925252820120401.1140","title":"The Study of the Fractional Brownian Motion Base 2-Index","year":2012,"lang":"en","type":"article","venue":"Progress in applied mathematics","topic":"Stochastic processes and financial applications","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":"Fractional Brownian motion; Wavelet; Haar wavelet; Mathematics; Wavelet transform; Discrete wavelet transform; Mathematical analysis; Brownian motion; Statistics; Artificial intelligence; Computer science","score_opus":0.032673094733200035,"score_gpt":0.2515216955392582,"score_spread":0.21884860080605814,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1543599797","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21841857,0.005379677,0.7570368,0.0016127944,0.0005294116,0.000035606234,0.0001239528,0.00007377122,0.016789388],"genre_scores_gemma":[0.95224404,0.0035927389,0.034783386,0.0002525483,0.00090914406,0.00004953064,0.000106911015,0.00005168799,0.008010106],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99961865,0.00009326741,0.000018242656,0.000087367895,0.00013168101,0.00005082548],"domain_scores_gemma":[0.99912065,0.00040737336,0.00015611436,0.00006697563,0.00015357141,0.00009528993],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001030976,0.00047804293,0.0006592615,0.0012182177,0.00058791385,0.0012680854,0.00055390835,0.0008312521,0.0014347389],"category_scores_gemma":[0.0041432404,0.00020996797,0.00066926755,0.0011319844,0.0014426406,0.0030433221,0.0006753867,0.0012480244,0.00014935099],"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":[0.000022687433,0.000018756167,0.0007290219,0.00006683411,0.00002160795,0.0001712767,0.0001446035,0.014559138,0.0042793434,0.9708574,0.0005414351,0.0085878195],"study_design_scores_gemma":[0.00001142592,0.000050633425,0.00155276,0.000023450591,0.000014745824,0.00022810882,0.000070144335,0.19139399,0.001439059,0.8004306,0.0047570583,0.000027913356],"about_ca_topic_score_codex":0.00077472033,"about_ca_topic_score_gemma":0.00025917034,"teacher_disagreement_score":0.0014347389,"about_ca_system_score_codex":0.00070472696,"about_ca_system_score_gemma":0.0005326315,"threshold_uncertainty_score":0.0054523945},"labels":[],"label_agreement":null},{"id":"W1548680250","doi":"10.2139/ssrn.1984885","title":"Valuing GWBs with Stochastic Interest Rates and Volatility","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Canadian Meteorological and Oceanographic Society; University of Toronto","funders":"","keywords":"Interest rate; Economics; Stochastic volatility; Financial economics; Volatility (finance); Econometrics; Actuarial science; Monetary economics","score_opus":0.023493598278373704,"score_gpt":0.23331007274048915,"score_spread":0.20981647446211543,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1548680250","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6802385,0.00049323833,0.31130332,0.00065666,0.00008695189,0.00004502151,0.0000786274,0.00010021587,0.006997513],"genre_scores_gemma":[0.98597634,0.00018124156,0.011716565,0.000028043294,0.000028823733,0.000011107251,0.000044630346,0.000026514419,0.0019867022],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996063,0.00017490427,0.000023520422,0.0000503498,0.00009045445,0.000054547658],"domain_scores_gemma":[0.9978124,0.0015100224,0.00023041996,0.00011208512,0.0001443585,0.00019068322],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019873865,0.0005804243,0.00078958605,0.0009078995,0.00023164776,0.002769498,0.000566344,0.0017953329,0.0019132292],"category_scores_gemma":[0.010168352,0.00032748,0.00041300498,0.00093138876,0.0010234051,0.004240673,0.0012029341,0.0008201149,0.00015600258],"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":[0.00028114632,0.00006078418,0.0054012323,0.000082215345,0.00005229859,0.00055649056,0.00014853553,0.7397376,0.007674284,0.22056866,0.0004945451,0.024942163],"study_design_scores_gemma":[0.000008291016,0.00004437956,0.000513694,0.000011232774,0.0000075073576,0.000044241377,0.000054790053,0.9124387,0.0006686448,0.08586355,0.00033520977,0.00000979059],"about_ca_topic_score_codex":0.0007549882,"about_ca_topic_score_gemma":0.00034852402,"teacher_disagreement_score":0.002769498,"about_ca_system_score_codex":0.0008342707,"about_ca_system_score_gemma":0.00031135912,"threshold_uncertainty_score":0.010510385},"labels":[],"label_agreement":null},{"id":"W1549198005","doi":"10.1007/3-540-45545-0_69","title":"A General Framework for Trinomial Trees","year":2001,"lang":"en","type":"book-chapter","venue":"Lecture notes in computer science","topic":"Stochastic processes and financial applications","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":"University of Calgary","funders":"Mitacs","keywords":"Trinomial; Trinomial tree; Computer science; Valuation of options; Mathematical economics; Applied mathematics; Binomial options pricing model; Algorithm; Mathematics; Econometrics; Discrete mathematics","score_opus":0.031877701075294175,"score_gpt":0.24712062580231378,"score_spread":0.2152429247270196,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1549198005","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.003877143,0.0008136219,0.9831078,0.0009400809,0.00013636255,0.000044933433,0.0003061409,0.00025731482,0.010516607],"genre_scores_gemma":[0.24388668,0.0041253497,0.6979331,0.0014817008,0.0016083212,0.000810057,0.0018279026,0.0008902074,0.04743671],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9967204,0.0016461482,0.00020081163,0.0005612423,0.00050016755,0.0003712634],"domain_scores_gemma":[0.99294347,0.0043204958,0.0003854001,0.0011085797,0.00075187796,0.0004901133],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005073467,0.0011976417,0.0024799637,0.0026253797,0.0025046638,0.0050934083,0.004539789,0.0035935356,0.022775007],"category_scores_gemma":[0.015337404,0.0015218453,0.0029497535,0.005890577,0.0032695464,0.011509116,0.0039127064,0.0055090077,0.0048342086],"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":[0.0000050396457,0.000008922789,0.00009033597,0.000025617264,0.000007198067,0.000042265914,0.000079045465,0.0040811617,0.00007006547,0.990022,0.0015664592,0.0040018624],"study_design_scores_gemma":[0.0000054340762,0.0000031245593,0.000031339136,0.000014186,0.0000051247093,0.00005359074,0.00001623538,0.024543593,0.000016531583,0.97143644,0.0038680201,0.000006404152],"about_ca_topic_score_codex":0.00430375,"about_ca_topic_score_gemma":0.006586854,"teacher_disagreement_score":0.022775007,"about_ca_system_score_codex":0.00225563,"about_ca_system_score_gemma":0.0018499873,"threshold_uncertainty_score":0.076189935},"labels":[],"label_agreement":null},{"id":"W1550357812","doi":"10.3386/w8609","title":"Risk Aversion and Optimal Portfolio Policies in Partial and General Equilibrium Economies","year":2001,"lang":"en","type":"report","venue":"National Bureau of Economic Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":92,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Pacific Institute for the Mathematical Sciences","funders":"","keywords":"Economics; Partial equilibrium; General equilibrium theory; Portfolio; Risk aversion (psychology); Microeconomics; Mathematical economics; Financial economics; Expected utility hypothesis","score_opus":0.2133028469954108,"score_gpt":0.4307645977061952,"score_spread":0.21746175071078439,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1550357812","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.39106917,0.0012561651,0.580542,0.0017785187,0.000039839753,0.00004973885,0.0001514913,0.00017064833,0.024942268],"genre_scores_gemma":[0.9746466,0.00085255486,0.020315293,0.00008779982,0.0000263925,0.00005675463,0.00006122213,0.000025844409,0.00392755],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99949026,0.0002691242,0.000016458991,0.00005869919,0.00008380516,0.00008167736],"domain_scores_gemma":[0.9990061,0.0005879672,0.00018409382,0.00007043492,0.000081096085,0.00007032371],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012966415,0.0006155584,0.00065173267,0.00055393606,0.0004345114,0.0017074967,0.0005115845,0.00065408886,0.002359663],"category_scores_gemma":[0.0049593383,0.00047282875,0.0006121026,0.00055138656,0.0016616754,0.0027269076,0.00096569065,0.00091202045,0.00018643914],"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":[0.000024575325,0.000021449172,0.00052621064,0.000029924302,0.00004287562,0.00009200243,0.00006991478,0.47528204,0.0005301279,0.5190654,0.00037863018,0.003936943],"study_design_scores_gemma":[0.000019466584,0.000019040503,0.00039627485,0.0000125040115,0.000010470993,0.000038756116,0.00004051099,0.43037844,0.00022649283,0.5680197,0.0008281864,0.0000101639835],"about_ca_topic_score_codex":0.0023387112,"about_ca_topic_score_gemma":0.0015297885,"teacher_disagreement_score":0.002359663,"about_ca_system_score_codex":0.0014251235,"about_ca_system_score_gemma":0.00089246844,"threshold_uncertainty_score":0.010339975},"labels":[],"label_agreement":null},{"id":"W1553131752","doi":"","title":"A Test of the Use of the Implied Volatility Function Model to Price Exotic Options","year":2000,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; University of Toronto","funders":"","keywords":"Exotic option; Economics; Stochastic volatility; Implied volatility; Volatility smile; Volatility (finance); Econometrics; Valuation of options; Asset (computer security); Financial economics; Call option; Computer science","score_opus":0.04044167854945567,"score_gpt":0.21299674363849486,"score_spread":0.17255506508903917,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1553131752","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.925041,0.00035838113,0.048574828,0.0034097289,0.00024864168,0.00014020322,0.0006393867,0.00029405783,0.021293722],"genre_scores_gemma":[0.9924809,0.000112780595,0.005522691,0.00032956194,0.00008793034,0.00006053839,0.00053837255,0.000061467814,0.0008058629],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9900017,0.005581083,0.0007732149,0.0013706425,0.0017588121,0.0005145394],"domain_scores_gemma":[0.714713,0.25145516,0.010602536,0.015751654,0.00508544,0.0023922902],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.024709309,0.0012293116,0.0011594219,0.0014667768,0.00087097095,0.003043374,0.0030720516,0.004583718,0.01144189],"category_scores_gemma":[0.15252243,0.00036803313,0.0020755434,0.0014635238,0.00263809,0.009594914,0.0034027677,0.003044879,0.001409765],"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":[0.014678282,0.005676489,0.17067544,0.0010655838,0.0035244375,0.0022316314,0.0030186602,0.2659856,0.009190504,0.41485295,0.013275925,0.09582456],"study_design_scores_gemma":[0.0021702675,0.0044050724,0.03403288,0.00014059975,0.00028509228,0.00083856675,0.0016226806,0.84150904,0.0031414242,0.10771548,0.0039570522,0.00018194888],"about_ca_topic_score_codex":0.003011165,"about_ca_topic_score_gemma":0.00093225983,"teacher_disagreement_score":0.024709309,"about_ca_system_score_codex":0.0010098923,"about_ca_system_score_gemma":0.0014176442,"threshold_uncertainty_score":0.13067693},"labels":[],"label_agreement":null},{"id":"W155351841","doi":"10.1023/a:1007814729591","title":"The Metric of Large Deviation Convergence","year":2000,"lang":"en","type":"article","venue":"Journal of Theoretical Probability","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Mathematics; Metric space; Sequence (biology); Weak convergence; Combinatorics; Metric (unit); Probability measure; Rate function; Space (punctuation); Convergence (economics); Rate of convergence; Function (biology); Measurable function; Large deviations theory; Discrete mathematics; Mathematical analysis; Statistics; Bounded function","score_opus":0.014225748575847432,"score_gpt":0.23526553125370328,"score_spread":0.22103978267785584,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W155351841","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.119126745,0.02519558,0.70445645,0.039636653,0.0027516305,0.00009460971,0.0015510179,0.00062791636,0.10655951],"genre_scores_gemma":[0.89589864,0.01517298,0.05608483,0.0033421232,0.0052334727,0.00037650377,0.0011573053,0.0004886262,0.02224543],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99633574,0.0019145786,0.0002375283,0.0005782927,0.00074547855,0.00018824973],"domain_scores_gemma":[0.9780306,0.013582468,0.0018564236,0.001803187,0.0026334657,0.0020937694],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006059382,0.0016053627,0.002351477,0.005401564,0.0014767163,0.0061848075,0.0018148947,0.0030900973,0.0054593394],"category_scores_gemma":[0.03127263,0.00066052994,0.0009897405,0.003594926,0.007238858,0.012459576,0.0051938407,0.0053906105,0.0009910979],"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":[0.000018499893,0.0000047649237,0.0001591502,0.000033503096,0.000017853177,0.000022153554,0.000044132794,0.001503232,0.00012969445,0.99316424,0.0017319643,0.0031708335],"study_design_scores_gemma":[0.00000746749,0.000013509116,0.00016688605,0.000012638946,0.0000056022227,0.000050457573,0.000020780984,0.007996628,0.00005991745,0.98866177,0.0029947513,0.000009686348],"about_ca_topic_score_codex":0.0008347562,"about_ca_topic_score_gemma":0.00036281222,"teacher_disagreement_score":0.0061848075,"about_ca_system_score_codex":0.0026358273,"about_ca_system_score_gemma":0.001374411,"threshold_uncertainty_score":0.032045424},"labels":[],"label_agreement":null},{"id":"W155392011","doi":"10.2139/ssrn.676009","title":"No-Arbitrage Valuation of Contingent Claims in Discrete Time","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Arbitrage; Valuation (finance); Economics; Financial economics; Actuarial science; Discrete time and continuous time; Econometrics; Mathematical economics; Mathematics; Statistics; Finance","score_opus":0.01341332765104922,"score_gpt":0.22208353201550166,"score_spread":0.20867020436445244,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W155392011","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.45622447,0.0024775348,0.5199299,0.0034293432,0.00040884997,0.000092344824,0.00016005056,0.00013308538,0.017144352],"genre_scores_gemma":[0.98882616,0.0003636014,0.0074126986,0.000043720283,0.00019384123,0.000022045222,0.000055243745,0.000021434926,0.003061254],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9972567,0.0016268715,0.00015924871,0.00028544408,0.00043647192,0.00023534041],"domain_scores_gemma":[0.97345144,0.020707542,0.0019938478,0.0012630458,0.001089719,0.0014943187],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008316152,0.0012287889,0.0019335956,0.0012610969,0.0006817264,0.005198753,0.0018245564,0.002805991,0.0035212478],"category_scores_gemma":[0.035884738,0.00078601786,0.0009592399,0.0008594479,0.0041846973,0.009636492,0.0018310734,0.0026209648,0.00018155307],"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":[0.0003371303,0.00010685316,0.0011575926,0.00008623871,0.000061711195,0.00036857295,0.00016685572,0.052790765,0.0014991238,0.93656796,0.0006170578,0.0062401453],"study_design_scores_gemma":[0.00004358676,0.00003935963,0.0004241688,0.000016575315,0.000015444573,0.000075627264,0.000031803345,0.4884375,0.00034438114,0.51031137,0.00024280063,0.000017362352],"about_ca_topic_score_codex":0.00074374647,"about_ca_topic_score_gemma":0.00054679456,"teacher_disagreement_score":0.008316152,"about_ca_system_score_codex":0.0015953667,"about_ca_system_score_gemma":0.0011408199,"threshold_uncertainty_score":0.04398048},"labels":[],"label_agreement":null},{"id":"W1553958847","doi":"10.1016/j.csda.2013.06.023","title":"Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models","year":2009,"lang":"en","type":"preprint","venue":"Computational Statistics & Data Analysis","topic":"Stochastic processes and financial applications","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":"Center for Interuniversity Research and Analysis on Organizations","funders":"Danmarks Grundforskningsfond; National Research Foundation","keywords":"Black–Scholes model; Mathematics; Valuation of options; Econometrics; Gibbs sampling; Economics; Volatility (finance); Bayesian probability; Statistics","score_opus":0.10544698461417648,"score_gpt":0.3010608787808125,"score_spread":0.19561389416663602,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1553958847","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.007658788,0.00038981464,0.98915124,0.00035523708,0.0000409464,0.00002724904,0.00009090318,0.00015928509,0.0021265526],"genre_scores_gemma":[0.6509387,0.0024267586,0.32826886,0.0003484806,0.00046552258,0.0003748666,0.0008457882,0.00037269644,0.015958292],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9952964,0.0027516242,0.0001928389,0.00049020624,0.0010192046,0.00024977993],"domain_scores_gemma":[0.98941517,0.008095643,0.00077832566,0.00069555145,0.00080240774,0.00021287819],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007823677,0.0012072572,0.002069626,0.0013031915,0.00063624,0.004209407,0.0023583341,0.002332538,0.0057314527],"category_scores_gemma":[0.026430685,0.0013263476,0.0022151223,0.002038948,0.0015273999,0.005610909,0.0018358801,0.0029712473,0.0010435272],"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":[0.00008928979,0.000059196984,0.00087651866,0.000093244395,0.00012866229,0.00020135574,0.00009529027,0.49448302,0.00083019456,0.48004267,0.0013355999,0.021764923],"study_design_scores_gemma":[0.00001178775,0.000011764693,0.00017054072,0.000011362318,0.000014119422,0.000034395296,0.0000069321322,0.85262525,0.00017912817,0.14632802,0.0005870125,0.000019632644],"about_ca_topic_score_codex":0.004017392,"about_ca_topic_score_gemma":0.003207021,"teacher_disagreement_score":0.007823677,"about_ca_system_score_codex":0.001575122,"about_ca_system_score_gemma":0.0014404538,"threshold_uncertainty_score":0.041376054},"labels":[],"label_agreement":null},{"id":"W1555122473","doi":"10.3968/g4150","title":"Simulation of Exchange Rates of Nigerian Naira Against US Dollar, British Pound and the Euro Currency","year":2013,"lang":"en","type":"article","venue":"Studies in mathematical sciences","topic":"Stochastic processes and financial applications","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":"Pound (networking); Liberian dollar; Economics; Us dollar; Currency; Pound Sterling; Exchange rate; Value (mathematics); Monte Carlo method; Econometrics; Monetary economics; Mathematics; Statistics; Finance; Computer science","score_opus":0.07879339889027771,"score_gpt":0.31512134652303403,"score_spread":0.23632794763275633,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1555122473","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98060256,0.00034981465,0.01058578,0.00034168139,0.00006070678,0.000025009425,0.00059247995,0.000082882376,0.0073591312],"genre_scores_gemma":[0.99511635,0.0001548181,0.0032479258,0.000026619604,0.00000655507,0.00002249667,0.00037166994,0.0000119284805,0.0010416228],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99979275,0.00010273334,0.000013170952,0.000024900477,0.000027160375,0.000039221537],"domain_scores_gemma":[0.99722666,0.0021118945,0.00020106527,0.000086878084,0.00026399954,0.00010954877],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006579774,0.0003323691,0.0005499033,0.0005320084,0.0003845411,0.0006849869,0.00051259587,0.0009873888,0.0024935093],"category_scores_gemma":[0.003718773,0.00020645476,0.00058760826,0.0006275223,0.0004045607,0.00061118096,0.00042283486,0.00090124196,0.00015521071],"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":[0.00015610219,0.000049753755,0.0068895523,0.00002959968,0.000035478282,0.00015532435,0.00004991406,0.9874243,0.00041810883,0.00297229,0.00036662124,0.0014529893],"study_design_scores_gemma":[0.000027077875,0.00005500509,0.0014792741,0.000011085028,0.00001564176,0.000039578237,0.00006708566,0.99648786,0.00041935456,0.0010373222,0.000350141,0.000010476912],"about_ca_topic_score_codex":0.016850015,"about_ca_topic_score_gemma":0.010129088,"teacher_disagreement_score":0.016850015,"about_ca_system_score_codex":0.0005089857,"about_ca_system_score_gemma":0.00060502416,"threshold_uncertainty_score":0.03350389},"labels":[],"label_agreement":null},{"id":"W1559071042","doi":"10.1109/icassp.2015.7178626","title":"Monotone optimal policies in portfolio liquidation problems","year":2015,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Monotone polygon; Portfolio; Mathematical optimization; Countable set; Optimal control; Markov decision process; Hamilton–Jacobi–Bellman equation; Stochastic control; Asset (computer security); Portfolio optimization; Markov process; Discrete time and continuous time; Simultaneous perturbation stochastic approximation; Computer science; Stochastic process; Mathematics; Economics; Finance","score_opus":0.05868198237370846,"score_gpt":0.24882353691868964,"score_spread":0.19014155454498116,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1559071042","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07274247,0.0014047598,0.9174961,0.0010053489,0.000054298176,0.000089994894,0.00011461712,0.00016420243,0.006928159],"genre_scores_gemma":[0.89952785,0.0015336624,0.09424179,0.0002367866,0.0000848388,0.0002861453,0.00020603751,0.00009094768,0.0037919143],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99720556,0.001613956,0.0001059986,0.00039229938,0.00041246464,0.0002696584],"domain_scores_gemma":[0.9903898,0.008037621,0.0007683886,0.0001579898,0.0003868715,0.00025926577],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004494945,0.0011981518,0.002273952,0.0010767884,0.0005823214,0.0020630027,0.0010476006,0.0019844596,0.0018458869],"category_scores_gemma":[0.015058278,0.0010726302,0.00092516706,0.0009183971,0.0027739266,0.0027878615,0.0016180112,0.0022050058,0.00017575965],"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":[0.000062120576,0.000043960234,0.0003569652,0.00009279972,0.000043256863,0.000085932996,0.0000624668,0.89783126,0.00043310924,0.095087394,0.00031772917,0.0055830227],"study_design_scores_gemma":[0.000021476091,0.000025621994,0.000047583762,0.000012117385,0.000005726086,0.0000092888085,0.000009280026,0.9373049,0.00014654092,0.062220167,0.00019132561,0.0000059938743],"about_ca_topic_score_codex":0.004426774,"about_ca_topic_score_gemma":0.0022239762,"teacher_disagreement_score":0.004494945,"about_ca_system_score_codex":0.0024306607,"about_ca_system_score_gemma":0.0023978108,"threshold_uncertainty_score":0.023771882},"labels":[],"label_agreement":null},{"id":"W1559921737","doi":"10.2139/ssrn.1559360","title":"Assessing Misspecifications in Asset Pricing Models with Nonlinear Projections of Pricing Kernels","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Université de Montréal","funders":"","keywords":"Capital asset pricing model; Nonlinear pricing; Economics; Financial economics; Econometrics; Consumption-based capital asset pricing model; Nonlinear system; Investment theory; Arbitrage pricing theory; Actuarial science; Physics","score_opus":0.028363043128742785,"score_gpt":0.25578283805344926,"score_spread":0.2274197949247065,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1559921737","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.77769655,0.00014445362,0.22112858,0.00022420146,0.000017863882,0.000027636766,0.000073430536,0.00016959032,0.00051770586],"genre_scores_gemma":[0.98919207,0.00007444762,0.010280349,0.00002233693,0.000015103431,0.000014284663,0.00012228292,0.000028656359,0.00025042132],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99694866,0.0018008926,0.00020357034,0.00035365525,0.00049288064,0.00020039154],"domain_scores_gemma":[0.9374963,0.051960543,0.0052751713,0.0025631357,0.0015781265,0.0011267068],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.011021353,0.0010943469,0.0013368266,0.001081316,0.0003923491,0.002260714,0.0011990897,0.0022561743,0.00094237935],"category_scores_gemma":[0.075533345,0.0012518496,0.0010641306,0.0008062695,0.001055737,0.0048491354,0.003149726,0.0021386691,0.00018679057],"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":[0.00036055475,0.00008692104,0.017073212,0.000054521974,0.00016996401,0.0001564094,0.00009220616,0.9650857,0.0011908689,0.007169476,0.00013474208,0.008425388],"study_design_scores_gemma":[0.0000072020594,0.00004701661,0.0020173467,0.0000031354343,0.000014804128,0.00003128211,0.000013268639,0.99256915,0.00031412256,0.0049508545,0.000020728236,0.000011073873],"about_ca_topic_score_codex":0.003124605,"about_ca_topic_score_gemma":0.0019344306,"teacher_disagreement_score":0.011021353,"about_ca_system_score_codex":0.0007756345,"about_ca_system_score_gemma":0.0013558535,"threshold_uncertainty_score":0.058287203},"labels":[],"label_agreement":null},{"id":"W1560209300","doi":"10.1215/ijm/1258059497","title":"On numerical solutions of the stochastic wave equation","year":2006,"lang":"en","type":"article","venue":"Illinois Journal of Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":56,"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":"Mathematics; Rate of convergence; Order (exchange); White noise; Convergence (economics); Mathematical analysis; Space (punctuation); Applied mathematics; Combinatorics; Statistics","score_opus":0.05080190170066534,"score_gpt":0.2231461218838314,"score_spread":0.17234422018316606,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1560209300","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04278226,0.0013269457,0.9361324,0.0020826731,0.0002963816,0.00014419782,0.00005469844,0.00018604856,0.016994407],"genre_scores_gemma":[0.65332603,0.0021355308,0.32494885,0.00084887154,0.00031081314,0.0005933322,0.000226734,0.00028055804,0.017329175],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99852693,0.00061529153,0.00007979176,0.00012639714,0.0005372308,0.0001144358],"domain_scores_gemma":[0.9907094,0.0061513893,0.00094827,0.00076767325,0.0011055317,0.00031772093],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004167934,0.0010661143,0.0008975891,0.0010817781,0.0011747334,0.0019166514,0.0014800979,0.0028176017,0.0028074367],"category_scores_gemma":[0.031824898,0.0004877699,0.00061240076,0.00087569637,0.0055145225,0.0030567585,0.0038376863,0.0024797476,0.00054667157],"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":[0.0001399168,0.000062293984,0.00093195535,0.00021236294,0.00003390368,0.00012120599,0.00025136545,0.34540856,0.0052730152,0.6331386,0.0012572906,0.013169584],"study_design_scores_gemma":[0.000022123382,0.000022424354,0.00009742284,0.00004156819,0.0000052046503,0.000023830955,0.000016044543,0.936042,0.0008151516,0.061804667,0.0010942247,0.000015356429],"about_ca_topic_score_codex":0.003719787,"about_ca_topic_score_gemma":0.0017225082,"teacher_disagreement_score":0.004167934,"about_ca_system_score_codex":0.0015608832,"about_ca_system_score_gemma":0.001563441,"threshold_uncertainty_score":0.022042394},"labels":[],"label_agreement":null},{"id":"W1562150022","doi":"","title":"Interest Rates Time Structure and Domestic Bond Prices","year":2001,"lang":"en","type":"article","venue":"Czech Journal of Economics and Finance","topic":"Stochastic processes and financial applications","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":"Yield curve; Coupon; Bond; Economics; Econometrics; Bond market; Zero-coupon bond; Bond valuation; Interest rate; Estimation; Affine term structure model; Yield (engineering); Term (time); Market data; Financial economics; Monetary economics; Finance","score_opus":0.01984926714519222,"score_gpt":0.22396474312415365,"score_spread":0.20411547597896143,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1562150022","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6459343,0.005805134,0.29977438,0.0012556709,0.000078558725,0.000022532795,0.0006391161,0.00028024297,0.046210244],"genre_scores_gemma":[0.9878467,0.0012458888,0.007468699,0.0000218971,0.00003445029,0.0000062022373,0.00027878227,0.00003108441,0.0030663202],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99963593,0.0001462003,0.000021417123,0.00007023818,0.00009190528,0.000034331817],"domain_scores_gemma":[0.9974771,0.0010928157,0.0008640445,0.0002389156,0.00026399284,0.00006320848],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001019731,0.00025471798,0.00023851328,0.0007797397,0.00011823728,0.0014981998,0.00036762617,0.00041854425,0.0012049404],"category_scores_gemma":[0.010155139,0.00021462358,0.00020026306,0.0009623748,0.00053076167,0.0012962297,0.00032910687,0.0007114531,0.00032489086],"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":[0.00016303195,0.000029819636,0.025777714,0.000090532885,0.00006592836,0.00023058841,0.00052676967,0.15566465,0.003712912,0.7349485,0.0013061438,0.077483505],"study_design_scores_gemma":[0.000041882453,0.00007209044,0.0644215,0.00011265883,0.000055117325,0.00048639387,0.00025743977,0.5017476,0.0050943047,0.410257,0.017357638,0.00009635439],"about_ca_topic_score_codex":0.0032053203,"about_ca_topic_score_gemma":0.0015686129,"teacher_disagreement_score":0.0032053203,"about_ca_system_score_codex":0.0007562771,"about_ca_system_score_gemma":0.00024756853,"threshold_uncertainty_score":0.006373346},"labels":[],"label_agreement":null},{"id":"W1563943289","doi":"10.21314/jcf.2011.232","title":"Adaptive and high-order methods for valuing American options","year":2011,"lang":"en","type":"article","venue":"The Journal of Computational Finance","topic":"Stochastic processes and financial applications","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":"Discretization; Finite element method; Partial differential equation; Applied mathematics; Mathematics; Mathematical optimization; Finite difference method; Finite difference; Computer science; Mathematical analysis","score_opus":0.06137277075543626,"score_gpt":0.3016965256593042,"score_spread":0.24032375490386795,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1563943289","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0039807647,0.0003446264,0.993115,0.00011437584,0.00006926252,0.000026810201,0.0000174433,0.00006077416,0.0022709495],"genre_scores_gemma":[0.24682519,0.0010313969,0.73706025,0.00018534812,0.00020731932,0.0003088212,0.00010939389,0.00015132422,0.014120938],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99949944,0.00017721996,0.000027782738,0.000052084095,0.00021233525,0.000031208776],"domain_scores_gemma":[0.9988275,0.0006387961,0.00012382193,0.000115374656,0.00022283163,0.00007173701],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011100888,0.0006939751,0.0005967999,0.0007586462,0.00058993115,0.0010003409,0.0013036795,0.0013524154,0.003038144],"category_scores_gemma":[0.0033997467,0.00035260848,0.0009607999,0.00080501626,0.0014227891,0.0012958044,0.0013925192,0.002094507,0.0007474782],"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":[0.0000293348,0.00004515876,0.00046862572,0.0001105635,0.000022757133,0.000086601394,0.00010781952,0.7840577,0.0032805281,0.15128098,0.0009752368,0.059534762],"study_design_scores_gemma":[0.000005164074,0.000010162795,0.00004672666,0.00000589016,0.0000018934801,0.000011376473,0.0000045558277,0.97787106,0.00033756177,0.020249039,0.0014495662,0.0000070880787],"about_ca_topic_score_codex":0.0030889134,"about_ca_topic_score_gemma":0.0027918983,"teacher_disagreement_score":0.0030889134,"about_ca_system_score_codex":0.00062089023,"about_ca_system_score_gemma":0.00090512563,"threshold_uncertainty_score":0.010163605},"labels":[],"label_agreement":null},{"id":"W1564708645","doi":"10.34989/swp-2005-45","title":"An Evaluation of MLE in a Model of the Nonlinear Continuous-Time Short-Term Interest Rate","year":2021,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Term (time); Nonlinear system; Short-rate model; Interest rate; Mathematics; Econometrics; Gaussian; Economics; Applied mathematics; Physics; Finance","score_opus":0.09878089244643523,"score_gpt":0.33571363058647863,"score_spread":0.2369327381400434,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1564708645","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32254925,0.004764009,0.66356,0.0017056601,0.00016531438,0.000103758684,0.0005867139,0.0015586915,0.0050066304],"genre_scores_gemma":[0.8450701,0.0009122322,0.15167141,0.00013990341,0.00007052969,0.00006531191,0.0007736829,0.00017939165,0.0011173999],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99632925,0.0026309309,0.0001719694,0.00024254531,0.0005100735,0.00011514075],"domain_scores_gemma":[0.897976,0.09674383,0.00085208745,0.0015529243,0.0025505058,0.0003246187],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.012436996,0.0009464573,0.0015375423,0.0014437009,0.00036545916,0.001693863,0.0010467147,0.0019045215,0.0021279156],"category_scores_gemma":[0.06271942,0.0004228274,0.00067839865,0.001257843,0.0007376471,0.00270472,0.0013256025,0.0013054861,0.00030481606],"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":[0.001298638,0.00028309826,0.011248426,0.00047696923,0.00037093513,0.00015653372,0.00028851232,0.88200337,0.0017750142,0.016714042,0.0014102109,0.08397427],"study_design_scores_gemma":[0.00004423188,0.00019553913,0.0017803871,0.000021555727,0.000028455484,0.000048949118,0.0000666975,0.9943106,0.00079511537,0.0023043759,0.0003829515,0.000021133537],"about_ca_topic_score_codex":0.009318219,"about_ca_topic_score_gemma":0.0051200236,"teacher_disagreement_score":0.012436996,"about_ca_system_score_codex":0.001017453,"about_ca_system_score_gemma":0.0008247292,"threshold_uncertainty_score":0.065773904},"labels":[],"label_agreement":null},{"id":"W156480326","doi":"10.1007/978-1-4899-7442-6_6","title":"Hedging Costs for Variable Annuities Under Regime-Switching","year":2014,"lang":"en","type":"book-chapter","venue":"International series in management science/operations research/International series in operations research & management science","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Variable (mathematics); Economics; Actuarial science; Econometrics; Financial economics; Mathematics","score_opus":0.07514635917777152,"score_gpt":0.3671966091503678,"score_spread":0.29205024997259627,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W156480326","genre_codex":"empirical","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.58458763,0.006330741,0.36287242,0.0034442083,0.0006777044,0.000116713694,0.0005271946,0.00027163594,0.041171763],"genre_scores_gemma":[0.9811748,0.0011027452,0.0070522334,0.000085721695,0.00018377174,0.000035461242,0.0001946032,0.00005339501,0.010117289],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99910766,0.00023003557,0.000067022804,0.00015100568,0.00024501525,0.00019924917],"domain_scores_gemma":[0.992331,0.005676818,0.00058477797,0.0006652414,0.00038732737,0.0003549118],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0041783117,0.0007535927,0.001278324,0.0007326751,0.00044148264,0.0030371146,0.002287097,0.002343118,0.0075551528],"category_scores_gemma":[0.01642029,0.0006516665,0.0012548927,0.000931253,0.0011201436,0.0048283166,0.0013404244,0.0033289888,0.000304568],"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":[0.00041540863,0.00013109678,0.0031071722,0.00017411166,0.00014530463,0.0004043805,0.00021525411,0.5293623,0.0025130885,0.40751114,0.004031016,0.05198971],"study_design_scores_gemma":[0.00003103574,0.000085416475,0.0026202942,0.000056074252,0.00006184225,0.00015127132,0.000084012216,0.79283994,0.00057792646,0.20227791,0.0011761182,0.0000381252],"about_ca_topic_score_codex":0.001123633,"about_ca_topic_score_gemma":0.00080699124,"teacher_disagreement_score":0.0075551528,"about_ca_system_score_codex":0.0016506913,"about_ca_system_score_gemma":0.00088048587,"threshold_uncertainty_score":0.025274515},"labels":[],"label_agreement":null},{"id":"W1572686951","doi":"10.2139/ssrn.2399214","title":"Optimal Soaring via Hamilton-Jacobi-Bellman Equations","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Hamilton–Jacobi equation; Hamilton–Jacobi–Bellman equation; Bellman equation; Mathematics; Applied mathematics; Mathematical economics; Mathematical optimization","score_opus":0.013098475959698729,"score_gpt":0.21170412488580614,"score_spread":0.1986056489261074,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1572686951","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17254786,0.0017217124,0.7684864,0.0023372953,0.00028247366,0.00012609009,0.00028549432,0.0004562576,0.05375654],"genre_scores_gemma":[0.9419339,0.0008911566,0.035892144,0.00022007937,0.000083668245,0.00010254044,0.000105775856,0.00013142343,0.020639248],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99933666,0.00019435542,0.00003367318,0.00013634036,0.00012424449,0.00017463727],"domain_scores_gemma":[0.99816257,0.001085561,0.00019828104,0.00011187431,0.00021636147,0.00022542856],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012188989,0.0007025098,0.0017656325,0.00057162123,0.0010943923,0.002595623,0.001676869,0.0019035826,0.0069814823],"category_scores_gemma":[0.00487997,0.0007304031,0.0008763415,0.00073541724,0.0021079239,0.002734629,0.0016958872,0.0016468506,0.00068807637],"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":[0.0001263476,0.000088404944,0.00045199812,0.000096581476,0.00003697997,0.00011505969,0.00014369903,0.25167462,0.0035729972,0.7285141,0.0026608368,0.012518326],"study_design_scores_gemma":[0.000030504596,0.000034233777,0.00021578242,0.000015872689,0.000012439159,0.000019812747,0.00004785213,0.7496103,0.0003697132,0.24889937,0.00071959454,0.000024554063],"about_ca_topic_score_codex":0.00946446,"about_ca_topic_score_gemma":0.008000318,"teacher_disagreement_score":0.00946446,"about_ca_system_score_codex":0.0026706404,"about_ca_system_score_gemma":0.0028222168,"threshold_uncertainty_score":0.023355424},"labels":[],"label_agreement":null},{"id":"W1577308162","doi":"10.2139/ssrn.2205020","title":"Non-Tradable S&amp;P 500 Index and the Pricing of Its Traded Derivatives","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; York University; University of Toronto","funders":"","keywords":"Index (typography); Economics; Financial economics; Business; Computer science","score_opus":0.014238015044552143,"score_gpt":0.20945971687211684,"score_spread":0.1952217018275647,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1577308162","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9451751,0.0050905184,0.021601308,0.0033874416,0.00021837503,0.00002440762,0.0007259756,0.00010169144,0.023675062],"genre_scores_gemma":[0.9926663,0.0010277361,0.0006951263,0.000035848516,0.00015065208,0.000005489051,0.00013195514,0.000013309099,0.005273604],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99978215,0.000064595915,0.000017425378,0.00004179875,0.00006334851,0.00003064029],"domain_scores_gemma":[0.99447846,0.0029006747,0.0015584894,0.000239912,0.00033971688,0.00048274154],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00072116964,0.00036678303,0.000376085,0.0008155322,0.0003697445,0.0031197206,0.0007722493,0.0014996021,0.0055494667],"category_scores_gemma":[0.010666752,0.00023125716,0.000318356,0.00093312975,0.0009511277,0.0029446671,0.00058213965,0.0015155316,0.0006699702],"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":[0.0014376779,0.00047368027,0.1265426,0.00026759363,0.00028496046,0.0047711367,0.000713988,0.13749251,0.010150792,0.65802616,0.012809228,0.047029752],"study_design_scores_gemma":[0.00005439862,0.00014312065,0.09390408,0.000052842843,0.00010188728,0.0006488153,0.00042901628,0.56674486,0.0018950552,0.32998598,0.0059528397,0.000087128356],"about_ca_topic_score_codex":0.006333848,"about_ca_topic_score_gemma":0.007363866,"teacher_disagreement_score":0.006333848,"about_ca_system_score_codex":0.0012913906,"about_ca_system_score_gemma":0.0008172344,"threshold_uncertainty_score":0.01856482},"labels":[],"label_agreement":null},{"id":"W1579452772","doi":"10.1002/9780470061602.eqf13013","title":"Stochastic Mesh Method","year":2010,"lang":"en","type":"other","venue":"Encyclopedia of Quantitative Finance","topic":"Stochastic processes and financial applications","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":"Discretization; Continuation; Dimension (graph theory); Mathematical optimization; Representation (politics); Computer science; Asymptotically optimal algorithm; Dynamic programming; State space; Mathematics; Applied mathematics; Combinatorics; Mathematical analysis","score_opus":0.028018528175515273,"score_gpt":0.28805857371010457,"score_spread":0.2600400455345893,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1579452772","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0020584704,0.0003011519,0.98255676,0.0002728954,0.00023513482,0.000052906165,0.00018798198,0.00020588758,0.014128832],"genre_scores_gemma":[0.2713954,0.0012672789,0.6657149,0.00048127346,0.0005528064,0.00066852366,0.0011362956,0.0009128817,0.057870667],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99929035,0.0002914868,0.000030847583,0.000073377436,0.00026062585,0.000053272503],"domain_scores_gemma":[0.9987049,0.00070957595,0.00008040592,0.00016190662,0.00027345348,0.00006975089],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010955365,0.0006569364,0.0010114479,0.0011578177,0.0005067472,0.001293745,0.0015685823,0.0013343564,0.016355004],"category_scores_gemma":[0.0042426283,0.0003844588,0.0009663836,0.00095554756,0.00096001715,0.0010857964,0.0014856042,0.0014899018,0.0031570843],"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":[0.00009261904,0.000054433025,0.0007731319,0.00017717175,0.000062858555,0.00013717741,0.000054498836,0.43258765,0.0019000199,0.47218513,0.012348794,0.07962656],"study_design_scores_gemma":[0.000015350388,0.000011423727,0.00006796494,0.00002634431,0.000005375933,0.000029457784,0.00000992344,0.9326751,0.00037506307,0.05768634,0.009090708,0.0000069464],"about_ca_topic_score_codex":0.002950372,"about_ca_topic_score_gemma":0.002208749,"teacher_disagreement_score":0.016355004,"about_ca_system_score_codex":0.0007592595,"about_ca_system_score_gemma":0.0010376642,"threshold_uncertainty_score":0.05471295},"labels":[],"label_agreement":null},{"id":"W1579955661","doi":"10.11113/matematika.v26.n.561","title":"Quarter-Sweep Improving Modified Gauss-Seidel Method for Pricing European Option","year":2010,"lang":"en","type":"article","venue":"Mathematika","topic":"Stochastic processes and financial applications","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":"Gauss–Seidel method; Mathematics; Gauss; Partial differential equation; Applied mathematics; Quarter (Canadian coin); Crank–Nicolson method; Scheme (mathematics); Iterative method; Mathematical optimization; Mathematical analysis","score_opus":0.03051653095156398,"score_gpt":0.257104875156703,"score_spread":0.22658834420513901,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1579955661","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08058386,0.0004406531,0.91505647,0.00021709374,0.00008605837,0.00006269328,0.00006424204,0.0002778809,0.0032110165],"genre_scores_gemma":[0.5983655,0.0004179003,0.39636585,0.00011416349,0.000052078532,0.0001543304,0.00016540661,0.00013512964,0.0042296997],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99971896,0.00013111312,0.000012879849,0.00002020442,0.000093135175,0.000023756727],"domain_scores_gemma":[0.9992642,0.00033981793,0.0000655109,0.00006471452,0.00022349825,0.00004225601],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00094517716,0.00038397807,0.0005837885,0.00042697848,0.00034778137,0.00053218036,0.0007739415,0.0007246154,0.001658876],"category_scores_gemma":[0.0021295068,0.00018848466,0.00047910446,0.00039306772,0.00040974535,0.00052532967,0.00039749587,0.0007739301,0.00027531295],"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":[0.00015446905,0.00007077411,0.0028667331,0.00009521092,0.000057850863,0.00016188927,0.00012201446,0.9111208,0.006914766,0.01825116,0.0011441704,0.059040125],"study_design_scores_gemma":[0.000003847828,0.000012046391,0.00008855652,0.0000019688273,0.0000019343424,0.000007059018,0.0000039395495,0.9985102,0.00038569135,0.0006577179,0.00032436836,0.000002627421],"about_ca_topic_score_codex":0.0056689265,"about_ca_topic_score_gemma":0.004993574,"teacher_disagreement_score":0.0056689265,"about_ca_system_score_codex":0.0004513715,"about_ca_system_score_gemma":0.00093305245,"threshold_uncertainty_score":0.011271894},"labels":[],"label_agreement":null},{"id":"W1581237714","doi":"","title":"First passage time problem for multivariate jump-diffusion processes: Models, computation, and applications in finance","year":2007,"lang":"en","type":"article","venue":"Scholars Commons (Wilfrid Laurier University)","topic":"Stochastic processes and financial applications","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":"","keywords":"Jump diffusion; Computation; Multivariate statistics; Diffusion; Econometrics; Computer science; Jump; Mathematics; Economics; Mathematical economics; Finance; Algorithm; Statistics; Physics; Thermodynamics","score_opus":0.01735668508223975,"score_gpt":0.20703188767486969,"score_spread":0.18967520259262993,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1581237714","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0088661015,0.0033119777,0.9816746,0.0014389834,0.00020791107,0.000058237878,0.00018831574,0.00016660779,0.0040873117],"genre_scores_gemma":[0.47781008,0.015810644,0.47757795,0.0008361713,0.0012732436,0.0008736682,0.0010951036,0.00046944543,0.02425365],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990565,0.0004082952,0.000054396332,0.00014794074,0.00023891857,0.00009389742],"domain_scores_gemma":[0.993501,0.005349807,0.00037976005,0.00017905181,0.00041792498,0.00017242301],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027471401,0.0013261265,0.0022034382,0.0013495376,0.00090680807,0.0029131877,0.0017581494,0.0035332092,0.004246833],"category_scores_gemma":[0.010979225,0.0007209943,0.00252505,0.0018257535,0.0020386658,0.0032238092,0.0017353516,0.0045745936,0.00060845446],"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":[0.00004057729,0.000060814415,0.0011380579,0.00032188688,0.000084281695,0.00017401545,0.00012766964,0.49315766,0.0009999083,0.4881041,0.0027285458,0.013062557],"study_design_scores_gemma":[0.000008136939,0.000008114443,0.00012760972,0.000023404757,0.00001064928,0.00002869452,0.000012368093,0.89797175,0.00014250835,0.100474775,0.0011802961,0.000011734446],"about_ca_topic_score_codex":0.010024799,"about_ca_topic_score_gemma":0.0047585294,"teacher_disagreement_score":0.010024799,"about_ca_system_score_codex":0.0017169375,"about_ca_system_score_gemma":0.0019846398,"threshold_uncertainty_score":0.019932866},"labels":[],"label_agreement":null},{"id":"W1582160946","doi":"10.2139/ssrn.685503","title":"Gauging the Investor Fear Gauge: Implementation Problems of the CBOE's New Volatility Index","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Volatility (finance); Index (typography); Financial economics; Economics; Business; Computer science","score_opus":0.01670707375430818,"score_gpt":0.23780905796008434,"score_spread":0.22110198420577615,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1582160946","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.33054635,0.0008350555,0.633255,0.006199628,0.0004184735,0.00014502372,0.0006812967,0.0016234213,0.026295708],"genre_scores_gemma":[0.9349107,0.00012651908,0.06322647,0.00014939599,0.000076907745,0.000053235617,0.000095034986,0.000101092555,0.0012606833],"study_design_codex":"design_other","study_design_gemma":"observational","domain_scores_codex":[0.9968442,0.0013401421,0.00018268269,0.00039054398,0.0010939375,0.00014851613],"domain_scores_gemma":[0.9832824,0.009524379,0.001456247,0.0026979933,0.0026728013,0.0003662513],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009284714,0.0005185701,0.00084876793,0.00095916184,0.00039286038,0.0030225671,0.0016667116,0.0013172514,0.001612619],"category_scores_gemma":[0.04345404,0.00034035585,0.00023668558,0.0010220683,0.00073635625,0.0030424164,0.0015636255,0.00252775,0.000373986],"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":[0.0008429317,0.00038586176,0.042023666,0.00015940373,0.00017924893,0.00010037153,0.0005649648,0.11387288,0.010443206,0.2095623,0.008118349,0.6137468],"study_design_scores_gemma":[0.000075941774,0.0001751656,0.011493595,0.00004966448,0.000043694447,0.00006226209,0.000110880545,0.8965127,0.013108159,0.07343239,0.004859038,0.00007643483],"about_ca_topic_score_codex":0.004747637,"about_ca_topic_score_gemma":0.0042403145,"teacher_disagreement_score":0.009284714,"about_ca_system_score_codex":0.0008698467,"about_ca_system_score_gemma":0.0010437111,"threshold_uncertainty_score":0.049102902},"labels":[],"label_agreement":null},{"id":"W1584867962","doi":"10.1002/9780470061602.eqf12005","title":"Conjugate Gradient Methods","year":2010,"lang":"en","type":"other","venue":"Encyclopedia of Quantitative Finance","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Conjugate gradient method; Applied mathematics; Mathematics; Partial differential equation; Finite element method; Convergence (economics); Matrix exponential; Basis (linear algebra); Matrix (chemical analysis); Valuation of options; Mathematical optimization; Simple (philosophy); Differential equation; Mathematical analysis; Geometry","score_opus":0.03569968158608058,"score_gpt":0.3104703886892913,"score_spread":0.2747707071032107,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1584867962","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0016903231,0.0006616709,0.9895601,0.00033518646,0.00021033804,0.000077689816,0.000069317946,0.00016357008,0.0072317435],"genre_scores_gemma":[0.17368196,0.0021345543,0.7805754,0.00066210557,0.00068851176,0.0005708036,0.00041525954,0.00075121905,0.040520176],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9988023,0.0006395184,0.000043089036,0.00012714564,0.00032648485,0.000061480336],"domain_scores_gemma":[0.99860483,0.00067066454,0.00009909922,0.0002008878,0.0003496871,0.00007496663],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001768467,0.0013499574,0.0013048335,0.0011986753,0.0005976136,0.0018503985,0.0013018791,0.0018873528,0.009838938],"category_scores_gemma":[0.0051934905,0.0005907912,0.0010988002,0.0012636532,0.0021210427,0.001626422,0.0024985159,0.0022415943,0.0036024423],"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":[0.00011109762,0.00013569128,0.00058290735,0.0003818453,0.00012382375,0.00016633204,0.00013495337,0.32291836,0.0032899673,0.53769594,0.013114557,0.1213446],"study_design_scores_gemma":[0.00003120301,0.00004032832,0.000107058055,0.00003912279,0.000012427571,0.000051763873,0.00001519942,0.882482,0.0010478526,0.09988431,0.01627373,0.000015066761],"about_ca_topic_score_codex":0.0020400167,"about_ca_topic_score_gemma":0.001428594,"teacher_disagreement_score":0.009838938,"about_ca_system_score_codex":0.0007151871,"about_ca_system_score_gemma":0.0011567583,"threshold_uncertainty_score":0.03291452},"labels":[],"label_agreement":null},{"id":"W1585146667","doi":"10.1007/978-1-4614-3433-7_5","title":"American Option Pricing Using Simulation and Regression: Numerical Convergence Results","year":2012,"lang":"en","type":"book-chapter","venue":"Springer proceedings in mathematics & statistics","topic":"Stochastic processes and financial applications","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":"Convergence (economics); Valuation of options; Stochastic game; Rate of convergence; Monte Carlo method; Regression; Econometrics; Mathematics; Applied mathematics; Function (biology); Economics; Computer science; Mathematical economics; Statistics; Key (lock)","score_opus":0.05623301805113582,"score_gpt":0.28430388372259163,"score_spread":0.22807086567145582,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1585146667","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03264626,0.0034267886,0.9460658,0.0012941799,0.00030047842,0.00006934745,0.00013183765,0.00039922041,0.015666084],"genre_scores_gemma":[0.6343741,0.005257984,0.34003988,0.0005594325,0.00069009187,0.000490608,0.00073890394,0.0008036238,0.017045429],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9979213,0.0012916509,0.000100377394,0.00017881923,0.00040831888,0.00009960337],"domain_scores_gemma":[0.9512676,0.040168684,0.0014185304,0.0022175172,0.0041397773,0.0007878733],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008712912,0.0014875741,0.0022701966,0.0035244199,0.0011709771,0.0031495749,0.0023612776,0.0033158658,0.005398173],"category_scores_gemma":[0.0540542,0.0010571908,0.0019383323,0.0036267154,0.0031309847,0.0048795487,0.0026385079,0.0047720843,0.0008209899],"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":[0.00015491477,0.00017369182,0.0016228358,0.00015514778,0.0001371052,0.00009262998,0.00014957915,0.672364,0.0008066955,0.29244098,0.003094039,0.028808417],"study_design_scores_gemma":[0.000007172773,0.0000055223604,0.00006545621,0.000016927583,0.0000070667907,0.000014148638,0.0000061163864,0.9740615,0.000106555715,0.025461722,0.00024169113,0.000006107649],"about_ca_topic_score_codex":0.0061697313,"about_ca_topic_score_gemma":0.0033257818,"teacher_disagreement_score":0.008712912,"about_ca_system_score_codex":0.0013862626,"about_ca_system_score_gemma":0.0018019257,"threshold_uncertainty_score":0.04607886},"labels":[],"label_agreement":null},{"id":"W1585208018","doi":"10.1002/fut.21711","title":"The Sensitivity of Interest Rate Options to Monetary Policy Decisions: A Regime‐Shift Pricing Approach","year":2015,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","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":"Economics; Interest rate; Markov chain; Monetary policy; Econometrics; Rendleman–Bartter model; Short rate; Financial economics; Monetary economics; Yield curve; Computer science","score_opus":0.06263263891257397,"score_gpt":0.2681385580842159,"score_spread":0.2055059191716419,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1585208018","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8439809,0.00064669683,0.14369753,0.0021227156,0.00008737021,0.000050801395,0.00010852379,0.00010393393,0.00920166],"genre_scores_gemma":[0.997122,0.0002010476,0.0016519928,0.000047544552,0.000050657025,0.000010293936,0.000018349558,0.000009142162,0.0008890064],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992962,0.00037289984,0.000024157654,0.00011248145,0.00011134883,0.00008281674],"domain_scores_gemma":[0.9929456,0.0053009638,0.0009391676,0.00031836066,0.00027025465,0.00022575239],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029720666,0.0004330274,0.0007302187,0.0007978517,0.00037008693,0.0021290306,0.0010053469,0.0018614641,0.0029069327],"category_scores_gemma":[0.015800785,0.00053425017,0.001012681,0.0004944312,0.0011593677,0.0018478761,0.0011352282,0.0019911863,0.0002065341],"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":[0.00021350627,0.0002196177,0.01542852,0.00008706056,0.00033509248,0.00076385203,0.00036607296,0.75788283,0.009241742,0.19832204,0.0011996513,0.015940093],"study_design_scores_gemma":[0.0000081345015,0.00003705475,0.0027524098,0.000006974622,0.000026625035,0.000064602995,0.000028093124,0.96005815,0.0002543756,0.036595445,0.00014638116,0.000021709075],"about_ca_topic_score_codex":0.0017493399,"about_ca_topic_score_gemma":0.0006763074,"teacher_disagreement_score":0.0029720666,"about_ca_system_score_codex":0.00076607266,"about_ca_system_score_gemma":0.00039909416,"threshold_uncertainty_score":0.015717983},"labels":[],"label_agreement":null},{"id":"W1586725636","doi":"10.1016/s0196-3821(06)23006-5","title":"Upper Bounds for American Options","year":2006,"lang":"en","type":"book-chapter","venue":"Research in finance","topic":"Stochastic processes and financial applications","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":"Upper and lower bounds; Mathematical economics; Put option; Arbitrage; Nonparametric statistics; Call option; Mathematics; Econometrics; Valuation of options; Maturity (psychological); Economics; Financial economics","score_opus":0.11647962674782908,"score_gpt":0.3391759806936726,"score_spread":0.22269635394584353,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1586725636","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.01645983,0.01499683,0.737363,0.0014970016,0.0005571988,0.00006401934,0.00036327585,0.00035859252,0.22834021],"genre_scores_gemma":[0.7371786,0.017088067,0.18054941,0.0021483635,0.002088031,0.00045265965,0.0009287074,0.0005144875,0.05905162],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9964198,0.0008823424,0.00022096754,0.00058031775,0.0015541449,0.00034251777],"domain_scores_gemma":[0.990225,0.0058579035,0.00085580355,0.0010595681,0.0016739815,0.00032770185],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004352477,0.0016636297,0.001027107,0.0037724967,0.0014934046,0.0061135725,0.0017812278,0.0018394118,0.015405287],"category_scores_gemma":[0.018760249,0.0005988551,0.001412768,0.0029404028,0.0029455775,0.0065297373,0.0026063926,0.0053965733,0.0031784428],"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":[0.000018583254,0.000018463801,0.000120649674,0.000059679118,0.000010451716,0.000039682138,0.000094374,0.008343615,0.0005390359,0.96808213,0.002157992,0.020515362],"study_design_scores_gemma":[0.0000054948678,0.000028507691,0.00026844745,0.00017021658,0.00001676207,0.00017405915,0.000039428163,0.04614949,0.0006867118,0.92732996,0.025101952,0.000028971097],"about_ca_topic_score_codex":0.0013352393,"about_ca_topic_score_gemma":0.0008651559,"teacher_disagreement_score":0.015405287,"about_ca_system_score_codex":0.0020995173,"about_ca_system_score_gemma":0.0009584561,"threshold_uncertainty_score":0.051535845},"labels":[],"label_agreement":null},{"id":"W1586995290","doi":"10.1142/8507","title":"Finance at Fields","year":2012,"lang":"en","type":"book","venue":"WORLD SCIENTIFIC eBooks","topic":"Stochastic processes and financial applications","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":"McMaster University; Fields Institute for Research in Mathematical Sciences","funders":"","keywords":"Economics","score_opus":0.036519167101136875,"score_gpt":0.21473317270410147,"score_spread":0.1782140056029646,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1586995290","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00029270537,0.02812117,0.0009891986,0.010955003,0.0059511834,0.000032998767,0.0019982283,0.0006126319,0.9510469],"genre_scores_gemma":[0.002949263,0.012418879,0.00050342886,0.0019448242,0.004111662,0.000029969897,0.0010926593,0.00024510047,0.97670424],"study_design_codex":"not_applicable","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994161,0.000053462136,0.000021633641,0.000108535554,0.00031959417,0.00008053755],"domain_scores_gemma":[0.99918884,0.0001313659,0.00005843315,0.000114932336,0.00022227241,0.00028413895],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00063715084,0.0013214835,0.0007523309,0.0037510167,0.0016993111,0.0069234786,0.00067555084,0.0019339748,0.3942236],"category_scores_gemma":[0.0021046004,0.0004149232,0.00038130337,0.004883586,0.001170063,0.0051974095,0.002292005,0.002339765,0.23217276],"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":[0.000005521607,0.0000071929803,0.000090744456,0.000086448694,0.0000020482776,0.000016810178,0.0000461843,0.000042831096,0.00007854454,0.031756975,0.895723,0.07214371],"study_design_scores_gemma":[0.000001479278,0.0000026932732,0.00015889434,0.000062004336,5.3284333e-7,0.000022726823,0.000009977793,0.000012471397,0.000017009499,0.0056556463,0.994055,0.0000015701336],"about_ca_topic_score_codex":0.005658524,"about_ca_topic_score_gemma":0.012634588,"teacher_disagreement_score":0.3942236,"about_ca_system_score_codex":0.0039436305,"about_ca_system_score_gemma":0.0024465048,"threshold_uncertainty_score":0.8640665},"labels":[],"label_agreement":null},{"id":"W1589216989","doi":"10.2139/ssrn.1082831","title":"Examining Simple Joint Macroeconomic and Term-Structure Models: A Practitioner's Perspective","year":2007,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Bank of Canada","funders":"","keywords":"Term (time); Perspective (graphical); Simple (philosophy); Joint (building); Econometrics; Economics; Computer science; Epistemology; Engineering; Physics; Artificial intelligence","score_opus":0.0249470782551517,"score_gpt":0.23501529871364202,"score_spread":0.21006822045849033,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1589216989","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11124167,0.014469061,0.7944696,0.051787034,0.0005103972,0.00007999998,0.00022844883,0.00043541327,0.026778406],"genre_scores_gemma":[0.80836904,0.031299148,0.14705114,0.0035767646,0.0029261007,0.000107266154,0.00024146303,0.0001577294,0.00627135],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986821,0.00076337147,0.000080149664,0.0001491659,0.00024879925,0.00007643079],"domain_scores_gemma":[0.9796735,0.017158927,0.000755251,0.0011439247,0.0009800532,0.0002883003],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0069724238,0.0008109849,0.0023258063,0.0012958655,0.0005866306,0.0037122578,0.0024010283,0.004484055,0.0032569463],"category_scores_gemma":[0.028006125,0.00081558357,0.0012324773,0.0018085067,0.0016150445,0.0054379157,0.0022792306,0.0037407528,0.0007417228],"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":[0.000074041534,0.00031018164,0.0072380635,0.0005320804,0.00029839878,0.0010558513,0.000870206,0.27659976,0.0013885867,0.6555953,0.0061313002,0.049906243],"study_design_scores_gemma":[0.000024271072,0.000065328415,0.00097091566,0.00011547289,0.00007483821,0.00021532478,0.00041143037,0.37905118,0.0002900225,0.6118898,0.0068567065,0.000034733002],"about_ca_topic_score_codex":0.005131791,"about_ca_topic_score_gemma":0.0048434995,"teacher_disagreement_score":0.0069724238,"about_ca_system_score_codex":0.00087690866,"about_ca_system_score_gemma":0.0018511139,"threshold_uncertainty_score":0.036874115},"labels":[],"label_agreement":null},{"id":"W1589893850","doi":"10.2139/ssrn.2240019","title":"A Simple Model of the Nominal Term Structure of Interest Rates","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Term (time); Simple (philosophy); Yield curve; Nominal interest rate; Econometrics; Interest rate; Mathematics; Economics; Real interest rate; Philosophy; Macroeconomics; Physics; Epistemology","score_opus":0.022452708956488102,"score_gpt":0.22449812866822255,"score_spread":0.20204541971173445,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1589893850","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13610676,0.0022914393,0.75298905,0.014035737,0.0009903394,0.00015320712,0.0041187913,0.00085718796,0.08845748],"genre_scores_gemma":[0.8884184,0.001838206,0.034399413,0.00077983807,0.0011085817,0.00016744743,0.0009510185,0.00013121232,0.07220603],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994017,0.00022710128,0.000033676653,0.0001479086,0.00012579109,0.00006376728],"domain_scores_gemma":[0.99860793,0.00062924874,0.00025807624,0.00014919849,0.00021503319,0.00014056756],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012190907,0.0005719709,0.0010577877,0.00071016466,0.0006720405,0.0032809349,0.0023467722,0.004832475,0.007750547],"category_scores_gemma":[0.004844058,0.0005104357,0.0010114604,0.0014061099,0.0010865834,0.0034098397,0.0008535075,0.002112778,0.0021103164],"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":[0.00009545617,0.00006931418,0.00080563047,0.00009948949,0.00004397272,0.0005458855,0.0002037179,0.20941724,0.0020227672,0.77609557,0.0044255303,0.0061755083],"study_design_scores_gemma":[0.00011719754,0.00007660792,0.00082455546,0.00002301815,0.00004146038,0.000400875,0.000046346355,0.67340124,0.0002868432,0.31867653,0.0060418146,0.00006355061],"about_ca_topic_score_codex":0.0049416744,"about_ca_topic_score_gemma":0.0026691635,"teacher_disagreement_score":0.007750547,"about_ca_system_score_codex":0.0012046052,"about_ca_system_score_gemma":0.0011564619,"threshold_uncertainty_score":0.02592814},"labels":[],"label_agreement":null},{"id":"W1590882086","doi":"10.2139/ssrn.401681","title":"Lifetime Consumption-Portfolio Choice Under Trading Constraints, Recursive Preferences and Nontradeable Income","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Kellogg's (Canada)","funders":"","keywords":"Portfolio; Consumption (sociology); Economics; Microeconomics; Econometrics; Actuarial science; Business; Financial economics","score_opus":0.02186616189279663,"score_gpt":0.23316544802242076,"score_spread":0.21129928612962412,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1590882086","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95440423,0.00049498555,0.038322054,0.0015341127,0.000016960297,0.000037872156,0.0006274114,0.000038919596,0.0045235725],"genre_scores_gemma":[0.9901806,0.00034063417,0.0026431177,0.000067229055,0.000023481309,0.000023570761,0.000428906,0.000015654861,0.006276695],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99931777,0.00033197526,0.000038650258,0.00013175617,0.00004823645,0.00013165167],"domain_scores_gemma":[0.9906854,0.006440349,0.0013781337,0.00046471556,0.00022467106,0.0008067994],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030687558,0.00050358515,0.0011856745,0.00054573006,0.00029166357,0.0030866899,0.0010240746,0.002064918,0.008453186],"category_scores_gemma":[0.013269929,0.0005736929,0.0006359826,0.00085124804,0.0010259687,0.0040752343,0.00083438674,0.0016781242,0.00056648033],"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":[0.0021240884,0.00087094336,0.08601527,0.00033881448,0.000505005,0.0024606674,0.0012110934,0.24199606,0.0038872382,0.61391366,0.0028311186,0.043846015],"study_design_scores_gemma":[0.00018220746,0.0003739057,0.03296132,0.000040044186,0.00012222101,0.00050415116,0.00059210253,0.3811904,0.00066774944,0.58220077,0.0010936108,0.00007150407],"about_ca_topic_score_codex":0.002423155,"about_ca_topic_score_gemma":0.0035682737,"teacher_disagreement_score":0.008453186,"about_ca_system_score_codex":0.0011488402,"about_ca_system_score_gemma":0.00056908367,"threshold_uncertainty_score":0.028278768},"labels":[],"label_agreement":null},{"id":"W1592561576","doi":"10.1111/j.1467-9965.2012.00521.x","title":"ON PROPERTIES OF ANALYTICALLY SOLVABLE FAMILIES OF LOCAL VOLATILITY DIFFUSION MODELS","year":2012,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","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":"Wilfrid Laurier University","funders":"","keywords":"Mathematics; Martingale (probability theory); Bessel function; Hypergeometric function; Applied mathematics; Bessel process; Diffusion process; Mathematical analysis; Statistical physics; Pure mathematics; Orthogonal polynomials; Physics; Computer science","score_opus":0.0449981311277552,"score_gpt":0.21920075779669584,"score_spread":0.17420262666894065,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1592561576","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.581735,0.0013052756,0.38337138,0.0012377703,0.00007225144,0.00010188085,0.00028899443,0.00033602043,0.031551454],"genre_scores_gemma":[0.98072505,0.0007176091,0.013801042,0.00010915763,0.000102343634,0.00011612624,0.00024673765,0.00006815443,0.004113879],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99951303,0.00015290438,0.000026751935,0.00007721883,0.0001461458,0.0000838073],"domain_scores_gemma":[0.9978808,0.0010501198,0.00046810842,0.00016203457,0.00022956934,0.00020940077],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001308554,0.0007225385,0.0009217102,0.0016212866,0.0010127607,0.001657123,0.0008846131,0.001177888,0.003920026],"category_scores_gemma":[0.006440763,0.00027558478,0.0016143917,0.00071226916,0.0018010143,0.0025522315,0.0012909172,0.0017120203,0.00032643203],"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":[0.000014192786,0.000038209877,0.0008848748,0.000045724955,0.000015756466,0.00019437025,0.00026038926,0.04073767,0.0019182503,0.9523905,0.00051656394,0.0029834495],"study_design_scores_gemma":[0.000017749284,0.000028075776,0.00057490985,0.000026818238,0.000011438727,0.0002852091,0.00011235817,0.4823296,0.0006387263,0.5145536,0.0013960568,0.000025368921],"about_ca_topic_score_codex":0.0017127425,"about_ca_topic_score_gemma":0.00059133064,"teacher_disagreement_score":0.003920026,"about_ca_system_score_codex":0.0015110968,"about_ca_system_score_gemma":0.00081591547,"threshold_uncertainty_score":0.013113797},"labels":[],"label_agreement":null},{"id":"W159267477","doi":"10.1007/bfb0044284","title":"Differentiation of measures related to stochastic processes","year":2006,"lang":"en","type":"book-chapter","venue":"Lecture notes in control and information sciences","topic":"Stochastic processes and financial applications","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":"Property (philosophy); Context (archaeology); Martingale (probability theory); Stochastic process; Computer science; Mathematics; Mathematical economics; Econometrics; Applied mathematics; Geography; Statistics; Epistemology; Philosophy","score_opus":0.014479142777166078,"score_gpt":0.21198488088958323,"score_spread":0.19750573811241715,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W159267477","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0779704,0.013967816,0.86257905,0.001482072,0.000896524,0.000057437734,0.0002269868,0.00023339769,0.042586405],"genre_scores_gemma":[0.6829153,0.010355901,0.25247127,0.00063427235,0.0013829282,0.00013166422,0.0005850646,0.00036988733,0.051153768],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99938,0.00018731992,0.000054512635,0.00014371744,0.00018958151,0.000044850538],"domain_scores_gemma":[0.99809116,0.0009854872,0.00027744193,0.00014628668,0.00034155435,0.00015804514],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001576546,0.00083235546,0.00077243254,0.0023709869,0.00051833113,0.0023841304,0.0008420949,0.0012376757,0.0029614966],"category_scores_gemma":[0.004746914,0.0004998575,0.00079075276,0.0019057456,0.0019975272,0.0027466607,0.0012498838,0.0019033607,0.00065573165],"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":[0.000008192639,0.000008816099,0.00015440887,0.00005192664,0.000008089304,0.00005024074,0.00014408848,0.0028609363,0.0019101605,0.9833294,0.0007782982,0.010695469],"study_design_scores_gemma":[0.0000042882325,0.000013367088,0.00026715294,0.000018843644,0.000004845035,0.000135827,0.000028754806,0.024296608,0.0005674818,0.9704935,0.0041597458,0.0000095912665],"about_ca_topic_score_codex":0.00056346453,"about_ca_topic_score_gemma":0.0005631442,"teacher_disagreement_score":0.0029614966,"about_ca_system_score_codex":0.0014750888,"about_ca_system_score_gemma":0.0006410491,"threshold_uncertainty_score":0.01070261},"labels":[],"label_agreement":null},{"id":"W159368019","doi":"10.1007/0-387-71163-5_4","title":"Pricing Options and Variance Swaps in Markov-Modulated Brownian Markets","year":2007,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Martingale (probability theory); Markov chain; Markov process; Mathematics; Econometrics; Stochastic volatility; Markov property; Volatility (finance); Markov model; Financial economics; Economics; Applied mathematics; Statistics","score_opus":0.03017974622886844,"score_gpt":0.22196686012969824,"score_spread":0.1917871139008298,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W159368019","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13530645,0.019961853,0.7884071,0.0043374687,0.0012022607,0.000066045526,0.00014798669,0.0002515217,0.05031936],"genre_scores_gemma":[0.8573867,0.009691998,0.078239374,0.0005601114,0.001694751,0.00010092717,0.00020974813,0.000125243,0.051991224],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99951184,0.0002177167,0.0000235841,0.000057213172,0.00014790248,0.000041716023],"domain_scores_gemma":[0.9991165,0.0005943714,0.00009052781,0.000059595815,0.00007393993,0.000065036555],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001450762,0.00073531,0.0009522906,0.0006948106,0.00048621255,0.0019952452,0.0010338066,0.0021435928,0.003815748],"category_scores_gemma":[0.00481062,0.00058931607,0.0009772326,0.0011865941,0.0017175383,0.0032699055,0.000830967,0.0019069314,0.0004350158],"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":[0.000028877814,0.000026627296,0.00020573245,0.00004614912,0.000020452026,0.000095328556,0.00008027209,0.03130465,0.0012437671,0.95162535,0.0021530604,0.01316979],"study_design_scores_gemma":[0.00001329269,0.000013438303,0.00019854095,0.000012714274,0.0000069982243,0.00007860055,0.0000112875905,0.15925245,0.00019937601,0.83836484,0.0018344157,0.000014072211],"about_ca_topic_score_codex":0.0007387429,"about_ca_topic_score_gemma":0.00081611145,"teacher_disagreement_score":0.003815748,"about_ca_system_score_codex":0.00065900787,"about_ca_system_score_gemma":0.0005398932,"threshold_uncertainty_score":0.012764931},"labels":[],"label_agreement":null},{"id":"W1595365016","doi":"10.2139/ssrn.970382","title":"General Equilibrium Asset Pricing Under Regime Switching","year":2007,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; University of Alberta","funders":"","keywords":"Economics; Asset (computer security); Capital asset pricing model; General equilibrium theory; Financial economics; Mathematical economics; Business; Microeconomics; Computer science; Computer security","score_opus":0.017082257484630107,"score_gpt":0.23991760937171788,"score_spread":0.22283535188708778,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1595365016","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7039432,0.00071918144,0.2597806,0.0026755524,0.0002354239,0.0000825376,0.00039427966,0.0005641766,0.03160514],"genre_scores_gemma":[0.98902684,0.0002983325,0.003814425,0.0000928488,0.00013711136,0.000027960248,0.00008512878,0.00004163019,0.006475725],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99901843,0.0004539076,0.000033249533,0.00016281073,0.0001245045,0.0002071732],"domain_scores_gemma":[0.9961826,0.0025695215,0.00044640497,0.00029245217,0.00024696204,0.00026201294],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00238672,0.0006294036,0.0021062163,0.00091191137,0.000553262,0.0028246872,0.0010769583,0.0019625998,0.0062398426],"category_scores_gemma":[0.008499497,0.00057272613,0.0013332703,0.0009782084,0.001792818,0.002714233,0.0015276487,0.0016360397,0.00058401056],"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":[0.0003613387,0.00018049688,0.002277717,0.000115291274,0.00017548731,0.000797349,0.00023940405,0.20380595,0.0031164393,0.77391034,0.0035026642,0.011517441],"study_design_scores_gemma":[0.00008911876,0.00004870013,0.0011660883,0.000007429223,0.00003196828,0.00016890558,0.00004151306,0.60795057,0.00017958911,0.38993433,0.0003564563,0.000025353682],"about_ca_topic_score_codex":0.0015081449,"about_ca_topic_score_gemma":0.00091543933,"teacher_disagreement_score":0.0062398426,"about_ca_system_score_codex":0.0009651833,"about_ca_system_score_gemma":0.00070763455,"threshold_uncertainty_score":0.020874321},"labels":[],"label_agreement":null},{"id":"W1595679218","doi":"10.3233/mas-140292","title":"Estimation of call prices for some stochastic volatility models","year":2014,"lang":"en","type":"article","venue":"Model Assisted Statistics and Applications","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Econometrics; Volatility (finance); Stochastic volatility; Estimation; Economics; Call option; Financial economics","score_opus":0.037185937809835874,"score_gpt":0.25633707123815824,"score_spread":0.21915113342832238,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1595679218","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14293177,0.0002398433,0.85539657,0.00028271877,0.00002339929,0.000025736128,0.000098332035,0.00027569695,0.0007259838],"genre_scores_gemma":[0.94060016,0.00034067704,0.057169825,0.00004888087,0.000078600715,0.000050729177,0.00033169577,0.000046021563,0.0013334173],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99906904,0.00044842163,0.000048983024,0.00015055464,0.00018993036,0.00009306202],"domain_scores_gemma":[0.99421656,0.004929091,0.0003928731,0.000145768,0.00020761442,0.00010797675],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026601055,0.00091509306,0.0010444039,0.0012379916,0.00033641438,0.0015719517,0.0011599598,0.0015596598,0.000999267],"category_scores_gemma":[0.013641942,0.00062996295,0.0009861478,0.00076320104,0.0006458967,0.0015159466,0.00078732456,0.0015881049,0.00017026793],"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":[0.00009901349,0.00007615942,0.0029165794,0.000057421086,0.00010983232,0.00012036544,0.000060424863,0.939126,0.0033158646,0.029725567,0.0003350267,0.024057733],"study_design_scores_gemma":[0.0000031954153,0.000008381291,0.00033091466,0.0000020490677,0.0000056659733,0.000011518618,0.0000029989308,0.9946603,0.0003077092,0.0046153585,0.0000453714,0.0000065308805],"about_ca_topic_score_codex":0.0027853928,"about_ca_topic_score_gemma":0.0017366327,"teacher_disagreement_score":0.0027853928,"about_ca_system_score_codex":0.00064031605,"about_ca_system_score_gemma":0.0008158447,"threshold_uncertainty_score":0.014068186},"labels":[],"label_agreement":null},{"id":"W1598072008","doi":"10.1142/s0217595916500408","title":"Algorithms for Finding Copulas Minimizing Convex Functions of Sums","year":2016,"lang":"en","type":"article","venue":"Asia Pacific Journal of Operational Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":18,"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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; Alexander von Humboldt-Stiftung","keywords":"Mathematics; Marginal distribution; Regular polygon; Convex function; Convergence (economics); Distribution (mathematics); Applied mathematics; Measure (data warehouse); Mathematical optimization; Function (biology); Copula (linguistics); Algorithm; Random variable; Computer science; Statistics; Mathematical analysis; Econometrics","score_opus":0.16288595459406607,"score_gpt":0.3587616215732444,"score_spread":0.19587566697917835,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1598072008","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0019773203,0.00007006543,0.9970613,0.00005180574,0.000009500039,0.00004279094,0.000015658494,0.00030068468,0.00047079424],"genre_scores_gemma":[0.052306015,0.00020346665,0.9443671,0.00014296798,0.000054713753,0.0003993377,0.00026373967,0.0007249999,0.0015375682],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99826837,0.00066204474,0.00011566912,0.0003796059,0.00037739082,0.0001969558],"domain_scores_gemma":[0.99438655,0.004044344,0.0003674911,0.00046636653,0.00058476895,0.0001505446],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033966769,0.0024535602,0.0023978848,0.0023314296,0.0009627183,0.0018548198,0.0030706075,0.002160036,0.0070286784],"category_scores_gemma":[0.014272182,0.0015958133,0.001982796,0.0018985629,0.0016548383,0.0028927594,0.0025846225,0.0035825216,0.0028112438],"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":[0.00013024405,0.0001603648,0.0006431928,0.00020299367,0.00011151292,0.00010583942,0.00021176797,0.7247986,0.0047874195,0.07115185,0.0036264337,0.19406977],"study_design_scores_gemma":[0.00004203561,0.000040083392,0.000101563375,0.000018822593,0.000016044409,0.000030503727,0.000026500202,0.9662832,0.0015610403,0.03076565,0.0010962137,0.000018348996],"about_ca_topic_score_codex":0.0026260829,"about_ca_topic_score_gemma":0.003199711,"teacher_disagreement_score":0.0070286784,"about_ca_system_score_codex":0.001873176,"about_ca_system_score_gemma":0.002166323,"threshold_uncertainty_score":0.023513258},"labels":[],"label_agreement":null},{"id":"W1599004096","doi":"","title":"Programmes de volatilité stochastique et de volatilité implicite: applications Visual Basic (Excel) et Matlab","year":2007,"lang":"fr","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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; Université du Québec en Outaouais","funders":"","keywords":"Volatility smile; Greeks; Volatility (finance); Implied volatility; Stochastic volatility; MATLAB; Valuation of options; Econometrics; Microsoft excel; Computer science; Call option; Black–Scholes model; SABR volatility model; Local volatility; Economics; Mathematical economics; Financial economics; Programming language","score_opus":0.027915725109659804,"score_gpt":0.34220294082662595,"score_spread":0.31428721571696616,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1599004096","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0045253523,0.0007619255,0.81987333,0.00044837454,0.0001672487,0.000149332,0.005838313,0.15375239,0.014483793],"genre_scores_gemma":[0.06949419,0.0019227564,0.85302657,0.00059563597,0.00017076943,0.001739107,0.008495748,0.045289207,0.019265993],"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99881124,0.00030001518,0.0001713589,0.00020548464,0.00040426917,0.00010772268],"domain_scores_gemma":[0.99539363,0.0033282668,0.00022340783,0.00028029823,0.00064065587,0.00013368168],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002232473,0.0020254566,0.0011623107,0.0015159755,0.0002892811,0.002510657,0.0022389467,0.0013629185,0.06327898],"category_scores_gemma":[0.010344019,0.00084037345,0.0011173871,0.0012368519,0.0005052646,0.0020785192,0.0013943133,0.0024525903,0.022936098],"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":[0.002281615,0.00040685805,0.0023269064,0.0032156112,0.00028853992,0.0010144312,0.0012684213,0.059153505,0.026331555,0.08748022,0.25211924,0.56411314],"study_design_scores_gemma":[0.0010401362,0.0002044941,0.0035912208,0.0007235285,0.00010556936,0.0015202626,0.0002085062,0.36792105,0.048960507,0.0681975,0.5072003,0.00032693462],"about_ca_topic_score_codex":0.001090806,"about_ca_topic_score_gemma":0.00055666454,"teacher_disagreement_score":0.06327898,"about_ca_system_score_codex":0.00041000126,"about_ca_system_score_gemma":0.0007902417,"threshold_uncertainty_score":0.21168923},"labels":[],"label_agreement":null},{"id":"W16040902","doi":"10.1148/radiol.2362041095","title":"On the Relation Between The Lévy Measure And The Jump Function Of A Lévy Process","year":2007,"lang":"en","type":"article","venue":"Radiology","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"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; Concordia University","keywords":"Lévy process; Measure (data warehouse); Jump; Mathematics; Simple (philosophy); Function (biology); Relation (database); Point process; Mathematical analysis; Applied mathematics; Statistics; Computer science; Physics","score_opus":0.025688501986400214,"score_gpt":0.22098316797704642,"score_spread":0.1952946659906462,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W16040902","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.45122144,0.005055197,0.52088046,0.0043571186,0.00036568244,0.000057439578,0.00024740482,0.00018105979,0.017634353],"genre_scores_gemma":[0.9759489,0.003511816,0.016241074,0.0003543007,0.0005806312,0.000049674698,0.00018289323,0.00008814775,0.0030426325],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992755,0.00031004928,0.000045093646,0.00012503944,0.00015473801,0.00008947627],"domain_scores_gemma":[0.9638854,0.030384388,0.0025700529,0.0005945266,0.0014595793,0.0011059492],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004144899,0.0008603127,0.0010254323,0.0037643067,0.00062291196,0.0019881781,0.0012073024,0.0019454659,0.004479813],"category_scores_gemma":[0.037176125,0.0005136012,0.0006762974,0.0016926129,0.0050280895,0.0043388004,0.0017536576,0.0027979969,0.0004094162],"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":[0.00025159356,0.00013636886,0.009173302,0.0001929966,0.00011918317,0.0007559657,0.00037354077,0.07483585,0.010198261,0.8791011,0.0019077365,0.022954032],"study_design_scores_gemma":[0.000045832174,0.00013772561,0.007876347,0.00008539711,0.000054902393,0.00065786846,0.00014123767,0.5606717,0.0015233833,0.42734352,0.0013181175,0.00014397704],"about_ca_topic_score_codex":0.0021931431,"about_ca_topic_score_gemma":0.0010938012,"teacher_disagreement_score":0.004479813,"about_ca_system_score_codex":0.0010436798,"about_ca_system_score_gemma":0.0008055504,"threshold_uncertainty_score":0.021920562},"labels":[],"label_agreement":null},{"id":"W1604224727","doi":"10.2139/ssrn.686821","title":"Option Valuation with Long-run and Short-run Volatility Components","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":87,"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); Valuation (finance); Econometrics; Implied volatility; Affine transformation; Economics; Forward volatility; Stochastic volatility; Computer science; Benchmark (surveying); Financial economics; Mathematics; Finance; Geography","score_opus":0.0244386331299225,"score_gpt":0.23227838067509202,"score_spread":0.2078397475451695,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1604224727","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.22500083,0.0007481954,0.7644167,0.0007874383,0.00017909847,0.000059002534,0.0001620353,0.000118057236,0.008528655],"genre_scores_gemma":[0.97135127,0.0002748826,0.022600815,0.00004953007,0.00021729227,0.000032848584,0.00011272448,0.000032727447,0.0053277956],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99842596,0.0008197306,0.000091546455,0.00019087545,0.00031958218,0.00015240561],"domain_scores_gemma":[0.99063385,0.00678844,0.0006585127,0.00067662116,0.00053997705,0.00070274924],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0055978796,0.0013645445,0.0013228065,0.0010393759,0.00042594038,0.0053406693,0.0014018848,0.0027130302,0.0040930524],"category_scores_gemma":[0.018066844,0.0006794257,0.0013878946,0.0015077817,0.0017965809,0.007965803,0.0017133445,0.0024568394,0.0003216033],"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":[0.0003967272,0.00015556155,0.0029232148,0.00007533974,0.00014301238,0.0008352844,0.00012096443,0.17995739,0.004132433,0.79585797,0.0005696493,0.014832498],"study_design_scores_gemma":[0.000029053603,0.000046966645,0.0007085823,0.000007578492,0.000028463246,0.00013220498,0.000018381248,0.7524399,0.0005145929,0.24585155,0.00019907393,0.000023638933],"about_ca_topic_score_codex":0.00039798612,"about_ca_topic_score_gemma":0.00034068292,"teacher_disagreement_score":0.0055978796,"about_ca_system_score_codex":0.0007276592,"about_ca_system_score_gemma":0.0005650007,"threshold_uncertainty_score":0.029604733},"labels":[],"label_agreement":null},{"id":"W1605160428","doi":"10.15353/rea.v3i2.1458","title":"Clustering and Classification in Option Pricing","year":2011,"lang":"en","type":"article","venue":"Review of Economic Analysis","topic":"Stochastic processes and financial applications","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":true,"route_about_ca":false,"ca_institutions":"Lakehead University","funders":"Social Sciences and Humanities Research Council of Canada; Natural Sciences and Engineering Research Council of Canada","keywords":"Cluster analysis; Valuation of options; Generalization; Computer science; Artificial neural network; Modular design; Vector quantization; Artificial intelligence; Machine learning; Economics; Econometrics; Mathematics","score_opus":0.06986056815298966,"score_gpt":0.2624462836956599,"score_spread":0.19258571554267026,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1605160428","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.042991396,0.06285053,0.86522835,0.0095727565,0.001126066,0.00014743173,0.0003190794,0.00030139962,0.017462844],"genre_scores_gemma":[0.7018734,0.033918522,0.25327778,0.0010673357,0.003264786,0.00018398545,0.0006392814,0.000122021214,0.0056528007],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9972126,0.0012064863,0.00018227745,0.0005271713,0.0007615486,0.0001100618],"domain_scores_gemma":[0.99285334,0.00490837,0.00061037875,0.0004854183,0.0010008283,0.00014164655],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0041236063,0.0006726444,0.0012768029,0.0029021103,0.0009841031,0.00289988,0.0013547235,0.0027206682,0.0019805743],"category_scores_gemma":[0.01474012,0.0003730267,0.00085707224,0.004494109,0.0027570757,0.00477797,0.0011746298,0.0018201969,0.00060332223],"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":[0.00009836343,0.00009867236,0.006975465,0.00077555736,0.00019857327,0.00017246322,0.00064998737,0.1449462,0.0010200383,0.48273334,0.010410704,0.35192057],"study_design_scores_gemma":[0.000014385386,0.0000444541,0.0031955119,0.00021144735,0.000030244026,0.00019207898,0.00021400327,0.32700577,0.0007709325,0.65484107,0.013410163,0.000070000235],"about_ca_topic_score_codex":0.0034104525,"about_ca_topic_score_gemma":0.002041281,"teacher_disagreement_score":0.0041236063,"about_ca_system_score_codex":0.0019927097,"about_ca_system_score_gemma":0.00073314173,"threshold_uncertainty_score":0.021808028},"labels":[],"label_agreement":null},{"id":"W1605480935","doi":"","title":"Wavelet Optimized Finite-Difference Approach to Solve Jump-Diffusion type Partial Differential Equation for Option Pricing","year":2005,"lang":"en","type":"article","venue":"Computing in Economics and Finance","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Wavelet; Mathematics; Partial differential equation; Legendre wavelet; Basis function; Cascade algorithm; Wavelet packet decomposition; Applied mathematics; Mathematical analysis; Wavelet transform; Discrete wavelet transform; Mathematical optimization; Computer science","score_opus":0.040147472753590985,"score_gpt":0.2336992344670901,"score_spread":0.1935517617134991,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1605480935","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009550383,0.00060204853,0.987225,0.00021609456,0.00008941367,0.000038064394,0.000049677954,0.00007874476,0.002150638],"genre_scores_gemma":[0.36418718,0.0016613511,0.62458473,0.0001927382,0.00015254904,0.00044717026,0.00031865403,0.00019891288,0.008256638],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99981266,0.000061100414,0.0000138724645,0.000023647239,0.00006701888,0.000021814796],"domain_scores_gemma":[0.9996718,0.0001787537,0.000023264249,0.000017913946,0.00008488441,0.000023459665],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007048576,0.00056162407,0.0009764285,0.0004238318,0.00036811715,0.00063266093,0.0011585464,0.001260936,0.0020882227],"category_scores_gemma":[0.0013448847,0.00033758383,0.0009877717,0.00059066794,0.0004818874,0.0006769393,0.00078998716,0.001791975,0.00036203966],"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":[0.000077205674,0.00009187718,0.0012664375,0.00027256962,0.00007302126,0.00022589468,0.00014922998,0.90019226,0.009850499,0.047411803,0.0014101665,0.038979027],"study_design_scores_gemma":[0.0000034482116,0.000007956784,0.000028109029,0.0000046010127,0.0000026436867,0.000006997785,0.000005203894,0.99792707,0.00023996577,0.0012903552,0.00048119618,0.000002486972],"about_ca_topic_score_codex":0.0051774723,"about_ca_topic_score_gemma":0.004183688,"teacher_disagreement_score":0.0051774723,"about_ca_system_score_codex":0.00058082474,"about_ca_system_score_gemma":0.0009580307,"threshold_uncertainty_score":0.010294676},"labels":[],"label_agreement":null},{"id":"W1606504628","doi":"10.2139/ssrn.304419","title":"The Mathematics of the Portfolio Frontier: A Geometry-Based Approach","year":2002,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Frontier; Portfolio; Geometry; Efficient frontier; Mathematics education; Mathematics; Economics; Financial economics; Geography; Archaeology","score_opus":0.015147220998314082,"score_gpt":0.18948379702878979,"score_spread":0.1743365760304757,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1606504628","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.044256832,0.007897718,0.89591473,0.0057472163,0.0004891604,0.00005599848,0.00033878532,0.000101985526,0.045197602],"genre_scores_gemma":[0.7117053,0.015193009,0.24524793,0.001237679,0.0028658807,0.00019215417,0.00060444046,0.00022685558,0.022726795],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993783,0.00025949202,0.000041434665,0.00011375289,0.00016359106,0.000043421995],"domain_scores_gemma":[0.9986676,0.0007264521,0.00015674278,0.00011432462,0.00020771242,0.00012705527],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014132404,0.0010473392,0.0012357262,0.0034135901,0.0009003326,0.003890413,0.0014507856,0.0013741873,0.0035215055],"category_scores_gemma":[0.0040918943,0.0005068663,0.0012466962,0.0015324535,0.003279002,0.0055807456,0.0024451716,0.003132174,0.00073123013],"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":[0.0000037189566,0.0000053913323,0.00007765648,0.000026082653,0.000006131301,0.000025022538,0.000038869155,0.004184828,0.00022662115,0.99117404,0.00066097546,0.0035705664],"study_design_scores_gemma":[0.0000032666842,0.000008128571,0.00007886385,0.000009247721,0.000003037799,0.00004120666,0.000017592525,0.017815655,0.00006094493,0.9794057,0.0025513722,0.0000048688958],"about_ca_topic_score_codex":0.0012047195,"about_ca_topic_score_gemma":0.0005866379,"teacher_disagreement_score":0.003890413,"about_ca_system_score_codex":0.0013575411,"about_ca_system_score_gemma":0.0005595962,"threshold_uncertainty_score":0.01178062},"labels":[],"label_agreement":null},{"id":"W1606518021","doi":"","title":"European Put-Call Parity and the Early Exercise Premium for American Currency Options","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Carleton University; Simon Fraser University","funders":"","keywords":"Currency; Valuation (finance); Expiration; Call option; Economics; Financial economics; Asian option; Valuation of options; Actuarial science; Business; Monetary economics; Finance; Medicine","score_opus":0.021273802977576372,"score_gpt":0.23315289864534097,"score_spread":0.2118790956677646,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1606518021","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99368685,0.00013953538,0.0047864076,0.000049557624,0.000007859145,0.0000074540717,0.00013325509,0.000019523979,0.0011696487],"genre_scores_gemma":[0.99885666,0.000030527033,0.00058631663,0.000008303162,0.000010746556,0.000004715032,0.00032793498,0.0000056639333,0.00016926121],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998642,0.00046945078,0.000111986876,0.0002089349,0.00041231807,0.00015533122],"domain_scores_gemma":[0.97095305,0.020231321,0.0046110298,0.0014720263,0.0013005486,0.0014320689],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005575083,0.0005705696,0.0005269186,0.0024952793,0.0002998801,0.0017203063,0.0006370428,0.0010213957,0.0033631695],"category_scores_gemma":[0.037348878,0.00023370892,0.0005113698,0.001115784,0.0008506479,0.0016357828,0.0016058076,0.0012799095,0.00041463916],"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":[0.0034924506,0.00087433995,0.7693595,0.00018645088,0.000523692,0.0012369909,0.0014485698,0.05220669,0.016663944,0.047772232,0.0020961007,0.10413894],"study_design_scores_gemma":[0.00014484143,0.00053541496,0.7218673,0.00009060963,0.00013462045,0.0011245669,0.00048589424,0.21812996,0.0066256854,0.04935516,0.0013734691,0.00013238934],"about_ca_topic_score_codex":0.0008269709,"about_ca_topic_score_gemma":0.0005078449,"teacher_disagreement_score":0.005575083,"about_ca_system_score_codex":0.00040184593,"about_ca_system_score_gemma":0.00022644021,"threshold_uncertainty_score":0.029484153},"labels":[],"label_agreement":null},{"id":"W160657190","doi":"10.1007/978-3-540-24767-8_72","title":"Fast Fourier Transform for Option Pricing: Improved Mathematical Modeling and Design of Efficient Parallel Algorithm","year":2004,"lang":"en","type":"book-chapter","venue":"Lecture notes in computer science","topic":"Stochastic processes and financial applications","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":"University of Manitoba","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Fast Fourier transform; Computer science; Computation; Algorithm; Parallel computing; Valuation of options; Prime-factor FFT algorithm; Cooley–Tukey FFT algorithm; Grid; Parallel algorithm; Selection (genetic algorithm); Fourier transform; Fourier analysis; Mathematics; Artificial intelligence","score_opus":0.030940058542374423,"score_gpt":0.23015785042656775,"score_spread":0.19921779188419333,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W160657190","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0018977214,0.00009155399,0.9971854,0.00006399282,0.000017352293,0.000012629227,0.000016183745,0.00012002579,0.0005951796],"genre_scores_gemma":[0.13792442,0.0005114646,0.8579856,0.00009104162,0.000115706986,0.00022871453,0.0001457285,0.00027050014,0.0027267125],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992567,0.00035530826,0.000033475815,0.000074433556,0.0002386617,0.00004140233],"domain_scores_gemma":[0.9976931,0.001391108,0.00013266914,0.0003100807,0.00041526242,0.000057786987],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018473751,0.0008539435,0.0010069626,0.000583596,0.0004246188,0.0011824465,0.0013436615,0.0011892618,0.0037366573],"category_scores_gemma":[0.0073703555,0.0006338276,0.00072001654,0.0011794514,0.00065533275,0.001967667,0.0008091196,0.0019736409,0.0011360039],"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":[0.00022779651,0.00011318484,0.0004417319,0.00012297832,0.00004718921,0.00007158773,0.00005456661,0.68145996,0.0077682077,0.1908273,0.0031510878,0.11571441],"study_design_scores_gemma":[0.000008393637,0.000008145717,0.000018421159,0.0000027193398,0.0000029263986,0.000011299054,0.00000125044,0.98943734,0.00051122886,0.009524076,0.00047077122,0.0000034154123],"about_ca_topic_score_codex":0.0012967489,"about_ca_topic_score_gemma":0.0014342226,"teacher_disagreement_score":0.0037366573,"about_ca_system_score_codex":0.00067310967,"about_ca_system_score_gemma":0.0011080907,"threshold_uncertainty_score":0.012500346},"labels":[],"label_agreement":null},{"id":"W1608585617","doi":"10.34989/swp-2008-22","title":"Information Shocks, Jumps, and Price Discovery - Evidence from the U.S. Treasury Market","year":2021,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Bank of Canada","funders":"","keywords":"Treasury; Price discovery; Economics; Financial economics; Bond; Monetary economics; Econometrics; Market price; Bond market; Finance; Geography","score_opus":0.038643408233298475,"score_gpt":0.2718900634468287,"score_spread":0.23324665521353022,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1608585617","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9937171,0.0010940012,0.00087343034,0.00090296206,0.000022608974,0.000013668801,0.00076244015,0.000036987723,0.0025768431],"genre_scores_gemma":[0.99845946,0.00041969048,0.0002453048,0.000071520386,0.00005297975,0.000004550894,0.0005532507,0.0000055061355,0.00018788112],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989827,0.00023622149,0.0001270624,0.00012756848,0.00038647678,0.00013998663],"domain_scores_gemma":[0.9444075,0.024542315,0.025329603,0.002034411,0.0022116106,0.0014745527],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022671958,0.00023871008,0.00039971937,0.0020561735,0.00044007567,0.0016889024,0.00044777297,0.0011157979,0.0016997383],"category_scores_gemma":[0.026918087,0.00025023925,0.0003396118,0.0026852335,0.00071905385,0.0016427563,0.00088509795,0.0014150423,0.0003085848],"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":[0.00093817787,0.00043593842,0.93653274,0.0001681106,0.00036626923,0.0007404369,0.00079545425,0.004691549,0.002040888,0.0059931367,0.00450045,0.042796895],"study_design_scores_gemma":[0.00007637137,0.00024544672,0.9590343,0.000070769725,0.00015402686,0.00032889846,0.0007087462,0.02863791,0.0019893295,0.006066357,0.0026238782,0.000063929874],"about_ca_topic_score_codex":0.007461922,"about_ca_topic_score_gemma":0.008202091,"teacher_disagreement_score":0.007461922,"about_ca_system_score_codex":0.0004849168,"about_ca_system_score_gemma":0.00032981078,"threshold_uncertainty_score":0.014837027},"labels":[],"label_agreement":null},{"id":"W1609495029","doi":"10.2139/ssrn.2151720","title":"Hedging of Time Discrete Auto-Regressive Stochastic Volatility Options","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Stochastic volatility; Econometrics; Economics; Volatility (finance); Autoregressive model; Financial economics; Mathematics","score_opus":0.012898152271116198,"score_gpt":0.230819369470274,"score_spread":0.2179212171991578,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1609495029","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8097982,0.00093938876,0.1814241,0.0007361677,0.0002804933,0.000027870678,0.00007810779,0.00009634701,0.0066192],"genre_scores_gemma":[0.9948619,0.00017593315,0.002431504,0.000033007844,0.00002928927,0.000005904124,0.00003205546,0.000008637257,0.0024217737],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99977726,0.00008008635,0.000016816268,0.000037141384,0.00006196973,0.000026753365],"domain_scores_gemma":[0.99908996,0.00050994335,0.00012232877,0.00007736523,0.00008545472,0.00011499935],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011273818,0.00039745023,0.0005722544,0.00037101336,0.00025197185,0.0015555441,0.00066969916,0.0012046575,0.0020917072],"category_scores_gemma":[0.0040256125,0.0002926178,0.00059941184,0.00031110988,0.00072220876,0.0015472185,0.00073623774,0.00091770117,0.00008324156],"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":[0.00035759344,0.00015480824,0.0035383499,0.00008257525,0.00015637247,0.0006456516,0.00018852191,0.729311,0.01292703,0.23186831,0.00064553064,0.020124277],"study_design_scores_gemma":[0.000015132026,0.000043826247,0.00065673294,0.000005997846,0.000013255481,0.000042941898,0.000012585251,0.9694447,0.0004969246,0.029042087,0.00021522121,0.000010586176],"about_ca_topic_score_codex":0.0008284943,"about_ca_topic_score_gemma":0.000636976,"teacher_disagreement_score":0.0020917072,"about_ca_system_score_codex":0.00048004754,"about_ca_system_score_gemma":0.00035265996,"threshold_uncertainty_score":0.006997466},"labels":[],"label_agreement":null},{"id":"W1615423105","doi":"10.1090/conm/377/06990","title":"A blow-up phenomenon in the Hamilton-Jacobi equation in an unbounded domain","year":2005,"lang":"en","type":"other","venue":"Contemporary mathematics - American Mathematical Society","topic":"Stochastic processes and financial applications","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":"Centre National de la Recherche Scientifique","keywords":"Mathematics; Hamilton–Jacobi equation; Domain (mathematical analysis); Phenomenon; Pure mathematics; Mathematical analysis; Physics; Quantum mechanics","score_opus":0.056022239477632206,"score_gpt":0.27062903456181786,"score_spread":0.21460679508418565,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1615423105","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8029768,0.0011998145,0.15087733,0.002217096,0.00026429418,0.000105185325,0.00015550054,0.0006090253,0.041595],"genre_scores_gemma":[0.9793144,0.00022009367,0.014580201,0.00018746404,0.00004658945,0.000044690783,0.000053069747,0.000054033837,0.0054993886],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99981076,0.000055384808,0.000012904762,0.0000239855,0.000053488857,0.00004349692],"domain_scores_gemma":[0.99932647,0.0002939257,0.00008979662,0.00006411334,0.00008100481,0.0001446719],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00050595787,0.00050401274,0.00068129186,0.00070569536,0.0011439568,0.0008638787,0.00041697462,0.0010380944,0.0031174864],"category_scores_gemma":[0.0018848142,0.00026633844,0.00064068934,0.00034406557,0.0020807746,0.0012885401,0.0017802175,0.0012216433,0.0001860962],"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":[0.0004979445,0.00012375152,0.00412667,0.00045289265,0.00012541305,0.01208518,0.0024489637,0.18370411,0.05758497,0.71290165,0.007023867,0.018924564],"study_design_scores_gemma":[0.00008794661,0.00013934755,0.0035905084,0.00007586585,0.00003804003,0.0017717255,0.00058461534,0.74976355,0.0060102097,0.23173802,0.006136247,0.00006389429],"about_ca_topic_score_codex":0.001330508,"about_ca_topic_score_gemma":0.00073586695,"teacher_disagreement_score":0.0031174864,"about_ca_system_score_codex":0.00073050405,"about_ca_system_score_gemma":0.00039052826,"threshold_uncertainty_score":0.010428965},"labels":[],"label_agreement":null},{"id":"W1626940079","doi":"10.1007/s13385-015-0118-3","title":"Pricing a guaranteed annuity option under correlated and regime-switching risk factors","year":2015,"lang":"en","type":"article","venue":"European Actuarial Journal","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Markov chain; Valuation (finance); Affine transformation; Valuation of options; Benchmark (surveying); Markov chain Monte Carlo; Endowment; Mathematical optimization; Mathematics; Econometrics; Economics; Monte Carlo method; Actuarial science; Finance; Statistics","score_opus":0.04429559092529729,"score_gpt":0.2271237407532589,"score_spread":0.18282814982796158,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1626940079","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.63788575,0.000558477,0.35427222,0.0010690233,0.00013610836,0.000033543023,0.000094790135,0.0001798166,0.0057702768],"genre_scores_gemma":[0.99273235,0.000101167796,0.0048154187,0.000021752057,0.000038563558,0.000007857274,0.000027367729,0.000016771122,0.0022386473],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991448,0.00034317293,0.00003782865,0.00012518773,0.0001983388,0.00015067509],"domain_scores_gemma":[0.9954657,0.0028209696,0.0005244971,0.00035577378,0.00034085545,0.0004922808],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003121661,0.00060831214,0.0012578148,0.0004958147,0.00038966048,0.0027090567,0.0013952506,0.002641609,0.002627667],"category_scores_gemma":[0.012638176,0.00057181116,0.0010802308,0.0005511304,0.0015777496,0.0027302098,0.0011610768,0.0022847957,0.00020026382],"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":[0.0006705125,0.00016214483,0.003908445,0.00008664547,0.00015855515,0.0011207066,0.00018253273,0.6175125,0.0071900683,0.35271135,0.0011665146,0.015130001],"study_design_scores_gemma":[0.000024571047,0.00006231162,0.0005729923,0.0000059155827,0.000017479919,0.000100151396,0.000012607831,0.965131,0.00033401157,0.033582233,0.00013826284,0.000018488621],"about_ca_topic_score_codex":0.0011623534,"about_ca_topic_score_gemma":0.00080039393,"teacher_disagreement_score":0.003121661,"about_ca_system_score_codex":0.0009491777,"about_ca_system_score_gemma":0.0008821301,"threshold_uncertainty_score":0.016509116},"labels":[],"label_agreement":null},{"id":"W1649104040","doi":"10.3968/j.pam.1925252820120401.z0619","title":"European Option Pricing Formula Under Stochastic Interest Rate","year":2012,"lang":"en","type":"article","venue":"Progress in applied mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":13,"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; Finite difference methods for option pricing; Short-rate model; Rendleman–Bartter model; Martingale pricing; Interest rate; Martingale (probability theory); Valuation of options; Rational pricing; Econometrics; Economics; Black–Scholes model; Monte Carlo methods for option pricing; Mathematics; Mathematical economics; Applied mathematics; Capital asset pricing model; Local martingale; Finance","score_opus":0.059804203190648206,"score_gpt":0.26275048194526,"score_spread":0.2029462787546118,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1649104040","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.084659114,0.0039624637,0.8802868,0.0023981708,0.0006299299,0.000054049073,0.00017235076,0.00027304763,0.027564108],"genre_scores_gemma":[0.9361872,0.0022510698,0.04410155,0.00031920566,0.0005763027,0.000095920186,0.00025138748,0.00011182509,0.016105585],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9988426,0.00036673291,0.000060627124,0.00014913453,0.00048402286,0.00009681574],"domain_scores_gemma":[0.99912816,0.00030729704,0.000116282936,0.00006634271,0.00031307593,0.00006882444],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016539342,0.0006280958,0.0008491393,0.0009091816,0.00042123103,0.0015178293,0.0012710656,0.0016577969,0.0036546271],"category_scores_gemma":[0.0045547816,0.00019677915,0.00077286555,0.0010369928,0.0009912008,0.0031386977,0.0007624334,0.0016709063,0.0004513558],"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":[0.000016326854,0.000018777691,0.00049441896,0.00005024145,0.00001902257,0.00019374915,0.00005645599,0.0409079,0.0014770967,0.9478399,0.0015848961,0.0073411004],"study_design_scores_gemma":[0.000024063394,0.000029869514,0.00049781526,0.000030198096,0.000015801852,0.00034625473,0.000025053872,0.5268697,0.00062963663,0.46792924,0.0035724828,0.00002991912],"about_ca_topic_score_codex":0.001437949,"about_ca_topic_score_gemma":0.00053067465,"teacher_disagreement_score":0.0036546271,"about_ca_system_score_codex":0.00097136834,"about_ca_system_score_gemma":0.00077765126,"threshold_uncertainty_score":0.012225926},"labels":[],"label_agreement":null},{"id":"W1654645594","doi":"10.4134/bkms.2015.52.3.947","title":"REGULARITY OF A DEGENERATE PARABOLIC EQUATION APPEARING IN VECER'S UNIFIED PRICING OF ASIAN OPTIONS","year":2015,"lang":"en","type":"article","venue":"Bulletin of the Korean Mathematical Society","topic":"Stochastic processes and financial applications","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":"Degenerate energy levels; Probabilistic logic; Mathematics; Parabolic partial differential equation; Applied mathematics; Mathematical analysis; Boundary (topology); Partial differential equation; Statistics; Physics","score_opus":0.05249742614725086,"score_gpt":0.23423884225669334,"score_spread":0.18174141610944247,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1654645594","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.36678684,0.0015597439,0.59785974,0.0043787886,0.0003598451,0.00008933741,0.0003472177,0.00018918268,0.028429346],"genre_scores_gemma":[0.95408267,0.00072917005,0.029123567,0.0005067096,0.00039523336,0.00009046469,0.00022299337,0.00009116377,0.0147580225],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99915445,0.00028910054,0.000058053658,0.00018723658,0.00020150485,0.00010971113],"domain_scores_gemma":[0.99822265,0.00062177656,0.00034925918,0.00013511539,0.00039631317,0.00027496877],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019942408,0.0005821097,0.0011259854,0.0014896692,0.00096109015,0.0017119844,0.001269801,0.002079453,0.002213517],"category_scores_gemma":[0.0071657663,0.00056235417,0.002092658,0.0007877542,0.0027209024,0.0033815007,0.0028891154,0.0031354453,0.00027799225],"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":[0.000052678086,0.000038297123,0.001522483,0.000086923574,0.00004942639,0.00036399253,0.00035080247,0.02486929,0.0070748073,0.96027356,0.0012056392,0.004112106],"study_design_scores_gemma":[0.000023341816,0.00006676986,0.0016196863,0.000030397165,0.000030455487,0.00035224677,0.000108814085,0.5342079,0.0013070717,0.4607446,0.0014407923,0.00006794077],"about_ca_topic_score_codex":0.002479065,"about_ca_topic_score_gemma":0.0010025869,"teacher_disagreement_score":0.002479065,"about_ca_system_score_codex":0.0012318791,"about_ca_system_score_gemma":0.001039372,"threshold_uncertainty_score":0.010546684},"labels":[],"label_agreement":null},{"id":"W1658341029","doi":"10.1016/j.jeca.2015.06.001","title":"Option-implied risk aversion estimation","year":2015,"lang":"en","type":"article","venue":"The Journal of Economic Asymmetries","topic":"Stochastic processes and financial applications","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":"Risk aversion (psychology); Economics; Econometrics; Maturity (psychological); Estimation; Function (biology); Asset (computer security); Consumption (sociology); Financial economics; Expected utility hypothesis; Computer science","score_opus":0.03618890022914029,"score_gpt":0.2389345879069478,"score_spread":0.2027456876778075,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1658341029","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04153,0.00028070697,0.95555586,0.00031502213,0.000041163126,0.00002796495,0.000101708865,0.00019351009,0.001954023],"genre_scores_gemma":[0.8445598,0.0004573774,0.14831802,0.00010959703,0.00010860899,0.000087665336,0.0005148502,0.0001285613,0.0057154815],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99875176,0.00081031024,0.000060520295,0.00012564338,0.00016399412,0.000087824024],"domain_scores_gemma":[0.9865889,0.011239561,0.0004956789,0.0007551929,0.0007036024,0.00021711255],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0047439993,0.0007502168,0.0014218761,0.0012127507,0.00032935516,0.0019776358,0.0015977153,0.0013064189,0.005710405],"category_scores_gemma":[0.02740204,0.0008645197,0.0011368976,0.0010578431,0.0005919089,0.0029552658,0.0015785942,0.0023115121,0.00073613523],"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":[0.00018905022,0.00014846917,0.004469044,0.00012165465,0.0002861499,0.00014529639,0.00011642927,0.74888897,0.0010609436,0.16951615,0.002471635,0.07258626],"study_design_scores_gemma":[0.000009329659,0.000008764856,0.00025986094,0.000011189838,0.000012220375,0.000015667734,0.00000703007,0.96486425,0.00017663291,0.03445622,0.00016816778,0.000010613762],"about_ca_topic_score_codex":0.0023976613,"about_ca_topic_score_gemma":0.0019990099,"teacher_disagreement_score":0.005710405,"about_ca_system_score_codex":0.00052254274,"about_ca_system_score_gemma":0.0012514741,"threshold_uncertainty_score":0.025088906},"labels":[],"label_agreement":null},{"id":"W1663408056","doi":"10.1063/1.1302421","title":"Transition rates for stochastic delay differential equations","year":2000,"lang":"en","type":"article","venue":"AIP conference proceedings","topic":"Stochastic processes and financial applications","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; Carleton University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Transition (genetics); Stochastic differential equation; Computer science; Transition time; Applied mathematics; Statistical physics; Control theory (sociology); Mathematics; Physics; Real-time computing; Artificial intelligence; Control (management)","score_opus":0.03549422070143147,"score_gpt":0.2511846886498234,"score_spread":0.21569046794839195,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1663408056","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04725746,0.0068218512,0.8893356,0.0069451313,0.0010110292,0.00024323456,0.0018896402,0.0005182327,0.04597786],"genre_scores_gemma":[0.84810406,0.0075695096,0.061035465,0.0006874278,0.0007994584,0.00082331715,0.0018960183,0.00030105282,0.07878375],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987821,0.0004966879,0.0000736075,0.00025058398,0.00024103503,0.00015611982],"domain_scores_gemma":[0.9920325,0.0056459703,0.0006655406,0.00033067522,0.0009190839,0.00040618298],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0036122904,0.00093755446,0.0011773687,0.001520628,0.0006959749,0.002437361,0.0013537589,0.0016984143,0.014828729],"category_scores_gemma":[0.019317009,0.00062272325,0.00140644,0.0009428289,0.0014801903,0.0034530838,0.001731092,0.0036510937,0.002037119],"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":[0.000028707276,0.000023377499,0.0013040252,0.00011209882,0.00004082092,0.00015791398,0.0001410411,0.06915481,0.0003802485,0.9145133,0.0054381248,0.008705499],"study_design_scores_gemma":[0.000032226908,0.000020110216,0.0006734939,0.000048847633,0.000027015974,0.000098045784,0.000069256326,0.45691273,0.00019908659,0.53594023,0.0059409956,0.000037993625],"about_ca_topic_score_codex":0.0061641056,"about_ca_topic_score_gemma":0.0026934429,"teacher_disagreement_score":0.014828729,"about_ca_system_score_codex":0.0023093752,"about_ca_system_score_gemma":0.0013418078,"threshold_uncertainty_score":0.049607098},"labels":[],"label_agreement":null},{"id":"W167181883","doi":"","title":"Finite element methods for pricing American options on stocks","year":2001,"lang":"en","type":"book","venue":"Nova Science Publishers, Inc. eBooks","topic":"Stochastic processes and financial applications","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":"Scheme (mathematics); Finite element method; Convergence (economics); Applied mathematics; Mathematics; Rate of convergence; Backward Euler method; Euler's formula; Valuation of options; Finite difference methods for option pricing; Mathematical optimization; Computer science; Econometrics; Economics; Euler equations; Rational pricing; Mathematical analysis; Capital asset pricing model; Engineering; Macroeconomics; Structural engineering","score_opus":0.07377220088969896,"score_gpt":0.32936661353882407,"score_spread":0.2555944126491251,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W167181883","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0027916527,0.003029013,0.9857594,0.00035693133,0.00019771962,0.000024998715,0.00005376342,0.00013417246,0.007652317],"genre_scores_gemma":[0.104038276,0.006923599,0.85834336,0.00022905484,0.00024764842,0.00021583213,0.0002449356,0.0002090961,0.029548092],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995988,0.0001044207,0.000020007114,0.000024889143,0.00024126295,0.000010622395],"domain_scores_gemma":[0.99951863,0.00030198478,0.000023658056,0.000047790814,0.000091753864,0.000016081027],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008381903,0.00059524504,0.00059096015,0.00073362945,0.0003073502,0.00068761915,0.0007105942,0.0009863258,0.003331692],"category_scores_gemma":[0.0022402508,0.00028083066,0.00045822948,0.0011372952,0.0008858133,0.0009975719,0.00068350596,0.0018964651,0.0013002965],"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":[0.000040772353,0.000060308394,0.00030498736,0.00032659483,0.000037137423,0.0000580477,0.0001683043,0.3280368,0.0075534442,0.38855127,0.0053714775,0.2694909],"study_design_scores_gemma":[0.000017299177,0.000023164823,0.000116197974,0.00008174776,0.000008470104,0.0000729393,0.000021791908,0.8283154,0.001953716,0.13520806,0.0341622,0.00001906468],"about_ca_topic_score_codex":0.0018908151,"about_ca_topic_score_gemma":0.0016635536,"teacher_disagreement_score":0.003331692,"about_ca_system_score_codex":0.00046096015,"about_ca_system_score_gemma":0.0004586164,"threshold_uncertainty_score":0.011145592},"labels":[],"label_agreement":null},{"id":"W1678950249","doi":"","title":"An Empirical Comparison: Two Special Cases of CEV Option Pricing Model and Black-Scholes Model on S&P Canada 60 Index Call Options","year":2008,"lang":"en","type":"article","venue":"ASAC","topic":"Stochastic processes and financial applications","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":"Black–Scholes model; Valuation of options; Crash; Economics; Index (typography); Stock market crash; Econometrics; Rational pricing; Finite difference methods for option pricing; Call option; Financial economics; Empirical research; Financial market; Put option; Stock market; Actuarial science; Capital asset pricing model; Mathematics; Volatility (finance); Computer science; Statistics; Finance; Context (archaeology)","score_opus":0.06896012157838698,"score_gpt":0.28596602992983255,"score_spread":0.21700590835144556,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1678950249","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8593417,0.004175402,0.08136488,0.0030512782,0.00021588171,0.00012071274,0.0013791764,0.00031077376,0.050040327],"genre_scores_gemma":[0.9889193,0.0007437158,0.0043263454,0.00014133712,0.00018976846,0.000042778585,0.0013993878,0.000045015884,0.0041923956],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989221,0.00026437675,0.00007203876,0.00026846505,0.00027782703,0.00019525253],"domain_scores_gemma":[0.9943552,0.002990973,0.00071541895,0.00080051826,0.00075459597,0.0003833944],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021493756,0.0006055041,0.0010397156,0.0023256638,0.000644742,0.002923754,0.0016588531,0.0021505153,0.009825183],"category_scores_gemma":[0.015306958,0.00024618168,0.0010193775,0.002240417,0.0009005981,0.005077049,0.0016122282,0.0018829582,0.00077143946],"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":[0.00079213636,0.00066035986,0.1745755,0.0004586707,0.00030758357,0.0026984785,0.0025722876,0.092418164,0.0020602336,0.58945376,0.020149954,0.1138529],"study_design_scores_gemma":[0.000105651794,0.00019425467,0.10906453,0.00012199279,0.00014060499,0.0017312802,0.002052191,0.65975076,0.0011216451,0.20989586,0.015694711,0.00012665369],"about_ca_topic_score_codex":0.0072849174,"about_ca_topic_score_gemma":0.0037442818,"teacher_disagreement_score":0.99271506,"about_ca_system_score_codex":0.0008610451,"about_ca_system_score_gemma":0.0006610385,"threshold_uncertainty_score":0.032868445},"labels":[],"label_agreement":null},{"id":"W1695147606","doi":"","title":"Stepping Through Fourier Space","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Toronto","funders":"","keywords":"Stochastic volatility; Fourier transform; Lévy process; Space (punctuation); Valuation of options; Class (philosophy); Path (computing); Spacetime; Applied mathematics; Volatility (finance); Mathematics; Computer science; Mathematical optimization; Mathematical analysis; Physics; Econometrics","score_opus":0.025205772379666643,"score_gpt":0.22059244724439445,"score_spread":0.1953866748647278,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1695147606","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.010623319,0.00021970607,0.98555493,0.00011829003,0.00008260039,0.00003822834,0.000036094592,0.00013515988,0.0031916052],"genre_scores_gemma":[0.26412195,0.00076809357,0.7228718,0.00017981253,0.000073198506,0.00024900606,0.00013429014,0.00015110431,0.0114508215],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99978906,0.000081950784,0.000012355279,0.000022991437,0.00007839324,0.000015136445],"domain_scores_gemma":[0.9993747,0.00038348176,0.000039707058,0.000096794174,0.000080157384,0.00002515358],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008116668,0.00044061677,0.00041692113,0.00043062994,0.00029640977,0.00070442987,0.00066500227,0.0009693515,0.0038687733],"category_scores_gemma":[0.0026994848,0.00023043354,0.00066063885,0.00043843573,0.00081683265,0.0009867362,0.00088744255,0.0012471444,0.000712299],"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":[0.00010650683,0.000091047135,0.000769849,0.00021897968,0.000065091415,0.00019031671,0.00025745726,0.41739208,0.0151806455,0.42440712,0.0024998595,0.138821],"study_design_scores_gemma":[0.0000118594935,0.000025402833,0.00008242922,0.000014327193,0.000004507353,0.00004414816,0.0000115975245,0.960703,0.0018003682,0.033722278,0.0035683499,0.000011824912],"about_ca_topic_score_codex":0.0017390241,"about_ca_topic_score_gemma":0.0014857838,"teacher_disagreement_score":0.0038687733,"about_ca_system_score_codex":0.00040195876,"about_ca_system_score_gemma":0.0006142111,"threshold_uncertainty_score":0.012942314},"labels":[],"label_agreement":null},{"id":"W1699921961","doi":"","title":"Which pricing approach for options under GARCH with non-normal innovations?","year":2015,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Western University; HEC Montréal","funders":"Danmarks Grundforskningsfond; National Research Foundation","keywords":"Autoregressive conditional heteroskedasticity; Econometrics; Kurtosis; Valuation of options; Arbitrage; Volatility (finance); Economics; Arbitrage pricing theory; Computer science; Rational pricing; Capital asset pricing model; Financial economics; Mathematics; Statistics","score_opus":0.06751229018973695,"score_gpt":0.25337451491350077,"score_spread":0.18586222472376382,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1699921961","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.052196793,0.0024603533,0.92869514,0.0062403018,0.0004170643,0.00012098323,0.00014056831,0.00038754748,0.009341218],"genre_scores_gemma":[0.7638249,0.0030612038,0.22512309,0.0009290411,0.0008079104,0.0001470105,0.00022320346,0.0002414459,0.005642133],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9965906,0.0014421869,0.00020408574,0.0005397422,0.0010272176,0.00019623946],"domain_scores_gemma":[0.99308527,0.0034946697,0.0009810759,0.0008556839,0.0012848332,0.00029852975],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006692423,0.0007375136,0.0012524263,0.0015611077,0.0005079408,0.0034258477,0.003162757,0.0025202348,0.004559939],"category_scores_gemma":[0.030723605,0.00040049135,0.0015355297,0.0014445205,0.0015743003,0.007650539,0.0012111448,0.0035360558,0.00087246235],"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":[0.00013538454,0.0002089943,0.007756144,0.00032863088,0.00022949856,0.0003558948,0.00063079584,0.08801247,0.0018852158,0.6942148,0.0047515268,0.20149074],"study_design_scores_gemma":[0.0000614437,0.00010483672,0.002618984,0.000108647604,0.00005687233,0.000354142,0.00021176033,0.5691054,0.0009518435,0.42216438,0.0041691684,0.00009254906],"about_ca_topic_score_codex":0.002607656,"about_ca_topic_score_gemma":0.00235107,"teacher_disagreement_score":0.006692423,"about_ca_system_score_codex":0.0012380254,"about_ca_system_score_gemma":0.0013745328,"threshold_uncertainty_score":0.035393357},"labels":[],"label_agreement":null},{"id":"W1701657796","doi":"10.1109/cdc.2001.981020","title":"On a class of singular stochastic control problems arising in communications and their viscosity solutions","year":2001,"lang":"en","type":"article","venue":"Proceedings of the 40th IEEE Conference on Decision and Control (Cat. No.01CH37228)","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"","keywords":"Hamilton–Jacobi–Bellman equation; Viscosity solution; Bellman equation; Uniqueness; Class (philosophy); Viscosity; Optimal control; Stochastic control; Mathematical optimization; Mathematics; Applied mathematics; Function (biology); Optimization problem; State (computer science); Computer science; Mathematical analysis; Algorithm; Physics; Artificial intelligence","score_opus":0.04223855856026639,"score_gpt":0.23629309722516076,"score_spread":0.19405453866489436,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1701657796","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.094631426,0.0070259552,0.8679497,0.003187486,0.00033638303,0.00009559499,0.00009837549,0.000074518066,0.026600512],"genre_scores_gemma":[0.9136984,0.007913277,0.06441877,0.0006408185,0.0010507944,0.00019928245,0.00014392733,0.00007241851,0.011862371],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994197,0.00018239087,0.000029894558,0.0001161825,0.00017660455,0.00007528734],"domain_scores_gemma":[0.99817836,0.0011135875,0.00034357744,0.00005957496,0.0001694062,0.00013545567],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009366999,0.0012300917,0.0010249673,0.0008614628,0.0009451219,0.0019692641,0.0006469021,0.0022641497,0.0016534202],"category_scores_gemma":[0.0047461274,0.000360632,0.0008411811,0.0009058944,0.0025799088,0.0019549346,0.0016025923,0.0015813389,0.00018782195],"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":[0.000046578276,0.000057441994,0.0004420237,0.00021359412,0.000050596365,0.00072111917,0.00024340187,0.1522412,0.0031398388,0.8249968,0.001891788,0.015955709],"study_design_scores_gemma":[0.000032937056,0.00006805537,0.0003386506,0.000067626686,0.000017900533,0.00026101232,0.00011218251,0.42721745,0.00064421433,0.5672797,0.0039347447,0.000025617157],"about_ca_topic_score_codex":0.0014139062,"about_ca_topic_score_gemma":0.0006326742,"teacher_disagreement_score":0.0022641497,"about_ca_system_score_codex":0.0007767,"about_ca_system_score_gemma":0.00077399827,"threshold_uncertainty_score":0.005635321},"labels":[],"label_agreement":null},{"id":"W170554987","doi":"10.1007/978-3-319-09114-3_12","title":"Reducing Surrender Incentives Through Fee Structure in Variable Annuities","year":2015,"lang":"en","type":"book-chapter","venue":"Springer proceedings in mathematics & statistics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":12,"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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; Technische Universität München; Society of Actuaries","keywords":"Surrender; Annuity; Payment; Actuarial science; Variable (mathematics); Economics; Incentive; Econometrics; Mathematics; Finance; Microeconomics; Life annuity; Law; Political science","score_opus":0.0489353295862495,"score_gpt":0.2519496701002711,"score_spread":0.2030143405140216,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W170554987","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.74079245,0.0018561272,0.223215,0.0008009722,0.00016520903,0.000113711765,0.00007390402,0.00017291926,0.03280976],"genre_scores_gemma":[0.9823615,0.0002842703,0.0144066615,0.000042765958,0.00003141891,0.000012035676,0.000016238244,0.00001923747,0.002825927],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99907386,0.00031699968,0.000045002325,0.00012218815,0.0002706585,0.00017116399],"domain_scores_gemma":[0.9963498,0.0023035523,0.00062542956,0.0003042605,0.00018012336,0.00023673922],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014676228,0.00044236117,0.00061536656,0.00034838633,0.00040213394,0.0018767428,0.0012082263,0.0012145211,0.0049194987],"category_scores_gemma":[0.0077110287,0.00025354963,0.0004550638,0.00038108625,0.0010637576,0.0021711157,0.0013450839,0.0016515306,0.00030812676],"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":[0.00054189964,0.0005507679,0.0028741923,0.00024027625,0.00005284057,0.0005374875,0.00030148894,0.5115646,0.024741279,0.37721503,0.0011804332,0.0801997],"study_design_scores_gemma":[0.00020585315,0.001105633,0.0049174707,0.00008866003,0.00008130643,0.0004335795,0.00026208168,0.7990313,0.014236456,0.17180769,0.007753414,0.00007648281],"about_ca_topic_score_codex":0.0008602869,"about_ca_topic_score_gemma":0.00067033357,"teacher_disagreement_score":0.0049194987,"about_ca_system_score_codex":0.0010376514,"about_ca_system_score_gemma":0.00073242374,"threshold_uncertainty_score":0.016457379},"labels":[],"label_agreement":null},{"id":"W1721365314","doi":"10.2139/ssrn.2575633","title":"A Note on Evaluation of Derivatives with Collaterals","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Royal Bank of Canada","funders":"","keywords":"Computer science","score_opus":0.044278609102494405,"score_gpt":0.27304652455263606,"score_spread":0.22876791545014166,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1721365314","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.044347014,0.024160404,0.8628048,0.0059561827,0.0030449796,0.00020927707,0.0005262851,0.00091913634,0.058031976],"genre_scores_gemma":[0.6746775,0.017717695,0.25508502,0.0005834151,0.004568201,0.00009454903,0.0005157547,0.00078249496,0.04597537],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9960645,0.0019523031,0.00036902635,0.00029382133,0.0011847359,0.00013562333],"domain_scores_gemma":[0.99297696,0.0036989194,0.00037370625,0.0009844496,0.0017309509,0.0002350256],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0046333605,0.0010921854,0.0013734349,0.0015970727,0.000560419,0.0036427889,0.0011194268,0.0017025037,0.007237713],"category_scores_gemma":[0.020119695,0.00025645838,0.0012734303,0.0014976078,0.0013898589,0.005087376,0.001559014,0.0019828698,0.0012505434],"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":[0.00050607446,0.00017559448,0.005960672,0.001029038,0.00020280115,0.0041147997,0.00039127626,0.037031125,0.025859086,0.5822983,0.025049966,0.3173812],"study_design_scores_gemma":[0.000102429294,0.0005805439,0.010656123,0.00083370495,0.00032314644,0.0039800135,0.00027961886,0.3915029,0.0388015,0.44416252,0.10854983,0.00022772788],"about_ca_topic_score_codex":0.0017103032,"about_ca_topic_score_gemma":0.001423904,"teacher_disagreement_score":0.007237713,"about_ca_system_score_codex":0.0007945763,"about_ca_system_score_gemma":0.0009519061,"threshold_uncertainty_score":0.024503887},"labels":[],"label_agreement":null},{"id":"W1742944887","doi":"10.1016/j.spa.2016.07.016","title":"Large deviations for multi-scale jump-diffusion processes","year":2016,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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":"Concordia University","funders":"National Science Foundation","keywords":"Rate function; Mathematics; Large deviations theory; Ergodic theory; Jump; Jump diffusion; Statistical physics; Diffusion process; Jump process; Scale (ratio); Diffusion; Function (biology); Stochastic process; Process (computing); Applied mathematics; Mathematical analysis; Statistics; Computer science; Physics; Thermodynamics","score_opus":0.03041168765114082,"score_gpt":0.24801885139644264,"score_spread":0.2176071637453018,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1742944887","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.073899254,0.010995767,0.89801484,0.004672737,0.0007885711,0.00005885635,0.00024531246,0.00040711393,0.010917489],"genre_scores_gemma":[0.9129158,0.010364765,0.05089024,0.0007188524,0.0018660902,0.00027951313,0.00052338984,0.0003268706,0.02211453],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99837387,0.00068739994,0.00012671448,0.00029206753,0.00040465343,0.000115248375],"domain_scores_gemma":[0.9773989,0.017840235,0.0016544095,0.0007441921,0.0014351472,0.0009271377],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006118767,0.0022670699,0.0023881805,0.003052849,0.0008917974,0.0043705455,0.0024986712,0.004526936,0.0031240229],"category_scores_gemma":[0.028304137,0.0011291638,0.0018802527,0.0028068293,0.004480398,0.0056190244,0.0028780291,0.0040191365,0.0005273736],"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":[0.00005118191,0.000050119255,0.00079828297,0.0001878491,0.00012528757,0.00023703047,0.00017418242,0.102045685,0.0017877185,0.886347,0.001458934,0.0067367493],"study_design_scores_gemma":[0.0000194051,0.000014247789,0.00042995004,0.000022999513,0.000024611374,0.000060018676,0.000028567832,0.52444774,0.00016327578,0.47406998,0.00069161266,0.00002756827],"about_ca_topic_score_codex":0.0036475912,"about_ca_topic_score_gemma":0.0027149918,"teacher_disagreement_score":0.006118767,"about_ca_system_score_codex":0.0021901296,"about_ca_system_score_gemma":0.0014952004,"threshold_uncertainty_score":0.03235948},"labels":[],"label_agreement":null},{"id":"W1757127015","doi":"10.1142/s0219024915500235","title":"A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL","year":2015,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"University of Calgary","funders":"","keywords":"Local volatility; Volatility (finance); Econometrics; Mathematics; Economics; Applied mathematics; Price equation; Mathematical optimization; Mathematical economics; Stochastic volatility","score_opus":0.037694718269773726,"score_gpt":0.2574270121317738,"score_spread":0.2197322938620001,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1757127015","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03725477,0.0012806477,0.88531,0.002759384,0.00053141546,0.00012068332,0.0006382993,0.00022019824,0.071884535],"genre_scores_gemma":[0.692398,0.0029205622,0.15939476,0.0018208144,0.0008593174,0.000579464,0.0011113916,0.00020390238,0.1407118],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99962866,0.00007251156,0.000023794442,0.00008039896,0.00014715786,0.000047433583],"domain_scores_gemma":[0.9994553,0.00022858453,0.00006680938,0.000055042186,0.00014215134,0.0000521473],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00097630994,0.00047570464,0.00076738995,0.0007264629,0.00047478869,0.0012701693,0.001035799,0.0023784689,0.009473736],"category_scores_gemma":[0.0028385348,0.00034151622,0.00106963,0.0005675661,0.0008871128,0.0017472593,0.0011608105,0.002795905,0.0012441138],"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":[0.0000120599925,0.00002362696,0.00039008682,0.00004647895,0.000018155719,0.00017844324,0.00012298144,0.043739032,0.003405602,0.9402,0.0032795563,0.0085839825],"study_design_scores_gemma":[0.00001959035,0.00002445508,0.00040941843,0.000025702622,0.000019519466,0.00024838853,0.000028696133,0.72002286,0.000600875,0.26944456,0.009119648,0.00003630923],"about_ca_topic_score_codex":0.0036861014,"about_ca_topic_score_gemma":0.0022908202,"teacher_disagreement_score":0.009473736,"about_ca_system_score_codex":0.00079877826,"about_ca_system_score_gemma":0.001169493,"threshold_uncertainty_score":0.031692803},"labels":[],"label_agreement":null},{"id":"W1758013116","doi":"10.1002/wilm.10382","title":"Smiling for the Delayed Volatility Swaps","year":2014,"lang":"en","type":"article","venue":"Wilmott","topic":"Stochastic processes and financial applications","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":"","keywords":"Volatility (finance); Variance swap; Volatility swap; Business; Economics; Financial economics; Monetary economics; Financial system; Implied volatility","score_opus":0.027900388151893236,"score_gpt":0.2260944802938008,"score_spread":0.19819409214190756,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1758013116","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24468929,0.00039112513,0.74653393,0.0005204268,0.0001608969,0.000025948804,0.0000632323,0.0002352089,0.007379919],"genre_scores_gemma":[0.9702047,0.000105427855,0.024193602,0.0000788894,0.00003039793,0.000018257024,0.00004466481,0.000054098055,0.005270028],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996271,0.00015822572,0.000015669428,0.00005785849,0.00010104307,0.000040123068],"domain_scores_gemma":[0.99926597,0.0003508534,0.00011773071,0.00010884107,0.000098179786,0.000058505633],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012435835,0.00040645525,0.0005406072,0.0005314965,0.00033387312,0.0009960382,0.0006621084,0.001181825,0.004404094],"category_scores_gemma":[0.0040221857,0.00030444373,0.0007871872,0.00039979522,0.000733984,0.0017314893,0.0008312141,0.001016273,0.00035446472],"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":[0.0001097139,0.000039984236,0.0020853921,0.00005459706,0.000048959162,0.00040260633,0.000095765376,0.7668249,0.0067417673,0.19794999,0.0011828587,0.024463585],"study_design_scores_gemma":[0.000004050737,0.000014897713,0.0002115506,0.000002894738,0.0000034392976,0.000055232867,0.0000065637178,0.9837428,0.0005662233,0.014960382,0.00042542405,0.0000065398867],"about_ca_topic_score_codex":0.00063703244,"about_ca_topic_score_gemma":0.0004257141,"teacher_disagreement_score":0.004404094,"about_ca_system_score_codex":0.00050724164,"about_ca_system_score_gemma":0.00035203196,"threshold_uncertainty_score":0.014733195},"labels":[],"label_agreement":null},{"id":"W1766005166","doi":"10.1016/j.aam.2015.05.001","title":"Star-cumulants of free unitary Brownian motion","year":2015,"lang":"en","type":"preprint","venue":"Advances in Applied Mathematics","topic":"Stochastic processes and financial applications","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":"University of Waterloo; Université du Québec à Montréal","funders":"Natural Sciences and Engineering Research Council of Canada; Agence Nationale de la Recherche","keywords":"Cumulant; Mathematics; Unitary state; Diagonal; Brownian motion; Connection (principal bundle); Infinity; Free probability; Mathematical physics; Combinatorics; Mathematical analysis; Geometry; Statistics","score_opus":0.04277739905697449,"score_gpt":0.26295938071407776,"score_spread":0.2201819816571033,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1766005166","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.27610913,0.002657844,0.6928328,0.0017911333,0.00094764185,0.00007372346,0.00042002575,0.0004099415,0.024757672],"genre_scores_gemma":[0.92964727,0.002061648,0.040475827,0.00062630745,0.001224473,0.00009776646,0.00053032243,0.0004034769,0.024932848],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988753,0.00036388813,0.00006954703,0.00018471121,0.00032180737,0.00018460855],"domain_scores_gemma":[0.9938763,0.002816671,0.0007565061,0.00052951067,0.001062279,0.0009587701],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030301576,0.0012164429,0.0016468712,0.0032683236,0.00092990714,0.0027536363,0.0019306632,0.0017808719,0.0056049023],"category_scores_gemma":[0.013168926,0.0006869523,0.0013184468,0.0018173471,0.0036853557,0.004438202,0.0020548687,0.0026085144,0.0008868948],"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":[0.000030177844,0.00002332955,0.00022762852,0.000036005793,0.000013601791,0.000051006402,0.00008886966,0.0076880367,0.0008123403,0.9870902,0.0010453386,0.0028936006],"study_design_scores_gemma":[0.000012388258,0.000013722077,0.0003116962,0.000011038044,0.0000075672965,0.00006062362,0.000027543747,0.13007516,0.0002963246,0.8682866,0.00086928776,0.000028038909],"about_ca_topic_score_codex":0.0024864776,"about_ca_topic_score_gemma":0.0017236745,"teacher_disagreement_score":0.0056049023,"about_ca_system_score_codex":0.0015403288,"about_ca_system_score_gemma":0.0015148332,"threshold_uncertainty_score":0.01875025},"labels":[],"label_agreement":null},{"id":"W1768522451","doi":"10.2139/ssrn.2508464","title":"The Financial Crisis and the Behavior of S&amp;P 500 Index Option Prices","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Financial crisis; Index (typography); Financial system; Economics; Monetary economics; Business; Financial economics; Macroeconomics","score_opus":0.009790095363943927,"score_gpt":0.21678653503693868,"score_spread":0.20699643967299475,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1768522451","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99099064,0.00030996063,0.0013736606,0.0020827672,0.00003253815,0.000005909604,0.00027371256,0.000044212607,0.0048867194],"genre_scores_gemma":[0.9991454,0.00010445469,0.00010437711,0.000038872833,0.000018981656,0.000002072339,0.00006844983,0.0000093567805,0.0005081305],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99984014,0.0000571046,0.0000119696615,0.000032480646,0.000029318891,0.000028986271],"domain_scores_gemma":[0.99086785,0.0055203475,0.0021922656,0.0002364923,0.0004907111,0.0006923651],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012862037,0.00018077195,0.00029266797,0.00058596954,0.0003825732,0.0023437599,0.00035109973,0.0015283368,0.0052263346],"category_scores_gemma":[0.024413407,0.00028165922,0.00017202283,0.00065220986,0.000816125,0.0018310221,0.00053078035,0.0018969218,0.0005830017],"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":[0.003776878,0.0006447817,0.67033684,0.00016683638,0.00033959953,0.0039231274,0.0021780482,0.09303611,0.011289548,0.14340115,0.02364142,0.0472657],"study_design_scores_gemma":[0.00012666028,0.00021738888,0.49256542,0.00005393447,0.00008296735,0.0008117278,0.0016675805,0.4094929,0.001333897,0.090410925,0.0031253258,0.000111165195],"about_ca_topic_score_codex":0.004601737,"about_ca_topic_score_gemma":0.0040882463,"teacher_disagreement_score":0.0052263346,"about_ca_system_score_codex":0.0006719611,"about_ca_system_score_gemma":0.0003222552,"threshold_uncertainty_score":0.01748389},"labels":[],"label_agreement":null},{"id":"W1771537750","doi":"10.1007/11942634_24","title":"Exploring Financial Applications on Many-Core-on-a-Chip Architecture: A First Experiment","year":2006,"lang":"en","type":"book-chapter","venue":"Lecture notes in computer science","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"IBM; Computer science; Architecture; Core (optical fiber); Multi-core processor; Focus (optics); Financial services; Monte Carlo method; Computer architecture; Finance; Parallel computing; Economics; Telecommunications","score_opus":0.062080559598835246,"score_gpt":0.23447316456574493,"score_spread":0.1723926049669097,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1771537750","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99132806,0.00014032336,0.0048859194,0.00018983903,0.000049116523,0.00008213993,0.00008919173,0.00015429448,0.003081038],"genre_scores_gemma":[0.9873624,0.00009490092,0.009376516,0.00013760256,0.000020008047,0.00010416735,0.00012537355,0.000035258163,0.0027437154],"study_design_codex":"simulation_or_modeling","study_design_gemma":"bench_or_experimental","domain_scores_codex":[0.99957985,0.00014792779,0.000014162757,0.00007661017,0.00007569049,0.00010576419],"domain_scores_gemma":[0.99623054,0.0026997447,0.000098792916,0.00039980348,0.00034827512,0.00022281401],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010637414,0.00065399474,0.0004395866,0.00017789943,0.00042289187,0.00084279454,0.0011320723,0.0012622296,0.004657488],"category_scores_gemma":[0.0047393683,0.00027666864,0.00040559776,0.00029478225,0.0005934816,0.0013715677,0.0005573364,0.0012405821,0.00055292854],"study_design_candidate":"bench_or_experimental","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.02717509,0.023915555,0.020630019,0.001940614,0.00068194955,0.0019551832,0.0015180876,0.38446155,0.21888751,0.033877607,0.020543931,0.26441294],"study_design_scores_gemma":[0.0027306706,0.026369505,0.010062398,0.00006509169,0.00041137135,0.0005093256,0.0009898798,0.8231526,0.0941785,0.032252733,0.00915219,0.0001257476],"about_ca_topic_score_codex":0.0010421402,"about_ca_topic_score_gemma":0.001138161,"teacher_disagreement_score":0.004657488,"about_ca_system_score_codex":0.00028270602,"about_ca_system_score_gemma":0.00064940297,"threshold_uncertainty_score":0.015580833},"labels":[],"label_agreement":null},{"id":"W1774469878","doi":"10.1090/s0002-9947-02-03120-3","title":"Degenerate stochastic differential equations with Hölder continuous coefficients and super-Markov chains","year":2002,"lang":"en","type":"article","venue":"Transactions of the American Mathematical Society","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":61,"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 British Columbia","funders":"Natural Sciences and Engineering Research Council of Canada; National Science Foundation","keywords":"Mathematics; Uniqueness; Degenerate energy levels; Hölder condition; Martingale (probability theory); Combinatorics; Markov chain; Operator (biology); Bessel function; Pure mathematics; Mathematical analysis; Applied mathematics","score_opus":0.01835085093783467,"score_gpt":0.20695051198156328,"score_spread":0.1885996610437286,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1774469878","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08168019,0.0020437962,0.836929,0.007282253,0.0008007969,0.000111573,0.0012433669,0.00042986503,0.06947912],"genre_scores_gemma":[0.8076178,0.0023105666,0.07535713,0.0014697413,0.0007380832,0.0003279308,0.0010885093,0.00037840274,0.11071182],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987748,0.00040140637,0.000059533177,0.00023289095,0.00027226825,0.00025907625],"domain_scores_gemma":[0.99349,0.0037130942,0.0007939521,0.00041452653,0.0008802155,0.0007082747],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029973967,0.0011638114,0.0016966583,0.0016126819,0.001113278,0.002846586,0.0023850503,0.0025492362,0.013092726],"category_scores_gemma":[0.012474294,0.00080559216,0.0020681177,0.0013059363,0.0029934263,0.0042637116,0.0027020127,0.00418591,0.0016630279],"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":[0.000020842897,0.000018110954,0.00054896594,0.000046390796,0.000018800758,0.0001790985,0.00008368265,0.041446228,0.00023463962,0.95320475,0.0022397556,0.0019587823],"study_design_scores_gemma":[0.000017488357,0.000012533434,0.00025008692,0.000030911928,0.000015982285,0.000076562144,0.0000453172,0.5497982,0.00019517043,0.44755796,0.001971442,0.00002837209],"about_ca_topic_score_codex":0.01168135,"about_ca_topic_score_gemma":0.006885828,"teacher_disagreement_score":0.013092726,"about_ca_system_score_codex":0.002787595,"about_ca_system_score_gemma":0.0024620958,"threshold_uncertainty_score":0.04379952},"labels":[],"label_agreement":null},{"id":"W1787023877","doi":"10.1007/978-3-319-33446-2_9","title":"Multi-curve Modelling Using Trees","year":2016,"lang":"en","type":"book-chapter","venue":"Springer proceedings in mathematics & statistics","topic":"Stochastic processes and financial applications","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 Toronto","funders":"Global Risk Institute in Financial Services","keywords":"Computer science; Environmental science","score_opus":0.07795523816505891,"score_gpt":0.2566796149377199,"score_spread":0.178724376772661,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1787023877","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.014418338,0.0013094672,0.975131,0.00044648125,0.000068436624,0.00005031707,0.00040783134,0.00030399967,0.007864166],"genre_scores_gemma":[0.6230602,0.005248879,0.33219942,0.00021792484,0.00029306847,0.00045607338,0.001623828,0.00065705104,0.036243573],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990866,0.0004622699,0.000059263384,0.00014825027,0.00016420046,0.00007925048],"domain_scores_gemma":[0.99706155,0.0019889188,0.00034177728,0.00017400953,0.00029902384,0.00013476377],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017886576,0.0010246934,0.0013019169,0.0021472771,0.00088836683,0.0034362157,0.0020949855,0.0029740823,0.010232382],"category_scores_gemma":[0.0077323285,0.0007407389,0.0025289007,0.0032032675,0.0011015187,0.0031739136,0.0018335135,0.0022010931,0.0020811034],"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":[0.00002900553,0.00002255513,0.0008886393,0.000077671255,0.000042601878,0.00013506401,0.00018396211,0.7881417,0.00038092543,0.19002272,0.001360576,0.018714515],"study_design_scores_gemma":[0.0000038458834,0.0000067345927,0.000106466236,0.0000203287,0.0000061879127,0.000029908968,0.00001816704,0.9242313,0.000045423945,0.07289628,0.0026244312,0.000010845842],"about_ca_topic_score_codex":0.010448097,"about_ca_topic_score_gemma":0.0064471154,"teacher_disagreement_score":0.010448097,"about_ca_system_score_codex":0.0015463202,"about_ca_system_score_gemma":0.0009353613,"threshold_uncertainty_score":0.03423077},"labels":[],"label_agreement":null},{"id":"W1791172477","doi":"","title":"Discrete-Time Portfolio Optimization with Transaction Costs","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Transaction cost; Mathematical optimization; Risk aversion (psychology); Merton's portfolio problem; Stochastic control; Portfolio; Time horizon; Mathematics; Dimension (graph theory); Economics; Optimal control; Computer science; Mathematical economics; Portfolio optimization; Expected utility hypothesis; Microeconomics; Finance; Replicating portfolio","score_opus":0.005236331400476373,"score_gpt":0.18293048279405896,"score_spread":0.17769415139358258,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1791172477","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32871172,0.0022444122,0.6488523,0.0014508505,0.00019124954,0.00006538277,0.000112328424,0.0001041944,0.018267538],"genre_scores_gemma":[0.9816295,0.00032870824,0.013587551,0.00004837814,0.000030116293,0.000040878116,0.000040035084,0.000012477089,0.0042824172],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999087,0.000429657,0.000041472154,0.00012514899,0.00021049772,0.00010627599],"domain_scores_gemma":[0.9971929,0.002045327,0.00031823732,0.000099481615,0.00016611615,0.00017805114],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013584147,0.0006601089,0.0010827039,0.00037160062,0.00026941675,0.001991772,0.0008156434,0.0014155424,0.0018926383],"category_scores_gemma":[0.0059185657,0.00042366865,0.00060106633,0.00057289185,0.0013174546,0.001706313,0.0007704484,0.001398035,0.00011242272],"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":[0.000049865863,0.000028550234,0.0004203937,0.00003761242,0.000023778366,0.00011679235,0.000021174103,0.9550824,0.00044538965,0.04054685,0.00012921472,0.003097982],"study_design_scores_gemma":[0.000014804786,0.000022901386,0.00010314822,0.0000036297852,0.0000044290555,0.000014134277,0.0000072615685,0.9892018,0.00010361129,0.010377531,0.00014183151,0.000004953754],"about_ca_topic_score_codex":0.0037988091,"about_ca_topic_score_gemma":0.0015612124,"teacher_disagreement_score":0.0037988091,"about_ca_system_score_codex":0.0011243413,"about_ca_system_score_gemma":0.00085758354,"threshold_uncertainty_score":0.0081576705},"labels":[],"label_agreement":null},{"id":"W1794412261","doi":"10.1111/j.1467-9965.2010.00429.x","title":"DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE","year":2010,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","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":"Arbitrage; Economics; Econometrics; Interest rate; Covered interest arbitrage; Financial economics; Bond; Interest rate parity; Monetary economics; Finance","score_opus":0.024060385257637474,"score_gpt":0.2433557816223319,"score_spread":0.21929539636469442,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1794412261","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0805147,0.0021871221,0.7907436,0.0028170182,0.0006915392,0.000083301034,0.00051764416,0.00019206958,0.12225303],"genre_scores_gemma":[0.9376952,0.0027748602,0.043453913,0.00077721936,0.0009949465,0.00013643356,0.00074406026,0.0003352703,0.013088132],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9953917,0.0017040075,0.00041190328,0.0006616095,0.0013276374,0.00050309324],"domain_scores_gemma":[0.96615124,0.022983033,0.0029468979,0.0039516184,0.00305618,0.00091111026],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0069591347,0.00097126426,0.0011712433,0.0014661149,0.00072052353,0.0031672374,0.0015392973,0.0013651612,0.006649886],"category_scores_gemma":[0.046324454,0.0005988979,0.0018351479,0.00071854895,0.003998196,0.009510763,0.0029098534,0.007726302,0.0017278938],"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":[0.00005362032,0.000021153346,0.00038825138,0.000052815903,0.000014734849,0.00019680276,0.000078311925,0.01021404,0.0009964718,0.98251694,0.0010747445,0.0043920553],"study_design_scores_gemma":[0.000024839544,0.000025374964,0.00047319834,0.000049827817,0.000014086612,0.00031305567,0.000038902355,0.062180024,0.0018085258,0.93056554,0.004474386,0.0000322399],"about_ca_topic_score_codex":0.00067997444,"about_ca_topic_score_gemma":0.00039017329,"teacher_disagreement_score":0.0069591347,"about_ca_system_score_codex":0.00080144446,"about_ca_system_score_gemma":0.000928979,"threshold_uncertainty_score":0.0368039},"labels":[],"label_agreement":null},{"id":"W1799482306","doi":"10.1090/fic/044/04","title":"Four limit theorems for quadratic functionals of Brownian motion and Brownian bridge","year":2004,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"","keywords":"Brownian motion; Limit (mathematics); Brownian bridge; Brownian excursion; Quadratic equation; Quadratic variation; Mathematics; Bridge (graph theory); Statistical physics; Diffusion process; Mathematical analysis; Geometric Brownian motion; Mathematical physics; Physics; Classical mechanics; Geometry; Computer science; Statistics","score_opus":0.07855772757865495,"score_gpt":0.24469522671843302,"score_spread":0.16613749913977807,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1799482306","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04906561,0.0039401134,0.8818458,0.0035166426,0.0006659107,0.00014057852,0.0002220527,0.00035125247,0.06025219],"genre_scores_gemma":[0.61487186,0.0058014262,0.27428776,0.0022649225,0.001857588,0.0007480549,0.0007033258,0.00085346424,0.09861152],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9969702,0.00092726114,0.00023586747,0.00048435465,0.0009565852,0.00042559966],"domain_scores_gemma":[0.98557866,0.008550964,0.0008007238,0.0014348187,0.0026716872,0.00096310297],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01187298,0.0016011838,0.0013794675,0.005267969,0.0018017362,0.0054916255,0.0047445693,0.0033290456,0.010356831],"category_scores_gemma":[0.02907842,0.00090248015,0.0036928128,0.0025579238,0.0043967823,0.011444787,0.0044893413,0.0044283695,0.0017290307],"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":[0.000019393929,0.000026563426,0.00030777266,0.00006204081,0.000020805497,0.00007612396,0.0001542633,0.0015779022,0.00041025813,0.9873842,0.0014841295,0.008476504],"study_design_scores_gemma":[0.000015693213,0.00001908357,0.00035125946,0.00003864252,0.00002662267,0.00021587605,0.000052444626,0.031674165,0.0007519686,0.962984,0.003844975,0.000025118658],"about_ca_topic_score_codex":0.0011265224,"about_ca_topic_score_gemma":0.00079838483,"teacher_disagreement_score":0.01187298,"about_ca_system_score_codex":0.0028758722,"about_ca_system_score_gemma":0.0016498403,"threshold_uncertainty_score":0.06279105},"labels":[],"label_agreement":null},{"id":"W1817930680","doi":"10.2139/ssrn.1879109","title":"Seasonal Stochastic Volatility: Implications for the Pricing of Commodity Options","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Kellogg's (Canada)","funders":"","keywords":"Economics; Volatility (finance); Financial economics; Stochastic volatility; Commodity; Volatility smile; Implied volatility; Econometrics; SABR volatility model; Valuation of options; Finance","score_opus":0.04560795987973669,"score_gpt":0.24726911463827816,"score_spread":0.20166115475854146,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1817930680","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6332456,0.0064346674,0.3140351,0.017722819,0.0011538792,0.000044068078,0.00050661596,0.00022889707,0.026628455],"genre_scores_gemma":[0.99151564,0.001495671,0.00340506,0.00022403526,0.00038855325,0.000009176994,0.00009235843,0.00003708614,0.0028323967],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99972206,0.00008705587,0.0000192947,0.000054290005,0.00006718706,0.000050074526],"domain_scores_gemma":[0.99686855,0.0020144528,0.0004368154,0.00013499388,0.0003115013,0.00023373798],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013198018,0.00032160146,0.00063665916,0.00049123046,0.0005275287,0.0026935504,0.00072831206,0.0015431165,0.00401192],"category_scores_gemma":[0.0128664365,0.00035397004,0.0006586017,0.00097184646,0.0010229499,0.0027057878,0.0008487882,0.0015474153,0.00020393541],"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":[0.00010625319,0.000060002723,0.006035372,0.00007033974,0.000058756763,0.0005048839,0.00019915863,0.14332293,0.0025752615,0.82609814,0.0040863394,0.016882572],"study_design_scores_gemma":[0.000019250325,0.000018587263,0.002720211,0.000013196946,0.000021368322,0.00011952782,0.000102824444,0.50193954,0.00021353178,0.4936473,0.001160967,0.00002371704],"about_ca_topic_score_codex":0.0037336515,"about_ca_topic_score_gemma":0.0030324806,"teacher_disagreement_score":0.00401192,"about_ca_system_score_codex":0.00076565193,"about_ca_system_score_gemma":0.00086516823,"threshold_uncertainty_score":0.0134212375},"labels":[],"label_agreement":null},{"id":"W1820561535","doi":"10.2139/ssrn.2681249","title":"Optimal Investment Under Multi-Factor Stochastic Volatility","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Stochastic volatility; Econometrics; Economics; Volatility (finance); Financial economics","score_opus":0.04868807006512031,"score_gpt":0.2544511386179392,"score_spread":0.2057630685528189,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1820561535","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.64930046,0.0013064775,0.33097562,0.0042241453,0.00018491218,0.00006295924,0.00028238958,0.00026621157,0.013396934],"genre_scores_gemma":[0.9870989,0.00037066347,0.008624823,0.0000719795,0.0000625685,0.000020893202,0.00006371559,0.00003372157,0.003652748],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99945563,0.00020070032,0.000031004765,0.00012534115,0.00006322692,0.00012406247],"domain_scores_gemma":[0.9962213,0.0028011496,0.00046632826,0.00008647258,0.00016728301,0.00025729206],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014299422,0.0006348753,0.001432757,0.00049759966,0.00024610892,0.0020877905,0.0006495518,0.0019678327,0.0031184528],"category_scores_gemma":[0.008217423,0.00084807916,0.00057171116,0.0005171159,0.00088865554,0.0025388857,0.000936642,0.0011667729,0.00020723042],"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":[0.00029750617,0.000076512864,0.0017202225,0.00010840181,0.00009234329,0.00027207128,0.00005120641,0.84519213,0.0016464837,0.14008732,0.0010894898,0.009366229],"study_design_scores_gemma":[0.00005801286,0.000056818888,0.0005931931,0.000011150021,0.000022561542,0.00003937757,0.000024415698,0.9160278,0.00028604918,0.08266183,0.00020534381,0.000013417722],"about_ca_topic_score_codex":0.0021343932,"about_ca_topic_score_gemma":0.0013318019,"teacher_disagreement_score":0.0031184528,"about_ca_system_score_codex":0.0014940127,"about_ca_system_score_gemma":0.0012949198,"threshold_uncertainty_score":0.01083982},"labels":[],"label_agreement":null},{"id":"W1824218177","doi":"10.2139/ssrn.2611557","title":"Incomplete Stochastic Equilibria with Exponential Utilities: Close to Pareto Optimality","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Quest University Canada","funders":"","keywords":"Pareto principle; Mathematical economics; Exponential function; Lomax distribution; Mathematics; Mathematical optimization; Economics; Applied mathematics; Mathematical analysis","score_opus":0.034836662754860345,"score_gpt":0.24222520281970608,"score_spread":0.20738854006484575,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1824218177","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1929588,0.0025154192,0.708684,0.0071218875,0.00032984233,0.000249466,0.0007565814,0.00047549413,0.08690844],"genre_scores_gemma":[0.9180604,0.002322637,0.047408283,0.0011681659,0.0006071611,0.00045571642,0.00043579214,0.00031826244,0.029223528],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9958966,0.0020354558,0.00017067042,0.00059079094,0.00063283625,0.0006737181],"domain_scores_gemma":[0.9574751,0.03490985,0.0029069162,0.0014310287,0.0015296686,0.0017474088],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0071758935,0.002167265,0.0053164195,0.0028146626,0.0030175506,0.009579597,0.0037492604,0.00610756,0.013468073],"category_scores_gemma":[0.054778967,0.0024274774,0.002928767,0.003207756,0.0076238,0.010425346,0.006904181,0.00814979,0.0014152768],"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":[0.00007687657,0.000058832564,0.00016714395,0.000071353585,0.00004043746,0.00008798422,0.00011546429,0.026220486,0.00015168566,0.9690652,0.0018100694,0.0021343895],"study_design_scores_gemma":[0.00004779808,0.000014187389,0.0000765676,0.000023854513,0.000012056917,0.000038858896,0.000052156287,0.10002021,0.000049615475,0.8992827,0.00036609877,0.000015965372],"about_ca_topic_score_codex":0.0031886008,"about_ca_topic_score_gemma":0.0029045674,"teacher_disagreement_score":0.013468073,"about_ca_system_score_codex":0.004865623,"about_ca_system_score_gemma":0.003069234,"threshold_uncertainty_score":0.04505521},"labels":[],"label_agreement":null},{"id":"W1831254627","doi":"10.1109/icppw.2002.1039745","title":"Performance evaluation of parallel algorithms for pricing multidimensional financial derivatives","year":2003,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Computer science; Algorithm; Parallel computing; Finance; Economics","score_opus":0.07076536789795926,"score_gpt":0.2777040616982759,"score_spread":0.20693869380031663,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1831254627","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6099029,0.002048176,0.35714397,0.0011906856,0.00035962497,0.00034133272,0.0005706269,0.007508475,0.020934189],"genre_scores_gemma":[0.7236633,0.00067917677,0.27156165,0.00013087399,0.00006578505,0.0002328351,0.0008366071,0.00043767513,0.002392066],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998395,0.00052236766,0.0001331256,0.00017715216,0.00057996344,0.0001922741],"domain_scores_gemma":[0.9935523,0.0031345547,0.00034201023,0.00095448474,0.0016846027,0.0003319907],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023307432,0.0011300908,0.0010949043,0.0010585105,0.0010869706,0.0014217489,0.0018994568,0.0010945242,0.0029310528],"category_scores_gemma":[0.0089052785,0.00042051027,0.00063651026,0.0024871835,0.0009911295,0.001883402,0.0009231916,0.0010800317,0.0006594188],"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":[0.0010480947,0.00050451676,0.0041372105,0.0002657923,0.00014139728,0.00017020118,0.00021196126,0.8595455,0.006485458,0.014726356,0.00416541,0.108598106],"study_design_scores_gemma":[0.00009499592,0.00006903301,0.00027241625,0.000004726259,0.000010070682,0.000025702855,0.000030319203,0.9926479,0.0028843624,0.003329132,0.0006227727,0.000008608787],"about_ca_topic_score_codex":0.010732054,"about_ca_topic_score_gemma":0.0060149003,"teacher_disagreement_score":0.010732054,"about_ca_system_score_codex":0.0016195201,"about_ca_system_score_gemma":0.0022512763,"threshold_uncertainty_score":0.021339178},"labels":[],"label_agreement":null},{"id":"W1831591252","doi":"10.2139/ssrn.2065543","title":"Modeling and Pricing of Covariance and Correlation Swaps for Financial Markets with Semi-Markov Volatilities","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Covariance; Covariance and correlation; Markov chain; Econometrics; Financial economics; Correlation; Business; Economics; Mathematics; Statistics; Random variable; Multivariate random variable","score_opus":0.010955753387201655,"score_gpt":0.20113552384320424,"score_spread":0.1901797704560026,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1831591252","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.36726594,0.0014059261,0.62371427,0.0022808814,0.00012062681,0.00008448982,0.00028025717,0.000237907,0.0046097226],"genre_scores_gemma":[0.9747493,0.0007129965,0.018506028,0.000105220766,0.000121897916,0.00008282076,0.00017684665,0.00006744026,0.005477385],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989754,0.0004143655,0.000063983265,0.0001585856,0.00017180535,0.00021588382],"domain_scores_gemma":[0.99053127,0.0073426743,0.0009304695,0.00025194426,0.0004552955,0.0004883196],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004967121,0.0011651742,0.0022554714,0.0015467404,0.00090644654,0.003783514,0.0025329345,0.004080771,0.0027173958],"category_scores_gemma":[0.0153861325,0.0020138237,0.0023696315,0.0011545621,0.0025481451,0.0048071034,0.0017343592,0.0029853925,0.00022500342],"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":[0.00007745253,0.00006237473,0.0014565556,0.00003226932,0.00005820227,0.00012536503,0.00006714878,0.89370954,0.0006123784,0.10142568,0.00033158335,0.002041488],"study_design_scores_gemma":[0.000007316755,0.000004829028,0.00011406778,0.000001847416,0.000005020734,0.000009464423,0.0000034261425,0.99022573,0.000037630667,0.009552349,0.000031780168,0.0000065667077],"about_ca_topic_score_codex":0.017534643,"about_ca_topic_score_gemma":0.01427627,"teacher_disagreement_score":0.017534643,"about_ca_system_score_codex":0.0023801222,"about_ca_system_score_gemma":0.0030824523,"threshold_uncertainty_score":0.03486514},"labels":[],"label_agreement":null},{"id":"W1842328940","doi":"10.3968/j.sms.1923845220130601.105","title":"Maximization of Wealth in a Jump-Diffusion Model","year":2013,"lang":"en","type":"article","venue":"Studies in mathematical sciences","topic":"Stochastic processes and financial applications","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":"Jump diffusion; Martingale (probability theory); Portfolio; Maximization; Jump; Diffusion process; Bellman equation; Asset (computer security); Poisson process; Utility maximization; Mathematical optimization; Portfolio optimization; Jump process; Mathematics; Consumption (sociology); Econometrics; Function (biology); Mathematical economics; Economics; Poisson distribution; Computer science; Applied mathematics; Financial economics; Statistics","score_opus":0.10263010967666676,"score_gpt":0.31831515182169123,"score_spread":0.21568504214502449,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1842328940","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.26768786,0.0031745222,0.7061141,0.0034567714,0.00015644458,0.000106570325,0.00026955517,0.00013234589,0.018901814],"genre_scores_gemma":[0.97204936,0.0013123415,0.016055081,0.000105974796,0.00010209123,0.000089173875,0.000088199886,0.000033150805,0.010164692],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994024,0.00027775075,0.00002962485,0.00011643017,0.00008668478,0.00008701069],"domain_scores_gemma":[0.9989324,0.00070753886,0.00012749856,0.000031490523,0.00007849395,0.00012252884],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016110535,0.0007841693,0.0014075937,0.0006393693,0.0004165241,0.001774567,0.0010938315,0.001788461,0.0020037729],"category_scores_gemma":[0.0036177558,0.00052783045,0.00077009026,0.00062812783,0.0011152135,0.0027888068,0.0011589515,0.001117517,0.00016900578],"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":[0.00015244828,0.00009100004,0.0019702497,0.00026108636,0.00014063212,0.0006169576,0.00015590878,0.5337489,0.0040288577,0.45005614,0.0012949061,0.007483001],"study_design_scores_gemma":[0.00003278329,0.00004615942,0.00038569534,0.000018742703,0.0000325761,0.000044991513,0.000022139466,0.92363113,0.00022917974,0.07508716,0.00045098978,0.000018520173],"about_ca_topic_score_codex":0.0026478362,"about_ca_topic_score_gemma":0.001713279,"teacher_disagreement_score":0.0026478362,"about_ca_system_score_codex":0.0012127934,"about_ca_system_score_gemma":0.0009065601,"threshold_uncertainty_score":0.008799434},"labels":[],"label_agreement":null},{"id":"W1843049746","doi":"10.2139/ssrn.2470975","title":"Heston-Type Stochastic Volatility with a Markov Switching Regime","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Mount Royal University; University of Calgary","funders":"","keywords":"Stochastic volatility; Heston model; Markov chain; Volatility (finance); Econometrics; SABR volatility model; Economics; Mathematics; Statistics","score_opus":0.009972997055016105,"score_gpt":0.2048534718799361,"score_spread":0.19488047482492,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1843049746","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3882545,0.0015367718,0.5637559,0.003085394,0.00086974015,0.00018788814,0.00048165783,0.00051851885,0.04130968],"genre_scores_gemma":[0.9728075,0.0005596246,0.008102825,0.00025964767,0.00040083422,0.00006878929,0.00012402447,0.00005832812,0.017618435],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986008,0.00052210776,0.000072306684,0.00034818007,0.00024646,0.0002102268],"domain_scores_gemma":[0.9934918,0.004116318,0.0008250529,0.0004395643,0.0005319614,0.0005952809],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028976158,0.0009011419,0.0022332806,0.0013911978,0.0010191334,0.003560267,0.0015531635,0.0035632825,0.008022111],"category_scores_gemma":[0.0096146045,0.00094558665,0.0020227365,0.0010388008,0.0031473704,0.0036836085,0.0023587337,0.0036926616,0.0008434405],"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":[0.00012773578,0.00010345592,0.0015166533,0.000079839694,0.00013050009,0.0006504757,0.00017507146,0.052331537,0.0026255175,0.9362809,0.0017419488,0.004236346],"study_design_scores_gemma":[0.000094999836,0.000082836945,0.0011049056,0.000022313872,0.00006271727,0.00042670706,0.000045733337,0.6878496,0.00049258646,0.3090686,0.000672852,0.0000761576],"about_ca_topic_score_codex":0.0011617757,"about_ca_topic_score_gemma":0.00072089606,"teacher_disagreement_score":0.008022111,"about_ca_system_score_codex":0.0011222712,"about_ca_system_score_gemma":0.0009887499,"threshold_uncertainty_score":0.026836574},"labels":[],"label_agreement":null},{"id":"W1844420405","doi":"10.1109/cdc.1994.411403","title":"Large deviations of consistent parameter estimates in diffusions","year":2002,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"","keywords":"Martingale (probability theory); Mathematics; Applied mathematics; Large deviations theory; Convergence (economics); Estimation theory; Statistical physics; Algorithm; Statistics; Physics","score_opus":0.04325866908279866,"score_gpt":0.22669529268368074,"score_spread":0.1834366236008821,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1844420405","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.050718423,0.0011319018,0.9434806,0.00090555765,0.0000643191,0.00006083544,0.0001274292,0.00028468206,0.0032262213],"genre_scores_gemma":[0.78291315,0.002691528,0.19862515,0.0005655982,0.0003516214,0.0006703891,0.0007199156,0.00070049544,0.012762258],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99146676,0.0050929068,0.00046494263,0.001181574,0.0013899261,0.0004038018],"domain_scores_gemma":[0.8143772,0.15649247,0.010176671,0.0073616216,0.00950754,0.0020845],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.024039116,0.0015393199,0.0017257844,0.004822654,0.00085344614,0.0043398654,0.0024513425,0.0024341375,0.0034961398],"category_scores_gemma":[0.16344737,0.0015331513,0.0017420158,0.002009295,0.005910733,0.00639196,0.004517465,0.004676608,0.0006333016],"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":[0.00012448104,0.000045559053,0.004781725,0.00023783704,0.00021098381,0.00023298031,0.00048173583,0.14600672,0.0026267518,0.8208792,0.0014050062,0.02296705],"study_design_scores_gemma":[0.000023023842,0.000056167846,0.0012484739,0.00011129574,0.00002508123,0.0000957529,0.00004994005,0.58150345,0.0013219938,0.41463938,0.0008748546,0.0000505548],"about_ca_topic_score_codex":0.001986976,"about_ca_topic_score_gemma":0.0012913278,"teacher_disagreement_score":0.024039116,"about_ca_system_score_codex":0.0026560617,"about_ca_system_score_gemma":0.0015079424,"threshold_uncertainty_score":0.12713253},"labels":[],"label_agreement":null},{"id":"W1850616657","doi":"10.1016/j.jeca.2009.01.005","title":"Common Factors and Causality in the Dynamics of Implied Volatility Surfaces: Evidence from the FX OTC Market","year":2009,"lang":"en","type":"article","venue":"The Journal of Economic Asymmetries","topic":"Stochastic processes and financial applications","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":"Econometrics; Volatility (finance); Economics; Currency; Financial economics; Monetary economics","score_opus":0.04047146731174657,"score_gpt":0.2593159614861178,"score_spread":0.21884449417437124,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1850616657","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9951132,0.00026418752,0.0019777517,0.000362914,0.000007119199,0.0000073722895,0.00018235625,0.000032368484,0.0020528054],"genre_scores_gemma":[0.9993082,0.000118478754,0.00021200896,0.000009138087,0.000010142179,0.0000018114554,0.00015467624,0.000007552109,0.00017793485],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99942017,0.00016083638,0.00007376841,0.00011979448,0.00013459031,0.00009083401],"domain_scores_gemma":[0.97400564,0.017196417,0.005123066,0.001983129,0.0012038028,0.00048799766],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031055713,0.0003289723,0.00075492705,0.0011648013,0.00061521854,0.0032329024,0.00065630773,0.001419339,0.006984154],"category_scores_gemma":[0.03170323,0.00047272714,0.0005338539,0.0012935398,0.0013854093,0.0030440558,0.00095579337,0.0015786655,0.00044017177],"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":[0.0026792309,0.0004030701,0.72292006,0.00019340069,0.00051221333,0.0010870434,0.0030462504,0.04067603,0.003948805,0.14335783,0.0040155384,0.077160545],"study_design_scores_gemma":[0.0005022499,0.0002678394,0.68949646,0.000088131084,0.00047170316,0.00049920805,0.0017724008,0.14538583,0.0020294928,0.15570244,0.0036473866,0.0001368001],"about_ca_topic_score_codex":0.012117069,"about_ca_topic_score_gemma":0.005672027,"teacher_disagreement_score":0.012117069,"about_ca_system_score_codex":0.000727192,"about_ca_system_score_gemma":0.00062048057,"threshold_uncertainty_score":0.024093032},"labels":[],"label_agreement":null},{"id":"W185950087","doi":"10.1007/978-1-4899-7442-6_2","title":"Stochastic Volatility or Stochastic Central Tendency: Evidence from a Hidden Markov Model of the Short-Term Interest Rate","year":2014,"lang":"en","type":"book-chapter","venue":"International series in management science/operations research/International series in operations research & management science","topic":"Stochastic processes and financial applications","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 Calgary; University of Saskatchewan","funders":"","keywords":"Stochastic volatility; Econometrics; Markov chain; Economics; Term (time); Rendleman–Bartter model; Hidden Markov model; Volatility (finance); Mathematics; Computer science; Statistics; Artificial intelligence; Physics","score_opus":0.1336377603128523,"score_gpt":0.3668231467012714,"score_spread":0.23318538638841912,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W185950087","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9572129,0.0030669551,0.028105319,0.0029891767,0.0001232085,0.0000123133395,0.00045259015,0.00013871028,0.0078988625],"genre_scores_gemma":[0.99512625,0.001464838,0.0019245405,0.000099202,0.0001266371,0.0000046750633,0.0003534228,0.00004106254,0.00085924135],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996902,0.00011528021,0.00003461643,0.00006142932,0.000068316316,0.000030236008],"domain_scores_gemma":[0.97643423,0.0200916,0.0017539428,0.0009648968,0.000523704,0.00023166489],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027297894,0.0003915678,0.00069189916,0.00071382185,0.00030214063,0.0019855318,0.0011204766,0.0011079938,0.0044377367],"category_scores_gemma":[0.021554718,0.00046243556,0.00075438013,0.0009440828,0.0011247032,0.0024140887,0.00073927204,0.0019204452,0.00041536608],"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":[0.0034327707,0.000675232,0.2362579,0.0008281822,0.0020574979,0.0023424728,0.0022681246,0.18028454,0.015822355,0.31849018,0.016857706,0.22068301],"study_design_scores_gemma":[0.00020007508,0.00025934246,0.12189486,0.0001834431,0.00043377068,0.0006438995,0.0005524219,0.39958507,0.0029041918,0.47026986,0.002933461,0.00013963324],"about_ca_topic_score_codex":0.002219131,"about_ca_topic_score_gemma":0.001855678,"teacher_disagreement_score":0.0044377367,"about_ca_system_score_codex":0.00035366998,"about_ca_system_score_gemma":0.00035717164,"threshold_uncertainty_score":0.014845729},"labels":[],"label_agreement":null},{"id":"W1866339445","doi":"10.1139/cjce-2014-0135","title":"On the distribution of a river flow at the time of the next increase","year":2015,"lang":"en","type":"article","venue":"Canadian Journal of Civil Engineering","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"","keywords":"Flow (mathematics); Distribution (mathematics); Poisson distribution; Environmental science; Hydrology (agriculture); Diffusion; Poisson process; Process (computing); Mechanics; Mathematics; Statistical physics; Geology; Statistics; Geotechnical engineering; Computer science; Physics; Mathematical analysis; Thermodynamics","score_opus":0.016651373813367558,"score_gpt":0.1642222610189451,"score_spread":0.14757088720557754,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1866339445","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.80925345,0.0007389344,0.17914271,0.0015462814,0.00008571237,0.00006569164,0.0013712371,0.00030026576,0.0074957344],"genre_scores_gemma":[0.9849347,0.0010582053,0.008273589,0.00008547944,0.000107939966,0.00003838491,0.0010725723,0.0000825854,0.0043466035],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999527,0.0001329348,0.00001814045,0.00013978293,0.000082997736,0.00009915942],"domain_scores_gemma":[0.9874314,0.009980985,0.0008661426,0.00038267224,0.0009646177,0.00037419252],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028007885,0.00033259063,0.00066169555,0.0021388219,0.00045318442,0.0020433879,0.0012013265,0.0010337909,0.007134739],"category_scores_gemma":[0.017796136,0.00040117803,0.0009234767,0.0016723195,0.0017980789,0.0022523939,0.0006556142,0.0013496624,0.0005963529],"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":[0.00041865022,0.00006664593,0.046822984,0.00010797398,0.00013563718,0.00080334395,0.00026359755,0.8217371,0.0022911488,0.09954261,0.0023575379,0.025452815],"study_design_scores_gemma":[0.00002099495,0.000043747386,0.013153933,0.00003715421,0.00003223848,0.00011918453,0.00013875632,0.9695238,0.0005561424,0.015791591,0.00053832616,0.000044073433],"about_ca_topic_score_codex":0.04082236,"about_ca_topic_score_gemma":0.02304933,"teacher_disagreement_score":0.04082236,"about_ca_system_score_codex":0.0017792162,"about_ca_system_score_gemma":0.0011927538,"threshold_uncertainty_score":0.081169486},"labels":[],"label_agreement":null},{"id":"W188136771","doi":"10.1016/b978-0-12-415875-7.00001-4","title":"The Effectiveness of Option Pricing Models During Financial Crises","year":2012,"lang":"en","type":"book-chapter","venue":"Elsevier eBooks","topic":"Stochastic processes and financial applications","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":"Lakehead University","funders":"","keywords":"Economics; Financial economics; Business; Finance","score_opus":0.025908945205573377,"score_gpt":0.21846050664991393,"score_spread":0.19255156144434055,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W188136771","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.59637094,0.018580241,0.25073078,0.017851248,0.0013852047,0.000063297506,0.00093961944,0.0014364205,0.112642266],"genre_scores_gemma":[0.9820455,0.0031929598,0.009146195,0.000129343,0.00032987303,0.000022442815,0.00021675711,0.00013860104,0.0047782757],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989453,0.00071258843,0.000052119995,0.000080875434,0.00014680755,0.00006224634],"domain_scores_gemma":[0.98676085,0.011418881,0.00049588375,0.00045203205,0.00052590854,0.00034639533],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003948427,0.0007976974,0.00097391254,0.00088395673,0.000602701,0.0043183006,0.0008962383,0.0027282552,0.006067754],"category_scores_gemma":[0.028260311,0.0005409198,0.00062383496,0.0011051012,0.0010973786,0.00594949,0.0011022283,0.0020394188,0.0005885482],"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":[0.0008288948,0.00020774083,0.00842446,0.00021949192,0.00014852827,0.0005230255,0.0006169732,0.48698953,0.0013613607,0.39004093,0.012227104,0.098412044],"study_design_scores_gemma":[0.00004490593,0.000048099635,0.0013505258,0.000045203567,0.000030992436,0.0000800815,0.00016869792,0.7240139,0.00023626862,0.27195236,0.0020033652,0.00002558736],"about_ca_topic_score_codex":0.0035635927,"about_ca_topic_score_gemma":0.00180397,"teacher_disagreement_score":0.006067754,"about_ca_system_score_codex":0.0008794021,"about_ca_system_score_gemma":0.0007253575,"threshold_uncertainty_score":0.020881474},"labels":[],"label_agreement":null},{"id":"W1885757723","doi":"10.1002/cpe.2824","title":"Graphics processing unit pricing of exotic cross‐currency interest rate derivatives with a foreign exchange volatility skew model","year":2012,"lang":"en","type":"article","venue":"Concurrency and Computation Practice and Experience","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"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; University of Waterloo","funders":"","keywords":"Discretization; Computer science; Skew; Graphics processing unit; Parallel computing; Interest rate derivative; Swap (finance); Graphics; Local volatility; Volatility (finance); Computational science; Stochastic volatility; Econometrics; Interest rate; Mathematics; Economics; Computer graphics (images); Finance","score_opus":0.12135542150946166,"score_gpt":0.33009971055984977,"score_spread":0.2087442890503881,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1885757723","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.41542917,0.00032774307,0.5598745,0.0007086055,0.0001861628,0.000054578253,0.000118643584,0.0006051674,0.022695422],"genre_scores_gemma":[0.92876065,0.00010540295,0.06774426,0.00006895363,0.000026254316,0.000029154646,0.00007659676,0.000071704664,0.0031170028],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99982625,0.00006126111,0.0000073726524,0.000016754884,0.000063043146,0.000025302788],"domain_scores_gemma":[0.99971634,0.00009949681,0.000032279557,0.000054153283,0.00006259692,0.000035096215],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00034944862,0.00032683718,0.00055592746,0.00021107154,0.00028575215,0.0007762793,0.0005936456,0.0005082989,0.0020822762],"category_scores_gemma":[0.0011422286,0.00018298687,0.00048078457,0.0004216326,0.00047638488,0.00049910595,0.0006117346,0.0008105951,0.00020563591],"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":[0.000117972086,0.00003422611,0.0013956997,0.000020410465,0.000021351872,0.00024569628,0.000036888854,0.94498456,0.0059005874,0.033609297,0.0013710167,0.012262273],"study_design_scores_gemma":[0.000005172944,0.000004605978,0.00006901259,5.674163e-7,8.588731e-7,0.0000075015014,0.0000020650898,0.99783283,0.0003938541,0.0014518199,0.00023039304,0.0000013496065],"about_ca_topic_score_codex":0.0059967646,"about_ca_topic_score_gemma":0.0034408758,"teacher_disagreement_score":0.0059967646,"about_ca_system_score_codex":0.00056008634,"about_ca_system_score_gemma":0.000704955,"threshold_uncertainty_score":0.01192373},"labels":[],"label_agreement":null},{"id":"W1886933190","doi":"10.2139/ssrn.757307","title":"Wishart Quadratic Term Structure Models","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":97,"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; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Term (time); Wishart distribution; Mathematics; Quadratic equation; Statistics; Physics; Geometry; Multivariate statistics","score_opus":0.014629704209798406,"score_gpt":0.20745922118436,"score_spread":0.1928295169745616,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1886933190","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.032040656,0.0016012855,0.95542264,0.0012437259,0.00020594205,0.00003966195,0.00057992066,0.00057997985,0.008286088],"genre_scores_gemma":[0.8111043,0.002705379,0.08947086,0.00071463635,0.0008261923,0.00023215011,0.0022863913,0.0006342489,0.09202581],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99866855,0.0005403025,0.00006936294,0.0002477817,0.00031244705,0.00016155432],"domain_scores_gemma":[0.9928515,0.004504127,0.00090160745,0.0005922283,0.00085587543,0.0002946997],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002726997,0.0011524573,0.0017361878,0.0013540759,0.00069765636,0.003474215,0.0024097678,0.003125483,0.008256318],"category_scores_gemma":[0.013435047,0.0010297382,0.0013516993,0.0024820713,0.0011442008,0.004021405,0.0014244688,0.002612696,0.0029832684],"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":[0.00015186153,0.00010552308,0.0014009448,0.00013370915,0.00012467855,0.00023254732,0.00009798131,0.29996133,0.0013796125,0.6650805,0.0058864895,0.025444772],"study_design_scores_gemma":[0.000016540462,0.000022881697,0.0002953676,0.000010127426,0.00002736599,0.00006673395,0.000009058172,0.8474353,0.00022118232,0.15045987,0.001410042,0.000025519343],"about_ca_topic_score_codex":0.003982637,"about_ca_topic_score_gemma":0.0035188426,"teacher_disagreement_score":0.008256318,"about_ca_system_score_codex":0.0009859354,"about_ca_system_score_gemma":0.0009963048,"threshold_uncertainty_score":0.027620137},"labels":[],"label_agreement":null},{"id":"W188796024","doi":"10.1023/a:1009624428252","title":"Option Bounds and the Pricing of the Volatility Smile","year":2000,"lang":"en","type":"article","venue":"Review of Derivatives Research","topic":"Stochastic processes and financial applications","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":"University of Ottawa; TD Bank Group","funders":"","keywords":"Valuation of options; Econometrics; Mathematics; Economics","score_opus":0.06569992241158569,"score_gpt":0.3315992354821463,"score_spread":0.26589931307056064,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W188796024","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06451947,0.14503196,0.7299718,0.0120571125,0.0014400654,0.000025339701,0.0002780413,0.00022798555,0.04644815],"genre_scores_gemma":[0.89264905,0.058849487,0.030370258,0.00078749284,0.004473058,0.00006149226,0.0002495208,0.0001224592,0.012437272],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982222,0.00079977757,0.00011348008,0.00021993821,0.00051291013,0.00013164723],"domain_scores_gemma":[0.9871383,0.009855466,0.0010401047,0.0005826773,0.00092119735,0.00046226647],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0036641594,0.0011069683,0.001823513,0.0021382407,0.0007979859,0.006082412,0.0015912736,0.003097187,0.004175874],"category_scores_gemma":[0.024140755,0.000694503,0.00089872297,0.0025033928,0.004568685,0.008442884,0.0019402972,0.0045545525,0.00056792976],"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":[0.000025635232,0.0000108165705,0.0002525401,0.00008157604,0.00002945275,0.000069086265,0.000052528398,0.02249753,0.00035659914,0.9668218,0.001113506,0.008688961],"study_design_scores_gemma":[0.0000038944318,0.0000061298515,0.00016940541,0.000035140558,0.0000055716782,0.000041036365,0.000009399953,0.03419809,0.000074095035,0.9638101,0.0016339633,0.0000131941815],"about_ca_topic_score_codex":0.001694008,"about_ca_topic_score_gemma":0.000925888,"teacher_disagreement_score":0.006082412,"about_ca_system_score_codex":0.0012799095,"about_ca_system_score_gemma":0.0009936757,"threshold_uncertainty_score":0.019378185},"labels":[],"label_agreement":null},{"id":"W1892940474","doi":"10.1109/cifer.1998.690130","title":"The risk premium of volatility implicit in currency options","year":2002,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Stochastic volatility; Econometrics; Economics; Implied volatility; Variance risk premium; Volatility smile; Volatility (finance); Forward volatility; Variance (accounting); Risk premium; Heston model; Foreign exchange market; Foreign exchange risk; Currency; Market risk; Exchange rate; Financial economics; Volatility risk premium; Monetary economics; SABR volatility model","score_opus":0.028666629063524636,"score_gpt":0.2232833462991454,"score_spread":0.19461671723562077,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1892940474","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9774161,0.000521245,0.013139293,0.00066824676,0.000033304605,0.0000058063124,0.000029841472,0.000053142547,0.008132959],"genre_scores_gemma":[0.9989711,0.00009350516,0.0003009031,0.000016848055,0.00002758585,0.0000010753953,0.000014992245,0.000003927935,0.0005698901],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99963915,0.0000729253,0.000022264856,0.000050376577,0.0001600369,0.000055259454],"domain_scores_gemma":[0.9964265,0.0022876337,0.00063094025,0.0002710407,0.00021867768,0.00016509807],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00091877684,0.00017965777,0.0003169922,0.00040767493,0.00017151675,0.0015791684,0.00033416133,0.0007523631,0.0030876466],"category_scores_gemma":[0.012966242,0.00016597184,0.00022756979,0.00026007235,0.00070353213,0.0015869712,0.00083168596,0.0010972279,0.00015058435],"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":[0.00050402427,0.00025681593,0.1082358,0.00023105786,0.00015232312,0.0020511914,0.0021272139,0.03751111,0.025183918,0.7257425,0.0017630765,0.09624094],"study_design_scores_gemma":[0.00006439119,0.00020534148,0.15914826,0.0000851813,0.00012319848,0.0016309586,0.00067135465,0.14625618,0.0063951975,0.6805031,0.004837732,0.00007916167],"about_ca_topic_score_codex":0.00032120314,"about_ca_topic_score_gemma":0.00030977183,"teacher_disagreement_score":0.0030876466,"about_ca_system_score_codex":0.00035543877,"about_ca_system_score_gemma":0.0002229361,"threshold_uncertainty_score":0.010329187},"labels":[],"label_agreement":null},{"id":"W1894494774","doi":"10.1142/s0219024915500181","title":"PRICING TWO-ASSET BARRIER OPTIONS UNDER STOCHASTIC CORRELATION VIA PERTURBATION","year":2015,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Stochastic volatility; Barrier option; Covariance; Econometrics; Perturbation (astronomy); Stochastic process; Mathematics; Mathematical optimization; Economics; Applied mathematics; Volatility (finance); Computer science; Physics; Statistics","score_opus":0.015477096425795079,"score_gpt":0.23940984663795725,"score_spread":0.22393275021216216,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1894494774","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13081218,0.00039731644,0.8630572,0.0004208987,0.00010137072,0.00004158564,0.000033742825,0.00016993149,0.0049657547],"genre_scores_gemma":[0.9431274,0.0004028732,0.052080784,0.00010548652,0.00007587931,0.000063970074,0.000042512504,0.00008229915,0.0040186364],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994155,0.00034009345,0.000016963433,0.00004173667,0.0001494441,0.00003630352],"domain_scores_gemma":[0.99887806,0.00072931586,0.00013383312,0.000066702065,0.00009310068,0.0000989031],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009782088,0.0006612228,0.0007620048,0.00046553247,0.00027565626,0.0014645339,0.0005707192,0.0011817495,0.0013646978],"category_scores_gemma":[0.0037237727,0.00030494746,0.000723437,0.0005299205,0.0012671123,0.001922275,0.0014435353,0.0014515395,0.0002142954],"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":[0.000100102625,0.000047275527,0.0005914885,0.00006604093,0.000056630088,0.0004966806,0.00007350947,0.717293,0.009941251,0.26402092,0.0004217968,0.0068912413],"study_design_scores_gemma":[0.000005156966,0.000013478441,0.00004616914,0.0000019659224,0.000002324888,0.000029240375,0.00000361001,0.9768494,0.00033502872,0.022598917,0.000108913686,0.000005848024],"about_ca_topic_score_codex":0.0008832499,"about_ca_topic_score_gemma":0.00038613056,"teacher_disagreement_score":0.0014645339,"about_ca_system_score_codex":0.0004493298,"about_ca_system_score_gemma":0.0005718387,"threshold_uncertainty_score":0.005173266},"labels":[],"label_agreement":null},{"id":"W1897562833","doi":"10.2139/ssrn.1619989","title":"A Simple Discretization Scheme for Nonnegative Diffusion Processes, with Applications to Option Pricing","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Université du Québec à Montréal; HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada; Fonds Québécois de la Recherche sur la Nature et les Technologies","keywords":"Discretization; Simple (philosophy); Scheme (mathematics); Diffusion; Applied mathematics; Mathematics; Valuation of options; Mathematical optimization; Statistical physics; Mathematical economics; Computer science; Econometrics; Mathematical analysis; Physics; Thermodynamics","score_opus":0.009597991516559596,"score_gpt":0.2324822876959709,"score_spread":0.2228842961794113,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1897562833","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00935201,0.00021788565,0.9872366,0.00023864447,0.00023779979,0.000054745036,0.000063940584,0.0000994913,0.0024988805],"genre_scores_gemma":[0.2232206,0.00042006877,0.76870346,0.00021888483,0.00013878566,0.00019130114,0.0001657507,0.00012450268,0.0068166344],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99961025,0.00017999054,0.000035172397,0.000038697355,0.00011212817,0.000023839748],"domain_scores_gemma":[0.9987141,0.0006518341,0.0000759131,0.00019756684,0.000220004,0.00014055676],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014886071,0.00047105175,0.00077641616,0.00046389876,0.0006096192,0.00125764,0.0012572118,0.0017110565,0.003356934],"category_scores_gemma":[0.0046475953,0.00031819878,0.00068866316,0.0007760822,0.0010584263,0.00132872,0.0014977868,0.001698445,0.00062249776],"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":[0.0002245414,0.0002312549,0.0011676716,0.00019135393,0.00005438934,0.0002700621,0.00021561423,0.33484545,0.016155766,0.52888185,0.0044252924,0.11333677],"study_design_scores_gemma":[0.000028213879,0.00001836131,0.000049696435,0.000008757582,0.0000042004353,0.000031960088,0.000007347511,0.9539038,0.00034773437,0.04381826,0.0017695451,0.000012150005],"about_ca_topic_score_codex":0.002149659,"about_ca_topic_score_gemma":0.003185527,"teacher_disagreement_score":0.003356934,"about_ca_system_score_codex":0.00062397175,"about_ca_system_score_gemma":0.0009138606,"threshold_uncertainty_score":0.0112300515},"labels":[],"label_agreement":null},{"id":"W1909438621","doi":"","title":"Forecasting Stochastic Volatility Using the Kalman Filter: An Application to Canadian Interest Rates and Price-Earnings ratio","year":2010,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Stochastic volatility; Econometrics; Volatility (finance); Autoregressive conditional heteroskedasticity; Kalman filter; Economics; Forward volatility; Rendleman–Bartter model; Constant elasticity of variance model; Volatility smile; Implied volatility; Autoregressive model; SABR volatility model; Interest rate; Mathematics; Statistics; Finance","score_opus":0.0765992084749793,"score_gpt":0.30958195234766595,"score_spread":0.23298274387268664,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1909438621","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.31384748,0.0013737705,0.67148,0.0016441942,0.00015074087,0.00009879541,0.000782747,0.002281644,0.008340555],"genre_scores_gemma":[0.898105,0.0009160808,0.098523185,0.00006486579,0.000044364875,0.000030256699,0.00034738556,0.000060481234,0.0019083436],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99968445,0.00006610875,0.000017124303,0.00006323609,0.00011883755,0.000050280178],"domain_scores_gemma":[0.99932575,0.00038961682,0.000049718794,0.000031251922,0.00017981978,0.00002396543],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013248804,0.00055719214,0.00055345526,0.00074173027,0.0007660883,0.0008254471,0.00074403675,0.00075693434,0.0009644907],"category_scores_gemma":[0.0049104453,0.00023512056,0.0004992589,0.0012895984,0.0002855713,0.0006501011,0.00036960145,0.0005471222,0.000096527656],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0001056719,0.0000420151,0.010351103,0.0000693304,0.00007711482,0.0001286615,0.00019242273,0.85053384,0.0017261712,0.01415513,0.0017327117,0.12088584],"study_design_scores_gemma":[0.0000088334245,0.0000076277756,0.0019348259,0.0000049577257,0.000010241951,0.0000084510475,0.000016736953,0.9954993,0.00052342255,0.0013171466,0.0006525486,0.000015886419],"about_ca_topic_score_codex":0.7620372,"about_ca_topic_score_gemma":0.6151556,"teacher_disagreement_score":0.23796278,"about_ca_system_score_codex":0.0027176465,"about_ca_system_score_gemma":0.005002325,"threshold_uncertainty_score":0.47872835},"labels":[],"label_agreement":null},{"id":"W1910784921","doi":"10.2139/ssrn.1275872","title":"Closed Forms for European Options in a Local Volatility Model","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Thomson Reuters (Canada)","funders":"","keywords":"Local volatility; Volatility (finance); Econometrics; Financial economics; Implied volatility; Economics; Business","score_opus":0.02661432222228492,"score_gpt":0.2268140581002962,"score_spread":0.2001997358780113,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1910784921","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06474154,0.0017024913,0.91473264,0.0019254223,0.00012370382,0.000054970664,0.00026198514,0.00024831167,0.016208842],"genre_scores_gemma":[0.8661165,0.0023925179,0.0872718,0.00053475215,0.00030694166,0.00037946284,0.0007869359,0.00042743812,0.041783568],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99870205,0.0007309694,0.000063006206,0.0002062024,0.000175292,0.00012258544],"domain_scores_gemma":[0.9933154,0.004706322,0.000598586,0.0003163277,0.00061149616,0.00045194675],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0041437596,0.0012274863,0.0018620624,0.0013518467,0.00080633716,0.0045535015,0.002218409,0.0032454082,0.008677495],"category_scores_gemma":[0.014487435,0.0007677806,0.0013870173,0.0016444331,0.002465988,0.0055441507,0.0024409855,0.0034058464,0.0010078432],"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":[0.000028987752,0.00003753452,0.00026537478,0.000050446066,0.000032069813,0.00017292985,0.00012564739,0.11813865,0.00042224725,0.8741707,0.0014113142,0.0051441933],"study_design_scores_gemma":[0.00001808846,0.000011647421,0.000099037345,0.000022203823,0.000012409072,0.0000654966,0.000037041842,0.70618284,0.000102930026,0.29248863,0.0009400086,0.000019664556],"about_ca_topic_score_codex":0.0038163716,"about_ca_topic_score_gemma":0.003307972,"teacher_disagreement_score":0.008677495,"about_ca_system_score_codex":0.00160964,"about_ca_system_score_gemma":0.0016719056,"threshold_uncertainty_score":0.029029071},"labels":[],"label_agreement":null},{"id":"W1910830464","doi":"10.2139/ssrn.1562685","title":"Efficient Construction of Robust Hedging Strategies Under Jump Models","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Jump; Econometrics; Computer science; Economics; Physics","score_opus":0.017277825188048917,"score_gpt":0.21167713132657273,"score_spread":0.19439930613852383,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1910830464","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.031114345,0.00013863682,0.9673881,0.000085225256,0.000019216297,0.000040438026,0.00006788247,0.0002171071,0.0009291358],"genre_scores_gemma":[0.71307707,0.0003974253,0.28225523,0.0000929079,0.00006999386,0.00017949642,0.0005200458,0.00019513941,0.0032127919],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992867,0.00029185097,0.000055792603,0.00012897539,0.00015562163,0.00008115484],"domain_scores_gemma":[0.99588805,0.0029421437,0.0003616216,0.0003706533,0.00023650631,0.00020106364],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022811866,0.0009373374,0.0015066392,0.0010509249,0.0003031881,0.0017004124,0.0013059884,0.0016977531,0.0024027731],"category_scores_gemma":[0.00816681,0.0010071133,0.0011446604,0.00064588775,0.00081148656,0.0016469478,0.0021919466,0.0017291683,0.0003820915],"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":[0.00023128693,0.00012290564,0.0011415762,0.0001659298,0.0001296064,0.0002033736,0.00014596965,0.67310405,0.010531041,0.24337855,0.0010326194,0.06981308],"study_design_scores_gemma":[0.000013058795,0.000037488957,0.00010155667,0.0000070370097,0.000008995753,0.000015485077,0.0000057588964,0.9476892,0.0007804069,0.051114433,0.00021846824,0.0000080453665],"about_ca_topic_score_codex":0.0005358929,"about_ca_topic_score_gemma":0.0004846134,"teacher_disagreement_score":0.0024027731,"about_ca_system_score_codex":0.0005945978,"about_ca_system_score_gemma":0.0009354914,"threshold_uncertainty_score":0.0120642185},"labels":[],"label_agreement":null},{"id":"W1921068018","doi":"10.1111/mafi.12048","title":"OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH","year":2013,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":71,"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","keywords":"Volume-weighted average price; Stochastic control; Econometrics; Position (finance); Trading strategy; Order (exchange); Mathematical optimization; Algorithmic trading; Economics; Optimal control; Computer science; Mathematics; Stock market; Financial economics; Market maker; Finance","score_opus":0.01715523925042848,"score_gpt":0.20713671681209508,"score_spread":0.1899814775616666,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1921068018","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0514349,0.00044798592,0.93881565,0.0012354775,0.000120833574,0.00007211925,0.00009818895,0.00013499077,0.0076399264],"genre_scores_gemma":[0.9517008,0.0004560295,0.039927322,0.00019170523,0.000113006674,0.00017547574,0.00011469195,0.00008430957,0.007236588],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99903846,0.00030497246,0.000046016783,0.00020101221,0.00024857468,0.00016104689],"domain_scores_gemma":[0.99741083,0.001354416,0.0005485303,0.00008578224,0.00038220294,0.00021840348],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025147398,0.0010278109,0.001601616,0.0011288422,0.0006021053,0.002335786,0.0015312977,0.0018085636,0.0029577664],"category_scores_gemma":[0.0064140814,0.0009180584,0.000895436,0.0006896921,0.002544816,0.0016680808,0.0016794085,0.001655353,0.00020425337],"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":[0.000036265552,0.000029815417,0.00023892296,0.000032944165,0.00002686282,0.0000584456,0.000030242456,0.9499896,0.0010117153,0.045146495,0.00025948253,0.003139266],"study_design_scores_gemma":[0.0000052037913,0.000013170571,0.00004009,0.0000027641158,0.0000035454198,0.0000023428452,0.000003873792,0.9946702,0.00007775037,0.0050872685,0.00008910622,0.0000045307575],"about_ca_topic_score_codex":0.012521728,"about_ca_topic_score_gemma":0.0058422755,"teacher_disagreement_score":0.012521728,"about_ca_system_score_codex":0.0020968434,"about_ca_system_score_gemma":0.002739983,"threshold_uncertainty_score":0.024897635},"labels":[],"label_agreement":null},{"id":"W1923812113","doi":"10.1002/9781118445112.stat04710","title":"Derivative Pricing, Numerical Methods","year":2014,"lang":"en","type":"other","venue":"Wiley StatsRef: Statistics Reference Online","topic":"Stochastic processes and financial applications","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":"Stochastic game; Valuation (finance); Valuation of options; Computer science; Black–Scholes model; Mathematical economics; Range (aeronautics); Context (archaeology); Exotic option; Numerical analysis; Mathematical optimization; Applied mathematics; Mathematics; Econometrics; Economics; Finance","score_opus":0.05775410877082613,"score_gpt":0.333947572504102,"score_spread":0.27619346373327586,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1923812113","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0012486754,0.0077632233,0.95830303,0.0027947777,0.0007125283,0.00009220514,0.00020380312,0.00038924356,0.028492536],"genre_scores_gemma":[0.14505464,0.016178034,0.79398817,0.0012861625,0.0024169667,0.0006458402,0.00048087016,0.0007505676,0.039198816],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99695945,0.0013361747,0.00019404662,0.00029263055,0.0011405634,0.00007707137],"domain_scores_gemma":[0.99423885,0.0033932761,0.0004185584,0.0008359225,0.00096631615,0.00014710397],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004131419,0.0010679506,0.0011031801,0.0026003416,0.000823401,0.003749989,0.0014492163,0.0024353932,0.013945006],"category_scores_gemma":[0.018161887,0.00054729875,0.0008625786,0.0031275337,0.003702288,0.0029282463,0.002476829,0.0037617127,0.004810871],"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":[0.000019100737,0.00004472489,0.00043928507,0.00034235284,0.000030351164,0.00010250105,0.00011780012,0.05526225,0.0006197976,0.8319358,0.013146888,0.097938985],"study_design_scores_gemma":[0.00002337519,0.000015494606,0.00021272368,0.00020014723,0.00000956204,0.0001257743,0.000038273192,0.1925148,0.00045889328,0.74693346,0.05944052,0.00002696196],"about_ca_topic_score_codex":0.0025343494,"about_ca_topic_score_gemma":0.0013722975,"teacher_disagreement_score":0.013945006,"about_ca_system_score_codex":0.0013638968,"about_ca_system_score_gemma":0.0019564554,"threshold_uncertainty_score":0.046650708},"labels":[],"label_agreement":null},{"id":"W1927419201","doi":"10.3150/16-bej819","title":"Randomized pivots for means of short and long memory linear processes","year":2017,"lang":"en","type":"article","venue":"Bernoulli","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Completely randomized design; Inference; Population; Limit (mathematics); Randomized controlled trial; Randomized algorithm; Applied mathematics; Statistics; Algorithm; Mathematical analysis; Artificial intelligence; Computer science","score_opus":0.04816482837727109,"score_gpt":0.2746947455749303,"score_spread":0.2265299171976592,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1927419201","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02046153,0.00041360213,0.97747576,0.00019042753,0.0001378096,0.000082588085,0.0000756501,0.00022547135,0.00093721075],"genre_scores_gemma":[0.67296684,0.0011002132,0.31350362,0.0005086124,0.00035921947,0.0007150782,0.00053502107,0.00034237918,0.009969041],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99614906,0.0017951734,0.00016314536,0.000887912,0.00060173974,0.00040298922],"domain_scores_gemma":[0.9824309,0.012352032,0.0018306603,0.0014208142,0.0013658867,0.00059967424],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0070426227,0.001105117,0.0019363969,0.0013125788,0.0014117426,0.002670531,0.0031513823,0.0023486689,0.00653336],"category_scores_gemma":[0.031075267,0.0010083641,0.0013105458,0.0011857818,0.00487205,0.0046583456,0.0032467844,0.0034756337,0.0011961665],"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":[0.00043415726,0.00007088153,0.0012139684,0.00016306352,0.00009319734,0.00016460108,0.000165962,0.281114,0.0025227594,0.69438154,0.0012337185,0.018442247],"study_design_scores_gemma":[0.0000718074,0.0001004423,0.00029165304,0.00004529453,0.00001935981,0.00004308828,0.000037793492,0.820967,0.001734862,0.17529233,0.0013320532,0.00006429135],"about_ca_topic_score_codex":0.00231482,"about_ca_topic_score_gemma":0.003015269,"teacher_disagreement_score":0.0070426227,"about_ca_system_score_codex":0.001737237,"about_ca_system_score_gemma":0.0024122933,"threshold_uncertainty_score":0.037245333},"labels":[],"label_agreement":null},{"id":"W1934799939","doi":"10.2139/ssrn.1872320","title":"Static Fund Separation of Long Term Investments","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Term (time); Separation (statistics); Business; Economics; Finance; Mathematics; Statistics; Physics","score_opus":0.04770917551879633,"score_gpt":0.2610330634854041,"score_spread":0.21332388796660778,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1934799939","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7584862,0.001333213,0.18834871,0.0020499493,0.0003128915,0.00005420986,0.000327824,0.00036609056,0.048720986],"genre_scores_gemma":[0.9773843,0.00022571789,0.0038726456,0.000056726076,0.00009821869,0.0000140676,0.0001288712,0.000036302918,0.018183222],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99941695,0.000114220275,0.00002966048,0.000115291354,0.00012446544,0.000199362],"domain_scores_gemma":[0.9965905,0.0012208327,0.00083203503,0.0003348289,0.0004540466,0.0005678051],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012489675,0.00043221802,0.0008947077,0.00082341,0.0005805408,0.0026332778,0.00089172344,0.0012786016,0.009937901],"category_scores_gemma":[0.010051069,0.00028532013,0.000492513,0.0006196234,0.0007661095,0.0031544156,0.0012098138,0.0014594467,0.000953947],"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":[0.0014016356,0.0003131108,0.008197473,0.00020894328,0.00017398628,0.0008933961,0.00029548036,0.088182054,0.008370331,0.7942629,0.010913815,0.08678684],"study_design_scores_gemma":[0.00023777092,0.0003243351,0.010632811,0.00006372933,0.0001677127,0.00054742437,0.00038502965,0.37925932,0.0057361103,0.5954691,0.0071126195,0.00006402411],"about_ca_topic_score_codex":0.0011652935,"about_ca_topic_score_gemma":0.0010383046,"teacher_disagreement_score":0.009937901,"about_ca_system_score_codex":0.001249776,"about_ca_system_score_gemma":0.0009640276,"threshold_uncertainty_score":0.033245623},"labels":[],"label_agreement":null},{"id":"W1937232319","doi":"10.1137/15m1043431","title":"Weakly Chained Matrices, Policy Iteration, and Impulse Control","year":2016,"lang":"en","type":"article","venue":"SIAM Journal on Numerical Analysis","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":45,"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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Discretization; Optimal control; Applied mathematics; Diagonally dominant matrix; Variational inequality; Rate of convergence; Impulse control; Mathematical optimization; Pure mathematics; Mathematical analysis; Invertible matrix","score_opus":0.008043927882132729,"score_gpt":0.22138258014196832,"score_spread":0.2133386522598356,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1937232319","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.039148383,0.00047400838,0.94835055,0.0010353678,0.00011049897,0.00004521766,0.00006879559,0.00009990169,0.010667228],"genre_scores_gemma":[0.8988869,0.0005590123,0.0897893,0.00023229055,0.00008307082,0.00013430875,0.000072870185,0.00007048845,0.010171772],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990735,0.00044564146,0.000040161773,0.0001218696,0.00020710284,0.00011174268],"domain_scores_gemma":[0.99695337,0.0019031694,0.00047065323,0.00019948716,0.00027794664,0.00019535988],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019687375,0.00069714827,0.000660327,0.00049438427,0.00048800063,0.0012254764,0.00078712014,0.0012404232,0.0042594583],"category_scores_gemma":[0.0059262244,0.00039687622,0.00058355846,0.00053530454,0.0028381948,0.0016854994,0.0015994658,0.001786892,0.00032327155],"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":[0.00006008947,0.00003204368,0.00043458986,0.000062325336,0.000024844938,0.00006839154,0.00009227282,0.592654,0.0010559099,0.3987097,0.00055194576,0.0062538963],"study_design_scores_gemma":[0.000011517487,0.000025811543,0.000051167186,0.000010505811,0.000002720885,0.000008441495,0.000013605696,0.8765492,0.00031509288,0.12255726,0.00044695364,0.000007742628],"about_ca_topic_score_codex":0.0051947865,"about_ca_topic_score_gemma":0.0032732983,"teacher_disagreement_score":0.0051947865,"about_ca_system_score_codex":0.0014092213,"about_ca_system_score_gemma":0.0016962183,"threshold_uncertainty_score":0.014249325},"labels":[],"label_agreement":null},{"id":"W1944708231","doi":"10.1002/cpe.1784","title":"An efficient graphics processing unit‐based parallel algorithm for pricing multi‐asset American options","year":2011,"lang":"en","type":"article","venue":"Concurrency and Computation Practice and Experience","topic":"Stochastic processes and financial applications","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 Toronto","funders":"","keywords":"Computer science; Graphics processing unit; Graphics; Complementarity (molecular biology); Parallel computing; Mathematical optimization; Linear complementarity problem; Valuation of options; Algorithm; Mathematics; Computer graphics (images)","score_opus":0.08426280087602969,"score_gpt":0.3369720426031249,"score_spread":0.2527092417270952,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1944708231","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.016375622,0.00008799176,0.97836214,0.00019726358,0.00006214163,0.00004835586,0.000031961732,0.000510203,0.004324325],"genre_scores_gemma":[0.2117207,0.00010259653,0.784117,0.00008521009,0.000031057836,0.00016269185,0.00009897024,0.00021832122,0.0034634706],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997217,0.00007099357,0.000012602502,0.000023111343,0.00013852808,0.000033095082],"domain_scores_gemma":[0.99959904,0.00012731297,0.000025869787,0.00006208166,0.000150739,0.00003493389],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004922377,0.000418156,0.0005099861,0.00042653768,0.0005033058,0.00060509075,0.0010571419,0.0006817845,0.0034385954],"category_scores_gemma":[0.0016124179,0.00028712332,0.00048138737,0.00071429205,0.000550736,0.0005972978,0.00085542287,0.0009524041,0.0009545211],"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":[0.00015601591,0.0000697777,0.00095464214,0.000073489806,0.0000361562,0.00022254627,0.00014656872,0.75111854,0.01221339,0.075283065,0.006161297,0.15356451],"study_design_scores_gemma":[0.000017541184,0.0000064463056,0.000040918843,0.0000018091692,0.00000156498,0.000013696662,0.0000039030724,0.9920195,0.0006650642,0.0058029206,0.0014238501,0.0000028108427],"about_ca_topic_score_codex":0.004050206,"about_ca_topic_score_gemma":0.003712824,"teacher_disagreement_score":0.004050206,"about_ca_system_score_codex":0.00050713186,"about_ca_system_score_gemma":0.00094188616,"threshold_uncertainty_score":0.01150322},"labels":[],"label_agreement":null},{"id":"W1946240110","doi":"10.48550/arxiv.1307.0785","title":"Explicit Description of HARA Forward Utilities and Their Optimal Portfolios","year":2013,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"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","keywords":"Semimartingale; Martingale (probability theory); Parametrization (atmospheric modeling); Hellinger distance; Bounded function; Local martingale; Unobservable; Type (biology); Mathematical economics; Mathematics; Computer science; Mathematical optimization; Applied mathematics; Econometrics; Mathematical analysis","score_opus":0.09319940522416986,"score_gpt":0.16691542626554354,"score_spread":0.07371602104137367,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1946240110","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.041912388,0.000519543,0.9470855,0.0005189512,0.000052747735,0.000048604285,0.00012054792,0.00010537968,0.009636282],"genre_scores_gemma":[0.8489375,0.0015683168,0.13396989,0.00024387089,0.00020310737,0.00023542516,0.00027336585,0.00017924624,0.014389269],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99874264,0.00056366745,0.0000802235,0.00018448687,0.00027391585,0.00015497324],"domain_scores_gemma":[0.9958009,0.0025750424,0.00045094595,0.00037759062,0.00044369587,0.00035175434],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0039213873,0.0011452994,0.0012525539,0.0013764992,0.0005975053,0.0032168084,0.0014065392,0.0018371501,0.0058926716],"category_scores_gemma":[0.013770714,0.0007913781,0.0009787355,0.0009161234,0.00195068,0.006026723,0.0020240364,0.0027963358,0.000729169],"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":[0.00001393149,0.000026453563,0.00029527792,0.00003664617,0.0000123915615,0.00006347792,0.00007330014,0.04170972,0.0010138222,0.94989896,0.0004362955,0.0064197313],"study_design_scores_gemma":[0.000006841298,0.000030007985,0.00019974679,0.000029125176,0.000008872179,0.00007430023,0.000048776885,0.30709764,0.0006728916,0.690674,0.001135156,0.000022756334],"about_ca_topic_score_codex":0.00048812787,"about_ca_topic_score_gemma":0.0004685625,"teacher_disagreement_score":0.0058926716,"about_ca_system_score_codex":0.0013855168,"about_ca_system_score_gemma":0.0012919178,"threshold_uncertainty_score":0.020738542},"labels":[],"label_agreement":null},{"id":"W194721474","doi":"10.1007/3-540-48022-6_5","title":"Regime Switching and European Options","year":2007,"lang":"en","type":"book-chapter","venue":"Lecture notes in control and information sciences","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":89,"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":"Markov chain; Volatility (finance); Black–Scholes model; Valuation of options; Economics; Stochastic volatility; Financial economics; Econometrics; Mathematics; Mathematical economics; Statistics","score_opus":0.026905769191489896,"score_gpt":0.23055121026371406,"score_spread":0.20364544107222415,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W194721474","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32997015,0.056052487,0.1827724,0.016198995,0.0021425202,0.000047237976,0.0003761522,0.00026230558,0.41217777],"genre_scores_gemma":[0.9303555,0.0075501935,0.0047743297,0.0004193882,0.0009824004,0.000035810288,0.00015796926,0.0000394462,0.055684965],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99970526,0.00013271123,0.000014624258,0.000052277468,0.000058456604,0.00003660117],"domain_scores_gemma":[0.9992632,0.00044341377,0.00010780535,0.00006373875,0.000052313142,0.000069471265],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010342554,0.0005376188,0.0006627685,0.0007253461,0.00056922575,0.0021614106,0.0005192395,0.0018847648,0.007950335],"category_scores_gemma":[0.0030996674,0.0002499412,0.00055326225,0.0011945708,0.001134678,0.0026404546,0.00085504807,0.0020642607,0.0005258765],"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":[0.000020471205,0.000020631585,0.00017712206,0.000020510915,0.00001474196,0.000088298875,0.000053044012,0.0058720307,0.00019358039,0.98119754,0.0018550844,0.010486947],"study_design_scores_gemma":[0.0000055888745,0.0000066096404,0.00026564058,0.000011153881,0.0000041887292,0.00006355226,0.000015949716,0.013179944,0.000029786033,0.98382795,0.0025839764,0.0000056872095],"about_ca_topic_score_codex":0.00073892943,"about_ca_topic_score_gemma":0.00044003522,"teacher_disagreement_score":0.007950335,"about_ca_system_score_codex":0.0007175294,"about_ca_system_score_gemma":0.00029138118,"threshold_uncertainty_score":0.026596546},"labels":[],"label_agreement":null},{"id":"W1948485845","doi":"10.1090/s0002-9939-03-07156-9","title":"The influence of deterministic noise on empirical measures generated by stationary processes","year":2003,"lang":"en","type":"article","venue":"Proceedings of the American Mathematical Society","topic":"Stochastic processes and financial applications","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","funders":"Natural Sciences and Engineering Research Council of Canada; Russian Foundation for Basic Research","keywords":"Algorithm; Annotation; Computer science; Artificial intelligence; Machine learning","score_opus":0.02505244082628987,"score_gpt":0.25433315002386164,"score_spread":0.22928070919757176,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1948485845","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1654845,0.0019160721,0.8105227,0.0053905644,0.00033875217,0.00010818749,0.00045727292,0.00065790623,0.015124068],"genre_scores_gemma":[0.93552566,0.0020909323,0.04250011,0.00088471157,0.00044040644,0.00030994456,0.00056301587,0.00056039233,0.017124906],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99346787,0.003318427,0.00029145667,0.0011551479,0.0010889262,0.00067811925],"domain_scores_gemma":[0.9209329,0.059356123,0.0067597893,0.00464384,0.005947191,0.0023601993],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.018021433,0.0021590055,0.0021427392,0.0035995457,0.001095535,0.004483936,0.0036618465,0.0031307032,0.0044651423],"category_scores_gemma":[0.104031384,0.0012417672,0.0028966363,0.0012097078,0.006608011,0.0060665463,0.003697475,0.0038314096,0.0007509166],"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":[0.00016870338,0.000063950865,0.0042143418,0.00030026023,0.00020310539,0.00061851065,0.00039124434,0.17287643,0.0025744834,0.80967015,0.002172296,0.0067464206],"study_design_scores_gemma":[0.00003472574,0.00008432921,0.0019071676,0.00010156109,0.0000640437,0.00011710922,0.00010709806,0.7767202,0.0012635819,0.21835768,0.0011740953,0.00006838873],"about_ca_topic_score_codex":0.009491642,"about_ca_topic_score_gemma":0.0040227477,"teacher_disagreement_score":0.018021433,"about_ca_system_score_codex":0.0035775034,"about_ca_system_score_gemma":0.0019743876,"threshold_uncertainty_score":0.09530759},"labels":[],"label_agreement":null},{"id":"W1951267106","doi":"","title":"INTEGRAL TRANSFORMS AND AMERICAN OPTIONS: LAPLACE AND MELLIN GO GREEN","year":2014,"lang":"en","type":"article","venue":"Acta Mathematica Universitatis Comenianae","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Laplace transform; Mellin transform; Two-sided Laplace transform; Laplace transform applied to differential equations; Green's function for the three-variable Laplace equation; Mathematics; Integral transform; Post's inversion formula; Transformation (genetics); Boundary (topology); Mathematical analysis; Inverse Laplace transform; Mellin inversion theorem; Function (biology); Integral equation; Applied mathematics; Fourier transform; Fourier analysis; Fractional Fourier transform","score_opus":0.012484504211800465,"score_gpt":0.19707954386899382,"score_spread":0.18459503965719334,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1951267106","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17630537,0.00698584,0.72473276,0.0051497407,0.0006104182,0.000025147041,0.00006248009,0.00019684009,0.0859314],"genre_scores_gemma":[0.9432745,0.0032170378,0.036370132,0.00047052433,0.0006214571,0.000027713546,0.00003303949,0.000080561666,0.01590491],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997689,0.00009605938,0.000009249801,0.000021834197,0.00007725208,0.000026674903],"domain_scores_gemma":[0.99908876,0.0005648311,0.00010861316,0.00006141684,0.00009836141,0.00007804475],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000943271,0.0004670615,0.00033703394,0.0009700342,0.00052955543,0.0015931497,0.00041841337,0.0011165444,0.0029251196],"category_scores_gemma":[0.0039390237,0.0001741575,0.0005498346,0.0011202018,0.002580278,0.0029778995,0.0009670961,0.001521507,0.00033766075],"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":[0.0000066564385,0.0000090291915,0.00009017734,0.000009961841,0.0000022684658,0.00007692289,0.00009763606,0.0034563134,0.0006693088,0.991497,0.00035210227,0.0037326885],"study_design_scores_gemma":[0.0000044223575,0.000013257111,0.00011839103,0.000011035032,0.0000025289266,0.00012231902,0.000058705256,0.036104318,0.00035947582,0.96145475,0.0017436503,0.000007242805],"about_ca_topic_score_codex":0.00073570147,"about_ca_topic_score_gemma":0.00041197138,"teacher_disagreement_score":0.0029251196,"about_ca_system_score_codex":0.00049385254,"about_ca_system_score_gemma":0.00037136296,"threshold_uncertainty_score":0.009785533},"labels":[],"label_agreement":null},{"id":"W1951432314","doi":"10.2139/ssrn.1020209","title":"Fourier Space Time-Stepping for Option Pricing With Levy Models","year":2007,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":42,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Canada Research Chairs; University of Toronto; Fleming College","funders":"","keywords":"Lévy process; Space (punctuation); Valuation of options; Fourier transform; Fourier analysis; Economics; Mathematics; Econometrics; Computer science; Applied mathematics; Mathematical analysis","score_opus":0.016695293382376738,"score_gpt":0.21604234199304084,"score_spread":0.1993470486106641,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1951432314","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.018502593,0.00073889457,0.97751075,0.00041998422,0.00017233801,0.000027711216,0.00004861147,0.00014080288,0.0024383303],"genre_scores_gemma":[0.5749492,0.0031929342,0.39513934,0.00037345116,0.000564514,0.00027335563,0.0004851418,0.00048479124,0.02453724],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994543,0.0003149957,0.00003393765,0.00004824902,0.00011444862,0.000033926353],"domain_scores_gemma":[0.99669635,0.0023565947,0.00017734223,0.00031308064,0.0002550771,0.00020149356],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024937333,0.0009418853,0.000934776,0.0010787639,0.00049665006,0.0016184818,0.001457444,0.0022378264,0.003881828],"category_scores_gemma":[0.011538065,0.00059389917,0.0011027635,0.0011482785,0.001259155,0.002635429,0.0014323478,0.0026296622,0.0007676163],"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":[0.00011368938,0.00010905742,0.0005355048,0.00014428416,0.00008087767,0.0002520614,0.000101475445,0.19534482,0.003337176,0.76111716,0.0020067666,0.03685708],"study_design_scores_gemma":[0.0000075832295,0.000008428106,0.000049007846,0.000006149292,0.0000058008054,0.000022977469,0.0000052222713,0.90783167,0.00018954533,0.091329366,0.0005357756,0.00000849403],"about_ca_topic_score_codex":0.0026994543,"about_ca_topic_score_gemma":0.0018506215,"teacher_disagreement_score":0.003881828,"about_ca_system_score_codex":0.000586198,"about_ca_system_score_gemma":0.0008027343,"threshold_uncertainty_score":0.0131883025},"labels":[],"label_agreement":null},{"id":"W1956037166","doi":"10.1142/s0219024915500302","title":"PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING","year":2015,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Affine transformation; Hamilton–Jacobi–Bellman equation; Markov chain; Semimartingale; Applied mathematics; Mathematics; Stochastic discount factor; Incomplete markets; Leverage (statistics); Partial differential equation; Mathematical optimization; Stochastic volatility; Markov property; Markov process; Stochastic differential equation; Mathematical economics; Markov model; Economics; Capital asset pricing model; Econometrics; Volatility (finance); Bellman equation; Mathematical analysis; Pure mathematics","score_opus":0.01381241501352885,"score_gpt":0.21657199602946084,"score_spread":0.202759581015932,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1956037166","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17267871,0.0014889153,0.81153494,0.0015957835,0.00010914917,0.000056415734,0.00031615063,0.00019823239,0.012021672],"genre_scores_gemma":[0.97543204,0.00073798775,0.013906327,0.00013334071,0.000084075924,0.00008244127,0.00016759784,0.00003188455,0.00942435],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993617,0.00025107036,0.00002984275,0.0001279642,0.00010954464,0.00011984438],"domain_scores_gemma":[0.99789494,0.0013428512,0.00041660058,0.0000707396,0.00011234601,0.0001626492],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015972697,0.0009866562,0.001400527,0.000701746,0.00038621988,0.0017066954,0.0010028181,0.001600754,0.0031880233],"category_scores_gemma":[0.0047025015,0.0007893765,0.0010159183,0.0008034766,0.0013799039,0.0015754789,0.0014807471,0.001360201,0.0002645802],"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":[0.00005484051,0.000035271736,0.0007503859,0.000045951496,0.00005503126,0.00018129352,0.000042963402,0.85199,0.0005380773,0.14286233,0.00041366092,0.003030184],"study_design_scores_gemma":[0.00001178638,0.000013627283,0.00009688377,0.0000036277522,0.0000064131023,0.000009851299,0.000005672592,0.9733165,0.00004829766,0.026322233,0.00015909066,0.0000059674785],"about_ca_topic_score_codex":0.007497037,"about_ca_topic_score_gemma":0.005324177,"teacher_disagreement_score":0.007497037,"about_ca_system_score_codex":0.0012994095,"about_ca_system_score_gemma":0.0010894685,"threshold_uncertainty_score":0.014906824},"labels":[],"label_agreement":null},{"id":"W1962799504","doi":"10.2139/ssrn.1598360","title":"A Study on Value-at-Risk and Lévy Processes","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Hydro-Québec","funders":"Banco Bilbao Vizcaya Argentaria","keywords":"Business; Value (mathematics); Value at risk; Actuarial science; Economics; Risk management; Mathematics; Statistics; Finance","score_opus":0.014589920919690096,"score_gpt":0.23115235961456748,"score_spread":0.21656243869487737,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1962799504","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.329529,0.03651685,0.50558126,0.008595503,0.00085181464,0.00011350014,0.00020867231,0.000104358194,0.11849904],"genre_scores_gemma":[0.94951415,0.012812964,0.018015603,0.00049287034,0.0016067057,0.000048206846,0.00013935551,0.00008219796,0.017287944],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989655,0.00046809198,0.00006973623,0.00013710895,0.00023424887,0.00012533143],"domain_scores_gemma":[0.9934562,0.0048413924,0.00040896452,0.00029203863,0.0005736901,0.00042774776],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026424583,0.00089360017,0.0011856293,0.0019707277,0.0011404988,0.0031913575,0.001280801,0.0020232373,0.005043387],"category_scores_gemma":[0.014746587,0.00042031208,0.0019138367,0.002540814,0.0027719012,0.006420217,0.001601983,0.0028832557,0.0004716235],"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":[0.000012481828,0.000040722214,0.0008319025,0.000060909973,0.000021793663,0.0001923527,0.00022519255,0.006138837,0.00054043607,0.9859201,0.0007061433,0.0053091827],"study_design_scores_gemma":[0.000014429507,0.000050809984,0.000759278,0.00005178485,0.000043028536,0.00033023595,0.00014722701,0.07368194,0.00026533686,0.91955537,0.0050824913,0.000017983792],"about_ca_topic_score_codex":0.0012584176,"about_ca_topic_score_gemma":0.0006772391,"teacher_disagreement_score":0.005043387,"about_ca_system_score_codex":0.0011852911,"about_ca_system_score_gemma":0.0011814575,"threshold_uncertainty_score":0.01687181},"labels":[],"label_agreement":null},{"id":"W1963728230","doi":"10.1007/s11009-014-9399-2","title":"On the Price of Risk of the Underlying Markov Chain in a Regime-Switching Exponential Lévy Model","year":2014,"lang":"en","type":"article","venue":"Methodology And Computing In Applied Probability","topic":"Stochastic processes and financial applications","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":"Université de Montréal; Canadian Imperial Bank of Commerce (Canada)","funders":"","keywords":"Mathematics; Martingale (probability theory); Markov chain; Mathematical economics; Jump diffusion; Black–Scholes model; Valuation of options; Context (archaeology); Stochastic discount factor; Econometrics; Order (exchange); Capital asset pricing model; Jump; Economics; Applied mathematics; Volatility (finance); Statistics; Finance","score_opus":0.098659416953786,"score_gpt":0.2738003049327875,"score_spread":0.1751408879790015,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1963728230","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.36731395,0.003004878,0.6078916,0.0064093387,0.0004241588,0.00009751447,0.00020867564,0.00021917146,0.014430554],"genre_scores_gemma":[0.9692397,0.0020625992,0.019947762,0.0003910221,0.0004989384,0.000089911235,0.00016081432,0.00013594679,0.0074733677],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99842596,0.0008635321,0.000076427656,0.00018041761,0.00025198082,0.00020169294],"domain_scores_gemma":[0.975042,0.020058112,0.0016593718,0.0006769513,0.0011602646,0.0014033233],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0064875777,0.0010370386,0.0020461562,0.0020815064,0.0010502187,0.0040228087,0.0028428545,0.003702061,0.005114448],"category_scores_gemma":[0.03230603,0.0010955328,0.0014251696,0.0015086102,0.005452925,0.007521636,0.0027663077,0.004332222,0.00037212917],"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":[0.000105471554,0.00009552736,0.0012557822,0.00009975556,0.00006361359,0.00023044289,0.00020297956,0.12248309,0.0011597701,0.8700314,0.0009341549,0.0033380138],"study_design_scores_gemma":[0.000021364222,0.000023607203,0.0003107219,0.00002267007,0.000017248753,0.000034483706,0.000031063213,0.73073065,0.000095427364,0.26850346,0.00018207137,0.000027300925],"about_ca_topic_score_codex":0.005627529,"about_ca_topic_score_gemma":0.0032834264,"teacher_disagreement_score":0.0064875777,"about_ca_system_score_codex":0.002691297,"about_ca_system_score_gemma":0.0023175064,"threshold_uncertainty_score":0.034309983},"labels":[],"label_agreement":null},{"id":"W1964124252","doi":"10.1142/s2010495208500012","title":"\"HOW IS THE STOCK MARKET DOING?\" USING ABSENCE OF ARBITRAGE TO MEASURE STOCK MARKET PERFORMANCE","year":2008,"lang":"en","type":"article","venue":"Annals of Financial Economics","topic":"Stochastic processes and financial applications","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":"Simon Fraser University","funders":"Social Sciences and Humanities Research Council of Canada; University of British Columbia; National University of Singapore","keywords":"Econometrics; Economics; Arbitrage; Stock market; Dividend; Stock (firearms); Financial economics; Finance","score_opus":0.07063857665221328,"score_gpt":0.24796601059356055,"score_spread":0.17732743394134726,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1964124252","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.85090494,0.007410274,0.08186639,0.013100303,0.00062263204,0.0001174225,0.0010902866,0.0002435939,0.04464414],"genre_scores_gemma":[0.98711467,0.0015357205,0.008678563,0.000719833,0.00035513507,0.0000357766,0.00020120932,0.00001754747,0.0013415375],"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9979691,0.00092595955,0.00017020213,0.00030400578,0.00053198443,0.00009861455],"domain_scores_gemma":[0.99058414,0.0041617914,0.002814571,0.0008025839,0.0012690604,0.00036784867],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006176053,0.0005037625,0.0004887513,0.0014483111,0.00046714453,0.0029182602,0.00047384077,0.0012112344,0.0016895586],"category_scores_gemma":[0.027751561,0.00012248254,0.00032184806,0.0013271512,0.002302944,0.0070538926,0.00085207087,0.0008653636,0.00043261686],"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":[0.00043529746,0.0003035237,0.3754286,0.00060965476,0.00064403424,0.0003849603,0.004650144,0.013183847,0.008627544,0.24192126,0.00788399,0.34592715],"study_design_scores_gemma":[0.000069199035,0.0014062432,0.46894634,0.0006701946,0.0003719946,0.0015539018,0.0051106033,0.05386397,0.00848871,0.42577207,0.033413403,0.00033331296],"about_ca_topic_score_codex":0.0010595971,"about_ca_topic_score_gemma":0.0008482691,"teacher_disagreement_score":0.006176053,"about_ca_system_score_codex":0.0004253999,"about_ca_system_score_gemma":0.0005454297,"threshold_uncertainty_score":0.03266251},"labels":[],"label_agreement":null},{"id":"W1964285706","doi":"10.1080/03610920701826435","title":"Derivation of Kurtosis and Option Pricing Formulas for Popular Volatility Models with Applications in Finance","year":2008,"lang":"en","type":"article","venue":"Communication in Statistics- Theory and Methods","topic":"Stochastic processes and financial applications","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":"Kurtosis; Valuation of options; Volatility (finance); Econometrics; Financial economics; Economics; Mathematical economics; Mathematics; Statistics","score_opus":0.0638065480643581,"score_gpt":0.3317838245108909,"score_spread":0.2679772764465328,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1964285706","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.013801204,0.0015545031,0.97535557,0.00042313538,0.00014167294,0.000028715978,0.000083646126,0.00011078395,0.0085007865],"genre_scores_gemma":[0.60976046,0.0054463777,0.3627553,0.0006210347,0.0007748064,0.00032184753,0.0004143125,0.00050590385,0.019400029],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99937636,0.000273624,0.000040025494,0.000038983853,0.0002384232,0.000032638272],"domain_scores_gemma":[0.9981598,0.0010405418,0.00015473987,0.00014871343,0.0004376036,0.000058561378],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020577789,0.0010032462,0.00066067284,0.0016400643,0.00040555984,0.0012061427,0.0011020015,0.0010164963,0.005023261],"category_scores_gemma":[0.010327568,0.0003079729,0.0010309578,0.0012843258,0.00091070705,0.0024408079,0.0015402305,0.0021349713,0.0010326589],"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":[0.000010765749,0.00003801844,0.00042652336,0.00009064334,0.000028967454,0.0002773575,0.00010282576,0.06943745,0.0020507819,0.9000086,0.0020071545,0.025520857],"study_design_scores_gemma":[0.0000071461623,0.000016642889,0.00020274415,0.00004786991,0.000009968885,0.00021496693,0.000026677588,0.4880255,0.00060527964,0.50778407,0.0030399195,0.000019271836],"about_ca_topic_score_codex":0.0006335941,"about_ca_topic_score_gemma":0.00089411036,"teacher_disagreement_score":0.005023261,"about_ca_system_score_codex":0.0005998659,"about_ca_system_score_gemma":0.0006942105,"threshold_uncertainty_score":0.016804516},"labels":[],"label_agreement":null},{"id":"W1964380959","doi":"10.1080/10920277.2001.10595994","title":"Valuation of the Reset Options Embedded in Some Equity-Linked Insurance Products","year":2001,"lang":"en","type":"article","venue":"North American Actuarial Journal","topic":"Stochastic processes and financial applications","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":true,"ca_institutions":"University of Waterloo","funders":"","keywords":"Monte Carlo method; Valuation (finance); Equity (law); Monte Carlo methods for option pricing; Benchmark (surveying); Actuarial science; Computer science; Valuation of options; Econometrics; Economics; Finance; Mathematics","score_opus":0.06235631837495648,"score_gpt":0.2829651833276824,"score_spread":0.2206088649527259,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1964380959","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3322619,0.00026233852,0.66142356,0.0002289574,0.00002388566,0.000048856145,0.000059765003,0.00009478601,0.0055959793],"genre_scores_gemma":[0.9436874,0.00007859967,0.054943033,0.000016710208,0.000008408866,0.000019359077,0.00003198372,0.000013115593,0.0012012973],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99953806,0.00022756027,0.000020299294,0.00004039723,0.00014722845,0.00002645094],"domain_scores_gemma":[0.9982255,0.0011601984,0.0002033135,0.00014719184,0.00014901,0.00011475595],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017221532,0.0003082593,0.00045312868,0.000666386,0.0002727479,0.0011488539,0.0006366938,0.000765134,0.0018888247],"category_scores_gemma":[0.0052481233,0.0002330205,0.00053456065,0.0005306921,0.0009870079,0.0012078373,0.00067246176,0.0007067514,0.00007144272],"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":[0.000084923646,0.000040903873,0.0021577175,0.00002677933,0.000028575503,0.0001732132,0.00008338193,0.8548043,0.002781998,0.12442751,0.0002086188,0.015182105],"study_design_scores_gemma":[0.000003477517,0.000009649374,0.00020659663,0.0000034880459,0.0000023397183,0.000017993363,0.0000067284773,0.98874086,0.00035090625,0.010501553,0.00015161319,0.0000047190288],"about_ca_topic_score_codex":0.0018704704,"about_ca_topic_score_gemma":0.001234762,"teacher_disagreement_score":0.0018888247,"about_ca_system_score_codex":0.00076686917,"about_ca_system_score_gemma":0.0004612612,"threshold_uncertainty_score":0.009107769},"labels":[],"label_agreement":null},{"id":"W1964967113","doi":"10.1214/14-ejs919","title":"Model verification for Lévy-driven Ornstein-Uhlenbeck processes","year":2014,"lang":"en","type":"article","venue":"Electronic Journal of Statistics","topic":"Stochastic processes and financial applications","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":"University of Ottawa","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Ornstein–Uhlenbeck process; Mathematics; Statistic; Stochastic process; Process (computing); Lévy process; Applied mathematics; Test statistic; Statistical physics; Statistics; Statistical hypothesis testing; Computer science","score_opus":0.025514198583575416,"score_gpt":0.23467271369224424,"score_spread":0.2091585151086688,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1964967113","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09491191,0.0004583804,0.8983171,0.0005703772,0.00006709924,0.00007846116,0.0001765373,0.000503882,0.0049162107],"genre_scores_gemma":[0.97154564,0.00021333586,0.025099652,0.00010033018,0.000036723322,0.00009984453,0.000210308,0.00006798462,0.0026261827],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99809676,0.0005884658,0.000109290435,0.0002720126,0.00068749656,0.00024589367],"domain_scores_gemma":[0.9880564,0.008178575,0.001089621,0.00064014655,0.0017273544,0.00030786742],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0052220896,0.00092214724,0.0017364953,0.0011049039,0.0008423389,0.0020483949,0.002086016,0.0025841307,0.0029204795],"category_scores_gemma":[0.024364136,0.00053225795,0.0016847509,0.0005544728,0.0015769536,0.0020539274,0.0024339235,0.0022331828,0.00050799066],"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":[0.0001374246,0.00008048607,0.0040037627,0.0001230977,0.00006996293,0.00053635973,0.00023284419,0.78563094,0.0033655742,0.1949774,0.00080959516,0.010032639],"study_design_scores_gemma":[0.000012699721,0.000019946054,0.00017781404,0.0000075782173,0.00000589661,0.000033987937,0.000013965285,0.9726335,0.0004404662,0.026461858,0.00018191902,0.0000103819],"about_ca_topic_score_codex":0.010202995,"about_ca_topic_score_gemma":0.0040482255,"teacher_disagreement_score":0.010202995,"about_ca_system_score_codex":0.0018185802,"about_ca_system_score_gemma":0.0031012269,"threshold_uncertainty_score":0.027617395},"labels":[],"label_agreement":null},{"id":"W1965746347","doi":"10.1142/s0219024902001523","title":"AMERICAN OPTIONS WITH REGIME SWITCHING","year":2002,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":521,"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":"Valuation (finance); Markov chain; Valuation of options; Volatility (finance); Black–Scholes model; Stochastic volatility; Economics; Mathematical economics; Computer science; Econometrics; Finance","score_opus":0.010457705024458534,"score_gpt":0.2112132503387128,"score_spread":0.20075554531425427,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1965746347","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19691366,0.0050188135,0.6982528,0.002803929,0.0008497272,0.00009218008,0.00056545413,0.00047045926,0.095033005],"genre_scores_gemma":[0.9561758,0.0017176932,0.019394627,0.0002515701,0.00053839665,0.000103603976,0.00019889261,0.000038947725,0.021580419],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991906,0.00033516774,0.000036633923,0.00012848666,0.00019717425,0.00011184811],"domain_scores_gemma":[0.9986534,0.0005950361,0.00022907826,0.0001877324,0.00014147534,0.00019333807],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014895415,0.00065376755,0.0010105975,0.0005735059,0.0007458307,0.0022068385,0.0007176638,0.00164144,0.005509266],"category_scores_gemma":[0.0043682535,0.00032177626,0.0010431092,0.00090369553,0.0013815751,0.0022732476,0.001679478,0.0016112346,0.000535827],"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":[0.000058568872,0.00003674144,0.0007125602,0.000037986014,0.000041274034,0.00027536694,0.00006563646,0.05050966,0.0009244835,0.93558544,0.001433131,0.010319252],"study_design_scores_gemma":[0.00003858968,0.000041868054,0.0004322054,0.000013086287,0.0000241656,0.0001773144,0.000018389163,0.40323007,0.0002671858,0.5923734,0.0033626691,0.000020972464],"about_ca_topic_score_codex":0.0010666033,"about_ca_topic_score_gemma":0.0007159284,"teacher_disagreement_score":0.005509266,"about_ca_system_score_codex":0.0005039731,"about_ca_system_score_gemma":0.0007666638,"threshold_uncertainty_score":0.018430293},"labels":[],"label_agreement":null},{"id":"W1966603303","doi":"10.1111/1467-9965.00101","title":"Laguerre Series for Asian and Other Options","year":2000,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":149,"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 Montréal","funders":"","keywords":"Geometric Brownian motion; Asian option; Mathematics; Reciprocal; Computation; Series (stratigraphy); Laguerre polynomials; Brownian excursion; Brownian motion; Interval (graph theory); Applied mathematics; Distribution (mathematics); Asset (computer security); Valuation of options; Mathematical economics; Econometrics; Mathematical analysis; Economics; Computer science; Statistics; Diffusion process; Combinatorics; Algorithm; Geology","score_opus":0.027497501411983715,"score_gpt":0.23639383518939341,"score_spread":0.2088963337774097,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1966603303","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.074974656,0.008269562,0.8010386,0.002457939,0.0006739366,0.000042667936,0.00018963807,0.00044217828,0.11191074],"genre_scores_gemma":[0.86197066,0.005607639,0.07872398,0.0005715756,0.00075579836,0.000088981426,0.00023958359,0.00018530595,0.05185646],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99973136,0.00007506266,0.000010961468,0.000031687734,0.0001140101,0.000036809703],"domain_scores_gemma":[0.999138,0.0005024811,0.00008420415,0.000062169944,0.00014101528,0.00007212404],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011769359,0.00052287907,0.00033565366,0.0014821169,0.00043736945,0.0013365975,0.00048258493,0.00061081146,0.006591795],"category_scores_gemma":[0.003800587,0.00014285186,0.0004864823,0.0015771855,0.0010979081,0.0024602683,0.00047257528,0.0017037304,0.0011656915],"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":[0.0000071997697,0.000008595689,0.000109626395,0.000020026979,0.0000029987127,0.000054553,0.0000614497,0.0090600755,0.0004964344,0.98120624,0.00086425757,0.008108642],"study_design_scores_gemma":[0.000006808519,0.000012386548,0.00033378057,0.000023393075,0.000003372751,0.0001196413,0.000043462405,0.09898612,0.000314804,0.8921464,0.00799348,0.000016462585],"about_ca_topic_score_codex":0.0013683464,"about_ca_topic_score_gemma":0.0012258868,"teacher_disagreement_score":0.006591795,"about_ca_system_score_codex":0.000759156,"about_ca_system_score_gemma":0.00033669014,"threshold_uncertainty_score":0.022051752},"labels":[],"label_agreement":null},{"id":"W1966831115","doi":"10.1002/fut.20301","title":"The compatibility of one‐factor market models in caps and swaptions markets: Evidence from their dynamic hedging performance","year":2007,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","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":"Queen's University; University of Windsor","funders":"","keywords":"LIBOR market model; Libor; Econometrics; Swap (finance); Economics; Volatility (finance); Variance swap; Financial economics; Stochastic volatility; SABR volatility model; Monetary economics; Finance","score_opus":0.032482023412752775,"score_gpt":0.23911078492345794,"score_spread":0.20662876151070517,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1966831115","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97836304,0.00028638905,0.01725531,0.00023607445,0.000026162616,0.000042738084,0.00016745774,0.00015832219,0.0034645],"genre_scores_gemma":[0.99715686,0.00011603713,0.0018782418,0.00002508828,0.000021672646,0.0000121863895,0.00024695732,0.0000273074,0.000515784],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9977143,0.0012241001,0.00015658271,0.00037151878,0.00031713364,0.0002163821],"domain_scores_gemma":[0.96699667,0.021748222,0.0049225194,0.003578843,0.0017001837,0.001053662],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.014987142,0.001010711,0.0016043603,0.0015029173,0.0005585079,0.0032102559,0.0015850246,0.0015461523,0.0056024683],"category_scores_gemma":[0.039800014,0.00074985827,0.0015253556,0.0012530037,0.0015223715,0.0044757933,0.0017653569,0.0019066101,0.0008539517],"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":[0.0045885826,0.00078446115,0.07652618,0.00022415651,0.0008768461,0.00057985564,0.00070613227,0.79861325,0.0031052846,0.07774535,0.0025469428,0.033703037],"study_design_scores_gemma":[0.00023722465,0.0005021538,0.012596305,0.00002037458,0.000102266946,0.00011639134,0.00015102822,0.9662821,0.0013461923,0.01801264,0.00055833993,0.00007497288],"about_ca_topic_score_codex":0.00402562,"about_ca_topic_score_gemma":0.0011582203,"teacher_disagreement_score":0.014987142,"about_ca_system_score_codex":0.0007224273,"about_ca_system_score_gemma":0.00063107617,"threshold_uncertainty_score":0.07926053},"labels":[],"label_agreement":null},{"id":"W1966926926","doi":"10.1093/rfs/hhi027","title":"The Model-Free Implied Volatility and Its Information Content","year":2005,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":301,"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":"Implied volatility; Volatility smile; Volatility swap; Volatility (finance); Forward volatility; Variance swap; Economics; Volatility risk premium; Stochastic volatility; Econometrics; Realized variance; Financial economics; SABR volatility model","score_opus":0.08057635833914917,"score_gpt":0.27468361375218125,"score_spread":0.1941072554130321,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1966926926","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18449707,0.0022846423,0.7983367,0.0015645279,0.00013793478,0.00004994533,0.0007593276,0.0002948702,0.012074986],"genre_scores_gemma":[0.9730497,0.0014296458,0.022594498,0.00018803499,0.00022027525,0.000077354125,0.00056290365,0.00006902955,0.0018085598],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9976095,0.00062334177,0.00017084678,0.0004922962,0.0008733531,0.00023061028],"domain_scores_gemma":[0.983469,0.012200515,0.0011684089,0.0019754637,0.0010123316,0.00017421672],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026356282,0.0006800253,0.0010876915,0.0019410574,0.00046227008,0.0027648218,0.0012957223,0.0017499211,0.0023691538],"category_scores_gemma":[0.028977403,0.0005858344,0.0011596644,0.0014342198,0.0017999241,0.0056415717,0.0013218838,0.0017940806,0.0004030047],"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":[0.000115012284,0.00007015075,0.0044942596,0.00025483372,0.00018477961,0.00041262142,0.00022019679,0.17907876,0.0055685914,0.77121705,0.0010665024,0.037317313],"study_design_scores_gemma":[0.00001785279,0.000044880628,0.0026701079,0.000056620054,0.000057620444,0.0004056568,0.000022180897,0.42818823,0.002691422,0.5643602,0.0014195625,0.00006559553],"about_ca_topic_score_codex":0.0007398461,"about_ca_topic_score_gemma":0.0002689609,"teacher_disagreement_score":0.0027648218,"about_ca_system_score_codex":0.0009307922,"about_ca_system_score_gemma":0.00072057184,"threshold_uncertainty_score":0.013938725},"labels":[],"label_agreement":null},{"id":"W1966930258","doi":"10.1023/b:pota.0000021337.13730.8c","title":"Generalized Mehler Semigroups and Catalytic Branching Processes with Immigration","year":2004,"lang":"en","type":"article","venue":"Potential Analysis","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":37,"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; Carleton University","funders":"","keywords":"Mathematics; Semigroup; Skew; Convolution (computer science); Separable space; Pure mathematics; Differentiable function; Ornstein–Uhlenbeck process; Mathematical analysis; Stochastic process","score_opus":0.008976113707372892,"score_gpt":0.19238257944867637,"score_spread":0.18340646574130348,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1966930258","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.45339158,0.0027051682,0.48511413,0.0034342047,0.00044422311,0.00011320232,0.00023290292,0.00026942135,0.05429516],"genre_scores_gemma":[0.9505277,0.000742257,0.027409978,0.0002988386,0.00038569237,0.00008861648,0.0001051486,0.00005146279,0.02039024],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994646,0.0002764011,0.000024315676,0.00006546544,0.00009930568,0.00007002397],"domain_scores_gemma":[0.9967079,0.0019838656,0.0004680481,0.00019013677,0.00023608602,0.00041399887],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014896868,0.00072435034,0.00097101997,0.0014549237,0.00094345654,0.0020842806,0.0011431968,0.001935798,0.006005138],"category_scores_gemma":[0.0053586154,0.0003829479,0.0010788152,0.0006798296,0.0022945134,0.0027712293,0.001358359,0.0014540692,0.00047858458],"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":[0.000012149461,0.000009653436,0.000113903705,0.000017202807,0.000005686849,0.000073614174,0.000054646225,0.006015923,0.0005099348,0.9918908,0.00023915405,0.001057309],"study_design_scores_gemma":[0.000013271475,0.000009299824,0.000075463155,0.000004544479,0.00000352477,0.000068797584,0.000023542305,0.046474505,0.00016886776,0.952761,0.00038863206,0.000008569639],"about_ca_topic_score_codex":0.0006694969,"about_ca_topic_score_gemma":0.000530348,"teacher_disagreement_score":0.006005138,"about_ca_system_score_codex":0.0009090586,"about_ca_system_score_gemma":0.0006914723,"threshold_uncertainty_score":0.02008921},"labels":[],"label_agreement":null},{"id":"W1967453651","doi":"10.1016/j.insmatheco.2011.09.002","title":"Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model","year":2011,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":157,"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":"Reinsurance; Heston model; Stochastic volatility; Economics; Portfolio; Volatility (finance); Econometrics; Asset (computer security); Actuarial science; Brownian motion; Investment (military); Geometric Brownian motion; Mathematical economics; Financial economics; Mathematics; SABR volatility model; Computer science; Diffusion process; Statistics","score_opus":0.05922451065761568,"score_gpt":0.2161778606768155,"score_spread":0.1569533500191998,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1967453651","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7459547,0.001506935,0.2376322,0.005005605,0.00013240524,0.00014061733,0.00048384344,0.0003177353,0.008825976],"genre_scores_gemma":[0.98946613,0.00030469586,0.0050184764,0.000107151165,0.000035984507,0.000032972024,0.0000976464,0.000025726558,0.0049111755],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990202,0.00043298592,0.000050939376,0.00016501179,0.00008491018,0.00024585208],"domain_scores_gemma":[0.99378103,0.0042396765,0.00082826643,0.000156924,0.00041862804,0.0005754983],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034602373,0.0010846267,0.0022134085,0.0008507627,0.00043446565,0.0021668712,0.0013896583,0.003245561,0.003488168],"category_scores_gemma":[0.011147834,0.0013102095,0.00096484536,0.0005210673,0.0013377819,0.0023223006,0.0012068029,0.0018218248,0.00033313644],"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":[0.0006659647,0.00016009048,0.0028541826,0.00011035413,0.00015628268,0.00040678287,0.00015293664,0.86566436,0.0024862438,0.116909884,0.0021496958,0.008283213],"study_design_scores_gemma":[0.000082026614,0.000072267525,0.0006179235,0.000015454734,0.000049558734,0.000040670922,0.000061362254,0.9754625,0.00036099597,0.023039944,0.0001745436,0.000022642196],"about_ca_topic_score_codex":0.007065097,"about_ca_topic_score_gemma":0.003127669,"teacher_disagreement_score":0.007065097,"about_ca_system_score_codex":0.0019335091,"about_ca_system_score_gemma":0.0019002118,"threshold_uncertainty_score":0.018299758},"labels":[],"label_agreement":null},{"id":"W1967726010","doi":"10.1007/s10543-010-0272-6","title":"High order local linearization methods: An approach for constructing A-stable explicit schemes for stochastic differential equations with additive noise","year":2010,"lang":"en","type":"article","venue":"BIT Numerical Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":24,"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; Montreal Neurological Institute and Hospital","funders":"","keywords":"Mathematics; Linearization; Integrator; Ordinary differential equation; Stochastic differential equation; Stability (learning theory); Convergence (economics); Applied mathematics; Differential equation; Order of accuracy; Attractor; Rate of convergence; Numerical stability; Mathematical analysis; Numerical analysis; Nonlinear system; Computer science","score_opus":0.0359320948880303,"score_gpt":0.2766361208859967,"score_spread":0.24070402599796642,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1967726010","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0060669226,0.000114336835,0.9919199,0.00009307264,0.00004090284,0.00002301893,0.000010601222,0.00010185858,0.00162932],"genre_scores_gemma":[0.49485052,0.00062771194,0.486349,0.00029977452,0.00013980738,0.0003606524,0.000102277074,0.0003767222,0.016893564],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996507,0.00020151671,0.00001934432,0.000028075156,0.00007969476,0.000020671374],"domain_scores_gemma":[0.99892575,0.0005781153,0.00011421673,0.00013167999,0.00017433635,0.000075957214],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014894039,0.0007787339,0.0006665108,0.0009958053,0.0005980791,0.0010112349,0.0011001512,0.0011720741,0.0024752237],"category_scores_gemma":[0.0030548193,0.00042171293,0.00079914334,0.00044817716,0.0015893037,0.0013736757,0.0024890713,0.001855285,0.0006128898],"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":[0.00010405906,0.00011238448,0.00069655274,0.00026272726,0.00007461772,0.00015688282,0.00047830405,0.33217284,0.014239908,0.5946526,0.0018716069,0.05517763],"study_design_scores_gemma":[0.00000907408,0.000033432218,0.000041393505,0.000015420257,0.0000061993132,0.000012019826,0.000019033812,0.9592722,0.0012758283,0.037970837,0.0013341582,0.000010399754],"about_ca_topic_score_codex":0.0011172785,"about_ca_topic_score_gemma":0.0012789633,"teacher_disagreement_score":0.0024752237,"about_ca_system_score_codex":0.0005691574,"about_ca_system_score_gemma":0.00071124965,"threshold_uncertainty_score":0.008280456},"labels":[],"label_agreement":null},{"id":"W1967981968","doi":"10.1214/ecp.v16-1678","title":"Local Brownian property of the narrow wedge solution of the KPZ equation","year":2011,"lang":"en","type":"article","venue":"Electronic Communications in Probability","topic":"Stochastic processes and financial applications","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":"University of Toronto","funders":"","keywords":"Mathematics; Brownian motion; Lipschitz continuity; Wedge (geometry); Heat equation; Multiplicative function; Mathematical analysis; Logarithm; Mathematical physics; Reflected Brownian motion; Multiplicative noise; Stochastic differential equation; Geometric Brownian motion; Diffusion process; Geometry","score_opus":0.08001248914755332,"score_gpt":0.2354466218119836,"score_spread":0.15543413266443026,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1967981968","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.53331566,0.0009812023,0.42916453,0.0021218928,0.0002064669,0.000086476546,0.00027054542,0.00022353443,0.03362966],"genre_scores_gemma":[0.95182824,0.0005270818,0.02026817,0.00028803828,0.00014661693,0.00015443095,0.0002567873,0.00009113729,0.02643948],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997969,0.000037756392,0.00000939717,0.00004524195,0.00006098319,0.000049709422],"domain_scores_gemma":[0.9994523,0.00013733702,0.00009801695,0.00003298676,0.00012030632,0.00015898165],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006149708,0.000505805,0.0006079154,0.00092933356,0.00052837614,0.001015762,0.00074811495,0.00086559326,0.005252836],"category_scores_gemma":[0.0024868774,0.00021497259,0.0005955106,0.0003095793,0.0017261755,0.0016714281,0.0015524485,0.0014671164,0.0005166395],"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":[0.000060764003,0.000034779943,0.0008678459,0.00006276865,0.000022247828,0.00035493626,0.00023671865,0.014667886,0.011472217,0.9664424,0.0010545892,0.0047227996],"study_design_scores_gemma":[0.00010162459,0.00012244956,0.0025931553,0.000049999173,0.000028252389,0.0005725099,0.0002641524,0.4222068,0.0047568437,0.5659947,0.0032208536,0.00008865545],"about_ca_topic_score_codex":0.0016801578,"about_ca_topic_score_gemma":0.0007455574,"teacher_disagreement_score":0.005252836,"about_ca_system_score_codex":0.00066510023,"about_ca_system_score_gemma":0.00088551076,"threshold_uncertainty_score":0.017572522},"labels":[],"label_agreement":null},{"id":"W1968759935","doi":"10.4236/am.2012.312a277","title":"Gnedenko-Raikov’s Theorem Fails for Exchangeable Sequences","year":2012,"lang":"en","type":"article","venue":"Applied Mathematics","topic":"Stochastic processes and financial applications","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":"Lakehead University; University of New Brunswick","funders":"","keywords":"Mathematics; Mathematical economics","score_opus":0.054902014274116326,"score_gpt":0.2465664230365149,"score_spread":0.1916644087623986,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1968759935","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28537259,0.0044503952,0.6383092,0.015852535,0.0012447272,0.000093506365,0.00031452096,0.00038204752,0.05398056],"genre_scores_gemma":[0.9583872,0.001898096,0.027119212,0.0017430403,0.0006168666,0.00020813062,0.0001501889,0.00014892593,0.009728307],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9972723,0.0006870541,0.00019567675,0.0005898179,0.00078069826,0.00047435702],"domain_scores_gemma":[0.9734893,0.018646188,0.0025585957,0.0018594752,0.0021997048,0.0012467037],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008385555,0.00081868726,0.0020941622,0.0024520925,0.0020294413,0.003369071,0.002901015,0.0034389503,0.006593419],"category_scores_gemma":[0.045105178,0.00044199004,0.0017067028,0.0017405172,0.005730611,0.00955503,0.004676233,0.0051595354,0.0009242772],"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":[0.000048761358,0.000017144324,0.0005687655,0.000068758374,0.000023875358,0.0002191807,0.00014447748,0.003516189,0.000514974,0.9901812,0.0008671414,0.003829499],"study_design_scores_gemma":[0.00003075264,0.000026057147,0.00024133593,0.000024773251,0.000009108008,0.0002135428,0.00004457361,0.028580636,0.0003669331,0.96914107,0.001305222,0.00001601215],"about_ca_topic_score_codex":0.0012248455,"about_ca_topic_score_gemma":0.0006764179,"teacher_disagreement_score":0.008385555,"about_ca_system_score_codex":0.0016779692,"about_ca_system_score_gemma":0.0015943274,"threshold_uncertainty_score":0.044347584},"labels":[],"label_agreement":null},{"id":"W1968807490","doi":"10.1016/j.sysconle.2012.04.013","title":"Markovian forward–backward stochastic differential equations and stochastic flows","year":2012,"lang":"en","type":"article","venue":"Systems & Control Letters","topic":"Stochastic processes and financial applications","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 Calgary","funders":"Australian Research Council","keywords":"Stochastic differential equation; Mathematics; Applied mathematics; Markov process; Stochastic partial differential equation; Stochastic process; Continuous-time stochastic process; Differential equation; Mathematical analysis; Statistics","score_opus":0.015131112257711361,"score_gpt":0.2024193494428588,"score_spread":0.18728823718514745,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1968807490","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.057281777,0.0065800273,0.9009121,0.0057558753,0.0010193858,0.00007394448,0.00060664053,0.00016061058,0.027609522],"genre_scores_gemma":[0.8874168,0.00823793,0.047846444,0.00088501466,0.0010830988,0.00020348727,0.00064308837,0.000111787806,0.053572327],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99926525,0.00027123056,0.000047585123,0.00013605681,0.000204709,0.00007529301],"domain_scores_gemma":[0.9973603,0.0016180255,0.00042189079,0.00010103753,0.00040213607,0.00009665925],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015997788,0.00093933503,0.0015336726,0.0009498934,0.0006444563,0.0026233355,0.0010365443,0.0026774448,0.0052717733],"category_scores_gemma":[0.0055540293,0.0006923543,0.0010107157,0.0013083677,0.0021614898,0.0029679097,0.0014010179,0.0020463627,0.0005722154],"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":[0.000014100045,0.000019628504,0.00037381754,0.000057459503,0.000027068432,0.00007887929,0.00006868462,0.07450325,0.00034965822,0.91922116,0.0012140083,0.0040722927],"study_design_scores_gemma":[0.00001675728,0.000013980765,0.00031759922,0.000024226614,0.00001612393,0.000055670833,0.000025418563,0.3861526,0.00013680698,0.61037767,0.0028415325,0.00002171318],"about_ca_topic_score_codex":0.008561192,"about_ca_topic_score_gemma":0.0044916524,"teacher_disagreement_score":0.008561192,"about_ca_system_score_codex":0.0018758184,"about_ca_system_score_gemma":0.002381528,"threshold_uncertainty_score":0.017635822},"labels":[],"label_agreement":null},{"id":"W1969217389","doi":"10.1002/asjc.199","title":"Maximizing or minimizing survival time in the case of random parameters","year":2010,"lang":"en","type":"article","venue":"Asian Journal of Control","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"","keywords":"Random variable; Infinitesimal; Interval (graph theory); Variable (mathematics); Process (computing); Variance (accounting); Control (management); Mathematical optimization; Wiener process; Mathematics; Control variable; Computer science; Statistics; Economics; Artificial intelligence; Combinatorics","score_opus":0.018853170591158073,"score_gpt":0.2282093168994051,"score_spread":0.20935614630824703,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1969217389","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.34499812,0.0011578911,0.64523077,0.0013187564,0.0000589078,0.00006915782,0.00010879284,0.00017706747,0.0068806],"genre_scores_gemma":[0.97506446,0.0003733069,0.020709744,0.0000736458,0.00004099194,0.00007873376,0.00005834792,0.00008695905,0.0035137415],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990496,0.0004608403,0.000040758412,0.00018496152,0.00009800924,0.00016580966],"domain_scores_gemma":[0.9968406,0.0020879183,0.00043773954,0.0001413217,0.00019486016,0.00029752436],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003231681,0.0012944341,0.0014793954,0.0007155058,0.00032734516,0.0013075585,0.0009997773,0.0017466588,0.001898441],"category_scores_gemma":[0.008380374,0.0005844975,0.00058781856,0.00045390252,0.0018655129,0.0017596278,0.0010258582,0.0011524217,0.0001859644],"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":[0.0001286058,0.00003814927,0.0005162765,0.000067459165,0.00005423299,0.00009533139,0.00007681775,0.9248124,0.0026767652,0.06725143,0.00028060368,0.0040019113],"study_design_scores_gemma":[0.00002953197,0.00013036716,0.00046096268,0.00002685992,0.000034144246,0.00003345179,0.000035964218,0.9443115,0.0012692261,0.053184416,0.00045524942,0.000028317076],"about_ca_topic_score_codex":0.0025309466,"about_ca_topic_score_gemma":0.0010626403,"teacher_disagreement_score":0.003231681,"about_ca_system_score_codex":0.0016491754,"about_ca_system_score_gemma":0.0011402082,"threshold_uncertainty_score":0.017090917},"labels":[],"label_agreement":null},{"id":"W1969251391","doi":"10.1007/s10957-007-9252-7","title":"An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 1: Theory","year":2007,"lang":"en","type":"article","venue":"Journal of Optimization Theory and Applications","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Transaction cost; Mathematical optimization; Portfolio optimization; Portfolio; Optimization problem; Key (lock); Computer science; Function (biology); Variable (mathematics); Sequence (biology); Merton's portfolio problem; Heuristics; Reduction (mathematics); Mathematics; Economics; Replicating portfolio; Finance","score_opus":0.009780566260296204,"score_gpt":0.2266601281063399,"score_spread":0.2168795618460437,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1969251391","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0026493059,0.0002750286,0.99523515,0.00014635049,0.00005019033,0.000035327354,0.000021912527,0.00012132338,0.0014654504],"genre_scores_gemma":[0.06689386,0.0005065172,0.92865586,0.0001680222,0.00011720771,0.00030014903,0.00011835025,0.0001626354,0.00307733],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989901,0.00042571305,0.00007139888,0.00016323818,0.00027108914,0.00007840347],"domain_scores_gemma":[0.9971301,0.001988827,0.00012665853,0.00030255993,0.0003682233,0.00008361883],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001973669,0.0010895883,0.0016069026,0.001016521,0.000803014,0.0017389421,0.002152188,0.002528867,0.0055097835],"category_scores_gemma":[0.008124263,0.00078596175,0.0009943983,0.0020999429,0.0010622233,0.003263493,0.0023367684,0.0024243838,0.0011778818],"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":[0.00019625129,0.00016875466,0.00074796146,0.00018279841,0.00010851036,0.00007729199,0.00013140966,0.48167312,0.0017986547,0.16112904,0.006798988,0.34698713],"study_design_scores_gemma":[0.000055727443,0.00003509494,0.00008300285,0.000019576431,0.000015784713,0.000049999897,0.000006672931,0.9316337,0.0003380432,0.06612089,0.0016332966,0.000008190329],"about_ca_topic_score_codex":0.0014722042,"about_ca_topic_score_gemma":0.0014274842,"teacher_disagreement_score":0.0055097835,"about_ca_system_score_codex":0.00088920566,"about_ca_system_score_gemma":0.001606619,"threshold_uncertainty_score":0.01843208},"labels":[],"label_agreement":null},{"id":"W1969436586","doi":"10.1007/s10915-013-9739-3","title":"A Comparison of Iterated Optimal Stopping and Local Policy Iteration for American Options Under Regime Switching","year":2013,"lang":"en","type":"article","venue":"Journal of Scientific Computing","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"","keywords":"Iterated function; Mathematics; Optimal stopping; Jump diffusion; Jump; Convergence (economics); Applied mathematics; Stopping time; Mathematical optimization; Mathematical analysis; Statistics","score_opus":0.040698310286037036,"score_gpt":0.30375117029022564,"score_spread":0.2630528600041886,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1969436586","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21668553,0.0010767461,0.7733891,0.00051209325,0.00013675695,0.00010908133,0.000048847975,0.0004094012,0.0076324386],"genre_scores_gemma":[0.86112934,0.00039832832,0.1350534,0.0001229257,0.000081001206,0.00013639063,0.00010494097,0.00019267503,0.002781053],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9973711,0.0018011987,0.00012158642,0.00022780003,0.00029130315,0.00018693965],"domain_scores_gemma":[0.96684194,0.02837756,0.00097444665,0.001329384,0.0015011778,0.00097536476],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008936016,0.00080891955,0.0027176645,0.0011161428,0.0007925168,0.002096178,0.0021445611,0.0022802828,0.0037267318],"category_scores_gemma":[0.031050473,0.0006819642,0.001217767,0.00081498147,0.0018767205,0.0030272736,0.0021804825,0.0023430653,0.0002560826],"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":[0.0006748665,0.00020357835,0.0014888991,0.00014285206,0.00016052285,0.00008039146,0.00024261122,0.8858155,0.000771018,0.07851301,0.000492736,0.031413987],"study_design_scores_gemma":[0.000021643686,0.0000622153,0.000086378466,0.000010094424,0.000011833551,0.000009998099,0.000011588909,0.99144554,0.00014403574,0.008103657,0.00008554107,0.0000073473943],"about_ca_topic_score_codex":0.0034493085,"about_ca_topic_score_gemma":0.0032166434,"teacher_disagreement_score":0.008936016,"about_ca_system_score_codex":0.0013216309,"about_ca_system_score_gemma":0.0026653023,"threshold_uncertainty_score":0.047258735},"labels":[],"label_agreement":null},{"id":"W1970058257","doi":"10.1287/moor.1040.0096","title":"Arbitrage in a Discrete Version of the Wick-Fractional Black-Scholes Market","year":2004,"lang":"en","type":"article","venue":"Mathematics of Operations Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":28,"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; Arbitrage; Fractional Brownian motion; Black–Scholes model; Hurst exponent; Mathematical economics; Class (philosophy); Applied mathematics; Brownian motion; Econometrics; Finance; Economics; Volatility (finance); Computer science; Statistics","score_opus":0.05043644441289889,"score_gpt":0.3133080381157297,"score_spread":0.2628715937028308,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1970058257","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.44090557,0.0011854778,0.5411923,0.0013431418,0.00031145924,0.00005337798,0.00015226171,0.0002083107,0.014648243],"genre_scores_gemma":[0.97818106,0.00032267766,0.016684275,0.00012336801,0.00018050155,0.000035559475,0.00006160726,0.000028011082,0.0043829894],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99870086,0.00045224026,0.00007948786,0.00022921874,0.00030958714,0.00022854011],"domain_scores_gemma":[0.9972996,0.0009987486,0.0007350508,0.000245965,0.00024030115,0.00048035826],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00271246,0.0007171934,0.0012903141,0.0009260675,0.00061830843,0.0027037326,0.0013078693,0.0015759959,0.0026473287],"category_scores_gemma":[0.007424868,0.00041582045,0.0011748335,0.00055781973,0.0030451412,0.0052383966,0.0013933191,0.001802425,0.00027874095],"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":[0.000076094606,0.00005286364,0.0005273776,0.000045281053,0.000034223867,0.00023016152,0.00007487809,0.040611517,0.002011013,0.9537962,0.00040947075,0.0021309594],"study_design_scores_gemma":[0.000050267205,0.000049982493,0.00025996898,0.000010488666,0.000021448199,0.000106421765,0.000022068298,0.66359496,0.0006179712,0.33459547,0.0006367182,0.000034220135],"about_ca_topic_score_codex":0.0017658646,"about_ca_topic_score_gemma":0.0008129997,"teacher_disagreement_score":0.00271246,"about_ca_system_score_codex":0.0009382009,"about_ca_system_score_gemma":0.00078724796,"threshold_uncertainty_score":0.01434505},"labels":[],"label_agreement":null},{"id":"W1970414145","doi":"10.1117/12.849698","title":"Feynman path integral inspired computational methods for nonlinear filtering","year":2010,"lang":"en","type":"article","venue":"Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE","topic":"Stochastic processes and financial applications","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":"Defence Research and Development Canada","funders":"","keywords":"Path integral formulation; Feynman diagram; Path (computing); Nonlinear system; Mathematics; Integral equation; Applied mathematics; Functional integration; Action (physics); Computer science; Mathematical analysis; Physics; Quantum mechanics; Mathematical physics","score_opus":0.019843997395415255,"score_gpt":0.26132496946461853,"score_spread":0.24148097206920327,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1970414145","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0035000322,0.0008162368,0.9908199,0.0003133657,0.0000851465,0.00001760106,0.000029510602,0.000079874226,0.004338305],"genre_scores_gemma":[0.2812251,0.0030098823,0.7016083,0.0003062242,0.00026377675,0.00038977357,0.00014397093,0.00019881636,0.012854154],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997819,0.00009288246,0.000009507182,0.000020165264,0.00007816097,0.000017388951],"domain_scores_gemma":[0.9994436,0.0003815146,0.000034768138,0.000049712235,0.000066935965,0.000023469478],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009996236,0.00064034876,0.0006981682,0.00067733205,0.00052353484,0.0009639761,0.00086386746,0.0012782327,0.0022675616],"category_scores_gemma":[0.0023814791,0.00029962006,0.0006277741,0.00078277837,0.0014049715,0.0014280131,0.0010101113,0.0015872673,0.00043290894],"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":[0.000018102031,0.000022376233,0.00016415083,0.000066264765,0.000025497666,0.00003845827,0.000059083533,0.2741796,0.0011657279,0.70098037,0.0011672436,0.022113148],"study_design_scores_gemma":[0.0000054328334,0.0000043293876,0.000024289686,0.0000074309883,0.0000021085793,0.000008557877,0.000004680805,0.8697892,0.00014248842,0.12851891,0.0014876407,0.0000048953843],"about_ca_topic_score_codex":0.0023326143,"about_ca_topic_score_gemma":0.0019911267,"teacher_disagreement_score":0.0023326143,"about_ca_system_score_codex":0.0010724018,"about_ca_system_score_gemma":0.0008694241,"threshold_uncertainty_score":0.0077809095},"labels":[],"label_agreement":null},{"id":"W1970811583","doi":"10.1016/j.jedc.2007.11.004","title":"Pricing derivatives with barriers in a stochastic interest rate environment","year":2008,"lang":"en","type":"article","venue":"Journal of Economic Dynamics and Control","topic":"Stochastic processes and financial applications","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":"Vasicek model; Barrier option; Interest rate; Greeks; Valuation (finance); Context (archaeology); Black–Scholes model; Rendleman–Bartter model; Econometrics; Short rate; Short-rate model; Mathematical economics; Economics; Actuarial science; Yield curve; Financial economics; Finance","score_opus":0.01200266910396315,"score_gpt":0.1869523038229286,"score_spread":0.17494963471896546,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1970811583","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.34598392,0.001679095,0.63641346,0.003880131,0.00051154493,0.00006821177,0.000116697986,0.00050716003,0.010839791],"genre_scores_gemma":[0.972451,0.00057408947,0.016338153,0.00015238747,0.00027933667,0.000028751567,0.00004569453,0.00013453061,0.009996088],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99845326,0.0007452882,0.00009174482,0.00018121493,0.00029402756,0.00023445161],"domain_scores_gemma":[0.989837,0.0065452894,0.0011716947,0.0005704565,0.00069426437,0.0011812561],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0046353447,0.0012793307,0.0029426212,0.0012154012,0.00071179116,0.005778279,0.0022355916,0.0051598656,0.004101824],"category_scores_gemma":[0.019332578,0.001403082,0.0014803369,0.0009919278,0.0031891768,0.008257013,0.0022379032,0.0038618715,0.000388379],"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":[0.00022224306,0.000093288,0.0007180737,0.00007646501,0.000073043,0.0008118343,0.00012586525,0.2289837,0.0025560183,0.7616837,0.00096397323,0.0036917978],"study_design_scores_gemma":[0.00009843694,0.00006211491,0.00027887075,0.000011309041,0.000034313154,0.00014449946,0.000032030355,0.8164774,0.00027082022,0.18207754,0.00047396537,0.000038759947],"about_ca_topic_score_codex":0.002793779,"about_ca_topic_score_gemma":0.0013278364,"teacher_disagreement_score":0.005778279,"about_ca_system_score_codex":0.0014742947,"about_ca_system_score_gemma":0.0014234965,"threshold_uncertainty_score":0.024514377},"labels":[],"label_agreement":null},{"id":"W1970932093","doi":"10.1016/j.jmaa.2014.06.078","title":"Stochastic initial boundary value problems subject to distributed and boundary noise and their optimal control","year":2014,"lang":"en","type":"article","venue":"Journal of Mathematical Analysis and Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":7,"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 Ottawa","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Boundary value problem; Noise (video); Class (philosophy); Boundary (topology); Stochastic control; Applied mathematics; Optimal control; Mathematical optimization; Mathematical analysis; Computer science","score_opus":0.012100810552918066,"score_gpt":0.22966046278472674,"score_spread":0.21755965223180868,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1970932093","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17132328,0.008636038,0.73807645,0.015888408,0.0026257269,0.00036640908,0.0005167812,0.00029213846,0.06227481],"genre_scores_gemma":[0.89317626,0.0036930249,0.04551214,0.001532127,0.001109939,0.0007048117,0.0005473551,0.0003513104,0.05337305],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980205,0.000967756,0.00010674162,0.00033471652,0.00031831837,0.00025195756],"domain_scores_gemma":[0.98602617,0.009406088,0.0012046774,0.00026056432,0.0018131755,0.0012892038],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0052075717,0.0026821499,0.0035473562,0.0036907448,0.0017453175,0.0064703613,0.0029161186,0.009067668,0.0057935603],"category_scores_gemma":[0.031523246,0.0018694255,0.0021469716,0.001825896,0.0076801684,0.0053248988,0.004942877,0.0045207404,0.00036523104],"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":[0.00017676794,0.00018207019,0.00063506933,0.00024949727,0.00011172882,0.00025420357,0.000248719,0.20235893,0.0012518652,0.7865958,0.0030522323,0.004882994],"study_design_scores_gemma":[0.00010182168,0.00006145363,0.00044959562,0.0001054978,0.000040987416,0.00006741957,0.00013419508,0.67878217,0.00038008578,0.31853646,0.0012731601,0.00006718978],"about_ca_topic_score_codex":0.009080226,"about_ca_topic_score_gemma":0.003305789,"teacher_disagreement_score":0.009080226,"about_ca_system_score_codex":0.0038935167,"about_ca_system_score_gemma":0.0044817864,"threshold_uncertainty_score":0.028249502},"labels":[],"label_agreement":null},{"id":"W1971132156","doi":"10.1007/s00780-007-0039-3","title":"Minimal Hellinger martingale measures of order q","year":2007,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","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":"University of Alberta","funders":"","keywords":"Mathematics; Martingale (probability theory); Semimartingale; Local martingale; Mathematical finance; Mathematical economics; Martingale pricing; Optional stopping theorem; Stopping time; Doob's martingale inequality; Martingale representation theorem; Applied mathematics; Optimal stopping; Measure (data warehouse); Mathematical optimization; Economics; Finance; Statistics","score_opus":0.0382465222325775,"score_gpt":0.23224129624657713,"score_spread":0.19399477401399964,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1971132156","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3926749,0.0019381443,0.5703939,0.003678022,0.00028522537,0.000117538984,0.00075896224,0.00043562238,0.029717684],"genre_scores_gemma":[0.9463614,0.0009700216,0.03363061,0.00052406697,0.00040025034,0.00014511142,0.00042091534,0.00015377668,0.017393855],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983621,0.0005133295,0.00011790803,0.0002799137,0.00041822324,0.00030850645],"domain_scores_gemma":[0.9882091,0.006438652,0.0016488152,0.00086818077,0.0012752172,0.0015600318],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003265962,0.001330102,0.002062457,0.0036765728,0.0016864594,0.0048531136,0.0017044313,0.0018563245,0.006303549],"category_scores_gemma":[0.015182509,0.00081507396,0.0013314025,0.0015466602,0.0044869212,0.007062902,0.0032393716,0.0028493123,0.00061001943],"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":[0.000026303118,0.000011802823,0.00020049697,0.0000203153,0.000009351533,0.000041246145,0.00007485711,0.00083099253,0.00043051544,0.99721164,0.0002344425,0.0009080632],"study_design_scores_gemma":[0.000013535778,0.000022146054,0.00023774672,0.000010858529,0.0000075929047,0.000067507615,0.00003015309,0.007349446,0.0004267103,0.9911526,0.00066538097,0.000016442818],"about_ca_topic_score_codex":0.0010315949,"about_ca_topic_score_gemma":0.00077623496,"teacher_disagreement_score":0.006303549,"about_ca_system_score_codex":0.00236574,"about_ca_system_score_gemma":0.0016921086,"threshold_uncertainty_score":0.021087468},"labels":[],"label_agreement":null},{"id":"W1971279552","doi":"10.1016/j.camwa.2011.06.055","title":"An M-ary detection approach for asset allocation","year":2011,"lang":"en","type":"article","venue":"Computers & Mathematics with Applications","topic":"Stochastic processes and financial applications","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":"Australian Research Council","keywords":"Dynamic programming; Portfolio; Mathematical optimization; Hidden Markov model; Asset (computer security); Markov chain; Asset allocation; Portfolio optimization; Markov process; Terminal (telecommunication); Markov decision process; Computer science; Mathematics; Economics; Finance; Artificial intelligence; Machine learning","score_opus":0.04448403562047638,"score_gpt":0.22508341060520604,"score_spread":0.18059937498472967,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1971279552","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0032264993,0.00017768059,0.9958799,0.00013036597,0.00005481265,0.000014322427,0.000023320674,0.00006161013,0.00043163044],"genre_scores_gemma":[0.2853839,0.0007203652,0.7042659,0.00045351396,0.00067161437,0.00023592298,0.00021723966,0.00006328646,0.007988261],"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9983188,0.00064374285,0.000094898074,0.0003961076,0.00043019964,0.000116312694],"domain_scores_gemma":[0.9965634,0.0023798905,0.00022656562,0.0002866607,0.00041837269,0.00012513644],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019432508,0.0007817828,0.0017141894,0.0011540545,0.0006527764,0.0014588402,0.0016193012,0.0017310386,0.0023256396],"category_scores_gemma":[0.010130364,0.0007758955,0.0009894379,0.001177307,0.0010806214,0.0020174254,0.0027993373,0.0018545372,0.0008443596],"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":[0.00043930952,0.00021373414,0.0016468744,0.00028521035,0.00023499054,0.00025912368,0.00023725271,0.20526938,0.014811808,0.26658085,0.0061931815,0.5038283],"study_design_scores_gemma":[0.00002202074,0.0000663991,0.00025592654,0.0000104798655,0.000017984583,0.000082136336,0.000010088832,0.9278705,0.001189051,0.068636745,0.0018218949,0.000016709193],"about_ca_topic_score_codex":0.0011909957,"about_ca_topic_score_gemma":0.0010721504,"teacher_disagreement_score":0.0023256396,"about_ca_system_score_codex":0.00058076996,"about_ca_system_score_gemma":0.0010635802,"threshold_uncertainty_score":0.010276973},"labels":[],"label_agreement":null},{"id":"W1971497961","doi":"10.1080/10920277.2010.10597589","title":"“Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method”, Fei Lung Yuen and Hailiang Yang, April, 2010","year":2010,"lang":"en","type":"article","venue":"North American Actuarial Journal","topic":"Stochastic processes and financial applications","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":"Trinomial; Equity (law); Trinomial tree; Economics; Financial economics; Actuarial science; Mathematics; Econometrics; Binomial options pricing model; Valuation of options; Political science; Combinatorics; Law","score_opus":0.014497062390143934,"score_gpt":0.2483646444676069,"score_spread":0.23386758207746297,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1971497961","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.045602024,0.00065229123,0.9511619,0.0005668737,0.00022014484,0.000032586548,0.00005610522,0.00013472335,0.0015733396],"genre_scores_gemma":[0.6939888,0.0020161353,0.29345557,0.00043866242,0.00049575354,0.00017189246,0.0003814034,0.00020569461,0.008846112],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99912137,0.0005967618,0.000034755074,0.00006821463,0.00011985041,0.000059106842],"domain_scores_gemma":[0.9977036,0.0016684552,0.00012377251,0.00011611061,0.00023679517,0.0001511831],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0036544865,0.00047833144,0.0012479823,0.0005352482,0.0005368556,0.0009817455,0.0015351023,0.0011571192,0.003908952],"category_scores_gemma":[0.008003085,0.00065267156,0.0012477926,0.00095581706,0.00089521427,0.0030297744,0.0011909129,0.0020016313,0.00038530785],"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":[0.0005425513,0.0001613785,0.006106538,0.00019219627,0.00026662493,0.00033653062,0.0002925787,0.60544485,0.0021440566,0.23664363,0.008069857,0.13979912],"study_design_scores_gemma":[0.000008676785,0.000010192726,0.00019301809,0.0000044540097,0.000008019985,0.000015679418,0.000009163995,0.98558444,0.00008037816,0.013825871,0.00025390144,0.0000061920714],"about_ca_topic_score_codex":0.0040927436,"about_ca_topic_score_gemma":0.006299103,"teacher_disagreement_score":0.0040927436,"about_ca_system_score_codex":0.00046965113,"about_ca_system_score_gemma":0.0009189677,"threshold_uncertainty_score":0.019326985},"labels":[],"label_agreement":null},{"id":"W1972106190","doi":"10.1007/s00780-014-0237-8","title":"Asian options and meromorphic Lévy processes","year":2014,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Mellin transform; Laplace transform; Asian option; Applied mathematics; Exotic option; Exponential function; Mathematical finance; Meromorphic function; Mathematics; Mellin inversion theorem; Product (mathematics); Distribution (mathematics); Inverse; Lévy process; Valuation of options; Econometrics; Mathematical analysis; Finance; Economics; Fourier transform","score_opus":0.018972352947042578,"score_gpt":0.20424315030134416,"score_spread":0.18527079735430158,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1972106190","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7341234,0.019212296,0.1642368,0.010688828,0.0008304537,0.000023270422,0.0002772808,0.00019175028,0.07041597],"genre_scores_gemma":[0.97665703,0.003162956,0.003736384,0.00022186387,0.00040118725,0.000012256814,0.000075061624,0.000024350356,0.015708838],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9998109,0.00007999591,0.00001544093,0.000032858632,0.000041587864,0.000019157427],"domain_scores_gemma":[0.9987785,0.0004973609,0.00034140286,0.00008055652,0.00015466106,0.00014757509],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008511028,0.00060618145,0.00049160235,0.0008628519,0.00036597517,0.0019886286,0.00048089048,0.0011305866,0.004570192],"category_scores_gemma":[0.0040227687,0.00020729049,0.0004785962,0.0013454035,0.0013994784,0.0039759898,0.00095470535,0.000993271,0.00031285823],"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":[0.000021192649,0.000009299194,0.0012749566,0.000035995494,0.000015179799,0.00027735843,0.0001940929,0.007766876,0.00046557427,0.98250985,0.0011716804,0.006257976],"study_design_scores_gemma":[0.000010692536,0.00001190241,0.0014045554,0.000017817605,0.000010084137,0.0002901101,0.00014653393,0.029379483,0.00009984288,0.96536094,0.003253223,0.000014861605],"about_ca_topic_score_codex":0.0013685693,"about_ca_topic_score_gemma":0.000915114,"teacher_disagreement_score":0.004570192,"about_ca_system_score_codex":0.00054813613,"about_ca_system_score_gemma":0.00036940153,"threshold_uncertainty_score":0.01528877},"labels":[],"label_agreement":null},{"id":"W1972195093","doi":"10.1007/s10255-008-8801-7","title":"Strong consistency of the empirical martingale simulation option price estimator","year":2009,"lang":"en","type":"article","venue":"Acta Mathematicae Applicatae Sinica English Series","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Martingale (probability theory); Estimator; Monte Carlo method; Consistency (knowledge bases); Lipschitz continuity; Univariate; Mathematics; Mathematical optimization; Econometrics; Applied mathematics; Economics; Computer science; Mathematical economics; Statistics","score_opus":0.06933078192930239,"score_gpt":0.2854683485839189,"score_spread":0.2161375666546165,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1972195093","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.091349654,0.0005102535,0.9001551,0.0015957614,0.0001841528,0.00008063183,0.0003051157,0.0003522035,0.00546706],"genre_scores_gemma":[0.8792064,0.0005931177,0.111645214,0.00066074805,0.00046910724,0.00026631664,0.0011990245,0.00040876612,0.0055512036],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.98990345,0.0052623777,0.00057555514,0.0019782647,0.0017829929,0.0004974343],"domain_scores_gemma":[0.82350314,0.14270107,0.008122407,0.01223242,0.011271205,0.0021697036],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.025337705,0.0009885116,0.0022510814,0.002564336,0.0009150748,0.0040693628,0.0040894854,0.0031592278,0.005377241],"category_scores_gemma":[0.16767532,0.0016121193,0.0019418318,0.0014938036,0.005404482,0.006195497,0.0047374615,0.0056894775,0.0009044864],"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":[0.00048101673,0.00016310485,0.010867034,0.00026452172,0.00039324563,0.0003839819,0.00022695588,0.11179495,0.0042723697,0.85323024,0.0017296211,0.016192915],"study_design_scores_gemma":[0.00010275272,0.0000902124,0.0031797525,0.00008752345,0.00005569817,0.00027854223,0.000034040724,0.5799764,0.002472019,0.41255862,0.0010982356,0.000066250024],"about_ca_topic_score_codex":0.0009713688,"about_ca_topic_score_gemma":0.00057700125,"teacher_disagreement_score":0.025337705,"about_ca_system_score_codex":0.0010174947,"about_ca_system_score_gemma":0.0021085588,"threshold_uncertainty_score":0.13400024},"labels":[],"label_agreement":null},{"id":"W1972437235","doi":"10.1142/s0217595910002624","title":"ALTERNATIVE RANDOMIZATION FOR VALUING AMERICAN OPTIONS","year":2010,"lang":"en","type":"article","venue":"Asia Pacific Journal of Operational Research","topic":"Stochastic processes and financial applications","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":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Laplace transform; Random variable; Mathematical optimization; Context (archaeology); Computer science; Mathematics; Variable (mathematics); Maturity (psychological); Applied mathematics; Econometrics; Calculus (dental); Statistics","score_opus":0.06962739646991001,"score_gpt":0.3544901727073047,"score_spread":0.2848627762373947,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1972437235","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00959272,0.000204737,0.9883221,0.00015526319,0.00006750731,0.000043666125,0.000028608121,0.00016516919,0.0014202299],"genre_scores_gemma":[0.30880633,0.0005033245,0.6850226,0.00023500569,0.00016390857,0.00024567373,0.00014953992,0.00013368849,0.0047399127],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99648356,0.0022121437,0.00012468961,0.00030599211,0.00075046293,0.00012300715],"domain_scores_gemma":[0.9955205,0.0028493614,0.00043341733,0.0004097608,0.0006240561,0.00016293454],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0049115103,0.00059252867,0.00089935213,0.0015411628,0.00062858657,0.0014143673,0.0013292491,0.001836546,0.0032241356],"category_scores_gemma":[0.018959863,0.00039160438,0.0010632895,0.0012707841,0.0019005003,0.0026177336,0.0013923628,0.0020484105,0.0006784549],"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":[0.0002693847,0.00008870758,0.000812025,0.00010756819,0.000050739658,0.00013759125,0.00011283493,0.25808945,0.0054362607,0.65472794,0.0013027313,0.078864716],"study_design_scores_gemma":[0.00006027111,0.00007445804,0.00018490915,0.000022125041,0.000008490892,0.00006688368,0.000010041421,0.8688574,0.0015788313,0.12637652,0.0027131937,0.000046880403],"about_ca_topic_score_codex":0.0013929907,"about_ca_topic_score_gemma":0.0012293876,"teacher_disagreement_score":0.0049115103,"about_ca_system_score_codex":0.001119076,"about_ca_system_score_gemma":0.0010912046,"threshold_uncertainty_score":0.02597487},"labels":[],"label_agreement":null},{"id":"W1972743562","doi":"10.5402/2012/481856","title":"Futures Hedges under Basis Heteroscedasticity","year":2012,"lang":"en","type":"article","venue":"ISRN Economics","topic":"Stochastic processes and financial applications","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":"","keywords":"Homoscedasticity; Futures contract; Heteroscedasticity; Variance (accounting); Extant taxon; Econometrics; Constant (computer programming); Basis (linear algebra); Economics; Spot contract; Hedge; Basis risk; Mathematics; Financial economics; Computer science","score_opus":0.03899896343735892,"score_gpt":0.22784659523217096,"score_spread":0.18884763179481204,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1972743562","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.43667296,0.0002578377,0.5573581,0.00026995892,0.00001317594,0.00002651163,0.000097235185,0.00007670407,0.0052274996],"genre_scores_gemma":[0.98674333,0.00007377836,0.012022305,0.000014341638,0.0000063833872,0.000016023836,0.000027332904,0.000009124894,0.0010873259],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999671,0.00011770937,0.000021352082,0.000059587448,0.0000807363,0.00004975305],"domain_scores_gemma":[0.99906045,0.0005548247,0.00018578151,0.000078001984,0.0000799714,0.00004098411],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017585467,0.0003456413,0.0007239701,0.00027126452,0.00021528722,0.0007729539,0.00046472086,0.0006930296,0.0007828824],"category_scores_gemma":[0.0032709206,0.0003198988,0.00046288612,0.00029511997,0.0006037994,0.0010370179,0.0006411047,0.00057722896,0.00005915256],"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":[0.00006910449,0.000015842383,0.0009104881,0.000017675362,0.000026012782,0.000057670997,0.000043267835,0.93442416,0.0012714076,0.054146994,0.00018826264,0.008829076],"study_design_scores_gemma":[0.0000098054525,0.000030891693,0.00044242505,0.0000027386604,0.0000073077485,0.000019198713,0.000006730185,0.9788316,0.0003668469,0.020176347,0.000100178855,0.000006065597],"about_ca_topic_score_codex":0.0016993888,"about_ca_topic_score_gemma":0.0012191549,"teacher_disagreement_score":0.0017585467,"about_ca_system_score_codex":0.00067178404,"about_ca_system_score_gemma":0.00077401486,"threshold_uncertainty_score":0.009300172},"labels":[],"label_agreement":null},{"id":"W1972867159","doi":"10.1016/j.ejor.2008.09.019","title":"Third-order extensions of Lo’s semiparametric bound for European call options","year":2008,"lang":"en","type":"article","venue":"European Journal of Operational Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":17,"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 New Brunswick","funders":"Natural Sciences and Engineering Research Council of Canada; National Science Foundation","keywords":"Context (archaeology); Valuation of options; Econometrics; Skewness; Order (exchange); Variance (accounting); Parametric statistics; Capital asset pricing model; Stochastic game; Call option; Contrast (vision); Economics; Computer science; Mathematical economics; Mathematics; Finance; Statistics","score_opus":0.1605272267897249,"score_gpt":0.3372387262423536,"score_spread":0.17671149945262873,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1972867159","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.056158442,0.0011737815,0.92679626,0.001485296,0.00015042524,0.000022085167,0.00013838304,0.00025501224,0.013820217],"genre_scores_gemma":[0.9107299,0.0010859924,0.06318253,0.00073564984,0.00040632795,0.000095181145,0.00036447708,0.00028218594,0.02311774],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985103,0.0007657102,0.000055564113,0.00017290906,0.00024034403,0.00025514682],"domain_scores_gemma":[0.9856177,0.009727492,0.001112526,0.0016616505,0.001009203,0.0008714567],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007120404,0.0011198337,0.0012998179,0.0013014501,0.0005135432,0.0035644614,0.0020564406,0.0020418463,0.0063173575],"category_scores_gemma":[0.021710586,0.000636854,0.0018698276,0.001056233,0.0024553803,0.004174169,0.0030627744,0.0050874026,0.00070458354],"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":[0.00016367706,0.00009572745,0.0010199152,0.00011743367,0.000090405716,0.00021979185,0.00029640662,0.20038697,0.001772581,0.7789182,0.0021202203,0.014798666],"study_design_scores_gemma":[0.00001262288,0.000018092258,0.00038993225,0.000026378211,0.000019731382,0.00004181697,0.000024427936,0.8223975,0.00037626858,0.17554116,0.0011242409,0.000027834705],"about_ca_topic_score_codex":0.0026278733,"about_ca_topic_score_gemma":0.002422778,"teacher_disagreement_score":0.007120404,"about_ca_system_score_codex":0.0017186415,"about_ca_system_score_gemma":0.0013574472,"threshold_uncertainty_score":0.037656724},"labels":[],"label_agreement":null},{"id":"W1973219638","doi":"10.1080/1350486x.2012.678735","title":"Exotic Geometric Average Options Pricing under Stochastic Volatility","year":2012,"lang":"en","type":"article","venue":"Applied Mathematical Finance","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Valuation of options; Stochastic volatility; Implied volatility; SABR volatility model; Financial economics; Volatility smile; Volatility (finance); Econometrics; Economics; Actuarial science; Computer science","score_opus":0.04589439033210992,"score_gpt":0.23586135418444334,"score_spread":0.18996696385233341,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1973219638","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11951461,0.0009541438,0.8693323,0.00037914873,0.00013238954,0.000019928086,0.000068021815,0.00022407876,0.009375505],"genre_scores_gemma":[0.94606084,0.00062973733,0.049131796,0.000098879835,0.00016915063,0.000025316192,0.00008468714,0.00007470991,0.0037248486],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994672,0.00019604553,0.000027456183,0.000059802594,0.00019911514,0.000050422506],"domain_scores_gemma":[0.99904615,0.00044195898,0.00015564934,0.00010179172,0.00016693496,0.00008747088],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011685593,0.00059428136,0.0006921745,0.00082570274,0.00035372932,0.001535271,0.00087296875,0.0009729758,0.0017128983],"category_scores_gemma":[0.0037418157,0.00027806012,0.0009580818,0.0007079772,0.001382016,0.0026334217,0.0009998427,0.0011862433,0.00018646155],"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":[0.000020967753,0.000012450168,0.00044892388,0.00003034445,0.000018854778,0.00024946398,0.00005130307,0.12620471,0.0020548068,0.86290115,0.000341043,0.00766604],"study_design_scores_gemma":[0.0000056708,0.000014270304,0.00020407737,0.000005376291,0.000005616665,0.00014177419,0.000008271985,0.7452823,0.00031085988,0.25337264,0.0006378668,0.000011312093],"about_ca_topic_score_codex":0.00049220206,"about_ca_topic_score_gemma":0.0003951668,"teacher_disagreement_score":0.0017128983,"about_ca_system_score_codex":0.0005577807,"about_ca_system_score_gemma":0.00044881995,"threshold_uncertainty_score":0.006180048},"labels":[],"label_agreement":null},{"id":"W1973307042","doi":"10.1080/02331888.2014.907294","title":"On drift parameter estimation in models with fractional Brownian motion","year":2014,"lang":"en","type":"article","venue":"Statistics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":52,"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":"Mathematics; Fractional Brownian motion; Consistency (knowledge bases); Stochastic differential equation; Geometric Brownian motion; Estimation theory; Brownian motion; Applied mathematics; Reflected Brownian motion; Brownian excursion; Mathematical analysis; Derivative (finance); Statistical physics; Diffusion process; Statistics; Geometry","score_opus":0.021244504037551935,"score_gpt":0.22420846288973273,"score_spread":0.2029639588521808,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1973307042","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.027251543,0.0013327119,0.9694453,0.0006751067,0.00007856243,0.000017602537,0.000029593344,0.000055029996,0.001114654],"genre_scores_gemma":[0.8006521,0.004176687,0.18882512,0.00041540407,0.0007124579,0.00018637048,0.00026855886,0.0001243117,0.0046390225],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99761933,0.0012103578,0.00012318224,0.0004451571,0.00039693995,0.00020492237],"domain_scores_gemma":[0.98949105,0.008484826,0.0010207533,0.0004150288,0.00041101512,0.00017733277],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008152006,0.0016092025,0.002007136,0.0019274711,0.0008094724,0.0018052266,0.0019570533,0.003326232,0.00096621516],"category_scores_gemma":[0.030597769,0.0008164825,0.001825433,0.0019551616,0.0027453066,0.0037392268,0.0031181567,0.0021068868,0.00015825444],"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":[0.00008610886,0.00007964208,0.0027569465,0.000246621,0.00018484506,0.0004717715,0.00027015872,0.65418595,0.0031224093,0.3153836,0.00068910944,0.022522928],"study_design_scores_gemma":[0.000013426145,0.000033250286,0.0003561735,0.0000288889,0.000030106585,0.00007043498,0.000019201716,0.8688441,0.0005054597,0.12943886,0.00063097355,0.000029076382],"about_ca_topic_score_codex":0.004514719,"about_ca_topic_score_gemma":0.0016773056,"teacher_disagreement_score":0.008152006,"about_ca_system_score_codex":0.0011557549,"about_ca_system_score_gemma":0.0014389813,"threshold_uncertainty_score":0.043112457},"labels":[],"label_agreement":null},{"id":"W1973387674","doi":"10.1142/s0219024907004081","title":"PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE","year":2007,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"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":"Bessel function; Bessel process; Mathematics; Brownian bridge; Monte Carlo method; Local volatility; Valuation of options; Applied mathematics; Stochastic volatility; Volatility (finance); Semimartingale; Statistical physics; Brownian motion; Mathematical analysis; Econometrics; Physics; Statistics; Orthogonal polynomials","score_opus":0.014888833903710203,"score_gpt":0.23234123408914387,"score_spread":0.21745240018543366,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1973387674","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.024050435,0.00007001519,0.97513074,0.00006473692,0.0000146612365,0.000019499132,0.0000089470495,0.00005420782,0.0005868],"genre_scores_gemma":[0.53126657,0.00051711075,0.46325123,0.0001266983,0.000069828464,0.00016621493,0.00012131689,0.00010879246,0.004372207],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994825,0.00023730609,0.000020880238,0.00006836592,0.0001554581,0.00003544758],"domain_scores_gemma":[0.99832314,0.0012334716,0.000111379995,0.000119362885,0.00013234082,0.0000802922],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024895095,0.0005275463,0.0008771933,0.00052076095,0.00030520107,0.00095927564,0.0013471749,0.001052211,0.0023493124],"category_scores_gemma":[0.00636383,0.00051940116,0.0008158759,0.00054486125,0.0008956967,0.0026364645,0.001315973,0.0015856057,0.00027467796],"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":[0.0000767152,0.000060020608,0.0008535413,0.00004401549,0.000040293547,0.00014167512,0.00009987292,0.60423565,0.0026239124,0.3552223,0.00043691104,0.03616512],"study_design_scores_gemma":[0.000005883874,0.00001313171,0.00004240363,0.0000018839202,0.0000024211336,0.000013056062,0.0000030494064,0.96862507,0.00017901268,0.030912112,0.0001980124,0.0000039323922],"about_ca_topic_score_codex":0.001267752,"about_ca_topic_score_gemma":0.0009952969,"teacher_disagreement_score":0.0024895095,"about_ca_system_score_codex":0.0006340611,"about_ca_system_score_gemma":0.0007643597,"threshold_uncertainty_score":0.013165951},"labels":[],"label_agreement":null},{"id":"W1973400342","doi":"10.1016/j.spa.2005.10.001","title":"Infinite dimensional stochastic differential equations of Ornstein–Uhlenbeck type","year":2005,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Ornstein–Uhlenbeck process; Mathematics; Stochastic differential equation; Type (biology); Mathematical analysis; Differential equation; Stochastic partial differential equation; Applied mathematics; Stochastic process; Statistics","score_opus":0.022926949180470276,"score_gpt":0.22717376966729666,"score_spread":0.20424682048682638,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1973400342","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05918008,0.00711112,0.89937025,0.003831684,0.0016388246,0.00006694957,0.00034045285,0.0002111498,0.028249506],"genre_scores_gemma":[0.8162354,0.009050221,0.071444355,0.0013487497,0.0015723844,0.00026958238,0.00071616354,0.0002571934,0.09910594],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989305,0.0004060662,0.00008654557,0.00018898207,0.00028331394,0.000104527775],"domain_scores_gemma":[0.9964142,0.0019471153,0.0005036544,0.00016859132,0.00068124814,0.00028518963],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024607354,0.0016807697,0.0026735107,0.0014435428,0.000967574,0.004131823,0.0021085506,0.0052163117,0.005694732],"category_scores_gemma":[0.0102690095,0.00096387696,0.0017512143,0.0021092051,0.003679243,0.0047316644,0.002533177,0.0040817186,0.0007966517],"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":[0.000019416493,0.00003286938,0.0003446941,0.00007046873,0.000035104047,0.00014980535,0.000094788535,0.06411273,0.0008351464,0.93022394,0.0009327525,0.0031483083],"study_design_scores_gemma":[0.000022102695,0.000015093614,0.00029531197,0.00003049651,0.000026651023,0.00014282222,0.00004131249,0.48863345,0.00037376652,0.50776005,0.002600589,0.000058417405],"about_ca_topic_score_codex":0.0036873026,"about_ca_topic_score_gemma":0.0025287264,"teacher_disagreement_score":0.005694732,"about_ca_system_score_codex":0.0018692877,"about_ca_system_score_gemma":0.0020290937,"threshold_uncertainty_score":0.019050717},"labels":[],"label_agreement":null},{"id":"W1973459395","doi":"10.1142/s0219024903001852","title":"A COMPLETE YIELD CURVE DESCRIPTION OF A MARKOV INTEREST RATE MODEL","year":2003,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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 Waterloo; University of Calgary","funders":"","keywords":"Yield curve; Markov chain; Forward rate; Measure (data warehouse); Mathematics; Interest rate; Bond valuation; Short rate; Function (biology); Applied mathematics; Markov process; Short-rate model; Yield (engineering); Set (abstract data type); Mathematical economics; Econometrics; Computer science; Statistics; Economics; Finance","score_opus":0.039926135308255256,"score_gpt":0.23404070177530711,"score_spread":0.19411456646705186,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1973459395","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08362795,0.0009234079,0.89297926,0.0008762374,0.00007136757,0.000067364075,0.00076167606,0.0002954123,0.020397285],"genre_scores_gemma":[0.91073954,0.0015905891,0.06089307,0.00029511447,0.0003236568,0.00024769074,0.000985937,0.00019178628,0.024732577],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992083,0.00015457702,0.000050167113,0.00013344715,0.00033068136,0.00012296144],"domain_scores_gemma":[0.99854445,0.00048523606,0.0003320124,0.00018123734,0.0003205979,0.00013654574],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016013309,0.0006667141,0.0009248415,0.00101311,0.0005209233,0.0015913948,0.0014148019,0.0016994729,0.0049155923],"category_scores_gemma":[0.0035572285,0.00049796,0.0011678165,0.000760725,0.0011417848,0.0027740307,0.0010421145,0.0015035714,0.0010553318],"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":[0.00001827802,0.000015452024,0.00033142813,0.000033120363,0.000013036577,0.00013384104,0.000087491266,0.10407732,0.0013279453,0.8900699,0.0006768301,0.003215274],"study_design_scores_gemma":[0.0000152046305,0.00002806343,0.0002916406,0.000018278906,0.000008913748,0.00011548241,0.000017546161,0.6145252,0.00039541794,0.3821048,0.0024500948,0.00002934906],"about_ca_topic_score_codex":0.003091978,"about_ca_topic_score_gemma":0.0012824013,"teacher_disagreement_score":0.0049155923,"about_ca_system_score_codex":0.0010825575,"about_ca_system_score_gemma":0.0014835361,"threshold_uncertainty_score":0.016444325},"labels":[],"label_agreement":null},{"id":"W1974769456","doi":"10.1239/jap/996986756","title":"An explicit solution to an optimal stopping problem with regime switching","year":2001,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":174,"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":"Optimal stopping; Mathematics; Stopping time; Brownian motion; Geometric Brownian motion; Jump process; Martingale (probability theory); Markov process; Jump; Classification of discontinuities; Applied mathematics; Optional stopping theorem; Black–Scholes model; Mathematical optimization; Mathematical analysis; Diffusion process; Econometrics; Computer science","score_opus":0.031395104087653024,"score_gpt":0.23849726138622912,"score_spread":0.2071021572985761,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1974769456","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08870947,0.00078790775,0.8875256,0.0022149533,0.00019820232,0.00004769675,0.0000872936,0.00012006111,0.020308794],"genre_scores_gemma":[0.86285096,0.00089594413,0.11401179,0.0003018277,0.00022510494,0.00018575949,0.00015705866,0.00010631399,0.021265294],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99945277,0.00022234894,0.000028941597,0.0000901599,0.00010881003,0.00009699191],"domain_scores_gemma":[0.99838877,0.0009932694,0.00023879326,0.000061968065,0.00014426597,0.00017296502],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015611025,0.0007288699,0.0009948257,0.0006035109,0.00066310336,0.0016416891,0.0010168537,0.0030844866,0.0048733656],"category_scores_gemma":[0.007175156,0.0006117147,0.0011560798,0.0005428634,0.0016119229,0.0016092008,0.0017904328,0.0018629531,0.00036239848],"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":[0.00006199947,0.00007170429,0.000696234,0.000121000485,0.000049877443,0.00038524094,0.00021134257,0.17498006,0.0018609476,0.81005436,0.001588991,0.009918208],"study_design_scores_gemma":[0.000031787615,0.00004348707,0.00016038917,0.000026300007,0.000015483185,0.0000633503,0.000033975295,0.7290943,0.00032263467,0.26887208,0.0013192184,0.000016933469],"about_ca_topic_score_codex":0.0013007524,"about_ca_topic_score_gemma":0.0010543092,"teacher_disagreement_score":0.0048733656,"about_ca_system_score_codex":0.00075452286,"about_ca_system_score_gemma":0.0013358479,"threshold_uncertainty_score":0.016303003},"labels":[],"label_agreement":null},{"id":"W1974790100","doi":"10.1007/s00245-012-9189-6","title":"Filtering with Marked Point Process Observations via Poisson Chaos Expansion","year":2012,"lang":"en","type":"article","venue":"Applied Mathematics & Optimization","topic":"Stochastic processes and financial applications","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":"Mathematics; Filter (signal processing); Uniqueness; Point process; Poisson point process; Bounded function; Truncation (statistics); Poisson distribution; Applied mathematics; CHAOS (operating system); Nonlinear filter; Mathematical analysis; Computer science; Filter design; Statistics","score_opus":0.028610192302787517,"score_gpt":0.21434424007116798,"score_spread":0.18573404776838046,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1974790100","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.025136584,0.00011607309,0.9739294,0.00013688965,0.000068352565,0.000017921167,0.00005410083,0.00010380105,0.000436885],"genre_scores_gemma":[0.83185226,0.0009503379,0.1577026,0.00018204945,0.00046470584,0.00015405138,0.0005467641,0.00010282029,0.008044281],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99891543,0.00036350905,0.00007325742,0.00027534756,0.00028490822,0.00008750574],"domain_scores_gemma":[0.99437165,0.0039365115,0.00055145245,0.0005211491,0.00045999224,0.00015919133],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023764353,0.0008970594,0.0015079108,0.0012916661,0.00058117585,0.0013322117,0.0013195436,0.0020366304,0.0012188606],"category_scores_gemma":[0.011742542,0.0012092055,0.0013930028,0.0012948791,0.0012294732,0.0030350331,0.0020107324,0.0016052511,0.00037240452],"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":[0.0005591763,0.000080158716,0.002706046,0.0001994185,0.0002559395,0.00037728212,0.00020591852,0.7049147,0.012512398,0.21538217,0.001240251,0.06156655],"study_design_scores_gemma":[0.000011518177,0.000022539734,0.00030079676,0.0000052634023,0.000012561678,0.000025679912,0.000004253094,0.9760769,0.0008889704,0.022384932,0.0002492214,0.000017448147],"about_ca_topic_score_codex":0.0020892671,"about_ca_topic_score_gemma":0.0019085719,"teacher_disagreement_score":0.0023764353,"about_ca_system_score_codex":0.0007170116,"about_ca_system_score_gemma":0.00081974105,"threshold_uncertainty_score":0.012567937},"labels":[],"label_agreement":null},{"id":"W1975507670","doi":"10.1007/s00780-006-0004-6","title":"Option Pricing for Pure Jump Processes with Markov Switching Compensators","year":2006,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":121,"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":"Stylized fact; Jump; Markov process; Representation (politics); Mathematical finance; Econometrics; Asset (computer security); Jump process; Markov chain; Economics; Hedge; Exponential function; Class (philosophy); Mathematics; Computer science; Financial economics; Statistics","score_opus":0.01296769127767617,"score_gpt":0.20181243081051084,"score_spread":0.18884473953283468,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1975507670","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15503353,0.0015908227,0.83135563,0.001952486,0.00037850795,0.00007874936,0.00017646383,0.00031203628,0.0091217365],"genre_scores_gemma":[0.952074,0.0010697212,0.025921034,0.000260842,0.00059448293,0.0000987409,0.00019146662,0.00010421422,0.01968545],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99785787,0.0010150473,0.00011812844,0.0002985657,0.00041711444,0.00029318043],"domain_scores_gemma":[0.98573273,0.010749636,0.0010845432,0.00072805246,0.0008994446,0.000805682],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008054532,0.0015860066,0.002699001,0.0017364473,0.0010353058,0.00501217,0.0027143892,0.004894113,0.006749096],"category_scores_gemma":[0.02255705,0.0013054246,0.0020766468,0.0015302299,0.0030972813,0.008425955,0.0021624279,0.0034572706,0.000544261],"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":[0.00014578915,0.00007422593,0.000563066,0.00007839888,0.000089515284,0.00027703014,0.00008977107,0.096188806,0.001333339,0.8951753,0.00087646476,0.005108238],"study_design_scores_gemma":[0.000036780177,0.00002016416,0.00021696178,0.000008633638,0.000022342541,0.000058845726,0.000014813783,0.6884135,0.00014586197,0.31083232,0.00020307071,0.000026707976],"about_ca_topic_score_codex":0.002056745,"about_ca_topic_score_gemma":0.0016920957,"teacher_disagreement_score":0.008054532,"about_ca_system_score_codex":0.0017640035,"about_ca_system_score_gemma":0.0014115268,"threshold_uncertainty_score":0.042596996},"labels":[],"label_agreement":null},{"id":"W1975574867","doi":"10.1142/s0219024912500148","title":"COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS","year":2012,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":24,"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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; Tata Consultancy Services","keywords":"Hamilton–Jacobi–Bellman equation; Variance (accounting); Mathematics; Bellman equation; Investment (military); Quadratic equation; Investment strategy; Mathematical optimization; Economics; Asset (computer security); Bankruptcy; Applied mathematics; Econometrics; Computer science; Finance","score_opus":0.02665030983341913,"score_gpt":0.2815004322527774,"score_spread":0.2548501224193582,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1975574867","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.39701876,0.0020524943,0.5773498,0.0012133582,0.0000953385,0.0001714552,0.00011826974,0.00019165079,0.021788903],"genre_scores_gemma":[0.9553537,0.00054600957,0.041801784,0.00012894228,0.000017946571,0.00017209617,0.0000906265,0.000049208484,0.0018396017],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99919444,0.00049185776,0.000041387317,0.00006740581,0.00012621259,0.000078754136],"domain_scores_gemma":[0.9946195,0.004425328,0.0003020907,0.00012912283,0.00032893525,0.00019500499],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028681962,0.00079182914,0.0011959249,0.0009822325,0.00034325174,0.0014768519,0.00073984114,0.0017002197,0.0015504593],"category_scores_gemma":[0.011292013,0.0005219969,0.0006994615,0.00056986115,0.0009926084,0.0012536758,0.0009154611,0.0008917969,0.00014584519],"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":[0.000077811084,0.000054728454,0.0004291245,0.000053812695,0.00003903251,0.000036411635,0.0000511784,0.9479192,0.000556152,0.04457841,0.00029660785,0.005907577],"study_design_scores_gemma":[0.000029486588,0.00008021357,0.00018649289,0.000019215964,0.000012011381,0.000011861463,0.000026930004,0.98097515,0.00026550458,0.018150494,0.00023125722,0.000011312719],"about_ca_topic_score_codex":0.0016208105,"about_ca_topic_score_gemma":0.0014011046,"teacher_disagreement_score":0.0028681962,"about_ca_system_score_codex":0.0014389141,"about_ca_system_score_gemma":0.0014881627,"threshold_uncertainty_score":0.015168607},"labels":[],"label_agreement":null},{"id":"W1976472503","doi":"10.1016/j.apnum.2013.02.007","title":"Inexact arithmetic considerations for direct control and penalty methods: American options under jump diffusion","year":2013,"lang":"en","type":"article","venue":"Applied Numerical Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":15,"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":"Hamilton–Jacobi–Bellman equation; Discretization; Mathematics; Viscosity solution; Convergence (economics); Penalty method; Jump diffusion; Applied mathematics; Nonlinear system; Mathematical optimization; Interior point method; Optimal control; Jump; Mathematical analysis","score_opus":0.031711706040927976,"score_gpt":0.27154059582286044,"score_spread":0.23982888978193245,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1976472503","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.034271885,0.0035291417,0.93733275,0.0035566923,0.00089588325,0.000039455666,0.00007307852,0.00009051747,0.020210642],"genre_scores_gemma":[0.69741696,0.0047775246,0.24451654,0.001132961,0.0023435245,0.00030430034,0.00029564963,0.0006161991,0.048596345],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99859506,0.00075084204,0.0000719897,0.00014596633,0.0003679437,0.000068118716],"domain_scores_gemma":[0.9935369,0.004470182,0.00038551385,0.00035005627,0.0008369646,0.00042031717],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0042322427,0.001778637,0.0014071467,0.001484726,0.0011613242,0.0033953602,0.0022376582,0.0026892947,0.0053358385],"category_scores_gemma":[0.018644307,0.00077775645,0.0010088495,0.0010684875,0.004464905,0.0056577995,0.003666761,0.0053532757,0.0003576592],"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":[0.00010284453,0.00006934245,0.00025687277,0.00015530735,0.000029208923,0.0001569112,0.0001641061,0.11088409,0.0011037308,0.87017995,0.002513321,0.014384288],"study_design_scores_gemma":[0.00001597025,0.00002663576,0.00011679044,0.000032969507,0.0000127738,0.000029424364,0.000034022494,0.73202586,0.000316053,0.26551625,0.0018525587,0.00002057367],"about_ca_topic_score_codex":0.0031019314,"about_ca_topic_score_gemma":0.0030357072,"teacher_disagreement_score":0.0053358385,"about_ca_system_score_codex":0.001195208,"about_ca_system_score_gemma":0.0012253036,"threshold_uncertainty_score":0.022382498},"labels":[],"label_agreement":null},{"id":"W1976496843","doi":"10.1142/s0219024905003268","title":"PARAMETER ESTIMATION FOR A REGIME-SWITCHING MEAN-REVERTING MODEL WITH JUMPS","year":2005,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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 Calgary; Royal Bank of Canada","funders":"Natural Sciences and Engineering Research Council of Canada; Mitacs","keywords":"Mean reversion; Markov chain; Unobservable; Mathematics; Transition rate matrix; Markov process; Cox–Ingersoll–Ross model; Applied mathematics; Computer science; Econometrics; Interest rate; Statistics; Economics","score_opus":0.014483096329282222,"score_gpt":0.23932749620377614,"score_spread":0.22484439987449392,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1976496843","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.052399807,0.000108733824,0.9466377,0.00014357395,0.000023582443,0.00001512074,0.00005800016,0.00017328237,0.00044022125],"genre_scores_gemma":[0.89772385,0.00044187048,0.09855242,0.000113942064,0.00006188563,0.000080870486,0.00034646608,0.00008635498,0.0025924044],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992706,0.0002656254,0.000038490416,0.00023412809,0.00011007689,0.00008111183],"domain_scores_gemma":[0.9957159,0.0033127405,0.00045012982,0.00029245566,0.00014684658,0.00008194065],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002803436,0.00064631755,0.0013759683,0.0007886176,0.0003266783,0.0011911319,0.0015118913,0.0020611265,0.0017721377],"category_scores_gemma":[0.011010741,0.00073416316,0.0012753797,0.0005524702,0.00092361565,0.0019062416,0.0008577066,0.0020758496,0.0003792589],"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":[0.00019848048,0.00007990898,0.0048106317,0.00013340912,0.0001947377,0.00027551872,0.00020704727,0.8659799,0.0055584414,0.08827194,0.0006299491,0.033660114],"study_design_scores_gemma":[0.000010244934,0.000020343497,0.0005694796,0.000006776669,0.000015080563,0.000039774608,0.000007548286,0.97940534,0.00056501525,0.019120738,0.0002220022,0.000017604318],"about_ca_topic_score_codex":0.003437547,"about_ca_topic_score_gemma":0.0017890783,"teacher_disagreement_score":0.003437547,"about_ca_system_score_codex":0.0006271101,"about_ca_system_score_gemma":0.0007256109,"threshold_uncertainty_score":0.014826119},"labels":[],"label_agreement":null},{"id":"W1976809271","doi":"10.1080/14697688.2012.661872","title":"The payoff distribution model: an application to dynamic portfolio insurance","year":2012,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Stochastic game; Portfolio; Economics; Econometrics; Actuarial science; Replicating portfolio; Project portfolio management; Distribution (mathematics); Mathematical economics; Computer science; Financial economics; Mathematics; Portfolio optimization; Management; Project management","score_opus":0.028188450495632067,"score_gpt":0.2825367032417079,"score_spread":0.2543482527460758,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1976809271","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.010544485,0.00021168632,0.983052,0.00068054895,0.000044901157,0.000025861054,0.00003794201,0.00005416521,0.005348319],"genre_scores_gemma":[0.7475475,0.0011605076,0.2401748,0.00026565307,0.00023118185,0.00020899806,0.00010496683,0.00007696561,0.010229471],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994549,0.00024234426,0.000019964213,0.00006026101,0.00018255303,0.00003994863],"domain_scores_gemma":[0.9989936,0.0006436943,0.00011376767,0.00006821723,0.000097055956,0.00008367368],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016753697,0.00043525346,0.00053678366,0.0006493123,0.00034768588,0.001087708,0.0010922409,0.0011118853,0.0023682702],"category_scores_gemma":[0.0055784676,0.00023815288,0.0005702611,0.0006903819,0.0010365404,0.001326899,0.0014321622,0.0016123388,0.00028305312],"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":[0.000013849862,0.000033805663,0.00048995635,0.000025936439,0.000014256645,0.00013097607,0.00007422384,0.20625772,0.0013391245,0.7728836,0.0009028614,0.017833695],"study_design_scores_gemma":[0.0000126852465,0.000026882853,0.00014752176,0.00000988417,0.0000053323492,0.00012086071,0.000013185826,0.8199524,0.00034597644,0.1766555,0.0026983747,0.000011335792],"about_ca_topic_score_codex":0.001703136,"about_ca_topic_score_gemma":0.0008064224,"teacher_disagreement_score":0.0023682702,"about_ca_system_score_codex":0.00092779327,"about_ca_system_score_gemma":0.00083436613,"threshold_uncertainty_score":0.00886029},"labels":[],"label_agreement":null},{"id":"W1977377218","doi":"10.1016/j.automatica.2013.08.017","title":"Discrete time mean-field stochastic linear-quadratic optimal control problems","year":2013,"lang":"en","type":"article","venue":"Automatica","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":194,"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":"Mathematics; Algebraic Riccati equation; Optimal control; Linear-quadratic-Gaussian control; Linear-quadratic regulator; Stochastic control; Riccati equation; Operator (biology); Applied mathematics; Discrete time and continuous time; Linear system; Mathematical optimization; Mathematical analysis; Differential equation","score_opus":0.011081478904974748,"score_gpt":0.20851004260400205,"score_spread":0.1974285636990273,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1977377218","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.029992027,0.0017165645,0.9507526,0.0035387625,0.00044349168,0.00010100362,0.00041749852,0.00018405697,0.012853949],"genre_scores_gemma":[0.8971873,0.0016684337,0.058440614,0.00076198386,0.0005531425,0.00043053032,0.000657491,0.00016714429,0.04013338],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980476,0.00085217645,0.00008296053,0.00048250798,0.0003466168,0.00018817365],"domain_scores_gemma":[0.99325573,0.0047731814,0.00062823447,0.00014001605,0.0008073959,0.00039537603],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003832225,0.0019260516,0.0031990937,0.0015006191,0.0008133597,0.0038173923,0.0020088665,0.004868519,0.0058830595],"category_scores_gemma":[0.012240393,0.0012237378,0.0011790172,0.0017912409,0.0036058894,0.0024882476,0.0029749973,0.0024845458,0.00042511715],"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":[0.00016617781,0.00011265619,0.0005819013,0.00024226947,0.00011155321,0.00011590343,0.00009844555,0.8181686,0.0005580512,0.16758879,0.0022688343,0.009986781],"study_design_scores_gemma":[0.000038521073,0.000027587352,0.00012541548,0.000011486517,0.000013099686,0.000012586894,0.000013714169,0.95894825,0.00010344739,0.040297907,0.00039284298,0.000015094809],"about_ca_topic_score_codex":0.010040759,"about_ca_topic_score_gemma":0.0060280226,"teacher_disagreement_score":0.010040759,"about_ca_system_score_codex":0.0029031648,"about_ca_system_score_gemma":0.0034119391,"threshold_uncertainty_score":0.021064043},"labels":[],"label_agreement":null},{"id":"W1977629275","doi":"10.1007/s102030050004","title":"Volatility estimation from observed option prices","year":2000,"lang":"en","type":"article","venue":"Decisions in Economics and Finance","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Moneyness; Implied volatility; Volatility smile; Volatility (finance); Econometrics; Economics; Smoothing; Black–Scholes model; Strike price; Valuation of options; Stochastic volatility; Call option; Forward volatility; Financial economics; Mathematics; Statistics","score_opus":0.03988466189184977,"score_gpt":0.23469230632878652,"score_spread":0.19480764443693674,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1977629275","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.298198,0.0005403337,0.6996778,0.0002740373,0.000047315476,0.00002044434,0.0001540772,0.00040969093,0.00067829865],"genre_scores_gemma":[0.96319383,0.00033525337,0.03515827,0.000025902431,0.00007613707,0.000021048507,0.00035911123,0.00004953918,0.00078099425],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999474,0.00024785387,0.000037785398,0.00008717183,0.00010989044,0.00004339614],"domain_scores_gemma":[0.9940906,0.0050760703,0.00032199253,0.00022026483,0.00020228834,0.00008874764],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014711476,0.0005234433,0.00091828196,0.0010101608,0.00020887972,0.0014019335,0.0007462544,0.0010657081,0.0010294738],"category_scores_gemma":[0.012402028,0.00072230684,0.0007555532,0.00068933197,0.00033732867,0.0019524326,0.0006968875,0.0012701422,0.0002417271],"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":[0.0004627921,0.00014611002,0.01969155,0.00014883984,0.00037990406,0.0003031817,0.000111482375,0.7711621,0.007997326,0.022477483,0.00096668245,0.1761525],"study_design_scores_gemma":[0.0000063887337,0.0000104880755,0.0011560089,0.000004190905,0.000007494138,0.000027843784,0.0000040199857,0.99110425,0.00080373464,0.0068004387,0.00006958155,0.0000055436194],"about_ca_topic_score_codex":0.0011607485,"about_ca_topic_score_gemma":0.0011075605,"teacher_disagreement_score":0.0014711476,"about_ca_system_score_codex":0.00028773193,"about_ca_system_score_gemma":0.00045840707,"threshold_uncertainty_score":0.007780254},"labels":[],"label_agreement":null},{"id":"W1977895070","doi":"10.1016/j.mcm.2008.07.035","title":"Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing","year":2008,"lang":"en","type":"article","venue":"Mathematical and Computer Modelling","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":75,"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":"Mathematics; Fuzzy number; Fuzzy logic; Kurtosis; Autoregressive conditional heteroskedasticity; Applied mathematics; Defuzzification; Fuzzy set; Volatility (finance); Statistics; Econometrics; Computer science; Artificial intelligence","score_opus":0.0440731249271207,"score_gpt":0.22554796241091796,"score_spread":0.18147483748379725,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1977895070","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.032827448,0.0013943674,0.96140414,0.000507831,0.00007079935,0.000022064407,0.00009456488,0.00006816386,0.0036105758],"genre_scores_gemma":[0.71202505,0.0022196204,0.28155702,0.00013676635,0.00032541197,0.000106289786,0.00013177362,0.00006211511,0.0034359698],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985825,0.0005230226,0.000112991576,0.00019257872,0.000514828,0.000074154144],"domain_scores_gemma":[0.9925021,0.005629157,0.00058374036,0.00035207957,0.00070450275,0.00022847156],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031433557,0.00088840234,0.0012218335,0.0025384296,0.0008578104,0.0026947202,0.0014926981,0.0015506315,0.0026280857],"category_scores_gemma":[0.015753856,0.0006821933,0.0016275529,0.0028502606,0.0018883223,0.0046392735,0.0011697258,0.002245956,0.0002304588],"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":[0.00010112501,0.000052419804,0.00063960813,0.00016519411,0.00013136954,0.00029249242,0.00023122504,0.14833142,0.00213001,0.81506157,0.0006885773,0.03217498],"study_design_scores_gemma":[0.0000064183696,0.00001300002,0.0001588914,0.0000187108,0.000018716137,0.000072780625,0.000023216342,0.35056338,0.00023753748,0.64833516,0.0005305693,0.000021518548],"about_ca_topic_score_codex":0.0013500899,"about_ca_topic_score_gemma":0.0015306438,"teacher_disagreement_score":0.0031433557,"about_ca_system_score_codex":0.0013507246,"about_ca_system_score_gemma":0.0006935939,"threshold_uncertainty_score":0.016623855},"labels":[],"label_agreement":null},{"id":"W1978140781","doi":"10.2139/ssrn.557079","title":"Option Valuation with Conditional Skewness","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":80,"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":"Skewness; Valuation (finance); Econometrics; Economics; Actuarial science; Financial economics; Accounting","score_opus":0.017201532653678523,"score_gpt":0.21770989427464585,"score_spread":0.20050836162096733,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1978140781","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.27800438,0.0008940258,0.69462,0.0020164396,0.00025186525,0.00005266896,0.00018803592,0.00026092216,0.023711676],"genre_scores_gemma":[0.98367137,0.00025985998,0.010847992,0.00007996405,0.00019755009,0.000022543732,0.00007787344,0.00003362282,0.004809133],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986078,0.00069248525,0.000102135535,0.00013319663,0.0003190544,0.00014531678],"domain_scores_gemma":[0.99193925,0.00465007,0.0008986417,0.0010322264,0.0006523999,0.00082739233],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004067848,0.00085118506,0.001160899,0.0009831191,0.00051274593,0.003949115,0.0008522718,0.0018185662,0.005963932],"category_scores_gemma":[0.017364262,0.00046493113,0.0011310417,0.0013018821,0.0022776113,0.0071583986,0.0023592443,0.0023078828,0.00046504635],"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":[0.00009996487,0.000039109713,0.0008421159,0.000030644216,0.000030914147,0.00037166598,0.000054156142,0.018353539,0.0010461628,0.9712058,0.00065722986,0.007268707],"study_design_scores_gemma":[0.000017182236,0.000019856745,0.0002232521,0.000007373289,0.00000952013,0.00014305516,0.000012936775,0.11152198,0.00019856413,0.8876182,0.00021783789,0.000010141871],"about_ca_topic_score_codex":0.00020265009,"about_ca_topic_score_gemma":0.00014601134,"teacher_disagreement_score":0.005963932,"about_ca_system_score_codex":0.0006598183,"about_ca_system_score_gemma":0.0005810883,"threshold_uncertainty_score":0.021513104},"labels":[{"model":"gemma","categories":[],"domain":null,"study_design":"theoretical_or_conceptual","genre":"empirical","about_ca_system":false,"about_ca_topic":false,"confidence":"low"},{"model":"gpt","categories":[],"domain":null,"study_design":"theoretical_or_conceptual","genre":"methods","about_ca_system":false,"about_ca_topic":false,"confidence":"high"}],"label_agreement":"agree"},{"id":"W1978334601","doi":"10.1016/j.jimonfin.2010.06.001","title":"International money and stock market contingent claims","year":2010,"lang":"en","type":"article","venue":"Journal of International Money and Finance","topic":"Stochastic processes and financial applications","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":"York University; University of Toronto","funders":"","keywords":"Economics; Econometrics; Stochastic volatility; Wishart distribution; Futures contract; Affine transformation; Interest rate; Mathematical economics; Volatility (finance); Autoregressive model; Yield curve; Stochastic discount factor; Financial economics; Mathematics; Capital asset pricing model; Monetary economics; Statistics","score_opus":0.013138158978893057,"score_gpt":0.22823110301076457,"score_spread":0.2150929440318715,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1978334601","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.74461377,0.025744261,0.11914082,0.018021198,0.0015242372,0.00004244526,0.00069593894,0.0001972799,0.09002004],"genre_scores_gemma":[0.98347867,0.0041256486,0.0017576731,0.00014977633,0.0008791257,0.000016632897,0.00022489943,0.00003060711,0.009336971],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994386,0.000265628,0.00003876546,0.00007583245,0.00012472979,0.000056483994],"domain_scores_gemma":[0.989939,0.007119764,0.001514451,0.0003806182,0.00062087574,0.0004254299],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025164436,0.00054196536,0.0007296111,0.0018022809,0.000599467,0.0038114348,0.00059236516,0.0018796766,0.007581499],"category_scores_gemma":[0.023949882,0.0004016418,0.0006041074,0.0017740916,0.0015477453,0.0061897743,0.0012210946,0.0018032205,0.0005581181],"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":[0.00012923656,0.00006476651,0.0060093827,0.00006207223,0.000059039452,0.00024735936,0.0002789431,0.0138905635,0.00030532104,0.9639385,0.0034539518,0.011560753],"study_design_scores_gemma":[0.000030992443,0.00004126739,0.010494873,0.0000565791,0.00006334431,0.00017942893,0.0001646154,0.10524075,0.00018883943,0.8786978,0.0048150155,0.000026456204],"about_ca_topic_score_codex":0.0017096642,"about_ca_topic_score_gemma":0.0014272708,"teacher_disagreement_score":0.007581499,"about_ca_system_score_codex":0.0008518054,"about_ca_system_score_gemma":0.00059002446,"threshold_uncertainty_score":0.02536267},"labels":[],"label_agreement":null},{"id":"W1978864333","doi":"10.1111/j.0008-4085.2005.00266.x","title":"Viewpoint: Option prices, preferences, and state variables","year":2005,"lang":"en","type":"article","venue":"Canadian Journal of Economics/Revue canadienne d économique","topic":"Stochastic processes and financial applications","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":true,"route_about_ca":false,"ca_institutions":"Université de Montréal; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"State (computer science); Economics; State variable; Econometrics; Financial economics; Mathematical economics; Computer science; Thermodynamics; Physics; Algorithm","score_opus":0.10383721613252103,"score_gpt":0.17533051330237934,"score_spread":0.0714932971698583,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1978864333","genre_codex":"methods","genre_gemma":"commentary","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"commentary","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0528017,0.039573394,0.64188117,0.097667955,0.0028170152,0.000041910644,0.0007551182,0.00011562512,0.16434619],"genre_scores_gemma":[0.89541644,0.020971855,0.04569216,0.0057056067,0.005143898,0.0001049887,0.00042155667,0.000064977314,0.026478568],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989724,0.0005038662,0.00003618741,0.00014776572,0.00028908427,0.000050658673],"domain_scores_gemma":[0.9973736,0.0016694906,0.00022152315,0.00017799137,0.00040678956,0.00015074517],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021017683,0.0007061788,0.0009224539,0.0010070533,0.00068237184,0.0031779758,0.0011251356,0.0023175583,0.008827165],"category_scores_gemma":[0.005922711,0.0002884194,0.00058789557,0.0013906255,0.0029452608,0.006733362,0.0010932435,0.004224557,0.00073167525],"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":[0.000004292438,0.000005931812,0.000088912246,0.000020130832,0.000005900949,0.000027586686,0.000033183802,0.001215502,0.000037107042,0.99487793,0.0011075783,0.0025758462],"study_design_scores_gemma":[0.000003194749,0.0000041593216,0.00006580991,0.000016534836,0.0000030026918,0.000024126282,0.00001735305,0.005104956,0.000022444867,0.99205256,0.002682876,0.0000030302422],"about_ca_topic_score_codex":0.001780592,"about_ca_topic_score_gemma":0.001115435,"teacher_disagreement_score":0.008827165,"about_ca_system_score_codex":0.0016520434,"about_ca_system_score_gemma":0.00089539675,"threshold_uncertainty_score":0.02952987},"labels":[],"label_agreement":null},{"id":"W1979147072","doi":"10.1017/s0266466607070107","title":"TESTING THE PARAMETRIC SPECIFICATION OF THE DIFFUSION FUNCTION IN A DIFFUSION PROCESS","year":2007,"lang":"en","type":"article","venue":"Econometric Theory","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":21,"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":"Parametric statistics; Mathematics; Test statistic; Diffusion; Function (biology); Statistic; Diffusion process; Null hypothesis; Monte Carlo method; Econometrics; Power function; Applied mathematics; Statistical hypothesis testing; Calculus (dental); Mathematical economics; Statistics; Computer science; Mathematical analysis; Innovation diffusion","score_opus":0.031939519463663246,"score_gpt":0.2221891509255428,"score_spread":0.19024963146187956,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1979147072","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28276813,0.00019385036,0.71335614,0.0010579949,0.000091517264,0.00014006581,0.00022461958,0.00018980964,0.0019779112],"genre_scores_gemma":[0.94368124,0.00014479652,0.054621466,0.00017730879,0.000088889195,0.00017715142,0.00044106485,0.00003789572,0.0006302211],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9795059,0.011013188,0.0010994688,0.004399685,0.0032684384,0.0007133236],"domain_scores_gemma":[0.6980344,0.27054086,0.014370981,0.009576358,0.006174058,0.0013033556],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.028601354,0.0007571457,0.0020222785,0.0023037724,0.00062396633,0.0031695806,0.00212882,0.0030886948,0.0025027965],"category_scores_gemma":[0.20395805,0.0006561746,0.0016407687,0.0017846131,0.0038559348,0.004630463,0.0021432624,0.002618854,0.00037103597],"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":[0.0011796013,0.00065270375,0.18696243,0.0006189572,0.0020988374,0.0017785628,0.001403899,0.15902616,0.011098613,0.43428046,0.0024925987,0.19840722],"study_design_scores_gemma":[0.0004386951,0.0011000993,0.035201352,0.00013135819,0.00028240014,0.00087866886,0.0006225344,0.71741796,0.0049078865,0.23658907,0.0022665157,0.00016341619],"about_ca_topic_score_codex":0.00113884,"about_ca_topic_score_gemma":0.00059811986,"teacher_disagreement_score":0.028601354,"about_ca_system_score_codex":0.0009301548,"about_ca_system_score_gemma":0.002961788,"threshold_uncertainty_score":0.1512602},"labels":[],"label_agreement":null},{"id":"W1979230913","doi":"10.1214/12-aihp505","title":"Initial measures for the stochastic heat equation","year":2014,"lang":"fr","type":"article","venue":"Annales de l Institut Henri Poincaré Probabilités et Statistiques","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":33,"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":"Physics; Mathematical physics; Sigma; Heat equation; Combinatorics; Mathematics; Quantum mechanics","score_opus":0.07317923101355651,"score_gpt":0.31453563948279656,"score_spread":0.24135640846924006,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1979230913","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24445666,0.0037068464,0.6764803,0.008285169,0.0006483204,0.00010712094,0.0006317632,0.00037861263,0.06530523],"genre_scores_gemma":[0.92175984,0.0015640181,0.024754552,0.000514207,0.00041439768,0.00018464815,0.00050866214,0.00017403005,0.0501257],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995435,0.00012595816,0.000018238103,0.000076884055,0.00013803395,0.00009744085],"domain_scores_gemma":[0.9981817,0.00077369274,0.0002243222,0.000072509145,0.00043294113,0.0003149314],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011319293,0.00071686815,0.0007413038,0.0012558983,0.0009930988,0.002201841,0.0013767456,0.0015891402,0.0065781977],"category_scores_gemma":[0.0062726396,0.0004255443,0.0009853091,0.00059348554,0.0026713018,0.0023696814,0.0019815378,0.0022010144,0.0005967802],"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":[0.00004009421,0.000016174195,0.0005297991,0.00006607027,0.000016826505,0.00012194313,0.0001565706,0.035047002,0.001171013,0.95919883,0.001216734,0.0024191195],"study_design_scores_gemma":[0.00003932386,0.000038434508,0.00074002787,0.00006297746,0.000015654636,0.00008001056,0.00012680031,0.43184742,0.00088021567,0.56250787,0.003616536,0.000044695964],"about_ca_topic_score_codex":0.010162278,"about_ca_topic_score_gemma":0.005287232,"teacher_disagreement_score":0.010162278,"about_ca_system_score_codex":0.0031851789,"about_ca_system_score_gemma":0.002117866,"threshold_uncertainty_score":0.02311021},"labels":[],"label_agreement":null},{"id":"W1979573433","doi":"10.1016/j.frl.2006.07.002","title":"Underlying assets for which options complete the market","year":2006,"lang":"en","type":"article","venue":"Finance research letters","topic":"Stochastic processes and financial applications","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":"Purdue Research Foundation","keywords":"Integrable system; Lebesgue integration; Space (punctuation); Mathematics; State space; Pure mathematics; Mathematical economics; Computer science","score_opus":0.1567533648808216,"score_gpt":0.3358712346193796,"score_spread":0.17911786973855803,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1979573433","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.64435273,0.0018480917,0.2958793,0.0017983344,0.00016236884,0.00011556049,0.0022873245,0.00037223462,0.053184018],"genre_scores_gemma":[0.97022647,0.0016038188,0.016449885,0.00013536036,0.0001765405,0.00006881542,0.0014092854,0.00005830878,0.009871537],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995283,0.00008571737,0.000034596967,0.000126713,0.00011767371,0.000107003245],"domain_scores_gemma":[0.998307,0.000678132,0.00035506033,0.00027637152,0.0001936184,0.00018970856],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008351563,0.0005699076,0.0006280611,0.000950437,0.00041101954,0.003076158,0.0007772786,0.0013183302,0.008180177],"category_scores_gemma":[0.0058339867,0.00023492718,0.0006294367,0.00089774426,0.0008111982,0.0075846463,0.0009966034,0.0010831867,0.0011266475],"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":[0.00008267863,0.000043522065,0.003257761,0.000098450524,0.00004049953,0.00028555875,0.00019164708,0.007824874,0.0034740022,0.9522863,0.0020405056,0.030374365],"study_design_scores_gemma":[0.000026135473,0.000029976069,0.0027370758,0.000044188928,0.00002629307,0.0004551902,0.00012866207,0.04995237,0.0018089517,0.93953717,0.005229488,0.000024433066],"about_ca_topic_score_codex":0.00042791342,"about_ca_topic_score_gemma":0.0005058788,"teacher_disagreement_score":0.008180177,"about_ca_system_score_codex":0.00036969324,"about_ca_system_score_gemma":0.0005651714,"threshold_uncertainty_score":0.027365386},"labels":[],"label_agreement":null},{"id":"W1979923927","doi":"10.1016/j.matcom.2010.07.013","title":"A smooth estimator for MC/QMC methods in finance","year":2010,"lang":"en","type":"article","venue":"Mathematics and Computers in Simulation","topic":"Stochastic processes and financial applications","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":"Wilfrid Laurier University","funders":"","keywords":"Estimator; Control variates; Mathematics; Variance reduction; Martingale (probability theory); Martingale difference sequence; Stochastic volatility; Minimum-variance unbiased estimator; Volatility (finance); Applied mathematics; Econometrics; Statistics; Monte Carlo method","score_opus":0.038160375270640645,"score_gpt":0.3206332980974678,"score_spread":0.2824729228268272,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1979923927","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0023137133,0.0005984138,0.9953621,0.00030889956,0.0001648945,0.000042133415,0.000063404594,0.0002719203,0.00087464927],"genre_scores_gemma":[0.12913227,0.00096446916,0.86113936,0.00055028906,0.0007367017,0.0003205384,0.0003794878,0.00063769263,0.0061391485],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99750274,0.0013502537,0.00009979479,0.0002442366,0.0006574144,0.00014549831],"domain_scores_gemma":[0.98943675,0.005619705,0.00060002715,0.001577614,0.0022906193,0.00047530152],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0076224725,0.00086518715,0.0014393404,0.0028610416,0.0010708745,0.0018889136,0.002040105,0.0027396127,0.005958453],"category_scores_gemma":[0.03343084,0.00093434186,0.0013231428,0.0019436964,0.0021378552,0.001792823,0.0029498038,0.003454751,0.0015474955],"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":[0.00022224998,0.000117741954,0.0021862525,0.00031602193,0.0001985194,0.00012823769,0.000102381,0.2068997,0.0057317,0.63813573,0.00924329,0.13671818],"study_design_scores_gemma":[0.000040479754,0.000046442015,0.00080067525,0.00005537387,0.00004068752,0.00006222474,0.000011393137,0.89289474,0.0013759107,0.097605094,0.0070185503,0.00004840908],"about_ca_topic_score_codex":0.004862666,"about_ca_topic_score_gemma":0.0032385588,"teacher_disagreement_score":0.0076224725,"about_ca_system_score_codex":0.001102431,"about_ca_system_score_gemma":0.0020411294,"threshold_uncertainty_score":0.040311933},"labels":[],"label_agreement":null},{"id":"W1980121237","doi":"10.2139/ssrn.495703","title":"Ruined Moments in Your Life: How Good are the Approximations?","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Mathematics; Econometrics; Applied mathematics","score_opus":0.022790834219247713,"score_gpt":0.21944011966465907,"score_spread":0.19664928544541135,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1980121237","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.044001866,0.03213962,0.74575514,0.14471225,0.006577961,0.000058859594,0.00044490036,0.0009614991,0.025347995],"genre_scores_gemma":[0.74938244,0.019949146,0.2009113,0.008844483,0.0075746416,0.00013809552,0.00036420883,0.000645161,0.01219042],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9918338,0.005548642,0.0003224965,0.00064644567,0.0013712475,0.00027723864],"domain_scores_gemma":[0.90368336,0.07484278,0.004140845,0.01051523,0.0051829,0.001634976],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.015058187,0.0009855279,0.0018146167,0.0013053835,0.0012927676,0.00575053,0.0029888346,0.0037094217,0.0062675322],"category_scores_gemma":[0.23745954,0.0006471441,0.0008481329,0.0012865198,0.004940446,0.017416272,0.0021556683,0.008898885,0.0021113718],"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":[0.0008586068,0.00018348407,0.007232712,0.00039988832,0.000283556,0.00037479613,0.0015922707,0.056828953,0.0002702453,0.6427435,0.05237576,0.23685609],"study_design_scores_gemma":[0.00006999808,0.00007661597,0.00091821194,0.00036171655,0.00006572934,0.00022118271,0.00037678218,0.12100909,0.00035203525,0.85729116,0.019183446,0.00007398208],"about_ca_topic_score_codex":0.0041569187,"about_ca_topic_score_gemma":0.0027781692,"teacher_disagreement_score":0.015058187,"about_ca_system_score_codex":0.0017391457,"about_ca_system_score_gemma":0.0013906201,"threshold_uncertainty_score":0.079636276},"labels":[],"label_agreement":null},{"id":"W1980232422","doi":"10.3390/jrfm8010043","title":"Implied and Local Volatility Surfaces for South African Index and Foreign Exchange Options","year":2015,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":13,"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":"Local volatility; Volatility smile; Implied volatility; Exotic option; Black–Scholes model; Volatility (finance); Stochastic volatility; Volatility swap; Econometrics; Valuation of options; Economics; Variance swap; Forward volatility; Financial economics; Foreign exchange; Equity (law); Monetary economics","score_opus":0.028221379466825586,"score_gpt":0.22351450396861988,"score_spread":0.19529312450179429,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1980232422","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6189395,0.0008753474,0.35957438,0.0007869674,0.00003870853,0.000051621737,0.00026582085,0.00026718696,0.01920038],"genre_scores_gemma":[0.98026925,0.00028159455,0.016952317,0.000026513482,0.00001653712,0.000029476723,0.00018903904,0.000060006936,0.002175297],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996706,0.00010242136,0.00002134727,0.000057194433,0.000104594554,0.00004382649],"domain_scores_gemma":[0.9986809,0.00082515326,0.00015827583,0.00011115098,0.00014366252,0.00008086082],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001452064,0.00040409472,0.00043181836,0.001361964,0.00045612588,0.0020765231,0.00061066565,0.0010070892,0.0042495965],"category_scores_gemma":[0.008044622,0.0002558576,0.00091394637,0.00056278874,0.0011067616,0.0023069333,0.0013294865,0.0016538076,0.00023488396],"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":[0.00006688273,0.000035667996,0.006139653,0.00010246812,0.000026803922,0.00035426792,0.00043649762,0.3255623,0.0071122595,0.6382276,0.0006823687,0.021253295],"study_design_scores_gemma":[0.0000059400077,0.00002046425,0.0034135168,0.000026480026,0.0000067323226,0.00016110108,0.000103318875,0.8401385,0.001365449,0.15352343,0.0012087693,0.000026396017],"about_ca_topic_score_codex":0.0012051241,"about_ca_topic_score_gemma":0.000607631,"teacher_disagreement_score":0.0042495965,"about_ca_system_score_codex":0.0007215559,"about_ca_system_score_gemma":0.00037854566,"threshold_uncertainty_score":0.014216363},"labels":[],"label_agreement":null},{"id":"W1980260488","doi":"10.1214/09-aap673","title":"Wiener–Hopf factorization and distribution of extrema for a family of Lévy processes","year":2010,"lang":"en","type":"article","venue":"The Annals of Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":139,"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":"Mathematics; Infimum and supremum; Factorization; Mathematical analysis; Distribution (mathematics); Applied mathematics; Pure mathematics","score_opus":0.0814934969678955,"score_gpt":0.27005518656556954,"score_spread":0.18856168959767405,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1980260488","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.25426438,0.0008510708,0.73444504,0.0003094707,0.00006554678,0.00003660223,0.00009076261,0.00023594782,0.00970124],"genre_scores_gemma":[0.9216772,0.0008220899,0.071836025,0.000068162975,0.00010396804,0.000056458775,0.00013155294,0.00011266837,0.0051919245],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997029,0.00006339461,0.000018052822,0.00006425356,0.000093539384,0.000057941288],"domain_scores_gemma":[0.9989004,0.00048346128,0.00017779018,0.00008388631,0.0001922194,0.00016220787],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016668362,0.00071575446,0.00065500644,0.0021659003,0.00094057,0.0014487596,0.00076220784,0.00082158076,0.0036642603],"category_scores_gemma":[0.0053095147,0.00030917113,0.0009991485,0.0006301326,0.0019344002,0.0028977601,0.00087704655,0.0012060909,0.00053283153],"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":[0.00003235606,0.000024396048,0.0012055879,0.000041716245,0.000018471017,0.00032701652,0.00022749128,0.026150612,0.003973418,0.95916593,0.00047361915,0.0083594965],"study_design_scores_gemma":[0.000015858575,0.000048042813,0.0012156063,0.000033563512,0.000016200456,0.00039580822,0.00009836495,0.38646576,0.0026019858,0.6069384,0.002114489,0.000055960183],"about_ca_topic_score_codex":0.0010936299,"about_ca_topic_score_gemma":0.0006278705,"teacher_disagreement_score":0.0036642603,"about_ca_system_score_codex":0.0010146424,"about_ca_system_score_gemma":0.0006412037,"threshold_uncertainty_score":0.012258172},"labels":[],"label_agreement":null},{"id":"W1980923547","doi":"10.1142/s0252959901000061","title":"OCCUPATION TIMES OF BALLS BY BROWNIAN MOTION WITH DRIFT","year":2001,"lang":"en","type":"article","venue":"Chinese Annals of Mathematics Series B","topic":"Stochastic processes and financial applications","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":"Laplace transform; Brownian motion; Ball (mathematics); RADIUS; Mathematics; Mathematical analysis; Combinatorics; Physics; Mathematical physics; Statistics; Computer science","score_opus":0.027511350757210423,"score_gpt":0.2512820414214539,"score_spread":0.22377069066424346,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1980923547","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.49998337,0.0053798016,0.4744834,0.0015442845,0.0003829036,0.000119174685,0.00051011867,0.0004153071,0.0171816],"genre_scores_gemma":[0.94018394,0.00340627,0.0320423,0.00028559077,0.00029068775,0.000386384,0.00074933434,0.00025385348,0.022401568],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99819154,0.00056673243,0.00009390008,0.0003075112,0.0004461326,0.00039428624],"domain_scores_gemma":[0.9947707,0.0026787037,0.0007773887,0.00033846637,0.0005365645,0.0008981776],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031634925,0.00092412526,0.0012434686,0.002299992,0.0010191974,0.00321137,0.0025043457,0.0013005214,0.0052106506],"category_scores_gemma":[0.01354841,0.0012536813,0.0011529037,0.0013883897,0.0027132623,0.004120633,0.0024509449,0.0014555072,0.0010918513],"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":[0.00028520473,0.000042857337,0.0022799098,0.000103449776,0.00005000763,0.00025712198,0.00059551565,0.05471036,0.0040613255,0.92878276,0.002062395,0.0067691146],"study_design_scores_gemma":[0.00011334705,0.000065868924,0.0022563832,0.00005561503,0.000035870184,0.00031092166,0.0001711029,0.52505434,0.0015121194,0.46673852,0.003601851,0.00008408999],"about_ca_topic_score_codex":0.0040063336,"about_ca_topic_score_gemma":0.0017768625,"teacher_disagreement_score":0.0052106506,"about_ca_system_score_codex":0.0023800884,"about_ca_system_score_gemma":0.0010719284,"threshold_uncertainty_score":0.017431319},"labels":[],"label_agreement":null},{"id":"W1980958294","doi":"10.1111/j.1475-6803.2006.00194.x","title":"SUBORDINATED BINOMIAL OPTION PRICING","year":2006,"lang":"en","type":"article","venue":"The Journal of Financial Research","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Trinomial tree; Binomial options pricing model; Trinomial; Econometrics; Leverage (statistics); Valuation of options; Volatility (finance); Bernoulli trial; Economics; Binomial distribution; Valuation (finance); Mathematics; Statistics; Finance","score_opus":0.06789539813789806,"score_gpt":0.3091144384769288,"score_spread":0.24121904033903074,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1980958294","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.31028777,0.0006742754,0.66279864,0.0009934254,0.00031304907,0.00008725634,0.00020173415,0.00032462296,0.024319157],"genre_scores_gemma":[0.969411,0.00022676494,0.021478249,0.0001496775,0.00013595435,0.000047480502,0.00008187724,0.000027885662,0.008441115],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99864906,0.00052298274,0.0000575064,0.00019239643,0.00040002374,0.00017806611],"domain_scores_gemma":[0.9961205,0.00194812,0.00048258938,0.00056130043,0.00051029207,0.00037722834],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033036293,0.00041295614,0.0012855338,0.00063983415,0.00035296383,0.001653991,0.0016178371,0.0011421948,0.008175396],"category_scores_gemma":[0.010593854,0.00038080895,0.0006770926,0.0008685179,0.0012290517,0.003103979,0.0011197467,0.0016151367,0.00072827766],"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":[0.00018007218,0.00016103282,0.0024440421,0.000067501576,0.00003701064,0.00049707526,0.00022440373,0.282286,0.0021808995,0.67917305,0.0021762217,0.030572712],"study_design_scores_gemma":[0.000016863303,0.000018484348,0.0003364658,0.0000067331835,0.000005250038,0.000065084336,0.000008029438,0.8926314,0.00012147266,0.10620527,0.0005746425,0.000010286961],"about_ca_topic_score_codex":0.0024939468,"about_ca_topic_score_gemma":0.0014822163,"teacher_disagreement_score":0.008175396,"about_ca_system_score_codex":0.0009018609,"about_ca_system_score_gemma":0.00062538544,"threshold_uncertainty_score":0.027349472},"labels":[],"label_agreement":null},{"id":"W1981826574","doi":"10.1016/j.jmateco.2010.05.004","title":"Options and efficiency in spaces of bounded claims","year":2010,"lang":"en","type":"article","venue":"Journal of Mathematical Economics","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Bounded function; Separable space; Space (punctuation); Injective function; Mathematics; Duality (order theory); Mathematical economics; Norm (philosophy); State space; Pure mathematics; Function (biology); Discrete mathematics; Computer science; Mathematical analysis; Statistics; Political science","score_opus":0.019042687181018276,"score_gpt":0.23099258969627076,"score_spread":0.21194990251525248,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1981826574","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28465858,0.004081445,0.6921406,0.0033577306,0.00009856202,0.000052918,0.00026201495,0.00012799655,0.015220116],"genre_scores_gemma":[0.9610794,0.0012673736,0.031846598,0.00016070493,0.0001813879,0.00009171539,0.00021388257,0.000079520345,0.0050794883],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9931102,0.0041334783,0.00050899264,0.0006333561,0.0011779855,0.00043607896],"domain_scores_gemma":[0.9254418,0.06295561,0.003882085,0.0030593488,0.0025324416,0.002128666],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010900287,0.0013140704,0.0027319475,0.003443215,0.0011219942,0.0074256314,0.002399898,0.0025468308,0.005517321],"category_scores_gemma":[0.050918426,0.0010604116,0.0016415931,0.0030072466,0.007336754,0.017434651,0.004762515,0.0032587254,0.00044271577],"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":[0.00004230102,0.000017360784,0.00042081307,0.000030014657,0.000023772755,0.0000398353,0.00011871073,0.009223448,0.0001848535,0.9876123,0.0001565346,0.0021300537],"study_design_scores_gemma":[0.000014972356,0.000014778517,0.00020777278,0.000013792248,0.0000080821355,0.000032617536,0.000053883396,0.033609364,0.000110900844,0.9656411,0.00028393295,0.000008993466],"about_ca_topic_score_codex":0.00079872616,"about_ca_topic_score_gemma":0.00045919736,"teacher_disagreement_score":0.010900287,"about_ca_system_score_codex":0.0016652896,"about_ca_system_score_gemma":0.0010836724,"threshold_uncertainty_score":0.05764693},"labels":[],"label_agreement":null},{"id":"W1981854401","doi":"10.1287/opre.1080.0564","title":"The Innovest Austrian Pension Fund Financial Planning Model InnoALM","year":2008,"lang":"en","type":"article","venue":"Operations Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":120,"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":"Pension; Stochastic programming; Computer science; Benchmark (surveying); Time horizon; Stochastic modelling; Economics; Financial market; Cash; Mutual fund; Mathematical optimization; Finance; Econometrics; Mathematics","score_opus":0.3235202847495317,"score_gpt":0.37457135404437253,"score_spread":0.05105106929484082,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1981854401","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08625535,0.0014395847,0.7386123,0.0032680363,0.00024345989,0.00038694343,0.009242308,0.0018166938,0.15873533],"genre_scores_gemma":[0.6819526,0.0013314197,0.2573416,0.00038141882,0.000098536526,0.0010794459,0.0054057324,0.00031540592,0.05209385],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995733,0.0001421383,0.000022362316,0.000086260676,0.000113943825,0.00006204798],"domain_scores_gemma":[0.99968314,0.00011826486,0.000057367117,0.000030788335,0.00007374336,0.000036731697],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00083735125,0.0007367683,0.0005377495,0.00061381725,0.00041802807,0.0017087441,0.0010713128,0.00096718455,0.008472912],"category_scores_gemma":[0.0019187204,0.0004643164,0.0007298114,0.00063914875,0.00037088143,0.001145682,0.001111189,0.0010511907,0.0012359769],"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":[0.000023078705,0.000012473081,0.0003088503,0.000024133165,0.000008486715,0.00006619191,0.00002152526,0.95906866,0.00013334039,0.030732907,0.0022125382,0.007387859],"study_design_scores_gemma":[0.000021769662,0.000015189298,0.00014647252,0.000015743075,0.0000072668686,0.00003922192,0.000011898284,0.9748573,0.00017554274,0.014378965,0.010320354,0.000010246853],"about_ca_topic_score_codex":0.016098168,"about_ca_topic_score_gemma":0.009083431,"teacher_disagreement_score":0.016098168,"about_ca_system_score_codex":0.0019911656,"about_ca_system_score_gemma":0.002589772,"threshold_uncertainty_score":0.032008946},"labels":[],"label_agreement":null},{"id":"W1982198552","doi":"10.1145/1830761.1830886","title":"Particle swarm optimization algorithm for option pricing","year":2010,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Particle swarm optimization; Multi-swarm optimization; Mathematical optimization; Computer science; Metaheuristic; Algorithm; Swarm behaviour; Valuation of options; Mathematics; Econometrics","score_opus":0.020831239518261966,"score_gpt":0.22840115392007698,"score_spread":0.20756991440181502,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1982198552","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0029437945,0.00014551223,0.9952178,0.00010346108,0.00005645079,0.000027385664,0.0000116553465,0.000088810404,0.0014052263],"genre_scores_gemma":[0.22318248,0.0005612112,0.7695171,0.00012555032,0.00010380175,0.00036138445,0.00014490193,0.00006762991,0.0059358566],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996049,0.000139553,0.000021192844,0.000049501534,0.0001589756,0.000025866115],"domain_scores_gemma":[0.99954,0.0002429279,0.000037551577,0.000031207957,0.00012907478,0.000019341182],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007954418,0.0006502353,0.0008145707,0.00037740273,0.00049870316,0.0006923078,0.00076203066,0.0010545036,0.001640255],"category_scores_gemma":[0.0020191523,0.00033247145,0.00042682345,0.00056025106,0.00052199437,0.00085667707,0.0005549261,0.0010822255,0.00051734026],"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":[0.00005091698,0.00005763039,0.00045178548,0.00008280073,0.000039570168,0.00004766059,0.000054943128,0.8864892,0.0019607681,0.02632894,0.0024455292,0.08199024],"study_design_scores_gemma":[0.000010604998,0.000012625374,0.00003419645,0.0000029187731,0.000002726731,0.000006815394,0.0000024984215,0.99545324,0.0002589915,0.0031517898,0.0010610868,0.0000024487522],"about_ca_topic_score_codex":0.0032038458,"about_ca_topic_score_gemma":0.0018008257,"teacher_disagreement_score":0.0032038458,"about_ca_system_score_codex":0.00045359283,"about_ca_system_score_gemma":0.000819194,"threshold_uncertainty_score":0.0063703656},"labels":[],"label_agreement":null},{"id":"W1982402499","doi":"10.1080/03610926.2011.608477","title":"The Discounted Berry-Esséen Analogue for Autoregressive Processes","year":2013,"lang":"en","type":"article","venue":"Communication in Statistics- Theory and Methods","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":3,"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":"Program for New Century Excellent Talents in University; York University","keywords":"Autoregressive model; Berry; Mathematics; Applied mathematics; Econometrics","score_opus":0.03689876372092124,"score_gpt":0.35265454733603047,"score_spread":0.31575578361510925,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1982402499","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023641359,0.002797939,0.95889455,0.0005237113,0.0004027471,0.000025623427,0.00015463783,0.00009248652,0.013466899],"genre_scores_gemma":[0.7546284,0.0082110325,0.20357132,0.0007720012,0.0012953419,0.000150438,0.00041037134,0.00026662022,0.030694518],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985447,0.00045639006,0.000088008695,0.00030383322,0.0004582917,0.00014880057],"domain_scores_gemma":[0.99481803,0.0030672795,0.0006306677,0.00030298,0.0009030646,0.0002779943],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033504218,0.00090814003,0.000980364,0.002039976,0.0007380114,0.002475365,0.0014241603,0.0012044212,0.0059723756],"category_scores_gemma":[0.016627403,0.00052547787,0.00093692756,0.0018642127,0.0023513248,0.0059952526,0.0015516061,0.0032229333,0.0008695749],"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":[0.00002279221,0.000008831395,0.00015136931,0.00007329927,0.000015202038,0.00004240962,0.00007011208,0.009242491,0.0007673669,0.9821829,0.0005743816,0.0068488987],"study_design_scores_gemma":[0.0000075138323,0.00003299573,0.00042202242,0.00004274344,0.00002194276,0.00011603369,0.000038010025,0.17892234,0.00083276985,0.8149119,0.004603881,0.00004779047],"about_ca_topic_score_codex":0.0017353913,"about_ca_topic_score_gemma":0.0014940326,"teacher_disagreement_score":0.0059723756,"about_ca_system_score_codex":0.0014510349,"about_ca_system_score_gemma":0.0010741497,"threshold_uncertainty_score":0.019979596},"labels":[],"label_agreement":null},{"id":"W1983161024","doi":"10.1023/b:lima.0000033778.19113.56","title":"Weighted Invariance Principle for Banach Space-Valued Random Variables","year":2004,"lang":"en","type":"article","venue":"Lithuanian Mathematical Journal","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"","keywords":"Invariance principle; Mathematics; Banach space; Central limit theorem; Context (archaeology); Pure mathematics; Limit (mathematics); Mathematical analysis; Statistics","score_opus":0.026669635513752954,"score_gpt":0.24860607766118084,"score_spread":0.2219364421474279,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1983161024","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.083327495,0.0013938595,0.88216716,0.0012119662,0.0002984062,0.000075408476,0.00035005982,0.00014149652,0.031034049],"genre_scores_gemma":[0.84394956,0.0033303646,0.113191724,0.0006164355,0.0011729157,0.00048231205,0.0009399738,0.00034865626,0.03596805],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988146,0.00038438983,0.000070099864,0.0002482598,0.00032632577,0.00015628102],"domain_scores_gemma":[0.9985991,0.0006314569,0.00018866317,0.00013449132,0.00026761688,0.000178621],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019209645,0.001132117,0.0010841923,0.0018636183,0.00054440624,0.0027306098,0.0012122322,0.0009156176,0.0036169395],"category_scores_gemma":[0.0031330301,0.00036300666,0.0017317267,0.0010121284,0.001876272,0.00318314,0.0024328632,0.002166231,0.00058725575],"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":[0.00003842942,0.00002778064,0.00015991488,0.00006347764,0.00006263445,0.00008107749,0.00006363427,0.0037314876,0.0020381256,0.9860166,0.0007376032,0.0069793286],"study_design_scores_gemma":[0.000022445374,0.00006367287,0.0006311543,0.000019728492,0.00003829731,0.00016084728,0.00003339226,0.074163966,0.00078387046,0.9209813,0.003080066,0.00002129841],"about_ca_topic_score_codex":0.0007894912,"about_ca_topic_score_gemma":0.0004595724,"teacher_disagreement_score":0.0036169395,"about_ca_system_score_codex":0.0012504088,"about_ca_system_score_gemma":0.0013085302,"threshold_uncertainty_score":0.012099862},"labels":[],"label_agreement":null},{"id":"W1983264599","doi":"10.1007/s10260-007-0082-4","title":"An online estimation scheme for a Hull–White model with HMM-driven parameters","year":2007,"lang":"en","type":"article","venue":"Statistical Methods & Applications","topic":"Stochastic processes and financial applications","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":"Western University","funders":"Natural Sciences and Engineering Research Council of Canada; European Commission","keywords":"Akaike information criterion; Hidden Markov model; Hidden semi-Markov model; Computer science; Markov model; Information Criteria; Estimation theory; Vasicek model; Short-rate model; Kalman filter; Markov process; Algorithm; Mathematics; Statistics; Econometrics; Model selection; Artificial intelligence; Variable-order Markov model; Machine learning; Interest rate","score_opus":0.086730633645463,"score_gpt":0.38376663788970494,"score_spread":0.2970360042442419,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1983264599","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0029358075,0.000046072393,0.9963348,0.00005366811,0.000023765391,0.000016218588,0.0000443415,0.00035150687,0.0001937825],"genre_scores_gemma":[0.21022844,0.0001970141,0.7830749,0.00016684244,0.00012235894,0.00026508403,0.0006744982,0.0002734816,0.004997446],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991406,0.0002829169,0.00006921543,0.0002668575,0.00016019355,0.000080138765],"domain_scores_gemma":[0.99734014,0.0017854602,0.00012792452,0.00033213483,0.00030461547,0.00010972968],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023743324,0.00080271746,0.0015080271,0.00056692486,0.0006571696,0.0012312756,0.0021987956,0.0023693824,0.0054699336],"category_scores_gemma":[0.0067852135,0.0011821594,0.0010085324,0.0006650222,0.0006466965,0.0022833745,0.002200603,0.0024756405,0.0023213783],"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":[0.0006116803,0.00016682142,0.0015940825,0.00015390222,0.00017393348,0.00030433582,0.00024902183,0.6092542,0.013027423,0.0389534,0.0032863156,0.3322249],"study_design_scores_gemma":[0.000016566162,0.000009188181,0.00011300615,0.0000049839023,0.000009863901,0.00002378036,0.000004406818,0.9934411,0.00089212036,0.005077142,0.0003958092,0.000011967578],"about_ca_topic_score_codex":0.00895774,"about_ca_topic_score_gemma":0.011411678,"teacher_disagreement_score":0.00895774,"about_ca_system_score_codex":0.00078737584,"about_ca_system_score_gemma":0.0017685025,"threshold_uncertainty_score":0.018298805},"labels":[],"label_agreement":null},{"id":"W1984250087","doi":"10.1142/s0219024909005348","title":"MULTIPLE RESCINDABLE OPTIONS AND THEIR PRICING","year":2009,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"Trent University","funders":"","keywords":"Call option; Valuation of options; Flexibility (engineering); Asian option; Expiration; Actuarial science; Black–Scholes model; Exotic option; Economics; Feature (linguistics); Binary option; Strike price; Financial economics; Business","score_opus":0.010281179522330658,"score_gpt":0.21736561178723193,"score_spread":0.20708443226490128,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1984250087","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21168713,0.0022223268,0.7371801,0.0016894483,0.0005818921,0.000117585296,0.00013632578,0.00030492703,0.046080254],"genre_scores_gemma":[0.8755487,0.0006880578,0.088836424,0.00013698594,0.00034678454,0.00009253141,0.00017782972,0.000077791694,0.034094814],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99814177,0.00047388123,0.00011910539,0.000207421,0.0009103966,0.00014740354],"domain_scores_gemma":[0.9971922,0.0011281986,0.00034372706,0.00049733516,0.0005249946,0.00031359628],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002971626,0.00064255873,0.0005858327,0.0013176221,0.0007915617,0.002379039,0.0022177452,0.0016343753,0.010096404],"category_scores_gemma":[0.0076731285,0.0003474531,0.0012607919,0.001001076,0.0016649434,0.004221238,0.001388713,0.0026078075,0.00091738516],"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":[0.00013858115,0.00008479216,0.0007916999,0.000046144243,0.000025870853,0.00089844613,0.0001807194,0.018890725,0.0032760014,0.93336004,0.0011856414,0.041121256],"study_design_scores_gemma":[0.00005528613,0.00011192373,0.00065057713,0.000020970103,0.00001684126,0.0007644067,0.00005561463,0.40286034,0.0014723853,0.5849095,0.009041664,0.000040552866],"about_ca_topic_score_codex":0.00044593113,"about_ca_topic_score_gemma":0.0004250434,"teacher_disagreement_score":0.010096404,"about_ca_system_score_codex":0.0008182111,"about_ca_system_score_gemma":0.00048475157,"threshold_uncertainty_score":0.033775806},"labels":[],"label_agreement":null},{"id":"W1984512433","doi":"10.1080/15598608.2010.10412003","title":"Stochastic Volatility Models with Application in Option Pricing","year":2010,"lang":"en","type":"article","venue":"Journal of Statistical Theory and Practice","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Stochastic volatility; Valuation of options; Econometrics; Heston model; Implied volatility; Volatility smile; Mathematics; Forward volatility; Constant elasticity of variance model; Volatility (finance); Black–Scholes model; SABR volatility model; Valuation (finance); Economics; Finance","score_opus":0.020774029354892615,"score_gpt":0.2733029995315201,"score_spread":0.25252897017662745,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1984512433","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.01879199,0.0071778595,0.96373135,0.002400191,0.0007452498,0.000034005818,0.00008828551,0.0001537036,0.0068773814],"genre_scores_gemma":[0.7520398,0.019997608,0.19434191,0.00088428403,0.003678736,0.00029718934,0.00033328607,0.00035663435,0.02807056],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9988438,0.0007137947,0.00006940053,0.000102847865,0.00022045118,0.000049767998],"domain_scores_gemma":[0.9925338,0.0060505955,0.00040511184,0.00024132497,0.0005532754,0.00021592678],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029616558,0.0013554571,0.0021993008,0.0015975776,0.0007904039,0.002922709,0.0017820589,0.0036605543,0.00321781],"category_scores_gemma":[0.017419111,0.0009889101,0.0017862789,0.003265366,0.0015440035,0.0035351857,0.002151117,0.0038255681,0.00063120615],"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":[0.000025710728,0.00008202886,0.00049846986,0.00012736092,0.000086232205,0.00020937297,0.00011138023,0.23742631,0.00057516404,0.7393136,0.0019392471,0.019604977],"study_design_scores_gemma":[0.000010229838,0.000014443137,0.00008111875,0.000017646673,0.000018973635,0.000046924157,0.000014696084,0.7556249,0.000072448776,0.24256001,0.0015236378,0.0000149771095],"about_ca_topic_score_codex":0.0021429278,"about_ca_topic_score_gemma":0.0014579028,"teacher_disagreement_score":0.0036605543,"about_ca_system_score_codex":0.00065025885,"about_ca_system_score_gemma":0.0011019192,"threshold_uncertainty_score":0.015662909},"labels":[],"label_agreement":null},{"id":"W1985023971","doi":"10.1214/ejp.v13-568","title":"Degenerate stochastic differential equations arising from catalytic branching networks","year":2008,"lang":"en","type":"article","venue":"Electronic Journal of Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"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 British Columbia","funders":"Natural Sciences and Engineering Research Council of Canada; National Science Foundation","keywords":"Mathematics; Martingale (probability theory); Uniqueness; Lemma (botany); Degenerate energy levels; Stochastic differential equation; Pure mathematics; Degeneracy (biology); Affine transformation; Mathematical proof; Applied mathematics; Mathematical analysis","score_opus":0.027840841476954144,"score_gpt":0.21339111574332326,"score_spread":0.1855502742663691,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1985023971","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.27625188,0.00080606015,0.7091467,0.0012764888,0.00013428289,0.000075512806,0.00021551496,0.00010986944,0.01198371],"genre_scores_gemma":[0.9517656,0.00049014116,0.03548693,0.00026044407,0.00011148381,0.00020059777,0.00020876879,0.000044201388,0.011431805],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99906224,0.0003232787,0.00006061548,0.00019292571,0.00019825717,0.00016263335],"domain_scores_gemma":[0.99723595,0.0013909852,0.00048187107,0.0001417474,0.00028094614,0.00046864498],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024893226,0.0007668837,0.0014882755,0.0011426139,0.00067697157,0.0017435323,0.0016511816,0.0026472444,0.0030385745],"category_scores_gemma":[0.0073485705,0.00079575763,0.0014698537,0.0007493861,0.0029765393,0.0019604343,0.0023982169,0.001852786,0.00022015545],"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":[0.00005893687,0.00004167429,0.0017020957,0.000073084324,0.000048670543,0.00041954647,0.00022201682,0.26239622,0.0020639226,0.72967476,0.00053743523,0.002761607],"study_design_scores_gemma":[0.000022465927,0.000017679578,0.00023839588,0.000010893277,0.000010575257,0.0000622539,0.000036657784,0.8082551,0.00029292042,0.19063042,0.0004069544,0.000015706213],"about_ca_topic_score_codex":0.0032151956,"about_ca_topic_score_gemma":0.0016073632,"teacher_disagreement_score":0.0032151956,"about_ca_system_score_codex":0.0017930587,"about_ca_system_score_gemma":0.0010057947,"threshold_uncertainty_score":0.013164997},"labels":[],"label_agreement":null},{"id":"W1985071883","doi":"10.1007/s13235-014-0104-4","title":"Preface: DGAA 2nd Special Issue on Mean Field Games","year":2014,"lang":"en","type":"article","venue":"Dynamic Games and Applications","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"","keywords":"Mathematical economics; Field (mathematics); Computer science; Operations research; Economics; Mathematics; Pure mathematics","score_opus":0.008705116819509282,"score_gpt":0.22224794543462112,"score_spread":0.21354282861511184,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1985071883","genre_codex":"editorial","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0010379018,0.027322734,0.012985021,0.04793121,0.7559354,0.00012356113,0.0033714292,0.0005834903,0.15070933],"genre_scores_gemma":[0.01640449,0.023449747,0.0049425084,0.010865228,0.43905535,0.0002208727,0.0058781235,0.0015064715,0.4976772],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9990452,0.00015200979,0.00007732607,0.00018815474,0.00045033795,0.000087086744],"domain_scores_gemma":[0.9961087,0.00086115045,0.0001590399,0.0003538881,0.0019151274,0.0006020833],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014103135,0.0015558107,0.0014341862,0.004266263,0.0014668985,0.0041719456,0.0015098599,0.002627096,0.11453328],"category_scores_gemma":[0.007367464,0.00047224163,0.0011544796,0.0029428531,0.0006938355,0.0033402804,0.0018255545,0.0034743785,0.06260689],"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":[0.000011781926,0.00001526423,0.000040067356,0.00008635101,0.0000055656214,0.000016848753,0.000009175266,0.00026679304,0.00007940755,0.005106686,0.9785711,0.015790993],"study_design_scores_gemma":[0.000011513163,0.000019577568,0.00050214084,0.00022112843,0.0000124960625,0.00006753279,0.00002020966,0.00076047017,0.00017874288,0.020512749,0.9776769,0.00001660717],"about_ca_topic_score_codex":0.0030417037,"about_ca_topic_score_gemma":0.0042931153,"teacher_disagreement_score":0.11453328,"about_ca_system_score_codex":0.0029042969,"about_ca_system_score_gemma":0.0023545935,"threshold_uncertainty_score":0.38315195},"labels":[],"label_agreement":null},{"id":"W1985124402","doi":"10.1137/060672911","title":"A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation","year":2007,"lang":"en","type":"article","venue":"SIAM Journal on Scientific Computing","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":141,"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":"Hamilton–Jacobi–Bellman equation; Mathematics; Applied mathematics; Valuation (finance); Viscosity solution; Mathematical optimization; Augmented Lagrangian method; Bounded function; Mathematical analysis; Optimal control","score_opus":0.04049729572502846,"score_gpt":0.268223589546449,"score_spread":0.2277262938214205,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1985124402","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.010022784,0.00023801443,0.98478806,0.00035656095,0.000041857675,0.000036912257,0.000045135228,0.00004090134,0.0044297692],"genre_scores_gemma":[0.577201,0.00069092313,0.41191727,0.00013098544,0.00010020185,0.00029285997,0.00013186329,0.00008447995,0.009450467],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99976796,0.00009578266,0.000008139421,0.000020803343,0.00008835702,0.00001906166],"domain_scores_gemma":[0.99948514,0.0002869618,0.00007426373,0.00004041282,0.000071834176,0.000041376385],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008039913,0.00052837486,0.00059890846,0.0003328606,0.00040685225,0.00081414083,0.0009900691,0.0010031415,0.0020921524],"category_scores_gemma":[0.0017048336,0.0004065861,0.0006262434,0.00033790225,0.0012244689,0.0008895832,0.001026107,0.0011919109,0.00022838515],"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":[0.000019075214,0.00002161062,0.00014874825,0.00005635288,0.000011059383,0.000055059063,0.000046853234,0.91261256,0.0015243904,0.07836986,0.00040772438,0.006726619],"study_design_scores_gemma":[0.000003763866,0.000005196142,0.00001800637,0.000003233405,8.134065e-7,0.000005091539,0.0000028611735,0.9945056,0.0001060612,0.0050000865,0.0003468491,0.0000024154026],"about_ca_topic_score_codex":0.0052277874,"about_ca_topic_score_gemma":0.0032181435,"teacher_disagreement_score":0.0052277874,"about_ca_system_score_codex":0.0009723511,"about_ca_system_score_gemma":0.001853751,"threshold_uncertainty_score":0.010394692},"labels":[],"label_agreement":null},{"id":"W1986179630","doi":"10.1007/s002459911003","title":"Controlling Inflation: The Infinite Horizon Case","year":2000,"lang":"en","type":"article","venue":"Applied Mathematics & Optimization","topic":"Stochastic processes and financial applications","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":"University of British Columbia","funders":"","keywords":"Mathematics; Expansionism; Boundary (topology); Inflation (cosmology); Interval (graph theory); Optimal stopping; Mathematical economics; Differential game; Stochastic differential equation; Differential (mechanical device); Diffusion; Applied mathematics; Mathematical analysis; Mathematical optimization; Combinatorics","score_opus":0.017664654760702485,"score_gpt":0.20900112654144723,"score_spread":0.19133647178074475,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1986179630","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.38090575,0.005412079,0.5508365,0.010651479,0.00042592565,0.000028088503,0.00029305814,0.00024825218,0.051198848],"genre_scores_gemma":[0.98727906,0.0008960321,0.005668055,0.00017690666,0.00023088277,0.000016907014,0.000036656453,0.00003134687,0.0056641884],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992853,0.00029235976,0.000031340376,0.00011945104,0.00011026469,0.00016132636],"domain_scores_gemma":[0.9962674,0.0025732347,0.00051858445,0.00013944539,0.00016605253,0.0003354182],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001963576,0.0007301032,0.0015335936,0.0003984314,0.0005922099,0.0022313867,0.0010158152,0.002311267,0.0028688086],"category_scores_gemma":[0.009225853,0.0005352375,0.0005682427,0.0005153413,0.0017851755,0.0031276036,0.0010622548,0.0023301544,0.00018957113],"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":[0.00035636517,0.00018305347,0.0016656396,0.00015611679,0.00014457884,0.0009704324,0.00015460375,0.36374515,0.002012232,0.6150171,0.0016619536,0.013932796],"study_design_scores_gemma":[0.00006616078,0.000058664238,0.0005933202,0.0000220326,0.00003273244,0.00010995266,0.000038321603,0.7016533,0.00026797364,0.29654002,0.00058843684,0.000029044175],"about_ca_topic_score_codex":0.0031918017,"about_ca_topic_score_gemma":0.0016168816,"teacher_disagreement_score":0.0031918017,"about_ca_system_score_codex":0.00083017955,"about_ca_system_score_gemma":0.00087124784,"threshold_uncertainty_score":0.0103845},"labels":[],"label_agreement":null},{"id":"W1986200358","doi":"10.1007/s00780-004-0134-7","title":"On option pricing in binomial market with transaction costs","year":2004,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Mathematical finance; Transaction cost; Binomial (polynomial); Binomial options pricing model; Financial economics; Economics; Variable pricing; Valuation of options; Econometrics; Mathematics; Microeconomics; Statistics","score_opus":0.011302485277240046,"score_gpt":0.1972308727589713,"score_spread":0.18592838748173127,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1986200358","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18013872,0.016796008,0.7471088,0.0113785025,0.0015291302,0.000127807,0.0002587861,0.00026567953,0.04239653],"genre_scores_gemma":[0.92999315,0.010307749,0.034291703,0.0009562342,0.0032190143,0.00017309262,0.00027402604,0.00017312745,0.020611916],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9969273,0.0018469045,0.00016266994,0.000279229,0.000508628,0.00027521054],"domain_scores_gemma":[0.9797361,0.016346686,0.0010862838,0.00064445124,0.001054562,0.0011319127],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0069204234,0.0017159024,0.0036642952,0.0025008176,0.0013602684,0.005754787,0.0030117533,0.005224037,0.009946815],"category_scores_gemma":[0.029958708,0.0015516549,0.0016950219,0.0036507729,0.005334715,0.014570784,0.0030050513,0.0050007068,0.00053478923],"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":[0.00007489289,0.00006566132,0.00048118006,0.00012654002,0.000039663188,0.00023136579,0.0001191361,0.040255245,0.0004544773,0.95128185,0.0015920398,0.0052779224],"study_design_scores_gemma":[0.000030792482,0.000021895028,0.00027310694,0.00003310537,0.000027719936,0.00008872723,0.000033298453,0.2734201,0.00006909688,0.7253118,0.00066318363,0.000027227814],"about_ca_topic_score_codex":0.0027130907,"about_ca_topic_score_gemma":0.001405662,"teacher_disagreement_score":0.009946815,"about_ca_system_score_codex":0.0018708772,"about_ca_system_score_gemma":0.0013172834,"threshold_uncertainty_score":0.03659916},"labels":[],"label_agreement":null},{"id":"W1986383989","doi":"10.1002/cjs.10084","title":"Simulation of extremes of diffusions","year":2010,"lang":"en","type":"article","venue":"Canadian Journal of Statistics","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Barrier option; Brownian motion; Discounting; Stochastic game; Exotic option; Mathematics; Diffusion; Econometrics; Mathematical economics; Statistical physics; Applied mathematics; Mathematical optimization; Actuarial science; Economics; Statistics; Valuation of options; Physics; Finance","score_opus":0.02851354815487313,"score_gpt":0.22059370221670968,"score_spread":0.19208015406183654,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1986383989","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5544394,0.0002784804,0.43907487,0.0005407968,0.00009669012,0.000071933675,0.00015052377,0.0004015422,0.0049457843],"genre_scores_gemma":[0.97774976,0.000054943157,0.02095985,0.000044822053,0.000017069671,0.000039833787,0.000111047106,0.000028970851,0.000993749],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99900466,0.00046150477,0.00004182656,0.0001505019,0.00019204542,0.00014945092],"domain_scores_gemma":[0.99290895,0.005076823,0.00051365705,0.0005059809,0.00048855017,0.0005059511],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029792022,0.0003526653,0.000911336,0.00086594594,0.00053006294,0.0012992183,0.0012381349,0.0016781562,0.0022007925],"category_scores_gemma":[0.013021569,0.0003848631,0.0010146985,0.00049160235,0.0018848977,0.0014096039,0.0015538379,0.001808208,0.00021381189],"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":[0.00014800589,0.000038322552,0.0026259564,0.000019475527,0.000031261796,0.00008761401,0.00009115439,0.952559,0.0011308168,0.04017491,0.00027623068,0.0028172452],"study_design_scores_gemma":[0.000011897209,0.000011622708,0.0001342733,0.0000029718328,0.0000023775863,0.000008987699,0.0000061448573,0.9912042,0.00024539436,0.008236439,0.00012993332,0.0000056978083],"about_ca_topic_score_codex":0.0071177715,"about_ca_topic_score_gemma":0.002679799,"teacher_disagreement_score":0.0071177715,"about_ca_system_score_codex":0.0011377014,"about_ca_system_score_gemma":0.00064230495,"threshold_uncertainty_score":0.015755713},"labels":[],"label_agreement":null},{"id":"W1987175004","doi":"10.1007/s11009-008-9085-3","title":"Robust Optimal Portfolio Choice Under Markovian Regime-switching Model","year":2008,"lang":"en","type":"article","venue":"Methodology And Computing In Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":34,"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 Calgary","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Portfolio; Mathematical optimization; Markov chain; Mathematics; Differential game; Markov process; Portfolio optimization; Mathematical economics; Bellman equation; Financial market; Economics; Finance","score_opus":0.19959893376684334,"score_gpt":0.28548877183708393,"score_spread":0.08588983807024059,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1987175004","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17564714,0.00061050634,0.8191366,0.0009083831,0.000089162844,0.00006345499,0.00019994826,0.00025870936,0.0030860351],"genre_scores_gemma":[0.9742352,0.000381741,0.021462038,0.00010839652,0.00007494129,0.00007123021,0.00018669428,0.000056681838,0.0034232067],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99771774,0.0010858168,0.000100434285,0.0004563005,0.00037350255,0.00026629178],"domain_scores_gemma":[0.98875755,0.008143868,0.0015613665,0.0005049549,0.0005871452,0.00044515877],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004911678,0.00073876535,0.0030649856,0.0010044269,0.0004676413,0.0024503423,0.0015591587,0.001896531,0.0028598718],"category_scores_gemma":[0.015961451,0.0010643577,0.0012542247,0.00089235196,0.0016748226,0.0025227247,0.0016007433,0.0015102668,0.00023737576],"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":[0.0002567646,0.00007524212,0.0017583309,0.0001073264,0.0002696362,0.00014378648,0.000054359938,0.85357404,0.0011860944,0.13390675,0.0007137943,0.0079539],"study_design_scores_gemma":[0.00001501354,0.000014019245,0.00021727984,0.000003923125,0.000012317138,0.00000983987,0.0000032347996,0.97539574,0.00009919697,0.024169838,0.000050241248,0.0000093169565],"about_ca_topic_score_codex":0.0039927373,"about_ca_topic_score_gemma":0.0022765407,"teacher_disagreement_score":0.004911678,"about_ca_system_score_codex":0.0013764225,"about_ca_system_score_gemma":0.0017317359,"threshold_uncertainty_score":0.025975764},"labels":[],"label_agreement":null},{"id":"W1988640380","doi":"10.1007/s11464-014-0402-6","title":"Diffusion occupation time before exiting","year":2014,"lang":"en","type":"article","venue":"Frontiers of Mathematics in China","topic":"Stochastic processes and financial applications","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":"Mathematics; Laplace transform; Brownian motion; Lambda; Homogeneous; Diffusion process; Diffusion; Combinatorics; Skew; Mathematical analysis; Mathematical physics; Pure mathematics; Thermodynamics; Statistics; Physics; Innovation diffusion; Quantum mechanics","score_opus":0.01016963876299142,"score_gpt":0.2081204837142827,"score_spread":0.19795084495129128,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1988640380","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8910013,0.00041135616,0.06808027,0.0014405134,0.00019137895,0.000041861902,0.00046691395,0.00024124254,0.038125116],"genre_scores_gemma":[0.97295344,0.00015911445,0.0024117702,0.000092944916,0.000047993373,0.00002416446,0.00021195752,0.000054683704,0.024043983],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99964917,0.000046496505,0.000014369097,0.00008550907,0.00006164217,0.00014283166],"domain_scores_gemma":[0.9973463,0.0010381965,0.0002327713,0.0002250956,0.00036585823,0.0007917541],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00073843944,0.00023113679,0.0005911289,0.0011114193,0.001059156,0.0019804612,0.000672282,0.00080318033,0.02592207],"category_scores_gemma":[0.0052378057,0.00025615146,0.0005608425,0.0005223956,0.0014888233,0.0030202272,0.0012170787,0.0014834702,0.0013052025],"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":[0.00020756971,0.00007956577,0.008656825,0.000117404576,0.00002772478,0.000402384,0.0010331244,0.0133806635,0.007133247,0.9525285,0.0029723493,0.013460624],"study_design_scores_gemma":[0.00010867333,0.00022092555,0.03217551,0.00013131804,0.000098229124,0.0010003869,0.0016968221,0.31757566,0.008858943,0.62167835,0.01628447,0.00017068889],"about_ca_topic_score_codex":0.0063167284,"about_ca_topic_score_gemma":0.0035693827,"teacher_disagreement_score":0.02592207,"about_ca_system_score_codex":0.0013256914,"about_ca_system_score_gemma":0.0015635244,"threshold_uncertainty_score":0.0867179},"labels":[],"label_agreement":null},{"id":"W1988708807","doi":"10.1239/jap/1363784440","title":"The Laplace Transform of Hitting Times of Integrated Geometric Brownian Motion","year":2013,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":16,"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","funders":"Natural Sciences and Engineering Research Council of Canada; Mitacs","keywords":"Mathematics; Laplace transform; Mathematical analysis; Diffusion process; Laplace transform applied to differential equations; Hypergeometric function; Geometric Brownian motion; Two-sided Laplace transform; Brownian motion; Mellin transform; Transformation (genetics); Hitting time; Laplace's equation; Partial differential equation; Fourier transform; Fractional Fourier transform; Statistics; Fourier analysis","score_opus":0.015469459351472991,"score_gpt":0.1980187077248998,"score_spread":0.18254924837342681,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1988708807","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28423023,0.00092460046,0.69612604,0.00042540563,0.00017707316,0.000048833244,0.00009525563,0.0004266068,0.017545914],"genre_scores_gemma":[0.9461476,0.0008843079,0.040659178,0.00018735453,0.00014503629,0.000047059548,0.0001820994,0.00019940552,0.011547803],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996191,0.00007191332,0.00001691361,0.00005696341,0.00015483906,0.00008020253],"domain_scores_gemma":[0.99786216,0.0011225959,0.00021073708,0.000108290136,0.0004553558,0.00024080866],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013493258,0.0005415373,0.00043231877,0.0018673136,0.00040168795,0.0017390398,0.0009456506,0.00076820474,0.0053719007],"category_scores_gemma":[0.011042387,0.0002271354,0.000655532,0.0010243576,0.001807283,0.0030628883,0.001064275,0.0016691007,0.0006277864],"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":[0.000049526217,0.000030903524,0.0012012568,0.000068081215,0.00002216513,0.00034991757,0.00033220186,0.06837024,0.00586511,0.9055867,0.000828555,0.017295443],"study_design_scores_gemma":[0.000022741819,0.00007789271,0.0012088699,0.000040021274,0.000025063237,0.00037177725,0.0001607515,0.5000714,0.0046702987,0.4912782,0.002024641,0.000048442278],"about_ca_topic_score_codex":0.0017119821,"about_ca_topic_score_gemma":0.00083831005,"teacher_disagreement_score":0.0053719007,"about_ca_system_score_codex":0.0009859172,"about_ca_system_score_gemma":0.000811032,"threshold_uncertainty_score":0.0179708},"labels":[],"label_agreement":null},{"id":"W1989075823","doi":"10.2139/ssrn.1492054","title":"Analytical Formulas for Local Volatility Model with Stochastic Rates","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Thomson Reuters (Canada)","funders":"","keywords":"Econometrics; Stochastic volatility; Local volatility; Volatility (finance); Economics; SABR volatility model; Mathematics; Financial economics","score_opus":0.01840904212748584,"score_gpt":0.2446562167337046,"score_spread":0.22624717460621876,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1989075823","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.01998268,0.0034034527,0.956457,0.0011005974,0.00029024892,0.000058274207,0.00022295963,0.0002875212,0.018197276],"genre_scores_gemma":[0.80215377,0.0065643894,0.14360707,0.0007802605,0.0010553119,0.0004488392,0.00074704405,0.0008211013,0.043822307],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996269,0.00013487581,0.000025956188,0.000061850194,0.00009169521,0.00005881503],"domain_scores_gemma":[0.99843353,0.00082917494,0.00017921448,0.000108565946,0.00032437162,0.00012517451],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017918395,0.0011830989,0.0016130005,0.0018808051,0.00064509845,0.0021132694,0.0022745307,0.0020584771,0.007909192],"category_scores_gemma":[0.0071802028,0.00062357134,0.0015866017,0.0015411283,0.001327234,0.004134117,0.0014568669,0.0024048986,0.0011188847],"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":[0.000015215975,0.000027082186,0.00049983436,0.00013853516,0.000043224332,0.0002910807,0.00014768637,0.15804102,0.00139354,0.8281202,0.0030539753,0.008228651],"study_design_scores_gemma":[0.000008035645,0.000006146278,0.0001487456,0.00002446732,0.00001998473,0.00012545002,0.000029809498,0.8058505,0.00013573517,0.19256292,0.0010668801,0.000021367901],"about_ca_topic_score_codex":0.0034925763,"about_ca_topic_score_gemma":0.0029291166,"teacher_disagreement_score":0.007909192,"about_ca_system_score_codex":0.0013810378,"about_ca_system_score_gemma":0.0013668368,"threshold_uncertainty_score":0.02645886},"labels":[],"label_agreement":null},{"id":"W1989259113","doi":"10.1016/j.jedc.2006.06.006","title":"Dynamic portfolio selection with fixed and/or proportional transaction costs using non-singular stochastic optimal control theory","year":2006,"lang":"en","type":"article","venue":"Journal of Economic Dynamics and Control","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":26,"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":"Merton's portfolio problem; Portfolio; Transaction cost; Stochastic control; Economics; Risk aversion (psychology); Asset (computer security); Geometric Brownian motion; Portfolio optimization; Replicating portfolio; Bellman equation; Constant (computer programming); Selection (genetic algorithm); Econometrics; Microeconomics; Mathematical optimization; Expected utility hypothesis; Optimal control; Mathematical economics; Mathematics; Computer science; Financial economics; Diffusion process","score_opus":0.005070835662664781,"score_gpt":0.20154801964656197,"score_spread":0.19647718398389719,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1989259113","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07331551,0.00033778098,0.9208056,0.00060370326,0.00010406843,0.000050116247,0.00003776535,0.00010418918,0.0046412186],"genre_scores_gemma":[0.9495726,0.00036138162,0.04116529,0.00012877535,0.00013660261,0.00010008654,0.000070792375,0.00007923222,0.008385288],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99870384,0.0006028579,0.000066794564,0.00023815235,0.000253261,0.00013513773],"domain_scores_gemma":[0.99476033,0.003531313,0.0006933636,0.00031188212,0.00038032525,0.0003228366],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027852405,0.001005457,0.0023588694,0.0010398687,0.0004873698,0.0025516953,0.0014054137,0.0016054866,0.0027292971],"category_scores_gemma":[0.009572202,0.0011463615,0.0013333985,0.0009951214,0.0018896366,0.0031898303,0.0015700938,0.0013432271,0.0002070341],"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":[0.00007095611,0.000070168455,0.0005193607,0.00004621709,0.0001156485,0.00012942078,0.000035623452,0.8291016,0.000690715,0.15973218,0.00050425594,0.008983814],"study_design_scores_gemma":[0.00001160497,0.000010841972,0.000075915836,0.000002484972,0.000010565276,0.000011810337,0.0000033026438,0.967539,0.000065091735,0.032190684,0.00007289316,0.0000057781185],"about_ca_topic_score_codex":0.0018103877,"about_ca_topic_score_gemma":0.0012180019,"teacher_disagreement_score":0.0027852405,"about_ca_system_score_codex":0.0011492091,"about_ca_system_score_gemma":0.0010194844,"threshold_uncertainty_score":0.014729917},"labels":[],"label_agreement":null},{"id":"W1989347044","doi":"10.1142/s2010495213500061","title":"PARTIAL IMMUNIZATION BOUNDS AND NON-PARALLEL TERM STRUCTURE SHIFTS","year":2013,"lang":"en","type":"article","venue":"Annals of Financial Economics","topic":"Stochastic processes and financial applications","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":"Simon Fraser University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Convexity; Immunization; Fixed income; Portfolio; Term (time); Mathematics; Applied mathematics; Mathematical economics; Economics; Finance","score_opus":0.024977520821037085,"score_gpt":0.23222090676536003,"score_spread":0.20724338594432296,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1989347044","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.20630904,0.0008864226,0.7665324,0.00045718442,0.00004986241,0.000050180362,0.00013123223,0.00020902127,0.025374694],"genre_scores_gemma":[0.9555481,0.00047542952,0.03837051,0.00012809628,0.00007799192,0.00007533802,0.00012330098,0.00007737894,0.0051237578],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984036,0.00044244138,0.00008960827,0.00028351875,0.0004686984,0.00031209737],"domain_scores_gemma":[0.98706335,0.0075449217,0.0024614858,0.0015873265,0.0007717287,0.000571152],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0036883838,0.00077170716,0.0007007161,0.0009866167,0.000492249,0.0016894644,0.0014213868,0.00094096945,0.006031564],"category_scores_gemma":[0.018139552,0.00044837204,0.0010677187,0.00077832,0.0020959477,0.004071636,0.002644554,0.0021339862,0.000453798],"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":[0.00012263343,0.00008536685,0.002670116,0.000076030396,0.000052425734,0.00025140293,0.00024159552,0.16858545,0.0041223867,0.7913357,0.00067099085,0.031785883],"study_design_scores_gemma":[0.00001925635,0.00017321759,0.0020365934,0.00003693538,0.000029507219,0.00017114844,0.000067537796,0.34015518,0.003919791,0.65075225,0.0026074946,0.000031096093],"about_ca_topic_score_codex":0.0008346253,"about_ca_topic_score_gemma":0.0005256552,"teacher_disagreement_score":0.006031564,"about_ca_system_score_codex":0.0014231055,"about_ca_system_score_gemma":0.00072844914,"threshold_uncertainty_score":0.020177603},"labels":[],"label_agreement":null},{"id":"W1989777550","doi":"10.1239/jap/1014842545","title":"Weak approximation for a class of Gaussian processes","year":2000,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":51,"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":"Mathematics; Fractional Brownian motion; Wiener process; Gaussian process; Ornstein–Uhlenbeck process; Hurst exponent; Brownian excursion; Applied mathematics; Statistical physics; Gaussian; Stochastic process; Kernel (algebra); Lévy process; Brownian motion; Class (philosophy); Poisson process; Geometric Brownian motion; Diffusion process; Poisson distribution; Pure mathematics; Statistics","score_opus":0.026655586334785524,"score_gpt":0.22826551993242236,"score_spread":0.20160993359763685,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1989777550","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1317809,0.00091467117,0.8584393,0.00089607877,0.00014055989,0.00004359549,0.00006663621,0.00015523555,0.007563146],"genre_scores_gemma":[0.9248435,0.0017467496,0.06059804,0.00037467017,0.00037078714,0.00014487616,0.00019437577,0.00009613126,0.011630941],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989023,0.00030518023,0.000050171748,0.00019310761,0.000377843,0.00017140344],"domain_scores_gemma":[0.99661887,0.0016067546,0.00049670995,0.00024029335,0.000629928,0.00040743125],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027676353,0.0011398281,0.0011717583,0.0017804658,0.000930539,0.001996328,0.001278204,0.0014826547,0.0014412256],"category_scores_gemma":[0.011294723,0.00037079304,0.0013852932,0.00078795006,0.0026430427,0.0026393575,0.0025000789,0.002454124,0.00026817762],"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":[0.00006338555,0.000047906015,0.0011963148,0.00008273313,0.000057187834,0.00031201786,0.00023713062,0.059470028,0.0055059693,0.926274,0.0006521963,0.006101028],"study_design_scores_gemma":[0.000015883024,0.000054974316,0.00043473608,0.000020809717,0.000020625064,0.0001343618,0.00006160185,0.7288411,0.0012608487,0.26759723,0.0015381132,0.000019799778],"about_ca_topic_score_codex":0.0024051904,"about_ca_topic_score_gemma":0.0010990257,"teacher_disagreement_score":0.0027676353,"about_ca_system_score_codex":0.0015923793,"about_ca_system_score_gemma":0.0011008893,"threshold_uncertainty_score":0.014636815},"labels":[],"label_agreement":null},{"id":"W1990344701","doi":"10.1007/s10852-012-9214-4","title":"A Higher-Order Hidden Markov Chain-Modulated Model for Asset Allocation","year":2012,"lang":"en","type":"article","venue":"Journal of Mathematical Modelling and Algorithms in Operations Research","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Markov chain; Hidden Markov model; Hidden semi-Markov model; Asset (computer security); Portfolio; Markov model; Asset allocation; Econometrics; Variable-order Markov model; Computer science; Benchmark (surveying); Discrete time and continuous time; Order (exchange); Portfolio optimization; Markov property; Multivariate statistics; Mathematical optimization; Economics; Mathematics; Finance; Statistics; Artificial intelligence; Machine learning","score_opus":0.1488583176428479,"score_gpt":0.3559526080630695,"score_spread":0.2070942904202216,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1990344701","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05555218,0.00084464304,0.9389813,0.0010687085,0.00016834852,0.000049168622,0.00034011502,0.0001746847,0.0028209947],"genre_scores_gemma":[0.92622495,0.001096806,0.05861636,0.00032847634,0.00022589073,0.00017333985,0.0005002088,0.00008461335,0.012749342],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99902093,0.00044016313,0.00005015632,0.00020434047,0.00014248962,0.00014193667],"domain_scores_gemma":[0.99605334,0.0028499435,0.0003656656,0.0002370175,0.00032927844,0.00016466333],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027525038,0.0009010561,0.0024922485,0.00083257,0.0006187231,0.0020563165,0.0028548993,0.0032174627,0.005144173],"category_scores_gemma":[0.008889679,0.0008660045,0.0014886262,0.0014556589,0.0015111637,0.0031990344,0.0014185585,0.002686323,0.00076531817],"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":[0.00012200393,0.00007024227,0.0011349757,0.00010065896,0.00009357016,0.0002030224,0.00013665654,0.8149032,0.0012252887,0.17142142,0.0010784608,0.009510438],"study_design_scores_gemma":[0.000008190154,0.000007986204,0.000100248144,0.0000037618643,0.000009223036,0.000012467203,0.000002818632,0.9821539,0.000041867796,0.017530536,0.00012199995,0.0000068366717],"about_ca_topic_score_codex":0.008502921,"about_ca_topic_score_gemma":0.0063358857,"teacher_disagreement_score":0.008502921,"about_ca_system_score_codex":0.0016431474,"about_ca_system_score_gemma":0.001687533,"threshold_uncertainty_score":0.017208993},"labels":[],"label_agreement":null},{"id":"W1991123214","doi":"10.2202/1941-1928.1085","title":"Some New Results for Threshold AR(1) Models","year":2011,"lang":"en","type":"article","venue":"Journal of Time Series Econometrics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":15,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Trinity College; Western University","funders":"","keywords":"Threshold model; Distribution (mathematics); Mathematics; Variable (mathematics); Statistical physics; Applied mathematics; Econometrics; Mathematical analysis; Physics","score_opus":0.09674731187897082,"score_gpt":0.22418694548982152,"score_spread":0.1274396336108507,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1991123214","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.018724814,0.0062546884,0.93950975,0.0035489302,0.0005510688,0.00006347147,0.000856813,0.0003797613,0.030110803],"genre_scores_gemma":[0.7354239,0.023456987,0.1832188,0.005676637,0.005577897,0.0005091327,0.002441915,0.0010550279,0.04263965],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985886,0.00038911353,0.00012515314,0.00032662926,0.00036911518,0.00020138267],"domain_scores_gemma":[0.9932027,0.0043663336,0.0008377482,0.00044905685,0.000763909,0.0003801694],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033573234,0.00140303,0.001594637,0.0027135836,0.00089298346,0.0025559827,0.0019837315,0.0021308064,0.011278148],"category_scores_gemma":[0.016335713,0.00090987695,0.0032724456,0.0025729623,0.001789051,0.0064407256,0.0025479915,0.005594841,0.0018830684],"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":[0.000029510376,0.000063080595,0.0012826496,0.00042760675,0.000120642275,0.00055811455,0.0004892109,0.05450463,0.001984204,0.91297066,0.008555749,0.019013936],"study_design_scores_gemma":[0.000015291478,0.000029659846,0.00051849784,0.0000808458,0.00005330272,0.00031535144,0.00009244616,0.17234641,0.00030687434,0.8159257,0.010278072,0.000037608766],"about_ca_topic_score_codex":0.0024160186,"about_ca_topic_score_gemma":0.0020024232,"teacher_disagreement_score":0.011278148,"about_ca_system_score_codex":0.0016494485,"about_ca_system_score_gemma":0.0012013883,"threshold_uncertainty_score":0.037729204},"labels":[],"label_agreement":null},{"id":"W1991568275","doi":"10.4236/jmf.2014.42012","title":"The Fundamental Theorem of Asset Pricing with either Frictionless or Frictional Security Markets","year":2014,"lang":"en","type":"article","venue":"Journal of Mathematical Finance","topic":"Stochastic processes and financial applications","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 Regina","funders":"Social Sciences and Humanities Research Council of Canada; Renmin University of China; National Natural Science Foundation of China","keywords":"Fundamental theorem of asset pricing; Arbitrage; Arbitrage pricing theory; Investment theory; Index arbitrage; Transaction cost; Mathematical economics; Risk arbitrage; Capital asset pricing model; Economics; Financial economics; Mathematics; Microeconomics","score_opus":0.015372334819387138,"score_gpt":0.2255326536033602,"score_spread":0.21016031878397307,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1991568275","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05229692,0.0021971117,0.8983597,0.0034065803,0.00048443527,0.0000800014,0.0002533537,0.00013637904,0.042785533],"genre_scores_gemma":[0.89565593,0.003406541,0.08064789,0.00086708576,0.0020976395,0.00026671798,0.00026478956,0.00013517306,0.01665819],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989386,0.00023241968,0.000071293754,0.00020984234,0.00040673141,0.00014102721],"domain_scores_gemma":[0.99816555,0.0010132886,0.0002199916,0.00024802468,0.00023069767,0.00012245242],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024263968,0.0008397715,0.0011361873,0.00079490495,0.0008390905,0.002901069,0.0014545401,0.0023505243,0.0055095195],"category_scores_gemma":[0.0081432015,0.00034863135,0.0015090355,0.0010678605,0.003190514,0.008350154,0.0023053172,0.0026604913,0.00084044563],"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":[0.0000069515486,0.00000948937,0.00008872976,0.000034407985,0.000009618595,0.00003624703,0.00004073576,0.003438296,0.00031364718,0.99191415,0.00071948324,0.0033881988],"study_design_scores_gemma":[0.000010802656,0.0000138862115,0.000092453214,0.00000918856,0.0000038127368,0.00006699853,0.000008854046,0.021709537,0.00011757958,0.97626513,0.0016962233,0.0000056123235],"about_ca_topic_score_codex":0.00071441225,"about_ca_topic_score_gemma":0.00025039318,"teacher_disagreement_score":0.0055095195,"about_ca_system_score_codex":0.0009688192,"about_ca_system_score_gemma":0.0012148248,"threshold_uncertainty_score":0.018431187},"labels":[],"label_agreement":null},{"id":"W1992684702","doi":"10.1109/cdc.2011.6160790","title":"Mean field LQG games with a major player: Continuum parameters for minor players","year":2011,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Minor (academic); Mean field theory; Nash equilibrium; Linear-quadratic-Gaussian control; Mathematics; Optimal control; Stochastic differential equation; Applied mathematics; Mathematical optimization; Computer science; Physics","score_opus":0.03948398709404971,"score_gpt":0.21153220517732993,"score_spread":0.17204821808328022,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1992684702","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11368781,0.00016816723,0.8788571,0.0008305509,0.00006257614,0.00006668581,0.00007266758,0.00011772748,0.006136736],"genre_scores_gemma":[0.9579643,0.00015499546,0.033819918,0.00017667173,0.00006287475,0.0001681422,0.000046168254,0.00002329785,0.0075835576],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99881893,0.000515908,0.000035917685,0.0002583273,0.00019070145,0.00018006896],"domain_scores_gemma":[0.9974452,0.0014136374,0.00040501528,0.00017047852,0.00023233904,0.0003333882],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022002785,0.0012532921,0.0020524012,0.00054564833,0.0008244967,0.0021002935,0.0020745697,0.0024253756,0.0033289888],"category_scores_gemma":[0.005458521,0.00060549256,0.0010430118,0.0004578053,0.003161475,0.0027697603,0.0018827289,0.0022170804,0.0004186494],"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":[0.0001996429,0.00010976083,0.0009636416,0.00007249623,0.000065811764,0.0004978226,0.00018533318,0.57335854,0.0029204523,0.415351,0.00092177064,0.005353721],"study_design_scores_gemma":[0.00003674219,0.000047364807,0.0000873116,0.000007038882,0.00001080103,0.00004202846,0.000038507835,0.92406523,0.00016033826,0.07511557,0.00037288404,0.000016230277],"about_ca_topic_score_codex":0.0029874938,"about_ca_topic_score_gemma":0.00151034,"teacher_disagreement_score":0.0033289888,"about_ca_system_score_codex":0.0014279907,"about_ca_system_score_gemma":0.00093373185,"threshold_uncertainty_score":0.011636317},"labels":[],"label_agreement":null},{"id":"W1993147216","doi":"10.1155/2011/435145","title":"Pricing Variance Swaps for Stochastic Volatilities with Delay and Jumps","year":2011,"lang":"en","type":"article","venue":"International Journal of Stochastic Analysis","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":20,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"University of Calgary","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Algorithm; Stochastic volatility; Mathematics; Computer science; Volatility (finance); Econometrics","score_opus":0.028519652885734697,"score_gpt":0.22950599805603472,"score_spread":0.20098634517030003,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1993147216","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.481654,0.002016107,0.5023413,0.0022566626,0.00022248046,0.000051660245,0.00015517899,0.00024698762,0.011055733],"genre_scores_gemma":[0.986369,0.0005083261,0.007290382,0.000076907694,0.00018828292,0.000027156128,0.00006068323,0.00003593501,0.0054433723],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999138,0.00027004365,0.000041577754,0.00011647243,0.00022895086,0.00020498708],"domain_scores_gemma":[0.99508375,0.0029416971,0.0009076879,0.00027883492,0.00027497418,0.0005129816],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029001462,0.00096254545,0.0011839089,0.0012357567,0.00054200616,0.0027909174,0.0012763609,0.002515527,0.0033659295],"category_scores_gemma":[0.0134941125,0.00071330235,0.001498632,0.0007331619,0.0020185288,0.0053435983,0.0017544323,0.0023634848,0.00024071813],"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":[0.00027295292,0.00008072025,0.0054248213,0.000087050634,0.00015187215,0.0012252745,0.0002435433,0.24998936,0.0050513493,0.7263747,0.0009956851,0.010102689],"study_design_scores_gemma":[0.00003797839,0.00009094145,0.0009978843,0.000015714553,0.000029377923,0.00018941212,0.000035153018,0.82675713,0.0004427312,0.17082328,0.0005396557,0.00004065385],"about_ca_topic_score_codex":0.0023093864,"about_ca_topic_score_gemma":0.0013141456,"teacher_disagreement_score":0.0033659295,"about_ca_system_score_codex":0.0011298503,"about_ca_system_score_gemma":0.0007664749,"threshold_uncertainty_score":0.015337646},"labels":[],"label_agreement":null},{"id":"W1993478052","doi":"10.1080/13527260600963851","title":"Indifference Pricing and Hedging for Volatility Derivatives","year":2007,"lang":"en","type":"article","venue":"Applied Mathematical Finance","topic":"Stochastic processes and financial applications","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":"McMaster University","funders":"","keywords":"Volatility (finance); Stochastic volatility; Heston model; Economics; Volatility smile; Swap (finance); Econometrics; Incomplete markets; Mathematical economics; Implied volatility; Valuation of options; Volatility swap; Financial market; Variance swap; SABR volatility model; Microeconomics; Finance","score_opus":0.03205081351868246,"score_gpt":0.24728425806307675,"score_spread":0.21523344454439428,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1993478052","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.030937633,0.0002534326,0.96689487,0.00009629561,0.00002258023,0.00002127793,0.000028014483,0.000081437545,0.0016644992],"genre_scores_gemma":[0.6798747,0.00058422267,0.3155531,0.00009902594,0.00004527995,0.00007184058,0.00017430434,0.00006354266,0.0035339056],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99938285,0.00023305073,0.000035485416,0.000100885234,0.00019497538,0.000052640768],"domain_scores_gemma":[0.99877375,0.00079821533,0.00009119461,0.00014907848,0.00013279877,0.000054979897],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002265917,0.00059022335,0.0009363993,0.0010816297,0.00045862078,0.0018219765,0.0015499176,0.0011959916,0.0028019007],"category_scores_gemma":[0.010191665,0.0005042631,0.00097237894,0.0010120884,0.0013140291,0.0032634404,0.0013541882,0.001852516,0.00026656606],"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":[0.000059286733,0.00005653733,0.0012241034,0.00008089837,0.000040882438,0.00016098723,0.0001252472,0.42540154,0.0015825733,0.50885624,0.00062124437,0.061790466],"study_design_scores_gemma":[0.0000065301733,0.000014399926,0.00015705753,0.0000071464638,0.0000036052825,0.000029914925,0.000009927069,0.8162053,0.0006258766,0.1825483,0.0003830666,0.000008835517],"about_ca_topic_score_codex":0.0013689395,"about_ca_topic_score_gemma":0.0009041103,"teacher_disagreement_score":0.0028019007,"about_ca_system_score_codex":0.0008648801,"about_ca_system_score_gemma":0.0007383213,"threshold_uncertainty_score":0.011983454},"labels":[],"label_agreement":null},{"id":"W1993513623","doi":"10.1007/s10287-009-0106-7","title":"Mean-variance versus expected utility in dynamic investment analysis","year":2009,"lang":"en","type":"article","venue":"Computational Management Science","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":29,"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 British Columbia; Dalhousie University","funders":"Natural Sciences and Engineering Research Council of Canada; Canada Research Chairs","keywords":"Expected utility hypothesis; Econometrics; Portfolio; Risk aversion (psychology); Modern portfolio theory; Portfolio optimization; Economics; Isoelastic utility; Variance (accounting); Mathematics; Merton's portfolio problem; Probability density function; Expected return; Statistics; Replicating portfolio; Financial economics","score_opus":0.029506584608912183,"score_gpt":0.26577200807857365,"score_spread":0.23626542346966148,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1993513623","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08012347,0.0029404266,0.90878075,0.0027730903,0.00015551444,0.000018660761,0.00008043306,0.00008387678,0.005043853],"genre_scores_gemma":[0.9366073,0.00190471,0.056990165,0.0001804008,0.00039380582,0.000055323675,0.00009498788,0.00008911949,0.0036842094],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9979715,0.0014036287,0.00008614445,0.00018211266,0.00024693995,0.00010961134],"domain_scores_gemma":[0.97542477,0.02239002,0.0006420512,0.0005971759,0.0005612384,0.0003847206],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00558987,0.0006715683,0.0012125018,0.0010484982,0.0004132771,0.002889544,0.0013129583,0.0014578265,0.0017861938],"category_scores_gemma":[0.036752183,0.000608331,0.00085376785,0.001465588,0.0021540483,0.00514084,0.0013054033,0.0020355782,0.00016031468],"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":[0.000056011526,0.000030454854,0.0012238909,0.00006584927,0.000054159107,0.000047630074,0.00009000039,0.17650253,0.00015285554,0.80545235,0.0007498735,0.0155745],"study_design_scores_gemma":[0.000009351943,0.000012351113,0.00023256884,0.000017856217,0.00001532782,0.00001818799,0.000017201135,0.40215522,0.00006595844,0.5970881,0.00035963918,0.000008161151],"about_ca_topic_score_codex":0.0017936016,"about_ca_topic_score_gemma":0.0015551902,"teacher_disagreement_score":0.00558987,"about_ca_system_score_codex":0.0014758453,"about_ca_system_score_gemma":0.0011307617,"threshold_uncertainty_score":0.029562414},"labels":[],"label_agreement":null},{"id":"W1993825545","doi":"10.1155/2011/296259","title":"Maximizing the Mean Exit Time of a Brownian Motion from an Interval","year":2011,"lang":"lv","type":"article","venue":"International Journal of Stochastic Analysis","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"","keywords":"Algorithm; Computer science","score_opus":0.038207074616169796,"score_gpt":0.2455382051943177,"score_spread":0.20733113057814792,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1993825545","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1990039,0.0007303848,0.78243387,0.0015281319,0.00013455572,0.000109342756,0.0002867013,0.00060278684,0.015170297],"genre_scores_gemma":[0.85116154,0.00078824244,0.12156782,0.00019053849,0.00012969579,0.0002454834,0.0004862565,0.00035754632,0.025072824],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99913764,0.00031488753,0.000041629,0.00021473892,0.00016464965,0.00012639945],"domain_scores_gemma":[0.995223,0.0030447878,0.000386007,0.0002522835,0.00048364646,0.00061026856],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002652039,0.0009555284,0.0011931554,0.0008720422,0.0004099993,0.0016438821,0.0015178792,0.0013884552,0.0049624904],"category_scores_gemma":[0.012171936,0.00046859376,0.00088099274,0.0005285207,0.0010970645,0.0019790349,0.0012964982,0.0013209034,0.0010021686],"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":[0.0012329238,0.00025563507,0.0042230124,0.00045372613,0.00016329934,0.00036728763,0.0002804828,0.62412083,0.017283592,0.2876331,0.007940865,0.056045305],"study_design_scores_gemma":[0.000046467416,0.00024343331,0.00082273147,0.000036096764,0.00002621939,0.00006262268,0.000027884162,0.9504865,0.0024017876,0.044600476,0.0012093583,0.000036386467],"about_ca_topic_score_codex":0.0017005459,"about_ca_topic_score_gemma":0.0010700276,"teacher_disagreement_score":0.0049624904,"about_ca_system_score_codex":0.0014335206,"about_ca_system_score_gemma":0.0013384186,"threshold_uncertainty_score":0.016601205},"labels":[],"label_agreement":null},{"id":"W1994111439","doi":"10.1007/s00211-003-0511-8","title":"A penalty method for American options with jump diffusion processes","year":2004,"lang":"en","type":"article","venue":"Numerische Mathematik","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":204,"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":"Mathematics; Discretization; Jump diffusion; Convergence (economics); Applied mathematics; Jump; Numerical analysis; Partial differential equation; Jump process; Constraint (computer-aided design); Penalty method; Mathematical optimization; Mathematical analysis","score_opus":0.025015193389063724,"score_gpt":0.2657437974798527,"score_spread":0.240728604090789,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1994111439","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012818597,0.000288653,0.983658,0.00033570538,0.00026568893,0.000031740765,0.000031912892,0.00009877931,0.0024709117],"genre_scores_gemma":[0.30102465,0.00069572346,0.6679102,0.00034638908,0.00045223994,0.00023450401,0.00019858376,0.0004490532,0.02868867],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99939907,0.0002907927,0.000030490497,0.0000561468,0.00018120815,0.000042228356],"domain_scores_gemma":[0.9982169,0.00089979015,0.00011795229,0.00013076763,0.00036217493,0.00027239663],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014181309,0.0007122593,0.00079510227,0.00063408766,0.0005238114,0.0010935122,0.0013569238,0.0016915995,0.0041289083],"category_scores_gemma":[0.0040678266,0.00037040442,0.0006263861,0.00062518724,0.00097111525,0.0014593682,0.001874793,0.002502425,0.0006748218],"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":[0.0004742129,0.00028974455,0.0008924706,0.00036152327,0.00010414333,0.00035957436,0.0001523748,0.38935357,0.020132763,0.41757515,0.0063751736,0.16392925],"study_design_scores_gemma":[0.0000144194555,0.000024160829,0.000071441726,0.000008964291,0.000005371523,0.000030159992,0.0000060010484,0.9800669,0.00048610423,0.017610088,0.0016654889,0.000010863449],"about_ca_topic_score_codex":0.0015568112,"about_ca_topic_score_gemma":0.0016337602,"teacher_disagreement_score":0.0041289083,"about_ca_system_score_codex":0.00040620216,"about_ca_system_score_gemma":0.00090543437,"threshold_uncertainty_score":0.013812542},"labels":[],"label_agreement":null},{"id":"W1995116006","doi":"10.1016/j.spa.2012.03.007","title":"BSDEs in utility maximization with BMO market price of risk","year":2012,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":9,"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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Semimartingale; Mathematics; Square-integrable function; Utility maximization problem; Uniqueness; Bounded function; Quadratic equation; Brownian motion; Stochastic differential equation; Integrable system; Applied mathematics; Exponential function; Quadratic variation; Exponential utility; Representation (politics); Maximization; Utility maximization; Quadratic growth; Filtration (mathematics); Mathematical economics; Mathematical optimization; Mathematical analysis; Pure mathematics","score_opus":0.014034676635224288,"score_gpt":0.20284932092467783,"score_spread":0.18881464428945355,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1995116006","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03231124,0.0035014697,0.9447152,0.0033263864,0.00032018477,0.000079603524,0.00019293517,0.000085223684,0.015467777],"genre_scores_gemma":[0.8254871,0.0056462144,0.13178453,0.00095970946,0.0010357046,0.0004758887,0.0003211863,0.00023496452,0.034054678],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980769,0.0012329223,0.00007684053,0.000216073,0.0002589703,0.00013818388],"domain_scores_gemma":[0.9915039,0.006720412,0.00045606538,0.00021290994,0.00059474393,0.00051191595],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006056448,0.0016678022,0.003365608,0.0013060769,0.0007846009,0.003975733,0.0018419867,0.003053816,0.0051886006],"category_scores_gemma":[0.019165171,0.0011775257,0.0014246521,0.0020719692,0.0035749143,0.0051599024,0.0028744873,0.0039381483,0.00042444334],"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":[0.00005563146,0.00005396668,0.00032937864,0.000108809814,0.000052554402,0.000099192905,0.00010154607,0.13634697,0.00035020753,0.85487473,0.0017650127,0.005862012],"study_design_scores_gemma":[0.000020830686,0.000018453362,0.000108295615,0.000029697769,0.000017087497,0.000024324225,0.000025659449,0.6466813,0.0000887952,0.3520424,0.0009270611,0.0000159804],"about_ca_topic_score_codex":0.004384105,"about_ca_topic_score_gemma":0.0026700103,"teacher_disagreement_score":0.006056448,"about_ca_system_score_codex":0.002859596,"about_ca_system_score_gemma":0.002225117,"threshold_uncertainty_score":0.032029927},"labels":[],"label_agreement":null},{"id":"W1995140868","doi":"10.1016/j.spl.2007.04.007","title":"Forward–backward SDEs and the CIR model","year":2007,"lang":"en","type":"article","venue":"Statistics & Probability Letters","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":7,"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":"University of Waterloo; Mitacs","keywords":"Mathematics; Stochastic differential equation; Uniqueness; Cox–Ingersoll–Ross model; Affine transformation; Bond valuation; Applied mathematics; Affine term structure model; Interest rate; Mathematical economics; Econometrics; Term (time); Yield curve; Mathematical analysis; Pure mathematics; Economics","score_opus":0.021478265577081403,"score_gpt":0.2241789534267623,"score_spread":0.2027006878496809,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1995140868","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.055533003,0.002798154,0.9125305,0.0051331474,0.00062637165,0.000045350414,0.000612837,0.00038212942,0.022338439],"genre_scores_gemma":[0.8720467,0.003299427,0.06495198,0.0008512183,0.0009218547,0.00016176925,0.0009615928,0.00022970852,0.0565757],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99861085,0.00064298493,0.000061530656,0.00025263778,0.00023820194,0.00019378134],"domain_scores_gemma":[0.9919315,0.004939793,0.00093843625,0.00069799303,0.0010723058,0.0004200408],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0050462303,0.0011687535,0.0022444136,0.0014804545,0.0006282293,0.0029440178,0.0017887334,0.0027743883,0.008382716],"category_scores_gemma":[0.01490222,0.0008673382,0.0016565938,0.0015290952,0.002752755,0.004131336,0.0018042396,0.0038965587,0.0013990819],"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":[0.00004097372,0.000025174419,0.00049472245,0.000034748355,0.000042274685,0.00012533067,0.000049091715,0.1450482,0.00023654038,0.8466304,0.002101044,0.0051715826],"study_design_scores_gemma":[0.000024052151,0.0000147954215,0.00017057246,0.00001425634,0.000015237938,0.00006399566,0.000011508068,0.6272355,0.00009079906,0.37122747,0.0011029614,0.00002890726],"about_ca_topic_score_codex":0.0073435535,"about_ca_topic_score_gemma":0.0035431297,"teacher_disagreement_score":0.008382716,"about_ca_system_score_codex":0.0012544439,"about_ca_system_score_gemma":0.0020044835,"threshold_uncertainty_score":0.028042972},"labels":[],"label_agreement":null},{"id":"W1995613927","doi":"10.3905/jod.2001.319157","title":"A Frequency Distribution Approach to Valuing Maximum Options","year":2001,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Stochastic processes and financial applications","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; Queen's University","funders":"","keywords":"Bundle; Stochastic game; Mathematical optimization; Mathematical economics; Path (computing); Asian option; Computer science; Valuation of options; Economics; Econometrics; Mathematics","score_opus":0.04013177915187922,"score_gpt":0.24182917480578367,"score_spread":0.20169739565390446,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1995613927","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0037226449,0.0003234646,0.9863036,0.00047899754,0.00008782309,0.000023062461,0.000035969726,0.00004747891,0.008976907],"genre_scores_gemma":[0.4615069,0.0013883596,0.5161158,0.00033914048,0.0007526679,0.00026343358,0.0001631952,0.000114489434,0.019356135],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985852,0.0006310788,0.000059744812,0.000138364,0.00049153715,0.00009406477],"domain_scores_gemma":[0.9973387,0.0019067643,0.000105372295,0.00025539266,0.00032446737,0.00006931935],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027821048,0.0005785123,0.0005755561,0.0018521405,0.0008873444,0.0019708439,0.0018522341,0.0018553796,0.006926666],"category_scores_gemma":[0.011351553,0.00043155788,0.0009784512,0.0016768634,0.0016581402,0.00490102,0.001173194,0.002155766,0.00086078787],"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":[0.000013582624,0.00001875321,0.0002715644,0.000025674753,0.000016566073,0.00006897608,0.000067586254,0.06527868,0.00043535768,0.9078201,0.0010848026,0.0248985],"study_design_scores_gemma":[0.000009755765,0.00001646677,0.00013718469,0.000016113892,0.000006269041,0.0001168417,0.000024060033,0.41284195,0.00031064416,0.580038,0.0064656185,0.000017152199],"about_ca_topic_score_codex":0.0025070666,"about_ca_topic_score_gemma":0.0016684596,"teacher_disagreement_score":0.006926666,"about_ca_system_score_codex":0.0011852324,"about_ca_system_score_gemma":0.00071410154,"threshold_uncertainty_score":0.023171961},"labels":[],"label_agreement":null},{"id":"W1995905272","doi":"10.1007/s10690-011-9142-8","title":"The Minimal Entropy Martingale Measure (MEMM) for a Markov-Modulated Exponential Lévy Model","year":2011,"lang":"en","type":"article","venue":"Asia-Pacific Financial Markets","topic":"Stochastic processes and financial applications","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":"Université de Montréal","funders":"","keywords":"Exponential function; Martingale (probability theory); Mathematics; Applied mathematics; Markov process; Entropy (arrow of time); Local martingale; Martingale pricing; Measure (data warehouse); Markov chain; Econometrics; Mathematical economics; Statistical physics; Computer science; Statistics; Mathematical analysis; Physics","score_opus":0.03125348555926807,"score_gpt":0.20687953377647023,"score_spread":0.17562604821720215,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1995905272","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.44406146,0.0011412791,0.53708106,0.002034774,0.00020820253,0.000070848255,0.00035089525,0.00014801051,0.014903413],"genre_scores_gemma":[0.97602355,0.0003519736,0.018293116,0.00017685047,0.00017516893,0.000078043224,0.00015628971,0.000039179253,0.004705698],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995229,0.0001706096,0.00002703192,0.00009909256,0.00009120046,0.00008919985],"domain_scores_gemma":[0.99766505,0.0012327291,0.00033562732,0.00012439916,0.00025096702,0.00039127396],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016467919,0.000590173,0.0010223784,0.0011242758,0.0007796628,0.0018900126,0.0011978409,0.0014233543,0.002870532],"category_scores_gemma":[0.0054134224,0.00035025773,0.0009692767,0.00043428244,0.0021478597,0.0025143705,0.0014827127,0.0012637536,0.00022332012],"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":[0.000059786915,0.000034582317,0.00092236756,0.00006136094,0.000033900633,0.000111646936,0.00008219777,0.016141377,0.0023319516,0.9768399,0.00050928135,0.0028716365],"study_design_scores_gemma":[0.00002011651,0.000054592925,0.0009198967,0.000022692117,0.000018412053,0.00012400071,0.00003674831,0.23409542,0.0005836016,0.7635145,0.00057297177,0.00003700059],"about_ca_topic_score_codex":0.00090040895,"about_ca_topic_score_gemma":0.0006662796,"teacher_disagreement_score":0.002870532,"about_ca_system_score_codex":0.0012214868,"about_ca_system_score_gemma":0.0013255185,"threshold_uncertainty_score":0.009602904},"labels":[],"label_agreement":null},{"id":"W1997143099","doi":"10.1007/s10436-005-0034-7","title":"A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets","year":2005,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Mathematical finance; Computational finance; Monte Carlo method; Volatility (finance); Stochastic volatility; Econometrics; Valuation of options; Estimation; Mathematical optimization; Mean reversion; Monte Carlo methods for option pricing; Computer science; Mathematics; Economics; Finance; Statistics","score_opus":0.0805266200729536,"score_gpt":0.30832063840478124,"score_spread":0.22779401833182766,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1997143099","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0017496201,0.00013366244,0.9972664,0.00007067645,0.000023113382,0.000013298747,0.000012151031,0.000034473374,0.00069657096],"genre_scores_gemma":[0.14652371,0.00053257804,0.8472201,0.00012213076,0.00018306357,0.00020218524,0.0000833379,0.0001845803,0.004948315],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99924845,0.00045265825,0.00003640541,0.0000591553,0.0001748038,0.000028531746],"domain_scores_gemma":[0.9969007,0.0022673463,0.00015604419,0.00016103458,0.0003602165,0.00015471841],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002759909,0.0008347271,0.0010854898,0.0015696693,0.0005295204,0.001352548,0.0014548386,0.001364234,0.002370185],"category_scores_gemma":[0.007270449,0.00061148166,0.0013323093,0.0008965202,0.0014959802,0.002265736,0.0020838263,0.0026145757,0.00048124287],"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":[0.00009525376,0.00009629508,0.0005137822,0.0002838,0.00009178286,0.00020812,0.00026478333,0.23895447,0.014265384,0.64215595,0.0025931094,0.10047726],"study_design_scores_gemma":[0.000008586946,0.000028209857,0.000067464505,0.000019374877,0.000009525908,0.00006415181,0.000014246805,0.89313596,0.00061837805,0.10421953,0.0017978537,0.000016767573],"about_ca_topic_score_codex":0.00054108066,"about_ca_topic_score_gemma":0.0007337204,"teacher_disagreement_score":0.002759909,"about_ca_system_score_codex":0.0005625249,"about_ca_system_score_gemma":0.00077724596,"threshold_uncertainty_score":0.014595926},"labels":[],"label_agreement":null},{"id":"W1997696130","doi":"10.1002/asmb.893","title":"American option prices in a Markov chain market model","year":2011,"lang":"en","type":"article","venue":"Applied Stochastic Models in Business and Industry","topic":"Stochastic processes and financial applications","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":"University of Calgary","funders":"","keywords":"Randomness; Lemma (botany); Markov chain; Mathematical economics; Asset (computer security); Optimal stopping; Construct (python library); Variational inequality; Capital asset pricing model; Economics; Econometrics; Computer science; Mathematical optimization; Mathematics; Statistics; Machine learning","score_opus":0.04500033402477144,"score_gpt":0.21604250642369235,"score_spread":0.17104217239892092,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1997696130","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19507262,0.0016665962,0.7612663,0.004937076,0.00026263844,0.000090453555,0.00048436274,0.0003058706,0.035914123],"genre_scores_gemma":[0.964028,0.00064010575,0.021031855,0.00033868698,0.00016598552,0.00011207603,0.00019787622,0.00004259264,0.01344284],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986743,0.00062077696,0.000047219124,0.00021425933,0.0002883953,0.00015510678],"domain_scores_gemma":[0.99714774,0.0019144538,0.0003281103,0.00010897701,0.00024388063,0.00025679386],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022883627,0.00056106306,0.0013389413,0.0008549079,0.0007624113,0.0026692268,0.0014441368,0.0023558808,0.007584215],"category_scores_gemma":[0.0051105767,0.0004382095,0.0008171732,0.0009627619,0.00206256,0.0030896978,0.0013003406,0.0019942855,0.000531381],"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":[0.000029489269,0.000031494976,0.00041109548,0.000029196784,0.000022182658,0.00015445305,0.000059690752,0.19077677,0.00044545735,0.80539316,0.0009533235,0.0016936071],"study_design_scores_gemma":[0.000020876112,0.000015057953,0.00010204236,0.000009121368,0.0000059857452,0.000026799173,0.000014560913,0.77583563,0.000056209134,0.22329302,0.0006073928,0.000013248571],"about_ca_topic_score_codex":0.0062164767,"about_ca_topic_score_gemma":0.0034519583,"teacher_disagreement_score":0.007584215,"about_ca_system_score_codex":0.001573766,"about_ca_system_score_gemma":0.0014376676,"threshold_uncertainty_score":0.02537173},"labels":[],"label_agreement":null},{"id":"W1997780371","doi":"10.1007/s00211-012-0455-y","title":"Iterative methods for the solution of a singular control formulation of a GMWB pricing problem","year":2012,"lang":"en","type":"article","venue":"Numerische Mathematik","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"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":"Mathematics; Discretization; Singular control; Mathematical optimization; Convergence (economics); Applied mathematics; Nonlinear system; Singular solution; Scaling; Optimal control; Mathematical analysis","score_opus":0.04092930086216542,"score_gpt":0.3031758311843536,"score_spread":0.2622465303221882,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1997780371","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00855737,0.0003246992,0.98608506,0.00034164413,0.00009594402,0.000043068256,0.000019400226,0.0000668408,0.004465943],"genre_scores_gemma":[0.5018335,0.000909645,0.48108155,0.00029610502,0.00030561193,0.00048444027,0.0001505534,0.00029165528,0.014646925],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99937207,0.00030982032,0.00002795204,0.000058888538,0.00018278266,0.000048518385],"domain_scores_gemma":[0.9978529,0.0014462441,0.00017020227,0.000093125214,0.00032390543,0.00011364926],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020409042,0.0010323668,0.0011307639,0.0009554323,0.0005939838,0.0012414812,0.0014420568,0.0020670944,0.0028946467],"category_scores_gemma":[0.007465942,0.0005745942,0.001027173,0.00071646145,0.0022609064,0.0010133402,0.0023103314,0.0022259504,0.0003406969],"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":[0.00009776484,0.000101385056,0.00037514785,0.00020078818,0.000081533035,0.0001449996,0.00022953124,0.68139726,0.0027866727,0.27757716,0.0015691748,0.035438538],"study_design_scores_gemma":[0.000009782686,0.000013441141,0.000027277158,0.000007901375,0.0000041924327,0.000007911886,0.000008050595,0.9796922,0.00016218626,0.019559247,0.0005025705,0.000005189524],"about_ca_topic_score_codex":0.005697635,"about_ca_topic_score_gemma":0.0041718367,"teacher_disagreement_score":0.005697635,"about_ca_system_score_codex":0.0009829262,"about_ca_system_score_gemma":0.0017326577,"threshold_uncertainty_score":0.011328936},"labels":[],"label_agreement":null},{"id":"W1998206820","doi":"10.2139/ssrn.2130822","title":"Optimal Hedging When the Underlying Asset Follows a Regime-Switching Markov Process","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; HEC Montréal","funders":"","keywords":"Recursion (computer science); Benchmark (surveying); Mathematical optimization; Asset (computer security); Markov process; Function (biology); Reduction (mathematics); Markov chain; Bellman equation; Penalty method; Process (computing); Computer science; Value (mathematics); Mathematics; Algorithm; Statistics","score_opus":0.028351273089598294,"score_gpt":0.2584647296119889,"score_spread":0.23011345652239062,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1998206820","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5791299,0.0010164969,0.40951318,0.0019592138,0.00015732684,0.000087169385,0.00025952666,0.00022182471,0.0076553873],"genre_scores_gemma":[0.9897143,0.00041507455,0.0064775357,0.000075285076,0.00007277372,0.000027771794,0.00009455399,0.000020458527,0.0031021885],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990451,0.0003624336,0.00006185311,0.00022152353,0.000099842386,0.00020931524],"domain_scores_gemma":[0.9919778,0.0063166423,0.0007904215,0.00029949017,0.00024273146,0.00037285057],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003579593,0.00073755265,0.0021067797,0.00065189914,0.00047233366,0.0023875444,0.0012664649,0.0022682499,0.003207094],"category_scores_gemma":[0.011312153,0.0010663063,0.0011523196,0.0006129272,0.0016994955,0.002985986,0.0011639533,0.0016177593,0.00022469043],"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":[0.00066604663,0.00018949372,0.005286073,0.00016813706,0.00026065303,0.00073924905,0.00019781217,0.8010497,0.0029186371,0.17285779,0.0012795792,0.014386729],"study_design_scores_gemma":[0.000049183906,0.00005014565,0.00092293025,0.000013462465,0.00002964352,0.00005017416,0.000020966507,0.9531687,0.00023342556,0.045344558,0.00009473984,0.00002209273],"about_ca_topic_score_codex":0.0041972287,"about_ca_topic_score_gemma":0.003503715,"teacher_disagreement_score":0.0041972287,"about_ca_system_score_codex":0.0011614282,"about_ca_system_score_gemma":0.0012855473,"threshold_uncertainty_score":0.018930912},"labels":[],"label_agreement":null},{"id":"W1998463204","doi":"10.1016/j.jbankfin.2006.11.016","title":"Yield-factor volatility models","year":2007,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Stochastic processes and financial applications","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":"Yield curve; Volatility (finance); Econometrics; Economics; Autoregressive conditional heteroskedasticity; Curvature; Yield (engineering); SABR volatility model; Mathematics; Interest rate; Stochastic volatility; Physics; Monetary economics","score_opus":0.049585633030486666,"score_gpt":0.24396280149256405,"score_spread":0.1943771684620774,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1998463204","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15245542,0.005868121,0.7680828,0.0050218264,0.0007014342,0.000106044135,0.002399336,0.0014787421,0.063886225],"genre_scores_gemma":[0.91299033,0.0027965554,0.012235021,0.00023694897,0.00044118488,0.00007916733,0.0012294997,0.00023476827,0.069756575],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994654,0.00017818261,0.00003108987,0.00013867998,0.00009536927,0.000091331334],"domain_scores_gemma":[0.9984282,0.00075507857,0.00027461472,0.00018155252,0.00024249461,0.00011810694],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014831588,0.0015587675,0.0020525106,0.0009364567,0.00062726875,0.0033526868,0.0025675895,0.0039233696,0.0077350875],"category_scores_gemma":[0.0065125236,0.0009492206,0.0014430899,0.0015139183,0.0011502655,0.0036922777,0.00142272,0.0019881942,0.00225178],"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":[0.0000836362,0.0000598046,0.0010280275,0.000057892896,0.00010648723,0.00020054771,0.00007952709,0.48709476,0.00081441796,0.49659076,0.0046063503,0.009277832],"study_design_scores_gemma":[0.000020251251,0.000013801017,0.00023975986,0.0000060596944,0.000028752598,0.000041758292,0.000010546849,0.89884853,0.00012520592,0.09922955,0.0014196025,0.000016239332],"about_ca_topic_score_codex":0.0053016134,"about_ca_topic_score_gemma":0.0023524796,"teacher_disagreement_score":0.0077350875,"about_ca_system_score_codex":0.0010293125,"about_ca_system_score_gemma":0.0006992482,"threshold_uncertainty_score":0.025876403},"labels":[],"label_agreement":null},{"id":"W1998784509","doi":"10.1111/j.1540-6288.2008.00191.x","title":"Expected Time Value Decay of Options: Implications for Put‐Rolling Strategies","year":2008,"lang":"en","type":"article","venue":"Financial Review","topic":"Stochastic processes and financial applications","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 Saskatchewan","funders":"","keywords":"Expiration; Value (mathematics); Expiration date; Time value of money; Economics; Asset (computer security); Constant (computer programming); Future value; Econometrics; Monetary economics; Financial economics; Mathematics; Statistics; Interest rate; Chemistry; Computer science; Finance; Medicine; Internal medicine","score_opus":0.0590798559188747,"score_gpt":0.2787872208131473,"score_spread":0.21970736489427256,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1998784509","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4904424,0.006962665,0.4699164,0.007360607,0.00027355732,0.00007588856,0.00029108016,0.00022016413,0.024457254],"genre_scores_gemma":[0.9883809,0.0011924393,0.0066052773,0.00016700405,0.00010288134,0.00003678524,0.00008671139,0.000027999578,0.0034001004],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99895644,0.00042952137,0.0000648552,0.0001693259,0.00026602222,0.000113810216],"domain_scores_gemma":[0.96319383,0.026879644,0.0036761556,0.0015435676,0.003509512,0.0011972869],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007866581,0.0005731693,0.0008322309,0.00091241417,0.00037805934,0.0020778577,0.0016731437,0.0016307761,0.0038049172],"category_scores_gemma":[0.065960236,0.00032830777,0.0007799426,0.00080187345,0.0018223849,0.0043152906,0.0007860628,0.0023655456,0.00031633675],"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":[0.00022011696,0.000121468016,0.0117306085,0.00021794565,0.0000822339,0.0007769724,0.00040996625,0.2505031,0.003087152,0.693993,0.002087018,0.03677044],"study_design_scores_gemma":[0.00003042913,0.00012173533,0.00620377,0.000059110105,0.000034103847,0.00040750243,0.00014366803,0.5526435,0.0008535148,0.43814364,0.0013075481,0.00005148182],"about_ca_topic_score_codex":0.0016809272,"about_ca_topic_score_gemma":0.0007922967,"teacher_disagreement_score":0.007866581,"about_ca_system_score_codex":0.0014767514,"about_ca_system_score_gemma":0.00070650596,"threshold_uncertainty_score":0.04160291},"labels":[],"label_agreement":null},{"id":"W1998820068","doi":"10.1109/acc.2009.5159780","title":"On stock market trading and portfolio optimization: A control systems perspective (T-2)","year":2009,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Computer science; Portfolio; Algorithmic trading; Trading strategy; Context (archaeology); Portfolio optimization; Certification; Operations research; Financial market; Modern portfolio theory; Mathematical finance; Control (management); Management science; Mathematical optimization; Artificial intelligence; Econometrics; Finance; Economics; Engineering; Mathematics","score_opus":0.014792279215152913,"score_gpt":0.21413911756752566,"score_spread":0.19934683835237274,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1998820068","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.011148412,0.05628264,0.8133753,0.024837747,0.006421671,0.000089924724,0.00013309102,0.00013736988,0.08757378],"genre_scores_gemma":[0.53915733,0.108941026,0.19474654,0.012463804,0.017931335,0.0005677835,0.0002664566,0.00029582228,0.12562993],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999387,0.0002644035,0.00003840155,0.00008097682,0.00017080584,0.00005839526],"domain_scores_gemma":[0.99902403,0.00068916177,0.000050078805,0.00004297088,0.0001386875,0.000054937376],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014618705,0.00085400784,0.0007741112,0.00084808643,0.0005659655,0.0025427588,0.00066294067,0.00258175,0.0063907546],"category_scores_gemma":[0.0020135648,0.00026872536,0.0010850286,0.0010698951,0.0026391451,0.0020445883,0.0011134556,0.0027198677,0.0010111405],"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":[0.000055270837,0.00006821419,0.0002554606,0.00039757977,0.00005078844,0.00025903995,0.00024566374,0.052830417,0.002745724,0.85337317,0.022011356,0.06770731],"study_design_scores_gemma":[0.000020782152,0.00024571843,0.00059867126,0.0002984177,0.00002303035,0.00021690389,0.00019467072,0.12030424,0.0013629866,0.790596,0.08609565,0.000043008553],"about_ca_topic_score_codex":0.0012001994,"about_ca_topic_score_gemma":0.0009262961,"teacher_disagreement_score":0.0063907546,"about_ca_system_score_codex":0.0012952812,"about_ca_system_score_gemma":0.0007004414,"threshold_uncertainty_score":0.021379173},"labels":[],"label_agreement":null},{"id":"W1999060724","doi":"10.1002/asmb.2002","title":"Goal achieving probabilities of cone‐constrained mean‐variance portfolios","year":2013,"lang":"en","type":"article","venue":"Applied Stochastic Models in Business and Industry","topic":"Stochastic processes and financial applications","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":"Université du Québec à Montréal; HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Probabilistic logic; Investment strategy; Portfolio; Variance (accounting); Financial market; Project portfolio management; Economics; Cone (formal languages); Expected utility hypothesis; Mathematical economics; Computer science; Mathematical optimization; Econometrics; Finance; Mathematics; Statistics; Algorithm","score_opus":0.02674818658957396,"score_gpt":0.20611768751921375,"score_spread":0.1793695009296398,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1999060724","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08463487,0.00037654705,0.90700614,0.0003831166,0.00003228298,0.00008312691,0.00012993066,0.00015072868,0.007203193],"genre_scores_gemma":[0.91615194,0.0006972657,0.07681013,0.00016168579,0.00005284933,0.00025745915,0.0002548363,0.00012712134,0.005486716],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998938,0.00029780713,0.00004961365,0.00016409544,0.00032793728,0.00022242738],"domain_scores_gemma":[0.99276555,0.0053322976,0.0007623278,0.00023383502,0.00055316795,0.00035291372],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003045651,0.00092188455,0.0009313826,0.0011660801,0.000580246,0.0024448715,0.0014954808,0.001266743,0.005067946],"category_scores_gemma":[0.018061405,0.0006913804,0.0009058715,0.00065991073,0.0016888999,0.003287475,0.0014196398,0.0017436342,0.00038170742],"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":[0.00009430787,0.000056861714,0.0023249125,0.00008591014,0.000036511636,0.00019647088,0.00012623747,0.6741456,0.0014007657,0.30764934,0.0012276095,0.012655435],"study_design_scores_gemma":[0.000009457741,0.000026770073,0.0003746357,0.000027108888,0.000007922628,0.000055202065,0.000023394743,0.92517257,0.00058804255,0.073429376,0.0002699729,0.000015597654],"about_ca_topic_score_codex":0.0022612365,"about_ca_topic_score_gemma":0.001850596,"teacher_disagreement_score":0.005067946,"about_ca_system_score_codex":0.0017122151,"about_ca_system_score_gemma":0.0017906518,"threshold_uncertainty_score":0.016953945},"labels":[],"label_agreement":null},{"id":"W1999858663","doi":"10.1007/s10479-014-1651-1","title":"A stochastic semidefinite programming approach for bounds on option pricing under regime switching","year":2014,"lang":"en","type":"article","venue":"Annals of Operations Research","topic":"Stochastic processes and financial applications","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":"Semidefinite programming; Upper and lower bounds; Mathematical optimization; Stochastic programming; Mathematics; Theory of computation; Bounded function; Markov chain; Controllability; Dynamic programming; Applied mathematics; Algorithm","score_opus":0.24383301383273573,"score_gpt":0.39031142941572866,"score_spread":0.14647841558299293,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1999858663","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.004161459,0.0007142362,0.98806715,0.00079172367,0.00020052398,0.000051325933,0.00014165073,0.000110579866,0.005761374],"genre_scores_gemma":[0.4434293,0.0040670824,0.5180716,0.0014667715,0.0020728337,0.0012838423,0.0011766113,0.0010402335,0.027391762],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9958835,0.0024851288,0.0001550402,0.0004673787,0.0007455411,0.0002632884],"domain_scores_gemma":[0.97516984,0.020476611,0.00083311304,0.0009918176,0.0016591406,0.00086945103],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009969153,0.0038827814,0.0037772628,0.0021694512,0.0009914784,0.00486745,0.0034698332,0.0038231958,0.010543424],"category_scores_gemma":[0.02667069,0.0026290608,0.002928636,0.002618854,0.0041167447,0.0067321598,0.0039946013,0.0098412195,0.0010625077],"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":[0.00009823254,0.00028194452,0.00024925024,0.00026465705,0.00014843284,0.00016638929,0.00015954905,0.43124244,0.0013024741,0.539238,0.0063874302,0.020461172],"study_design_scores_gemma":[0.0000120811565,0.000023350909,0.00003701614,0.000028300205,0.000013763234,0.000014000962,0.000009555104,0.8701281,0.000113758375,0.12899257,0.0006121916,0.000015239453],"about_ca_topic_score_codex":0.0026618303,"about_ca_topic_score_gemma":0.0028902339,"teacher_disagreement_score":0.010543424,"about_ca_system_score_codex":0.0024293475,"about_ca_system_score_gemma":0.0027526661,"threshold_uncertainty_score":0.052722573},"labels":[],"label_agreement":null},{"id":"W2000049960","doi":"10.5539/ijef.v2n4p102","title":"An Integral Equation Method with High-Order Collocation Implementations for Pricing American Put Options","year":2010,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Stochastic processes and financial applications","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":"Project 211; Southwestern University of Finance and Economics","keywords":"Collocation (remote sensing); Boundary (topology); Volterra integral equation; Order (exchange); Polygon mesh; Collocation method; Mathematics; Black–Scholes model; Integral equation; Singular boundary method; Applied mathematics; Mathematical optimization; Computer science; Mathematical analysis; Boundary element method; Differential equation; Economics; Finance; Ordinary differential equation; Econometrics; Geometry; Physics","score_opus":0.02533568992805968,"score_gpt":0.3012856878514161,"score_spread":0.2759499979233564,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2000049960","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.008903503,0.000098813056,0.98910475,0.000078748184,0.000064515705,0.000020569767,0.000012906242,0.00008936905,0.0016269806],"genre_scores_gemma":[0.30119708,0.00025305373,0.69360846,0.00010850102,0.00006538013,0.00017282813,0.00006964598,0.00011394409,0.0044111437],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997553,0.00010288901,0.000013041435,0.000020211031,0.00009333186,0.000015247199],"domain_scores_gemma":[0.99962246,0.00019098814,0.00002974267,0.000047250975,0.00008317667,0.000026364469],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00060492585,0.00040580524,0.000504149,0.00032615644,0.00032849907,0.0006478006,0.00086298474,0.0010025674,0.002155249],"category_scores_gemma":[0.0017496146,0.00022037972,0.0005024253,0.00037483865,0.00061532727,0.00078631676,0.0007715799,0.0012388504,0.0005492328],"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":[0.00012737825,0.00017876706,0.0011236082,0.00016524423,0.000072279756,0.000280537,0.00024588793,0.640819,0.022583043,0.20170014,0.0020811835,0.13062286],"study_design_scores_gemma":[0.0000073198967,0.000013298379,0.000032800184,0.000003997161,0.000002854063,0.000009617548,0.0000064196765,0.99222237,0.0005060097,0.0061727925,0.001018488,0.0000040204927],"about_ca_topic_score_codex":0.002588058,"about_ca_topic_score_gemma":0.0021879517,"teacher_disagreement_score":0.002588058,"about_ca_system_score_codex":0.00032716236,"about_ca_system_score_gemma":0.0005691881,"threshold_uncertainty_score":0.0072100163},"labels":[],"label_agreement":null},{"id":"W2000262354","doi":"10.1112/s146115700000053x","title":"Weak Convergence of the Euler Scheme for Stochastic Differential Delay Equations","year":2008,"lang":"en","type":"article","venue":"LMS Journal of Computation and Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":26,"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 British Columbia","funders":"Natural Sciences and Engineering Research Council of Canada; Engineering and Physical Sciences Research Council; Deutsche Forschungsgemeinschaft; National Science Foundation","keywords":"Mathematics; Stochastic differential equation; Convergence (economics); Backward Euler method; Malliavin calculus; Delay differential equation; Semi-implicit Euler method; Weak convergence; Stochastic partial differential equation; Ordinary differential equation; Euler method; Brownian motion; Euler's formula; Applied mathematics; Nonlinear system; Mathematical analysis; Differential equation; Euler equations; Computer science","score_opus":0.04977045678450229,"score_gpt":0.25264643582953816,"score_spread":0.20287597904503588,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2000262354","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17480776,0.0012805812,0.81298906,0.0014190181,0.00025362705,0.0001291496,0.00009240686,0.0000910883,0.008937278],"genre_scores_gemma":[0.91687435,0.001186008,0.06717463,0.00022003564,0.00014530089,0.00027820628,0.00014826324,0.00011601943,0.013857272],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99891233,0.0005308702,0.00007140136,0.0001352931,0.00025103166,0.0000990242],"domain_scores_gemma":[0.9937304,0.003498064,0.00072876364,0.0002700899,0.001094794,0.0006777915],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005338846,0.0012713682,0.0011569065,0.0017975885,0.00086056686,0.0021606055,0.0011986278,0.0018003312,0.0020241472],"category_scores_gemma":[0.0150693655,0.00048334844,0.0012452453,0.00049907673,0.0038264336,0.0026083682,0.0035539763,0.0023193338,0.00022030661],"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":[0.00014542036,0.000055652552,0.0015215201,0.00013060123,0.000054139597,0.00018058375,0.00025969217,0.2523936,0.0064199516,0.73368686,0.00039569708,0.0047562425],"study_design_scores_gemma":[0.000021211428,0.000057446785,0.00015947124,0.00002747278,0.000008463435,0.000023132417,0.000021811451,0.93019044,0.0007246188,0.06811434,0.00063668867,0.000014849003],"about_ca_topic_score_codex":0.003918111,"about_ca_topic_score_gemma":0.0013490128,"teacher_disagreement_score":0.005338846,"about_ca_system_score_codex":0.0022243052,"about_ca_system_score_gemma":0.0022258689,"threshold_uncertainty_score":0.02823484},"labels":[],"label_agreement":null},{"id":"W2001235215","doi":"10.1016/j.mcm.2009.07.009","title":"The early exercise region for Bermudan options on two underlyings","year":2009,"lang":"en","type":"article","venue":"Mathematical and Computer Modelling","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Mathematics; Mathematical economics; Applied mathematics; Computer science; Econometrics","score_opus":0.06314326496328614,"score_gpt":0.24176848948188048,"score_spread":0.17862522451859436,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2001235215","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.80163974,0.0032540255,0.12453769,0.0016844497,0.000079869475,0.000039728413,0.00022247665,0.00020755544,0.068334594],"genre_scores_gemma":[0.9840163,0.0004184993,0.005612461,0.000060910563,0.000059631024,0.000018986833,0.00010772018,0.00005554863,0.009649956],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996594,0.00015464475,0.000012822463,0.00004860172,0.00005088726,0.000073610354],"domain_scores_gemma":[0.9964162,0.0022383214,0.00037950912,0.00013284881,0.00029469805,0.00053844217],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019036352,0.0008037603,0.00083089696,0.0013060321,0.00082427944,0.0030146886,0.0013146845,0.0009274035,0.0057067866],"category_scores_gemma":[0.0066213617,0.0004275854,0.0006820373,0.00036360827,0.0020074225,0.002732401,0.0014547422,0.0020174512,0.00047494343],"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":[0.000677987,0.00009262738,0.0017746303,0.00011862893,0.000043590604,0.0007519286,0.00056749454,0.060993996,0.008777495,0.91776764,0.0014245575,0.0070094275],"study_design_scores_gemma":[0.0000969367,0.00018285197,0.0065505356,0.00013671869,0.00006410743,0.0007703269,0.00027281084,0.5956036,0.0039384845,0.38881707,0.0034501124,0.00011650967],"about_ca_topic_score_codex":0.0021084715,"about_ca_topic_score_gemma":0.0011564762,"teacher_disagreement_score":0.0057067866,"about_ca_system_score_codex":0.00125399,"about_ca_system_score_gemma":0.00046025915,"threshold_uncertainty_score":0.01909113},"labels":[],"label_agreement":null},{"id":"W2001746728","doi":"10.1080/07362990008809686","title":"On explicit solutions to stochastic differential equations","year":2000,"lang":"en","type":"article","venue":"Stochastic Analysis and Applications","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Mathematics; Stochastic differential equation; Brownian motion; Ordinary differential equation; Differential equation; Ode; Mathematical analysis; Bernoulli differential equation; Universal differential equation; Exact differential equation; First-order partial differential equation; Stochastic partial differential equation; Scalar (mathematics); Diffusion process","score_opus":0.022187497974617734,"score_gpt":0.2325706913888838,"score_spread":0.2103831934142661,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2001746728","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.049406104,0.010959833,0.84796345,0.0056953835,0.0009534849,0.00009222452,0.00017771353,0.00015865837,0.084593154],"genre_scores_gemma":[0.76624,0.016600996,0.13908558,0.0019438223,0.0019155194,0.0003744267,0.0004910105,0.00020834936,0.07314034],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99914217,0.00034215636,0.0000561502,0.00009796057,0.0002634247,0.00009810716],"domain_scores_gemma":[0.99783045,0.0013486551,0.00024700258,0.000115598545,0.00034892827,0.00010929421],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019040087,0.0010187727,0.0009309664,0.0011094665,0.00080818334,0.0015061817,0.0007967698,0.0020022553,0.0044936226],"category_scores_gemma":[0.009863924,0.0004323713,0.0010240683,0.0011386626,0.0023002843,0.002738054,0.0023945097,0.002702312,0.000648571],"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":[0.0000046015666,0.000010041367,0.000094111434,0.000053899734,0.0000061498013,0.00008444369,0.00012667701,0.008570121,0.00033367917,0.9875351,0.0006661495,0.0025150736],"study_design_scores_gemma":[0.000011990245,0.000013522043,0.00008509564,0.000059126218,0.0000055784285,0.000078020494,0.00004506209,0.06959671,0.00016975582,0.924348,0.00557757,0.000009510444],"about_ca_topic_score_codex":0.0012500332,"about_ca_topic_score_gemma":0.0010275955,"teacher_disagreement_score":0.0044936226,"about_ca_system_score_codex":0.0010797323,"about_ca_system_score_gemma":0.0009359167,"threshold_uncertainty_score":0.015032649},"labels":[],"label_agreement":null},{"id":"W2002126503","doi":"10.1007/s11868-011-0038-1","title":"On a dynamical system for a reliability model","year":2011,"lang":"en","type":"article","venue":"Journal of Pseudo-Differential Operators and Applications","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Monotonic function; Infinity; Convergence (economics); Operator (biology); Reliability (semiconductor); Mathematics; Applied mathematics; Dynamical system (definition); Semigroup; Differential (mechanical device); State (computer science); Dynamical systems theory; Control theory (sociology); Mathematical analysis; Computer science; Physics; Algorithm","score_opus":0.025371921207100384,"score_gpt":0.22756091004161322,"score_spread":0.20218898883451283,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2002126503","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.044139594,0.0015323185,0.9266269,0.0036110373,0.000513403,0.00010699975,0.00033229476,0.00013193428,0.023005575],"genre_scores_gemma":[0.8780407,0.0029133984,0.08886336,0.000822122,0.00086935674,0.00044961652,0.0004479563,0.00018173462,0.027411724],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99931216,0.00030769352,0.00004506675,0.00013806821,0.00014045689,0.000056590667],"domain_scores_gemma":[0.99794954,0.0012573776,0.0002612779,0.00010539521,0.00028087516,0.0001455793],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015638779,0.0011337996,0.0016283683,0.0014856241,0.0010595416,0.002089627,0.0013951216,0.0028725856,0.006358016],"category_scores_gemma":[0.0049119154,0.0005685428,0.0016870977,0.0009498608,0.002083051,0.002440194,0.0024797549,0.0021440254,0.0006866444],"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":[0.000018872895,0.000021446187,0.0002543925,0.00008928143,0.000041734012,0.0002707147,0.00015516851,0.16321275,0.0011301837,0.82954806,0.0014608846,0.0037964804],"study_design_scores_gemma":[0.000019581648,0.00003174441,0.00014711358,0.000023557795,0.000020272602,0.00009494028,0.000033345677,0.69893986,0.000092119895,0.29858255,0.001990812,0.000024073139],"about_ca_topic_score_codex":0.0031847334,"about_ca_topic_score_gemma":0.0018195309,"teacher_disagreement_score":0.006358016,"about_ca_system_score_codex":0.0012259878,"about_ca_system_score_gemma":0.0011240692,"threshold_uncertainty_score":0.021269739},"labels":[],"label_agreement":null},{"id":"W2002338709","doi":"10.1080/07362994.2014.975359","title":"A Note on Differentiability in a Markov Chain Market Using Stochastic Flows","year":2014,"lang":"en","type":"article","venue":"Stochastic Analysis and Applications","topic":"Stochastic processes and financial applications","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":"Differentiable function; Markov chain; Greeks; Mathematics; Mathematical economics; Markov process; Applied mathematics; Mathematical optimization; Econometrics; Pure mathematics; Economics; Statistics; Financial economics","score_opus":0.013880074001896723,"score_gpt":0.23478269635350807,"score_spread":0.22090262235161134,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2002338709","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.039901868,0.0031735054,0.9257593,0.0020759627,0.0006181709,0.000039641927,0.000117071344,0.00011394656,0.028200464],"genre_scores_gemma":[0.7730929,0.00659044,0.19059148,0.0013561144,0.0019228696,0.00016396228,0.00022930856,0.00025760027,0.025795309],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99938977,0.0002032837,0.000047896574,0.00011396691,0.0001906031,0.000054410022],"domain_scores_gemma":[0.9965347,0.002491966,0.00019843855,0.00026794634,0.00032199651,0.00018503828],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032293794,0.0006955018,0.0007145488,0.0013194851,0.00062965084,0.0012144529,0.0007866312,0.0013006602,0.0032836196],"category_scores_gemma":[0.0066220174,0.00039268495,0.0017872042,0.00083623093,0.0032769064,0.003725126,0.0018744192,0.0033850153,0.00029133313],"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":[0.000009156271,0.000012179493,0.00014155816,0.00003869502,0.000011626741,0.00010946323,0.000088575296,0.006607345,0.0010423247,0.9871071,0.0004710843,0.0043608164],"study_design_scores_gemma":[0.0000113278575,0.000040867555,0.00027528033,0.000023082794,0.000012278836,0.00011070203,0.000016879907,0.10159787,0.0006124693,0.89344215,0.003839172,0.000017903943],"about_ca_topic_score_codex":0.0017472602,"about_ca_topic_score_gemma":0.0010104126,"teacher_disagreement_score":0.0032836196,"about_ca_system_score_codex":0.0011149442,"about_ca_system_score_gemma":0.0007193081,"threshold_uncertainty_score":0.017078817},"labels":[],"label_agreement":null},{"id":"W2003153994","doi":"10.1016/j.jedc.2010.12.014","title":"On pricing and hedging options in regime-switching models with feedback effect","year":2011,"lang":"en","type":"article","venue":"Journal of Economic Dynamics and Control","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":38,"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 Calgary","funders":"Australian Research Council; Natural Sciences and Engineering Research Council of Canada","keywords":"Stochastic discount factor; Martingale (probability theory); Martingale pricing; Economics; Derivative (finance); Valuation of options; Risk-neutral measure; Markov chain; Econometrics; Incomplete markets; Rational pricing; Call option; Mathematical economics; Financial economics; Microeconomics; Capital asset pricing model; Local martingale; Mathematics; Applied mathematics","score_opus":0.011987857840230102,"score_gpt":0.1913413787730982,"score_spread":0.1793535209328681,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2003153994","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24521227,0.011809827,0.7011775,0.008992993,0.0010863865,0.00016339407,0.00047001545,0.00044751688,0.03064017],"genre_scores_gemma":[0.9675117,0.0051030074,0.011196145,0.000525654,0.00066335057,0.00010272915,0.00023939654,0.00009306864,0.014565071],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99832505,0.0010140839,0.00008799119,0.00021052884,0.00016761517,0.00019486599],"domain_scores_gemma":[0.98155874,0.015738156,0.00088689744,0.0004695846,0.0007072656,0.0006394303],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0061314427,0.001900143,0.0040038647,0.0016638555,0.0011330309,0.004280911,0.0027024187,0.0053063757,0.007589521],"category_scores_gemma":[0.022260463,0.0014568674,0.0029727549,0.0017292983,0.0042325663,0.0052845064,0.0034330937,0.004099501,0.00040736512],"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":[0.00024372441,0.00017099938,0.0013989545,0.0002763526,0.00028507374,0.00058676396,0.00027694186,0.4950463,0.0014640657,0.48703906,0.0023325926,0.010879132],"study_design_scores_gemma":[0.000038719358,0.00004536221,0.00028227438,0.00002297582,0.00006128733,0.00004588738,0.000027954495,0.8741628,0.00008190083,0.12484766,0.00035096696,0.00003216478],"about_ca_topic_score_codex":0.0059333304,"about_ca_topic_score_gemma":0.003173375,"teacher_disagreement_score":0.007589521,"about_ca_system_score_codex":0.0014487954,"about_ca_system_score_gemma":0.0013263627,"threshold_uncertainty_score":0.032426536},"labels":[],"label_agreement":null},{"id":"W2003349481","doi":"10.2139/ssrn.2391987","title":"Minimizing the Probability of Lifetime Ruin Under Ambiguity Aversion","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Ambiguity aversion; Mathematics; Ruin theory; Statistics; Ambiguity; Econometrics; Mathematical economics; Computer science; Risk model","score_opus":0.016223862255852164,"score_gpt":0.20954648941241874,"score_spread":0.19332262715656656,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2003349481","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5164902,0.0020621812,0.45810246,0.0038859325,0.00013465287,0.00008187596,0.00035296872,0.0003779953,0.018511722],"genre_scores_gemma":[0.9898761,0.0003904014,0.0051815687,0.00007300391,0.00007939242,0.000029756406,0.00005161012,0.000052691623,0.004265434],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99882597,0.00056241825,0.00004597112,0.00020784466,0.00011912021,0.00023875527],"domain_scores_gemma":[0.98377764,0.012860561,0.001732755,0.00048166866,0.00042764243,0.00071974314],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0037727042,0.0009602353,0.0019892761,0.00060231856,0.00040737848,0.0024726558,0.0014517723,0.0021588749,0.003827566],"category_scores_gemma":[0.01678165,0.0007739758,0.0005095391,0.0006059123,0.0014809346,0.0025410918,0.0013479603,0.0018049782,0.00028144446],"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":[0.0006357742,0.00019428036,0.0056802393,0.00034999897,0.00022636759,0.0007448835,0.0003604389,0.57605314,0.0043232134,0.38590494,0.0039594094,0.021567263],"study_design_scores_gemma":[0.00005241089,0.00017542456,0.0021121723,0.00004787843,0.000058353045,0.00023264925,0.00012550438,0.7795719,0.0008204903,0.21609655,0.00066033966,0.000046313187],"about_ca_topic_score_codex":0.00096788094,"about_ca_topic_score_gemma":0.000630142,"teacher_disagreement_score":0.003827566,"about_ca_system_score_codex":0.0011812375,"about_ca_system_score_gemma":0.0010985992,"threshold_uncertainty_score":0.019952238},"labels":[],"label_agreement":null},{"id":"W2003689225","doi":"10.1142/s0219024905003177","title":"LOCALIZED MONTE CARLO ALGORITHM TO COMPUTE PRICES OF PATH DEPENDENT OPTIONS ON TREES","year":2005,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Monte Carlo method; Probabilistic logic; Algorithm; Path (computing); Monte Carlo algorithm; Computer science; Tree (set theory); Probabilistic analysis of algorithms; Mathematical optimization; Mathematics; Artificial intelligence; Statistics; Combinatorics","score_opus":0.009233659103891805,"score_gpt":0.22980678673607424,"score_spread":0.22057312763218243,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2003689225","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0031765234,0.000059100203,0.9960316,0.00003460701,0.000012708098,0.00001859337,0.000015413358,0.00025031867,0.0004011029],"genre_scores_gemma":[0.16858827,0.00021090315,0.8279363,0.000096777636,0.000047185807,0.0003662552,0.00019944177,0.00016272606,0.0023921442],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993969,0.00028787414,0.00003076866,0.00006769844,0.00016681006,0.000049962946],"domain_scores_gemma":[0.99716884,0.0020025964,0.00014208947,0.00022680967,0.00035105794,0.00010874095],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015328513,0.0005025577,0.000834743,0.0008575039,0.0005004847,0.0008644068,0.0011665463,0.0010175185,0.0040028743],"category_scores_gemma":[0.00699819,0.00048916816,0.0005340905,0.0011970224,0.0008569493,0.00125826,0.0011753897,0.0016613662,0.0008764535],"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":[0.00010931585,0.000056470966,0.00077160867,0.00004793502,0.00005479339,0.00007637811,0.00005962839,0.8735493,0.0017142934,0.05810638,0.0013271052,0.06412682],"study_design_scores_gemma":[0.000012174573,0.000008088665,0.000041023326,0.000002863364,0.0000032523988,0.00001076473,0.0000018191798,0.99030674,0.0002431821,0.008933677,0.00043299363,0.0000035027708],"about_ca_topic_score_codex":0.003885303,"about_ca_topic_score_gemma":0.00397393,"teacher_disagreement_score":0.0040028743,"about_ca_system_score_codex":0.0008970457,"about_ca_system_score_gemma":0.0014853368,"threshold_uncertainty_score":0.013390958},"labels":[],"label_agreement":null},{"id":"W2003754680","doi":"10.1142/s0219024906003883","title":"OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION","year":2006,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"Efficient frontier; Portfolio; Portfolio optimization; Post-modern portfolio theory; Economics; Replicating portfolio; Econometrics; Investment strategy; Constant (computer programming); Mathematical optimization; Investment (military); Mathematics; Computer science; Financial economics; Microeconomics","score_opus":0.006780863904203788,"score_gpt":0.22744204703094567,"score_spread":0.22066118312674188,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2003754680","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.031963345,0.0005290288,0.9634866,0.00023217287,0.000029556564,0.0000348116,0.000030800456,0.000091943875,0.0036017525],"genre_scores_gemma":[0.8460731,0.0007348381,0.14677416,0.00013754863,0.000056580764,0.00010544088,0.000093699615,0.00005482145,0.0059698713],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993837,0.0002756033,0.00002708771,0.00012029589,0.00013072336,0.00006269771],"domain_scores_gemma":[0.9992142,0.00047389185,0.0001185345,0.00006117044,0.00009362554,0.000038543785],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014759185,0.00079780153,0.00087173603,0.00038698112,0.00021545007,0.0014079631,0.0010397364,0.0011280392,0.0024351394],"category_scores_gemma":[0.0037151373,0.0003816023,0.00045626765,0.00047260075,0.00061141665,0.0018024524,0.0006141476,0.0007715336,0.00029702618],"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":[0.00007299332,0.000081601276,0.0005384593,0.00007610196,0.0000722819,0.00011771108,0.00005642106,0.7155545,0.0032510264,0.23331392,0.000959648,0.04590537],"study_design_scores_gemma":[0.000022692455,0.0000372525,0.00010156095,0.000008917659,0.000012213045,0.000024957988,0.0000066055563,0.9537114,0.00049266824,0.044880606,0.00069204683,0.000009072529],"about_ca_topic_score_codex":0.0007480622,"about_ca_topic_score_gemma":0.0008366354,"teacher_disagreement_score":0.0024351394,"about_ca_system_score_codex":0.0008648377,"about_ca_system_score_gemma":0.00082006137,"threshold_uncertainty_score":0.008146405},"labels":[],"label_agreement":null},{"id":"W2004315127","doi":"10.4153/cjm-2005-009-2","title":"On the Duality between Coalescing Brownian Motions","year":2005,"lang":"en","type":"article","venue":"Canadian Journal of Mathematics","topic":"Stochastic processes and financial applications","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":"Concordia University; University of Alberta; Natural Sciences and Engineering Research Council of Canada","funders":"Natural Sciences and Engineering Research Council of Canada; Mitacs","keywords":"Brownian motion; Brownian excursion; Duality (order theory); Mathematics; Reflected Brownian motion; Martingale representation theorem; Geometric Brownian motion; Diffusion process; Measure (data warehouse); Statistical physics; Limit (mathematics); Real line; Mathematical analysis; Pure mathematics; Physics; Statistics; Computer science","score_opus":0.06172198253195204,"score_gpt":0.23040068039276446,"score_spread":0.1686786978608124,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2004315127","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19393554,0.0023476728,0.7588221,0.0019575343,0.00039030143,0.00007424245,0.00014625183,0.00012606276,0.04220038],"genre_scores_gemma":[0.90032905,0.0015832497,0.08255899,0.00085151364,0.00069175096,0.00014894764,0.00020012136,0.00017353482,0.0134628005],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.997375,0.0010863432,0.00013583986,0.00039804733,0.00069578766,0.0003088923],"domain_scores_gemma":[0.99025375,0.005680778,0.0010307702,0.0005372885,0.0015456652,0.000951667],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0061777686,0.0005917656,0.0011250157,0.0029262505,0.001514689,0.003782799,0.0013545951,0.0016090239,0.0046048528],"category_scores_gemma":[0.019276915,0.00064906664,0.0011710582,0.0016466861,0.0048470334,0.0055683665,0.0033597047,0.0035505637,0.00069820974],"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":[0.000009582211,0.0000101244605,0.00017362673,0.0000095629575,0.0000031645764,0.000044483997,0.00009448685,0.0010587506,0.00022178813,0.99653363,0.00022943046,0.0016114324],"study_design_scores_gemma":[0.00001216452,0.000020272124,0.00017673847,0.000016482973,0.000004520851,0.00009822465,0.000054209846,0.021000916,0.00020495002,0.97654176,0.0018613146,0.000008378232],"about_ca_topic_score_codex":0.00076740497,"about_ca_topic_score_gemma":0.00038197642,"teacher_disagreement_score":0.0061777686,"about_ca_system_score_codex":0.0014687183,"about_ca_system_score_gemma":0.00083457836,"threshold_uncertainty_score":0.03267157},"labels":[],"label_agreement":null},{"id":"W2004727703","doi":"10.1111/j.1467-9965.2007.00306.x","title":"PORTFOLIO MANAGEMENT WITH CONSTRAINTS","year":2007,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":68,"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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Portfolio; Benchmark (surveying); Mathematical optimization; Selection (genetic algorithm); Uniqueness; Project portfolio management; Computer science; Class (philosophy); Portfolio optimization; Investment strategy; Separation property; Index (typography); Economics; Mathematical economics; Replicating portfolio; Mathematics; Microeconomics; Artificial intelligence; Finance","score_opus":0.01821028608539088,"score_gpt":0.22270380287548425,"score_spread":0.20449351679009337,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2004727703","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009482207,0.0029062144,0.95138294,0.0030445713,0.00025377804,0.00026909698,0.00032109686,0.00012481718,0.032215316],"genre_scores_gemma":[0.57482165,0.0075986884,0.37334424,0.0014427884,0.0011229205,0.001135267,0.00083844917,0.00016683085,0.039529134],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9963379,0.0018426493,0.00019320643,0.0005285314,0.0008212104,0.00027645525],"domain_scores_gemma":[0.99626607,0.0023364082,0.0004215264,0.00034568,0.00045907052,0.00017130915],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043207887,0.0014717879,0.0016410437,0.00072841754,0.0008426945,0.0039296784,0.0017212394,0.0024958716,0.008901652],"category_scores_gemma":[0.012141986,0.00064698164,0.0007754183,0.0018727347,0.0011403168,0.003019162,0.0025996752,0.0029721714,0.0014111741],"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":[0.00008906926,0.00011842926,0.0007511508,0.0003698408,0.00016834824,0.0003111354,0.00011975924,0.34798533,0.00095255516,0.5259896,0.01371092,0.10943379],"study_design_scores_gemma":[0.0000904945,0.00011752982,0.00030140133,0.00012770426,0.000039516966,0.00015035691,0.00005834784,0.4537313,0.00069824065,0.5177711,0.026878458,0.000035595822],"about_ca_topic_score_codex":0.0015746984,"about_ca_topic_score_gemma":0.001019328,"teacher_disagreement_score":0.008901652,"about_ca_system_score_codex":0.0014242864,"about_ca_system_score_gemma":0.0020742805,"threshold_uncertainty_score":0.029779017},"labels":[],"label_agreement":null},{"id":"W2004742298","doi":"10.1016/s0167-7152(01)00173-0","title":"A new class of nearly self-financing strategies","year":2002,"lang":"en","type":"article","venue":"Statistics & Probability Letters","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Mathematics; Class (philosophy); Mathematical economics; Combinatorics; Artificial intelligence; Computer science","score_opus":0.02619030724412898,"score_gpt":0.21157938962920525,"score_spread":0.18538908238507626,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2004742298","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2899687,0.0029194453,0.6141769,0.0025348112,0.0004169374,0.00016921842,0.00044988224,0.00068978884,0.08867425],"genre_scores_gemma":[0.9286795,0.0014165133,0.03800699,0.00072664494,0.00048854656,0.00017530723,0.00026346315,0.00012787,0.030115185],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995858,0.000121639525,0.000024328274,0.00007337295,0.00011714247,0.000077706805],"domain_scores_gemma":[0.9985203,0.0005842862,0.00023308131,0.00023009643,0.00018203915,0.00025026253],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009104841,0.0006557041,0.0008699342,0.00108064,0.00060326245,0.0023621214,0.0010848143,0.0016868245,0.004885971],"category_scores_gemma":[0.0040993644,0.00026454235,0.00078365003,0.0007628258,0.0009362155,0.0024249833,0.0012808979,0.0014187146,0.0006028872],"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":[0.000031025396,0.000026457677,0.00053701876,0.000027346625,0.000024234352,0.00011388213,0.000055752487,0.00578768,0.0015072925,0.97034365,0.0025134962,0.019032115],"study_design_scores_gemma":[0.000040315666,0.000053616986,0.0004880507,0.00001999203,0.000018155344,0.00045274987,0.000030067113,0.14383395,0.0005786933,0.8477169,0.006748685,0.000018819697],"about_ca_topic_score_codex":0.00029575458,"about_ca_topic_score_gemma":0.00021553697,"teacher_disagreement_score":0.004885971,"about_ca_system_score_codex":0.00062925735,"about_ca_system_score_gemma":0.00052362395,"threshold_uncertainty_score":0.016345203},"labels":[],"label_agreement":null},{"id":"W2005388064","doi":"10.1007/s11118-014-9420-y","title":"Moment Densities of Super Brownian Motion, and a Harnack Estimate for a Class of X-harmonic Functions","year":2014,"lang":"en","type":"article","venue":"Potential Analysis","topic":"Stochastic processes and financial applications","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; York University","funders":"","keywords":"Harnack's inequality; Mathematics; Potential theory; Brownian motion; Harmonic function; Harnack's principle; Poisson kernel; Moment (physics); Mathematical analysis; Kernel (algebra); Poisson distribution; Harmonic; Constant (computer programming); Pure mathematics; Classical mechanics; Physics; Quantum mechanics; Statistics","score_opus":0.01430875356076899,"score_gpt":0.21198737173602017,"score_spread":0.19767861817525118,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2005388064","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1038157,0.0023521178,0.8736471,0.0027915845,0.00020798692,0.00005646851,0.00023555243,0.00015222555,0.01674129],"genre_scores_gemma":[0.8808699,0.003491799,0.08492455,0.0007549054,0.0010887278,0.00020957128,0.0005909942,0.00024990903,0.027819628],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993419,0.00025331846,0.00003224074,0.00015209134,0.00013824296,0.000082190825],"domain_scores_gemma":[0.99488896,0.0031522152,0.0005600948,0.00027173688,0.00064544735,0.00048155696],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003873744,0.0009036814,0.0010120701,0.0033961348,0.0011283751,0.0026067125,0.0018114668,0.001522386,0.0052873394],"category_scores_gemma":[0.014221571,0.000760255,0.0014858645,0.0013892978,0.0029245452,0.0060402574,0.0026028126,0.003104671,0.00042668186],"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":[0.000016877575,0.00001466117,0.0004107048,0.00004669773,0.00001694693,0.000038686652,0.00008095328,0.008668416,0.0009817282,0.98580444,0.0009060857,0.0030137687],"study_design_scores_gemma":[0.000012691797,0.00003272057,0.0017526702,0.00003795758,0.000032883803,0.00017394056,0.000109356035,0.2391562,0.00064913736,0.75529224,0.002702737,0.00004749687],"about_ca_topic_score_codex":0.0020789288,"about_ca_topic_score_gemma":0.0012714087,"teacher_disagreement_score":0.0052873394,"about_ca_system_score_codex":0.0016372676,"about_ca_system_score_gemma":0.001077188,"threshold_uncertainty_score":0.020486593},"labels":[],"label_agreement":null},{"id":"W2005455460","doi":"10.1016/j.insmatheco.2005.11.010","title":"Minimax pricing and Choquet pricing","year":2006,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":32,"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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Minimax; Mathematical economics; Choquet integral; Economics; Nonlinear pricing; Rational pricing; Econometrics; Class (philosophy); Nonlinear system; Actuarial science; Mathematics; Microeconomics; Capital asset pricing model; Computer science; Artificial intelligence","score_opus":0.016240879338989475,"score_gpt":0.19521759922286822,"score_spread":0.17897671988387875,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2005455460","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11568983,0.042293794,0.72989863,0.022255836,0.0022139293,0.000050295963,0.00028355757,0.00022030898,0.08709378],"genre_scores_gemma":[0.9069751,0.013201386,0.03688094,0.001403339,0.0061432794,0.00013030281,0.00019056472,0.00013674266,0.03493843],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987453,0.00060449506,0.000058003712,0.00022651751,0.00026549387,0.00010013602],"domain_scores_gemma":[0.9949627,0.0036638335,0.00043057295,0.00026989172,0.00046387603,0.00020913874],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025860858,0.0011611572,0.0021148971,0.0015109789,0.0011677436,0.004788009,0.0013893686,0.0040987185,0.008155508],"category_scores_gemma":[0.014902723,0.0007087489,0.0009766147,0.002116103,0.004083066,0.008694387,0.0018679741,0.0037288743,0.0006070573],"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":[0.000009851162,0.000008912489,0.000080651706,0.000028371793,0.000009186322,0.000020556212,0.000034036442,0.002403698,0.000108954744,0.99462306,0.0007088851,0.001963951],"study_design_scores_gemma":[0.000004694018,0.0000031730676,0.00007424416,0.0000060197362,0.000002637672,0.000017404254,0.000007652262,0.010149577,0.000020025433,0.9888293,0.00088085566,0.0000044158414],"about_ca_topic_score_codex":0.0011521467,"about_ca_topic_score_gemma":0.00073193014,"teacher_disagreement_score":0.008155508,"about_ca_system_score_codex":0.0014416485,"about_ca_system_score_gemma":0.0008382637,"threshold_uncertainty_score":0.027282834},"labels":[],"label_agreement":null},{"id":"W2006297622","doi":"10.1287/mnsc.1090.1036","title":"Asymptotic Normality for EMS Option Price Estimator with Continuous or Discontinuous Payoff Functions","year":2009,"lang":"en","type":"article","venue":"Management Science","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Asymptotic distribution; Estimator; Martingale (probability theory); Mathematics; Piecewise; Stochastic game; Applied mathematics; Asymptotically optimal algorithm; Monte Carlo method; Normality; Econometrics; Mathematical economics; Mathematical optimization; Statistics; Mathematical analysis","score_opus":0.01964333674799609,"score_gpt":0.23609618113211037,"score_spread":0.21645284438411427,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2006297622","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.029976925,0.00039968351,0.96570253,0.00078273454,0.000057215097,0.000058909376,0.000111404224,0.00023797827,0.002672581],"genre_scores_gemma":[0.85238343,0.0008360924,0.14060122,0.0007344595,0.00035128518,0.0006592197,0.0008145914,0.00020416123,0.0034155394],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99060726,0.0053767487,0.0004319772,0.001362644,0.0017068338,0.0005145268],"domain_scores_gemma":[0.8863409,0.09057672,0.0045336867,0.009902955,0.007699641,0.0009460547],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.022021366,0.00072305754,0.0018318336,0.0020389268,0.0007771075,0.002170394,0.0022558984,0.001865979,0.0041660997],"category_scores_gemma":[0.15471447,0.0006249969,0.0016558833,0.0012296418,0.0053947824,0.0048056003,0.0030675044,0.00413537,0.0007821774],"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":[0.00024170309,0.000122013145,0.013155905,0.00021439906,0.00013778619,0.00036123127,0.00049721077,0.11836904,0.0024347156,0.8130155,0.00271912,0.048731346],"study_design_scores_gemma":[0.00005287007,0.00011290387,0.003058308,0.00008659579,0.00003403718,0.0003193059,0.00010530967,0.6029287,0.0016717433,0.39004943,0.0015287371,0.000052145246],"about_ca_topic_score_codex":0.001936281,"about_ca_topic_score_gemma":0.00088414754,"teacher_disagreement_score":0.022021366,"about_ca_system_score_codex":0.0015492847,"about_ca_system_score_gemma":0.0019268226,"threshold_uncertainty_score":0.116461515},"labels":[],"label_agreement":null},{"id":"W2006431489","doi":"10.1007/s00780-004-0151-6","title":"Representation formulas for Malliavin derivatives of diffusion processes","year":2005,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":39,"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; Université de Montréal; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Malliavin calculus; Univariate; Representation (politics); Transformation (genetics); Mathematics; Multivariate statistics; Mathematical finance; Applied mathematics; Order (exchange); Diffusion; Mathematical analysis; Statistics; Economics; Partial differential equation; Chemistry; Physics; Financial economics","score_opus":0.03635797911248797,"score_gpt":0.2606769131366674,"score_spread":0.22431893402417943,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2006431489","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.020742204,0.0029208064,0.9587237,0.0010888337,0.00029415998,0.000047234622,0.0001335715,0.00015958356,0.015889935],"genre_scores_gemma":[0.6388589,0.007169644,0.30204827,0.0010208725,0.0010662075,0.0002734088,0.00066110026,0.0006123258,0.04828921],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99962044,0.00012692483,0.000035340978,0.000050398416,0.00011810124,0.000048752645],"domain_scores_gemma":[0.998365,0.00094261684,0.00014100566,0.00011399226,0.00032337764,0.00011407317],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020502987,0.0010452345,0.0007847553,0.0020779418,0.00055791676,0.0026004112,0.0012722912,0.001633477,0.0062566893],"category_scores_gemma":[0.008223231,0.00045764385,0.0010332932,0.0016106594,0.0012698851,0.004698423,0.0012313061,0.0031066032,0.001040268],"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":[0.0000065519753,0.000010454222,0.0000991157,0.000033045453,0.0000060152584,0.000038553368,0.000103086146,0.0048929853,0.00050694856,0.9858037,0.0009488322,0.007550688],"study_design_scores_gemma":[0.000006340924,0.000007802193,0.00009991055,0.000029771894,0.000008997164,0.00007199898,0.00004061488,0.14573872,0.0002667444,0.850924,0.002790088,0.000014947993],"about_ca_topic_score_codex":0.0019995158,"about_ca_topic_score_gemma":0.0020003906,"teacher_disagreement_score":0.0062566893,"about_ca_system_score_codex":0.0016098944,"about_ca_system_score_gemma":0.0008985419,"threshold_uncertainty_score":0.020930767},"labels":[],"label_agreement":null},{"id":"W2006473115","doi":"10.1214/12-aihp522","title":"Upper bounds for the density of solutions to stochastic differential equations driven by fractional Brownian motions","year":2014,"lang":"fr","type":"article","venue":"Annales de l Institut Henri Poincaré Probabilités et Statistiques","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":37,"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":"Mathematics; Hurst exponent; Sobolev space; Brownian motion; Stochastic differential equation; Mathematical physics; Physics; Mathematical analysis; Statistics","score_opus":0.040321445560226245,"score_gpt":0.2865345693178938,"score_spread":0.24621312375766755,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2006473115","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.22843106,0.016056936,0.68354475,0.008326384,0.0004581709,0.00013997777,0.00058342714,0.00060524605,0.061854064],"genre_scores_gemma":[0.9078574,0.011161192,0.05395358,0.0009962093,0.0011900674,0.000472529,0.00066614215,0.00039183264,0.023311008],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99859256,0.00046388418,0.00006337181,0.00024442648,0.00037671853,0.00025898896],"domain_scores_gemma":[0.9765414,0.018007599,0.0011530793,0.000585689,0.0019423657,0.0017698188],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004594014,0.002069994,0.0020029072,0.0036104838,0.0015211015,0.0038788936,0.0025480497,0.002484222,0.008891876],"category_scores_gemma":[0.027219841,0.0010473711,0.0020002564,0.0013661335,0.0040599583,0.0051861345,0.0042547244,0.004908148,0.0008058617],"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":[0.00021358235,0.000117342366,0.002417618,0.000489282,0.00014184677,0.00037058193,0.0006373856,0.06288876,0.008247757,0.9132658,0.001952564,0.009257403],"study_design_scores_gemma":[0.000036395613,0.0001486506,0.0035591866,0.0003729467,0.00008421256,0.0003222204,0.00027562145,0.5060333,0.0034889064,0.48018885,0.0053536957,0.00013594063],"about_ca_topic_score_codex":0.0030030508,"about_ca_topic_score_gemma":0.002330874,"teacher_disagreement_score":0.008891876,"about_ca_system_score_codex":0.0036174566,"about_ca_system_score_gemma":0.0013936656,"threshold_uncertainty_score":0.029746294},"labels":[],"label_agreement":null},{"id":"W2006564996","doi":"10.1016/j.srfe.2010.05.001","title":"Internationally affine term structure models","year":2011,"lang":"en","type":"article","venue":"The Spanish Review of Financial Economics","topic":"Stochastic processes and financial applications","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":"Bank of Canada","funders":"","keywords":"Affine transformation; Term (time); Affine term structure model; Depreciation (economics); Set (abstract data type); Econometrics; Mathematics; Applied mathematics; Computer science; Yield curve; Pure mathematics; Economics; Physics","score_opus":0.040712675591542555,"score_gpt":0.21854815220026927,"score_spread":0.17783547660872673,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2006564996","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.119519986,0.032524668,0.6162446,0.010956211,0.0016024612,0.00007199284,0.0025335492,0.0010880402,0.2154585],"genre_scores_gemma":[0.8635812,0.01420817,0.020611284,0.00046917557,0.0013208039,0.00007683567,0.002139339,0.0002827094,0.09731047],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99937576,0.0001961093,0.000035731497,0.00015808294,0.0001460005,0.00008822377],"domain_scores_gemma":[0.9987979,0.00038056064,0.000324176,0.00020083888,0.00021214048,0.000084305226],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013388277,0.0010050879,0.0011032405,0.0011095717,0.00043510494,0.0033350175,0.0011733868,0.0018072022,0.008531487],"category_scores_gemma":[0.0044311793,0.0003500124,0.00088442647,0.0019957733,0.0010495341,0.0029973327,0.0010221837,0.0023152584,0.002377023],"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":[0.000018466884,0.000017872722,0.0007208037,0.000037667483,0.000031324053,0.00007464516,0.000059313148,0.036791448,0.00014425727,0.9419069,0.0048410357,0.01535629],"study_design_scores_gemma":[0.000018129895,0.00001880811,0.0010496636,0.00004141782,0.000044587734,0.00009795938,0.00004000037,0.10842483,0.00015380766,0.86856276,0.02152694,0.000021046253],"about_ca_topic_score_codex":0.0037986776,"about_ca_topic_score_gemma":0.0022229606,"teacher_disagreement_score":0.008531487,"about_ca_system_score_codex":0.0013588158,"about_ca_system_score_gemma":0.00080620544,"threshold_uncertainty_score":0.02854067},"labels":[],"label_agreement":null},{"id":"W2006789085","doi":"10.1142/s0219024913500271","title":"PRICING STEP OPTIONS UNDER THE CEV AND OTHER SOLVABLE DIFFUSION MODELS","year":2013,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"Wilfrid Laurier University","funders":"","keywords":"Resolvent; Mathematics; Laplace transform; Applied mathematics; Hypergeometric function; Nonlinear system; Diffusion process; Asymptotic expansion; Lévy process; Valuation of options; Mathematical analysis; Statistical physics; Econometrics; Computer science","score_opus":0.014354280538879324,"score_gpt":0.21771612684413674,"score_spread":0.20336184630525742,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2006789085","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.43698555,0.00030943842,0.54243624,0.0008541833,0.000086844055,0.00007857529,0.00008356196,0.00013473303,0.01903091],"genre_scores_gemma":[0.97892684,0.00017625604,0.015584869,0.000086957996,0.000039450722,0.000045767392,0.000042981042,0.000018863771,0.0050780526],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99958056,0.00011351406,0.000020669964,0.000054575285,0.00015767277,0.000073047355],"domain_scores_gemma":[0.99920744,0.00029371807,0.00017510145,0.00009810702,0.00010678145,0.00011893319],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009918152,0.0005748497,0.0006608989,0.00072612625,0.00041211201,0.0016483221,0.0011820022,0.001813867,0.0023196386],"category_scores_gemma":[0.004055124,0.0002023759,0.0010029041,0.0005297844,0.0015169798,0.002583965,0.0011268514,0.0013023962,0.00018999637],"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":[0.00002118894,0.000041634838,0.00062080205,0.00002835277,0.000017142676,0.0002774837,0.00012251125,0.0758595,0.003467678,0.9162117,0.00024769205,0.0030842358],"study_design_scores_gemma":[0.000020899019,0.000027754484,0.00025485942,0.0000073412775,0.000006736536,0.0002002216,0.00006717107,0.75105685,0.0010364044,0.2467776,0.0005235396,0.000020584506],"about_ca_topic_score_codex":0.0014054793,"about_ca_topic_score_gemma":0.00062637596,"teacher_disagreement_score":0.0023196386,"about_ca_system_score_codex":0.00074228895,"about_ca_system_score_gemma":0.0007882576,"threshold_uncertainty_score":0.0077599287},"labels":[],"label_agreement":null},{"id":"W2007562662","doi":"10.1093/rfs/hhm067","title":"Robust Stochastic Discount Factors","year":2007,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"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; McMaster University; University of British Columbia; Wilfrid Laurier University","funders":"","keywords":"Robustness (evolution); Derivative (finance); Stochastic discount factor; Econometrics; Stochastic volatility; Stochastic game; Volatility (finance); Discounting; Mathematical economics; Economics; Computer science; Mathematical optimization; Mathematics; Capital asset pricing model; Financial economics; Finance","score_opus":0.08939785876130579,"score_gpt":0.29372586431861225,"score_spread":0.20432800555730646,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2007562662","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.019670285,0.0009588442,0.96534824,0.0008559033,0.00013366037,0.00008302858,0.00019867135,0.00015690469,0.012594488],"genre_scores_gemma":[0.87529045,0.002098442,0.11224437,0.0003011783,0.00040905795,0.0002673297,0.00025086754,0.00012207469,0.00901625],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9952245,0.0018622598,0.00032419607,0.0009340858,0.0012462318,0.00040865605],"domain_scores_gemma":[0.98086655,0.012214124,0.002968304,0.002176005,0.0013108674,0.0004640497],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010372683,0.0015390371,0.0016810737,0.0012070035,0.00058207446,0.0047041867,0.0024950064,0.0025023262,0.004821304],"category_scores_gemma":[0.048436426,0.00078797113,0.0016243871,0.0008887372,0.002689049,0.006454233,0.001810442,0.0037917201,0.00067177194],"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":[0.00005807012,0.00001851113,0.0005430053,0.00006849821,0.0000685397,0.00013195987,0.0000680655,0.12975962,0.00095216196,0.8579787,0.0007732087,0.009579666],"study_design_scores_gemma":[0.000030682295,0.000049774222,0.00032979628,0.000038323476,0.000042608473,0.00008877133,0.00002242858,0.4279707,0.0006846153,0.5673169,0.003378766,0.000046589095],"about_ca_topic_score_codex":0.0015747524,"about_ca_topic_score_gemma":0.0007519291,"teacher_disagreement_score":0.010372683,"about_ca_system_score_codex":0.0025515677,"about_ca_system_score_gemma":0.0010218599,"threshold_uncertainty_score":0.054856658},"labels":[],"label_agreement":null},{"id":"W2008051519","doi":"10.1017/s0269964801151053","title":"MAXIMIZING THE TIME SPENT BY A DIFFUSION PROCESS IN AN INTERVAL","year":2001,"lang":"en","type":"article","venue":"Probability in the Engineering and Informational Sciences","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Interval (graph theory); Diffusion process; Diffusion; Process (computing); Variable (mathematics); Mathematical optimization; Computer science; Applied mathematics; Control (management); Mathematics; Combinatorics; Mathematical analysis; Thermodynamics; Physics; Innovation diffusion","score_opus":0.021907686038101722,"score_gpt":0.22381794670913005,"score_spread":0.20191026067102832,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2008051519","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3893456,0.0011211162,0.60012645,0.0010696852,0.00006512061,0.00006656002,0.000084801526,0.00020214301,0.007918465],"genre_scores_gemma":[0.9508012,0.0007345417,0.04268179,0.00006373922,0.000059180264,0.00009492309,0.00007979752,0.000083091916,0.0054018097],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991321,0.0003865257,0.000048328682,0.0001833702,0.00012778507,0.00012186756],"domain_scores_gemma":[0.99629176,0.0025311687,0.000386053,0.00017683022,0.00024609212,0.00036802777],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002360962,0.0009485883,0.0011204248,0.0006480369,0.0003383005,0.0014300648,0.0011258578,0.0014768083,0.0023045847],"category_scores_gemma":[0.0075789695,0.00033071,0.0005309924,0.0005922906,0.0011123508,0.0017884993,0.0010916631,0.0008099094,0.00020473656],"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":[0.0007980821,0.00016614379,0.0018796445,0.0003392541,0.00017216516,0.00021436682,0.00027622806,0.70734257,0.023180109,0.22569798,0.0009970139,0.038936462],"study_design_scores_gemma":[0.00007612501,0.00039003653,0.00094171666,0.000037758542,0.00005584743,0.00006557951,0.000044289096,0.94247013,0.00516899,0.04965155,0.0010541909,0.000043810032],"about_ca_topic_score_codex":0.0010727022,"about_ca_topic_score_gemma":0.00052653055,"teacher_disagreement_score":0.002360962,"about_ca_system_score_codex":0.0014005624,"about_ca_system_score_gemma":0.00096163474,"threshold_uncertainty_score":0.0124861},"labels":[],"label_agreement":null},{"id":"W2008711664","doi":"10.2202/1558-3708.1580","title":"Option Valuation with Normal Mixture GARCH Models","year":2008,"lang":"en","type":"article","venue":"Studies in Nonlinear Dynamics and Econometrics","topic":"Stochastic processes and financial applications","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":"Western University; University of Calgary","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Financial models with long-tailed distributions and volatility clustering; Econometrics; Skewness; Volatility (finance); Economics; Mixture model; Valuation of options; Stock market index; Mathematics; Stock market; Implied volatility; Statistics; SABR volatility model","score_opus":0.09644517132194176,"score_gpt":0.26817024910748044,"score_spread":0.1717250777855387,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2008711664","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4254456,0.00045353934,0.5712326,0.00032374286,0.000040032854,0.0000513238,0.00008388995,0.00033734052,0.0020319603],"genre_scores_gemma":[0.9726083,0.00009553255,0.026450103,0.00002205272,0.000028878734,0.000015493004,0.00007817183,0.000020558084,0.0006807966],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99743336,0.0016843328,0.000101462945,0.00020087617,0.00046969356,0.00011032748],"domain_scores_gemma":[0.99171364,0.006059385,0.0006788859,0.00079872855,0.0005160106,0.00023336882],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0071214787,0.00086567865,0.0016110766,0.0011282547,0.0002951591,0.0019861148,0.0013607648,0.0014234993,0.0017131265],"category_scores_gemma":[0.016162196,0.0004929514,0.0012665608,0.0011214061,0.0010355652,0.0032543144,0.0012339554,0.0015598491,0.00025293007],"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":[0.00040972693,0.000085836014,0.0034772956,0.000040670606,0.00011062094,0.00014637657,0.000060603306,0.933198,0.0020646944,0.040845595,0.00023154914,0.019329099],"study_design_scores_gemma":[0.000009423395,0.000025211817,0.0002287986,0.0000016232884,0.000005007095,0.00001507679,0.0000035876421,0.99055403,0.00025905963,0.008857388,0.000035010286,0.0000056891586],"about_ca_topic_score_codex":0.0018976047,"about_ca_topic_score_gemma":0.00069783756,"teacher_disagreement_score":0.0071214787,"about_ca_system_score_codex":0.0007625653,"about_ca_system_score_gemma":0.00042442838,"threshold_uncertainty_score":0.037662387},"labels":[],"label_agreement":null},{"id":"W2008873983","doi":"10.1137/130913158","title":"Weak Convergence Methods for Approximation of the Evaluation of Path-Dependent Functionals","year":2013,"lang":"en","type":"article","venue":"SIAM Journal on Control and Optimization","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":21,"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":"Mathematics; Sequence (biology); Weak convergence; Convergence (economics); Applied mathematics; Markov chain; Projection (relational algebra); Path (computing); Mathematical optimization; Algorithm; Computer science; Queue","score_opus":0.037226767140566386,"score_gpt":0.28464414542037975,"score_spread":0.24741737827981336,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2008873983","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.002409887,0.0013210401,0.9917459,0.00030010482,0.00011526041,0.000055250202,0.000027909971,0.000073303876,0.0039513],"genre_scores_gemma":[0.2576824,0.0087097045,0.70630956,0.0007364122,0.0005169153,0.0014862393,0.0004281559,0.0008181843,0.023312494],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9972185,0.0015929927,0.00015137673,0.0002388072,0.00065550004,0.00014284642],"domain_scores_gemma":[0.991565,0.0063563236,0.0003880945,0.0004276123,0.0010033655,0.00025967817],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010232088,0.0027530275,0.001556768,0.003471867,0.00103011,0.0019095569,0.0021092843,0.0018948094,0.003314908],"category_scores_gemma":[0.0187852,0.00084622495,0.003052762,0.0016726864,0.0037575033,0.0030862864,0.004517551,0.006243205,0.00091037346],"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":[0.00009409802,0.000075510936,0.00096275343,0.0007876356,0.00013517974,0.00020046829,0.00038944284,0.14995843,0.0041696015,0.8159707,0.0017615998,0.025494603],"study_design_scores_gemma":[0.000012346037,0.00006385246,0.000138355,0.00010181723,0.000023119586,0.000053698186,0.00004290168,0.86796963,0.0009608829,0.12573914,0.004872342,0.000021783022],"about_ca_topic_score_codex":0.0041606594,"about_ca_topic_score_gemma":0.0021717823,"teacher_disagreement_score":0.010232088,"about_ca_system_score_codex":0.002333661,"about_ca_system_score_gemma":0.0024189558,"threshold_uncertainty_score":0.05411309},"labels":[],"label_agreement":null},{"id":"W2008916835","doi":"10.2139/ssrn.1974031","title":"A Krylov Subspace Approach to Large Portfolio Optimization","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"","keywords":"Krylov subspace; Generalized minimal residual method; Portfolio; Subspace topology; Mathematical optimization; Computer science; Mathematics; Econometrics; Actuarial science; Economics; Financial economics; Iterative method; Artificial intelligence","score_opus":0.021880732153317144,"score_gpt":0.20595664256449395,"score_spread":0.1840759104111768,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2008916835","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.007145034,0.00114423,0.98636323,0.00048714646,0.00012519711,0.000023115424,0.00006608979,0.000114978415,0.0045309113],"genre_scores_gemma":[0.47310266,0.0043954104,0.4917149,0.00047965453,0.0012951717,0.000431985,0.000576177,0.0004516213,0.02755237],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992793,0.00043818008,0.000032055566,0.00005236105,0.00016765863,0.00003049612],"domain_scores_gemma":[0.9982323,0.0011021544,0.00010489865,0.00016540814,0.00025574488,0.00013952973],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014747706,0.0010509618,0.0016847269,0.0009126263,0.00049450353,0.0015851544,0.0012529155,0.001366684,0.0036329823],"category_scores_gemma":[0.0048839734,0.0006895721,0.0007761957,0.0014643269,0.0013654917,0.0024621917,0.0018717822,0.0026551979,0.00076040137],"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":[0.00007328809,0.00011293056,0.0002597476,0.00016073538,0.000105273706,0.000078467834,0.00007331612,0.39756736,0.0015749658,0.5528849,0.0045177913,0.04259127],"study_design_scores_gemma":[0.000008579506,0.000014696553,0.000050124705,0.0000050119943,0.0000046373584,0.000008036229,0.000006514078,0.8403706,0.00008174143,0.1584529,0.0009890503,0.000008084141],"about_ca_topic_score_codex":0.002466367,"about_ca_topic_score_gemma":0.0025015802,"teacher_disagreement_score":0.0036329823,"about_ca_system_score_codex":0.00058556505,"about_ca_system_score_gemma":0.00092410285,"threshold_uncertainty_score":0.012153566},"labels":[],"label_agreement":null},{"id":"W2009049374","doi":"10.1155/2010/263451","title":"An Analytic Solution for a Vasicek Interest Rate Convertible Bond Model","year":2010,"lang":"en","type":"article","venue":"Journal of Applied Mathematics","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Vasicek model; Convertible bond; Convertible; Geometric Brownian motion; Short-rate model; Mathematics; Bond valuation; Stock price; Ordinary differential equation; Brownian motion; Interest rate; Partial differential equation; Applied mathematics; Bond; Mathematical analysis; Econometrics; Differential equation; Economics; Physics; Volatility (finance); Statistics; Thermodynamics; Diffusion process","score_opus":0.052353210369352886,"score_gpt":0.26280030538845434,"score_spread":0.21044709501910144,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2009049374","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16758355,0.0032738117,0.73889863,0.0047130124,0.00038154927,0.00010437355,0.00035127814,0.00023060419,0.084463224],"genre_scores_gemma":[0.9084472,0.0023563423,0.043439433,0.00043440674,0.00022555412,0.00013299103,0.00024436918,0.0001010432,0.044618573],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997477,0.00005548557,0.000014180029,0.000054627842,0.00008757296,0.00004036449],"domain_scores_gemma":[0.99951386,0.00017270607,0.00008947526,0.000027416178,0.000106716456,0.000089770816],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00081921165,0.0006780845,0.0008536259,0.00088983204,0.00059003575,0.0020749874,0.001114632,0.0020868538,0.0053295484],"category_scores_gemma":[0.0033839925,0.00036653975,0.0007906265,0.00072764844,0.0016063842,0.0020760342,0.0010588745,0.002383238,0.0005431375],"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":[0.0000144122,0.000021475587,0.00021860252,0.000047360452,0.000010508722,0.00024190656,0.00011573202,0.05959369,0.0014646498,0.9340911,0.0013231263,0.0028575016],"study_design_scores_gemma":[0.000038927927,0.000029231345,0.000259099,0.000043623993,0.000017930899,0.0003060176,0.00012657234,0.628006,0.00055865134,0.36580625,0.004768786,0.00003893209],"about_ca_topic_score_codex":0.0036242588,"about_ca_topic_score_gemma":0.0013750526,"teacher_disagreement_score":0.0053295484,"about_ca_system_score_codex":0.0014795208,"about_ca_system_score_gemma":0.0017114172,"threshold_uncertainty_score":0.01782912},"labels":[],"label_agreement":null},{"id":"W2009704958","doi":"10.1007/s00780-006-0014-4","title":"Consistency among trading desks","year":2006,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","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":"Arbitrage; Consistency (knowledge bases); Desk; Class (philosophy); Mathematical finance; Economics; Econometrics; Financial economics; Computer science; Actuarial science; Business; Artificial intelligence","score_opus":0.018819417834896355,"score_gpt":0.19897593421927198,"score_spread":0.18015651638437563,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2009704958","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.80892134,0.00095771655,0.15265991,0.0020836643,0.00016753278,0.000109946974,0.0020742822,0.0006993442,0.032326225],"genre_scores_gemma":[0.9860459,0.00012797306,0.006928627,0.00012528688,0.0001042372,0.000038064674,0.00087037234,0.000101208374,0.005658354],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99089724,0.0025313543,0.00068103784,0.003365686,0.0015986916,0.00092601264],"domain_scores_gemma":[0.8803852,0.07480498,0.014444987,0.01948915,0.00888032,0.001995327],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0075905523,0.0005002014,0.0025122245,0.0026849,0.0012170799,0.006865384,0.003274319,0.0026921302,0.014638495],"category_scores_gemma":[0.10148077,0.001336623,0.0011876395,0.0021093956,0.0023043258,0.008951638,0.0019303325,0.0031701594,0.0017023279],"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":[0.0026380152,0.0005318953,0.12630309,0.00041297983,0.0008355244,0.001021178,0.0010581461,0.1142686,0.0039749206,0.64563906,0.010506187,0.09281043],"study_design_scores_gemma":[0.00015558457,0.00011873229,0.038335357,0.00007019952,0.00014392583,0.00051912933,0.00050433876,0.247013,0.002159432,0.7064063,0.004496291,0.00007767319],"about_ca_topic_score_codex":0.0020038595,"about_ca_topic_score_gemma":0.0017884618,"teacher_disagreement_score":0.014638495,"about_ca_system_score_codex":0.0016990135,"about_ca_system_score_gemma":0.001052915,"threshold_uncertainty_score":0.04897058},"labels":[],"label_agreement":null},{"id":"W2010184886","doi":"10.1016/j.cam.2007.10.013","title":"Infinite reload options: Pricing and analysis","year":2007,"lang":"en","type":"article","venue":"Journal of Computational and Applied Mathematics","topic":"Stochastic processes and financial applications","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":"Discretization; Mathematics; Monotone polygon; Valuation of options; Viscosity solution; Stock price; Call option; Put option; Convergence (economics); Mathematical economics; Stock options; Strike price; Applied mathematics; Mathematical optimization; Actuarial science; Econometrics; Economics; Mathematical analysis; Finance; Volatility (finance)","score_opus":0.02214207802925711,"score_gpt":0.24026189466438708,"score_spread":0.21811981663512997,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2010184886","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1814328,0.008661787,0.7953698,0.0036912607,0.00044486372,0.000033999975,0.00010728089,0.00019812133,0.010060173],"genre_scores_gemma":[0.9311477,0.0033688536,0.052860424,0.00026958578,0.00062050665,0.000057691013,0.00014965166,0.00011663913,0.011408908],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99911624,0.00042487646,0.00005344487,0.00011942901,0.00021346961,0.000072569565],"domain_scores_gemma":[0.9923028,0.0054091616,0.0007504715,0.00043117182,0.0005880087,0.00051842915],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028834983,0.00094676437,0.0015192393,0.0012065965,0.00065147434,0.0034407435,0.0024422712,0.0026056168,0.0037129493],"category_scores_gemma":[0.01596127,0.0009601562,0.0012173975,0.0014136812,0.0033991216,0.0058844653,0.0020371121,0.0041249087,0.00043211482],"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":[0.000076208424,0.000092463175,0.00080482895,0.000083718536,0.00004675994,0.00026683402,0.00011983472,0.10206226,0.0010520008,0.8839289,0.0012875162,0.010178654],"study_design_scores_gemma":[0.00001295108,0.000017812541,0.00019052302,0.000013159874,0.000012066381,0.00010909226,0.000028913659,0.687199,0.00018325479,0.31159076,0.00062655855,0.000015883801],"about_ca_topic_score_codex":0.0011140237,"about_ca_topic_score_gemma":0.00080688327,"teacher_disagreement_score":0.0037129493,"about_ca_system_score_codex":0.0008664878,"about_ca_system_score_gemma":0.0009772959,"threshold_uncertainty_score":0.01524955},"labels":[],"label_agreement":null},{"id":"W2010495120","doi":"10.2139/ssrn.2004605","title":"Implied Binomial Trees with Cubic Spline Smoothing","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Quadratic equation; Overfitting; Mathematics; Smoothing; Smoothing spline; Binomial (polynomial); Binomial options pricing model; Applied mathematics; Spline (mechanical); Multinomial distribution; Box spline; Statistics; Spline interpolation; Econometrics; Computer science; Valuation of options","score_opus":0.014001252413258692,"score_gpt":0.21303446228956854,"score_spread":0.19903320987630985,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2010495120","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.031649575,0.00037392488,0.9628103,0.00042084669,0.00010867181,0.000036751575,0.00038889583,0.00060224975,0.0036087823],"genre_scores_gemma":[0.66914195,0.0010703002,0.3036957,0.00027797822,0.0004049521,0.0002666047,0.0017302968,0.00061738456,0.022794692],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99719197,0.0014873276,0.00012889848,0.00033199522,0.000577223,0.00028261513],"domain_scores_gemma":[0.97719896,0.016690142,0.0012122025,0.0028026507,0.0014360453,0.00065999397],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0076293577,0.00055888545,0.001951226,0.0018297432,0.00088528177,0.0027014383,0.0029451766,0.0035474724,0.011701405],"category_scores_gemma":[0.044713132,0.0012516391,0.0015679133,0.0029251433,0.0014958747,0.00384196,0.0022583199,0.004568466,0.0022974538],"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":[0.0002451689,0.000059188176,0.00205932,0.00010068189,0.000049703125,0.00023944708,0.00020042856,0.27498704,0.00051358767,0.6757131,0.0035378218,0.04229452],"study_design_scores_gemma":[0.000029856526,0.0000123346235,0.0003439693,0.000023413815,0.000018237495,0.00007754828,0.000012436156,0.73136616,0.00014464346,0.26650068,0.0014511358,0.00001954848],"about_ca_topic_score_codex":0.0051137195,"about_ca_topic_score_gemma":0.005137556,"teacher_disagreement_score":0.011701405,"about_ca_system_score_codex":0.0014031837,"about_ca_system_score_gemma":0.001572448,"threshold_uncertainty_score":0.04034841},"labels":[],"label_agreement":null},{"id":"W2010754949","doi":"10.1155/2011/561347","title":"LQG Homing in a Finite Time Interval","year":2011,"lang":"en","type":"article","venue":"Journal of Control Science and Engineering","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"","keywords":"Algorithm; Computer science","score_opus":0.015350663015291888,"score_gpt":0.18021218207208994,"score_spread":0.16486151905679805,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2010754949","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13707776,0.0009958344,0.846788,0.0008160369,0.00011930557,0.00005086416,0.0001502284,0.00039987772,0.013602144],"genre_scores_gemma":[0.96236944,0.0004922894,0.029735718,0.00014609574,0.00011346826,0.00016995649,0.00018168388,0.00010494389,0.006686279],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9988703,0.0003820044,0.000050544782,0.0003024383,0.00024296409,0.00015186235],"domain_scores_gemma":[0.9932695,0.0041970643,0.00091771106,0.000313168,0.00068891275,0.0006137675],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025352826,0.000868664,0.0013963811,0.00094852096,0.0005447878,0.0021476306,0.0010548282,0.0010397477,0.0038440188],"category_scores_gemma":[0.007676859,0.0003893887,0.0009253187,0.00052087614,0.002274787,0.0015505302,0.001723979,0.0018236622,0.0003025237],"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":[0.00023234179,0.00008026447,0.0012194237,0.00017705189,0.00013882047,0.00031188366,0.00036560895,0.17397599,0.0046224557,0.80404615,0.0014187613,0.0134112835],"study_design_scores_gemma":[0.00005300876,0.00015102605,0.00042565877,0.000024712068,0.000026826641,0.000046704776,0.000058297017,0.74264264,0.00066009647,0.25460032,0.0012858036,0.000024926463],"about_ca_topic_score_codex":0.003095403,"about_ca_topic_score_gemma":0.0007828499,"teacher_disagreement_score":0.0038440188,"about_ca_system_score_codex":0.0017623352,"about_ca_system_score_gemma":0.0009855161,"threshold_uncertainty_score":0.013408005},"labels":[],"label_agreement":null},{"id":"W2011331359","doi":"10.1504/ijmor.2009.022881","title":"An accurate and efficient numerical method for solving Black-Scholes equation in option pricing","year":2009,"lang":"en","type":"article","venue":"International Journal of Mathematics in Operational Research","topic":"Stochastic processes and financial applications","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":"Black–Scholes model; Stencil; Variable (mathematics); Convection–diffusion equation; Applied mathematics; Mathematics; Numerical analysis; Computer science; Mathematical analysis; Econometrics","score_opus":0.13779010529021463,"score_gpt":0.43500259010497316,"score_spread":0.29721248481475854,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2011331359","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.001560204,0.00028461686,0.9965035,0.00009390807,0.00010548113,0.00002868728,0.000020375976,0.00013275951,0.0012704228],"genre_scores_gemma":[0.06636384,0.0008063559,0.92813534,0.000113865295,0.00015834461,0.00019321982,0.00008229192,0.00012918266,0.004017469],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99918574,0.00023912045,0.00004647699,0.000059389276,0.00042928662,0.00004003641],"domain_scores_gemma":[0.9989592,0.0005343965,0.0000857849,0.00011373577,0.0002582488,0.000048616886],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014773401,0.00054841413,0.0008437539,0.0007284182,0.0006203877,0.0008853935,0.00090273254,0.0012825294,0.00218102],"category_scores_gemma":[0.0041148565,0.00032671753,0.0007355245,0.00094434235,0.00076780404,0.0013621392,0.0009668358,0.0020598667,0.0010357373],"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":[0.00007562694,0.000103248094,0.0008734856,0.0002791636,0.000060559218,0.00030063663,0.00019089064,0.5495051,0.016644817,0.22952521,0.006152289,0.19628896],"study_design_scores_gemma":[0.000013945018,0.000016655338,0.00006575351,0.000014508187,0.0000060468046,0.000071397015,0.0000057746247,0.9770412,0.001411174,0.016426539,0.0049136905,0.0000133589165],"about_ca_topic_score_codex":0.0017415516,"about_ca_topic_score_gemma":0.0016705387,"teacher_disagreement_score":0.00218102,"about_ca_system_score_codex":0.00043920943,"about_ca_system_score_gemma":0.0011453824,"threshold_uncertainty_score":0.007813036},"labels":[],"label_agreement":null},{"id":"W2011549874","doi":"10.1142/s021902491450006x","title":"COVARIANCE AND CORRELATION SWAPS FOR FINANCIAL MARKETS WITH MARKOV-MODULATED VOLATILITIES","year":2014,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Markov chain; Variance swap; Volatility (finance); Stochastic volatility; Covariance; Econometrics; Forward volatility; Implied volatility; Economics; Covariance and correlation; Volatility swap; Mathematics; Financial economics; Statistics; Random variable; Multivariate random variable","score_opus":0.005541875743314545,"score_gpt":0.19574734901698604,"score_spread":0.1902054732736715,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2011549874","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6194209,0.0011234551,0.36819515,0.0013186726,0.00013062611,0.000074030184,0.00016077312,0.00022686692,0.009349523],"genre_scores_gemma":[0.98637366,0.00026611416,0.011538376,0.00008172692,0.000048926027,0.000026917183,0.00005343532,0.000017549388,0.0015933675],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99942255,0.00021960898,0.00002921584,0.000080785314,0.00014891603,0.000099016295],"domain_scores_gemma":[0.99595815,0.002770612,0.00066064426,0.00021785611,0.00021974409,0.00017301817],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021928833,0.00047111418,0.00065991515,0.00071064493,0.0005344394,0.0012052148,0.00067864987,0.0013985144,0.0029039322],"category_scores_gemma":[0.0127896285,0.00040350502,0.0009774049,0.00056074956,0.0012875673,0.002887974,0.0008230677,0.0013041128,0.00013977155],"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":[0.00014857484,0.00005840512,0.004062401,0.00005403481,0.000063094456,0.00042536057,0.00009763961,0.6157579,0.0030319716,0.3645429,0.00076685374,0.010990913],"study_design_scores_gemma":[0.00001733964,0.000023481034,0.0006978056,0.0000043649025,0.0000065114127,0.000055039036,0.000008320158,0.96030635,0.00035532383,0.038319934,0.00019358743,0.000011845917],"about_ca_topic_score_codex":0.0033026484,"about_ca_topic_score_gemma":0.0025099542,"teacher_disagreement_score":0.0033026484,"about_ca_system_score_codex":0.0011006388,"about_ca_system_score_gemma":0.00095717586,"threshold_uncertainty_score":0.011597216},"labels":[],"label_agreement":null},{"id":"W2011719266","doi":"10.1007/bf03191241","title":"Weak convergence towards two independent Gaussian processes from a unique Poisson process","year":2010,"lang":"en","type":"article","venue":"Collectanea mathematica","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":26,"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":"Mathematics; Fractional Brownian motion; Gaussian process; Wiener process; Gaussian; Kernel (algebra); Brownian motion; Brownian excursion; Ornstein–Uhlenbeck process; Applied mathematics; Stochastic process; Weak convergence; Poisson distribution; Compound Poisson process; Representation (politics); Statistical physics; Convergence (economics); Diffusion process; Geometric Brownian motion; Poisson process; Pure mathematics; Law; Statistics; Computer science","score_opus":0.021378216402823776,"score_gpt":0.25142416344819296,"score_spread":0.23004594704536918,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2011719266","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1266383,0.0010919152,0.8458144,0.0031664057,0.0005341206,0.0001316513,0.00016418412,0.0002765234,0.022182567],"genre_scores_gemma":[0.8004513,0.0024104554,0.14973928,0.0019183641,0.0013923764,0.00067523995,0.00046935913,0.0006505968,0.042292956],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99530184,0.0022187396,0.00021686872,0.0006899265,0.00115154,0.0004211305],"domain_scores_gemma":[0.9650887,0.021529827,0.0031670346,0.0014215048,0.004843063,0.0039499123],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009880373,0.003237608,0.0029077136,0.0069575566,0.0025100997,0.0060505606,0.0040149754,0.0049935603,0.00455465],"category_scores_gemma":[0.04411689,0.0020427268,0.004229416,0.0023272065,0.00973427,0.008141842,0.012855993,0.009638303,0.001062525],"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":[0.000105552455,0.000048095415,0.00036721324,0.00008070798,0.000065863394,0.00020422615,0.00037045247,0.008594926,0.0015887488,0.9853419,0.0006156369,0.0026166874],"study_design_scores_gemma":[0.000051181592,0.00006100467,0.00039447835,0.000050683382,0.00004273785,0.000310123,0.00012839532,0.15607497,0.0010261697,0.8403622,0.0014274891,0.00007054342],"about_ca_topic_score_codex":0.0018013683,"about_ca_topic_score_gemma":0.0008516698,"teacher_disagreement_score":0.009880373,"about_ca_system_score_codex":0.004030119,"about_ca_system_score_gemma":0.002340157,"threshold_uncertainty_score":0.052253067},"labels":[],"label_agreement":null},{"id":"W2012747145","doi":"10.7151/dmdico1153","title":"Stochastic evolution equations on Hilbert spaces with partially observed relaxed controls and their necessary conditions of optimality","year":2014,"lang":"en","type":"article","venue":"Discussiones Mathematicae. Differential Inclusions, Control and Optimization","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Hilbert space; Mathematics; Applied mathematics; Pure mathematics; Mathematical analysis","score_opus":0.017265794273741236,"score_gpt":0.21584779461750808,"score_spread":0.19858200034376686,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2012747145","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11850747,0.0027911314,0.83280134,0.007898063,0.000413066,0.00013383178,0.0008540368,0.00015879418,0.03644225],"genre_scores_gemma":[0.8787001,0.002719553,0.09117958,0.00094311155,0.0006560288,0.00047630304,0.0008777681,0.00012181171,0.02432568],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99808794,0.00087111193,0.00013489195,0.0002915131,0.00041222572,0.0002021653],"domain_scores_gemma":[0.9942221,0.0038539327,0.00064193906,0.0002430406,0.0007341991,0.00030475896],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0037730148,0.0011759794,0.0015194692,0.0011512713,0.000743839,0.002519905,0.0015329082,0.002386879,0.0051805535],"category_scores_gemma":[0.012285952,0.0009419915,0.0014942617,0.00085713586,0.0036644137,0.0048672277,0.002971003,0.0041177142,0.000353139],"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":[0.00002868208,0.000019162368,0.00015898597,0.00006275416,0.00002241152,0.000084107945,0.00009610919,0.02012539,0.00052222295,0.97605103,0.00062100316,0.0022081048],"study_design_scores_gemma":[0.000038298873,0.000039683116,0.0003829285,0.000042118038,0.000014628972,0.00006887798,0.00006124364,0.21148512,0.00034377692,0.78615314,0.0013420978,0.000028089858],"about_ca_topic_score_codex":0.0028484736,"about_ca_topic_score_gemma":0.0014671037,"teacher_disagreement_score":0.0051805535,"about_ca_system_score_codex":0.002048861,"about_ca_system_score_gemma":0.0024526173,"threshold_uncertainty_score":0.019953847},"labels":[],"label_agreement":null},{"id":"W2013414441","doi":"10.1016/j.insmatheco.2010.11.006","title":"On the threshold dividend strategy for a generalized jump–diffusion risk model","year":2010,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Stochastic processes and financial applications","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":"Dividend; Jump diffusion; Jump; Exponential function; Mathematics; Function (biology); Applied mathematics; Diffusion; Representation (politics); Risk model; Penalty method; Mathematical optimization; Econometrics; Mathematical economics; Economics; Mathematical analysis; Physics; Finance","score_opus":0.04613438608610046,"score_gpt":0.2365370289904306,"score_spread":0.19040264290433015,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2013414441","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28476074,0.0062945723,0.6659766,0.008962389,0.000627231,0.00011912372,0.000319947,0.00037294423,0.0325665],"genre_scores_gemma":[0.95987976,0.002387103,0.016791627,0.000644519,0.0003828279,0.00007828879,0.00017351907,0.00013796808,0.019524379],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994499,0.0002091899,0.00003599972,0.00010537906,0.00009993639,0.00009961496],"domain_scores_gemma":[0.99740773,0.0015208605,0.0002948234,0.000105284955,0.00026300075,0.00040828742],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002447082,0.0014052117,0.0025031702,0.001581244,0.00090383383,0.0038042231,0.002334305,0.0038808528,0.005690853],"category_scores_gemma":[0.008386828,0.00075588335,0.0015320567,0.0011902835,0.0031819767,0.0045881066,0.001996062,0.0031747886,0.0004654548],"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":[0.00007761522,0.000049999686,0.0007419111,0.00011522802,0.00007638962,0.0003159145,0.00014822911,0.085821494,0.0026837704,0.9043593,0.0017746863,0.0038354339],"study_design_scores_gemma":[0.000035565492,0.000017999786,0.00031101287,0.000023799494,0.000029867115,0.00008651671,0.00003160522,0.7287816,0.0001600254,0.27003545,0.00045340165,0.00003322313],"about_ca_topic_score_codex":0.007126643,"about_ca_topic_score_gemma":0.0028153975,"teacher_disagreement_score":0.007126643,"about_ca_system_score_codex":0.0025360787,"about_ca_system_score_gemma":0.0018181863,"threshold_uncertainty_score":0.019037783},"labels":[],"label_agreement":null},{"id":"W2013632555","doi":"10.2139/ssrn.1107847","title":"Option Valuation with Conditional Heteroskedasticity and Non-Normality","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":37,"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; University of Toronto","funders":"","keywords":"Heteroscedasticity; Normality; Valuation (finance); Econometrics; Actuarial science; Economics; Autoregressive conditional heteroskedasticity; Business; Financial economics; Statistics; Mathematics; Accounting; Volatility (finance)","score_opus":0.020882020532792724,"score_gpt":0.216556739592433,"score_spread":0.19567471905964026,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2013632555","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12599237,0.00063785585,0.86642206,0.0012876935,0.00015417444,0.0000598605,0.00022807156,0.00021713568,0.005000845],"genre_scores_gemma":[0.9658341,0.00046741863,0.024447557,0.00014664143,0.0003471305,0.00006647214,0.00027077564,0.000079392266,0.00834058],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9947313,0.0026294894,0.0004053801,0.0007927829,0.0009420966,0.0004988981],"domain_scores_gemma":[0.9514587,0.036152422,0.0038887907,0.0044400585,0.0026136544,0.0014464458],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.015744934,0.0013536898,0.0035898297,0.0013917948,0.0007298169,0.0054521183,0.002478011,0.0035326604,0.0053231264],"category_scores_gemma":[0.053387344,0.0013767404,0.0022885958,0.002029675,0.0040630866,0.01139915,0.0027631866,0.0040777912,0.0005568779],"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":[0.00018385783,0.000094452735,0.0021122964,0.00006733746,0.00012117242,0.00051788066,0.000101270576,0.108674474,0.0009107366,0.8781508,0.0008438418,0.008221831],"study_design_scores_gemma":[0.000031810847,0.000033940614,0.000662165,0.000009626958,0.000022761022,0.00014913063,0.000019733805,0.5260342,0.00023595027,0.47258586,0.00018397447,0.000030886753],"about_ca_topic_score_codex":0.0016593941,"about_ca_topic_score_gemma":0.0010422355,"teacher_disagreement_score":0.015744934,"about_ca_system_score_codex":0.0017413708,"about_ca_system_score_gemma":0.0016972813,"threshold_uncertainty_score":0.083268166},"labels":[],"label_agreement":null},{"id":"W2014130083","doi":"10.1090/s0002-9947-2011-05240-2","title":"The Dirichlet problem for the convex envelope","year":2011,"lang":"en","type":"article","venue":"Transactions of the American Mathematical Society","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":75,"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; University of British Columbia","funders":"","keywords":"Mathematics; Envelope (radar); Dirichlet problem; Differentiable function; Mathematical analysis; Boundary value problem; Elliptic boundary value problem; Nonlinear system; Regular polygon; Partial differential equation; Dirichlet boundary condition; Free boundary problem; Applied mathematics; Geometry","score_opus":0.03708517235108797,"score_gpt":0.23274296277111808,"score_spread":0.19565779042003012,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2014130083","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06519465,0.0027696649,0.86487895,0.006885154,0.0003748906,0.000097668366,0.00032345369,0.00008443968,0.059391204],"genre_scores_gemma":[0.77240896,0.00356039,0.15481351,0.0010300621,0.0014057973,0.0004295936,0.0007837562,0.00035169645,0.065216236],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982692,0.0007295831,0.000076657256,0.00037637848,0.00035003744,0.00019821544],"domain_scores_gemma":[0.9965101,0.0022367549,0.00022472421,0.0002593545,0.00047218165,0.00029683858],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033979104,0.00079029216,0.001130395,0.0011618143,0.0012347073,0.003842821,0.0012277266,0.0025220874,0.006313724],"category_scores_gemma":[0.013063879,0.00057645544,0.0012407221,0.00064653874,0.00462292,0.006058495,0.003553186,0.0037278947,0.0008307976],"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":[0.000029414026,0.000013728271,0.00014549623,0.000059690865,0.000009467995,0.00007270529,0.00012354844,0.015573352,0.0009013482,0.9751906,0.001471922,0.0064087375],"study_design_scores_gemma":[0.000016955622,0.000019394109,0.00016331128,0.00004387757,0.0000068251147,0.000099097226,0.000102823156,0.13238846,0.00083212054,0.8607198,0.0055869822,0.000020306117],"about_ca_topic_score_codex":0.0015257305,"about_ca_topic_score_gemma":0.0006428874,"teacher_disagreement_score":0.006313724,"about_ca_system_score_codex":0.0020519774,"about_ca_system_score_gemma":0.001359021,"threshold_uncertainty_score":0.021121442},"labels":[],"label_agreement":null},{"id":"W2014221443","doi":"10.1016/s0307-904x(01)00091-9","title":"Variance reduction for Monte Carlo simulation of stochastic environmental models","year":2002,"lang":"en","type":"article","venue":"Applied Mathematical Modelling","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"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":"Monte Carlo method; Variance reduction; Girsanov theorem; Mathematics; Stochastic differential equation; Partial differential equation; Stochastic partial differential equation; Applied mathematics; Mathematical optimization; Monte Carlo integration; Monte Carlo molecular modeling; Statistical physics; Mathematical analysis; Statistics; Markov chain Monte Carlo; Physics","score_opus":0.06833093754190617,"score_gpt":0.21908510539393294,"score_spread":0.15075416785202678,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2014221443","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.011810484,0.00034944035,0.9855208,0.00023217798,0.00005400609,0.000029550083,0.000040494582,0.00029703462,0.0016660298],"genre_scores_gemma":[0.6645524,0.00082687,0.32769117,0.00029590222,0.00023798848,0.0003923366,0.0005184334,0.00081009633,0.004674791],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99732983,0.00162268,0.0000985077,0.00019752231,0.00059079827,0.00016060229],"domain_scores_gemma":[0.9907195,0.0075318185,0.0003184644,0.0005732589,0.00070282974,0.00015422815],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004107652,0.0006614497,0.0015089996,0.001357691,0.00071847875,0.0012596276,0.0014334755,0.0016052069,0.0017090401],"category_scores_gemma":[0.020679602,0.0009407556,0.0013260387,0.0011288519,0.0013274609,0.0014125764,0.0015472508,0.0022825012,0.00038481175],"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":[0.000055394707,0.000042149386,0.0003863033,0.000043234235,0.000056979898,0.000028323515,0.000038025995,0.9182459,0.00078034773,0.06639623,0.00061626174,0.013310835],"study_design_scores_gemma":[0.000003678261,0.0000041774033,0.000039550163,0.0000025074496,0.000004122165,0.0000034962811,0.0000014903387,0.9831939,0.00014458144,0.016431788,0.00016697992,0.000003797614],"about_ca_topic_score_codex":0.0067938142,"about_ca_topic_score_gemma":0.0042541283,"teacher_disagreement_score":0.0067938142,"about_ca_system_score_codex":0.0012410057,"about_ca_system_score_gemma":0.001445885,"threshold_uncertainty_score":0.021723628},"labels":[],"label_agreement":null},{"id":"W2014282155","doi":"10.1111/j.1467-9965.2009.00366.x","title":"EXPLICIT SOLUTIONS OF CONSUMPTION‐INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING","year":2009,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":146,"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":"Consumption (sociology); Economics; Financial market; Investment (military); Asset (computer security); Markov chain; Expected utility hypothesis; Complete market; Microeconomics; Incomplete markets; Monetary economics; Financial economics; Econometrics; Finance","score_opus":0.03592429570534661,"score_gpt":0.2260654767434018,"score_spread":0.1901411810380552,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2014282155","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.26660395,0.0019285354,0.6817537,0.0043334626,0.00018102395,0.00011446332,0.00029514075,0.00015536768,0.04463432],"genre_scores_gemma":[0.94606096,0.00085677614,0.039019316,0.000210701,0.000099576995,0.00023239944,0.00016457241,0.000053659438,0.013301964],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99931645,0.0003398208,0.000027976566,0.00007563721,0.00009534342,0.00014477686],"domain_scores_gemma":[0.99644727,0.0026884696,0.00040704093,0.00008590812,0.00015409624,0.00021724342],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002050932,0.000808933,0.0010113111,0.00068375614,0.00053553854,0.0016362446,0.000816472,0.0024587205,0.0042903605],"category_scores_gemma":[0.009645159,0.00075904786,0.0010056961,0.00063333934,0.0017135303,0.0016832158,0.0016607541,0.0016181436,0.00020265183],"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":[0.000083520565,0.00010081183,0.00090407615,0.0000892709,0.00004913017,0.0001946585,0.0001306112,0.49178883,0.00059701095,0.49914244,0.00122323,0.005696369],"study_design_scores_gemma":[0.0000413043,0.000020352893,0.00020248666,0.000017865592,0.000008507195,0.00001663009,0.000040467257,0.8192867,0.000103170154,0.17970078,0.00055095274,0.000010781788],"about_ca_topic_score_codex":0.003339528,"about_ca_topic_score_gemma":0.0029642533,"teacher_disagreement_score":0.0042903605,"about_ca_system_score_codex":0.0015792053,"about_ca_system_score_gemma":0.0013597673,"threshold_uncertainty_score":0.014352739},"labels":[],"label_agreement":null},{"id":"W2014338758","doi":"10.5539/jmr.v5n2p6","title":"A Constrained Investment Policy for Defined -- Contribution Pension Fund Management","year":2013,"lang":"en","type":"article","venue":"Journal of Mathematics Research","topic":"Stochastic processes and financial applications","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":"Solvency; Target date fund; Pension fund; Investment management; Fund administration; Manager of managers fund; Pension; Constraint (computer-aided design); Investment (military); Sovereign wealth fund; Actuarial science; Investment fund; Business; Investment strategy; Alternative investment; Finance; Economics; Open-end fund; Mathematics; Microeconomics; Institutional investor","score_opus":0.14230835224772098,"score_gpt":0.3593017176040039,"score_spread":0.21699336535628294,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2014338758","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08588022,0.0007132018,0.8933881,0.002531618,0.00015085019,0.00020366162,0.0002311606,0.00015474534,0.016746359],"genre_scores_gemma":[0.9393126,0.00053329166,0.049861856,0.00015425177,0.00008842084,0.00022728945,0.000118889446,0.000044418746,0.009658996],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990983,0.00046795112,0.00003535015,0.00016167702,0.0001122483,0.00012457251],"domain_scores_gemma":[0.99868673,0.0007035613,0.0002035225,0.00006202121,0.00016107371,0.00018302278],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022973784,0.0009980391,0.0010489944,0.0004331638,0.00042980522,0.0021400137,0.0010775452,0.001912814,0.0036632784],"category_scores_gemma":[0.005817229,0.00042833193,0.00056361384,0.00036136777,0.0009620626,0.0016683779,0.0015609331,0.0014964461,0.0002609337],"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":[0.00017689356,0.000101073034,0.00055222306,0.00019258354,0.000066100794,0.00024389784,0.00013311469,0.7300397,0.002277372,0.25286257,0.0017166306,0.0116378255],"study_design_scores_gemma":[0.000041752824,0.00007507169,0.00018429801,0.000042705884,0.000018932034,0.000034676654,0.000032234217,0.9428575,0.0005997048,0.054154575,0.0019448361,0.000013767674],"about_ca_topic_score_codex":0.0022355085,"about_ca_topic_score_gemma":0.0010888915,"teacher_disagreement_score":0.0036632784,"about_ca_system_score_codex":0.0014602516,"about_ca_system_score_gemma":0.0020323,"threshold_uncertainty_score":0.012254894},"labels":[],"label_agreement":null},{"id":"W2014655641","doi":"10.1111/j.1539-6975.2007.00216.x","title":"<scp>Robustly Hedging Variable Annuities With Guarantees Under Jump and Volatility Risks</scp>","year":2007,"lang":"en","type":"article","venue":"Journal of Risk & Insurance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":88,"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":"Volatility (finance); Downside risk; Economics; Equity (law); Econometrics; Implied volatility; Volatility smile; Black–Scholes model; Call option; Risk management; Jump diffusion; Jump; Replicating portfolio; Model risk; Volatility risk; Stochastic volatility; Actuarial science; Financial economics; Volatility risk premium; Portfolio; Portfolio optimization; Finance","score_opus":0.023480505939582758,"score_gpt":0.22974026254185856,"score_spread":0.2062597566022758,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2014655641","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8080888,0.00031435958,0.18703839,0.00020067695,0.000053698426,0.000032489334,0.00008256787,0.0004985742,0.0036905513],"genre_scores_gemma":[0.9919315,0.000035660385,0.0075647375,0.000011819305,0.0000064605533,0.0000036046051,0.00003256879,0.000011992935,0.00040168603],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9998348,0.000036793474,0.000011190287,0.000023786344,0.000074431824,0.000019058045],"domain_scores_gemma":[0.99945265,0.00021614911,0.000097981654,0.00010554036,0.000089557274,0.000038170678],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009046299,0.00030191633,0.00041948332,0.0002554135,0.00016412581,0.00080605707,0.00049288705,0.00046837807,0.0014750186],"category_scores_gemma":[0.0017241496,0.00010110959,0.00026565217,0.0002551706,0.00038275504,0.0006289323,0.0005685987,0.00047629152,0.000107475964],"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":[0.00034413906,0.00012142847,0.0037184,0.00006376906,0.00006181711,0.00020260818,0.000033005996,0.9067096,0.026932787,0.010639445,0.0008031059,0.05036987],"study_design_scores_gemma":[0.000007981424,0.00007634955,0.00061535015,0.0000032570913,0.000005746468,0.000021765763,0.0000047242975,0.9921461,0.0053947107,0.0015756876,0.0001435968,0.000004810516],"about_ca_topic_score_codex":0.000909179,"about_ca_topic_score_gemma":0.00039549617,"teacher_disagreement_score":0.0014750186,"about_ca_system_score_codex":0.0002481849,"about_ca_system_score_gemma":0.00023056476,"threshold_uncertainty_score":0.0049343705},"labels":[],"label_agreement":null},{"id":"W2015350569","doi":"10.2139/ssrn.886944","title":"Target Redemption Note","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Toronto","funders":"","keywords":"Download; Computer science; World Wide Web; Internet privacy","score_opus":0.008535154053212717,"score_gpt":0.20709427614129697,"score_spread":0.19855912208808424,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2015350569","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.024182254,0.0020265556,0.008457228,0.057613634,0.01742089,0.0005055493,0.013197377,0.0018237854,0.8747728],"genre_scores_gemma":[0.093807444,0.0008676337,0.0025110855,0.0067526703,0.003303236,0.00018340524,0.003011267,0.0002382048,0.889325],"study_design_codex":"not_applicable","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990723,0.00006282695,0.00005521927,0.00019338874,0.00049101585,0.00012510047],"domain_scores_gemma":[0.9971624,0.0009257971,0.00017328718,0.00030223635,0.0012185418,0.00021768147],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00073522597,0.0003101276,0.00060249795,0.0008080809,0.0014882896,0.0016736239,0.0013546442,0.0026457754,0.1321609],"category_scores_gemma":[0.0054536723,0.00028718627,0.00040860442,0.00082384085,0.00018998695,0.0011650531,0.00071798015,0.003555515,0.043730464],"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":[0.0005511853,0.00022450622,0.001101607,0.000087941546,0.00002113699,0.00068634003,0.00019397252,0.0005002527,0.0025414778,0.050441306,0.87342614,0.07022415],"study_design_scores_gemma":[0.000089519664,0.00015649968,0.0069003375,0.000050861338,0.000031299245,0.0005498478,0.0001294816,0.0017868906,0.0078109424,0.016073085,0.96636415,0.000057083213],"about_ca_topic_score_codex":0.0045911735,"about_ca_topic_score_gemma":0.008245708,"teacher_disagreement_score":0.1321609,"about_ca_system_score_codex":0.0010382427,"about_ca_system_score_gemma":0.0014082515,"threshold_uncertainty_score":0.44212228},"labels":[],"label_agreement":null},{"id":"W2015378169","doi":"10.1016/j.ejor.2004.05.009","title":"A dynamic programming approach to price installment options","year":2004,"lang":"en","type":"article","venue":"European Journal of Operational Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":33,"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","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Warrant; Geometric Brownian motion; Computer science; Range (aeronautics); Call option; Put option; Valuation of options; Dynamic programming; Monotonic function; Mathematical optimization; Mathematical economics; Economics; Econometrics; Finance; Mathematics; Algorithm","score_opus":0.09272874575277709,"score_gpt":0.32244007880225484,"score_spread":0.22971133304947775,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2015378169","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0067143743,0.00043672332,0.9814612,0.00075310643,0.00011188228,0.000034038963,0.00007554792,0.00008313489,0.010329919],"genre_scores_gemma":[0.4930728,0.0020672623,0.45378128,0.00032656058,0.00059850974,0.00037827357,0.00038378703,0.00029760884,0.04909405],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99929154,0.00031887728,0.000029499808,0.00011659369,0.00016765652,0.000075779004],"domain_scores_gemma":[0.9985421,0.0011165359,0.000080996826,0.000043191718,0.00012072176,0.000096563126],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015628828,0.0011247966,0.0013976623,0.0010127737,0.000687155,0.0025273329,0.0022062673,0.002588756,0.008222026],"category_scores_gemma":[0.0050665922,0.0014809036,0.0014394213,0.0015055033,0.0013953841,0.002971058,0.0012847767,0.003003435,0.00060328806],"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":[0.000025474992,0.00007055692,0.00016998421,0.00004577834,0.00003649357,0.00009888848,0.000054319906,0.6937414,0.00040040942,0.28586513,0.0021262113,0.01736539],"study_design_scores_gemma":[0.000013720072,0.0000102859785,0.000046231384,0.0000080477885,0.000011842837,0.000018141023,0.000008891286,0.91046256,0.00007054468,0.08769733,0.0016439182,0.000008497371],"about_ca_topic_score_codex":0.0066214935,"about_ca_topic_score_gemma":0.0058575473,"teacher_disagreement_score":0.008222026,"about_ca_system_score_codex":0.0013604447,"about_ca_system_score_gemma":0.0015190786,"threshold_uncertainty_score":0.027505398},"labels":[],"label_agreement":null},{"id":"W2015433547","doi":"10.1137/090750421","title":"A Fourier Transform Method for Spread Option Pricing","year":2010,"lang":"en","type":"article","venue":"SIAM Journal on Financial Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":189,"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":"Valuation of options; Computer science; Fourier transform; Range (aeronautics); Computation; Exotic option; Stochastic game; Mathematical optimization; Derivative (finance); Fast Fourier transform; Variety (cybernetics); Econometrics; Mathematical economics; Mathematics; Algorithm; Finance; Economics","score_opus":0.027183214521914474,"score_gpt":0.2734437347362659,"score_spread":0.2462605202143514,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2015433547","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0015179829,0.00027306358,0.99575555,0.00009590042,0.00008684246,0.000015656238,0.000031274525,0.000114214774,0.0021095807],"genre_scores_gemma":[0.0955252,0.0016883387,0.8877407,0.00022164102,0.0003627005,0.00013904322,0.0002552041,0.00046378974,0.013603268],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99950504,0.00014355981,0.000023750965,0.00005224781,0.00024993732,0.00002547086],"domain_scores_gemma":[0.9994293,0.00028012926,0.000033718203,0.000078713994,0.00015070893,0.000027407794],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009188845,0.00053379865,0.00056432013,0.00102881,0.00040626316,0.0009753267,0.00078377593,0.0011581287,0.0060193716],"category_scores_gemma":[0.0035298516,0.0002589725,0.0008230191,0.001083146,0.00071435986,0.0018208944,0.0008260805,0.0020062479,0.0023540144],"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":[0.000055456374,0.000091117516,0.0003725795,0.00015046052,0.000044626362,0.0002642758,0.0001186365,0.1032412,0.0176439,0.6149396,0.0071921414,0.25588602],"study_design_scores_gemma":[0.000014750976,0.000027802316,0.00014539516,0.000025215317,0.000011044505,0.00022860197,0.000014465653,0.8686474,0.002568647,0.11480032,0.013492174,0.000024179131],"about_ca_topic_score_codex":0.0011866236,"about_ca_topic_score_gemma":0.0007901935,"teacher_disagreement_score":0.0060193716,"about_ca_system_score_codex":0.00036297136,"about_ca_system_score_gemma":0.00073905475,"threshold_uncertainty_score":0.020136833},"labels":[],"label_agreement":null},{"id":"W2016426644","doi":"10.1016/j.camwa.2012.08.005","title":"A new exact solution for pricing European options in a two-state regime-switching economy","year":2012,"lang":"en","type":"article","venue":"Computers & Mathematics with Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":58,"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":"University of Calgary","keywords":"Mathematics; Partial differential equation; Fourier transform; State (computer science); Simplicity; Valuation of options; Mathematical economics; Applied mathematics; Key (lock); Mathematical analysis; Computer science; Econometrics; Algorithm; Physics","score_opus":0.028128258585303705,"score_gpt":0.2454884081829154,"score_spread":0.21736014959761168,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2016426644","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03185044,0.00090314593,0.945013,0.0015645011,0.0005825946,0.00009871127,0.00013643113,0.00016828015,0.019682897],"genre_scores_gemma":[0.65414006,0.0011066481,0.30293605,0.0010758702,0.00054146827,0.00035483204,0.00032336373,0.00024258583,0.039279122],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999655,0.00013604837,0.000023142464,0.00005273797,0.00008886613,0.00004417931],"domain_scores_gemma":[0.9990701,0.0005404079,0.000073288254,0.000058547852,0.00014579004,0.000111967376],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015029194,0.00088555296,0.0015042896,0.0009815758,0.0006624246,0.0019321643,0.0013661218,0.0047659744,0.0069226325],"category_scores_gemma":[0.006534323,0.0006511602,0.0012680836,0.00090197555,0.0016723736,0.0022529284,0.0017156621,0.0019967698,0.00052689074],"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":[0.00007217728,0.0001085432,0.00052802986,0.00019108132,0.00009041515,0.00029719557,0.00013284097,0.59206325,0.002069056,0.37525988,0.0034769883,0.025710572],"study_design_scores_gemma":[0.00001703885,0.000008623767,0.000065571476,0.00001032239,0.000007789053,0.000029249546,0.000014088867,0.95547915,0.00007724138,0.043585237,0.00069528184,0.000010446429],"about_ca_topic_score_codex":0.004033868,"about_ca_topic_score_gemma":0.0043402775,"teacher_disagreement_score":0.0069226325,"about_ca_system_score_codex":0.0009402278,"about_ca_system_score_gemma":0.0017384869,"threshold_uncertainty_score":0.02315849},"labels":[],"label_agreement":null},{"id":"W2016564841","doi":"10.1016/j.insmatheco.2007.02.003","title":"Prices and sensitivities of Asian options: A survey","year":2007,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":69,"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":"Monte Carlo method; Monte Carlo methods for option pricing; Econometrics; Key (lock); Asian option; Focus (optics); Computer science; Mathematical optimization; Economics; Valuation of options; Mathematics; Statistics","score_opus":0.031150085038180772,"score_gpt":0.22398762191732444,"score_spread":0.19283753687914368,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2016564841","genre_codex":"empirical","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"review","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.80071545,0.1438644,0.02382974,0.0012049123,0.00006549098,0.000038522197,0.0015958856,0.000060263654,0.028625362],"genre_scores_gemma":[0.86456466,0.12551248,0.005388641,0.00035703665,0.00023293559,0.000027374386,0.0012149664,0.00003465288,0.0026672385],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.9993839,0.00014422505,0.00010491666,0.00010390163,0.000226604,0.00003636728],"domain_scores_gemma":[0.99510914,0.0033339402,0.00073089544,0.00023631322,0.000465264,0.00012450125],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015747598,0.000401508,0.00050614675,0.0030507324,0.00021279418,0.0011164768,0.00042348108,0.000450107,0.0023231204],"category_scores_gemma":[0.0073046624,0.0002936588,0.0004998263,0.005369899,0.00032430413,0.002477834,0.00054992666,0.00056361756,0.00034724217],"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":[0.0002940675,0.00026335343,0.20185016,0.0013974529,0.00044366467,0.000959284,0.0020162105,0.017538395,0.007399752,0.038088776,0.0035743879,0.7261745],"study_design_scores_gemma":[0.000025114789,0.0006154699,0.6273859,0.00092465535,0.0005901061,0.009533785,0.002667655,0.033409927,0.01162649,0.13002476,0.18301679,0.0001792951],"about_ca_topic_score_codex":0.0009808312,"about_ca_topic_score_gemma":0.00057850074,"teacher_disagreement_score":0.0030507324,"about_ca_system_score_codex":0.0002919607,"about_ca_system_score_gemma":0.00028892,"threshold_uncertainty_score":0.008328199},"labels":[],"label_agreement":null},{"id":"W2016886714","doi":"10.1137/s036301290342557x","title":"Optimal Solution of Investment Problems Via Linear Parabolic Equations Generated by Kalman Filter","year":2005,"lang":"en","type":"article","venue":"SIAM Journal on Control and Optimization","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":12,"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","keywords":"Kalman filter; Scalar (mathematics); Parabolic partial differential equation; Nonlinear system; Minification; Filtering problem; Optimization problem; Heat equation","score_opus":0.01697543559193517,"score_gpt":0.2124637998964451,"score_spread":0.19548836430450992,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2016886714","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03246915,0.00041786168,0.9628269,0.00069356913,0.0000441898,0.00003395159,0.000060306425,0.00006926752,0.0033847943],"genre_scores_gemma":[0.8409888,0.0012592768,0.13884975,0.00023878568,0.00012047571,0.0003666017,0.0002651468,0.00009178885,0.01781926],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99959475,0.00014604183,0.000021806547,0.000093454466,0.0000941913,0.0000498275],"domain_scores_gemma":[0.9993075,0.00041990096,0.00011129945,0.00002270856,0.00009722052,0.000041353218],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012779891,0.0007945297,0.0010377547,0.0004357456,0.00032304018,0.0013185008,0.0007136355,0.0017377777,0.0013725458],"category_scores_gemma":[0.003516927,0.0006552637,0.0008183292,0.0005326878,0.0010698043,0.0014716247,0.0013781703,0.0010344263,0.00020807705],"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":[0.00003509056,0.000023977243,0.00051618286,0.000060990904,0.000032032756,0.00007328225,0.00008296233,0.89764965,0.002035593,0.09069666,0.0005032129,0.00829031],"study_design_scores_gemma":[0.000015549676,0.000015257807,0.000072799536,0.000004929747,0.0000054832794,0.000006093593,0.0000074352456,0.98165256,0.00025510785,0.01767871,0.00027842424,0.0000076061833],"about_ca_topic_score_codex":0.007885286,"about_ca_topic_score_gemma":0.0032395718,"teacher_disagreement_score":0.007885286,"about_ca_system_score_codex":0.0011102976,"about_ca_system_score_gemma":0.0017369955,"threshold_uncertainty_score":0.015678763},"labels":[],"label_agreement":null},{"id":"W2017067860","doi":"10.1007/s11009-006-9002-6","title":"Crossing Probabilities for Diffusion Processes with Piecewise Continuous Boundaries","year":2007,"lang":"en","type":"article","venue":"Methodology And Computing In Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":53,"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":"Mathematics; Piecewise; Boundary (topology); Nonlinear system; Computation; Brownian motion; Monotone polygon; Numerical integration; Geometric Brownian motion; Diffusion; Applied mathematics; Piecewise linear function; Diffusion process; Mathematical analysis; Statistical physics; Algorithm; Geometry; Computer science","score_opus":0.07405284944225056,"score_gpt":0.2860941024059703,"score_spread":0.21204125296371973,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2017067860","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08551875,0.0013138948,0.9058504,0.00064715545,0.00010415002,0.000054310363,0.00013009731,0.0003586163,0.006022616],"genre_scores_gemma":[0.82611084,0.0016761688,0.16072989,0.00025562724,0.00021544025,0.00018553734,0.00048491792,0.00043258633,0.009908953],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9978599,0.00077754125,0.00013918946,0.0004856309,0.00043904697,0.00029865486],"domain_scores_gemma":[0.9731226,0.021096632,0.0017935053,0.0010462091,0.0012646847,0.0016762662],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0064754183,0.00083812553,0.0017155298,0.0045984145,0.0015276333,0.005251986,0.0026793948,0.0028569212,0.0068548284],"category_scores_gemma":[0.04148296,0.0010658462,0.0018043632,0.002632827,0.004093758,0.007219847,0.0031116134,0.004756324,0.0005898488],"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":[0.000063297775,0.000036995247,0.0011215566,0.00008423584,0.000031761014,0.00015708402,0.0003305007,0.07392935,0.00095481175,0.9140691,0.0007673379,0.008453805],"study_design_scores_gemma":[0.000013574846,0.000014251249,0.00050959596,0.000032404016,0.000024377745,0.0001416208,0.000066628745,0.47074315,0.0004182091,0.5271362,0.00086830935,0.000031542302],"about_ca_topic_score_codex":0.0025712252,"about_ca_topic_score_gemma":0.0011473321,"teacher_disagreement_score":0.0068548284,"about_ca_system_score_codex":0.0026369735,"about_ca_system_score_gemma":0.0012158464,"threshold_uncertainty_score":0.03424567},"labels":[],"label_agreement":null},{"id":"W2018135382","doi":"10.1016/s0377-0427(00)00551-3","title":"Shout options: a framework for pricing contracts which can be modified by the investor","year":2001,"lang":"en","type":"article","venue":"Journal of Computational and Applied Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":48,"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":"Valuation of options; Valuation (finance); Mathematics; Complementarity (molecular biology); Interdependence; Interpolation (computer graphics); Limit (mathematics); Mathematical economics; Actuarial science; Economics; Econometrics; Computer science; Finance; Mathematical analysis","score_opus":0.04669902838478598,"score_gpt":0.2610500543165643,"score_spread":0.21435102593177832,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2018135382","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.014407408,0.00062817376,0.9739416,0.0012846633,0.00017184146,0.000038549402,0.000103152815,0.00016055802,0.009264134],"genre_scores_gemma":[0.6011211,0.002360478,0.36221802,0.0005949691,0.0005725697,0.00023343784,0.00024684466,0.00026811758,0.032384474],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99915814,0.00042017826,0.000034025677,0.00008886187,0.0002399886,0.0000588105],"domain_scores_gemma":[0.99891245,0.0004196403,0.00012527793,0.00024377834,0.00012234027,0.00017653058],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020608911,0.00076299737,0.0009018561,0.00057855586,0.000793964,0.0032686917,0.0016590758,0.0026120015,0.0052055866],"category_scores_gemma":[0.0069003836,0.0005127063,0.00079855113,0.0010739639,0.0022101537,0.005930684,0.0024799083,0.0030754895,0.00077529385],"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":[0.000021608163,0.000011315039,0.0000874529,0.000012600636,0.000008479649,0.000059917442,0.00006014197,0.015909964,0.00058364886,0.97630966,0.00081192044,0.006123226],"study_design_scores_gemma":[0.00002410646,0.00001715214,0.000070432165,0.000012037485,0.000008805713,0.000068123554,0.000025037483,0.24543211,0.00020517631,0.7479998,0.006117824,0.000019514224],"about_ca_topic_score_codex":0.000990406,"about_ca_topic_score_gemma":0.0015774522,"teacher_disagreement_score":0.0052055866,"about_ca_system_score_codex":0.0005306018,"about_ca_system_score_gemma":0.0011516431,"threshold_uncertainty_score":0.01741445},"labels":[],"label_agreement":null},{"id":"W2018509757","doi":"10.1088/1751-8113/47/32/329501","title":"Corrigendum: A limit formula for the quantum fidelity (2013 J. Phys. A: Math. Theor. 46 025304)","year":2014,"lang":"en","type":"erratum","venue":"Journal of Physics A Mathematical and Theoretical","topic":"Stochastic processes and financial applications","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":"Limit (mathematics); Mathematics; Quantum; Fidelity; Mathematical physics; Quantum mechanics; Physics; Statistical physics; Calculus (dental); Mathematical analysis; Computer science; Medicine","score_opus":0.029483641380739962,"score_gpt":0.2418760706904047,"score_spread":0.21239242930966473,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2018509757","genre_codex":"editorial","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0013794883,0.008852239,0.01533725,0.088799424,0.8071013,0.00012157715,0.005340533,0.002181605,0.07088652],"genre_scores_gemma":[0.047953337,0.015619832,0.021952905,0.057640985,0.17696981,0.0005874746,0.0062716594,0.0051013236,0.66790265],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9969885,0.00054767885,0.00034137518,0.0006669011,0.0012495891,0.00020600217],"domain_scores_gemma":[0.9899448,0.0025311967,0.00041352818,0.0011374579,0.005507111,0.0004660234],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029769992,0.0026133657,0.0023864475,0.00489023,0.002678013,0.004829142,0.003547651,0.0051081236,0.17216001],"category_scores_gemma":[0.031804584,0.0010593816,0.0022643167,0.003373605,0.0028505982,0.0058007636,0.0023386723,0.0047773756,0.06859727],"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":[0.000025731924,0.000009913363,0.00009612169,0.00021247311,0.000020979145,0.0001561565,0.00002587502,0.00020554262,0.00009708812,0.019867526,0.966958,0.012324686],"study_design_scores_gemma":[0.000074080715,0.00008143525,0.0024298066,0.00049551274,0.000115256655,0.0014222065,0.00010958124,0.0045238747,0.0011990339,0.12819895,0.8611654,0.00018483592],"about_ca_topic_score_codex":0.009678339,"about_ca_topic_score_gemma":0.010642831,"teacher_disagreement_score":0.17216001,"about_ca_system_score_codex":0.0052061686,"about_ca_system_score_gemma":0.0019245251,"threshold_uncertainty_score":0.5759326},"labels":[],"label_agreement":null},{"id":"W2018863640","doi":"10.5539/ijsp.v1n2p250","title":"A Functional Generalized Hill Process and Its Uniform Theory","year":2012,"lang":"en","type":"article","venue":"International Journal of Statistics and Probability","topic":"Stochastic processes and financial applications","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":"Mathematics; Bounded function; Combinatorics; Backslash; Domain (mathematical analysis); Weak convergence; Sequence (biology); Functional equation; Extreme value theory; Discrete mathematics; Mathematical analysis; Statistics","score_opus":0.030825330585812473,"score_gpt":0.2589783915421139,"score_spread":0.22815306095630142,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2018863640","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09429278,0.0012728997,0.88100636,0.001547487,0.00024328471,0.00007783592,0.00034585773,0.00037366193,0.020839827],"genre_scores_gemma":[0.8591702,0.0017660651,0.091425546,0.0011680244,0.0007514199,0.0003638779,0.0006736051,0.00028589988,0.04439529],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9979388,0.0006613473,0.00009770654,0.0004977089,0.0004933156,0.0003110525],"domain_scores_gemma":[0.9944898,0.0023848708,0.00061375956,0.0006780151,0.0013047229,0.0005288739],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0049734716,0.00069297676,0.0014559231,0.0021960158,0.0010824966,0.0017817358,0.0027388665,0.0016483299,0.0073231976],"category_scores_gemma":[0.012287231,0.00046944123,0.0018408414,0.0011821396,0.0034332387,0.004242391,0.0021025555,0.0019305677,0.0008661415],"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":[0.000015114005,0.00001666921,0.00079920114,0.000058183916,0.000029585126,0.00009486301,0.00009429054,0.014617256,0.0006820094,0.97799474,0.000982065,0.0046159206],"study_design_scores_gemma":[0.000018812436,0.00007639009,0.001959573,0.000044293574,0.000031526182,0.00024706856,0.00009316914,0.37508124,0.0005957263,0.6175696,0.0042306157,0.00005196287],"about_ca_topic_score_codex":0.0050600725,"about_ca_topic_score_gemma":0.0025412948,"teacher_disagreement_score":0.0073231976,"about_ca_system_score_codex":0.002068786,"about_ca_system_score_gemma":0.0012735364,"threshold_uncertainty_score":0.026302516},"labels":[],"label_agreement":null},{"id":"W2019305020","doi":"10.1016/j.cam.2006.07.006","title":"Compact finite difference method for American option pricing","year":2006,"lang":"en","type":"article","venue":"Journal of Computational and Applied Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":96,"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":"Natural Sciences and Engineering Research Council of Canada; Mitacs","keywords":"Mathematics; Finite difference method; Partial differential equation; Compact finite difference; Finite difference; Boundary value problem; Finite difference methods for option pricing; Valuation of options; Mathematical analysis; Ordinary differential equation; Applied mathematics; Differential equation; Put option; Space (punctuation); Relaxation (psychology); Algebraic equation; Nonlinear system; Black–Scholes model; Computer science","score_opus":0.026538815645596646,"score_gpt":0.26382396269988284,"score_spread":0.2372851470542862,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2019305020","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009125324,0.0008434356,0.9864487,0.00045210286,0.00026267814,0.000031848096,0.00006069571,0.000089893074,0.0026853504],"genre_scores_gemma":[0.45176807,0.0016965967,0.520255,0.00056735467,0.00041984426,0.0005045702,0.0003829651,0.00045035605,0.0239552],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995546,0.00024697717,0.000023962026,0.000050546758,0.000097258,0.000026730626],"domain_scores_gemma":[0.9958111,0.003193973,0.00015476982,0.00017659647,0.00045962993,0.00020391833],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021358135,0.0007342911,0.0015133237,0.0009054349,0.0006016163,0.0014797244,0.0016127517,0.0022127063,0.0042424733],"category_scores_gemma":[0.007525026,0.00057049893,0.00084502116,0.00079439196,0.0018072537,0.0019839646,0.0019457587,0.0028908534,0.0005006939],"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":[0.00025566993,0.00025263045,0.0005889526,0.0003073725,0.000107404594,0.0001645838,0.00016421256,0.3521378,0.0044086603,0.5834211,0.0032594837,0.05493218],"study_design_scores_gemma":[0.000015843327,0.000013216592,0.000026628173,0.000010687528,0.0000056177323,0.000010559509,0.000005281419,0.96551716,0.00012973581,0.033491746,0.0007679592,0.000005513474],"about_ca_topic_score_codex":0.0035191805,"about_ca_topic_score_gemma":0.0027813294,"teacher_disagreement_score":0.0042424733,"about_ca_system_score_codex":0.00086113205,"about_ca_system_score_gemma":0.0012934869,"threshold_uncertainty_score":0.014192522},"labels":[],"label_agreement":null},{"id":"W2019479903","doi":"10.4064/am33-3-6","title":"Valuation and optimal design to defaultable security","year":2006,"lang":"en","type":"article","venue":"Applicationes Mathematicae","topic":"Stochastic processes and financial applications","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":"Valuation (finance); Stochastic differential equation; Mathematics; Actuarial science; Econometrics; Mathematical optimization; Mathematical economics; Applied mathematics; Economics; Finance","score_opus":0.03176833488856863,"score_gpt":0.23296351396463746,"score_spread":0.20119517907606882,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2019479903","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03275092,0.0003580744,0.9609333,0.00055348687,0.000042880733,0.000048767943,0.000036244957,0.00005513104,0.0052211657],"genre_scores_gemma":[0.89187187,0.0006769687,0.10309749,0.00009037041,0.000061687475,0.00012891399,0.0000524759,0.00003871475,0.003981594],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99885917,0.00074706844,0.000041524196,0.0001333672,0.00015638534,0.00006254045],"domain_scores_gemma":[0.99913317,0.0004120329,0.00013056464,0.000110743495,0.00013138015,0.000082155166],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023505914,0.0004998625,0.0007088515,0.00034389517,0.00028058095,0.0015175142,0.0007489766,0.0011092463,0.0031733434],"category_scores_gemma":[0.0053526354,0.00046384038,0.00046415417,0.00026185656,0.0010631249,0.0016932599,0.001008613,0.00107997,0.000331593],"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":[0.00015082318,0.00007448025,0.0004949845,0.00012420393,0.000031472868,0.00014544207,0.00010519368,0.32041276,0.0069909263,0.6447255,0.0011181558,0.025626116],"study_design_scores_gemma":[0.000052490144,0.0000978472,0.0001323668,0.00002387979,0.000013272434,0.000044629658,0.000017754315,0.783565,0.0012536116,0.21358225,0.0012060344,0.000010887392],"about_ca_topic_score_codex":0.00027635598,"about_ca_topic_score_gemma":0.00019345596,"teacher_disagreement_score":0.0031733434,"about_ca_system_score_codex":0.0009138027,"about_ca_system_score_gemma":0.0007631603,"threshold_uncertainty_score":0.0124313235},"labels":[],"label_agreement":null},{"id":"W2022139216","doi":"10.1016/j.jocs.2014.04.009","title":"High performance computing theory and applications – Proceedings of SHARCNET Research Day 2012 (Guelph, Ontario)","year":2014,"lang":"en","type":"article","venue":"Journal of Computational Science","topic":"Stochastic processes and financial applications","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":true,"ca_institutions":"Trent University; Perimeter Institute; University of Waterloo; Wilfrid Laurier University","funders":"","keywords":"Stochastic differential equation; Applied mathematics; Stochastic control; Optimal control; Computer science; Mathematics; Variation (astronomy); Variational principle; State space; Mathematical optimization; Mathematical analysis; Statistics; Physics","score_opus":0.03079851343778521,"score_gpt":0.27587276950170636,"score_spread":0.24507425606392114,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2022139216","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02429342,0.204268,0.3821239,0.09031886,0.055953484,0.0004874744,0.005919229,0.0049232184,0.2317125],"genre_scores_gemma":[0.13102873,0.07558625,0.15631269,0.0032676659,0.01241758,0.00036315538,0.006839078,0.0035986912,0.61058617],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99792117,0.00044240453,0.00012101451,0.00032925064,0.0009242697,0.0002619868],"domain_scores_gemma":[0.9935731,0.0016272373,0.00013049188,0.00086428015,0.0029496767,0.00085514836],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0051156776,0.0011143549,0.001563563,0.0019941062,0.0018380415,0.0051664175,0.001458527,0.0012595119,0.032093268],"category_scores_gemma":[0.007527843,0.0010992979,0.0005145096,0.00426189,0.002164565,0.002494648,0.0027132686,0.0027562971,0.007523826],"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":[0.00020843511,0.000079593985,0.00081305875,0.00022402145,0.00004339819,0.00005788686,0.00014791545,0.0040262844,0.001014043,0.027297286,0.7433828,0.2227053],"study_design_scores_gemma":[0.000044622077,0.000068776964,0.003934889,0.0002954318,0.000045068915,0.00015071448,0.00021953684,0.030867338,0.0027797949,0.041374695,0.9201692,0.00005010507],"about_ca_topic_score_codex":0.07446839,"about_ca_topic_score_gemma":0.1639706,"teacher_disagreement_score":0.07446839,"about_ca_system_score_codex":0.0059259627,"about_ca_system_score_gemma":0.0068731196,"threshold_uncertainty_score":0.14806986},"labels":[],"label_agreement":null},{"id":"W2023120208","doi":"10.2139/ssrn.2171734","title":"Option Pricing with Skew-Adjusted Multifractal Volatility","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 British Columbia","funders":"","keywords":"Skew; Download; Multifractal system; Volatility (finance); Computer science; Econometrics; World Wide Web; Economics; Mathematics; Telecommunications","score_opus":0.017447226465567126,"score_gpt":0.21716901158188115,"score_spread":0.19972178511631403,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2023120208","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2368088,0.00064688845,0.75760216,0.0009453166,0.00021020892,0.00003641353,0.000105804975,0.00026100042,0.0033834078],"genre_scores_gemma":[0.97711474,0.00026096075,0.01900347,0.0000767232,0.00020245742,0.000016092581,0.00006528986,0.000044869812,0.003215424],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99862206,0.0006817122,0.00007974033,0.00016519445,0.0003074177,0.00014390114],"domain_scores_gemma":[0.99392724,0.0033590032,0.00084381376,0.00068505923,0.0006673856,0.00051735324],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0046184305,0.00080718467,0.0011048197,0.00084748375,0.00043367821,0.0025294796,0.0014518927,0.0024873943,0.0030304731],"category_scores_gemma":[0.019669306,0.0005581734,0.0012087587,0.0012233206,0.0011808729,0.0058552125,0.0014873013,0.0019160769,0.00031057824],"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":[0.00017699793,0.00008103316,0.0035753695,0.000058203354,0.0001032155,0.00072849495,0.0001358337,0.22840841,0.003565439,0.7473931,0.00086699467,0.014907002],"study_design_scores_gemma":[0.000014463824,0.000020276588,0.0005536833,0.0000039698925,0.000011882762,0.00012091508,0.000009320227,0.87369573,0.00023887161,0.12516353,0.00014736339,0.000019980225],"about_ca_topic_score_codex":0.0013540115,"about_ca_topic_score_gemma":0.0009191087,"teacher_disagreement_score":0.0046184305,"about_ca_system_score_codex":0.00076792954,"about_ca_system_score_gemma":0.0007509259,"threshold_uncertainty_score":0.02442491},"labels":[],"label_agreement":null},{"id":"W2023123440","doi":"10.1145/1145768.1145782","title":"Application of high-precision computing for pricing arithmetic asian options","year":2006,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Asian option; Focus (optics); Computer science; Econometrics; Strike price; Market price; Economics; Mathematical optimization; Valuation of options; Microeconomics; Mathematics","score_opus":0.014637688003143653,"score_gpt":0.22705466777136,"score_spread":0.21241697976821633,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2023123440","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.034890838,0.0006930066,0.9558455,0.00038166597,0.00013345414,0.000039164974,0.00005350492,0.0007735211,0.00718929],"genre_scores_gemma":[0.52924716,0.00055499194,0.4678739,0.00011091278,0.00012023451,0.000047925605,0.000060553783,0.0000993466,0.0018850039],"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99903667,0.00033663973,0.00006521831,0.000093954666,0.00041392367,0.000053567976],"domain_scores_gemma":[0.99724364,0.001626775,0.0001912179,0.0005002803,0.00037292973,0.00006519296],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001360529,0.0005592379,0.0004538188,0.0007434389,0.0005255515,0.0013913481,0.0006802337,0.0005396643,0.0029817696],"category_scores_gemma":[0.0105104735,0.00022311856,0.00035583056,0.0012817065,0.00076335995,0.0011727493,0.0010973278,0.0012218964,0.0005610008],"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":[0.00033263967,0.00007757421,0.0031827926,0.00020769975,0.000084094776,0.000404676,0.00032891484,0.32539192,0.0147177,0.2040189,0.003500499,0.44775254],"study_design_scores_gemma":[0.000022298478,0.000043148477,0.0005623553,0.000025636526,0.000013367781,0.0001472566,0.000037143847,0.8970115,0.005096323,0.093057744,0.003963456,0.000019766607],"about_ca_topic_score_codex":0.0022188406,"about_ca_topic_score_gemma":0.0018002857,"teacher_disagreement_score":0.0029817696,"about_ca_system_score_codex":0.0004330148,"about_ca_system_score_gemma":0.00061617943,"threshold_uncertainty_score":0.009975076},"labels":[],"label_agreement":null},{"id":"W2023280563","doi":"10.1016/j.spl.2005.03.012","title":"Strong uniqueness for cyclically symbiotic branching diffusions","year":2005,"lang":"en","type":"article","venue":"Statistics & Probability Letters","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"","keywords":"Uniqueness; Mathematics; Brownian motion; Branching (polymer chemistry); Branching process; Mathematical analysis; Wiener process; Statistical physics; Applied mathematics; Combinatorics; Statistics; Physics","score_opus":0.027465771832891457,"score_gpt":0.24234202647827366,"score_spread":0.2148762546453822,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2023280563","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.33154783,0.0019932885,0.64400566,0.0025797293,0.00020728055,0.00009084973,0.000212746,0.00028757204,0.019075068],"genre_scores_gemma":[0.9320391,0.001939675,0.05203972,0.0006010414,0.0004042115,0.00023435838,0.00030306278,0.00020174804,0.012237146],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99781835,0.0008263809,0.00012969312,0.00047702517,0.00041600387,0.00033261714],"domain_scores_gemma":[0.9706463,0.018918796,0.0033216618,0.0013871859,0.0025560283,0.0031699687],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0061992765,0.0014940667,0.0024479597,0.0033790814,0.0025333285,0.004863859,0.0025782494,0.0031746363,0.0035636926],"category_scores_gemma":[0.032071013,0.001561104,0.0026071067,0.0019126311,0.006450097,0.0071419706,0.006906353,0.0051557473,0.00054172135],"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":[0.000053799795,0.000028638164,0.0007895214,0.00005492241,0.00006206135,0.00013544138,0.00022289956,0.0112371575,0.0014038151,0.9823744,0.0005042534,0.003133007],"study_design_scores_gemma":[0.000021684,0.000022307642,0.00028785886,0.00001813979,0.000014939753,0.00010618699,0.00005681753,0.06381877,0.00030505666,0.93469614,0.00062586815,0.00002624903],"about_ca_topic_score_codex":0.0013570427,"about_ca_topic_score_gemma":0.00091097824,"teacher_disagreement_score":0.0061992765,"about_ca_system_score_codex":0.0018070396,"about_ca_system_score_gemma":0.0019525412,"threshold_uncertainty_score":0.032785296},"labels":[],"label_agreement":null},{"id":"W2024056468","doi":"10.1016/s0304-4076(99)00018-4","title":"Pricing and hedging derivative securities with neural networks and a homogeneity hint","year":2000,"lang":"en","type":"article","venue":"Journal of Econometrics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":216,"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 Windsor; Université de Montréal","funders":"","keywords":"Econometrics; Black–Scholes model; Artificial neural network; Valuation of options; Feed forward; Feedforward neural network; Derivative (finance); Mathematics; Homogeneity (statistics); Applied mathematics; Computer science; Economics; Statistics; Financial economics; Artificial intelligence","score_opus":0.04593336869514718,"score_gpt":0.20165229448977515,"score_spread":0.15571892579462798,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2024056468","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.46433887,0.0009897276,0.52909005,0.001409866,0.00013397528,0.00003679215,0.00007969204,0.0002188838,0.0037021318],"genre_scores_gemma":[0.97938997,0.00018093915,0.017624008,0.000057374084,0.00006005852,0.000012935288,0.000030943058,0.000019067302,0.0026248563],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99963284,0.00018992212,0.000027051863,0.00006778226,0.00004302886,0.000039328897],"domain_scores_gemma":[0.99531966,0.0037694126,0.00029377808,0.00022867636,0.00024755282,0.0001408908],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002851856,0.00057363056,0.00088308874,0.0005372807,0.0003212319,0.0014474171,0.0011462758,0.0020134633,0.0017070645],"category_scores_gemma":[0.013097349,0.00075726333,0.0007330463,0.00050850975,0.0013852629,0.004004135,0.001135861,0.0016921366,0.00010533029],"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":[0.00041152365,0.00009773154,0.0018390099,0.000063542575,0.000098392906,0.00014025335,0.00007301287,0.87256646,0.0017349991,0.100878686,0.0005570932,0.021539371],"study_design_scores_gemma":[0.0000075430607,0.000007711798,0.00010343908,0.0000016245465,0.000005514265,0.000005257199,0.0000017675281,0.99112976,0.00010247391,0.008613546,0.000017855198,0.000003611794],"about_ca_topic_score_codex":0.0043312,"about_ca_topic_score_gemma":0.0029110585,"teacher_disagreement_score":0.0043312,"about_ca_system_score_codex":0.00082039123,"about_ca_system_score_gemma":0.00047941168,"threshold_uncertainty_score":0.01508224},"labels":[],"label_agreement":null},{"id":"W2024997127","doi":"10.1155/2014/920385","title":"Asymptotic Analysis of Shout Options Close to Expiry","year":2014,"lang":"en","type":"article","venue":"ISRN Applied Mathematics","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Limit (mathematics); Asymptotic expansion; Boundary (topology); Series (stratigraphy); Asymptotic analysis; Asymptotic analysis; Mathematical economics; Mathematics; Applied mathematics; Geology; Mathematical analysis","score_opus":0.02516404470873727,"score_gpt":0.23934579326276437,"score_spread":0.2141817485540271,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2024997127","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7213073,0.0022973628,0.25065753,0.0015078109,0.00018295746,0.00005934465,0.00009907612,0.00048486327,0.02340378],"genre_scores_gemma":[0.9865415,0.0005287103,0.0057118363,0.00010942962,0.00008081903,0.000035334237,0.00008182303,0.000094453775,0.006816041],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99949753,0.00018661532,0.00002017959,0.00006328133,0.00013851644,0.000093908595],"domain_scores_gemma":[0.99327964,0.0038045133,0.0010187353,0.00031746348,0.0008236881,0.0007559946],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002411699,0.00064613,0.0007388291,0.0017178302,0.00069035264,0.001499348,0.0017512509,0.001209167,0.003973098],"category_scores_gemma":[0.019140895,0.00044706138,0.000762121,0.00068371015,0.003144961,0.003090798,0.0020309524,0.0030545609,0.00032742257],"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":[0.0005321466,0.00022119691,0.0069757933,0.00034947385,0.00014822188,0.002384156,0.0011571313,0.2520461,0.022592928,0.6951594,0.0018881131,0.016545437],"study_design_scores_gemma":[0.000024948093,0.00007058242,0.0021771675,0.00005484586,0.000024572415,0.00022185771,0.00020947332,0.9281338,0.001515899,0.066750094,0.0007753268,0.00004144486],"about_ca_topic_score_codex":0.0028292616,"about_ca_topic_score_gemma":0.0013040128,"teacher_disagreement_score":0.003973098,"about_ca_system_score_codex":0.001070102,"about_ca_system_score_gemma":0.00053919276,"threshold_uncertainty_score":0.013291359},"labels":[],"label_agreement":null},{"id":"W2025228508","doi":"10.1007/s11147-012-9081-1","title":"Valuation of American partial barrier options","year":2012,"lang":"en","type":"article","venue":"Review of Derivatives Research","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Barrier option; Valuation (finance); Bivariate analysis; Valuation of options; Mathematics; Actuarial science; Economics; Mathematical economics; Econometrics; Statistics; Finance","score_opus":0.19093412921529007,"score_gpt":0.40501572094865285,"score_spread":0.21408159173336277,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2025228508","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.31516665,0.23264132,0.35563493,0.009671871,0.0010535872,0.00005487784,0.0003467844,0.00015967111,0.08527021],"genre_scores_gemma":[0.93326265,0.046489093,0.011723978,0.00013352274,0.0006997186,0.000015638263,0.00013261223,0.000016027323,0.0075267027],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99919516,0.00041473898,0.000034632933,0.00005850104,0.000264788,0.00003214771],"domain_scores_gemma":[0.99901354,0.00047989123,0.00013494315,0.00007062796,0.00020834495,0.000092700335],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016964491,0.00053055654,0.00056548155,0.0011191058,0.00020518368,0.0024964986,0.00054542685,0.0008247862,0.0011727348],"category_scores_gemma":[0.0044434243,0.00018966968,0.00037740884,0.0015900377,0.0012703097,0.0026680708,0.00053776236,0.0011208758,0.00013408398],"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":[0.00010470497,0.00005419304,0.0013965431,0.00020223045,0.00006432405,0.00016028885,0.000083724604,0.05171333,0.0042285156,0.80960697,0.0033020317,0.12908313],"study_design_scores_gemma":[0.000027672064,0.00007261654,0.0026376767,0.00015266765,0.000037206726,0.00032755116,0.00007733367,0.17356884,0.0014805985,0.80261236,0.018963285,0.00004228465],"about_ca_topic_score_codex":0.0006814298,"about_ca_topic_score_gemma":0.000449511,"teacher_disagreement_score":0.0024964986,"about_ca_system_score_codex":0.0007566693,"about_ca_system_score_gemma":0.00063991616,"threshold_uncertainty_score":0.00897181},"labels":[],"label_agreement":null},{"id":"W2025586852","doi":"10.1007/s11227-013-0893-z","title":"Normalized particle swarm optimization for complex chooser option pricing on graphics processing unit","year":2013,"lang":"en","type":"article","venue":"The Journal of Supercomputing","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":17,"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; University of Manitoba","keywords":"Computer science; Valuation of options; Particle swarm optimization; Exotic option; Mathematical optimization; Black–Scholes model; Binomial options pricing model; Profit (economics); Finance; Algorithm; Economics; Microeconomics; Volatility (finance); Mathematics","score_opus":0.06439300136935261,"score_gpt":0.2568065548535011,"score_spread":0.19241355348414851,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2025586852","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06581886,0.0002732769,0.9283905,0.00046593955,0.00016644271,0.00007961963,0.00009652571,0.00042804464,0.004280849],"genre_scores_gemma":[0.6301524,0.0001671717,0.36380675,0.00014408272,0.00007626901,0.0002307338,0.0001926683,0.00026328623,0.0049665486],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99959844,0.00022092892,0.000020952437,0.000041499006,0.00008557016,0.000032612108],"domain_scores_gemma":[0.998154,0.0012946088,0.00007652279,0.00011440158,0.00026864908,0.00009175749],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00130032,0.0006329679,0.0011269501,0.00059625605,0.0005947956,0.0009547681,0.0011294057,0.0014891522,0.003384536],"category_scores_gemma":[0.0046734707,0.0005624474,0.00066741015,0.0007694051,0.0007055656,0.00095306756,0.00092667085,0.0011890472,0.0003167753],"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":[0.000060511546,0.000030099258,0.00024061603,0.000020549414,0.000016693828,0.000028062523,0.00002274437,0.98234105,0.0003476646,0.005854941,0.0007717209,0.010265403],"study_design_scores_gemma":[0.0000025020854,0.000001582683,0.000010035839,3.2675342e-7,4.0260215e-7,4.6053344e-7,8.3744413e-7,0.9995053,0.000017749848,0.00043484956,0.000025262603,5.8901105e-7],"about_ca_topic_score_codex":0.015220708,"about_ca_topic_score_gemma":0.009624966,"teacher_disagreement_score":0.015220708,"about_ca_system_score_codex":0.0010154833,"about_ca_system_score_gemma":0.0014164688,"threshold_uncertainty_score":0.030264199},"labels":[],"label_agreement":null},{"id":"W2026388495","doi":"10.1016/j.insmatheco.2005.06.005","title":"Optimal stopping behavior of equity-linked investment products with regime switching","year":2005,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Stochastic processes and financial applications","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":"Surrender; Equity (law); Economics; Maturity (psychological); Index (typography); Microeconomics; Product (mathematics); Econometrics; Financial economics; Actuarial science; Computer science; Mathematics","score_opus":0.04066441547962485,"score_gpt":0.2407794114780642,"score_spread":0.20011499599843935,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2026388495","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.83979213,0.0004209063,0.15300989,0.0007397574,0.0000466338,0.000046735575,0.0000811536,0.00012591558,0.0057368544],"genre_scores_gemma":[0.98612463,0.00021576107,0.0078950245,0.000044936853,0.000031223917,0.000032820586,0.000081352984,0.000039747312,0.005534543],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99924123,0.0003476725,0.00003739885,0.00014554297,0.00009247437,0.00013569383],"domain_scores_gemma":[0.9854732,0.010605054,0.0016972204,0.00040174276,0.0006945621,0.0011282574],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004785437,0.0007485945,0.0013184244,0.001226726,0.0006140256,0.0031512969,0.0012521185,0.0022950908,0.004399584],"category_scores_gemma":[0.017694239,0.0010425702,0.0008594897,0.0006654908,0.0021940398,0.0034538913,0.0011910802,0.0016069768,0.00031407573],"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":[0.0006517696,0.00026472687,0.0066261482,0.00015679897,0.00017834011,0.0005335114,0.00038672215,0.41414768,0.005791659,0.55483377,0.0013301874,0.015098713],"study_design_scores_gemma":[0.000050388167,0.000087019944,0.0012049858,0.000018865205,0.00003731266,0.00005308765,0.00004345136,0.86955345,0.0007540367,0.12797572,0.00019734314,0.00002437812],"about_ca_topic_score_codex":0.0013387334,"about_ca_topic_score_gemma":0.0011625594,"teacher_disagreement_score":0.004785437,"about_ca_system_score_codex":0.0016418376,"about_ca_system_score_gemma":0.0010613191,"threshold_uncertainty_score":0.025308073},"labels":[],"label_agreement":null},{"id":"W2026701194","doi":"10.1214/aop/1029867124","title":"The Euler scheme with irregular coefficients","year":2002,"lang":"en","type":"article","venue":"The Annals of Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":93,"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; Pacific Institute for the Mathematical Sciences","funders":"Purdue University","keywords":"Mathematics; Lebesgue measure; Stochastic differential equation; Euler's formula; Semi-implicit Euler method; Weak convergence; Mathematical analysis; Rate of convergence; Euler method; Convergence (economics); Monte Carlo method; Applied mathematics; Dominated convergence theorem; Zero (linguistics); Backward Euler method; Euler equations; Lebesgue integration; Convergence tests; Statistics","score_opus":0.11781107451772314,"score_gpt":0.26164389565345053,"score_spread":0.14383282113572737,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2026701194","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.25764984,0.0020707415,0.6904771,0.0020069052,0.0005027163,0.00007378188,0.0002835727,0.00015427686,0.04678111],"genre_scores_gemma":[0.9002817,0.0012876736,0.07336081,0.00010924555,0.00013874684,0.0000721572,0.0001900567,0.0000644338,0.024495132],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996419,0.00013876216,0.00002196047,0.0000489348,0.00010792008,0.00004047192],"domain_scores_gemma":[0.9987564,0.0004631142,0.0001465602,0.00027253054,0.00020038632,0.00016097777],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012356996,0.00032126313,0.00040907835,0.00074503396,0.0005137745,0.0014079544,0.00044163395,0.00075489364,0.0028832408],"category_scores_gemma":[0.005955714,0.00028108593,0.00037293782,0.00059277884,0.0018779186,0.002004681,0.0017978863,0.0016415258,0.00043182145],"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":[0.000015996524,0.000003448759,0.0001933186,0.000013894391,0.0000022068118,0.000017039323,0.00004657881,0.035192616,0.0005520759,0.959153,0.00035599465,0.0044539543],"study_design_scores_gemma":[0.000016593165,0.000016426146,0.00016048168,0.000022920436,0.0000027528101,0.00002806758,0.000016550874,0.33173695,0.000462697,0.66273814,0.0047866246,0.000011804405],"about_ca_topic_score_codex":0.0014738075,"about_ca_topic_score_gemma":0.00074289716,"teacher_disagreement_score":0.0028832408,"about_ca_system_score_codex":0.0010757487,"about_ca_system_score_gemma":0.0009287777,"threshold_uncertainty_score":0.009645462},"labels":[],"label_agreement":null},{"id":"W2026872648","doi":"10.1016/j.camwa.2011.04.050","title":"Characteristic functions and option valuation in a Markov chain market","year":2011,"lang":"en","type":"article","venue":"Computers & Mathematics with Applications","topic":"Stochastic processes and financial applications","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 Calgary","funders":"Australian Research Council","keywords":"Markov chain; Mathematics; Valuation of options; Valuation (finance); Asian option; Econometrics; Markov chain mixing time; Discrete time and continuous time; Markov renewal process; Mathematical optimization; Path dependent; Applied mathematics; Markov property; Mathematical economics; Markov model; Economics; Statistics; Finance","score_opus":0.03240610010920107,"score_gpt":0.20589169998753218,"score_spread":0.17348559987833112,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2026872648","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.33228454,0.0014218026,0.6529785,0.0034030657,0.00013096003,0.00008626395,0.00025374815,0.00022030076,0.009220804],"genre_scores_gemma":[0.96611094,0.0008943901,0.024415374,0.0001899431,0.00019342524,0.00011570575,0.00019372965,0.000068721354,0.007817952],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99811697,0.001073869,0.00008709898,0.00020570324,0.0003176077,0.000198783],"domain_scores_gemma":[0.97539514,0.020063972,0.0018426991,0.0004939051,0.00087160023,0.0013326367],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0060323784,0.0010217733,0.0020049443,0.0023592364,0.001065669,0.004833858,0.0019570654,0.003267996,0.0042037545],"category_scores_gemma":[0.022717826,0.0009922973,0.0013101988,0.0023161615,0.004275173,0.009047616,0.0017110198,0.003021333,0.00031444515],"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":[0.000097889664,0.00005613032,0.00086047134,0.00003868336,0.00003100284,0.00014291286,0.0001523986,0.07785415,0.00048332874,0.9166999,0.00050398585,0.0030791133],"study_design_scores_gemma":[0.00003434056,0.000016338863,0.00020219816,0.000011700646,0.000009161129,0.000036068173,0.00002080863,0.4201806,0.00008318539,0.57918245,0.00020176264,0.000021428254],"about_ca_topic_score_codex":0.0037777366,"about_ca_topic_score_gemma":0.0024289167,"teacher_disagreement_score":0.0060323784,"about_ca_system_score_codex":0.0027650148,"about_ca_system_score_gemma":0.0020028977,"threshold_uncertainty_score":0.03190267},"labels":[],"label_agreement":null},{"id":"W2027562041","doi":"10.1239/jap/1208358962","title":"Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps","year":2008,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"Third World Academy of Sciences; University of Technology Sydney","keywords":"Mathematics; Stochastic differential equation; Applied mathematics; Stochastic partial differential equation; Weak convergence; Generalization; Convergence (economics); Differential equation; Mathematical analysis","score_opus":0.035054197887631915,"score_gpt":0.22588949635866426,"score_spread":0.19083529847103234,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2027562041","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.016679961,0.000996023,0.9776068,0.00046419262,0.00014733922,0.000022183121,0.000056139328,0.000153348,0.003874046],"genre_scores_gemma":[0.68577504,0.0026703938,0.28430417,0.00047028993,0.00040883213,0.00025840232,0.0003361679,0.000265408,0.025511308],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992072,0.00036247738,0.000050753184,0.0000701432,0.00025901498,0.000050533145],"domain_scores_gemma":[0.99800164,0.0011696501,0.00021037014,0.0001882849,0.0002659541,0.00016418585],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017918294,0.0006222812,0.00067160197,0.00095192774,0.00044249572,0.0012999505,0.00092464674,0.0009337728,0.001761365],"category_scores_gemma":[0.005031518,0.0003875642,0.0008130601,0.0005905131,0.0016896012,0.0016491408,0.002144056,0.0022512558,0.00051431765],"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":[0.00005624524,0.00003202951,0.0007732813,0.00017833612,0.000041212297,0.0001666337,0.00022815149,0.19701599,0.0061746393,0.76990026,0.0014247386,0.024008371],"study_design_scores_gemma":[0.000007574297,0.000022124035,0.00008900432,0.000014911766,0.0000061737946,0.000027609116,0.000018081651,0.90072733,0.00090531725,0.0965705,0.0016012087,0.000010122286],"about_ca_topic_score_codex":0.0014958355,"about_ca_topic_score_gemma":0.0015792887,"teacher_disagreement_score":0.0017918294,"about_ca_system_score_codex":0.00092137826,"about_ca_system_score_gemma":0.0005918302,"threshold_uncertainty_score":0.009476244},"labels":[],"label_agreement":null},{"id":"W2027870053","doi":"10.1007/s11009-007-9051-5","title":"Multiple Priors and Asset Pricing","year":2008,"lang":"en","type":"article","venue":"Methodology And Computing In Applied Probability","topic":"Stochastic processes and financial applications","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":"Prior probability; Kurtosis; Econometrics; Mathematics; Markov chain; Volatility (finance); Statistics; Bayesian probability","score_opus":0.13162879836705374,"score_gpt":0.276256557579953,"score_spread":0.14462775921289925,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2027870053","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.010178507,0.0034878347,0.9760276,0.0032750163,0.0003269923,0.000016732674,0.00005594195,0.00014024654,0.0064911316],"genre_scores_gemma":[0.57815146,0.006180552,0.3898229,0.000979053,0.0023040012,0.00018159761,0.0002944142,0.0004143599,0.021671673],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9968521,0.0018316405,0.00014783493,0.00041485575,0.0006253433,0.00012831169],"domain_scores_gemma":[0.98251617,0.013818721,0.0008033977,0.0014590252,0.000995244,0.0004075617],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0063485396,0.0009158101,0.0017649134,0.001846263,0.0008634836,0.003976772,0.0018663733,0.0022869196,0.005167255],"category_scores_gemma":[0.03224199,0.0011051549,0.0011113278,0.002051865,0.003762408,0.0071135233,0.002204577,0.0044936524,0.0007901509],"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":[0.000012130368,0.000022400727,0.00024117183,0.000037699905,0.000025593392,0.000031278025,0.000062385276,0.024059592,0.00013978043,0.95817167,0.0012394808,0.015956867],"study_design_scores_gemma":[0.0000030840488,0.0000026293471,0.00008917496,0.0000103570665,0.000004281304,0.000015757707,0.000006271846,0.06607165,0.00005560287,0.9324625,0.0012731339,0.000005482581],"about_ca_topic_score_codex":0.0018922169,"about_ca_topic_score_gemma":0.0011972449,"teacher_disagreement_score":0.0063485396,"about_ca_system_score_codex":0.0016901884,"about_ca_system_score_gemma":0.0011834482,"threshold_uncertainty_score":0.03357464},"labels":[],"label_agreement":null},{"id":"W2028496885","doi":"10.1007/s10255-013-0246-y","title":"Portfolio optimization with uncertain exit time in infinite-time horizon","year":2013,"lang":"en","type":"article","venue":"Acta Mathematicae Applicatae Sinica English Series","topic":"Stochastic processes and financial applications","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":"Portfolio; Efficient frontier; Portfolio optimization; Dynamic programming; Convergence (economics); Variance (accounting); Mathematical optimization; Time horizon; Horizon; Computer science; Frontier; Modern portfolio theory; Mathematics; Economics; Finance","score_opus":0.01176045400342194,"score_gpt":0.19601074445335795,"score_spread":0.18425029044993602,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2028496885","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09836518,0.0039495337,0.88364655,0.0025964233,0.0002718489,0.000045192282,0.00026366118,0.00019893215,0.010662689],"genre_scores_gemma":[0.9382971,0.0022641893,0.0342402,0.0002899171,0.00033166207,0.00013954262,0.00039127166,0.00015097136,0.023895057],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.998456,0.00070860464,0.00008836233,0.00030626057,0.000243121,0.00019768426],"domain_scores_gemma":[0.98823845,0.00892141,0.0012815718,0.00025748275,0.0005635499,0.0007373603],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0057355305,0.001823684,0.0032611068,0.0013308477,0.0005963456,0.0030108544,0.001917114,0.0035737068,0.003665392],"category_scores_gemma":[0.021907285,0.0013097447,0.0014903708,0.0016797076,0.0019261929,0.0042870943,0.00216806,0.0033201536,0.00033141035],"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":[0.00020477867,0.00007888058,0.0012733728,0.00026832815,0.00016484396,0.00051737146,0.00009213354,0.73209035,0.00081616873,0.25465116,0.0015024068,0.00834025],"study_design_scores_gemma":[0.00002366164,0.000038175698,0.0002553411,0.000020395273,0.000034859026,0.000059289625,0.000012879807,0.93625575,0.00012757943,0.06280363,0.0003525878,0.000015815729],"about_ca_topic_score_codex":0.0018679189,"about_ca_topic_score_gemma":0.0010067851,"teacher_disagreement_score":0.0057355305,"about_ca_system_score_codex":0.0016642008,"about_ca_system_score_gemma":0.0012008357,"threshold_uncertainty_score":0.030332744},"labels":[],"label_agreement":null},{"id":"W2029150531","doi":"10.2139/ssrn.593584","title":"Calculating Risk Neutral Probabilities and Optimal Portfolio Policies in a Dynamic Investment Model with Downside Risk Control","year":2004,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 British Columbia","funders":"","keywords":"Downside risk; Portfolio; Economics; Econometrics; Investment (military); Control (management); Portfolio optimization; Actuarial science; Financial economics","score_opus":0.006866292373807169,"score_gpt":0.20043961011938316,"score_spread":0.19357331774557598,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2029150531","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.20091426,0.0003746653,0.7919652,0.0008126847,0.00005464415,0.00006137657,0.0001087774,0.00022161464,0.005486799],"genre_scores_gemma":[0.9132206,0.00032657117,0.08273941,0.000074835654,0.000056195004,0.000102168895,0.00014264308,0.00008702499,0.003250606],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999461,0.00023404969,0.0000310699,0.00010324919,0.000104591265,0.00006600673],"domain_scores_gemma":[0.99369895,0.005256122,0.00046545995,0.00014485227,0.00022709057,0.00020751504],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021268558,0.0006100461,0.0012358068,0.0009779871,0.00054626056,0.002089679,0.0011312454,0.0020195954,0.0028086917],"category_scores_gemma":[0.013832893,0.0013616974,0.0007362636,0.000792538,0.0010040964,0.00254258,0.0014068473,0.0014326273,0.00021493301],"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":[0.00002388534,0.000015562897,0.00038342856,0.00001498989,0.000013847803,0.000032946467,0.0000123863765,0.97796917,0.00010718612,0.018958397,0.00011980258,0.0023484265],"study_design_scores_gemma":[0.000005419875,0.0000044121807,0.000048066755,0.0000025644097,0.000004181171,0.0000049561704,0.00000291792,0.9884222,0.000062720705,0.011399078,0.00004090011,0.0000025609977],"about_ca_topic_score_codex":0.006326814,"about_ca_topic_score_gemma":0.0036298526,"teacher_disagreement_score":0.006326814,"about_ca_system_score_codex":0.001630999,"about_ca_system_score_gemma":0.001728932,"threshold_uncertainty_score":0.0125799775},"labels":[],"label_agreement":null},{"id":"W2029329838","doi":"10.1007/s11227-008-0182-4","title":"A software architecture framework for on-line option pricing","year":2008,"lang":"en","type":"article","venue":"The Journal of Supercomputing","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Computer science; Architecture; Valuation of options; Mobile device; Distributed computing; Operating system; Finance","score_opus":0.06088063218122076,"score_gpt":0.26091719210250686,"score_spread":0.2000365599212861,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2029329838","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0041483655,0.000074030926,0.97939634,0.00012898276,0.000040043746,0.00010125576,0.00008984513,0.014470667,0.0015504628],"genre_scores_gemma":[0.16836208,0.00032255694,0.81653166,0.00029150376,0.00009469682,0.000574526,0.0012673968,0.0057850033,0.006770501],"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99784124,0.000510983,0.00024503257,0.00022817274,0.00089346105,0.00028109766],"domain_scores_gemma":[0.9960445,0.0010689752,0.00021693102,0.0015755142,0.00084986375,0.00024430227],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0035752333,0.0014733004,0.001011335,0.0015892182,0.0009767286,0.005055607,0.0047858465,0.0027920003,0.0077785635],"category_scores_gemma":[0.008422291,0.0016081188,0.0022332221,0.0013510707,0.0012695465,0.004823613,0.0031287381,0.0037354075,0.003063906],"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":[0.0006736968,0.00068676093,0.0049006315,0.00040316535,0.00043194625,0.0009695518,0.0009687292,0.28745133,0.019429976,0.26152855,0.028528465,0.39402726],"study_design_scores_gemma":[0.00011632851,0.00007398558,0.0003175049,0.000058976937,0.00008176479,0.00015461975,0.00004241885,0.8960842,0.007035541,0.07473357,0.021246992,0.000054136388],"about_ca_topic_score_codex":0.0069341217,"about_ca_topic_score_gemma":0.0054819854,"teacher_disagreement_score":0.0077785635,"about_ca_system_score_codex":0.0013139141,"about_ca_system_score_gemma":0.0019871169,"threshold_uncertainty_score":0.026021838},"labels":[],"label_agreement":null},{"id":"W2029679737","doi":"10.1016/j.spl.2007.07.016","title":"FBSDE approach to utility portfolio selection in a market with random parameters","year":2007,"lang":"en","type":"article","venue":"Statistics & Probability Letters","topic":"Stochastic processes and financial applications","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":"Université du Québec à Montréal","funders":"","keywords":"Portfolio; Mathematics; Stochastic differential equation; Brownian motion; Mathematical optimization; Volatility (finance); Computation; Exponential utility; Exponential function; Selection (genetic algorithm); Geometric Brownian motion; Portfolio optimization; Econometrics; Applied mathematics; Mathematical economics; Diffusion process; Economics; Mathematical analysis; Computer science; Statistics; Algorithm; Finance","score_opus":0.02106201771518809,"score_gpt":0.21949668329088443,"score_spread":0.19843466557569633,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2029679737","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009905916,0.00040316273,0.9854175,0.0006369116,0.000067882575,0.00003748528,0.00008075783,0.000057063568,0.0033933443],"genre_scores_gemma":[0.6101496,0.0024465183,0.33624107,0.0008389948,0.0007057849,0.00067322457,0.00057854434,0.0003009692,0.04806526],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99826753,0.001109789,0.00005971726,0.00013577212,0.00032187332,0.000105255596],"domain_scores_gemma":[0.994166,0.004465364,0.00023899754,0.0002886938,0.0005795722,0.00026138106],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005281642,0.0010954469,0.0026658818,0.0016976488,0.0005133396,0.0027878522,0.0023274093,0.0024799306,0.0049007875],"category_scores_gemma":[0.014846295,0.0012780902,0.0014384647,0.0015422263,0.0016765768,0.0028792378,0.0021897014,0.002308994,0.00058281503],"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":[0.00006510013,0.00007122262,0.0005884569,0.000083393315,0.00011136338,0.00018170352,0.00006914248,0.45918638,0.00049331243,0.52320665,0.0022024435,0.013740797],"study_design_scores_gemma":[0.000013963805,0.000011200934,0.000059940077,0.000008399047,0.000012038769,0.000024160401,0.000006055251,0.915937,0.00007069297,0.08340396,0.0004465016,0.000006172738],"about_ca_topic_score_codex":0.0028990295,"about_ca_topic_score_gemma":0.0020372751,"teacher_disagreement_score":0.005281642,"about_ca_system_score_codex":0.0015940344,"about_ca_system_score_gemma":0.0012232215,"threshold_uncertainty_score":0.027932346},"labels":[],"label_agreement":null},{"id":"W2029681675","doi":"10.1287/mnsc.48.5.625.7803","title":"A Dynamic Programming Procedure for Pricing American-Style Asian Options","year":2002,"lang":"en","type":"article","venue":"Management Science","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":43,"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 Montréal; Group for Research in Decision Analysis","funders":"","keywords":"Piecewise; Bellman equation; Finite difference methods for option pricing; Mathematical optimization; Dynamic programming; Asian option; Consistency (knowledge bases); Monte Carlo methods for option pricing; Convergence (economics); Trinomial tree; Computer science; Valuation of options; Binomial options pricing model; Value (mathematics); Mathematical economics; Function (biology); Black–Scholes model; Mathematics; Dynamic pricing; Applied mathematics; Economics; Econometrics; Artificial intelligence; Microeconomics","score_opus":0.020152219930718127,"score_gpt":0.24021611455362182,"score_spread":0.2200638946229037,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2029681675","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0007371138,0.000029540477,0.9982262,0.0000447774,0.00001162617,0.000018065999,0.000012408139,0.00004639363,0.00087395584],"genre_scores_gemma":[0.071258225,0.00034893316,0.9232241,0.00006704201,0.000054179203,0.00029143,0.00010224655,0.00011975239,0.004534084],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994074,0.0002201078,0.000028256163,0.000108271815,0.0001997813,0.000036146183],"domain_scores_gemma":[0.9994247,0.0003342525,0.000050946495,0.000047792295,0.000110500834,0.00003185767],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016431496,0.00070565974,0.0006708494,0.00073263707,0.00074560044,0.0009929282,0.0011854385,0.0010509308,0.004723101],"category_scores_gemma":[0.0041223196,0.00047027227,0.0008522186,0.001177809,0.0009332524,0.0013614355,0.0011949417,0.0027497031,0.00095633353],"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":[0.000040354425,0.00009416309,0.0002646533,0.00010195061,0.00003573244,0.000108481465,0.0001339101,0.3927608,0.0053281616,0.41319174,0.0032660847,0.184674],"study_design_scores_gemma":[0.000019823055,0.00004354188,0.00012297637,0.000023075923,0.00001554504,0.00009772373,0.000018060167,0.8384551,0.0018684494,0.15264392,0.0066551166,0.000036692247],"about_ca_topic_score_codex":0.0022881213,"about_ca_topic_score_gemma":0.0025574518,"teacher_disagreement_score":0.004723101,"about_ca_system_score_codex":0.00071741076,"about_ca_system_score_gemma":0.001521412,"threshold_uncertainty_score":0.015800357},"labels":[],"label_agreement":null},{"id":"W2029894819","doi":"10.1111/j.1467-9965.2005.00229.x","title":"MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS","year":2005,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Doob's martingale inequality; Local martingale; Mathematics; Hellinger distance; Martingale (probability theory); Martingale pricing; Martingale difference sequence; Entropy (arrow of time); Kullback–Leibler divergence; Bounded function; Applied mathematics; Statistics; Mathematical analysis; Physics","score_opus":0.02821021363912475,"score_gpt":0.22433993078417114,"score_spread":0.1961297171450464,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2029894819","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3525061,0.0014601278,0.6346658,0.0011285436,0.00004820474,0.000068730675,0.00024779467,0.00012440272,0.009750365],"genre_scores_gemma":[0.95539314,0.00055893074,0.04076442,0.00009841385,0.000089613844,0.00010955379,0.00015672635,0.00004339356,0.0027856708],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99881834,0.00045762755,0.00007242528,0.0002327643,0.00027135856,0.00014755185],"domain_scores_gemma":[0.99644,0.0018607932,0.0006485513,0.00025035112,0.00038514688,0.00041523037],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033345341,0.0006890134,0.0011655982,0.0017385805,0.0008159695,0.0022843753,0.0010237381,0.0010191426,0.0012323403],"category_scores_gemma":[0.007676212,0.0005051873,0.0010178253,0.0006535371,0.003460645,0.0036429411,0.0016376567,0.0012439591,0.00011837276],"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":[0.000033305507,0.000019831943,0.0006842895,0.00006522786,0.00003653756,0.00007991892,0.0000869682,0.03179706,0.0016260449,0.96222365,0.0002937395,0.0030534726],"study_design_scores_gemma":[0.000016485012,0.000050492126,0.0009941915,0.000028633833,0.000016109741,0.00004690128,0.00003260346,0.18336609,0.0010108908,0.81362784,0.0007802216,0.000029473851],"about_ca_topic_score_codex":0.0009812944,"about_ca_topic_score_gemma":0.0006216004,"teacher_disagreement_score":0.0033345341,"about_ca_system_score_codex":0.0021557924,"about_ca_system_score_gemma":0.0013763326,"threshold_uncertainty_score":0.017634928},"labels":[],"label_agreement":null},{"id":"W2030064313","doi":"10.1016/j.jmaa.2011.12.038","title":"Cross a barrier to reach barrier options","year":2011,"lang":"en","type":"article","venue":"Journal of Mathematical Analysis and Applications","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Barrier option; Mathematics; Reflection (computer programming); Reflection principle (Wiener process); Event (particle physics); Type (biology); Asset (computer security); Calculus (dental); Mathematical economics; Applied mathematics; Mathematical optimization; Computer science; Geology; Physics; Quantum mechanics","score_opus":0.03451161503173969,"score_gpt":0.26391184167177184,"score_spread":0.22940022664003215,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2030064313","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.36824146,0.0014130794,0.54705524,0.004165215,0.0005955693,0.0001632554,0.00014598074,0.00057616923,0.07764406],"genre_scores_gemma":[0.9269899,0.00039667622,0.032475892,0.00051659567,0.00012897821,0.000096304204,0.000074095056,0.00021041554,0.039111122],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99932456,0.00020780627,0.000034646633,0.00009995694,0.00017714215,0.00015589342],"domain_scores_gemma":[0.99655306,0.001277812,0.00041971987,0.00038553792,0.00043457787,0.0009292846],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017603826,0.00075259333,0.001150261,0.001025503,0.0009355614,0.0026245671,0.0013539741,0.0031223586,0.012937902],"category_scores_gemma":[0.009947848,0.00058905885,0.0013873205,0.00050445256,0.0015732792,0.0048284153,0.003966876,0.005023223,0.0012155245],"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":[0.00017922289,0.00009588418,0.0006049338,0.000089787965,0.00007092301,0.00059965317,0.0001821147,0.024778644,0.0053775404,0.9563899,0.0023129242,0.0093184],"study_design_scores_gemma":[0.00008553469,0.00024442413,0.00054222875,0.00006532367,0.000057946956,0.00079658086,0.00019525495,0.26686454,0.0021760068,0.7227901,0.006128933,0.000053180247],"about_ca_topic_score_codex":0.0008043185,"about_ca_topic_score_gemma":0.0004787258,"teacher_disagreement_score":0.012937902,"about_ca_system_score_codex":0.00063830474,"about_ca_system_score_gemma":0.0009158332,"threshold_uncertainty_score":0.043281615},"labels":[],"label_agreement":null},{"id":"W2030331856","doi":"10.5539/ijsp.v2n4p56","title":"Measuring Average Rate of Return of Pensions: A Discrete, Stochastic and Continuous Price Index Approaches","year":2013,"lang":"en","type":"article","venue":"International Journal of Statistics and Probability","topic":"Stochastic processes and financial applications","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":"Index (typography); Mathematics; Rate of return; Index fund; Pension; Price index; Econometrics; Product (mathematics); Discrete time and continuous time; Economics; Statistics; Computer science; Finance","score_opus":0.044659877392770275,"score_gpt":0.22760788343402635,"score_spread":0.18294800604125608,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2030331856","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.033558715,0.0021132573,0.9608749,0.00027156647,0.00009683999,0.000026236881,0.000078412646,0.00009850261,0.002881529],"genre_scores_gemma":[0.7635828,0.0028681674,0.23083933,0.00006709736,0.0005127955,0.00010888578,0.00019322317,0.00007091335,0.0017568022],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99626106,0.0010672129,0.00034927897,0.000731596,0.0014636804,0.00012720686],"domain_scores_gemma":[0.99103117,0.005065146,0.0017293838,0.0009873146,0.0009268287,0.00026019113],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003909452,0.00062615896,0.00090220163,0.002861036,0.00029656524,0.0033564554,0.0015388282,0.0012941677,0.0011684413],"category_scores_gemma":[0.017944677,0.0003400889,0.0008864736,0.0022725773,0.0015855824,0.006305135,0.0012737936,0.0016087329,0.00026909687],"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":[0.00016472195,0.00013790547,0.010070992,0.00043381946,0.00015826992,0.00031647325,0.000342532,0.24881469,0.008620531,0.57719445,0.0008611402,0.15288448],"study_design_scores_gemma":[0.000017372115,0.00021812895,0.0032295282,0.00006395481,0.000057819587,0.0004364716,0.00007957863,0.80232316,0.004695061,0.18479799,0.003993509,0.000087384855],"about_ca_topic_score_codex":0.00059557735,"about_ca_topic_score_gemma":0.0002025141,"teacher_disagreement_score":0.003909452,"about_ca_system_score_codex":0.00092709693,"about_ca_system_score_gemma":0.0006379262,"threshold_uncertainty_score":0.02067542},"labels":[],"label_agreement":null},{"id":"W2030702013","doi":"10.1090/tran/6729","title":"Multidimensional stochastic differential equations with distributional drift","year":2015,"lang":"en","type":"article","venue":"Transactions of the American Mathematical Society","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"Fondation Mathématique Jacques Hadamard; Agence Nationale de la Recherche","keywords":"Mathematics; Stochastic differential equation; Sobolev space; Class (philosophy); Mathematical analysis; Distribution (mathematics); Differential equation; Stochastic partial differential equation; Applied mathematics; Kolmogorov equations (Markov jump process); Order (exchange); Differential algebraic equation; Ordinary differential equation","score_opus":0.027155305052175654,"score_gpt":0.23417600881929512,"score_spread":0.20702070376711948,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2030702013","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19738658,0.0037536796,0.77613825,0.0050745886,0.0008646993,0.00007547034,0.00024319644,0.0001084942,0.016355034],"genre_scores_gemma":[0.91343015,0.002959519,0.051908717,0.00064171397,0.0007382269,0.00015746708,0.00020850815,0.00007468598,0.029880997],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99915195,0.00030440095,0.00006412477,0.00014431072,0.00025861312,0.00007664833],"domain_scores_gemma":[0.9984938,0.000652736,0.0003246942,0.00009240635,0.00025298522,0.00018346412],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018392035,0.0009849783,0.0012468706,0.0009621603,0.0006805223,0.0018625497,0.0010690825,0.002283143,0.0012369992],"category_scores_gemma":[0.0046857484,0.0004929474,0.001277197,0.0009322562,0.0018241127,0.0028078612,0.0022748378,0.0022191522,0.00022408794],"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":[0.00003665796,0.000045118966,0.0010103688,0.000092456175,0.00005915807,0.0005405781,0.00015267976,0.1060838,0.0045993943,0.88353664,0.0006393277,0.0032039771],"study_design_scores_gemma":[0.000026799156,0.000038628856,0.0005861873,0.000019350113,0.0000205073,0.00019935594,0.000050632912,0.83105206,0.00053450715,0.16595404,0.0014790822,0.00003882971],"about_ca_topic_score_codex":0.0024164394,"about_ca_topic_score_gemma":0.0016915915,"teacher_disagreement_score":0.0024164394,"about_ca_system_score_codex":0.0013006013,"about_ca_system_score_gemma":0.0012193786,"threshold_uncertainty_score":0.009726763},"labels":[],"label_agreement":null},{"id":"W2030828704","doi":"10.1137/030602630","title":"A Semi-Lagrangian Approach for American Asian Options under Jump Diffusion","year":2005,"lang":"en","type":"article","venue":"SIAM Journal on Scientific Computing","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":101,"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":"Mathematics; Rate of convergence; Monotonic function; Applied mathematics; Lagrangian; Volatility (finance); Jump; Convergence (economics); Stability (learning theory); Order (exchange); Stochastic game; Diffusion; Mathematical analysis; Mathematical economics; Econometrics; Computer science; Thermodynamics; Economics; Physics","score_opus":0.03530168075740968,"score_gpt":0.26191764414649576,"score_spread":0.22661596338908607,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2030828704","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012368987,0.00038966522,0.98032445,0.00032339458,0.000079750054,0.00005342001,0.000045380228,0.000078517834,0.0063363616],"genre_scores_gemma":[0.5422414,0.0011395214,0.43206203,0.0002164605,0.00020144536,0.0004762933,0.00017895541,0.00016872323,0.023315271],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9998312,0.00007136487,0.000007927403,0.000012743881,0.00006158294,0.000015049308],"domain_scores_gemma":[0.9996113,0.00019723958,0.000043876957,0.000021664957,0.00007380785,0.000052237476],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00077926397,0.0006873643,0.0007853104,0.000487377,0.0005425926,0.00095190783,0.0012156548,0.0012014133,0.003640116],"category_scores_gemma":[0.0010649251,0.00037835914,0.0008919525,0.00038715766,0.0010476665,0.0007041684,0.001358044,0.0013056428,0.00045130184],"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":[0.000040546303,0.000049485167,0.0003789352,0.00013640431,0.00003896081,0.0002568225,0.00011300303,0.84670824,0.0039672204,0.12713143,0.0010651858,0.02011381],"study_design_scores_gemma":[0.0000040644495,0.000007675659,0.000018176886,0.000003385369,0.0000015686732,0.000010179219,0.000004310683,0.9951982,0.00009845486,0.0042359005,0.0004149392,0.000003245336],"about_ca_topic_score_codex":0.0040510814,"about_ca_topic_score_gemma":0.0036567026,"teacher_disagreement_score":0.0040510814,"about_ca_system_score_codex":0.0007392376,"about_ca_system_score_gemma":0.001265108,"threshold_uncertainty_score":0.012177408},"labels":[],"label_agreement":null},{"id":"W2031982861","doi":"10.1081/sap-200044465","title":"Hidden Markov Chain Filtering for a Jump Diffusion Model","year":2005,"lang":"en","type":"article","venue":"Stochastic Analysis and Applications","topic":"Stochastic processes and financial applications","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; McMaster University","funders":"","keywords":"Mathematics; Jump diffusion; Jump; Markov chain; Expectation–maximization algorithm; Hidden Markov model; Maximization; Applied mathematics; Diffusion; Markov model; Maximum likelihood; Mathematical optimization; Statistical physics; Statistics; Computer science; Artificial intelligence","score_opus":0.01819108742770548,"score_gpt":0.23469249688255714,"score_spread":0.21650140945485166,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2031982861","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009625442,0.00014342638,0.9892295,0.00021330196,0.000033607754,0.000011082493,0.00004188828,0.000094454066,0.0006073493],"genre_scores_gemma":[0.7453242,0.0009560769,0.24382001,0.00032068937,0.00017261397,0.00020473408,0.00039496587,0.00011806822,0.0086885905],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991393,0.0003020078,0.000044408385,0.00020952214,0.00020443252,0.0001003149],"domain_scores_gemma":[0.9959628,0.0031985275,0.00027849607,0.00013860683,0.00034557786,0.00007588128],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025282935,0.00058484694,0.0013149556,0.00083057437,0.00047485786,0.0013801536,0.0012830794,0.0019880447,0.0027124097],"category_scores_gemma":[0.00826976,0.0005501311,0.0012409986,0.00067289127,0.0012545461,0.0018623271,0.0009107123,0.0022773924,0.00046812184],"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":[0.00006481913,0.000041904845,0.0010277906,0.00010471123,0.00007985178,0.0001603443,0.00013264465,0.6949517,0.0026083263,0.27722466,0.00085611606,0.022747101],"study_design_scores_gemma":[0.0000061751552,0.0000059317285,0.00011417989,0.000009333094,0.000008814428,0.000011611757,0.0000031341951,0.9747557,0.0002946911,0.02448198,0.00029986753,0.00000866066],"about_ca_topic_score_codex":0.011499337,"about_ca_topic_score_gemma":0.0076855565,"teacher_disagreement_score":0.011499337,"about_ca_system_score_codex":0.0017974926,"about_ca_system_score_gemma":0.0014900423,"threshold_uncertainty_score":0.022864819},"labels":[],"label_agreement":null},{"id":"W2032168766","doi":"10.2139/ssrn.2430858","title":"Stochastic Perron's Method for the Probability of Lifetime Ruin Problem Under Transaction Costs","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Toronto","funders":"","keywords":"Transaction cost; Ruin theory; Mathematics; Econometrics; Mathematical optimization; Actuarial science; Computer science; Mathematical economics; Economics; Risk model; Microeconomics","score_opus":0.016344935133738914,"score_gpt":0.24451636624791656,"score_spread":0.22817143111417765,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2032168766","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0052305907,0.0018838549,0.98426926,0.0013069288,0.00021262745,0.00008325253,0.00017380217,0.00012050401,0.0067192153],"genre_scores_gemma":[0.5209231,0.010034274,0.3913487,0.0014477503,0.002768301,0.0020276608,0.00096375216,0.0009493509,0.06953714],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9951977,0.003157575,0.00017298004,0.0004911374,0.0006530731,0.00032747677],"domain_scores_gemma":[0.96083045,0.033843726,0.0014962126,0.0012893841,0.0017042123,0.0008359904],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.013977729,0.0018810888,0.0043004435,0.004761559,0.0010465428,0.0031986192,0.0058692712,0.0043322835,0.014337186],"category_scores_gemma":[0.039713003,0.0015317183,0.0031753911,0.0032152233,0.0046121767,0.00866825,0.0033088792,0.0068605803,0.0011449701],"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":[0.00006018519,0.000059239843,0.00037969006,0.0003112526,0.000114581264,0.00011073076,0.00013567561,0.100568675,0.00032691975,0.8822968,0.004536042,0.011100196],"study_design_scores_gemma":[0.0000262878,0.00002209032,0.00019640596,0.000074934265,0.00003662283,0.000057418216,0.000029134624,0.6478185,0.00011877197,0.3496882,0.0018950677,0.00003667144],"about_ca_topic_score_codex":0.003010637,"about_ca_topic_score_gemma":0.0028695262,"teacher_disagreement_score":0.014337186,"about_ca_system_score_codex":0.002869319,"about_ca_system_score_gemma":0.003113938,"threshold_uncertainty_score":0.07392216},"labels":[],"label_agreement":null},{"id":"W2032386351","doi":"10.1111/j.1936-4490.2000.tb00213.x","title":"Duration and Interest Rate Risk for a Binomial Interest Rate Stochastic Process","year":2000,"lang":"en","type":"article","venue":"Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration","topic":"Stochastic processes and financial applications","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; Liberian dollar; Economics; Mathematics; Financial economics; Welfare economics; Econometrics; Finance","score_opus":0.11944489255445845,"score_gpt":0.3056930382168277,"score_spread":0.18624814566236925,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2032386351","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2685135,0.0010035577,0.7199685,0.0005403863,0.000112539485,0.000060954855,0.00011280909,0.00017677496,0.009511031],"genre_scores_gemma":[0.9670115,0.0005250632,0.026562337,0.00008915631,0.00012351054,0.00010499001,0.00011221871,0.000043976634,0.005427322],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99864477,0.0004321435,0.00007008005,0.00021413984,0.00048316747,0.00015559969],"domain_scores_gemma":[0.989254,0.007146677,0.0019860298,0.00038777568,0.0006903783,0.00053510844],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005253711,0.00045739155,0.000527407,0.0009863409,0.00036731546,0.0015333454,0.0007437684,0.00089629134,0.0041349162],"category_scores_gemma":[0.017297331,0.00028883078,0.00056165055,0.00055735366,0.0020168456,0.0021108005,0.0011304719,0.0012907499,0.0003346],"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":[0.00013345308,0.00004110509,0.008125136,0.00007559532,0.00004388996,0.00023525931,0.00035822642,0.121127464,0.0047046435,0.8502412,0.0005641893,0.014349783],"study_design_scores_gemma":[0.000028266219,0.00018567525,0.007970421,0.00006714958,0.000028146864,0.00031763763,0.00009205329,0.8031897,0.00133919,0.18456803,0.0021314211,0.00008230722],"about_ca_topic_score_codex":0.0014814741,"about_ca_topic_score_gemma":0.0006130134,"teacher_disagreement_score":0.005253711,"about_ca_system_score_codex":0.0009866604,"about_ca_system_score_gemma":0.0005674052,"threshold_uncertainty_score":0.027784646},"labels":[],"label_agreement":null},{"id":"W2032696538","doi":"10.1023/b:jogo.0000006719.64826.55","title":"Portfolio Selection Theory with Different Interest Rates for Borrowing and Leading","year":2003,"lang":"en","type":"article","venue":"Journal of Global Optimization","topic":"Stochastic processes and financial applications","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":"Western University","funders":"National Natural Science Foundation of China","keywords":"Portfolio; Selection (genetic algorithm); Interest rate; Efficient frontier; Mathematics; Modern portfolio theory; Frontier; Econometrics; Economics; Financial economics; Monetary economics; Computer science; Artificial intelligence; Geography","score_opus":0.020246209681050998,"score_gpt":0.2501269094010178,"score_spread":0.22988069971996677,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2032696538","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2751854,0.001673212,0.70401853,0.0041284338,0.00031116977,0.00009306301,0.000144399,0.00023998671,0.01420575],"genre_scores_gemma":[0.9469271,0.0012462733,0.031841986,0.00056737644,0.0005060659,0.00014663044,0.00019075473,0.00008895164,0.01848486],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.998175,0.0010769931,0.00007757515,0.00022826233,0.00023942206,0.00020273266],"domain_scores_gemma":[0.9888892,0.0078926375,0.00088664115,0.000774857,0.00093687535,0.0006197939],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0068653054,0.000815258,0.0018273975,0.0015014783,0.00058046693,0.0031465804,0.0021676796,0.0025143428,0.0055136466],"category_scores_gemma":[0.018982835,0.0007350067,0.0018518311,0.0011160477,0.0018242021,0.004379111,0.0015005006,0.0022265392,0.00067390304],"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":[0.00019050011,0.00008505371,0.0030314592,0.00009842167,0.00019602198,0.0002708415,0.00014509825,0.1292048,0.0013101568,0.84548926,0.0019484527,0.018029973],"study_design_scores_gemma":[0.00013848997,0.00009182647,0.0017953067,0.000020853238,0.00013787046,0.00011845809,0.00007697365,0.59081733,0.0004149296,0.405568,0.0007779143,0.00004209968],"about_ca_topic_score_codex":0.0006262189,"about_ca_topic_score_gemma":0.0004989875,"teacher_disagreement_score":0.0068653054,"about_ca_system_score_codex":0.0010823527,"about_ca_system_score_gemma":0.00057132577,"threshold_uncertainty_score":0.036307633},"labels":[],"label_agreement":null},{"id":"W2033114918","doi":"10.1016/j.cor.2010.09.007","title":"Algorithmic estimation of risk factors in financial markets with stochastic drift","year":2010,"lang":"en","type":"article","venue":"Computers & Operations Research","topic":"Stochastic processes and financial applications","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; University of Waterloo","funders":"","keywords":"Unobservable; Mean reversion; Estimation; Econometrics; Financial market; Ergodic theory; Stochastic process; Diffusion; Observable; Diffusion process; Moment (physics); Economics; Mathematics; Finance; Statistics","score_opus":0.028857749000499373,"score_gpt":0.2866194909134829,"score_spread":0.2577617419129835,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2033114918","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.054623224,0.00036400574,0.9433586,0.000464355,0.000031218624,0.00004214263,0.000049149163,0.00016894245,0.00089839177],"genre_scores_gemma":[0.6800423,0.0005497754,0.31652465,0.00016218645,0.0001666379,0.00021182657,0.0003403113,0.00009081539,0.0019113342],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990055,0.0004914304,0.000078071374,0.00016204665,0.00017399997,0.00008893331],"domain_scores_gemma":[0.98713833,0.011110474,0.00062889495,0.00042295925,0.00048053652,0.0002188022],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034088953,0.00093710923,0.0017120815,0.001668019,0.00070127466,0.0024721646,0.002118264,0.0019801096,0.0017008343],"category_scores_gemma":[0.020665029,0.001368961,0.0010495186,0.0009306392,0.0016738384,0.0034571276,0.0027559563,0.0016872068,0.00022684172],"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":[0.0001133467,0.00007886432,0.0019558861,0.00009596079,0.0000700709,0.00006616393,0.00010160362,0.8839819,0.0005417012,0.07264487,0.00068641035,0.03966312],"study_design_scores_gemma":[0.000015983836,0.000008144537,0.0001165713,0.0000066088887,0.000004807546,0.000008529128,0.0000068817517,0.964405,0.000086927605,0.035257243,0.00007913181,0.0000042367574],"about_ca_topic_score_codex":0.0033850782,"about_ca_topic_score_gemma":0.0039032619,"teacher_disagreement_score":0.0034088953,"about_ca_system_score_codex":0.0010978449,"about_ca_system_score_gemma":0.0020223418,"threshold_uncertainty_score":0.01802814},"labels":[],"label_agreement":null},{"id":"W2033307732","doi":"10.1109/cdc.2014.7039804","title":"Mean field games with partially observed major player and stochastic mean field","year":2014,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Linear-quadratic-Gaussian control; Minor (academic); Nonlinear system; Mean field theory; Stochastic differential equation; Stochastic process; Applied mathematics; State (computer science); Computer science; Gaussian; Stochastic control; Mathematical optimization; Mathematics; Optimal control; Physics; Algorithm; Statistics","score_opus":0.027750258480099946,"score_gpt":0.2102266504081037,"score_spread":0.18247639192800374,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2033307732","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.063364334,0.00032939526,0.9285614,0.0010576092,0.000096334064,0.000103395534,0.00024323072,0.0000972059,0.0061471886],"genre_scores_gemma":[0.9181457,0.00042083437,0.06707375,0.00037647373,0.00018673272,0.00042311006,0.00023448172,0.000043479202,0.013095464],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99752945,0.0011706564,0.000098478944,0.00050960906,0.00037297007,0.0003189233],"domain_scores_gemma":[0.9933236,0.0047580935,0.0007460797,0.00029965377,0.00041893747,0.00045361876],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034393945,0.0015261074,0.0021959413,0.0007415479,0.0006414512,0.0017232405,0.0021305792,0.0025379984,0.0034296692],"category_scores_gemma":[0.00887169,0.00068144413,0.0015027856,0.0005480411,0.0024872702,0.0028441143,0.002197458,0.002400873,0.0003044658],"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":[0.00018613195,0.000072631636,0.0011940021,0.00012912463,0.00013013674,0.00043688796,0.0002263552,0.39249545,0.001940348,0.59219086,0.0013399163,0.009658111],"study_design_scores_gemma":[0.00003443743,0.000056107092,0.000256057,0.000012254313,0.000016800437,0.000042652082,0.000032665703,0.8557817,0.00020694187,0.14293869,0.00059387094,0.000027821468],"about_ca_topic_score_codex":0.0033928487,"about_ca_topic_score_gemma":0.0026319495,"teacher_disagreement_score":0.0034393945,"about_ca_system_score_codex":0.0017453649,"about_ca_system_score_gemma":0.0012723694,"threshold_uncertainty_score":0.01818949},"labels":[],"label_agreement":null},{"id":"W2033460433","doi":"10.1002/fut.10111","title":"Valuing credit derivatives using Gaussian quadrature: A stochastic volatility framework","year":2003,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","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":"Mean reversion; Stochastic volatility; SABR volatility model; Volatility (finance); Mathematics; Econometrics; Implied volatility; Forward volatility; Economics; Ornstein–Uhlenbeck process; Applied mathematics; Stochastic process; Mathematical economics; Statistics","score_opus":0.027663818068833706,"score_gpt":0.25741861162965435,"score_spread":0.22975479356082065,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2033460433","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009523356,0.00023394097,0.9890309,0.00015540476,0.000023220533,0.000011364425,0.000007215977,0.000037202433,0.0009774956],"genre_scores_gemma":[0.6947247,0.00091970107,0.3000479,0.0001719563,0.00015746991,0.00009576077,0.000058709134,0.000067552406,0.0037563425],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99926037,0.00040029877,0.00002883072,0.000052472733,0.00021182481,0.00004627599],"domain_scores_gemma":[0.998393,0.0010238206,0.00012295146,0.000102806545,0.000303083,0.000054302072],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034274566,0.00048089895,0.0008522308,0.00052916387,0.00029799057,0.0015278618,0.0010129764,0.0013854213,0.0009571425],"category_scores_gemma":[0.0069926875,0.00033540945,0.0006353341,0.0005666445,0.0015610713,0.0015720475,0.001014025,0.0010186693,0.0001734492],"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":[0.000030897038,0.000042089556,0.0003845989,0.00004569758,0.000025754187,0.00007778234,0.00006768553,0.6358772,0.0021825552,0.33932275,0.00053275365,0.021410206],"study_design_scores_gemma":[0.0000045009915,0.0000059884437,0.000026191796,0.0000036675358,0.0000018650105,0.00000676974,0.0000022508252,0.97684413,0.00013805575,0.022774423,0.00018946604,0.000002791972],"about_ca_topic_score_codex":0.002096637,"about_ca_topic_score_gemma":0.0012410991,"teacher_disagreement_score":0.0034274566,"about_ca_system_score_codex":0.0007672083,"about_ca_system_score_gemma":0.0009411953,"threshold_uncertainty_score":0.018126369},"labels":[],"label_agreement":null},{"id":"W2033525904","doi":"10.1239/aap/1282924067","title":"A general comparison theorem for backward stochastic differential equations","year":2010,"lang":"en","type":"article","venue":"Advances in Applied Probability","topic":"Stochastic processes and financial applications","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":false,"ca_institutions":"University of Calgary","funders":"Australian Research Council","keywords":"Mathematics; Comparison theorem; Stochastic differential equation; Picard–Lindelöf theorem; Scalar (mathematics); Brownian motion; Stochastic partial differential equation; Nonlinear system; Kelvin–Stokes theorem; Arzelà–Ascoli theorem; Differential equation; Stochastic calculus; Applied mathematics; Mathematical analysis; Danskin's theorem; Fixed-point theorem","score_opus":0.02769345089973115,"score_gpt":0.2720286613107836,"score_spread":0.24433521041105247,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2033525904","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012805697,0.0029590707,0.94910234,0.0015777564,0.00062786136,0.00010560157,0.00046110226,0.00015469859,0.032205954],"genre_scores_gemma":[0.57018596,0.0065442054,0.36157763,0.0026700064,0.0025000656,0.00074480457,0.0013578621,0.00063092366,0.053788576],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9978485,0.00063907343,0.00012430176,0.0004962078,0.0007221464,0.00016975719],"domain_scores_gemma":[0.99545836,0.003041044,0.00036250852,0.00021017391,0.0007463787,0.00018150064],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0066949436,0.0011664546,0.0011200411,0.0020727217,0.00082340726,0.0020046027,0.0018010306,0.0018096811,0.011578689],"category_scores_gemma":[0.011638856,0.00039389014,0.0023002273,0.0015468252,0.0019241441,0.005332658,0.0021795232,0.0032101169,0.0014628884],"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":[0.000018519668,0.000014914215,0.0002362129,0.00010018007,0.000028697528,0.000117792115,0.00007461682,0.0071139433,0.0013097709,0.97976995,0.0015625777,0.009652691],"study_design_scores_gemma":[0.0000291735,0.00006132259,0.00033500706,0.00004936731,0.000018848603,0.00026358487,0.000021113401,0.06770538,0.0011522636,0.91485155,0.015481044,0.00003131018],"about_ca_topic_score_codex":0.0011931537,"about_ca_topic_score_gemma":0.0004918023,"teacher_disagreement_score":0.011578689,"about_ca_system_score_codex":0.0018731349,"about_ca_system_score_gemma":0.0015381969,"threshold_uncertainty_score":0.038734555},"labels":[],"label_agreement":null},{"id":"W2034096405","doi":"10.1016/j.jbankfin.2007.04.020","title":"Discrete hedging of American-type options using local risk minimization","year":2007,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Minification; Quadratic equation; Econometrics; Piecewise; Risk management; Actuarial science; Equity (law); Piecewise linear function; Mathematical optimization; Discrete time and continuous time; Economics; Mathematics; Computer science; Statistics; Finance","score_opus":0.02229832615256763,"score_gpt":0.25912668571975284,"score_spread":0.2368283595671852,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2034096405","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1809923,0.00048661552,0.8150805,0.00043211807,0.00008141465,0.000028237708,0.000034731183,0.00008496958,0.0027792316],"genre_scores_gemma":[0.95254356,0.00020878366,0.042955402,0.000066401786,0.000050827704,0.000041373343,0.00005785672,0.000058121397,0.0040175733],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995839,0.00024405577,0.000019233232,0.00005601913,0.00006287724,0.000033938424],"domain_scores_gemma":[0.99770004,0.001641321,0.0001570833,0.00010838401,0.00017888533,0.00021425335],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024932327,0.0005666904,0.0014110631,0.0005855757,0.00034078897,0.0017547272,0.0011960411,0.0011392192,0.0016337329],"category_scores_gemma":[0.0047730543,0.0006191688,0.0010850462,0.00048402505,0.0012566162,0.0020331095,0.0015558862,0.001390507,0.00010157219],"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":[0.00018468758,0.00010710642,0.0010456711,0.00007205757,0.00010829777,0.00011222474,0.000099162826,0.8557866,0.0027906029,0.1239805,0.00044425044,0.015268765],"study_design_scores_gemma":[0.000006137481,0.000009738798,0.00005185466,0.0000017477079,0.0000049405817,0.0000052442915,0.0000038846842,0.9921618,0.000109445566,0.0076027866,0.000038299564,0.000004188353],"about_ca_topic_score_codex":0.0013819324,"about_ca_topic_score_gemma":0.0014134786,"teacher_disagreement_score":0.0024932327,"about_ca_system_score_codex":0.0008507659,"about_ca_system_score_gemma":0.00066381186,"threshold_uncertainty_score":0.01318562},"labels":[],"label_agreement":null},{"id":"W2034215101","doi":"10.2139/ssrn.2177272","title":"Pricing Vulnerable Claims in a L�vy Driven Model","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Business; Actuarial science; Financial economics; Economics","score_opus":0.01915037340076087,"score_gpt":0.2270445063957331,"score_spread":0.20789413299497222,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2034215101","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.42853242,0.0011198499,0.5434733,0.008870062,0.0003234954,0.00014695483,0.00057917036,0.000522251,0.016432514],"genre_scores_gemma":[0.9699477,0.00042356638,0.008105313,0.00034924288,0.00029595286,0.00006446754,0.00017005617,0.00009543773,0.02054818],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985801,0.0005813541,0.000066774504,0.00023077523,0.00027303782,0.00026787174],"domain_scores_gemma":[0.99230945,0.0046022027,0.001170825,0.0002921687,0.000571254,0.0010540612],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0039135,0.0012388764,0.002648287,0.0015816415,0.0009240729,0.0053565623,0.00323382,0.007269031,0.006839368],"category_scores_gemma":[0.013901928,0.0013810844,0.001616977,0.0010840492,0.0027790968,0.0054532276,0.0027314993,0.004300172,0.00082777615],"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":[0.00040392057,0.00024388514,0.0022108245,0.00011855362,0.00012930791,0.0014320678,0.0002956976,0.5090518,0.00332211,0.47457442,0.0024463208,0.0057711895],"study_design_scores_gemma":[0.0000504015,0.000041470063,0.00017887742,0.000007580769,0.000016921203,0.000080176505,0.000022632556,0.95081043,0.000089267385,0.048523497,0.00015883702,0.000019852896],"about_ca_topic_score_codex":0.0036395523,"about_ca_topic_score_gemma":0.0019554053,"teacher_disagreement_score":0.007269031,"about_ca_system_score_codex":0.0018036641,"about_ca_system_score_gemma":0.0012507299,"threshold_uncertainty_score":0.022879958},"labels":[],"label_agreement":null},{"id":"W2034462870","doi":"10.1504/ijfmd.2011.045598","title":"Pricing two dimensional derivatives under stochastic correlation","year":2011,"lang":"en","type":"article","venue":"International Journal of Financial Markets and Derivatives","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Correlation; Economics; Mathematics; Martingale pricing; Econometrics; Constant (computer programming); Valuation of options; Applied mathematics; Mathematical economics; Computer science","score_opus":0.029386615456089973,"score_gpt":0.24489776061007065,"score_spread":0.21551114515398068,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2034462870","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.059524305,0.00042742555,0.93546706,0.0005885734,0.00009126367,0.000026804591,0.000053024676,0.000111878115,0.0037098066],"genre_scores_gemma":[0.9393171,0.0007612477,0.05544384,0.00021708991,0.00022860966,0.000050423696,0.00009711065,0.00004882611,0.0038357694],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984546,0.00049041654,0.00007570124,0.00017675853,0.00063248555,0.00016998897],"domain_scores_gemma":[0.9969472,0.0014553507,0.0006028666,0.00036601714,0.00042732566,0.0002010979],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025541855,0.0006352621,0.0010767857,0.00068468694,0.00046308292,0.0023922897,0.0010897975,0.0015479657,0.001491655],"category_scores_gemma":[0.008682267,0.0004584145,0.0009515832,0.0009124551,0.0019035173,0.0033241115,0.0014343993,0.001960703,0.00017932523],"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":[0.00003649812,0.000038458413,0.0008482513,0.000034063167,0.00003843905,0.00043265143,0.000053952666,0.30000958,0.0021998866,0.69124424,0.00039586177,0.00466803],"study_design_scores_gemma":[0.000011068397,0.00001676132,0.00022842192,0.0000051602383,0.0000049795817,0.0000916798,0.000007611254,0.92162496,0.00030954025,0.077319115,0.00036105374,0.0000196214],"about_ca_topic_score_codex":0.0023783736,"about_ca_topic_score_gemma":0.0014135952,"teacher_disagreement_score":0.0025541855,"about_ca_system_score_codex":0.0010549477,"about_ca_system_score_gemma":0.001333415,"threshold_uncertainty_score":0.013507962},"labels":[],"label_agreement":null},{"id":"W2034548366","doi":"10.1016/j.cam.2005.12.008","title":"Hedging with a correlated asset: Solution of a nonlinear pricing PDE","year":2006,"lang":"en","type":"article","venue":"Journal of Computational and Applied Mathematics","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"","keywords":"Mathematics; Discretization; Residual; Nonlinear system; Monotone polygon; Monotonic function; Partial differential equation; Applied mathematics; Valuation of options; Mathematical optimization; Grid; Mathematical economics; Econometrics; Mathematical analysis","score_opus":0.012921429165131794,"score_gpt":0.20245669270946592,"score_spread":0.18953526354433414,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2034548366","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.27134612,0.0012377802,0.7072378,0.00439389,0.00051660393,0.00010333122,0.00017216642,0.00013638526,0.014855971],"genre_scores_gemma":[0.957272,0.0006722921,0.026843736,0.00044859946,0.00028325478,0.00006514158,0.000101936625,0.00005832108,0.014254769],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99956614,0.00015130018,0.00002501917,0.00011695676,0.00009097402,0.00004968089],"domain_scores_gemma":[0.99753845,0.0012832162,0.0003982451,0.00015540955,0.0002675956,0.00035708607],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017823941,0.0008876396,0.0015354881,0.00060298626,0.0005827353,0.0025872248,0.001534598,0.0048815985,0.0022556593],"category_scores_gemma":[0.00949171,0.00088712043,0.0012446939,0.00071593723,0.0025807642,0.0025520604,0.002331381,0.0020837004,0.00020497915],"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":[0.00014114712,0.00015978908,0.003124775,0.00017839538,0.00015852987,0.001070894,0.0002219315,0.7002727,0.004690682,0.2806861,0.0022373733,0.0070576156],"study_design_scores_gemma":[0.000017301856,0.000013379722,0.00024445937,0.000005006952,0.000011480258,0.000050729803,0.00001283868,0.985216,0.0001273122,0.014110937,0.0001793001,0.0000113745045],"about_ca_topic_score_codex":0.0047705313,"about_ca_topic_score_gemma":0.0025733318,"teacher_disagreement_score":0.0048815985,"about_ca_system_score_codex":0.0008533624,"about_ca_system_score_gemma":0.0017909483,"threshold_uncertainty_score":0.009485483},"labels":[],"label_agreement":null},{"id":"W2035101758","doi":"10.1007/s007800200094","title":"The rate of convergence of the binomial tree scheme","year":2003,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":74,"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":"Mathematics; Extrapolation; Rate of convergence; Mathematical finance; Scheme (mathematics); Richardson extrapolation; Embedding; Applied mathematics; Tree (set theory); Convergence (economics); Order (exchange); Binomial options pricing model; Mathematical analysis; Econometrics; Computer science; Valuation of options; Finance","score_opus":0.017713477892613606,"score_gpt":0.19978323118813962,"score_spread":0.18206975329552602,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2035101758","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18789336,0.003969746,0.75124073,0.0056343507,0.0005922208,0.00025130995,0.0005065284,0.0008204212,0.04909138],"genre_scores_gemma":[0.8251149,0.006040415,0.12875332,0.0009878704,0.00080651237,0.0009495243,0.00080951105,0.00084449694,0.03569347],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9949827,0.0025622398,0.00020251759,0.00055594166,0.0011063619,0.0005901773],"domain_scores_gemma":[0.93845415,0.044557057,0.002913498,0.004138054,0.006909544,0.0030277015],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.016416632,0.0008284608,0.0017433604,0.0039796173,0.0024206985,0.0053532277,0.0037904165,0.0036601855,0.011889383],"category_scores_gemma":[0.09838445,0.0010274525,0.0011888535,0.0023093205,0.005803679,0.0085785035,0.004724706,0.0055391635,0.002448279],"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":[0.000085350344,0.000018219826,0.00069213146,0.00006424813,0.000015199847,0.00004139896,0.00025412545,0.011223667,0.0007418052,0.9782267,0.0014951936,0.0071419263],"study_design_scores_gemma":[0.00005972881,0.000059877777,0.0008225798,0.00013376634,0.000030295714,0.00024128903,0.00010653032,0.2619008,0.0010567011,0.7321982,0.0033267704,0.00006347532],"about_ca_topic_score_codex":0.0023284382,"about_ca_topic_score_gemma":0.0010125446,"teacher_disagreement_score":0.016416632,"about_ca_system_score_codex":0.0033778516,"about_ca_system_score_gemma":0.002612906,"threshold_uncertainty_score":0.08682042},"labels":[],"label_agreement":null},{"id":"W2036180100","doi":"10.1006/jmva.2000.1941","title":"The Vervaat Process in Lp Spaces","year":2001,"lang":"en","type":"article","venue":"Journal of Multivariate Analysis","topic":"Stochastic processes and financial applications","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 Manitoba; Carleton University","funders":"","keywords":"Mathematics; Norm (philosophy); Probabilistic logic; Process (computing); Space (punctuation); Applied mathematics; Discrete mathematics; Combinatorics; Statistics","score_opus":0.024038341016388378,"score_gpt":0.2680895829961201,"score_spread":0.24405124197973174,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2036180100","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11717514,0.004141574,0.84711117,0.0041425615,0.00059800723,0.000042269578,0.00017552916,0.0002483153,0.02636552],"genre_scores_gemma":[0.88382196,0.0035556592,0.047754742,0.0006052476,0.001014346,0.00010874076,0.00034627234,0.00034824913,0.06244473],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99878794,0.00067649165,0.000048487622,0.00016755892,0.00020392706,0.000115595634],"domain_scores_gemma":[0.99427044,0.0036226674,0.00060563715,0.00029708317,0.000691444,0.0005127146],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002467213,0.0011788281,0.001362016,0.0023126295,0.00091886835,0.004198921,0.0014847548,0.0027789671,0.0075366227],"category_scores_gemma":[0.011893204,0.00077242334,0.0010455622,0.0016091242,0.004412384,0.0067601777,0.0022153165,0.003948759,0.0009262224],"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":[0.000039843155,0.000012928445,0.00016672269,0.00003209999,0.000016515876,0.00008026908,0.00010772015,0.008182064,0.0006778034,0.9853983,0.0007749271,0.0045109177],"study_design_scores_gemma":[0.000016476619,0.000023283494,0.00019379878,0.000017920202,0.000010367807,0.00007940519,0.000042377225,0.09997213,0.00031100606,0.8973751,0.0019359995,0.000022053346],"about_ca_topic_score_codex":0.0023143499,"about_ca_topic_score_gemma":0.0011285137,"teacher_disagreement_score":0.0075366227,"about_ca_system_score_codex":0.0011274,"about_ca_system_score_gemma":0.0009454628,"threshold_uncertainty_score":0.025212526},"labels":[],"label_agreement":null},{"id":"W2036522227","doi":"10.1103/physreve.70.017701","title":"Numerical methods for stochastic differential equations","year":2004,"lang":"en","type":"article","venue":"Physical Review E","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":93,"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":"Stochastic differential equation; Numerical stability; Numerical partial differential equations; Applied mathematics; Stochastic partial differential equation; Differential equation; Stability (learning theory); Numerical integration; Mathematics; Order of accuracy; Numerical analysis; Computer science; Backward differentiation formula; Differential algebraic equation; Mathematical optimization; Mathematical analysis; Ordinary differential equation","score_opus":0.06297209495944618,"score_gpt":0.3643715865364968,"score_spread":0.30139949157705065,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2036522227","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0007254961,0.007235404,0.97821575,0.00095247093,0.00078009453,0.00019216712,0.0002706197,0.0005358643,0.011092027],"genre_scores_gemma":[0.05155143,0.012369052,0.91271985,0.000817067,0.0017178714,0.0020836974,0.0007478664,0.0008760037,0.01711718],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99688476,0.0013701015,0.00023717103,0.00022781754,0.0011711306,0.0001089144],"domain_scores_gemma":[0.9950923,0.002899961,0.00035416076,0.00047898482,0.0010481804,0.00012644078],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003721461,0.0015784281,0.0022060438,0.002071836,0.00083127985,0.0023266685,0.0021871086,0.0025058913,0.009707289],"category_scores_gemma":[0.014429979,0.00056745036,0.0015050976,0.0025323408,0.0018272531,0.002111554,0.0026126127,0.004889302,0.0043745893],"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":[0.00003276796,0.00005739604,0.00039513328,0.00095573434,0.00011894856,0.0001363856,0.00020916577,0.13359572,0.0018798799,0.7632802,0.015230733,0.08410798],"study_design_scores_gemma":[0.0000478785,0.000028448703,0.00020120054,0.0002528537,0.0000287978,0.000114080474,0.000045904922,0.46111634,0.0006235426,0.45075515,0.08674776,0.000038026697],"about_ca_topic_score_codex":0.002385056,"about_ca_topic_score_gemma":0.0015787272,"teacher_disagreement_score":0.009707289,"about_ca_system_score_codex":0.0013785844,"about_ca_system_score_gemma":0.002144406,"threshold_uncertainty_score":0.03247416},"labels":[],"label_agreement":null},{"id":"W2036785419","doi":"10.1287/moor.28.1.154.14259","title":"A Generalized Stochastic Differential Utility","year":2003,"lang":"en","type":"article","venue":"Mathematics of Operations Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":79,"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":"Isoelastic utility; Stochastic differential equation; Mathematics; Risk aversion (psychology); Expected utility hypothesis; Mathematical economics; Mathematical optimization; Quadratic variation; Monotonic function; Generalization; Portfolio; Econometrics; Brownian motion; Applied mathematics; Economics","score_opus":0.14075063607943772,"score_gpt":0.3447168680473967,"score_spread":0.203966231967959,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2036785419","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0319555,0.0013862932,0.91292596,0.003486823,0.00023388358,0.000116839394,0.00046585925,0.00018490899,0.049243983],"genre_scores_gemma":[0.8014544,0.0025406287,0.15594439,0.0010707281,0.00048444906,0.00029191692,0.00043668147,0.000097296026,0.037679423],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988469,0.00051264564,0.000057001103,0.00023102121,0.00026481433,0.00008755281],"domain_scores_gemma":[0.99939895,0.00026267747,0.000056896577,0.00008971104,0.00012576891,0.00006591476],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015014962,0.00085634895,0.00088430254,0.00067918265,0.0004353645,0.0018523663,0.0011330659,0.0016002846,0.0050875326],"category_scores_gemma":[0.0027717748,0.00029725875,0.001090473,0.0010108318,0.0015294404,0.002470528,0.0015342816,0.0015491061,0.0005581399],"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":[0.0000067657265,0.000013899538,0.00018039571,0.00003519299,0.000017085216,0.00007695914,0.000058201993,0.024117831,0.0005429274,0.96523905,0.0013333571,0.008378294],"study_design_scores_gemma":[0.000014354795,0.00004264578,0.00039928168,0.000030042564,0.000017647608,0.00015432521,0.000034812416,0.19814873,0.000195122,0.78651094,0.014428791,0.000023331886],"about_ca_topic_score_codex":0.0024440077,"about_ca_topic_score_gemma":0.0014382038,"teacher_disagreement_score":0.0050875326,"about_ca_system_score_codex":0.0013882986,"about_ca_system_score_gemma":0.0013437062,"threshold_uncertainty_score":0.01701945},"labels":[],"label_agreement":null},{"id":"W2036815049","doi":"10.1016/s0167-7152(02)00241-9","title":"Set-indexed processes with independent increments","year":2002,"lang":"en","type":"article","venue":"Statistics & Probability Letters","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Mathematics; Convolution (computer science); Extension (predicate logic); Characterization (materials science); Set (abstract data type); Lévy process; Process (computing); Discrete mathematics; Pure mathematics; Applied mathematics; Artificial intelligence","score_opus":0.0387704532488907,"score_gpt":0.212045096457315,"score_spread":0.1732746432084243,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2036815049","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07421747,0.0009763096,0.9029092,0.0010379557,0.0005765415,0.00016846295,0.00042274347,0.0005317755,0.019159524],"genre_scores_gemma":[0.8183488,0.002491872,0.13170385,0.0005400195,0.00085103884,0.0006335552,0.00075757346,0.00032062983,0.0443526],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99496317,0.0010928599,0.000404722,0.0008729615,0.0020733466,0.0005929583],"domain_scores_gemma":[0.98197937,0.010236157,0.00198751,0.0021765986,0.0024649103,0.0011554818],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0057042926,0.0019063106,0.0034412208,0.0049904482,0.0017385854,0.008579006,0.003800138,0.0034691142,0.009810392],"category_scores_gemma":[0.022764413,0.0015028594,0.003193151,0.0047064177,0.004990955,0.009087866,0.004837968,0.0050608558,0.0028170617],"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":[0.000048658756,0.00003226405,0.00032334297,0.000042249503,0.000036433088,0.00022403742,0.00010986219,0.0059230155,0.00069765124,0.9885727,0.00047206186,0.0035176408],"study_design_scores_gemma":[0.000055791857,0.000057510806,0.00042192359,0.000030330095,0.00004970775,0.00046111282,0.0000459647,0.11562041,0.0011091706,0.88034487,0.0017477883,0.000055464217],"about_ca_topic_score_codex":0.00060666376,"about_ca_topic_score_gemma":0.00054534053,"teacher_disagreement_score":0.009810392,"about_ca_system_score_codex":0.0016591572,"about_ca_system_score_gemma":0.0016084488,"threshold_uncertainty_score":0.032819033},"labels":[],"label_agreement":null},{"id":"W2037229987","doi":"10.1214/009117904000001053","title":"Choquet expectation and Peng’s g-expectation","year":2005,"lang":"en","type":"article","venue":"The Annals of Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":66,"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; Mitacs; Foundation for the Author of National Excellent Doctoral Dissertation of the People's Republic of China; National Natural Science Foundation of China; National Science Foundation","keywords":"Mathematics; Choquet integral; Random variable; Class (philosophy); Mathematical economics; Applied mathematics; Statistics; Fuzzy logic; Artificial intelligence; Computer science","score_opus":0.11272018031540977,"score_gpt":0.294999207127711,"score_spread":0.18227902681230124,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2037229987","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.089379445,0.0017273787,0.85510975,0.0037148183,0.0003834898,0.000050694158,0.00010677092,0.00017964706,0.04934808],"genre_scores_gemma":[0.922652,0.0010090882,0.06347395,0.001483698,0.00048732213,0.000100097524,0.00008828219,0.00009741317,0.010608043],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99863666,0.00059405033,0.00006824359,0.00023724932,0.0002787539,0.00018499918],"domain_scores_gemma":[0.99723274,0.001628474,0.00025870142,0.00030177148,0.00035108844,0.00022731556],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027748013,0.0005294714,0.00066112063,0.00088402827,0.0006490326,0.0013886258,0.0009807387,0.0012953349,0.0033731048],"category_scores_gemma":[0.009617887,0.00020259271,0.0010047767,0.00063979725,0.0039484776,0.0037552372,0.0014255884,0.0014792947,0.000493697],"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":[0.000010706345,0.000005096372,0.00015380475,0.000019423404,0.000007096263,0.000047187867,0.000058387443,0.0021601387,0.0003311412,0.9940891,0.0002872884,0.0028306781],"study_design_scores_gemma":[0.000007289527,0.000028469736,0.0002300361,0.000011278134,0.0000047921735,0.00009400834,0.000042275806,0.025368208,0.00037341285,0.9716091,0.0022161473,0.000014879684],"about_ca_topic_score_codex":0.0007864206,"about_ca_topic_score_gemma":0.00047264693,"teacher_disagreement_score":0.0033731048,"about_ca_system_score_codex":0.0008863655,"about_ca_system_score_gemma":0.0006351271,"threshold_uncertainty_score":0.014674723},"labels":[],"label_agreement":null},{"id":"W2038383448","doi":"10.5430/ijfr.v4n4p11","title":"Pricing Onion Options: A Probabilistic Approach","year":2013,"lang":"en","type":"article","venue":"International Journal of Financial Research","topic":"Stochastic processes and financial applications","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":"Probabilistic logic; Black–Scholes model; Valuation (finance); Arbitrage; Finite difference methods for option pricing; Mathematical economics; Valuation of options; Binary option; Binary number; Exotic option; Economics; Mathematics; Mathematical optimization; Computer science; Econometrics; Asian option; Financial economics; Finance; Statistics; Arithmetic","score_opus":0.09502967604596749,"score_gpt":0.335546853389135,"score_spread":0.2405171773431675,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2038383448","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.013359478,0.0006107977,0.97694844,0.0007994474,0.000073602976,0.000022704731,0.00004443209,0.00005019177,0.008090841],"genre_scores_gemma":[0.70875293,0.0037878272,0.26449963,0.00066714484,0.0011824297,0.00018338226,0.00023497579,0.00017275126,0.020518977],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9984255,0.0005887705,0.000073485004,0.00017405358,0.00061095436,0.00012734943],"domain_scores_gemma":[0.9970272,0.0016958213,0.00034965263,0.00029518237,0.00043219593,0.00020002337],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027057272,0.0010113419,0.0009745056,0.0019146275,0.0007623818,0.0031005766,0.0022934305,0.0018982539,0.005169087],"category_scores_gemma":[0.009190471,0.0007406577,0.0016751424,0.0013757063,0.0028023166,0.0065226005,0.0024697245,0.0032277326,0.0006189541],"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":[0.000013962228,0.000021421525,0.00036541396,0.000037627222,0.000024200932,0.000079630634,0.00005203403,0.081692845,0.00057172135,0.9101081,0.00036876285,0.0066644005],"study_design_scores_gemma":[0.00000808422,0.0000148023755,0.00020386389,0.000015453648,0.000008879049,0.00007886018,0.000015840758,0.41275224,0.0001811871,0.58523667,0.0014663707,0.000017756143],"about_ca_topic_score_codex":0.0020615591,"about_ca_topic_score_gemma":0.0013872775,"teacher_disagreement_score":0.005169087,"about_ca_system_score_codex":0.0011121989,"about_ca_system_score_gemma":0.000859183,"threshold_uncertainty_score":0.01729232},"labels":[],"label_agreement":null},{"id":"W2038729234","doi":"10.1117/12.434870","title":"&lt;title&gt;Parallel FFT approach for derivative pricing&lt;/title&gt;","year":2001,"lang":"en","type":"article","venue":"Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Fast Fourier transform; Computer science; Computation; Algorithm; Binomial options pricing model; Split-radix FFT algorithm; Parallel computing; Prime-factor FFT algorithm; Focus (optics); Fourier transform; Valuation of options; Mathematics; Fourier analysis","score_opus":0.019319843153425293,"score_gpt":0.21943268734976523,"score_spread":0.20011284419633993,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2038729234","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.008787951,0.0012278105,0.96950644,0.00085364084,0.00073174667,0.00005600353,0.00022051124,0.0012570638,0.017358784],"genre_scores_gemma":[0.23863086,0.0028751479,0.705147,0.0002908218,0.00092364603,0.00018700016,0.0010315604,0.00091833697,0.04999556],"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99974793,0.000056653585,0.000012783694,0.00004020449,0.00011830524,0.000024114792],"domain_scores_gemma":[0.9996069,0.00015588765,0.000021815966,0.00006991522,0.00012634129,0.000019221223],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00038994462,0.0004494568,0.0005991366,0.0005213373,0.00037140067,0.0008812534,0.0006035385,0.0005525282,0.017557526],"category_scores_gemma":[0.0017357128,0.00013761145,0.00042265994,0.0010604499,0.000437349,0.0013147948,0.00039065338,0.0009713702,0.00558589],"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":[0.00032435363,0.00010190139,0.0011000156,0.0002408473,0.00004913326,0.00033052106,0.000089332396,0.14719528,0.012847688,0.21968761,0.052306816,0.5657266],"study_design_scores_gemma":[0.000024634233,0.00003211632,0.00031918127,0.000019328034,0.000008168839,0.00011178472,0.000011985587,0.9074231,0.00445267,0.06442428,0.023158805,0.0000140074535],"about_ca_topic_score_codex":0.0027521858,"about_ca_topic_score_gemma":0.0021543426,"teacher_disagreement_score":0.017557526,"about_ca_system_score_codex":0.0004848447,"about_ca_system_score_gemma":0.00041393912,"threshold_uncertainty_score":0.058735788},"labels":[],"label_agreement":null},{"id":"W2038955555","doi":"10.1057/palgrave.jdhf.1850068","title":"OPTION PRICING MODELS &amp; VOLATILITY USING EXCEL®-VBA","year":2007,"lang":"en","type":"article","venue":"Journal of Derivatives & Hedge Funds","topic":"Stochastic processes and financial applications","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":"Université du Québec à Montréal; Université du Québec en Outaouais","funders":"","keywords":"Visual Basic for Applications; Futures contract; Volatility (finance); Stochastic volatility; SABR volatility model; Valuation of options; Econometrics; Financial economics; Volatility smile; Implied volatility; Economics; Computational finance; Computer science; Finance; Programming language","score_opus":0.10318380138053357,"score_gpt":0.29322614789989115,"score_spread":0.19004234651935759,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2038955555","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.019740064,0.00060002564,0.8588724,0.00039205264,0.00027206517,0.00015836325,0.012235866,0.06754416,0.040184967],"genre_scores_gemma":[0.19183041,0.00092332275,0.7355032,0.00033822234,0.00013993448,0.0009082294,0.011062103,0.013653272,0.045641337],"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99957615,0.00012336184,0.000048268896,0.000053713567,0.00015455254,0.000043935248],"domain_scores_gemma":[0.99785703,0.0014019635,0.00014236325,0.00019230414,0.00035097153,0.000055388133],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012103716,0.0009164835,0.00092607416,0.0010023166,0.00040280956,0.0020390947,0.0016642349,0.0011266238,0.047024123],"category_scores_gemma":[0.005635845,0.00082998414,0.0007787076,0.0010459925,0.0002885671,0.0017003177,0.00072878174,0.0016208907,0.012908127],"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":[0.0006380791,0.00051123445,0.0021634162,0.00096756726,0.00028278347,0.0007565253,0.00033574898,0.26865235,0.008832761,0.16832569,0.18742734,0.36110643],"study_design_scores_gemma":[0.00013252613,0.000038604947,0.0004977179,0.0001026623,0.000062851024,0.00035393558,0.000025141859,0.8752789,0.008316103,0.040625703,0.07450306,0.00006279716],"about_ca_topic_score_codex":0.0022239708,"about_ca_topic_score_gemma":0.0017224394,"teacher_disagreement_score":0.047024123,"about_ca_system_score_codex":0.00035178557,"about_ca_system_score_gemma":0.00074963254,"threshold_uncertainty_score":0.15731138},"labels":[],"label_agreement":null},{"id":"W2039074621","doi":"10.1016/j.spa.2013.07.003","title":"On signed measure valued solutions of stochastic evolution equations","year":2013,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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":"Université du Québec en Outaouais; HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada; Fonds Québécois de la Recherche sur la Nature et les Technologies","keywords":"Mathematics; Uniqueness; Measure (data warehouse); Wiener process; Vorticity; Mathematical analysis; Class (philosophy); Stochastic partial differential equation; Applied mathematics; Partial differential equation; Vortex","score_opus":0.02502861319121246,"score_gpt":0.21033076751641447,"score_spread":0.185302154325202,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2039074621","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07352831,0.003940637,0.8903693,0.0037934287,0.0010081452,0.00008073118,0.00022516618,0.00016529865,0.026889084],"genre_scores_gemma":[0.8281692,0.008619998,0.1030115,0.0018642559,0.0017897197,0.00040848742,0.00093086244,0.00048173376,0.054724365],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99819946,0.00085442007,0.00012839251,0.0002020601,0.00042638663,0.00018930485],"domain_scores_gemma":[0.9863274,0.009022737,0.0018388168,0.00035623915,0.0015303927,0.00092443055],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004048166,0.002502768,0.0024308898,0.0036404913,0.0011445142,0.004954606,0.0022029423,0.005083458,0.0062474734],"category_scores_gemma":[0.028738912,0.0010116884,0.0017392616,0.003589033,0.0052499142,0.0071523082,0.0038545835,0.004339509,0.00073635136],"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":[0.000019043497,0.000024895977,0.00015295074,0.00006924281,0.000020903546,0.00009144235,0.00012203929,0.015583539,0.00055757567,0.9788858,0.00073807343,0.003734486],"study_design_scores_gemma":[0.000018948767,0.000017322358,0.0001096901,0.00004842125,0.0000071119775,0.000055456712,0.000045610184,0.13338114,0.00011498166,0.86531067,0.00086449104,0.000026070064],"about_ca_topic_score_codex":0.0026129745,"about_ca_topic_score_gemma":0.0017791257,"teacher_disagreement_score":0.0062474734,"about_ca_system_score_codex":0.0021466804,"about_ca_system_score_gemma":0.0026493287,"threshold_uncertainty_score":0.021409035},"labels":[{"model":"gemma","categories":[],"domain":null,"study_design":"theoretical_or_conceptual","genre":"empirical","about_ca_system":false,"about_ca_topic":false,"confidence":"low"},{"model":"gpt","categories":[],"domain":null,"study_design":"theoretical_or_conceptual","genre":"methods","about_ca_system":false,"about_ca_topic":false,"confidence":"high"}],"label_agreement":"agree"},{"id":"W2039691447","doi":"10.1080/10920277.2002.10596047","title":"Understanding the Behavior and Hedging of Segregated Funds Offering the Reset Feature","year":2002,"lang":"en","type":"article","venue":"North American Actuarial Journal","topic":"Stochastic processes and financial applications","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":true,"ca_institutions":"University of Waterloo","funders":"","keywords":"Reset (finance); Feature (linguistics); Maturity (psychological); Volatility (finance); Investment (military); Computer science; Liability; Product (mathematics); Economics; Business; Actuarial science; Finance; Mathematics","score_opus":0.08800101530509812,"score_gpt":0.23801948729492964,"score_spread":0.15001847198983154,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2039691447","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9909895,0.000101098594,0.007812786,0.000097717115,0.000003313343,0.000008826654,0.00002859558,0.000018072935,0.00094014505],"genre_scores_gemma":[0.99766386,0.000049724425,0.0017325004,0.000011457305,0.0000041949925,0.0000037710795,0.000042938613,0.0000045938546,0.0004870037],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99967134,0.00009208858,0.000025600524,0.000060472117,0.000077133984,0.000073371324],"domain_scores_gemma":[0.99516255,0.002592382,0.0015029219,0.00031158482,0.0002453167,0.00018523165],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017288275,0.00024003793,0.00045231864,0.00057623815,0.00025424364,0.0010078955,0.00053818105,0.00081972894,0.0021757684],"category_scores_gemma":[0.013033303,0.00026665602,0.00028264566,0.00048465267,0.00044033438,0.0016903895,0.00061273127,0.0006566919,0.00016056388],"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":[0.0021173197,0.0009110948,0.3292347,0.00016441518,0.00026526875,0.0035502354,0.0023965493,0.3561851,0.03192609,0.12200017,0.0028348747,0.14841424],"study_design_scores_gemma":[0.000047114445,0.00025332716,0.069261864,0.00002165123,0.00004850661,0.00049660204,0.00047609434,0.8956293,0.0031680488,0.029671088,0.0008850972,0.000041341948],"about_ca_topic_score_codex":0.002250728,"about_ca_topic_score_gemma":0.0017329314,"teacher_disagreement_score":0.002250728,"about_ca_system_score_codex":0.00055108784,"about_ca_system_score_gemma":0.00023346172,"threshold_uncertainty_score":0.0091430545},"labels":[],"label_agreement":null},{"id":"W2040548190","doi":"10.1155/s1110757x02110011","title":"Laplace transforms and the American straddle","year":2002,"lang":"en","type":"article","venue":"Journal of Applied Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"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; University of Regina","funders":"","keywords":"Straddle; Laplace transform; Mathematics; Constant (computer programming); Laplace–Stieltjes transform; Applied mathematics; Mathematical analysis; Computer science; Finance; Economics","score_opus":0.023595512868382462,"score_gpt":0.2024342060530856,"score_spread":0.17883869318470313,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2040548190","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.25510207,0.0028262346,0.6672632,0.0038933123,0.00029969664,0.00002079359,0.0000676442,0.00024128544,0.07028578],"genre_scores_gemma":[0.9615019,0.0010141763,0.020456005,0.00029722613,0.00021065156,0.000018312381,0.00003464745,0.000045227684,0.016421815],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9998246,0.000054834836,0.000005438593,0.000029972854,0.000060790415,0.000024317615],"domain_scores_gemma":[0.99942774,0.0002635349,0.00009462787,0.000031897474,0.00010231292,0.00007985506],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005018866,0.0003546584,0.00032127448,0.0006613107,0.000423945,0.0011697636,0.0005395897,0.001140884,0.0042123026],"category_scores_gemma":[0.0025467845,0.00018361134,0.00037595202,0.0006218161,0.0014866897,0.0020591668,0.0008567255,0.0015226679,0.00049251906],"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":[0.00002864329,0.000030101242,0.00029458725,0.000016565105,0.000006676467,0.00020748816,0.00013446964,0.036584277,0.0031384306,0.94615734,0.0009805865,0.012420887],"study_design_scores_gemma":[0.000013138001,0.000024167455,0.0002549844,0.000010975514,0.00000561234,0.00022530938,0.000061016006,0.25613052,0.001130844,0.7388595,0.0032656717,0.000018334555],"about_ca_topic_score_codex":0.001157311,"about_ca_topic_score_gemma":0.0006915211,"teacher_disagreement_score":0.0042123026,"about_ca_system_score_codex":0.0004521906,"about_ca_system_score_gemma":0.00047134623,"threshold_uncertainty_score":0.014091492},"labels":[],"label_agreement":null},{"id":"W2040914581","doi":"10.1007/s10898-004-1322-x","title":"Asset Pricing under Progressive Taxes and Existence of General Equilibrium","year":2005,"lang":"en","type":"article","venue":"Journal of Global Optimization","topic":"Stochastic processes and financial applications","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":"Arbitrage; Asset (computer security); Clearance; Monotone polygon; General equilibrium theory; Economics; Mathematical economics; Financial market; Incomplete markets; Regular polygon; Set (abstract data type); Mathematics; Econometrics; Microeconomics; Financial economics; Finance","score_opus":0.018572121342666267,"score_gpt":0.24974258897925453,"score_spread":0.23117046763658827,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2040914581","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.65201956,0.0011722015,0.29228908,0.006317817,0.00011399891,0.00011530387,0.0002637027,0.00025753852,0.047450844],"genre_scores_gemma":[0.98458904,0.00070507766,0.008530342,0.0001835872,0.00009694139,0.000051707444,0.00008491897,0.000040765553,0.005717623],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992291,0.0003043806,0.00003265675,0.00013057145,0.00010915325,0.00019426482],"domain_scores_gemma":[0.99120986,0.0063845883,0.0009890308,0.000331323,0.000609233,0.00047600552],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027031745,0.00073324854,0.0026177943,0.001103354,0.0010959608,0.003856523,0.0014328572,0.002364245,0.0056592617],"category_scores_gemma":[0.017282797,0.0009677403,0.0014396631,0.0010006193,0.003957153,0.00588145,0.0024344574,0.0031158272,0.00037941095],"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":[0.00009258522,0.000064597494,0.0006873427,0.000071414244,0.0000483201,0.0002450055,0.00020434619,0.041169085,0.0007152518,0.9527402,0.0009721225,0.0029896484],"study_design_scores_gemma":[0.00006551881,0.000024310237,0.0003870987,0.000015812095,0.000019336263,0.00008127413,0.00007847485,0.10935002,0.00014164798,0.8894675,0.00035413934,0.000014980873],"about_ca_topic_score_codex":0.004240121,"about_ca_topic_score_gemma":0.0026528363,"teacher_disagreement_score":0.0056592617,"about_ca_system_score_codex":0.0019088119,"about_ca_system_score_gemma":0.0021540483,"threshold_uncertainty_score":0.018932104},"labels":[],"label_agreement":null},{"id":"W2041007466","doi":"10.1214/aoap/1060202832","title":"The valuation of American call options on the minimum of two dividend-paying assets","year":2003,"lang":"en","type":"article","venue":"The Annals of Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":42,"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; University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; Mitacs","keywords":"Valuation (finance); Mathematics; Call option; Put option; Asian option; Dividend; Optimal stopping; Valuation of options; Diagonal; Mathematical economics; Actuarial science; Mathematical optimization; Finance; Econometrics; Economics","score_opus":0.15189991936400815,"score_gpt":0.315448567023171,"score_spread":0.16354864765916283,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2041007466","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8910911,0.00056897535,0.09556502,0.00042307525,0.000030582916,0.000020448098,0.00002760355,0.000041340496,0.012231725],"genre_scores_gemma":[0.9941189,0.00010581108,0.004557699,0.000010002578,0.000022139224,0.000008723256,0.00001964429,0.000010493734,0.0011465426],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993766,0.00026832634,0.000023703698,0.00006112492,0.00017706052,0.000093195486],"domain_scores_gemma":[0.9977507,0.0013702562,0.00024846362,0.00012437116,0.00017012075,0.00033609368],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019972534,0.000644812,0.0009634996,0.0007205225,0.00065326435,0.0036697865,0.00086598017,0.0014965322,0.0020845374],"category_scores_gemma":[0.008302808,0.00040464677,0.00051899435,0.0005835604,0.0022769654,0.004878463,0.0015863405,0.0017374015,0.00014903987],"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":[0.0007249536,0.00015068715,0.004813509,0.00008152532,0.000055817876,0.0008296394,0.0005567649,0.11323232,0.014435061,0.83888125,0.00054925156,0.02568928],"study_design_scores_gemma":[0.00004449381,0.000120719924,0.0027837532,0.000030716146,0.000016337728,0.0002907969,0.00017129314,0.61382324,0.0024869738,0.37934032,0.0008427831,0.000048552956],"about_ca_topic_score_codex":0.000783135,"about_ca_topic_score_gemma":0.00033443034,"teacher_disagreement_score":0.0036697865,"about_ca_system_score_codex":0.0010910269,"about_ca_system_score_gemma":0.00056729757,"threshold_uncertainty_score":0.010562599},"labels":[],"label_agreement":null},{"id":"W2041205255","doi":"10.1111/j.1936-4490.2002.tb00679.x","title":"Review of Synthesis of No‐arbitrage Gaussian Term Structure Models","year":2002,"lang":"en","type":"article","venue":"Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration","topic":"Stochastic processes and financial applications","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":"Vasicek model; Affine term structure model; Short-rate model; Futures contract; Term (time); Arbitrage; Mathematics; Heath–Jarrow–Morton framework; Applied mathematics; Gaussian; Mathematical economics; Forward rate; Monte Carlo method; Econometrics; Yield curve; Statistical physics; Interest rate; Economics; Statistics; Financial economics; Physics; Finance","score_opus":0.10617642554680247,"score_gpt":0.28101168654867886,"score_spread":0.1748352610018764,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2041205255","genre_codex":"review","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"review","genre_consensus":"review","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0079112565,0.5615558,0.36833924,0.010387308,0.0027935053,0.00007575975,0.00050773105,0.0002598049,0.048169646],"genre_scores_gemma":[0.27039784,0.62558025,0.079721995,0.002240858,0.005525896,0.00024213617,0.00091547664,0.00026311347,0.015112354],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99851686,0.0005044533,0.00014867641,0.00022331665,0.0005417455,0.00006501625],"domain_scores_gemma":[0.996018,0.0024561167,0.00032231916,0.00027632035,0.000835389,0.00009178546],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003947969,0.0011822253,0.0014823794,0.0028753988,0.0005253569,0.0023418786,0.0026886119,0.0017803132,0.004580021],"category_scores_gemma":[0.01121857,0.0007319333,0.0012032734,0.0030089843,0.0014146529,0.0034555986,0.001431749,0.002041481,0.0014615143],"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":[0.00003185707,0.000037596415,0.00038899196,0.0019751815,0.00008874718,0.00012092693,0.00017654635,0.027553964,0.00023607645,0.85004395,0.010825244,0.108520985],"study_design_scores_gemma":[0.000015910362,0.00006550323,0.0007552757,0.0019070563,0.00008018577,0.0002125211,0.000104114646,0.072051786,0.00048604317,0.6992561,0.22499818,0.00006725788],"about_ca_topic_score_codex":0.0032991513,"about_ca_topic_score_gemma":0.0017401212,"teacher_disagreement_score":0.004580021,"about_ca_system_score_codex":0.0022329087,"about_ca_system_score_gemma":0.0026807003,"threshold_uncertainty_score":0.02087915},"labels":[],"label_agreement":null},{"id":"W2041399914","doi":"10.1117/12.2017901","title":"Option pricing formulas and nonlinear filtering: a Feynman path integral perspective","year":2013,"lang":"en","type":"article","venue":"Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE","topic":"Stochastic processes and financial applications","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":"Defence Research and Development Canada","funders":"","keywords":"Path integral formulation; Partial differential equation; Nonlinear system; Path (computing); Feynman diagram; Applied mathematics; Differential equation; Computer science; Perspective (graphical); Mathematics; Fokker–Planck equation; Mathematical analysis; Physics; Mathematical physics; Quantum mechanics","score_opus":0.013595287905970204,"score_gpt":0.2152024954906974,"score_spread":0.2016072075847272,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2041399914","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.031547602,0.0021458024,0.93931687,0.0020472617,0.0002090827,0.000026121843,0.00005740969,0.00010554456,0.024544261],"genre_scores_gemma":[0.7378476,0.0043051727,0.22758248,0.0005945029,0.000511497,0.00008973734,0.000114090566,0.00016431126,0.028790627],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99977595,0.00007257663,0.000013630087,0.000022564,0.000093033945,0.000022220574],"domain_scores_gemma":[0.9991623,0.00050417514,0.00008966824,0.0000636082,0.00014393615,0.00003633831],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001517637,0.0005534458,0.0005372546,0.0010261441,0.0004639277,0.0020072802,0.00078595977,0.0014679919,0.0033616005],"category_scores_gemma":[0.0047669807,0.00026463973,0.00054735976,0.0010336398,0.0015276988,0.0039490983,0.0006989011,0.0015376052,0.0005224673],"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":[0.0000059227896,0.000015451,0.0002117828,0.00001753105,0.0000045360835,0.000056113644,0.00005372862,0.034660656,0.0007060942,0.95239043,0.0006390745,0.011238682],"study_design_scores_gemma":[0.000004383942,0.000008388716,0.00013716659,0.000014386832,0.0000030858832,0.000050494127,0.00001827106,0.40907544,0.00023866323,0.5887867,0.001653992,0.000008996295],"about_ca_topic_score_codex":0.002977363,"about_ca_topic_score_gemma":0.0016889491,"teacher_disagreement_score":0.0033616005,"about_ca_system_score_codex":0.0010401634,"about_ca_system_score_gemma":0.00070842804,"threshold_uncertainty_score":0.011245728},"labels":[],"label_agreement":null},{"id":"W2041423907","doi":"10.1016/j.spl.2004.06.006","title":"Properties of some bilinear models with periodic regime switching","year":2004,"lang":"en","type":"article","venue":"Statistics & Probability Letters","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"","keywords":"Mathematics; Uniqueness; Bilinear interpolation; Order (exchange); Applied mathematics; Series (stratigraphy); Mathematical analysis; Pure mathematics; Statistics","score_opus":0.0341242070627949,"score_gpt":0.19997177034107652,"score_spread":0.16584756327828162,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2041423907","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.38536575,0.0008830011,0.58596414,0.0018438176,0.00018225842,0.00013746964,0.00053649786,0.00039072445,0.024696356],"genre_scores_gemma":[0.97645015,0.00058393326,0.011467479,0.00021784457,0.00017008117,0.00012155916,0.00030349346,0.00010622943,0.010579168],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99874,0.0004897004,0.00008431642,0.00018393827,0.00023559517,0.00026641774],"domain_scores_gemma":[0.99226475,0.003988876,0.0015761219,0.0005887538,0.0007184315,0.0008630408],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032065958,0.0009924737,0.0016527001,0.0018294279,0.0014004076,0.0029362107,0.0013979499,0.0017094007,0.0071616257],"category_scores_gemma":[0.011552343,0.0011137908,0.0018798618,0.0013867262,0.0021028155,0.0045426795,0.002996049,0.002154396,0.00073549815],"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":[0.00013388744,0.00010907812,0.001263616,0.00009199053,0.000047850113,0.0002177207,0.0003676615,0.048887968,0.0016251687,0.94125175,0.0009815552,0.005021785],"study_design_scores_gemma":[0.00003029496,0.00005556113,0.00027316008,0.000014791757,0.000021630296,0.00013952065,0.00008486762,0.36973986,0.0003494727,0.6284469,0.0008121626,0.000031831005],"about_ca_topic_score_codex":0.002278551,"about_ca_topic_score_gemma":0.0010909083,"teacher_disagreement_score":0.0071616257,"about_ca_system_score_codex":0.0010504678,"about_ca_system_score_gemma":0.0016008728,"threshold_uncertainty_score":0.023957968},"labels":[],"label_agreement":null},{"id":"W2041556846","doi":"10.1016/j.cam.2007.10.016","title":"Computation and analysis for a constrained entropy optimization problem in finance","year":2007,"lang":"en","type":"article","venue":"Journal of Computational and Applied Mathematics","topic":"Stochastic processes and financial applications","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":"Mathematics; Computation; Mathematical optimization; Applied mathematics; Computational finance; Mathematical economics; Algorithm; Statistics","score_opus":0.01807349972436435,"score_gpt":0.23613516163836795,"score_spread":0.2180616619140036,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2041556846","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.042225126,0.0005507388,0.95019734,0.0016247309,0.00014971642,0.000069357775,0.0000853742,0.000096985146,0.0050006183],"genre_scores_gemma":[0.7399096,0.0006113143,0.25008005,0.00040660612,0.0003753577,0.00024549157,0.00025038584,0.00026233692,0.007858783],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990588,0.00044938538,0.000046434227,0.00013330166,0.00022398849,0.00008800934],"domain_scores_gemma":[0.9885633,0.010023196,0.00032595824,0.0002706947,0.00045565586,0.00036108977],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031168333,0.0009054206,0.0018431909,0.0014314702,0.0010838009,0.0022825066,0.0014572331,0.0024008537,0.0053159078],"category_scores_gemma":[0.01851978,0.00089437613,0.0013539252,0.0011335928,0.0030904321,0.0033703346,0.0030048257,0.0024162347,0.00023001779],"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":[0.00014796581,0.000119184835,0.0009657761,0.00019153749,0.000061516956,0.0001318886,0.00014406547,0.5369071,0.0011201869,0.43272358,0.0025344668,0.024952771],"study_design_scores_gemma":[0.000008626546,0.000010209409,0.00011394314,0.000008884498,0.000006559801,0.000009888393,0.000008061072,0.92914367,0.00015440755,0.07035228,0.00017731078,0.0000062738986],"about_ca_topic_score_codex":0.0047955764,"about_ca_topic_score_gemma":0.0043997206,"teacher_disagreement_score":0.0053159078,"about_ca_system_score_codex":0.0016667919,"about_ca_system_score_gemma":0.0022689882,"threshold_uncertainty_score":0.017783463},"labels":[],"label_agreement":null},{"id":"W2041675997","doi":"10.1007/s10614-011-9296-5","title":"The Efficient Frontier for Weakly Correlated Assets","year":2011,"lang":"en","type":"article","venue":"Computational Economics","topic":"Stochastic processes and financial applications","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":"China Scholarship Council","keywords":"Efficient frontier; Mathematics; Diagonal; Portfolio; Monotonic function; Covariance matrix; Covariance; Parametric statistics; Upper and lower bounds; Order (exchange); Applied mathematics; Mathematical optimization; Economics; Statistics; Finance; Mathematical analysis","score_opus":0.04044285691872718,"score_gpt":0.2096919822169376,"score_spread":0.16924912529821043,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2041675997","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.089847125,0.0018622077,0.8967163,0.0017094048,0.000044356726,0.000026972617,0.0002206663,0.000116141004,0.009456774],"genre_scores_gemma":[0.9022058,0.0022221492,0.08797828,0.0001488486,0.0001603534,0.00012726075,0.0003713423,0.00013390135,0.006651966],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99873024,0.0008108409,0.00006218269,0.00013712961,0.00015002025,0.000109660796],"domain_scores_gemma":[0.9842036,0.013628568,0.0006469554,0.00062662445,0.00049442786,0.0003999046],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003226225,0.0007311685,0.0018819064,0.0017613877,0.00064465037,0.0037408152,0.0012324513,0.0018750151,0.0042129345],"category_scores_gemma":[0.025099283,0.00089412736,0.0009333298,0.0016366371,0.0027762002,0.0056149596,0.00234551,0.002353562,0.00033672078],"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":[0.00002431063,0.000020075531,0.00045351172,0.000064765816,0.000026107156,0.000040279872,0.000061178325,0.15451755,0.00016263501,0.83576787,0.0009433836,0.007918415],"study_design_scores_gemma":[0.000009817976,0.0000049819846,0.00013177576,0.00001627135,0.000004918124,0.00000982532,0.000012887383,0.32002693,0.0000529941,0.679307,0.0004176514,0.000004956815],"about_ca_topic_score_codex":0.0021933727,"about_ca_topic_score_gemma":0.0013796929,"teacher_disagreement_score":0.0042129345,"about_ca_system_score_codex":0.001383128,"about_ca_system_score_gemma":0.0017252859,"threshold_uncertainty_score":0.017062068},"labels":[],"label_agreement":null},{"id":"W2041906434","doi":"10.1080/14697680903341798","title":"A unified approach to explicit bond price solutions under a time-dependent affine term structure modelling framework","year":2011,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Affine transformation; Affine term structure model; Term (time); Econometrics; Simplicity; Yield curve; Mathematical economics; Econometric model; Economics; Bond valuation; Interest rate; Computer science; Mathematics; Macroeconomics; Pure mathematics","score_opus":0.10110479226667086,"score_gpt":0.2549868145880584,"score_spread":0.15388202232138753,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2041906434","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.002939064,0.0004148857,0.9914893,0.00034228642,0.000053337673,0.000016992622,0.000052232757,0.000037606776,0.004654285],"genre_scores_gemma":[0.32151505,0.005950285,0.6427771,0.00054592494,0.0013197748,0.0005372352,0.00041973783,0.00026133494,0.026673567],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993068,0.00031951838,0.000051602627,0.00008814242,0.0001853558,0.0000486519],"domain_scores_gemma":[0.9989215,0.00044892958,0.00020962274,0.00014379693,0.0001923667,0.00008387385],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002015839,0.0012218253,0.0013136456,0.0013284087,0.0006352527,0.0021181975,0.0021170066,0.0021941336,0.004102993],"category_scores_gemma":[0.0046685934,0.0008942837,0.002216337,0.0011402669,0.0014835205,0.0028148098,0.0024412412,0.0029773049,0.0010176493],"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":[0.0000038645235,0.00001361305,0.000088035864,0.00003404644,0.0000136837925,0.00007330476,0.000059082,0.057266563,0.00058489956,0.9380948,0.0003865268,0.003381498],"study_design_scores_gemma":[0.00001023401,0.000023709748,0.000072683135,0.000024331479,0.000012242001,0.00005681401,0.000017957786,0.5181473,0.0001512671,0.4774719,0.0039927782,0.000018750448],"about_ca_topic_score_codex":0.0025984207,"about_ca_topic_score_gemma":0.0021193316,"teacher_disagreement_score":0.004102993,"about_ca_system_score_codex":0.00088140497,"about_ca_system_score_gemma":0.0013687211,"threshold_uncertainty_score":0.013725936},"labels":[],"label_agreement":null},{"id":"W2042472292","doi":"10.2139/ssrn.2224181","title":"Optimal Initiation of a GLWB in a Variable Annuity: No Arbitrage Approach","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Annuity; Arbitrage; Statistical arbitrage; Actuarial science; Business; Variable (mathematics); Economics; Financial economics; Econometrics; Risk arbitrage; Finance; Life annuity; Capital asset pricing model; Arbitrage pricing theory; Mathematics; Pension","score_opus":0.01127921749444669,"score_gpt":0.19804627459882757,"score_spread":0.18676705710438088,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2042472292","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16020757,0.0007617768,0.8001495,0.0031459804,0.00035789347,0.00018995491,0.00014080862,0.00047402218,0.0345725],"genre_scores_gemma":[0.9292935,0.0003038368,0.0560183,0.00021972858,0.00017315747,0.00010534451,0.00006344934,0.00014555256,0.013677196],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991385,0.00027310872,0.000041350282,0.00023622901,0.00008934464,0.0002214644],"domain_scores_gemma":[0.99608177,0.0022668063,0.00040422444,0.00031333548,0.00027934893,0.0006545555],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022219687,0.0007959241,0.002389028,0.00076321955,0.00089713844,0.0027771087,0.002052244,0.0038678602,0.011337503],"category_scores_gemma":[0.008879677,0.0012512644,0.0011490028,0.00054651237,0.0019035654,0.0032526504,0.0028843938,0.0038951964,0.00088157883],"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":[0.0010864986,0.00041096806,0.001697651,0.00029055655,0.00012075822,0.0008886389,0.0003398039,0.4305948,0.013024586,0.51258564,0.0051182816,0.033841796],"study_design_scores_gemma":[0.00008953131,0.00012201821,0.0003803664,0.00003636787,0.000042812895,0.0000805405,0.00010364165,0.8911971,0.0015482657,0.10504853,0.0013112802,0.000039645292],"about_ca_topic_score_codex":0.0012974895,"about_ca_topic_score_gemma":0.0009931618,"teacher_disagreement_score":0.011337503,"about_ca_system_score_codex":0.0008735188,"about_ca_system_score_gemma":0.0015863269,"threshold_uncertainty_score":0.037927687},"labels":[],"label_agreement":null},{"id":"W2043228864","doi":"10.1155/bvp/2006/32835","title":"The American straddle close to expiry","year":2006,"lang":"en","type":"article","venue":"Boundary Value Problems","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Straddle; Mathematics; Partial differential equation; Dual (grammatical number); Ordinary differential equation; Expression (computer science); Set (abstract data type); Applied mathematics; Mathematical analysis; Mathematical optimization; Mathematical economics; Differential equation; Computer science; Business; Finance","score_opus":0.020270205974848014,"score_gpt":0.22700257400787713,"score_spread":0.2067323680330291,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2043228864","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.528606,0.0031195127,0.34319374,0.006247507,0.00054680085,0.00004934983,0.00012972916,0.00017558549,0.117931806],"genre_scores_gemma":[0.9648488,0.0006388524,0.012947458,0.00020509605,0.00013459445,0.000022702245,0.000044075434,0.0000494412,0.02110893],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996933,0.00009303264,0.000008862217,0.000069901056,0.00007419069,0.000060808463],"domain_scores_gemma":[0.9992482,0.00027959357,0.000120022225,0.00005315151,0.000104051316,0.00019481046],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007202492,0.0003752797,0.00057454925,0.00052914675,0.0009299386,0.0022838353,0.0008493173,0.0020664188,0.0070733773],"category_scores_gemma":[0.004014968,0.00034227566,0.00054105255,0.0005049805,0.0015468996,0.0040323325,0.0017893336,0.0034003672,0.0005955112],"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":[0.00015330149,0.000097048716,0.0010725039,0.00005761391,0.000015748828,0.0006750066,0.00037143356,0.07475045,0.005749672,0.901189,0.0020008828,0.013867451],"study_design_scores_gemma":[0.000047058977,0.00009897989,0.0012720529,0.000058327,0.000019021962,0.00040304745,0.00032332155,0.41173524,0.002493168,0.57163805,0.011864096,0.00004765903],"about_ca_topic_score_codex":0.0023843867,"about_ca_topic_score_gemma":0.0014726621,"teacher_disagreement_score":0.0070733773,"about_ca_system_score_codex":0.00089179183,"about_ca_system_score_gemma":0.00079519174,"threshold_uncertainty_score":0.023662806},"labels":[],"label_agreement":null},{"id":"W2043436277","doi":"10.3905/jod.2001.319171","title":"How Well Can Options Complete Markets?","year":2001,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Stochastic processes and financial applications","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":"Portfolio; Completeness (order theory); Complete market; Economics; Database transaction; Transaction cost; Stochastic game; Expected utility hypothesis; Contingency; Risk aversion (psychology); Microeconomics; Actuarial science; Mathematical economics; Financial economics; Computer science; Mathematics","score_opus":0.0419124580317444,"score_gpt":0.22609767924394453,"score_spread":0.18418522121220013,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2043436277","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11299819,0.016545044,0.5635832,0.0645457,0.0014259665,0.00018504643,0.0010808939,0.0009518487,0.23868416],"genre_scores_gemma":[0.87700665,0.007384582,0.07428776,0.006450094,0.0013616116,0.00027990568,0.00054653914,0.0004898243,0.03219304],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9965329,0.0012602899,0.00016926859,0.000706379,0.0009449575,0.00038621898],"domain_scores_gemma":[0.98914087,0.005992534,0.0013458844,0.0017602164,0.0010796338,0.0006808759],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005383776,0.0010977659,0.0018573268,0.0013242345,0.0020490405,0.0065836036,0.0014400786,0.005246904,0.01577104],"category_scores_gemma":[0.044037808,0.0006905457,0.0012053979,0.0012603393,0.006393913,0.034427997,0.004431985,0.0042866305,0.0031140966],"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":[0.000043250955,0.000019689443,0.0002819276,0.000042761665,0.000026422575,0.00008063091,0.0001543902,0.0053169844,0.000072763774,0.97818154,0.0030525972,0.012727097],"study_design_scores_gemma":[0.000008199346,0.0000057693182,0.000028048435,0.000010584688,0.000001958491,0.000034422275,0.000025099165,0.002283803,0.000039372295,0.9935969,0.003960423,0.000005365696],"about_ca_topic_score_codex":0.0019250005,"about_ca_topic_score_gemma":0.0008237545,"teacher_disagreement_score":0.01577104,"about_ca_system_score_codex":0.0013313834,"about_ca_system_score_gemma":0.001135596,"threshold_uncertainty_score":0.05275935},"labels":[],"label_agreement":null},{"id":"W2044147077","doi":"10.1080/13518470903448473","title":"Monte Carlo methods for pricing discrete Parisian options","year":2010,"lang":"en","type":"article","venue":"European Journal of Finance","topic":"Stochastic processes and financial applications","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":"Wilfrid Laurier University; University of Waterloo","funders":"","keywords":"Monte Carlo method; Monte Carlo methods for option pricing; Valuation of options; Control variates; Maturity (psychological); Computer science; Quasi-Monte Carlo method; Stock price; Mathematical optimization; Hybrid Monte Carlo; Econometrics; Mathematics; Markov chain Monte Carlo; Series (stratigraphy); Statistics","score_opus":0.03091166475310465,"score_gpt":0.29045187460236666,"score_spread":0.259540209849262,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2044147077","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0014184545,0.00019250545,0.9974366,0.000062678526,0.000020652751,0.000023885566,0.000013315877,0.00007324439,0.0007587564],"genre_scores_gemma":[0.18909287,0.0010262721,0.8044536,0.00013933978,0.00018298758,0.00054133934,0.00017403475,0.00018676333,0.00420283],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99770653,0.0014268932,0.00008022738,0.00016178902,0.0005387972,0.00008565543],"domain_scores_gemma":[0.99226534,0.0063937465,0.0003940446,0.00037151633,0.00044862297,0.00012669183],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0040729684,0.000864565,0.0010028095,0.0015569414,0.000663445,0.0014497857,0.0015691029,0.0014591154,0.003859684],"category_scores_gemma":[0.013565908,0.00081961765,0.0009747006,0.0015553841,0.0017206143,0.0016276753,0.0010611643,0.0025357842,0.0006903043],"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":[0.00005442559,0.000052973213,0.00067133445,0.00007577157,0.00007853445,0.00007235436,0.000063084524,0.6892452,0.00082858343,0.27120703,0.00071521435,0.03693546],"study_design_scores_gemma":[0.00001526351,0.000009418204,0.00006442494,0.000012029328,0.000006082868,0.00001985538,0.000003486554,0.96001226,0.00021629172,0.038689893,0.00093985995,0.0000111578665],"about_ca_topic_score_codex":0.0043337215,"about_ca_topic_score_gemma":0.004116813,"teacher_disagreement_score":0.0043337215,"about_ca_system_score_codex":0.0014826512,"about_ca_system_score_gemma":0.0011878433,"threshold_uncertainty_score":0.021540165},"labels":[],"label_agreement":null},{"id":"W2044270925","doi":"10.1080/07362994.2013.830459","title":"Reflected Backward Stochastic Differential Equations, Convex Risk Measures and American Options","year":2013,"lang":"en","type":"article","venue":"Stochastic Analysis and Applications","topic":"Stochastic processes and financial applications","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":"Mathematics; Viscosity solution; Stochastic differential equation; Regular polygon; Stopping time; Applied mathematics; Markov process; Obstacle; Mathematical optimization; Mathematical analysis; Statistics","score_opus":0.016756719514222126,"score_gpt":0.23249013264142196,"score_spread":0.21573341312719985,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2044270925","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06658809,0.00070179475,0.92366934,0.0010141551,0.00010266627,0.00003951767,0.00008687998,0.000047139525,0.0077504297],"genre_scores_gemma":[0.8705546,0.001070328,0.115822785,0.00020007644,0.00010613654,0.0000997694,0.00013324138,0.00005390734,0.011959103],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99900204,0.00047465213,0.0000471087,0.00010567816,0.00028923567,0.00008126282],"domain_scores_gemma":[0.99714226,0.0014533778,0.000621079,0.00018517299,0.00037140513,0.00022664081],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027668022,0.0011375849,0.00075548654,0.0009907202,0.00040895125,0.0019813161,0.0012977973,0.0013636962,0.0022729577],"category_scores_gemma":[0.0064684334,0.00043975658,0.0010168145,0.0009473943,0.0021712398,0.0026743107,0.0018605528,0.0020147765,0.00018829173],"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":[0.000023766665,0.000031422634,0.0007948171,0.000033316715,0.000028476295,0.00013673211,0.00008658353,0.19466943,0.001380468,0.7966317,0.00035612128,0.0058271918],"study_design_scores_gemma":[0.000008862625,0.00002690317,0.00024180411,0.000018691311,0.000010770504,0.00004832771,0.000021680255,0.7241068,0.0006194253,0.2741359,0.00074229174,0.000018529854],"about_ca_topic_score_codex":0.0025297562,"about_ca_topic_score_gemma":0.001631006,"teacher_disagreement_score":0.0027668022,"about_ca_system_score_codex":0.0013544164,"about_ca_system_score_gemma":0.0010367148,"threshold_uncertainty_score":0.014632404},"labels":[],"label_agreement":null},{"id":"W2044577408","doi":"10.1137/s0036142998344512","title":"Weak Approximations and Extrapolations of Stochastic Differential Equations with Jumps","year":2000,"lang":"en","type":"article","venue":"SIAM Journal on Numerical Analysis","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Mathematics; Extrapolation; Discretization; Convergence (economics); Stochastic differential equation; Richardson extrapolation; Applied mathematics; Order of accuracy; Weak convergence; Backward Euler method; Euler method; Order (exchange); Numerical analysis; Differential equation; Mathematical analysis; Taylor series; Euler's formula; Numerical partial differential equations; Computer science","score_opus":0.016417496411737884,"score_gpt":0.22040743142096578,"score_spread":0.2039899350092279,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2044577408","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.046604138,0.0011811765,0.9445013,0.00049756124,0.0003415324,0.00007016078,0.00006096553,0.0002056235,0.006537578],"genre_scores_gemma":[0.789253,0.002047327,0.19573064,0.00028271455,0.00029808056,0.00024228996,0.00023294531,0.00016590256,0.011747145],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993254,0.00029105565,0.000049744667,0.000044872217,0.00024579847,0.00004317657],"domain_scores_gemma":[0.9978382,0.0012134397,0.0002717236,0.00023780165,0.00031423065,0.00012464187],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019686588,0.0008907566,0.0007544021,0.0010526147,0.000568992,0.0007733595,0.0009739232,0.0011481899,0.0011472676],"category_scores_gemma":[0.0073569966,0.00032696122,0.0009794977,0.00064205553,0.0016055965,0.0015090873,0.0022833517,0.002173918,0.00024080077],"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":[0.00010774103,0.0000599037,0.0014573949,0.00021439801,0.000047651116,0.00020173029,0.00023401102,0.56343603,0.00833599,0.39529097,0.0010235822,0.029590625],"study_design_scores_gemma":[0.0000046388864,0.000018291545,0.00007430519,0.000016407712,0.000003276211,0.000015650852,0.0000086147575,0.96959776,0.00060301163,0.02898419,0.0006686004,0.0000053699855],"about_ca_topic_score_codex":0.0014635635,"about_ca_topic_score_gemma":0.0009333182,"teacher_disagreement_score":0.0019686588,"about_ca_system_score_codex":0.0006550174,"about_ca_system_score_gemma":0.0006138097,"threshold_uncertainty_score":0.010411322},"labels":[],"label_agreement":null},{"id":"W2045388541","doi":"10.1016/j.rfe.2005.04.003","title":"Extending the universality of the Heath–Jarrow–Morton model","year":2005,"lang":"en","type":"article","venue":"Review of Financial Economics","topic":"Stochastic processes and financial applications","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":"Tellabs (Canada)","funders":"","keywords":"Heath–Jarrow–Morton framework; Futures contract; Fixed income; Interest rate; Interest rate derivative; Short-rate model; Forward rate; Volatility (finance); Econometrics; Discrete time and continuous time; Arbitrage; Computer science; Mathematical economics; Economics; Financial economics; Mathematics; Finance; Statistics; Bond","score_opus":0.026914871737009797,"score_gpt":0.23270473882283318,"score_spread":0.2057898670858234,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2045388541","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.085766464,0.0017994249,0.8747546,0.0031273044,0.00022285592,0.000063212756,0.00012532668,0.00023879782,0.033902027],"genre_scores_gemma":[0.89689463,0.0017100691,0.09234095,0.00033892892,0.00042304644,0.000115815885,0.000063488325,0.00011069888,0.008002319],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99895155,0.00040052843,0.00004572442,0.00018717554,0.00026720707,0.00014772598],"domain_scores_gemma":[0.99740976,0.0014430839,0.0003472147,0.00037742927,0.00025826955,0.00016432213],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026124152,0.00040687763,0.0010925266,0.0011335636,0.0006541421,0.0018459564,0.0017555059,0.001611128,0.0024418938],"category_scores_gemma":[0.0073854174,0.0005444706,0.0016441052,0.0007568954,0.0031256313,0.0033286423,0.0018973906,0.0021572947,0.0003623504],"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":[0.000010202422,0.00001745789,0.00024553112,0.000025539488,0.000014395175,0.00007566978,0.00010068738,0.076409414,0.00029067506,0.918601,0.00054726703,0.003662286],"study_design_scores_gemma":[0.0000130385315,0.000013626656,0.00021443577,0.000011857077,0.000007626378,0.000042050862,0.000015440302,0.41223553,0.00013629405,0.58431816,0.002977275,0.000014673952],"about_ca_topic_score_codex":0.0054647867,"about_ca_topic_score_gemma":0.0014890132,"teacher_disagreement_score":0.0054647867,"about_ca_system_score_codex":0.0017789182,"about_ca_system_score_gemma":0.00088411215,"threshold_uncertainty_score":0.013815939},"labels":[],"label_agreement":null},{"id":"W2045794697","doi":"10.1016/s1631-073x(02)02322-1","title":"Extreme value attractors for star unimodal copulas","year":2002,"lang":"fr","type":"article","venue":"Comptes Rendus Mathématique","topic":"Stochastic processes and financial applications","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":"Université Laval","funders":"","keywords":"Mathematics; Unimodality; Combinatorics; Star (game theory); Attractor; Mathematical analysis","score_opus":0.07968837481348694,"score_gpt":0.24438314470397923,"score_spread":0.1646947698904923,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2045794697","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6820499,0.00069242757,0.30100647,0.00042847756,0.000036257912,0.000049308503,0.0004882536,0.0002624215,0.014986539],"genre_scores_gemma":[0.98355687,0.0002636772,0.012920209,0.000035286448,0.000028668861,0.00003877018,0.00027058888,0.00006773586,0.0028181642],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997205,0.000085395215,0.000016547783,0.000076938304,0.000042116437,0.000058503836],"domain_scores_gemma":[0.99671847,0.0017837186,0.0006552504,0.00013280092,0.000394666,0.00031498063],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010042738,0.0006277619,0.0006908476,0.002227847,0.00060314976,0.0017133199,0.0005663516,0.00047948663,0.005743645],"category_scores_gemma":[0.0058155167,0.00032740322,0.0011044713,0.0008712835,0.0010994567,0.0011668524,0.0009773108,0.0010786549,0.00043318528],"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":[0.00023830314,0.00008776796,0.013732723,0.0002365709,0.00022270562,0.0009387871,0.00087713375,0.15831463,0.010632127,0.7812271,0.00355572,0.029936528],"study_design_scores_gemma":[0.00002232908,0.00009261275,0.0063873366,0.00005676279,0.000049718044,0.00039405614,0.0003538632,0.64127743,0.0024588616,0.34659243,0.0022431018,0.00007145319],"about_ca_topic_score_codex":0.0012931308,"about_ca_topic_score_gemma":0.0010384085,"teacher_disagreement_score":0.005743645,"about_ca_system_score_codex":0.0008704412,"about_ca_system_score_gemma":0.00035837738,"threshold_uncertainty_score":0.019214451},"labels":[],"label_agreement":null},{"id":"W2046116248","doi":"10.1007/s10690-007-9038-9","title":"Risk measures for derivatives with Markov-modulated pure jump processes","year":2006,"lang":"en","type":"article","venue":"Asia-Pacific Financial Markets","topic":"Stochastic processes and financial applications","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":"University of Calgary","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Hamilton–Jacobi–Bellman equation; Jump; Valuation of options; Derivative (finance); Stochastic discount factor; Jump diffusion; Position (finance); Markov process; Mathematics; Econometrics; Economics; Mathematical economics; Financial economics; Capital asset pricing model; Finance; Statistics; Physics; Bellman equation","score_opus":0.010325150612925065,"score_gpt":0.19518163435661703,"score_spread":0.18485648374369196,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2046116248","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.20526016,0.003741191,0.7826084,0.0013831066,0.00024887797,0.00007833527,0.00017900112,0.00020682928,0.00629411],"genre_scores_gemma":[0.96449095,0.0021256185,0.023778077,0.00020940942,0.00042433545,0.000101059064,0.00018851568,0.00006696895,0.008615047],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99886537,0.00048094362,0.000076281685,0.00019609646,0.00025350138,0.00012778421],"domain_scores_gemma":[0.9894973,0.0069464236,0.0018249579,0.0004167075,0.00076730683,0.0005472616],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0061185895,0.0014515463,0.0013394456,0.0020105573,0.0005970391,0.0033293115,0.0016789488,0.0023753266,0.0028224678],"category_scores_gemma":[0.01980793,0.000706135,0.001231149,0.0011891768,0.0022216644,0.0061947363,0.0014370559,0.0020080255,0.000254434],"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":[0.00009621915,0.000068949375,0.0015917784,0.00013415213,0.00011536007,0.00022833714,0.00014863822,0.10016594,0.0028015543,0.88534635,0.000816865,0.008485984],"study_design_scores_gemma":[0.000019124855,0.00004395783,0.001288122,0.000029115405,0.000042001015,0.000108843175,0.00003261038,0.67155737,0.00050389755,0.3259549,0.0003797209,0.000040320243],"about_ca_topic_score_codex":0.0016328729,"about_ca_topic_score_gemma":0.0011594357,"teacher_disagreement_score":0.0061185895,"about_ca_system_score_codex":0.0016843395,"about_ca_system_score_gemma":0.0010144492,"threshold_uncertainty_score":0.032358587},"labels":[],"label_agreement":null},{"id":"W2046315308","doi":"10.1080/03610926.2012.665557","title":"A Weighted Central Limit Theorem Under Sublinear Expectations","year":2014,"lang":"en","type":"article","venue":"Communication in Statistics- Theory and Methods","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":20,"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 Virginia; National Key Research and Development Program of China; Ryerson University","keywords":"Sublinear function; Central limit theorem; Limit (mathematics); Mathematics; Random variable; Mathematical economics; Discrete mathematics; Combinatorics; Pure mathematics; Statistics; Mathematical analysis","score_opus":0.03985662457191313,"score_gpt":0.3323268249269221,"score_spread":0.292470200355009,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2046315308","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.029520426,0.00086127216,0.9610015,0.001336487,0.00018243316,0.0000731387,0.00014623979,0.00021331343,0.0066650566],"genre_scores_gemma":[0.8322022,0.0019075244,0.14211403,0.0018265673,0.0011174318,0.0010838937,0.00040269553,0.0005344861,0.018811211],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.98953396,0.0045531164,0.00046853058,0.001658842,0.002817155,0.0009683801],"domain_scores_gemma":[0.95846146,0.025632339,0.0034600846,0.0027721238,0.008257065,0.0014169645],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.021543289,0.001300421,0.002287751,0.002940547,0.0011320852,0.0042550736,0.003721788,0.0018980289,0.008876958],"category_scores_gemma":[0.045083698,0.0008287797,0.0027239241,0.0024725348,0.0057035815,0.009316801,0.003764936,0.0050962097,0.0011772194],"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":[0.0000764522,0.000044638167,0.0007473117,0.00013848934,0.00009137852,0.00019735031,0.00020171364,0.015757814,0.0016156872,0.97280854,0.0013123873,0.0070081456],"study_design_scores_gemma":[0.000045066816,0.000073698386,0.000567435,0.00004589222,0.000039664093,0.00019151598,0.00008763568,0.28881162,0.001359293,0.70705134,0.0016841701,0.000042761567],"about_ca_topic_score_codex":0.0021822283,"about_ca_topic_score_gemma":0.0009867286,"teacher_disagreement_score":0.021543289,"about_ca_system_score_codex":0.0035440559,"about_ca_system_score_gemma":0.0029028156,"threshold_uncertainty_score":0.113933206},"labels":[],"label_agreement":null},{"id":"W2046888594","doi":"10.1155/2010/347105","title":"Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas","year":2010,"lang":"en","type":"article","venue":"International Journal of Stochastic Analysis","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":10,"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 Prince Edward Island; University of Calgary","funders":"Natural Sciences and Engineering Research Council of Canada; University of Prince Edward Island","keywords":"Ergodic theory; Mathematics; Markov chain; Diffusion; Convergence (economics); Markov process; Applied mathematics; Scheme (mathematics); Geometric series; Mathematical economics; Mathematical optimization; Mathematical analysis; Economics; Statistics","score_opus":0.010024109435810422,"score_gpt":0.22358772050023848,"score_spread":0.21356361106442806,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2046888594","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12442704,0.0022109,0.85079885,0.0014045417,0.00027818693,0.000060553735,0.00012676754,0.00017135135,0.020521693],"genre_scores_gemma":[0.92063063,0.002004209,0.06381819,0.00022324912,0.00027369466,0.00009783476,0.00018224538,0.00008130627,0.012688542],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995283,0.00014772872,0.000022089034,0.000056215253,0.00018647252,0.000059222675],"domain_scores_gemma":[0.9985863,0.00071371585,0.0002224288,0.00010351361,0.00027145882,0.0001025542],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012658583,0.0006817767,0.0005949252,0.0012323075,0.00035571711,0.0012326216,0.0012010238,0.0011561678,0.002927912],"category_scores_gemma":[0.007860614,0.00027783433,0.0007709578,0.0008791396,0.0013451242,0.002760094,0.0010792033,0.001799418,0.00035086818],"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":[0.000015030608,0.000016924107,0.00040920734,0.00003673875,0.000012311105,0.00011520152,0.00008272039,0.07279814,0.0015669507,0.918607,0.0005607866,0.005778957],"study_design_scores_gemma":[0.000008989148,0.000013306263,0.00018653634,0.000014206149,0.000006950112,0.00009695993,0.000019460329,0.7905486,0.00043606386,0.20745584,0.0012024892,0.000010603468],"about_ca_topic_score_codex":0.0025112126,"about_ca_topic_score_gemma":0.0011278925,"teacher_disagreement_score":0.002927912,"about_ca_system_score_codex":0.0010646036,"about_ca_system_score_gemma":0.00079668174,"threshold_uncertainty_score":0.009794772},"labels":[],"label_agreement":null},{"id":"W2046939348","doi":"10.1111/j.1467-9965.2006.00258.x","title":"MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE","year":2006,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Mathematics; Pointwise; Local martingale; Martingale (probability theory); Hellinger distance; Doob's martingale inequality; Martingale pricing; Applied mathematics; Entropy (arrow of time); Mathematical economics; Econometrics; Mathematical analysis; Physics; Thermodynamics","score_opus":0.022567914797559936,"score_gpt":0.21803130802676002,"score_spread":0.1954633932292001,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2046939348","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18570198,0.013022556,0.6498983,0.0144725945,0.0011460936,0.00008249281,0.0007340817,0.000222707,0.1347193],"genre_scores_gemma":[0.9215437,0.0038595314,0.048663545,0.0013808765,0.0014631704,0.00006802194,0.00032066437,0.00012940652,0.022571184],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994522,0.00014956249,0.000026153346,0.00015530741,0.00014455397,0.00007220152],"domain_scores_gemma":[0.9988243,0.00056617305,0.00012996372,0.00015516812,0.00018535697,0.00013908543],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018091939,0.0006295851,0.0008344591,0.0014483132,0.0006968895,0.0015474543,0.0007748477,0.0013456458,0.008192678],"category_scores_gemma":[0.004294659,0.00026957938,0.0010114035,0.0007289199,0.0019792684,0.0043636207,0.0012729379,0.0019050401,0.00041082033],"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":[0.0000054000775,0.0000087852595,0.00015132355,0.000030620522,0.000006043124,0.000033618042,0.00004120041,0.0016009792,0.0004841545,0.995577,0.00048131956,0.0015795728],"study_design_scores_gemma":[0.000005802866,0.000024179486,0.00040804755,0.000027536891,0.0000067223777,0.00006864591,0.000024893268,0.013288531,0.0003588673,0.9816004,0.004172061,0.000014093792],"about_ca_topic_score_codex":0.00089600607,"about_ca_topic_score_gemma":0.00061361725,"teacher_disagreement_score":0.008192678,"about_ca_system_score_codex":0.001587618,"about_ca_system_score_gemma":0.0005176298,"threshold_uncertainty_score":0.027407289},"labels":[],"label_agreement":null},{"id":"W2047248707","doi":"10.1214/ejp.v14-687","title":"Nonlinear filtering with signal dependent observation noise","year":2009,"lang":"en","type":"article","venue":"Electronic Journal of Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"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":"National Science Foundation","keywords":"Mathematics; Conditional probability distribution; Noise (video); Conditional expectation; Dimension (graph theory); Filtering problem; Manifold (fluid mechanics); Distribution (mathematics); Filter (signal processing); SIGNAL (programming language); Mathematical analysis; Applied mathematics; Pure mathematics; Artificial intelligence; Statistics; Computer science; Image (mathematics)","score_opus":0.02191407783477326,"score_gpt":0.21570881317936377,"score_spread":0.19379473534459052,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2047248707","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06988659,0.0006128385,0.9261007,0.00078544486,0.00014555953,0.000017389135,0.00006690112,0.00004707827,0.0023374457],"genre_scores_gemma":[0.92698264,0.0013353762,0.05849682,0.00024628185,0.0006779268,0.00009150886,0.00022045738,0.00003351444,0.011915502],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99900085,0.00025596083,0.000048569236,0.000343177,0.0002634899,0.00008792682],"domain_scores_gemma":[0.99782926,0.0012898456,0.0003919584,0.00013060444,0.00028587613,0.00007248838],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019180257,0.0007758,0.0010643282,0.0005102628,0.0005564059,0.0013952192,0.0010204245,0.0023605644,0.0007431177],"category_scores_gemma":[0.0054617426,0.00041004288,0.0007409733,0.00063279486,0.002164503,0.0024804885,0.0013315991,0.0012546901,0.00019566873],"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":[0.00025242302,0.00007399486,0.0022445598,0.0002916484,0.00012292805,0.0004989504,0.000316086,0.28503534,0.011561631,0.6793558,0.0007804358,0.01946613],"study_design_scores_gemma":[0.000028063925,0.000054817796,0.000845423,0.000015124171,0.000026137957,0.00006600047,0.00002290205,0.9095819,0.0016516146,0.086978905,0.0006956376,0.00003359011],"about_ca_topic_score_codex":0.0031575449,"about_ca_topic_score_gemma":0.0015800076,"teacher_disagreement_score":0.0031575449,"about_ca_system_score_codex":0.001414684,"about_ca_system_score_gemma":0.0007527658,"threshold_uncertainty_score":0.010264337},"labels":[],"label_agreement":null},{"id":"W2047503222","doi":"10.1108/15265941011092077","title":"Option pricing for jump diffussion model with random volatility","year":2010,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Kurtosis; Volatility (finance); Jump diffusion; Volatility smile; Stochastic volatility; Econometrics; Implied volatility; Valuation of options; SABR volatility model; Jump; Forward volatility; Economics; Financial models with long-tailed distributions and volatility clustering; Mathematics; Statistics; Physics","score_opus":0.01453778441759833,"score_gpt":0.2182805493499261,"score_spread":0.20374276493232776,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2047503222","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.060195047,0.0007116909,0.93422395,0.0006089226,0.0001242051,0.000041536423,0.000070980415,0.00016631276,0.0038574203],"genre_scores_gemma":[0.9302522,0.0009066344,0.058754448,0.00012609808,0.00019204317,0.00009581224,0.0001814386,0.00006771672,0.009423578],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99938226,0.00022140585,0.000029676905,0.000092818336,0.00021967261,0.000054173302],"domain_scores_gemma":[0.99921453,0.00045104334,0.00009928841,0.00005723806,0.00011977223,0.000057991572],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011903855,0.0004726122,0.00078915164,0.00046401683,0.0002826799,0.0012464824,0.001098346,0.0011059174,0.0026569308],"category_scores_gemma":[0.0039211097,0.00023093347,0.0009741761,0.00054099405,0.00063937606,0.0023621956,0.0008093528,0.0016054813,0.00019405212],"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":[0.000080459555,0.00008466512,0.0020642371,0.00014121468,0.000093720744,0.0007976374,0.00011384574,0.3478819,0.010037668,0.60902965,0.0017320962,0.027942982],"study_design_scores_gemma":[0.000011001971,0.000018534276,0.00019274701,0.000005384294,0.00001140589,0.0000781387,0.0000062674903,0.95413435,0.00040052232,0.044750717,0.00038039818,0.000010524728],"about_ca_topic_score_codex":0.001529929,"about_ca_topic_score_gemma":0.0008515238,"teacher_disagreement_score":0.0026569308,"about_ca_system_score_codex":0.00060892757,"about_ca_system_score_gemma":0.000787197,"threshold_uncertainty_score":0.008888364},"labels":[],"label_agreement":null},{"id":"W2048012050","doi":"10.1111/j.1936-4490.2000.tb00218.x","title":"An Empirical Implementation of a Non‐parametric Estimation Approach for a Two‐Factor Term Structure Model","year":2000,"lang":"fr","type":"article","venue":"Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration","topic":"Stochastic processes and financial applications","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":"Bank of Canada","funders":"","keywords":"Mathematics; Monte Carlo method; Parametric statistics; Statistics","score_opus":0.11850553214716383,"score_gpt":0.3658330288980756,"score_spread":0.24732749675091178,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2048012050","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.043568857,0.00007787759,0.9541628,0.000239747,0.000012038055,0.000099717974,0.00006523064,0.00018755089,0.0015862489],"genre_scores_gemma":[0.64984447,0.000107524866,0.34802762,0.00006127985,0.00001627,0.0002583771,0.00016353295,0.000040983057,0.0014799809],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99547833,0.0033554516,0.00013092953,0.0003532942,0.0005833294,0.00009866185],"domain_scores_gemma":[0.97966546,0.01691385,0.00079086167,0.0014934174,0.0010098377,0.00012657214],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006694373,0.0003562657,0.0006566153,0.00084820244,0.00039672776,0.001442401,0.0011572681,0.0011422846,0.0033446867],"category_scores_gemma":[0.04545494,0.00039998125,0.0006783547,0.0010478916,0.0006694462,0.0017207338,0.0011421595,0.0013536131,0.0003438596],"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":[0.00034752747,0.00040627114,0.02237782,0.00020124562,0.00027471295,0.0002969711,0.00077465735,0.50623727,0.0038250927,0.21078844,0.0022587706,0.25221127],"study_design_scores_gemma":[0.00004927972,0.00008903759,0.0031758067,0.000020383288,0.000019221476,0.000041695952,0.000045327874,0.9656843,0.00093477475,0.028718276,0.00119446,0.000027335018],"about_ca_topic_score_codex":0.0074419803,"about_ca_topic_score_gemma":0.006031647,"teacher_disagreement_score":0.0074419803,"about_ca_system_score_codex":0.0009181809,"about_ca_system_score_gemma":0.0016299706,"threshold_uncertainty_score":0.03540367},"labels":[],"label_agreement":null},{"id":"W2048090259","doi":"10.1007/s11009-013-9336-9","title":"Stochastic Viability and Comparison Theorems for Mixed Stochastic Differential Equations","year":2013,"lang":"en","type":"article","venue":"Methodology And Computing In Applied Probability","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Mathematics; Stochastic differential equation; Wiener process; Applied mathematics; Stochastic partial differential equation; Continuous-time stochastic process; Stochastic process; Exponent; Differential equation; Mathematical economics; Mathematical analysis; Statistics","score_opus":0.10080039910494636,"score_gpt":0.29854017404152083,"score_spread":0.19773977493657446,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2048090259","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.027363902,0.003857372,0.9457709,0.002573948,0.00038657853,0.00008382741,0.00028184114,0.000109115725,0.019572426],"genre_scores_gemma":[0.75493187,0.0060870307,0.19003586,0.0013982964,0.0019326739,0.0009540015,0.0011020134,0.00063207187,0.042926237],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9970686,0.001952317,0.00014131844,0.00028024372,0.00038221097,0.0001752555],"domain_scores_gemma":[0.96271396,0.03209818,0.0013120525,0.00076230796,0.00216279,0.00095075544],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009712755,0.0025050046,0.0024492377,0.004318016,0.0014908918,0.0037419668,0.002912134,0.0027174915,0.0065805046],"category_scores_gemma":[0.035781585,0.0009633908,0.0027878084,0.0024199756,0.0040374906,0.0067659724,0.005652407,0.005534251,0.00047601078],"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":[0.00003756907,0.000024144894,0.0002419497,0.00008535994,0.000058222024,0.00006544449,0.00008825907,0.018028202,0.0003172665,0.9761475,0.0008685226,0.004037744],"study_design_scores_gemma":[0.0000148662075,0.000022905475,0.00017662201,0.00003743503,0.000028185206,0.000044410368,0.000036363228,0.19380532,0.00021684762,0.8042156,0.0013828335,0.000018573832],"about_ca_topic_score_codex":0.0024150617,"about_ca_topic_score_gemma":0.0014661882,"teacher_disagreement_score":0.009712755,"about_ca_system_score_codex":0.0023913318,"about_ca_system_score_gemma":0.0022901348,"threshold_uncertainty_score":0.051366568},"labels":[],"label_agreement":null},{"id":"W2048712136","doi":"10.1111/1467-9965.00018","title":"A General Fractional White Noise Theory And Applications To Finance","year":2003,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":311,"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":"Fractional Brownian motion; Hurst exponent; White noise; Mathematical economics; Econometrics; Statistical physics; Mathematics; Brownian noise; Brownian motion; Economics; Noise (video); Applied mathematics; Computer science; Statistics; Physics; Artificial intelligence","score_opus":0.019067370364669833,"score_gpt":0.23929285999694566,"score_spread":0.22022548963227584,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2048712136","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023101468,0.008390405,0.9310639,0.0032430426,0.0010487696,0.000033422853,0.00014145926,0.00017769568,0.032799806],"genre_scores_gemma":[0.6297249,0.021293063,0.2786343,0.002703494,0.005201891,0.00023598516,0.00039964198,0.00019237427,0.06161427],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995863,0.00008891087,0.00002421997,0.00010022798,0.00014461999,0.000055740285],"domain_scores_gemma":[0.9996463,0.00012311182,0.00006435461,0.00004583204,0.00007124384,0.000049180355],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000929408,0.0008744744,0.0008118841,0.0015703614,0.00077172735,0.001825253,0.00088284013,0.0017815806,0.003781712],"category_scores_gemma":[0.001775073,0.0003290978,0.0014675013,0.0016108642,0.0018706162,0.0030727128,0.0011760361,0.0017251595,0.0005339874],"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":[0.0000034790426,0.000008106909,0.00008355326,0.000027701884,0.000007439667,0.000058457943,0.000041614137,0.0073521235,0.000887472,0.9851435,0.00089922507,0.0054872627],"study_design_scores_gemma":[0.0000040999284,0.000014120284,0.000120760895,0.000020172743,0.000006597752,0.00009486219,0.000015158348,0.04756045,0.0002613136,0.94061977,0.01127173,0.000010989811],"about_ca_topic_score_codex":0.001662166,"about_ca_topic_score_gemma":0.00082827883,"teacher_disagreement_score":0.003781712,"about_ca_system_score_codex":0.0010572794,"about_ca_system_score_gemma":0.00089232816,"threshold_uncertainty_score":0.012651086},"labels":[],"label_agreement":null},{"id":"W2049404806","doi":"10.1002/fut.20438","title":"Valuation of housing index derivatives","year":2009,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","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; York University","funders":"","keywords":"Economics; Valuation (finance); Futures contract; Econometrics; Index (typography); Derivative (finance); Risk premium; Actuarial science; Financial economics; Finance","score_opus":0.02873660159280595,"score_gpt":0.2468060405315718,"score_spread":0.21806943893876585,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2049404806","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9562133,0.00066192733,0.02809135,0.00036736234,0.00003964661,0.000033464883,0.00013760121,0.000048403464,0.01440691],"genre_scores_gemma":[0.9971841,0.00008854618,0.0013710044,0.000006690758,0.000015740348,0.000003289698,0.00003904414,0.0000039147803,0.0012876268],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996729,0.00012651227,0.000015842663,0.000033364155,0.00011892325,0.000032443448],"domain_scores_gemma":[0.9988543,0.00047517294,0.00027056082,0.00009787203,0.00018733693,0.000114877526],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011960765,0.0003018939,0.00023040829,0.0005002813,0.00022912386,0.0014433827,0.00031172208,0.00068239623,0.0028454412],"category_scores_gemma":[0.0040937853,0.00013029495,0.00020711901,0.00029053178,0.0005801152,0.0019836975,0.0004906284,0.0005758527,0.00013260954],"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":[0.0012604697,0.00027887002,0.074744955,0.00019689712,0.00017439402,0.0026992545,0.00077505753,0.26305705,0.044745237,0.52971137,0.0028299158,0.07952649],"study_design_scores_gemma":[0.00007893614,0.000496506,0.038956564,0.000076305034,0.000051703693,0.0011784292,0.0004370753,0.78638536,0.0179128,0.14704724,0.0072901896,0.0000888464],"about_ca_topic_score_codex":0.0008017279,"about_ca_topic_score_gemma":0.00060735364,"teacher_disagreement_score":0.0028454412,"about_ca_system_score_codex":0.00090506615,"about_ca_system_score_gemma":0.00033730024,"threshold_uncertainty_score":0.009518921},"labels":[],"label_agreement":null},{"id":"W2049689185","doi":"10.1016/j.spa.2012.09.006","title":"A converse comparison theorem for anticipated BSDEs and related non-linear expectations","year":2012,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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":"University of Calgary","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Converse; Mathematics; Comparison theorem; Stochastic differential equation; Uniqueness; Stopping time; Applied mathematics; Mathematical economics; Mathematical analysis; Pure mathematics; Statistics","score_opus":0.030986999028788452,"score_gpt":0.2656823040377378,"score_spread":0.23469530500894933,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2049689185","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.029150924,0.0019081931,0.9034007,0.0049930643,0.0008771332,0.000115536,0.00078273145,0.00019880357,0.05857286],"genre_scores_gemma":[0.76423824,0.0044387816,0.17354211,0.0051472974,0.003233389,0.00061668153,0.0008786949,0.000444171,0.04746067],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99794036,0.00076579844,0.00012062967,0.00040407403,0.0004919429,0.00027715747],"domain_scores_gemma":[0.9846373,0.0116535975,0.0009987737,0.00068246276,0.0014202911,0.0006075405],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0062257573,0.0018029422,0.0015923976,0.0021887294,0.0013226017,0.00327104,0.0025477286,0.0026236074,0.019573804],"category_scores_gemma":[0.023066936,0.00080077996,0.0024894942,0.0016385379,0.0026004456,0.008572434,0.0049337414,0.0046507088,0.001300613],"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":[0.000093781375,0.00003463005,0.00023127414,0.00013784115,0.000037437876,0.00014891253,0.00010645263,0.0077292435,0.0010549796,0.9789423,0.0032784417,0.008204711],"study_design_scores_gemma":[0.00003600422,0.00005985344,0.000287105,0.00004181058,0.000038312406,0.00030926708,0.000059554226,0.08545042,0.0009072881,0.90806687,0.0047045024,0.000038994087],"about_ca_topic_score_codex":0.0008886758,"about_ca_topic_score_gemma":0.0006358478,"teacher_disagreement_score":0.019573804,"about_ca_system_score_codex":0.0019721622,"about_ca_system_score_gemma":0.0017071799,"threshold_uncertainty_score":0.06548089},"labels":[],"label_agreement":null},{"id":"W2050193013","doi":"10.1016/j.jmaa.2014.08.047","title":"Analytic solution for American barrier options with two barriers","year":2014,"lang":"en","type":"article","venue":"Journal of Mathematical Analysis and Applications","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Barrier option; Valuation (finance); Actuarial science; Mathematics; Mathematical economics; Mathematical optimization; Economics; Accounting","score_opus":0.01263267502456692,"score_gpt":0.24405357858255494,"score_spread":0.23142090355798803,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2050193013","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2958519,0.0054044314,0.5682137,0.012681619,0.001164699,0.00017646431,0.00037419447,0.00031403595,0.11581898],"genre_scores_gemma":[0.9191945,0.0012886365,0.03086684,0.0006894984,0.0003573923,0.0001575128,0.00017425437,0.000105192055,0.047166117],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99963224,0.00013601154,0.000017168295,0.000044365675,0.000096147145,0.00007407313],"domain_scores_gemma":[0.99832124,0.0007085374,0.00022871223,0.00004990484,0.0002905636,0.0004009613],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011808606,0.0013823004,0.0011819804,0.0019736239,0.0007787128,0.002440968,0.0017025087,0.0036990813,0.005834606],"category_scores_gemma":[0.00667542,0.0005296991,0.0011001057,0.0009804257,0.0026371214,0.002403597,0.0025469167,0.0025353548,0.00035753328],"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":[0.0000872867,0.000059920374,0.00035582553,0.00012292234,0.00004528059,0.00043508,0.00017910289,0.076843,0.003466943,0.91219836,0.0025017746,0.003704488],"study_design_scores_gemma":[0.00006143161,0.00004163399,0.00030226453,0.000038612747,0.000022150945,0.00023203071,0.00015376743,0.73813057,0.00033846308,0.25850284,0.002129937,0.00004626813],"about_ca_topic_score_codex":0.0043659396,"about_ca_topic_score_gemma":0.0018848716,"teacher_disagreement_score":0.005834606,"about_ca_system_score_codex":0.0017632432,"about_ca_system_score_gemma":0.0020785478,"threshold_uncertainty_score":0.019518733},"labels":[],"label_agreement":null},{"id":"W2050511960","doi":"10.1239/aap/1175266470","title":"Convex duality in constrained mean-variance portfolio optimization","year":2007,"lang":"en","type":"article","venue":"Advances in Applied Probability","topic":"Stochastic processes and financial applications","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":false,"ca_institutions":"University of Waterloo; HEC Montréal","funders":"","keywords":"Mathematics; Portfolio optimization; Transversality; Duality (order theory); Duality gap; Portfolio; Mathematical finance; Mathematical optimization; Stochastic control; Optimization problem; Mathematical economics; Optimal control; Finance; Economics; Combinatorics; Pure mathematics","score_opus":0.018982679217381275,"score_gpt":0.2495466391927162,"score_spread":0.2305639599753349,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2050511960","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012619264,0.0006590013,0.97839326,0.00045251654,0.000062791645,0.000024519124,0.00004022392,0.00003081335,0.007717655],"genre_scores_gemma":[0.7355954,0.0017017433,0.25123584,0.00039672456,0.00026621265,0.00029987405,0.00016142656,0.00017626215,0.010166483],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99811906,0.0012084135,0.000053759606,0.00018477268,0.00029771624,0.00013625478],"domain_scores_gemma":[0.99666023,0.0025947525,0.0002606829,0.00013770511,0.00022714844,0.000119452496],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003571622,0.0010520988,0.0013829495,0.001024733,0.00056217384,0.0024709783,0.0008650074,0.0013125563,0.0020094288],"category_scores_gemma":[0.009793406,0.0007145055,0.001073202,0.0010697137,0.0024301358,0.0021699034,0.0023451396,0.0020723164,0.0003224291],"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":[0.000038803937,0.000046203677,0.00025385938,0.00008464234,0.000039250564,0.00007886616,0.00007064691,0.26236013,0.0006288757,0.7263178,0.0008943361,0.009186482],"study_design_scores_gemma":[0.000016898744,0.00002774378,0.000085944055,0.000019145993,0.0000072577322,0.00003376114,0.000014131459,0.66914356,0.00037479226,0.3291084,0.001159507,0.000008844743],"about_ca_topic_score_codex":0.0009192698,"about_ca_topic_score_gemma":0.0005894627,"teacher_disagreement_score":0.003571622,"about_ca_system_score_codex":0.001620168,"about_ca_system_score_gemma":0.0012782544,"threshold_uncertainty_score":0.018888712},"labels":[],"label_agreement":null},{"id":"W2050870263","doi":"10.1108/03074350010766558","title":"Risk management with duration analysis","year":2000,"lang":"en","type":"article","venue":"Managerial Finance","topic":"Stochastic processes and financial applications","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; Dalhousie University","funders":"","keywords":"Duration (music); Actuarial science; Economics; Bond; Risk management; Portfolio; Embedded option; Fixed income; Balance sheet; Default risk; Interest rate; Interest rate risk; Business; Financial economics; Econometrics; Credit risk; Finance","score_opus":0.007711765174326463,"score_gpt":0.18622363355149513,"score_spread":0.17851186837716868,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2050870263","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0018608868,0.0016381366,0.9882904,0.0005131164,0.00012583124,0.00004946692,0.00007607678,0.00017123744,0.007274874],"genre_scores_gemma":[0.34594774,0.007935603,0.62172973,0.00087637344,0.0022382245,0.00055425544,0.00043951653,0.00046028927,0.019818287],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99677974,0.0012743905,0.00027847395,0.0004396597,0.0009695773,0.00025808992],"domain_scores_gemma":[0.9906882,0.0055828015,0.0011779156,0.0011773944,0.0011281677,0.00024546246],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0058240113,0.0013813147,0.0012211761,0.0036037862,0.00088100915,0.0035882571,0.0018419763,0.0017679234,0.0071246056],"category_scores_gemma":[0.017046236,0.00066277356,0.0021066454,0.002345202,0.002064513,0.005417835,0.003615814,0.0027956339,0.0013633306],"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":[0.00006258448,0.00006417968,0.0022040927,0.0002048697,0.00012651988,0.00018611431,0.00044131867,0.0921251,0.0016026907,0.68752795,0.0055996943,0.20985495],"study_design_scores_gemma":[0.00001980464,0.000115707604,0.0013774027,0.000196259,0.00007474029,0.00041517694,0.00012520966,0.31023028,0.0015463997,0.6497949,0.036000997,0.00010315133],"about_ca_topic_score_codex":0.0023800295,"about_ca_topic_score_gemma":0.0010968642,"teacher_disagreement_score":0.0071246056,"about_ca_system_score_codex":0.0018739767,"about_ca_system_score_gemma":0.0014555946,"threshold_uncertainty_score":0.0308007},"labels":[],"label_agreement":null},{"id":"W2051149695","doi":"10.1007/s11579-011-0048-z","title":"On pricing and hedging in financial markets with long-range dependence","year":2011,"lang":"en","type":"article","venue":"Mathematics and Financial Economics","topic":"Stochastic processes and financial applications","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":"University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Semimartingale; Mathematical finance; Fractional Brownian motion; Brownian motion; Hurst exponent; Financial market; Limit (mathematics); Range (aeronautics); Incomplete markets; Mathematical economics; Mathematics; Geometric Brownian motion; Economics; Econometrics; Applied mathematics; Diffusion process; Financial economics; Finance; Mathematical analysis; Microeconomics; Statistics","score_opus":0.023413258704304638,"score_gpt":0.18946392872279977,"score_spread":0.16605067001849513,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2051149695","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21334296,0.06545843,0.6591511,0.022914259,0.002033309,0.00009076309,0.0003850824,0.0001816042,0.036442485],"genre_scores_gemma":[0.9053286,0.03793159,0.03370056,0.0014751179,0.005104076,0.00009792771,0.00041110849,0.000108872766,0.01584224],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986979,0.0007044997,0.000105294945,0.00016392056,0.00022051358,0.00010789756],"domain_scores_gemma":[0.9777213,0.018545376,0.00124557,0.0007362188,0.001032463,0.00071912515],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0056145685,0.0016527221,0.0022755598,0.0020704307,0.0009152902,0.004044718,0.001975824,0.003696309,0.004490667],"category_scores_gemma":[0.026940146,0.0008721353,0.0015078527,0.0028304686,0.005391961,0.011153854,0.0031215185,0.0038631875,0.00030721308],"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":[0.000060945396,0.00010416763,0.0011578542,0.00022960971,0.00008268102,0.000194244,0.00016704907,0.052289713,0.0006350226,0.93038833,0.0023603246,0.0123302145],"study_design_scores_gemma":[0.000020668576,0.000022577511,0.000696872,0.000040134197,0.000020683246,0.000054678316,0.000039769875,0.15537666,0.000077967066,0.84243286,0.001191796,0.000025308267],"about_ca_topic_score_codex":0.0028167001,"about_ca_topic_score_gemma":0.0014238681,"teacher_disagreement_score":0.0056145685,"about_ca_system_score_codex":0.001539413,"about_ca_system_score_gemma":0.0011257998,"threshold_uncertainty_score":0.029693007},"labels":[],"label_agreement":null},{"id":"W2052068043","doi":"10.7202/014914ar","title":"Les bandes de Bollinger comme technique de réduction de la variance des prix d’options sur obligations obtenus par la simulation de Monte-Carlo","year":2007,"lang":"fr","type":"article","venue":"L Actualité économique","topic":"Stochastic processes and financial applications","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":"Université du Québec à Montréal","funders":"","keywords":"Physics; Mathematics; Humanities; Philosophy","score_opus":0.07906997684615531,"score_gpt":0.2971976017136106,"score_spread":0.2181276248674553,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2052068043","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012381175,0.000602729,0.981501,0.00025745344,0.00013736926,0.00005775341,0.000057587415,0.00033065781,0.0046743853],"genre_scores_gemma":[0.3420631,0.0018343854,0.6416374,0.00033557467,0.00014724584,0.00062593,0.00027787557,0.0005907272,0.012487768],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99652785,0.0015715834,0.00014332778,0.00035524345,0.0012000608,0.00020182929],"domain_scores_gemma":[0.993583,0.004428679,0.00032024647,0.00074769,0.0007900789,0.00013025333],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0041264975,0.00096492533,0.00111269,0.0013213627,0.00087872584,0.0023395806,0.0011571242,0.0014014089,0.0059816167],"category_scores_gemma":[0.017675733,0.0006952427,0.0020964644,0.0013321559,0.0017458485,0.0022135666,0.0015644908,0.0036689688,0.0017414769],"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":[0.00027205926,0.000081961996,0.0032944344,0.00027423594,0.00026610142,0.0001429238,0.00048057735,0.5483156,0.009063986,0.28753617,0.0022535769,0.14801836],"study_design_scores_gemma":[0.00009136205,0.00023295634,0.0015849078,0.00017185349,0.0001067026,0.00020584809,0.00011407718,0.8258529,0.010848752,0.1334792,0.027186127,0.00012533944],"about_ca_topic_score_codex":0.0062629515,"about_ca_topic_score_gemma":0.0038738286,"teacher_disagreement_score":0.0062629515,"about_ca_system_score_codex":0.0012675909,"about_ca_system_score_gemma":0.0020478852,"threshold_uncertainty_score":0.021823287},"labels":[],"label_agreement":null},{"id":"W2052247720","doi":"10.1080/07362990500269765","title":"Hidden Markov Filter Estimation of the Occurrence Time of an Event in a Financial Market","year":2005,"lang":"en","type":"article","venue":"Stochastic Analysis and Applications","topic":"Stochastic processes and financial applications","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":"Mathematics; Event (particle physics); Markov chain; Stopping time; Markov process; Hidden Markov model; Estimation; Markov property; Econometrics; Financial market; Filter (signal processing); Markov model; Finance; Statistics; Computer science; Artificial intelligence; Economics","score_opus":0.008685781922740337,"score_gpt":0.22657089175766612,"score_spread":0.2178851098349258,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2052247720","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.29139322,0.00024997222,0.70595324,0.00057899,0.000094950716,0.00002584485,0.00016277394,0.00022325478,0.0013178121],"genre_scores_gemma":[0.9727243,0.00015770196,0.025289902,0.000045747456,0.00008330678,0.000021561478,0.00016820314,0.000017983464,0.0014913537],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993237,0.00019859958,0.00004124333,0.00019664988,0.00014942254,0.0000904588],"domain_scores_gemma":[0.9886983,0.0091059785,0.0011353575,0.00026490315,0.0005362609,0.00025915],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0038681468,0.00040357868,0.00094244984,0.0018306569,0.00046401532,0.0012929277,0.0010908315,0.0014895989,0.0021435022],"category_scores_gemma":[0.015636675,0.00042921279,0.00071564224,0.0008924523,0.0008492525,0.0023311246,0.00054487266,0.0014620535,0.00023069252],"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":[0.0006633464,0.00028803336,0.036036577,0.0002158359,0.00029918132,0.0005692286,0.00033428584,0.7122491,0.01119316,0.16479929,0.001743942,0.07160801],"study_design_scores_gemma":[0.000008448889,0.000017949847,0.002559237,0.000010733444,0.0000115119,0.000020172707,0.00001098689,0.98558635,0.00086205424,0.010756249,0.00014405289,0.000012301165],"about_ca_topic_score_codex":0.0070432965,"about_ca_topic_score_gemma":0.004691634,"teacher_disagreement_score":0.0070432965,"about_ca_system_score_codex":0.00097364956,"about_ca_system_score_gemma":0.0007564242,"threshold_uncertainty_score":0.02045697},"labels":[],"label_agreement":null},{"id":"W2052424671","doi":"10.1080/03461238.2014.954606","title":"Dynamic preferences for popular investment strategies in pension funds","year":2014,"lang":"en","type":"article","venue":"Scandinavian Actuarial Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":29,"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; University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; University of Waterloo; Society of Actuaries; Alexander von Humboldt-Stiftung","keywords":"Investment strategy; Expected utility hypothesis; Portfolio insurance; Pension; Economics; Investment (military); Life insurance; Time horizon; Actuarial science; Function (biology); Portfolio; Microeconomics; Financial economics; Finance; Replicating portfolio; Portfolio optimization","score_opus":0.030783265663933978,"score_gpt":0.25526211631977336,"score_spread":0.2244788506558394,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2052424671","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7399108,0.00056012505,0.23974095,0.00089088,0.000019845622,0.00006294229,0.00018389794,0.000060173585,0.018570395],"genre_scores_gemma":[0.98792434,0.00022424564,0.009132645,0.000054164913,0.000020853398,0.000035041972,0.00008811349,0.000010548494,0.0025099893],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9986559,0.0006059929,0.00009139794,0.0002139375,0.00024584166,0.00018683412],"domain_scores_gemma":[0.99402785,0.003364337,0.0014566036,0.00044377198,0.000364103,0.00034334484],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002671551,0.0005008056,0.0005297044,0.000729267,0.00045924744,0.002428489,0.0007958289,0.0013045303,0.003795296],"category_scores_gemma":[0.013792925,0.00030205393,0.0005450415,0.00058540347,0.0012276769,0.003915225,0.0007962639,0.0010669393,0.0003007167],"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":[0.00015546347,0.00012320466,0.00875972,0.00007848044,0.000096422096,0.00036030216,0.00088221114,0.03988165,0.0024857153,0.92309487,0.00055367354,0.023528298],"study_design_scores_gemma":[0.00008444868,0.0002448089,0.0071511143,0.000070616465,0.000058995287,0.0006436626,0.0010634911,0.24415962,0.0018289818,0.73904014,0.005570935,0.00008312967],"about_ca_topic_score_codex":0.0008786208,"about_ca_topic_score_gemma":0.0008299968,"teacher_disagreement_score":0.003795296,"about_ca_system_score_codex":0.0012491691,"about_ca_system_score_gemma":0.00043978656,"threshold_uncertainty_score":0.014128685},"labels":[],"label_agreement":null},{"id":"W2052562214","doi":"10.1214/09-ejs533","title":"Asymptotic results for spatial causal ARMA models","year":2010,"lang":"en","type":"article","venue":"Electronic Journal of Statistics","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Mathematics; Independent and identically distributed random variables; Central limit theorem; Martingale (probability theory); Applied mathematics; Zero (linguistics); Econometrics; Statistics; Random variable","score_opus":0.018563176682321193,"score_gpt":0.2361154405911402,"score_spread":0.21755226390881902,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2052562214","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02214185,0.0025271426,0.96004003,0.0014328248,0.00012580407,0.000027323635,0.00024563054,0.0003491147,0.013110281],"genre_scores_gemma":[0.87592596,0.0056559634,0.09797448,0.0009640281,0.00089389546,0.0003541128,0.0009529694,0.00044757433,0.01683103],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99807394,0.0009563026,0.00008953879,0.00023965708,0.00047452602,0.0001660311],"domain_scores_gemma":[0.97919935,0.015711403,0.0015033896,0.0013081232,0.0018843543,0.00039343245],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009024726,0.0009968161,0.0012445451,0.0032289054,0.0007799672,0.001925137,0.0020728833,0.0014645068,0.009395155],"category_scores_gemma":[0.041714292,0.00066961144,0.001863635,0.0021580863,0.0025910102,0.0042225956,0.002644676,0.0029550816,0.0008792748],"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":[0.00002415212,0.000028154946,0.0011425586,0.00010196584,0.000064558226,0.00010871652,0.00011498467,0.082420036,0.00040098972,0.90382934,0.0016178344,0.010146753],"study_design_scores_gemma":[0.000010537501,0.000014458228,0.0004912236,0.000050173705,0.000029658238,0.000086398715,0.0000476085,0.39041096,0.00019353052,0.6067067,0.0019386191,0.000020109053],"about_ca_topic_score_codex":0.0037869683,"about_ca_topic_score_gemma":0.0029463167,"teacher_disagreement_score":0.009395155,"about_ca_system_score_codex":0.001854013,"about_ca_system_score_gemma":0.0016608308,"threshold_uncertainty_score":0.047727883},"labels":[],"label_agreement":null},{"id":"W2052667454","doi":"10.1016/s0165-1889(99)00086-x","title":"Option pricing and replication with transaction costs and dividends","year":2000,"lang":"en","type":"article","venue":"Journal of Economic Dynamics and Control","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":48,"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":"Economics; Dividend; Transaction cost; Call option; Replicating portfolio; Financial economics; Valuation of options; Stock (firearms); Market maker; Microeconomics; Asian option; Econometrics; Stock market; Portfolio; Finance; Portfolio optimization","score_opus":0.006450634383934336,"score_gpt":0.19640644939051632,"score_spread":0.18995581500658199,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2052667454","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.34700817,0.0023829134,0.6250732,0.004644874,0.00050066924,0.00017314412,0.00028094416,0.00033319223,0.01960298],"genre_scores_gemma":[0.9603923,0.00064521807,0.024371874,0.00014169967,0.00045069438,0.000100301935,0.00011679831,0.000080733334,0.013700265],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99495846,0.0026166053,0.00037143595,0.00080198573,0.00078412605,0.00046742172],"domain_scores_gemma":[0.935196,0.044520076,0.0042994376,0.011704998,0.0025810935,0.0016984435],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.012431457,0.0010610239,0.0036626486,0.0012980903,0.0013945472,0.007112931,0.0049359077,0.006832602,0.013770139],"category_scores_gemma":[0.08385749,0.0016868728,0.0025939224,0.0024186797,0.0046847453,0.01702337,0.0031146575,0.0048964503,0.0010801064],"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":[0.00026381775,0.00012186872,0.0015575575,0.00005936768,0.00008948605,0.0005077137,0.0002601674,0.08402412,0.00067334954,0.8990873,0.0010567413,0.012298455],"study_design_scores_gemma":[0.0000526607,0.0000296812,0.00027513746,0.0000096020685,0.00003078328,0.00016278207,0.000054470285,0.27276397,0.00013662898,0.72595793,0.0004965674,0.000029747112],"about_ca_topic_score_codex":0.0033957069,"about_ca_topic_score_gemma":0.0014472551,"teacher_disagreement_score":0.013770139,"about_ca_system_score_codex":0.0015952096,"about_ca_system_score_gemma":0.001299953,"threshold_uncertainty_score":0.06574464},"labels":[],"label_agreement":null},{"id":"W2053246556","doi":"10.4134/ckms.2013.28.2.397","title":"AN IMPROVED BINOMIAL METHOD FOR PRICING ASIAN OPTIONS","year":2013,"lang":"en","type":"article","venue":"Communications of the Korean Mathematical Society","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Binomial options pricing model; Trinomial tree; Mathematics; Asian option; Binomial (polynomial); Valuation (finance); Finite difference methods for option pricing; Valuation of options; Econometrics; Monte Carlo methods for option pricing; Mathematical optimization; Statistics; Rational pricing; Capital asset pricing model; Economics; Finance","score_opus":0.04162748569504256,"score_gpt":0.2904884805069824,"score_spread":0.24886099481193985,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2053246556","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0061172936,0.00020499603,0.990594,0.00008213251,0.00010536102,0.000027966415,0.000037855883,0.00011722828,0.002713038],"genre_scores_gemma":[0.17240854,0.0007050453,0.81861264,0.00018482124,0.00024767884,0.00021753955,0.00021108217,0.0002209023,0.007191702],"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990778,0.0003758327,0.000036070083,0.00007103694,0.00036928544,0.000069932285],"domain_scores_gemma":[0.999213,0.00035635708,0.000045942197,0.00006056083,0.00025553684,0.00006860386],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017918599,0.00040074592,0.00077622454,0.0011508749,0.00046824614,0.0008114247,0.0013127333,0.00064578006,0.006620117],"category_scores_gemma":[0.003444794,0.0003066068,0.0009114336,0.0013437606,0.00049577124,0.0014999692,0.001063716,0.0014652134,0.0013026933],"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":[0.0002575924,0.00016531828,0.0019536975,0.0002451112,0.00011486964,0.00036705143,0.00019056583,0.2916078,0.014730504,0.3382493,0.007651751,0.3444664],"study_design_scores_gemma":[0.000034426852,0.000034030374,0.00020708815,0.000012315843,0.000010907716,0.00009435454,0.000009711281,0.97184765,0.0006789317,0.023937905,0.0031122244,0.000020517922],"about_ca_topic_score_codex":0.0022501317,"about_ca_topic_score_gemma":0.0020678747,"teacher_disagreement_score":0.006620117,"about_ca_system_score_codex":0.00039098965,"about_ca_system_score_gemma":0.0008793318,"threshold_uncertainty_score":0.022146463},"labels":[],"label_agreement":null},{"id":"W2053539352","doi":"10.1016/j.spa.2008.07.002","title":"Comparing the minimal Hellinger martingale measure of order q to the q-optimal martingale measure","year":2008,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":7,"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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Martingale (probability theory); Mathematics; Local martingale; Doob's martingale inequality; Martingale pricing; Hellinger distance; Measure (data warehouse); Martingale difference sequence; Martingale representation theorem; Applied mathematics; Diffusion process; Economics","score_opus":0.039153514211839345,"score_gpt":0.21888940166903256,"score_spread":0.1797358874571932,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2053539352","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.60690844,0.0015236641,0.3675544,0.0028604674,0.00036816174,0.000055302335,0.00017574105,0.00014172404,0.02041206],"genre_scores_gemma":[0.9691241,0.00065413397,0.024998857,0.00026620945,0.00026421237,0.000040804887,0.00014460851,0.0000683599,0.00443885],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990752,0.00037911336,0.000059352187,0.00016367798,0.00015691324,0.00016577738],"domain_scores_gemma":[0.99279034,0.0042967442,0.0009282127,0.00036398263,0.0006604002,0.00096032966],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003988325,0.0006002637,0.0010431813,0.0024462196,0.001073013,0.0030266058,0.0011640082,0.0014900969,0.004486476],"category_scores_gemma":[0.015985277,0.00031183267,0.00086897693,0.0011017743,0.003654219,0.0052286657,0.0026255185,0.0015178757,0.00020798003],"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":[0.0000672052,0.000023824618,0.0005677287,0.000039810282,0.000013181154,0.0000324826,0.00008380421,0.0045048497,0.000547741,0.9911233,0.00026075784,0.0027352623],"study_design_scores_gemma":[0.000021206706,0.000069691916,0.0008243013,0.000022845401,0.000014343716,0.00005795792,0.00007856392,0.045815434,0.0005609444,0.9517685,0.0007423436,0.000023768873],"about_ca_topic_score_codex":0.0015925037,"about_ca_topic_score_gemma":0.00092576805,"teacher_disagreement_score":0.004486476,"about_ca_system_score_codex":0.0024396726,"about_ca_system_score_gemma":0.0020954532,"threshold_uncertainty_score":0.021092534},"labels":[],"label_agreement":null},{"id":"W2053838297","doi":"10.1016/j.spa.2013.06.013","title":"The reversibility and an SPDE for the generalized Fleming–Viot processes with mutation","year":2013,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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":"Concordia University","funders":"Fundo para o Desenvolvimento das Ciências e da Tecnologia; Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Mathematics; Coalescent theory; Uniqueness; Moment (physics); Mutation; Stochastic differential equation; Generator (circuit theory); Measure (data warehouse); Mathematical analysis; Applied mathematics; Power (physics)","score_opus":0.019929210061128105,"score_gpt":0.23274394045011101,"score_spread":0.2128147303889829,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2053838297","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2899921,0.0037955004,0.6707298,0.004118953,0.0006817208,0.00015213176,0.00047560607,0.00020327856,0.029850926],"genre_scores_gemma":[0.876148,0.003457143,0.075796194,0.00093644095,0.0010182027,0.00030144033,0.0005431046,0.00025413444,0.041545436],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99831307,0.000619777,0.00016020061,0.00038900637,0.00028016086,0.00023785651],"domain_scores_gemma":[0.99114776,0.0046030967,0.0014604406,0.0005983744,0.0011087138,0.0010816577],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0053923265,0.0018675498,0.0028116195,0.0034626157,0.002028663,0.0039519034,0.002940533,0.0050198776,0.008392429],"category_scores_gemma":[0.017351191,0.00084743055,0.003654724,0.0017216443,0.006319905,0.0069906125,0.0033432136,0.0058802627,0.0007308255],"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":[0.000025969412,0.000020388565,0.0002604696,0.000035703244,0.000023277631,0.00013025026,0.00009789301,0.0094987145,0.0007152835,0.98645765,0.00033526073,0.002399077],"study_design_scores_gemma":[0.000044404977,0.00005810393,0.00039290293,0.00004053953,0.000029732419,0.00023981306,0.000058736106,0.16747831,0.00038169156,0.8300343,0.0011752723,0.00006621055],"about_ca_topic_score_codex":0.0036299217,"about_ca_topic_score_gemma":0.0022921383,"teacher_disagreement_score":0.008392429,"about_ca_system_score_codex":0.0021170499,"about_ca_system_score_gemma":0.002523261,"threshold_uncertainty_score":0.028517723},"labels":[],"label_agreement":null},{"id":"W2053918556","doi":"10.1239/jap/1208358951","title":"Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks","year":2008,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"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":"Portfolio; Mathematics; Order (exchange); Stochastic ordering; Mathematical optimization; Modern portfolio theory; Econometrics; Portfolio optimization; Mathematical economics; Applied mathematics; Economics; Financial economics; Finance","score_opus":0.05395837342745254,"score_gpt":0.2389342475997129,"score_spread":0.18497587417226036,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2053918556","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24463831,0.0006684538,0.7442816,0.0008406119,0.000039647337,0.000085161075,0.00016974883,0.00015089195,0.009125617],"genre_scores_gemma":[0.8639145,0.0008009497,0.12729068,0.00011824243,0.00008491978,0.0001416019,0.00021901925,0.000084637286,0.007345454],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99832994,0.000822553,0.00008218178,0.00022561994,0.0003045839,0.00023511561],"domain_scores_gemma":[0.9964954,0.002229145,0.00065360044,0.00019191488,0.00015373203,0.0002761622],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025576877,0.00084309734,0.0015275017,0.00083080906,0.0005267338,0.0022785682,0.00082844065,0.0013064482,0.0033191103],"category_scores_gemma":[0.007719268,0.0008505248,0.0008283723,0.00074657693,0.0011839444,0.0040447684,0.001249002,0.0013761038,0.00038644765],"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":[0.0002426563,0.000115685994,0.0013050769,0.00014379928,0.00007820073,0.00028464306,0.00018029935,0.4734047,0.0023839073,0.50529647,0.0009442538,0.015620299],"study_design_scores_gemma":[0.000047412672,0.000097376,0.00036655477,0.00001695975,0.0000150036685,0.00007333885,0.000042132597,0.7489448,0.00046578507,0.24901967,0.0008809388,0.000029959712],"about_ca_topic_score_codex":0.001312982,"about_ca_topic_score_gemma":0.0016257439,"teacher_disagreement_score":0.0033191103,"about_ca_system_score_codex":0.001371206,"about_ca_system_score_gemma":0.0013308409,"threshold_uncertainty_score":0.013526559},"labels":[],"label_agreement":null},{"id":"W2054735289","doi":"10.1109/hpcc.2010.54","title":"Option Pricing on the GPU","year":2010,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"University of Manitoba","funders":"","keywords":"Computer science; Rendering (computer graphics); Speedup; Graphics; General-purpose computing on graphics processing units; Parallel computing; Valuation of options; CUDA; Graphics processing unit; Computer graphics (images); Finance","score_opus":0.026290612208374534,"score_gpt":0.2129530748933242,"score_spread":0.18666246268494968,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2054735289","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.124562144,0.00092786667,0.8306263,0.001099751,0.00028089323,0.00007891166,0.00021595303,0.0018715173,0.040336657],"genre_scores_gemma":[0.6799763,0.00057553477,0.30797958,0.00024709172,0.00006878577,0.00009351233,0.00028971685,0.00026324068,0.010506126],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99944454,0.00015751201,0.000026889009,0.00006798026,0.000242923,0.00006007739],"domain_scores_gemma":[0.9992449,0.00022204529,0.000029930407,0.00014345442,0.00030498314,0.00005472867],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005168213,0.00036102018,0.00062129216,0.00038788246,0.0005295872,0.0016803625,0.0009191551,0.0007021356,0.0068287267],"category_scores_gemma":[0.0029554837,0.00026198465,0.000419118,0.00095473125,0.00050787954,0.001159275,0.00072108227,0.0009986255,0.0012074215],"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":[0.00041858567,0.00013611809,0.0029141575,0.00010824176,0.000083325154,0.0003991465,0.00016198744,0.5394119,0.023127932,0.23975116,0.015607122,0.17788029],"study_design_scores_gemma":[0.0000262722,0.000021424083,0.00018535262,0.0000054092575,0.0000043557843,0.000047589187,0.000015697246,0.9725479,0.0019405514,0.020669086,0.004528501,0.000007896714],"about_ca_topic_score_codex":0.0059327055,"about_ca_topic_score_gemma":0.0037474532,"teacher_disagreement_score":0.0068287267,"about_ca_system_score_codex":0.0009155012,"about_ca_system_score_gemma":0.00081418816,"threshold_uncertainty_score":0.022844374},"labels":[],"label_agreement":null},{"id":"W2054810771","doi":"10.1214/ecp.v18-2415","title":"Some properties of generalized anticipated backward stochastic differential equations","year":2013,"lang":"en","type":"article","venue":"Electronic Communications in Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":23,"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":"Mathematics; Stochastic differential equation; Uniqueness; Duality (order theory); Property (philosophy); Applied mathematics; Stochastic partial differential equation; Comparison theorem; Differential equation; Mathematical analysis; Pure mathematics","score_opus":0.06690046766441991,"score_gpt":0.25635574307836473,"score_spread":0.1894552754139448,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2054810771","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16358307,0.0019336138,0.78695965,0.001896585,0.00023223697,0.00009700051,0.00046240975,0.00014004193,0.044695374],"genre_scores_gemma":[0.94711,0.001669731,0.038103685,0.0004463719,0.00024551776,0.00014963667,0.00027368285,0.000060695198,0.011940606],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995247,0.00015855361,0.0000376053,0.00007964148,0.0001378882,0.00006156741],"domain_scores_gemma":[0.9991053,0.000376347,0.00017956352,0.000054347965,0.00020858813,0.00007587045],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012695452,0.0005182042,0.00047608206,0.0006723608,0.0003674806,0.0011228957,0.00058730727,0.0007908756,0.0035530457],"category_scores_gemma":[0.0036355169,0.00025511268,0.000812136,0.00057751156,0.0008903226,0.001892341,0.00087864377,0.0012713742,0.0002773278],"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":[0.000020170057,0.00000895069,0.0003406599,0.000050910403,0.000014119885,0.00015477513,0.00010572246,0.014507721,0.002362294,0.97836167,0.0005500275,0.0035229176],"study_design_scores_gemma":[0.00003220393,0.000058841022,0.0005957395,0.000042851087,0.000017815968,0.00032927326,0.00009794934,0.30219388,0.0014546713,0.68774295,0.0074041886,0.000029651132],"about_ca_topic_score_codex":0.0010375779,"about_ca_topic_score_gemma":0.0005163707,"teacher_disagreement_score":0.0035530457,"about_ca_system_score_codex":0.00073017937,"about_ca_system_score_gemma":0.00066737423,"threshold_uncertainty_score":0.01188606},"labels":[],"label_agreement":null},{"id":"W2055366156","doi":"10.2139/ssrn.1972390","title":"Interest Rate Models","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Interest rate; Economics; Econometrics; Environmental science; Monetary economics","score_opus":0.05910986347362396,"score_gpt":0.21963866676078006,"score_spread":0.1605288032871561,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2055366156","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02315179,0.00743808,0.7608898,0.0051327767,0.0014391425,0.00011457896,0.0032171428,0.0016049421,0.19701174],"genre_scores_gemma":[0.5687285,0.008767232,0.06601751,0.0011048428,0.0017432731,0.00031973879,0.0047376724,0.0007350773,0.34784618],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99948525,0.00018597272,0.000030421354,0.00013174443,0.00011248213,0.000054178057],"domain_scores_gemma":[0.9990677,0.00032962454,0.0001416642,0.00021020339,0.00019061983,0.000060136757],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010424124,0.0011381384,0.0011451129,0.0010463449,0.0004654892,0.002290659,0.0017992638,0.0024580457,0.02270219],"category_scores_gemma":[0.005154574,0.0005705691,0.0010918139,0.001358317,0.0006333451,0.0024214515,0.0008838375,0.0018181241,0.01408257],"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":[0.000027207121,0.00004107491,0.00033146102,0.00004898202,0.00003371446,0.00014513906,0.000058998405,0.07495744,0.0005645762,0.88684684,0.017771807,0.019172693],"study_design_scores_gemma":[0.00003658737,0.000027042803,0.00031104696,0.000042140535,0.000043762302,0.00022454213,0.000028238093,0.40345073,0.0004622121,0.5393431,0.056001753,0.00002883186],"about_ca_topic_score_codex":0.0020765224,"about_ca_topic_score_gemma":0.0008510144,"teacher_disagreement_score":0.02270219,"about_ca_system_score_codex":0.00078985956,"about_ca_system_score_gemma":0.0005943272,"threshold_uncertainty_score":0.07594639},"labels":[],"label_agreement":null},{"id":"W2055448591","doi":"10.1016/j.spa.2004.08.006","title":"A comonotonic theorem for BSDEs","year":2004,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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":"Western University","funders":"Hong Kong Baptist University","keywords":"Mathematics; Comparison theorem; Stochastic differential equation; Class (philosophy); Nonlinear system; Representation theorem; Representation (politics); Type (biology); Pure mathematics; Applied mathematics; Mathematical economics; Mathematical analysis","score_opus":0.01947008305409823,"score_gpt":0.22828684891160142,"score_spread":0.2088167658575032,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2055448591","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.011451401,0.0028695485,0.93684983,0.0026541061,0.00053461525,0.0000395827,0.00034772535,0.00018245867,0.045070734],"genre_scores_gemma":[0.6907923,0.011329363,0.20831816,0.0042793266,0.0035490703,0.00047406892,0.0008972788,0.00066042546,0.079700045],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991642,0.00025138777,0.00006488243,0.00016730312,0.00025316645,0.00009912542],"domain_scores_gemma":[0.9972485,0.0014062348,0.00025224284,0.00024148615,0.00065334473,0.00019815256],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025672256,0.0014457488,0.0013231277,0.0020226163,0.0014106662,0.0032172396,0.0013605432,0.001621959,0.010030901],"category_scores_gemma":[0.0070350547,0.0005686643,0.0017749167,0.0024003705,0.0027187618,0.005210532,0.0027389862,0.0043480056,0.0015518205],"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":[0.000004416284,0.000004653311,0.000059232643,0.000017609831,0.0000063142447,0.000017108938,0.000034956163,0.0023594927,0.00015984825,0.99227446,0.0012697343,0.0037921006],"study_design_scores_gemma":[0.0000049343,0.000007751033,0.000077930774,0.000015198163,0.0000073580195,0.000034965225,0.00001346457,0.02458953,0.00009540942,0.9701817,0.004962765,0.0000089586165],"about_ca_topic_score_codex":0.0037390757,"about_ca_topic_score_gemma":0.002187704,"teacher_disagreement_score":0.010030901,"about_ca_system_score_codex":0.0018214474,"about_ca_system_score_gemma":0.0015781071,"threshold_uncertainty_score":0.0335567},"labels":[],"label_agreement":null},{"id":"W2055535170","doi":"10.1080/10920277.2004.10596175","title":"Volatility Risk For Regime-Switching Models","year":2004,"lang":"en","type":"article","venue":"North American Actuarial Journal","topic":"Stochastic processes and financial applications","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":"Stochastic volatility; Volatility (finance); Econometrics; Expected shortfall; Implied volatility; Volatility risk premium; Volatility risk; Volatility smile; Economics; Volatility swap; Risk management; Computer science; Finance","score_opus":0.02734967329426692,"score_gpt":0.2345323150597241,"score_spread":0.2071826417654572,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2055535170","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.100247376,0.0013749112,0.88162947,0.0014886628,0.00013990229,0.00004509944,0.00012536753,0.00022802435,0.014721217],"genre_scores_gemma":[0.9770827,0.00074425695,0.01522953,0.00011349607,0.0001334803,0.00006789037,0.00009655472,0.000053799202,0.006478249],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988581,0.0004481117,0.00004507571,0.00016086127,0.0003213029,0.00016654929],"domain_scores_gemma":[0.995218,0.0034619523,0.00053635595,0.00025501908,0.00028526317,0.0002434235],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0035045608,0.0005873764,0.0009064573,0.00090131146,0.00053032377,0.0022424872,0.00096266455,0.0014613221,0.0036638547],"category_scores_gemma":[0.009552756,0.00038527075,0.0010052957,0.00064374023,0.0016500666,0.0013440441,0.0015637492,0.0018546652,0.00031335824],"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":[0.000051506482,0.000042906762,0.0015599886,0.00006492329,0.00007011331,0.00016948442,0.0001039333,0.4210389,0.0015645081,0.563587,0.0016211099,0.01012564],"study_design_scores_gemma":[0.0000057943585,0.000015316893,0.0002174408,0.000011311787,0.00000778984,0.00002772,0.00001106693,0.85410506,0.00012159276,0.14502886,0.00043900087,0.000009033546],"about_ca_topic_score_codex":0.0023713717,"about_ca_topic_score_gemma":0.0012051613,"teacher_disagreement_score":0.0036638547,"about_ca_system_score_codex":0.0011890386,"about_ca_system_score_gemma":0.0007565471,"threshold_uncertainty_score":0.018534124},"labels":[],"label_agreement":null},{"id":"W2055943658","doi":"10.1111/1467-9469.00226","title":"Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter","year":2001,"lang":"en","type":"article","venue":"Scandinavian Journal of Statistics","topic":"Stochastic processes and financial applications","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":"Royal Ottawa Mental Health Centre","funders":"","keywords":"Mathematics; Estimator; Applied mathematics; Martingale (probability theory); Estimation theory; Function (biology); Simple (philosophy); Mathematical optimization; Statistics","score_opus":0.03463158085767848,"score_gpt":0.23548124765745382,"score_spread":0.20084966679977534,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2055943658","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0033842616,0.0002791457,0.9958574,0.00011235016,0.000011736432,0.000025567948,0.000059562575,0.000056020708,0.00021394719],"genre_scores_gemma":[0.12197164,0.002516954,0.87003195,0.00015507803,0.00026092827,0.000598928,0.0008981853,0.00012943448,0.0034369284],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9940919,0.00406239,0.00032135303,0.0006294494,0.00069693994,0.00019791172],"domain_scores_gemma":[0.96068287,0.032324124,0.0024621624,0.002907891,0.0014014564,0.00022158024],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.018984782,0.001882115,0.0027261425,0.0027348944,0.0005615671,0.0026120215,0.0025256372,0.003097514,0.0028662672],"category_scores_gemma":[0.06070942,0.0014545913,0.002650256,0.003119869,0.0018218047,0.0046948525,0.0022441435,0.003709952,0.0010672351],"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":[0.000073388226,0.00007529003,0.0027657535,0.00036828,0.0002286297,0.00042000014,0.00037040113,0.46122393,0.0025046836,0.44257906,0.0017977435,0.08759285],"study_design_scores_gemma":[0.000025312951,0.000036117803,0.00096216,0.000056803343,0.000068502166,0.00018277943,0.000033808923,0.8356196,0.0007763501,0.15801154,0.004169076,0.00005809702],"about_ca_topic_score_codex":0.004338644,"about_ca_topic_score_gemma":0.002902294,"teacher_disagreement_score":0.018984782,"about_ca_system_score_codex":0.0014853474,"about_ca_system_score_gemma":0.0011972785,"threshold_uncertainty_score":0.100402296},"labels":[],"label_agreement":null},{"id":"W2056981121","doi":"10.1016/j.ejor.2010.09.038","title":"Continuous time mean variance asset allocation: A time-consistent strategy","year":2010,"lang":"en","type":"article","venue":"European Journal of Operational Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":126,"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":"Variance (accounting); Investment (military); Asset (computer security); Constraint (computer-aided design); Asset allocation; Investment strategy; Mathematical optimization; Computer science; Scheme (mathematics); Economics; Econometrics; Mathematics; Microeconomics; Finance","score_opus":0.06603854491675439,"score_gpt":0.2997477944726221,"score_spread":0.23370924955586775,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2056981121","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03359064,0.00035630047,0.95578253,0.001475523,0.000081567436,0.00009536535,0.000043454987,0.00013133262,0.008443345],"genre_scores_gemma":[0.8127115,0.0007768373,0.16848846,0.00053743046,0.00028871762,0.00030129557,0.000099381556,0.000083389146,0.016713064],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982431,0.0009507431,0.000066714165,0.0002776705,0.00029977734,0.00016199204],"domain_scores_gemma":[0.99581736,0.002831685,0.00037103123,0.0002460235,0.0005086553,0.0002251223],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0039112773,0.0010702779,0.0018332753,0.0009135633,0.00060796645,0.002590716,0.0020181148,0.0029738292,0.0034902887],"category_scores_gemma":[0.01376784,0.00064607675,0.0011650198,0.0011333709,0.0015255888,0.0026300452,0.001978532,0.0015874312,0.0006738446],"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":[0.00042966809,0.00021415133,0.0017011716,0.00017840549,0.0003095576,0.0003277645,0.00027533656,0.32234085,0.004262573,0.5930577,0.004706372,0.07219641],"study_design_scores_gemma":[0.00010517166,0.00015685649,0.00028861823,0.000033875487,0.00007983942,0.00014929302,0.000048527265,0.7971382,0.0008502481,0.19962978,0.0014876452,0.00003201302],"about_ca_topic_score_codex":0.00091375655,"about_ca_topic_score_gemma":0.00070180447,"teacher_disagreement_score":0.0039112773,"about_ca_system_score_codex":0.0013392766,"about_ca_system_score_gemma":0.0021396433,"threshold_uncertainty_score":0.020685017},"labels":[],"label_agreement":null},{"id":"W2057199921","doi":"10.1090/s0094-9000-09-00763-7","title":"On investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion","year":2009,"lang":"en","type":"article","venue":"Theory of Probability and Mathematical Statistics","topic":"Stochastic processes and financial applications","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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Minification; Investment (military); Mathematics; Diffusion; Econometrics; Credit risk; Expected shortfall; Interest rate; Mathematical optimization; Actuarial science; Economics; Risk management; Finance","score_opus":0.039392877938644315,"score_gpt":0.24998688076588368,"score_spread":0.21059400282723936,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2057199921","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1725161,0.0020305912,0.81927913,0.0013035424,0.00006231474,0.00010810853,0.00013674921,0.00012446848,0.004438996],"genre_scores_gemma":[0.8999321,0.0019047917,0.090271525,0.00012626234,0.00014659125,0.00023909571,0.00025015234,0.00012130806,0.0070081954],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989594,0.0005853554,0.000047218193,0.00015959457,0.00013279116,0.000115525],"domain_scores_gemma":[0.99389195,0.0045083845,0.0005952992,0.00016499692,0.00032942547,0.0005100369],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0039910534,0.0014203246,0.0023541444,0.0010740494,0.00041421683,0.0017124442,0.0013075031,0.00199846,0.002522679],"category_scores_gemma":[0.011464203,0.00080704933,0.0012596048,0.00083515514,0.002726227,0.0037919544,0.0019859343,0.0019588151,0.000218302],"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":[0.0001922719,0.00012424287,0.000785804,0.00025328074,0.0000980437,0.00021506628,0.00016315897,0.57612807,0.0028555074,0.40735054,0.00092956534,0.010904349],"study_design_scores_gemma":[0.00004959361,0.00009333158,0.00023641923,0.000020821517,0.000016409118,0.000029085344,0.000020013738,0.8700109,0.00037466938,0.1287909,0.0003358135,0.000021990583],"about_ca_topic_score_codex":0.0025640128,"about_ca_topic_score_gemma":0.001181053,"teacher_disagreement_score":0.0039910534,"about_ca_system_score_codex":0.0018114055,"about_ca_system_score_gemma":0.0018678593,"threshold_uncertainty_score":0.021106958},"labels":[],"label_agreement":null},{"id":"W2057597622","doi":"10.1016/j.crma.2010.03.013","title":"Uniqueness of solutions for multidimensional BSDEs with uniformly continuous generators","year":2010,"lang":"en","type":"article","venue":"Comptes Rendus Mathématique","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Mathematics; Uniqueness; Generator (circuit theory); Stochastic differential equation; Uniform continuity; Pure mathematics; Applied mathematics; Mathematical analysis; Power (physics); Physics; Thermodynamics","score_opus":0.023340851303377295,"score_gpt":0.22409045320079776,"score_spread":0.20074960189742047,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2057597622","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0754099,0.0015764328,0.9046415,0.0022488516,0.00028089515,0.00012579311,0.0002919853,0.00010091031,0.015323739],"genre_scores_gemma":[0.8369397,0.0022241035,0.12770866,0.00075499533,0.00025367824,0.00066181895,0.00043878178,0.00015180735,0.030866409],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992924,0.0002639615,0.000052539206,0.00015258849,0.00014203766,0.00009649975],"domain_scores_gemma":[0.99711907,0.0016770615,0.00033059285,0.00010656306,0.00053360424,0.00023316746],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019993437,0.0013780259,0.0010931242,0.0012422795,0.0009106841,0.0019890014,0.00093193154,0.0023055233,0.0032434897],"category_scores_gemma":[0.009696216,0.0006896007,0.0020771974,0.000543842,0.0023299127,0.0018441508,0.003161881,0.002294331,0.00041300297],"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":[0.00013983376,0.00004634913,0.0014171071,0.00021574984,0.000113695554,0.00046650573,0.00035281063,0.09372068,0.0088920975,0.8832018,0.001974798,0.009458578],"study_design_scores_gemma":[0.00006831018,0.00009263414,0.0005769081,0.00007759731,0.000044361823,0.00024256064,0.0001916258,0.7401106,0.0037708916,0.25117803,0.0035870709,0.000059430477],"about_ca_topic_score_codex":0.0021463926,"about_ca_topic_score_gemma":0.0010191046,"teacher_disagreement_score":0.0032434897,"about_ca_system_score_codex":0.0013171491,"about_ca_system_score_gemma":0.0013660379,"threshold_uncertainty_score":0.010850489},"labels":[],"label_agreement":null},{"id":"W2058230558","doi":"10.1002/fut.20414","title":"The economic significance of conditional skewness in index option markets","year":2009,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","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":"Wilfrid Laurier University; University of Waterloo","funders":"","keywords":"Skewness; Index (typography); Economics; Econometrics; Profitability index; Financial economics; Valuation of options; Computer science; Finance","score_opus":0.010161265251771896,"score_gpt":0.2264201160929923,"score_spread":0.21625885084122043,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2058230558","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.941388,0.0005440315,0.050676107,0.0010907794,0.000046836794,0.000014031742,0.00010954377,0.00013020397,0.0060003633],"genre_scores_gemma":[0.9991273,0.00007861648,0.0005645663,0.000013219588,0.000018999279,0.0000018040699,0.000020834352,0.0000050333856,0.00016965199],"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","domain_scores_codex":[0.9993135,0.00031284775,0.000045719527,0.00006702599,0.00018580693,0.00007509735],"domain_scores_gemma":[0.9763407,0.01761057,0.0030825604,0.0012090859,0.0011679968,0.0005891454],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028867675,0.0003050475,0.00049182243,0.0006912371,0.0002624697,0.002038695,0.00038970175,0.0007279977,0.002487541],"category_scores_gemma":[0.034505717,0.00025033948,0.000395641,0.00059720385,0.001498632,0.0040832073,0.001066199,0.0010773876,0.00017585352],"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":[0.0011286072,0.000196483,0.10123168,0.00016633127,0.00021751632,0.0016161966,0.00029881668,0.53963834,0.010270184,0.2922781,0.0017053508,0.051252406],"study_design_scores_gemma":[0.00003627651,0.00009937437,0.019370897,0.000021568727,0.00003941697,0.00030551484,0.000083329614,0.7820901,0.0018204977,0.19578761,0.00029120088,0.000054131644],"about_ca_topic_score_codex":0.0013308834,"about_ca_topic_score_gemma":0.000664121,"teacher_disagreement_score":0.0028867675,"about_ca_system_score_codex":0.00055648654,"about_ca_system_score_gemma":0.00058700313,"threshold_uncertainty_score":0.015266895},"labels":[],"label_agreement":null},{"id":"W2058307814","doi":"10.1080/17442500701841156","title":"On financial markets based on telegraph processes","year":2008,"lang":"en","type":"article","venue":"Stochastics","topic":"Stochastic processes and financial applications","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":"University of Alberta","funders":"","keywords":"Arbitrage; Financial market; Quantile; Black–Scholes model; Economics; Stochastic differential equation; Mathematical economics; Econometrics; Markov chain; Mathematics; Applied mathematics; Financial economics; Finance; Volatility (finance); Statistics","score_opus":0.024109793897557782,"score_gpt":0.20795948741132986,"score_spread":0.18384969351377206,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2058307814","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.075781584,0.007047357,0.86771697,0.0040350812,0.0006022735,0.00006686492,0.0002665809,0.00020262753,0.044280723],"genre_scores_gemma":[0.9154972,0.011004655,0.048854746,0.0009420949,0.0017634444,0.00021416503,0.0003646793,0.00010346966,0.021255644],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991529,0.0003087087,0.00003630447,0.000134906,0.00025540087,0.00011175433],"domain_scores_gemma":[0.997811,0.0012572804,0.0003872148,0.00019766246,0.00019388297,0.00015301318],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011198946,0.0010250639,0.0010321317,0.0013000204,0.0006032331,0.0020984136,0.00086931273,0.0022038606,0.0047402433],"category_scores_gemma":[0.0049835346,0.0004428135,0.0012372937,0.0013868839,0.0030786684,0.0057997215,0.0015685076,0.0019211117,0.00058813544],"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":[0.00001317465,0.000015166302,0.0001824458,0.000027647307,0.000011603901,0.00008979829,0.000045065874,0.030339433,0.0003828112,0.96602285,0.0004477331,0.0024222569],"study_design_scores_gemma":[0.000020687747,0.000025346191,0.00019371547,0.000023248951,0.000008349229,0.000105209445,0.00001546705,0.1687351,0.00011484336,0.82725525,0.0034863949,0.000016425178],"about_ca_topic_score_codex":0.0021721036,"about_ca_topic_score_gemma":0.0010687247,"teacher_disagreement_score":0.0047402433,"about_ca_system_score_codex":0.001206187,"about_ca_system_score_gemma":0.0008338971,"threshold_uncertainty_score":0.015857697},"labels":[],"label_agreement":null},{"id":"W2058843651","doi":"10.1134/s1995080213030025","title":"Pricing maturity guarantee under a refracted Brownian motion","year":2013,"lang":"en","type":"article","venue":"Lobachevskii Journal of Mathematics","topic":"Stochastic processes and financial applications","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 Regina","funders":"","keywords":"Maturity (psychological); Geometric Brownian motion; Investment (military); Brownian motion; Mathematics; Term (time); State (computer science); Motion (physics); Value (mathematics); Mathematical economics; Econometrics; Actuarial science; Economics; Computer science; Statistics; Diffusion process; Algorithm; Service (business); Law; Economy","score_opus":0.027139678016563133,"score_gpt":0.22358010053311508,"score_spread":0.19644042251655194,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2058843651","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17594382,0.0007751669,0.8169383,0.0009833225,0.0001586952,0.00006029667,0.0000559794,0.0001714939,0.004912966],"genre_scores_gemma":[0.9451318,0.0005282583,0.04561723,0.00011008959,0.00014552422,0.00008437144,0.00007218971,0.00005439974,0.008256137],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985038,0.00043216944,0.00009720896,0.00026778204,0.0005302732,0.00016875826],"domain_scores_gemma":[0.99784553,0.0009487616,0.00040463448,0.00024321904,0.0003179313,0.00023979106],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043061236,0.00077196746,0.001013069,0.0007726118,0.00045433003,0.002786731,0.0019078392,0.002372429,0.0026928333],"category_scores_gemma":[0.014387346,0.0005761648,0.0011263427,0.0004965111,0.0020335016,0.004451743,0.0017528214,0.0028304078,0.00033484123],"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":[0.00012286934,0.000046113197,0.0015394414,0.00005561963,0.000040796873,0.0006182509,0.00021627388,0.09419283,0.0077633755,0.88338435,0.0006743696,0.011345696],"study_design_scores_gemma":[0.00007624561,0.0001152629,0.00084799394,0.000019817679,0.000027407717,0.0002558446,0.000044228524,0.8075154,0.0014790801,0.18814053,0.0014335497,0.000044715234],"about_ca_topic_score_codex":0.0016869297,"about_ca_topic_score_gemma":0.0007925829,"teacher_disagreement_score":0.0043061236,"about_ca_system_score_codex":0.001430331,"about_ca_system_score_gemma":0.0010804222,"threshold_uncertainty_score":0.022773206},"labels":[],"label_agreement":null},{"id":"W2058974793","doi":"10.3390/jrfm4010133","title":"Multiperiod Hedging using Futures: Mean Reversion and the Optimal Hedging Path","year":2011,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Futures contract; Hedge; Mean reversion; Economics; Cash flow; Econometrics; Spot contract; Market neutral; Financial economics; Portfolio; Finance","score_opus":0.01922022642557055,"score_gpt":0.1982015740478133,"score_spread":0.17898134762224274,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2058974793","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.47997594,0.0010575694,0.5120566,0.00066513446,0.0000341813,0.000057093857,0.00004882984,0.000064554806,0.006040069],"genre_scores_gemma":[0.9716599,0.00032794735,0.026503084,0.00002554467,0.00001216358,0.000016704376,0.000017482813,0.000013322819,0.0014239129],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99952257,0.00019251513,0.000023004584,0.0001042426,0.00010436077,0.000053287524],"domain_scores_gemma":[0.99874264,0.0006906317,0.00031891282,0.000080999496,0.00007876636,0.00008794056],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016698724,0.00041583832,0.0005201423,0.00037570656,0.00033056308,0.0012414113,0.00057364366,0.0010383001,0.0015442991],"category_scores_gemma":[0.005171579,0.00046090892,0.0005499515,0.0002836361,0.0009256269,0.0024297647,0.00062138156,0.0008872755,0.00010977519],"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":[0.00026157437,0.000119508986,0.0037656617,0.00009504509,0.000085885,0.00050539244,0.00023148538,0.6510072,0.010206676,0.29531705,0.00034139198,0.03806308],"study_design_scores_gemma":[0.000041067204,0.00024320136,0.0013428337,0.000024264938,0.000026108559,0.00018952989,0.00006414053,0.8442895,0.0026222595,0.1503272,0.0007897087,0.000040110564],"about_ca_topic_score_codex":0.0006076787,"about_ca_topic_score_gemma":0.00053746207,"teacher_disagreement_score":0.0016698724,"about_ca_system_score_codex":0.00062744605,"about_ca_system_score_gemma":0.0007325725,"threshold_uncertainty_score":0.008831203},"labels":[],"label_agreement":null},{"id":"W2059402723","doi":"10.1007/s00780-004-0132-9","title":"Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain","year":2004,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":183,"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":"Markov chain; Markov process; Terminal (telecommunication); Stochastic differential equation; Mathematical finance; Partial differential equation; Representation (politics); Mathematics; Mathematical optimization; Markov renewal process; Computer science; Applied mathematics; Markov property; Economics; Markov model; Finance; Statistics; Mathematical analysis","score_opus":0.010380838350347464,"score_gpt":0.2201713206278872,"score_spread":0.2097904822775397,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2059402723","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19876087,0.0019838982,0.7889322,0.0047909576,0.00014026313,0.000062857536,0.00029934305,0.00017124391,0.004858361],"genre_scores_gemma":[0.93318456,0.002748677,0.050220735,0.00038240658,0.00026946914,0.00012253733,0.00032677647,0.00015994566,0.012584942],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99871254,0.0006534683,0.000057397676,0.00024269277,0.00015641266,0.00017751938],"domain_scores_gemma":[0.98270273,0.014105309,0.0012497677,0.00054768525,0.0007179824,0.000676511],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006093085,0.0009330955,0.0022832744,0.0011194109,0.0005501429,0.0032451442,0.0017615653,0.0032390251,0.0029652528],"category_scores_gemma":[0.02447789,0.0014596524,0.0010563366,0.0012122061,0.0027411387,0.0065849167,0.001869099,0.0028343406,0.00036567473],"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":[0.00016964781,0.000066647495,0.0015914079,0.000117906304,0.00009751591,0.00025438305,0.00013924725,0.66522163,0.0009735558,0.3227241,0.0013359719,0.0073079313],"study_design_scores_gemma":[0.000027471724,0.000018521163,0.00028674776,0.000019751018,0.000017534165,0.00003259642,0.000013272136,0.8721685,0.0001441868,0.12706189,0.00019011939,0.000019425715],"about_ca_topic_score_codex":0.0052294643,"about_ca_topic_score_gemma":0.003551169,"teacher_disagreement_score":0.006093085,"about_ca_system_score_codex":0.0022295804,"about_ca_system_score_gemma":0.002443281,"threshold_uncertainty_score":0.0322237},"labels":[],"label_agreement":null},{"id":"W2059807910","doi":"10.1287/mnsc.49.7.965.16379","title":"Term Structure of Interest Rates and Implied Market Frictions: The Min–Max Approach","year":2003,"lang":"en","type":"article","venue":"Management Science","topic":"Stochastic processes and financial applications","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":true,"ca_institutions":"York University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Arbitrage; Economics; Econometrics; Bond; Bond market; Yield curve; Financial market; Term (time); Financial economics; Monetary economics; Finance; Physics","score_opus":0.03426682067804383,"score_gpt":0.22938030377687152,"score_spread":0.1951134830988277,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2059807910","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012204918,0.0014584496,0.9815247,0.00078273256,0.000055130728,0.000042883472,0.00013570083,0.000077094395,0.0037182416],"genre_scores_gemma":[0.6665676,0.004701025,0.3086167,0.00050573563,0.0010212988,0.00058410177,0.0008250481,0.00048440642,0.016694052],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99748284,0.0015829649,0.000091672875,0.00038160605,0.00030895282,0.00015200688],"domain_scores_gemma":[0.9882383,0.00949377,0.0010414626,0.0005579055,0.00044434002,0.00022432266],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.012469678,0.0016880624,0.002281063,0.0019076013,0.0006574653,0.0032871782,0.002683353,0.002227316,0.0048573553],"category_scores_gemma":[0.03633688,0.001836338,0.0015376674,0.0020309165,0.0021804858,0.0056339796,0.0019566473,0.0031518904,0.0010558717],"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":[0.00010417447,0.000053076157,0.0012925365,0.00015693929,0.00011847055,0.0001565769,0.00014205271,0.4685161,0.00043325138,0.5012983,0.0020200612,0.025708469],"study_design_scores_gemma":[0.000012282821,0.000016992002,0.0003664998,0.000031147385,0.00001795826,0.00003151601,0.000015196102,0.7245827,0.00013328879,0.27337363,0.0013996054,0.000019201008],"about_ca_topic_score_codex":0.0021127197,"about_ca_topic_score_gemma":0.0012198031,"teacher_disagreement_score":0.012469678,"about_ca_system_score_codex":0.001534243,"about_ca_system_score_gemma":0.0016595545,"threshold_uncertainty_score":0.06594676},"labels":[],"label_agreement":null},{"id":"W2060407144","doi":"10.1080/07362990008809688","title":"On a ogawa–type integral with application to the fractional brownian motion","year":2000,"lang":"en","type":"article","venue":"Stochastic Analysis and Applications","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Mathematics; Fractional Brownian motion; Stochastic integral; Brownian motion; Type (biology); Geometric Brownian motion; Stratonovich integral; Mathematical analysis; Trajectory; Diffusion process; Hurst exponent; Stochastic process; Stochastic calculus; Integral equation; Riemann integral; Singular integral; Stochastic differential equation; Differential equation","score_opus":0.009170882756508304,"score_gpt":0.21678608652650005,"score_spread":0.20761520376999176,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2060407144","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17376378,0.0032027191,0.7935792,0.0013835633,0.0004211422,0.000043788667,0.00008183858,0.000078422585,0.027445499],"genre_scores_gemma":[0.8462388,0.003018963,0.13842,0.00029045367,0.0004959102,0.000066267705,0.00007763219,0.00007800638,0.011313972],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999689,0.00007559862,0.000018382558,0.00007038446,0.00010098574,0.000045754903],"domain_scores_gemma":[0.9993759,0.00024638494,0.00011458707,0.00005056467,0.00010196038,0.000110608984],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012464402,0.0007556039,0.000810285,0.0016379381,0.0010746727,0.0012697852,0.0006545338,0.0011380754,0.0014340646],"category_scores_gemma":[0.003187722,0.00028298324,0.001473731,0.0010893724,0.0028129113,0.0023733408,0.0016316373,0.0017579744,0.00013633359],"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":[0.00001678567,0.000018988958,0.00035349515,0.000044542652,0.000014682403,0.00016221397,0.00012718957,0.014646009,0.0022629818,0.9770295,0.00022258075,0.005100985],"study_design_scores_gemma":[0.000015676475,0.000061426246,0.0008195909,0.000048907834,0.00003218451,0.00031735515,0.00007950344,0.2490093,0.0012873879,0.7441514,0.0041405954,0.00003679027],"about_ca_topic_score_codex":0.0019616997,"about_ca_topic_score_gemma":0.0011467667,"teacher_disagreement_score":0.0019616997,"about_ca_system_score_codex":0.0011602594,"about_ca_system_score_gemma":0.0008446323,"threshold_uncertainty_score":0.008418322},"labels":[],"label_agreement":null},{"id":"W2062135744","doi":"10.5555/1030453.1030681","title":"Problems in financial engineering: convergence of the stochastic mesh estimator for pricing American options","year":2002,"lang":"en","type":"article","venue":"Winter Simulation Conference","topic":"Stochastic processes and financial applications","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":"Université de Montréal","funders":"","keywords":"Estimator; Upper and lower bounds; Valuation of options; Variance reduction; Convergence (economics); Mathematics; Sample size determination; Applied mathematics; Variance (accounting); Mathematical optimization; Computer science; Econometrics; Monte Carlo method; Statistics; Economics; Mathematical analysis; Accounting","score_opus":0.04631000484482657,"score_gpt":0.2391483286022335,"score_spread":0.19283832375740695,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2062135744","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.008297035,0.0007662658,0.9884282,0.00076034653,0.00012039284,0.000043406526,0.000033893975,0.000049387447,0.0015010419],"genre_scores_gemma":[0.43155888,0.003093668,0.554334,0.00059333426,0.0006944227,0.00065593555,0.00033654194,0.00020416963,0.008529062],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9975574,0.0016786439,0.000088163164,0.0001766654,0.0004207939,0.000078327466],"domain_scores_gemma":[0.9866627,0.011176919,0.0004184752,0.00046239773,0.0010699936,0.00020953405],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00845056,0.0007898569,0.0009829267,0.0018466883,0.00051759253,0.0014702387,0.0012546065,0.0024114088,0.0023483792],"category_scores_gemma":[0.044334255,0.00050614023,0.0011275617,0.0012043769,0.0021700922,0.0022795908,0.0020645063,0.0018585904,0.00035556487],"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":[0.00018951073,0.000062879604,0.0035587577,0.00021388516,0.0001229002,0.00010578939,0.00013198212,0.5374769,0.0018310496,0.39900905,0.0025603122,0.05473706],"study_design_scores_gemma":[0.00001912524,0.000023558257,0.00030416503,0.0000249076,0.0000080301825,0.000021605536,0.0000101823225,0.904125,0.00045483632,0.09371888,0.0012744381,0.000015257368],"about_ca_topic_score_codex":0.0030634778,"about_ca_topic_score_gemma":0.0011617225,"teacher_disagreement_score":0.00845056,"about_ca_system_score_codex":0.0010322591,"about_ca_system_score_gemma":0.00089119043,"threshold_uncertainty_score":0.044691324},"labels":[],"label_agreement":null},{"id":"W2062470826","doi":"10.1080/14697688.2013.765062","title":"An alternative approach to the calibration of the Vasicek and CIR interest rate models via generating functions","year":2013,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Vasicek model; Cox–Ingersoll–Ross model; Bond valuation; Interest rate; Short rate; Short-rate model; Bond; Applied mathematics; Mathematics; Calibration; Function (biology); Generating function; Econometrics; Computer science; Yield curve; Economics; Mathematical analysis; Statistics; Finance","score_opus":0.08206909014315714,"score_gpt":0.2560638288662944,"score_spread":0.17399473872313728,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2062470826","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0065849507,0.00009613392,0.990026,0.00021698084,0.000053508626,0.000023991252,0.00009573365,0.00016536607,0.0027373135],"genre_scores_gemma":[0.44860107,0.0007590692,0.5389303,0.00046628492,0.0003272715,0.00038579587,0.000582914,0.00048187593,0.0094654495],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99830997,0.0007934952,0.000076548604,0.00025619785,0.0004495452,0.00011436327],"domain_scores_gemma":[0.996543,0.001427613,0.00057040754,0.0008371169,0.0005421848,0.00007963505],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003897319,0.0008095402,0.0008404952,0.0015398499,0.00040727967,0.0017871974,0.0024158244,0.0015528772,0.0038234412],"category_scores_gemma":[0.012531907,0.00076496525,0.0013776912,0.0012029523,0.00090375455,0.0021620698,0.001541683,0.0029208893,0.0009182404],"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":[0.00002107616,0.000041429706,0.0012896444,0.000048693182,0.000056973506,0.00009841661,0.00020783913,0.28844133,0.0014458576,0.6724783,0.0012868432,0.03458348],"study_design_scores_gemma":[0.000021832864,0.000025790987,0.0004127023,0.000021241183,0.00001730419,0.000093995295,0.000019098507,0.8330931,0.0009822111,0.15993716,0.005334671,0.00004080527],"about_ca_topic_score_codex":0.0028710766,"about_ca_topic_score_gemma":0.0018173392,"teacher_disagreement_score":0.003897319,"about_ca_system_score_codex":0.0010700704,"about_ca_system_score_gemma":0.001566369,"threshold_uncertainty_score":0.020611286},"labels":[],"label_agreement":null},{"id":"W2062768314","doi":"10.1007/s13235-015-0140-8","title":"A Characterization of Sub-game Perfect Equilibria for SDEs of Mean-Field Type","year":2015,"lang":"en","type":"article","venue":"Dynamic Games and Applications","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"","keywords":"Mean field theory; Type (biology); Mathematical economics; Mathematics; Class (philosophy); Characterization (materials science); Field (mathematics); Sequential game; Construct (python library); Applied mathematics; Mathematical optimization; Game theory; Computer science; Pure mathematics; Physics","score_opus":0.023871920732579467,"score_gpt":0.24350750172228514,"score_spread":0.21963558098970568,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2062768314","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2218673,0.00049570197,0.73026717,0.0017344652,0.000119403914,0.00037857273,0.0006863859,0.00035964305,0.044091348],"genre_scores_gemma":[0.9329738,0.00064618816,0.04808787,0.0005169175,0.00019129505,0.00046293714,0.00057712034,0.0001619044,0.01638196],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9974274,0.0007178771,0.00021199633,0.0005720567,0.0005458348,0.000524742],"domain_scores_gemma":[0.9815198,0.011146162,0.0023865139,0.00098787,0.0018664111,0.0020933754],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0037278663,0.0016790282,0.002916428,0.0029394482,0.0018969688,0.005834224,0.0029800322,0.0032162443,0.0120043745],"category_scores_gemma":[0.023309357,0.0012446915,0.0024662602,0.002063632,0.004319076,0.0071090795,0.0041837497,0.004215956,0.001065837],"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":[0.00007877762,0.000071948445,0.0004955091,0.000078019126,0.000036829206,0.00011215816,0.00022521566,0.01176809,0.0013889227,0.9823147,0.0010263616,0.0024033897],"study_design_scores_gemma":[0.000059997154,0.000073191484,0.00031359727,0.00004309054,0.000024768426,0.00016304485,0.0001598361,0.13974024,0.00052899483,0.8577101,0.0011438838,0.000039233415],"about_ca_topic_score_codex":0.0016836181,"about_ca_topic_score_gemma":0.0013113668,"teacher_disagreement_score":0.0120043745,"about_ca_system_score_codex":0.002810629,"about_ca_system_score_gemma":0.0030110846,"threshold_uncertainty_score":0.04015863},"labels":[],"label_agreement":null},{"id":"W2062796292","doi":"10.1007/s11118-011-9257-6","title":"The Roughness and Smoothness of Numerical Solutions to the Stochastic Heat Equation","year":2011,"lang":"en","type":"article","venue":"Potential Analysis","topic":"Stochastic processes and financial applications","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 British Columbia; University of Toronto","funders":"","keywords":"Smoothness; Mathematics; Potential theory; Heat equation; Surface finish; Mathematical analysis; Applied mathematics; Materials science; Metallurgy","score_opus":0.04358368106324515,"score_gpt":0.22028470754577412,"score_spread":0.17670102648252897,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2062796292","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.56267345,0.0013659694,0.42874086,0.0019325562,0.00021843008,0.000040772728,0.00014676678,0.0003576694,0.004523569],"genre_scores_gemma":[0.98939973,0.00041139658,0.008512649,0.000072996336,0.00016558803,0.000021858486,0.00011323061,0.0000888409,0.0012138104],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993156,0.0002706161,0.00004552002,0.00010600774,0.00017022906,0.000091988586],"domain_scores_gemma":[0.9840041,0.0112670595,0.0015558553,0.0009327479,0.0014940357,0.00074620364],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002304304,0.0005335563,0.0009170831,0.0017621364,0.0006802544,0.0024309,0.0009793694,0.001951644,0.0010247149],"category_scores_gemma":[0.03218288,0.0006668761,0.0007803682,0.00058401306,0.00360791,0.003255043,0.0013368083,0.0022111621,0.00017176715],"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":[0.00034919564,0.000103631064,0.008330247,0.00025971656,0.00009566948,0.0002823794,0.0004287729,0.46221873,0.01436066,0.49825132,0.0017192217,0.01360052],"study_design_scores_gemma":[0.000017420532,0.000024921845,0.0021426254,0.000012666518,0.0000115002995,0.000053178974,0.00004281539,0.8905286,0.0006852479,0.10618247,0.000258073,0.00004043506],"about_ca_topic_score_codex":0.0025276009,"about_ca_topic_score_gemma":0.00095189747,"teacher_disagreement_score":0.0025276009,"about_ca_system_score_codex":0.0007388442,"about_ca_system_score_gemma":0.0006464269,"threshold_uncertainty_score":0.012186468},"labels":[],"label_agreement":null},{"id":"W2063309447","doi":"10.2139/ssrn.2459412","title":"Novel No-Arbitrage Conditions for Options Written on Defaultable Assets","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Arbitrage; Business; Statistical arbitrage; Actuarial science; Financial economics; Economics; Econometrics; Risk arbitrage; Arbitrage pricing theory; Capital asset pricing model","score_opus":0.016099829887469216,"score_gpt":0.23724615844472685,"score_spread":0.22114632855725763,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2063309447","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.260318,0.0037640596,0.6589137,0.008074078,0.0015573357,0.00026216908,0.00094368483,0.00048189654,0.0656851],"genre_scores_gemma":[0.9535023,0.0013574756,0.03107455,0.0006952231,0.0014404752,0.00018355623,0.00070347614,0.0002586865,0.0107842125],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99729496,0.0011151042,0.0002520271,0.000418678,0.0005331642,0.00038602846],"domain_scores_gemma":[0.972572,0.018600274,0.0027846028,0.0013383767,0.0026612636,0.0020434351],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006495894,0.0017237262,0.0020551092,0.0021696144,0.0010427043,0.004320891,0.0024610525,0.0038972194,0.011889035],"category_scores_gemma":[0.040555347,0.00097036787,0.001874834,0.0010249224,0.0040283375,0.010543901,0.003610815,0.005653225,0.0011495814],"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":[0.00019284147,0.000101854916,0.00076083094,0.00015052418,0.000041258732,0.00092975155,0.0002230141,0.0092157135,0.0036319206,0.9777038,0.0025531256,0.0044953013],"study_design_scores_gemma":[0.000089991314,0.00005287689,0.00076431147,0.00004546997,0.00002821763,0.00039973963,0.00009327591,0.18352741,0.0009944321,0.8129869,0.00096483587,0.000052385203],"about_ca_topic_score_codex":0.0005793767,"about_ca_topic_score_gemma":0.0007458232,"teacher_disagreement_score":0.011889035,"about_ca_system_score_codex":0.0011393531,"about_ca_system_score_gemma":0.0018126665,"threshold_uncertainty_score":0.03977281},"labels":[],"label_agreement":null},{"id":"W2063634612","doi":"10.1016/j.jbankfin.2010.02.022","title":"Misreaction or misspecification? A re-examination of volatility anomalies","year":2010,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Econometrics; Economics; Volatility (finance); Horizon; Term (time); Financial economics; Mathematics","score_opus":0.033682322525814934,"score_gpt":0.24960166714554363,"score_spread":0.2159193446197287,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2063634612","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.88774264,0.013467163,0.06484459,0.019145535,0.0011348104,0.000045043118,0.00076433364,0.0006878698,0.012168058],"genre_scores_gemma":[0.9912213,0.0022996226,0.0030016657,0.00068255403,0.0007214799,0.0000067570686,0.00023941901,0.00025721063,0.0015698794],"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9963319,0.00083920546,0.0004364878,0.0009240557,0.0011191363,0.00034922006],"domain_scores_gemma":[0.95422804,0.024006166,0.006269027,0.010580296,0.0042586145,0.00065795146],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.011637337,0.0009173528,0.0021634118,0.0026410073,0.00044421558,0.004685973,0.0023514156,0.001772394,0.0028550022],"category_scores_gemma":[0.06141155,0.0005061665,0.0016470576,0.0025121646,0.0020476144,0.0083578965,0.0027188316,0.0033668657,0.0006453241],"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":[0.0014317282,0.00025975562,0.3378479,0.0007018755,0.0031278175,0.0037867117,0.0040786667,0.038835984,0.011989687,0.13660364,0.012734961,0.44860125],"study_design_scores_gemma":[0.00016070994,0.00045913484,0.38824594,0.00049100246,0.0023069065,0.0023792447,0.0031311635,0.26278713,0.013417034,0.280856,0.04536503,0.00040071816],"about_ca_topic_score_codex":0.0041165003,"about_ca_topic_score_gemma":0.0021224287,"teacher_disagreement_score":0.011637337,"about_ca_system_score_codex":0.0011452389,"about_ca_system_score_gemma":0.0009965997,"threshold_uncertainty_score":0.061544836},"labels":[],"label_agreement":null},{"id":"W2063796234","doi":"10.1016/j.cam.2013.07.034","title":"On pricing barrier options with regime switching","year":2013,"lang":"en","type":"article","venue":"Journal of Computational and Applied Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":42,"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":"Barrier option; Mathematics; Partial differential equation; Probabilistic logic; Markov process; Valuation of options; Geometric Brownian motion; Valuation (finance); Black–Scholes model; Applied mathematics; Quadratic equation; Boundary value problem; Mathematical economics; Fourier transform; Markov chain; Brownian motion; Mathematical optimization; Mathematical analysis; Econometrics; Diffusion process; Economics; Geometry; Finance","score_opus":0.015044860015902922,"score_gpt":0.20707354346003287,"score_spread":0.19202868344412996,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2063796234","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21259081,0.0072121257,0.73035985,0.0073549016,0.0014478833,0.000086313514,0.0001851192,0.00029268768,0.04047032],"genre_scores_gemma":[0.9461125,0.0042279325,0.031804454,0.00065062224,0.0013429826,0.00007850087,0.00015580052,0.00017847343,0.0154487435],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99877816,0.00072471536,0.00006273895,0.00012233737,0.00018708166,0.00012503014],"domain_scores_gemma":[0.98808694,0.0094356,0.0007308541,0.0005430146,0.0005067778,0.0006968112],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004012902,0.0011866258,0.0021448825,0.0017301159,0.0007439332,0.0034857327,0.0021299254,0.0032086128,0.008751806],"category_scores_gemma":[0.019401036,0.00095274934,0.0015295802,0.0020228599,0.0037979991,0.005964681,0.0033638952,0.0039655366,0.0004670517],"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":[0.00014252892,0.00007633267,0.0006048336,0.0001092702,0.00009009055,0.0002986223,0.000110435685,0.10303719,0.001107334,0.8829196,0.0017428519,0.009760905],"study_design_scores_gemma":[0.00003285183,0.000028286713,0.00019297269,0.000021617596,0.000022221455,0.00006586958,0.000021693037,0.47913718,0.00009436344,0.5196382,0.00072357967,0.000021139007],"about_ca_topic_score_codex":0.0011992325,"about_ca_topic_score_gemma":0.00072586857,"teacher_disagreement_score":0.008751806,"about_ca_system_score_codex":0.001008284,"about_ca_system_score_gemma":0.00091470825,"threshold_uncertainty_score":0.029277742},"labels":[],"label_agreement":null},{"id":"W2064437833","doi":"10.1007/s10957-013-0349-x","title":"Maximum Entropy Estimates for Risk-Neutral Probability Measures with Non-Strictly-Convex Data","year":2013,"lang":"en","type":"article","venue":"Journal of Optimization Theory and Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":7,"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 Victoria","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Convexity; Bounded function; Mathematics; Probability measure; Mathematical economics; Probability density function; Convex analysis; Duality (order theory); Entropy (arrow of time); Convex optimization; Entropy maximization; Mathematical optimization; Econometrics; Principle of maximum entropy; Regular polygon; Economics; Financial economics; Statistics; Combinatorics; Mathematical analysis","score_opus":0.02520487302510333,"score_gpt":0.23136289879665495,"score_spread":0.20615802577155162,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2064437833","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.022774922,0.0006643771,0.9742853,0.0005409953,0.0000367776,0.00003615528,0.0001563602,0.000082766106,0.0014223752],"genre_scores_gemma":[0.7867157,0.0029853038,0.2004636,0.00043927933,0.0008327511,0.00031151308,0.0016620947,0.00028742134,0.006302331],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9965586,0.0019373456,0.00025105377,0.00041798982,0.00063345983,0.0002016214],"domain_scores_gemma":[0.93386245,0.05917601,0.002356326,0.0020903593,0.0017580605,0.00075687404],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.011057858,0.0017961056,0.0023726511,0.0028936204,0.0005839354,0.0033848656,0.0024739502,0.0019499321,0.0025427747],"category_scores_gemma":[0.06108995,0.0013072373,0.0016132594,0.001456454,0.002886677,0.008015708,0.004772488,0.003123037,0.00039514856],"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":[0.0002577798,0.00012504304,0.0025647953,0.00048497165,0.0003408837,0.00027078492,0.00027720744,0.4545114,0.0025800965,0.50299853,0.0018723998,0.033716075],"study_design_scores_gemma":[0.000013444081,0.000036984464,0.00069853914,0.000047004265,0.000021483045,0.000059592552,0.000018940344,0.73784673,0.0006434731,0.26024505,0.00033517636,0.00003367108],"about_ca_topic_score_codex":0.0009885756,"about_ca_topic_score_gemma":0.0008045856,"teacher_disagreement_score":0.011057858,"about_ca_system_score_codex":0.0016553245,"about_ca_system_score_gemma":0.0013664796,"threshold_uncertainty_score":0.058480203},"labels":[],"label_agreement":null},{"id":"W2065030872","doi":"10.1016/j.ejor.2009.01.005","title":"Dynamic mean–variance portfolio selection with borrowing constraint","year":2009,"lang":"en","type":"article","venue":"European Journal of Operational Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":116,"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":"Hamilton–Jacobi–Bellman equation; Efficient frontier; Portfolio; Constraint (computer-aided design); Mathematical optimization; Selection (genetic algorithm); Mathematics; Dynamic programming; Piecewise linear function; Stochastic control; Piecewise; Variance (accounting); Quadratic equation; Bellman equation; Economics; Computer science; Optimal control; Finance","score_opus":0.05163873018543871,"score_gpt":0.3018043664760169,"score_spread":0.2501656362905782,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2065030872","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2736018,0.0010163496,0.7063887,0.0037038086,0.00023343158,0.00010664603,0.00031790807,0.0003641804,0.014267217],"genre_scores_gemma":[0.96385074,0.00039096936,0.019275261,0.00023444151,0.0001852849,0.00007879107,0.00017332805,0.000061167404,0.015750073],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998787,0.000548817,0.000055116492,0.00028157316,0.00017090821,0.00015668888],"domain_scores_gemma":[0.99426913,0.0038128677,0.0008187538,0.00035818797,0.00040159974,0.00033950093],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028112237,0.0007177712,0.0021113176,0.0006487101,0.0003870342,0.002587215,0.0016865524,0.0020124842,0.0053232876],"category_scores_gemma":[0.014299089,0.0010835857,0.0007448302,0.0013771424,0.0008877017,0.0022746138,0.0013560312,0.001374038,0.00067640794],"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":[0.00038884682,0.0001609791,0.0048473417,0.00011768289,0.00033757556,0.001025578,0.000078098055,0.7495506,0.0026899234,0.19688019,0.004605187,0.039318044],"study_design_scores_gemma":[0.000111166555,0.000060299044,0.0012228311,0.000008861007,0.00005021227,0.00019105733,0.000012531035,0.9324029,0.00032439752,0.064960904,0.0006318987,0.00002287681],"about_ca_topic_score_codex":0.0012592389,"about_ca_topic_score_gemma":0.00083708676,"teacher_disagreement_score":0.0053232876,"about_ca_system_score_codex":0.0008326596,"about_ca_system_score_gemma":0.0008231288,"threshold_uncertainty_score":0.017808199},"labels":[],"label_agreement":null},{"id":"W2066648277","doi":"10.1007/s11075-014-9872-6","title":"Adaptive time-stepping for the strong numerical solution of stochastic differential equations","year":2014,"lang":"en","type":"article","venue":"Numerical Algorithms","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":22,"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; Toronto Metropolitan University","funders":"","keywords":"Adaptive stepsize; Mathematics; Stochastic differential equation; Richardson extrapolation; Numerical analysis; Brownian motion; Theory of computation; Extrapolation; Applied mathematics; Differential equation; Backward differentiation formula; Mathematical optimization; Ordinary differential equation; Differential algebraic equation; Algorithm; Mathematical analysis","score_opus":0.03719747129132631,"score_gpt":0.2419152012457536,"score_spread":0.2047177299544273,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2066648277","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.007891819,0.00031492405,0.9892681,0.0004386504,0.00019596289,0.0000372219,0.00002257702,0.00013834561,0.0016924129],"genre_scores_gemma":[0.46558636,0.0008999026,0.5216945,0.00046808354,0.00030042557,0.00080680597,0.00016822378,0.00028434343,0.009791391],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99926466,0.00039650258,0.000051489256,0.00006836119,0.0001770145,0.000042048443],"domain_scores_gemma":[0.9935777,0.0049736905,0.00034447538,0.0003093924,0.00058900344,0.00020568781],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026568652,0.0009614785,0.0010171841,0.0007724418,0.0006301945,0.0010108516,0.0016707607,0.0021563598,0.0030257772],"category_scores_gemma":[0.016206406,0.00055751303,0.0007439737,0.0007965462,0.001992448,0.0012374041,0.0024402125,0.003142104,0.00049799844],"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":[0.00019505202,0.00010611035,0.00074861007,0.0002815338,0.0001005293,0.00012139871,0.00015992402,0.76091856,0.0038342252,0.17701964,0.002276986,0.054237522],"study_design_scores_gemma":[0.000007926651,0.000007742381,0.000022007665,0.000005964931,0.0000023370371,0.000003901298,0.0000023744717,0.9900983,0.0001417966,0.009406264,0.0002982726,0.0000031108548],"about_ca_topic_score_codex":0.0052294023,"about_ca_topic_score_gemma":0.0036413958,"teacher_disagreement_score":0.0052294023,"about_ca_system_score_codex":0.0008730382,"about_ca_system_score_gemma":0.0019230308,"threshold_uncertainty_score":0.01405102},"labels":[],"label_agreement":null},{"id":"W2066697165","doi":"10.1080/00207720050165816","title":"Linearization of a dynamic programming equation","year":2000,"lang":"en","type":"article","venue":"International Journal of Systems Science","topic":"Stochastic processes and financial applications","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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Linearization; Dynamic programming; Stochastic differential equation; Mathematics; Differential equation; Applied mathematics; Control theory (sociology); Differential (mechanical device); Calculus (dental); Mathematical economics; Algebra over a field; Mathematical analysis; Computer science; Mathematical optimization; Nonlinear system; Pure mathematics; Control (management); Physics; Artificial intelligence; Medicine","score_opus":0.024758996763264353,"score_gpt":0.26090322230766083,"score_spread":0.23614422554439649,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2066697165","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05937777,0.0004889488,0.8546907,0.0018785788,0.00014466923,0.00009495016,0.00039937027,0.0003721415,0.082552895],"genre_scores_gemma":[0.86431354,0.00071888935,0.053109035,0.0004788815,0.00012979805,0.0002959236,0.00043945014,0.0001232638,0.08039122],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9998292,0.00004906716,0.0000064761334,0.00004458788,0.000047089245,0.000023661165],"domain_scores_gemma":[0.99984646,0.00006267316,0.000030506211,0.000008649496,0.00003298552,0.000018695975],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00031706807,0.00042319615,0.0005028093,0.00030457063,0.00026965598,0.0012288591,0.0004600392,0.00062900723,0.008165102],"category_scores_gemma":[0.00065805775,0.00029856185,0.00047970493,0.00029705846,0.00060414884,0.0007219201,0.0011446429,0.001003198,0.0010836011],"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":[0.00007472279,0.00008062366,0.00070187636,0.0001807577,0.000058686288,0.00036832393,0.00040474004,0.49618107,0.012288007,0.46423024,0.0047909277,0.020640094],"study_design_scores_gemma":[0.00002839032,0.000107667474,0.00032020942,0.000034948174,0.00001888878,0.000102983926,0.00010724434,0.88884795,0.0015618558,0.10022732,0.008615596,0.000027063508],"about_ca_topic_score_codex":0.003317587,"about_ca_topic_score_gemma":0.0019097151,"teacher_disagreement_score":0.008165102,"about_ca_system_score_codex":0.0006318381,"about_ca_system_score_gemma":0.00087685307,"threshold_uncertainty_score":0.027314961},"labels":[],"label_agreement":null},{"id":"W2066757333","doi":"10.1093/biomet/asm048","title":"Simulation and inference for stochastic volatility models driven by Levy processes","year":2007,"lang":"en","type":"article","venue":"Biometrika","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"","keywords":"Stochastic volatility; Volatility (finance); Lévy process; Econometrics; Ornstein–Uhlenbeck process; Inference; Mathematics; SABR volatility model; Long memory; Stochastic process; Implied volatility; Applied mathematics; Computer science; Statistics; Artificial intelligence","score_opus":0.0645398756463978,"score_gpt":0.29294648336402157,"score_spread":0.22840660771762378,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2066757333","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.30822822,0.00054463954,0.6873694,0.0007752229,0.00008426139,0.000051112766,0.00020410916,0.00047786013,0.0022651928],"genre_scores_gemma":[0.94632566,0.00028267634,0.05152427,0.000079651065,0.00004196435,0.00009619285,0.00026622566,0.00006165673,0.0013217092],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992599,0.00037124398,0.000052980526,0.00011044575,0.00011941292,0.00008602614],"domain_scores_gemma":[0.990755,0.0075823003,0.00059062784,0.00038879688,0.00040433937,0.00027889866],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029220004,0.00064709235,0.0013311399,0.0010945164,0.00058182096,0.0013657822,0.0016360366,0.0018214908,0.0018328967],"category_scores_gemma":[0.014966581,0.0007087215,0.0010315424,0.0009590124,0.0012867656,0.0020194347,0.0011234205,0.0014901346,0.0001852708],"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":[0.000035165533,0.00002614041,0.0016298913,0.000014144105,0.000032798143,0.000053198983,0.000033369364,0.974133,0.00029954966,0.021641076,0.00013221434,0.001969571],"study_design_scores_gemma":[0.0000071379905,0.000003063025,0.000067685214,0.0000016494419,0.0000018696774,0.0000042433767,0.000001967404,0.9934568,0.00006320903,0.0063517913,0.000037629372,0.0000029808202],"about_ca_topic_score_codex":0.009398151,"about_ca_topic_score_gemma":0.006765469,"teacher_disagreement_score":0.009398151,"about_ca_system_score_codex":0.0010689981,"about_ca_system_score_gemma":0.001118176,"threshold_uncertainty_score":0.01868689},"labels":[],"label_agreement":null},{"id":"W2066898041","doi":"10.1109/icife.2010.5609481","title":"Pricing jump diffusion American call option with dividends","year":2010,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 British Columbia Hospital","funders":"","keywords":"Dividend; Jump diffusion; Valuation of options; Futures contract; Econometrics; Put option; Binomial options pricing model; Call option; Valuation (finance); Computer science; Dividend yield; Finite difference methods for option pricing; Jump; Financial economics; Economics; Rational pricing; Capital asset pricing model; Finance; Dividend policy","score_opus":0.011240644746328065,"score_gpt":0.20758445485270574,"score_spread":0.19634381010637766,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2066898041","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.47551847,0.00029255997,0.51917875,0.00044138983,0.000090045185,0.00003833371,0.000039844937,0.00021139492,0.004189224],"genre_scores_gemma":[0.98054343,0.00013176116,0.01677415,0.000024093311,0.000040514507,0.000016654862,0.00003698554,0.000016681344,0.0024155963],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99960715,0.0001149023,0.00001748111,0.000042906257,0.00018270714,0.000034855773],"domain_scores_gemma":[0.9990663,0.00059025205,0.00008276122,0.000053022013,0.00012606443,0.00008164131],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011133315,0.00039053516,0.00056424487,0.0004182178,0.0002886183,0.0009223278,0.0006185439,0.00090539263,0.0017481185],"category_scores_gemma":[0.0041457633,0.0002711683,0.0004991274,0.00044524792,0.00065090647,0.0015861735,0.00057227735,0.0007582826,0.00010593173],"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":[0.00033606496,0.0000939957,0.0042554243,0.00007962566,0.00007413679,0.00082393026,0.00013543811,0.73494935,0.023259506,0.21190178,0.000598008,0.023492804],"study_design_scores_gemma":[0.000006709786,0.000009554152,0.00022122961,8.4470383e-7,0.00000346826,0.000030156409,0.0000027365065,0.99296194,0.00039877972,0.006289909,0.00007001819,0.0000046486552],"about_ca_topic_score_codex":0.0023574953,"about_ca_topic_score_gemma":0.0010220989,"teacher_disagreement_score":0.0023574953,"about_ca_system_score_codex":0.00049887697,"about_ca_system_score_gemma":0.00040527695,"threshold_uncertainty_score":0.0058879256},"labels":[],"label_agreement":null},{"id":"W2067468128","doi":"10.1007/s00186-006-0139-4","title":"Correction on “Optimal portfolio selection when stock prices follow an jump-diffusion process”","year":2007,"lang":"en","type":"article","venue":"Mathematical Methods of Operations Research","topic":"Stochastic processes and financial applications","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":"Jump diffusion; Portfolio; Jump; Selection (genetic algorithm); Stock (firearms); Computer science; Stock price; Econometrics; Mathematical optimization; Mathematics; Financial economics; Economics; Artificial intelligence; Series (stratigraphy); Physics; Biology","score_opus":0.15319886849954578,"score_gpt":0.45074712606408956,"score_spread":0.2975482575645438,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2067468128","genre_codex":"editorial","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0009963273,0.002647865,0.01777791,0.051175997,0.92024213,0.000049849983,0.0018941369,0.0015018963,0.003713847],"genre_scores_gemma":[0.07736232,0.008124863,0.024696223,0.07059372,0.7196566,0.00043427295,0.003856138,0.002777149,0.09249871],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9938135,0.0010798122,0.00084301585,0.001020631,0.0027372777,0.0005057475],"domain_scores_gemma":[0.96200514,0.011439607,0.001485052,0.00477858,0.01938074,0.00091077544],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005234108,0.0031783204,0.0032178971,0.00546253,0.0028249843,0.003038423,0.00624575,0.007899735,0.037320532],"category_scores_gemma":[0.068488486,0.0013158389,0.0033500094,0.0056487047,0.003342459,0.0028323182,0.002997947,0.0086462,0.017162427],"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":[0.00016067599,0.000015760603,0.00024792625,0.0005082074,0.00008457006,0.00026616242,0.000058378646,0.0010837779,0.00029804854,0.009517015,0.97599846,0.0117609035],"study_design_scores_gemma":[0.0003756484,0.00010077989,0.003788502,0.00062967197,0.00048486027,0.0011212213,0.000099742836,0.03065439,0.004568013,0.060383484,0.8975133,0.00028037294],"about_ca_topic_score_codex":0.012665617,"about_ca_topic_score_gemma":0.008761441,"teacher_disagreement_score":0.037320532,"about_ca_system_score_codex":0.0035666095,"about_ca_system_score_gemma":0.00326922,"threshold_uncertainty_score":0.12484962},"labels":[],"label_agreement":null},{"id":"W2067624906","doi":"10.1016/j.spa.2012.04.014","title":"On the Wiener–Hopf factorization for Lévy processes with bounded positive jumps","year":2012,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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":"York University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Bounded function; Factorization; Exponent; Laplace transform; Lévy process; Product (mathematics); Mathematical analysis; Pure mathematics; Applied mathematics","score_opus":0.021823427831618232,"score_gpt":0.21632646202501712,"score_spread":0.1945030341933989,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2067624906","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.095360845,0.006496142,0.86653537,0.002058608,0.0007217037,0.00006660069,0.00020484193,0.00015517396,0.028400833],"genre_scores_gemma":[0.8595627,0.008572344,0.099965535,0.0009910134,0.0019868345,0.0001344057,0.00038705685,0.00016524506,0.028234804],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994178,0.00019532892,0.000038553546,0.000109677385,0.00014609704,0.00009261093],"domain_scores_gemma":[0.9975955,0.0012873174,0.0002657523,0.00012782773,0.00035717798,0.000366488],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023681892,0.0017737766,0.0013657211,0.0020167362,0.0011621232,0.002421727,0.00094445125,0.0019565746,0.005866011],"category_scores_gemma":[0.0074978527,0.0005654697,0.0014939529,0.0012583169,0.0036523964,0.005303852,0.0022817075,0.0026809855,0.0009974289],"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":[0.00004858776,0.000037897065,0.0001833814,0.00008046747,0.000021152804,0.00012277479,0.00019089282,0.009988348,0.0012559758,0.97872293,0.0012037961,0.008143809],"study_design_scores_gemma":[0.0000122228075,0.000023632967,0.00011950209,0.000021853066,0.000008722319,0.00006417444,0.000034802408,0.047557067,0.00018493798,0.9506801,0.001267861,0.000025119693],"about_ca_topic_score_codex":0.0027029058,"about_ca_topic_score_gemma":0.0016313454,"teacher_disagreement_score":0.005866011,"about_ca_system_score_codex":0.0012753402,"about_ca_system_score_gemma":0.0013198992,"threshold_uncertainty_score":0.019623816},"labels":[],"label_agreement":null},{"id":"W2067721388","doi":"10.1080/02331930211987","title":"Probabilistic Solutions to Optimal Control Problems","year":2002,"lang":"en","type":"article","venue":"Optimization","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Converse; Probabilistic logic; Optimal control; Brownian motion; Dynamic programming; Diffusion process; Continuation; Section (typography); Nonlinear system; Wiener process; Applied mathematics; Mathematical optimization; Mathematical analysis; Geometry; Computer science","score_opus":0.032883836648305034,"score_gpt":0.1973789015388059,"score_spread":0.16449506489050086,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2067721388","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.013201623,0.0017834416,0.9607149,0.0025396415,0.00017141298,0.000076803764,0.0001573751,0.00009222095,0.021262622],"genre_scores_gemma":[0.675991,0.0060109193,0.28674105,0.0008406334,0.00116125,0.0011716774,0.00051145075,0.00017785442,0.027394243],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981419,0.00083566044,0.00010442136,0.00031332427,0.00039656807,0.00020804288],"domain_scores_gemma":[0.99663687,0.0025013448,0.00033538791,0.00011761362,0.0002551738,0.00015350185],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00354555,0.0017996108,0.0016059574,0.00097626017,0.00088459195,0.002473222,0.0015670022,0.0029416727,0.0060021896],"category_scores_gemma":[0.011769987,0.00082837313,0.0013318539,0.0011478673,0.0024315557,0.0021096114,0.0028940153,0.0025853615,0.000455133],"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":[0.000023481376,0.000023567687,0.00012175631,0.00011341018,0.000032803415,0.00004011813,0.00007777526,0.23349221,0.00026849832,0.7578084,0.0013594077,0.0066385274],"study_design_scores_gemma":[0.000046090998,0.000036309,0.000089740504,0.000029125058,0.000010626072,0.000017397406,0.000032341293,0.40559736,0.00012429756,0.59142303,0.0025797987,0.000013976968],"about_ca_topic_score_codex":0.001922577,"about_ca_topic_score_gemma":0.0015703606,"teacher_disagreement_score":0.0060021896,"about_ca_system_score_codex":0.0020884464,"about_ca_system_score_gemma":0.0022473265,"threshold_uncertainty_score":0.020079315},"labels":[],"label_agreement":null},{"id":"W2067737674","doi":"10.1016/j.spl.2015.09.027","title":"Intermittency for the wave equation with Lévy white noise","year":2015,"lang":"en","type":"article","venue":"Statistics & Probability Letters","topic":"Stochastic processes and financial applications","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":"University of Ottawa","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; White noise; Intermittency; Inequality; Wave equation; Noise (video); Mathematical analysis; Applied mathematics; Statistics; Physics; Turbulence","score_opus":0.07865132077163783,"score_gpt":0.2365005838022056,"score_spread":0.15784926303056776,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2067737674","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5387825,0.0021498282,0.44302925,0.004375164,0.00025293135,0.000051452957,0.00016927763,0.00012819954,0.011061508],"genre_scores_gemma":[0.98314065,0.0007286906,0.011421964,0.00021997467,0.00031451252,0.00006757598,0.000103364095,0.000037215825,0.0039660465],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99952877,0.00012279987,0.000035400473,0.00009071211,0.00012810001,0.00009428718],"domain_scores_gemma":[0.9982368,0.00081086473,0.00039481735,0.00007644204,0.0002384686,0.00024258826],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00143341,0.0006892144,0.00082438556,0.0013739694,0.000754858,0.001464619,0.0009541684,0.0014208069,0.001515375],"category_scores_gemma":[0.00451733,0.00031749034,0.00093728607,0.00058650033,0.0016135935,0.0034512924,0.0017219761,0.0014341992,0.00014131928],"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":[0.00006296895,0.00004628437,0.0031237842,0.00007374394,0.000065757005,0.0005407397,0.00019931135,0.046052556,0.009440832,0.9368811,0.0006644919,0.0028484168],"study_design_scores_gemma":[0.00003218462,0.000045549634,0.0015550359,0.000018992205,0.000023210205,0.00017563101,0.000061683044,0.7711831,0.0008592098,0.22542903,0.0005840476,0.000032282187],"about_ca_topic_score_codex":0.0019710334,"about_ca_topic_score_gemma":0.0010105276,"teacher_disagreement_score":0.0019710334,"about_ca_system_score_codex":0.0008133461,"about_ca_system_score_gemma":0.00081562746,"threshold_uncertainty_score":0.0075806975},"labels":[],"label_agreement":null},{"id":"W2067843432","doi":"10.1080/13504860110046885","title":"A numerical PDE approach for pricing callable bonds","year":2001,"lang":"en","type":"article","venue":"Applied Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":44,"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 Waterloo","funders":"Social Sciences and Humanities Research Council of Canada; Natural Sciences and Engineering Research Council of Canada; Royal Bank of Canada","keywords":"Callable bond; Issuer; Valuation (finance); Bond valuation; Notice; Classification of discontinuities; Convertible bond; Computer science; Bond; Mathematical optimization; Economics; Mathematical economics; Finance; Mathematics","score_opus":0.032365981194915426,"score_gpt":0.2328706377323712,"score_spread":0.20050465653745578,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2067843432","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0056606666,0.0009942537,0.982017,0.0010226197,0.00027816577,0.000048718943,0.000069477406,0.00007996686,0.009829233],"genre_scores_gemma":[0.4248572,0.0043555405,0.52808106,0.00073430594,0.0007275771,0.0005710219,0.00025826096,0.00018973187,0.040225424],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997229,0.00009859699,0.000016213758,0.00003897666,0.00010679814,0.00001653208],"domain_scores_gemma":[0.99956876,0.0002352128,0.000049397644,0.000030859857,0.00007960596,0.000036056503],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008192389,0.0007527858,0.0007836411,0.0007830891,0.00064203807,0.0012396802,0.0008288307,0.002132291,0.0029574388],"category_scores_gemma":[0.002717533,0.0003595851,0.0011482347,0.00061903015,0.0014666958,0.0014719723,0.0012662761,0.0019380528,0.00048733913],"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":[0.000021120299,0.000045547727,0.0004435235,0.00013243186,0.000032170232,0.00017404635,0.0001209887,0.552163,0.0051955613,0.42385495,0.0016100863,0.016206514],"study_design_scores_gemma":[0.0000070072438,0.00000836124,0.00004973818,0.000009175184,0.0000030717429,0.000030725616,0.0000060542156,0.95917225,0.00020637384,0.03801826,0.0024822578,0.000006701271],"about_ca_topic_score_codex":0.0035430726,"about_ca_topic_score_gemma":0.0016792046,"teacher_disagreement_score":0.0035430726,"about_ca_system_score_codex":0.0009888691,"about_ca_system_score_gemma":0.0012287761,"threshold_uncertainty_score":0.009893596},"labels":[],"label_agreement":null},{"id":"W2067961894","doi":"10.1142/s0219024906003846","title":"OPTION PRICING FOR GARCH MODELS WITH MARKOV SWITCHING","year":2006,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":36,"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":"Markov chain; Markov process; Valuation (finance); Valuation of options; Markov property; Martingale pricing; Markov renewal process; Autoregressive conditional heteroskedasticity; Markov model; Martingale (probability theory); Mathematics; Econometrics; Mathematical optimization; Computer science; Applied mathematics; Mathematical economics; Economics; Finance; Local martingale; Statistics; Volatility (finance)","score_opus":0.009843227799339346,"score_gpt":0.21723553215965152,"score_spread":0.20739230436031217,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2067961894","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.007537994,0.0001811603,0.9905848,0.00016671291,0.000034462064,0.000016821468,0.000018818377,0.00007549069,0.0013837466],"genre_scores_gemma":[0.62034273,0.001097918,0.36704165,0.0002449297,0.00043028782,0.00021799066,0.00021430607,0.00014565303,0.010264476],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99873525,0.00058987306,0.00005136328,0.00014877362,0.00039745067,0.00007736403],"domain_scores_gemma":[0.99683267,0.0024891752,0.00024046641,0.00019139703,0.00014495336,0.000101308084],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003078191,0.00062186853,0.0011070071,0.00077681954,0.0005185382,0.0014076808,0.0014822814,0.0013798474,0.0038515015],"category_scores_gemma":[0.008219787,0.000553621,0.001593026,0.0009290746,0.0013823898,0.0028245407,0.001106341,0.0022998892,0.00043408934],"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":[0.000029523224,0.000049998718,0.00057350146,0.000053705757,0.000054603177,0.00022210159,0.000094438554,0.31093138,0.0010889665,0.6638402,0.0006223667,0.02243916],"study_design_scores_gemma":[0.0000064582123,0.000009428231,0.00006520511,0.000005059218,0.0000045239694,0.000033361845,0.000004409464,0.86033016,0.00014227987,0.13890353,0.00048724675,0.000008329158],"about_ca_topic_score_codex":0.001684524,"about_ca_topic_score_gemma":0.00149471,"teacher_disagreement_score":0.0038515015,"about_ca_system_score_codex":0.0010874076,"about_ca_system_score_gemma":0.0009994607,"threshold_uncertainty_score":0.01627922},"labels":[],"label_agreement":null},{"id":"W2068102595","doi":"10.1007/s11425-012-4517-5","title":"Stochastic calculus for Markov processes associated with non-symmetric Dirichlet forms","year":2012,"lang":"en","type":"article","venue":"Science China Mathematics","topic":"Stochastic processes and financial applications","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":"Stochastic calculus; Dirichlet distribution; Dirichlet form; Dirichlet process; Markov process; Markov chain; Dirichlet's principle; Zero (linguistics); Dirichlet's energy","score_opus":0.02381981758737743,"score_gpt":0.24329134626324356,"score_spread":0.2194715286758661,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2068102595","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09141291,0.0021725849,0.88197637,0.003362824,0.00059389335,0.0001213121,0.0003216502,0.00013424057,0.019904176],"genre_scores_gemma":[0.851496,0.0035791462,0.09602598,0.0012715467,0.0021270656,0.000542119,0.00076845987,0.00023557416,0.04395417],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99679714,0.0014500158,0.00019530673,0.00045689207,0.0007291627,0.00037153688],"domain_scores_gemma":[0.9888469,0.00720359,0.0010667442,0.0005849391,0.0012143187,0.0010835605],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006049156,0.0014398779,0.002392928,0.0028474147,0.0018720789,0.0054008616,0.0022063681,0.0026024734,0.006051918],"category_scores_gemma":[0.016631098,0.0010217227,0.002568613,0.002064687,0.0052151983,0.0062588686,0.0033809654,0.004607367,0.00062672794],"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":[0.000009438761,0.00001385401,0.00011042551,0.000016868826,0.000012287781,0.000040794643,0.000069818336,0.004154073,0.00018063738,0.9943973,0.00025193795,0.00074260304],"study_design_scores_gemma":[0.000015049149,0.000008911454,0.00011738394,0.000010929628,0.000008921072,0.000038338127,0.000026104493,0.083894685,0.00006485271,0.9152541,0.0005427921,0.000017865956],"about_ca_topic_score_codex":0.003707781,"about_ca_topic_score_gemma":0.003008841,"teacher_disagreement_score":0.006051918,"about_ca_system_score_codex":0.004222728,"about_ca_system_score_gemma":0.0030825343,"threshold_uncertainty_score":0.031991363},"labels":[],"label_agreement":null},{"id":"W2068457956","doi":"10.1155/2010/863585","title":"Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein‐Uhlenbeck Type","year":2010,"lang":"en","type":"article","venue":"Journal of Probability and Statistics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":3,"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; HEC Montréal; Fonds Québécois de la Recherche sur la Nature et les Technologies","keywords":"Mathematics; Stochastic volatility; Volatility (finance); Applied mathematics; Ornstein–Uhlenbeck process; Valuation (finance); Lipschitz continuity; Stochastic game; Stochastic differential equation; Valuation of options; Viscosity solution; Econometrics; Mathematical economics; Mathematical analysis; Economics; Stochastic process; Statistics","score_opus":0.03610041653240201,"score_gpt":0.23594006384238675,"score_spread":0.19983964730998474,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2068457956","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4051048,0.006124723,0.5565552,0.005354902,0.0005379493,0.000055503384,0.0000914652,0.00015843971,0.026016979],"genre_scores_gemma":[0.97139627,0.0017166752,0.017271617,0.00022579324,0.0003331567,0.000050510844,0.000053610194,0.000036640828,0.008915694],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994974,0.00023347588,0.000020804617,0.00006596414,0.00010666749,0.00007569782],"domain_scores_gemma":[0.99784243,0.0011130328,0.00046792976,0.00007469133,0.00017195437,0.0003298573],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015587757,0.001339746,0.0010043547,0.001173829,0.0010088432,0.0034375766,0.0010764526,0.0032181556,0.0017351247],"category_scores_gemma":[0.0080655385,0.0005395887,0.0010097716,0.0009312255,0.0027940392,0.004716278,0.0022041353,0.0024894609,0.00017869558],"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":[0.000032895685,0.000042316427,0.00050234754,0.000038552884,0.000027736683,0.00024239441,0.00014487705,0.04791365,0.0014991722,0.94613767,0.0005804515,0.0028380256],"study_design_scores_gemma":[0.000029016808,0.00003564322,0.00021679957,0.000022997658,0.000013532139,0.00008953188,0.000051599756,0.31070095,0.00029688101,0.687765,0.00074861717,0.000029372912],"about_ca_topic_score_codex":0.0016120785,"about_ca_topic_score_gemma":0.00097342726,"teacher_disagreement_score":0.0034375766,"about_ca_system_score_codex":0.0010715608,"about_ca_system_score_gemma":0.0010533986,"threshold_uncertainty_score":0.00824374},"labels":[],"label_agreement":null},{"id":"W2068748263","doi":"10.1137/100809271","title":"Quadratic Risk Minimization in a Regime-Switching Model with Portfolio Constraints","year":2012,"lang":"en","type":"article","venue":"SIAM Journal on Control and Optimization","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Mathematics; Mathematical optimization; Portfolio; Geometric Brownian motion; Stochastic control; Utility maximization problem; Markov chain; Quadratic equation; Mathematical economics; Mathematical finance; Convex analysis; Optimal control; Regular polygon; Convex optimization; Economics; Utility maximization; Finance","score_opus":0.012338360988314314,"score_gpt":0.20454861147178025,"score_spread":0.19221025048346593,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2068748263","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13562092,0.00093937817,0.85055476,0.0017670755,0.00007767354,0.000056649693,0.00018338283,0.00011430072,0.010685839],"genre_scores_gemma":[0.9445563,0.00067507185,0.043000948,0.00022977035,0.00010611446,0.00015059685,0.00020047024,0.00008727838,0.010993566],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998845,0.0005420533,0.000038754337,0.0002141836,0.00021766317,0.00014242118],"domain_scores_gemma":[0.9974395,0.0018676545,0.00030232035,0.00007741928,0.00015183365,0.00016117924],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023000753,0.00086330593,0.0014869274,0.00063405687,0.00035103227,0.0016985298,0.0011395578,0.0017226146,0.00231584],"category_scores_gemma":[0.004827632,0.0007573759,0.00090061576,0.0007160075,0.0016376823,0.0015397092,0.0017000281,0.0016409,0.00020717985],"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":[0.00005689246,0.00006716561,0.00049842795,0.000068715395,0.00005741747,0.0001091664,0.000055798027,0.88414437,0.0008907345,0.10879226,0.00076297234,0.0044960706],"study_design_scores_gemma":[0.000013661947,0.0000218284,0.000109951754,0.000004439647,0.00000547033,0.000008344629,0.0000060034913,0.9715424,0.00007080514,0.028029317,0.00018161324,0.0000061212922],"about_ca_topic_score_codex":0.0039916337,"about_ca_topic_score_gemma":0.002296252,"teacher_disagreement_score":0.0039916337,"about_ca_system_score_codex":0.0013688229,"about_ca_system_score_gemma":0.0012083955,"threshold_uncertainty_score":0.012164056},"labels":[],"label_agreement":null},{"id":"W2068810128","doi":"10.1016/s0377-2217(02)00598-2","title":"Progressive option bounds from the sequence of concurrently expiring options","year":2003,"lang":"en","type":"article","venue":"European Journal of Operational Research","topic":"Stochastic processes and financial applications","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":"University of Ottawa","funders":"","keywords":"Arbitrage; Sequence (biology); Constraint (computer-aided design); Asset (computer security); Set (abstract data type); Valuation of options; Stochastic discount factor; Computer science; Mathematical optimization; Economics; Econometrics; Finance; Mathematics; Capital asset pricing model","score_opus":0.20396669327803166,"score_gpt":0.3629874712162863,"score_spread":0.15902077793825461,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2068810128","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06330386,0.0010280093,0.9273366,0.00040653264,0.000098472985,0.00006428521,0.00020864871,0.00021698618,0.0073366887],"genre_scores_gemma":[0.84738976,0.0024279437,0.13574652,0.00017026337,0.00038510177,0.00026112466,0.0009166928,0.00020028018,0.012502288],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9980736,0.0005498321,0.00012294813,0.00025838945,0.00078510167,0.00021016432],"domain_scores_gemma":[0.9745156,0.02048696,0.0016712819,0.0013029214,0.0011820742,0.0008412525],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0061295317,0.0021294076,0.0015496868,0.0022006144,0.000533526,0.003986876,0.0025411425,0.002081137,0.0070607625],"category_scores_gemma":[0.033488404,0.0010988949,0.0011964559,0.001618475,0.0021375716,0.0058698556,0.0032179125,0.0041430355,0.00049611396],"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":[0.0003777666,0.00006276153,0.0008067014,0.00016881271,0.00006602515,0.00035753674,0.00021089762,0.49145165,0.003109844,0.47316265,0.00090438983,0.029320814],"study_design_scores_gemma":[0.000016681475,0.000048292473,0.00023097129,0.00004650021,0.000019752657,0.000079918354,0.000010250613,0.8556909,0.0010103133,0.14202744,0.0007958143,0.000023299835],"about_ca_topic_score_codex":0.0014316448,"about_ca_topic_score_gemma":0.0014312733,"teacher_disagreement_score":0.0070607625,"about_ca_system_score_codex":0.001341264,"about_ca_system_score_gemma":0.0015192393,"threshold_uncertainty_score":0.032416463},"labels":[],"label_agreement":null},{"id":"W2068935700","doi":"10.2139/ssrn.2009657","title":"Pricing of Discount Bonds with a Markov Switching Regime","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Bond; Markov chain; Economics; Econometrics; Financial economics; Business; Mathematics; Finance; Statistics","score_opus":0.009988341982976765,"score_gpt":0.20980499273095274,"score_spread":0.19981665074797597,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2068935700","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7115628,0.0009423102,0.27193755,0.003430599,0.00025072912,0.000084791165,0.00021806131,0.0002512924,0.011321933],"genre_scores_gemma":[0.99026895,0.00044859314,0.0038250566,0.00007134788,0.00014175531,0.000022810154,0.00006116837,0.000025067015,0.005135223],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9988657,0.00045204558,0.000058403,0.0002217063,0.00019681502,0.00020531718],"domain_scores_gemma":[0.98917526,0.0070366096,0.0017493729,0.00061989017,0.00046134536,0.0009576042],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004132826,0.00061524456,0.0016820711,0.00090375065,0.0007628541,0.0040630638,0.0017109897,0.0034396008,0.0053802277],"category_scores_gemma":[0.021278087,0.0009361169,0.0013469062,0.0006934052,0.0023370485,0.0050300434,0.0012403475,0.0037856987,0.0003550021],"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":[0.00047467495,0.00018146042,0.0040055383,0.00009358392,0.00011663068,0.00069007254,0.0002214708,0.17221275,0.0027776633,0.8090801,0.0017246394,0.008421409],"study_design_scores_gemma":[0.00009557303,0.00007250918,0.0009916143,0.000015766353,0.000038255523,0.00014165774,0.000037405953,0.8143003,0.00031875834,0.1836353,0.00030831157,0.000044582535],"about_ca_topic_score_codex":0.0022890477,"about_ca_topic_score_gemma":0.0017870715,"teacher_disagreement_score":0.0053802277,"about_ca_system_score_codex":0.0018046724,"about_ca_system_score_gemma":0.0009790508,"threshold_uncertainty_score":0.021856725},"labels":[],"label_agreement":null},{"id":"W2069084040","doi":"10.1109/cdc.2013.6760257","title":"Recursive estimation of common partially observed disturbances in MFG systems with application to large scale power markets","year":2013,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal; McGill University; Group for Research in Decision Analysis","funders":"","keywords":"Population; Computer science; Nash equilibrium; Multi-agent system; Game theory; Stability (learning theory); Mathematical economics; Mathematical optimization; Artificial intelligence; Mathematics; Machine learning","score_opus":0.013235177126521645,"score_gpt":0.2098069627793739,"score_spread":0.19657178565285227,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2069084040","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.090781,0.00028418063,0.90706766,0.00031419544,0.000026928026,0.00005171016,0.00006678939,0.0002454226,0.0011620244],"genre_scores_gemma":[0.9611181,0.00020892185,0.037235755,0.000045357974,0.000033652355,0.00006311087,0.00008637346,0.000033569144,0.0011752045],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996345,0.00014415657,0.00001910417,0.000088096014,0.00006555799,0.00004864136],"domain_scores_gemma":[0.9976299,0.0017475823,0.00030357833,0.000077503435,0.00018449182,0.00005697641],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001200265,0.0006965758,0.0009211259,0.00044439035,0.00035203682,0.0009795023,0.00074201555,0.00096497545,0.0006905559],"category_scores_gemma":[0.007445243,0.0005475881,0.00046289028,0.00052215264,0.0007200722,0.00088733854,0.0007156497,0.0008676924,0.00008663057],"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":[0.000027003407,0.000014377704,0.0010979142,0.000026824046,0.000023361747,0.00007419555,0.000053178614,0.98016924,0.00060249696,0.008341403,0.00015930999,0.009410767],"study_design_scores_gemma":[0.0000016345275,0.0000032170337,0.0001585112,0.0000012801053,0.0000012789717,0.0000034939424,0.0000030252463,0.9981041,0.00004538638,0.0016268522,0.000049075406,0.000002147165],"about_ca_topic_score_codex":0.011622171,"about_ca_topic_score_gemma":0.008668467,"teacher_disagreement_score":0.011622171,"about_ca_system_score_codex":0.00080413185,"about_ca_system_score_gemma":0.0007090198,"threshold_uncertainty_score":0.023109019},"labels":[],"label_agreement":null},{"id":"W2069546547","doi":"10.5539/ijef.v3n4p193","title":"High-Accuracy Integral Equation Approach for Pricing American Options with Stochastic Volatility","year":2011,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Stochastic processes and financial applications","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":"Project 211; Southwestern University of Finance and Economics","keywords":"Collocation (remote sensing); Nonlinear system; Stochastic volatility; Collocation method; Mathematics; Integral equation; Valuation of options; Volatility (finance); Applied mathematics; Representation (politics); Finite difference methods for option pricing; Volterra integral equation; Boundary value problem; Mathematical optimization; Black–Scholes model; Mathematical analysis; Computer science; Econometrics; Differential equation; Physics","score_opus":0.04728475973643039,"score_gpt":0.2394107361883125,"score_spread":0.1921259764518821,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2069546547","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0075479723,0.0004283932,0.98880905,0.0001956604,0.00007658701,0.000021271808,0.000020171303,0.000059731698,0.0028411695],"genre_scores_gemma":[0.4763567,0.001593301,0.5110978,0.00027937512,0.00020917856,0.00019833347,0.00012965502,0.0001342387,0.010001346],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99960107,0.00016518428,0.000019700625,0.000033339402,0.00015582744,0.00002485727],"domain_scores_gemma":[0.99945337,0.00031518893,0.000043643893,0.000048763468,0.00011224312,0.00002689943],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008993097,0.0005165329,0.00058325595,0.00045556095,0.00041242407,0.0010971172,0.0008387088,0.0014521374,0.0018408333],"category_scores_gemma":[0.0025773617,0.00028010947,0.0006691336,0.0004638625,0.00077838334,0.001177418,0.0009361499,0.001856914,0.00046651243],"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":[0.000049127444,0.000074230964,0.00064033526,0.00010881992,0.000046746303,0.00020972609,0.00020639192,0.7376438,0.008253622,0.21522002,0.0011405225,0.036406707],"study_design_scores_gemma":[0.0000028368138,0.0000047174863,0.000024959238,0.000003543303,0.0000017889412,0.000008404977,0.0000045024053,0.99262506,0.00020058974,0.006541332,0.0005791294,0.0000032376613],"about_ca_topic_score_codex":0.0050406554,"about_ca_topic_score_gemma":0.0027730193,"teacher_disagreement_score":0.0050406554,"about_ca_system_score_codex":0.0006207142,"about_ca_system_score_gemma":0.00080262334,"threshold_uncertainty_score":0.01002264},"labels":[],"label_agreement":null},{"id":"W2069924497","doi":"10.1007/s10959-006-0015-4","title":"A Notion of Stopping Line for Set-Indexed Processes","year":2006,"lang":"en","type":"article","venue":"Journal of Theoretical Probability","topic":"Stochastic processes and financial applications","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":"University of Manitoba","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Stopping time; Combinatorics; Line (geometry); Optimal stopping; Discrete mathematics; Plane (geometry); Mathematical optimization; Geometry; Statistics","score_opus":0.030514164584143962,"score_gpt":0.24814648157598723,"score_spread":0.21763231699184327,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2069924497","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.061363336,0.0005732455,0.92176074,0.0010089463,0.00012479175,0.00006506818,0.00021174457,0.00040468448,0.014487464],"genre_scores_gemma":[0.6783909,0.000969306,0.2989763,0.0013891355,0.00055643404,0.00041080022,0.000781292,0.0004876694,0.018038059],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9978131,0.0007138978,0.00021283366,0.0005255139,0.0004772481,0.00025743397],"domain_scores_gemma":[0.99175817,0.003479705,0.001414275,0.00066713174,0.0014166974,0.0012641056],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043550855,0.0010290615,0.0014222481,0.0035922062,0.002318071,0.0074877073,0.002108017,0.0033471084,0.006691729],"category_scores_gemma":[0.008223764,0.0008571759,0.0017887257,0.002793634,0.004396966,0.009039079,0.0026906787,0.0053153704,0.0013282229],"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":[0.000032577274,0.000029680963,0.00024131246,0.000027739092,0.000015793143,0.00007435801,0.00019916207,0.0013360574,0.0011757966,0.99297744,0.00042380465,0.0034662543],"study_design_scores_gemma":[0.000038855935,0.00012738632,0.00028509236,0.000036131467,0.00002357325,0.00020464267,0.000098317185,0.036922157,0.00097305945,0.9566299,0.004626493,0.00003438157],"about_ca_topic_score_codex":0.00043940125,"about_ca_topic_score_gemma":0.0003028068,"teacher_disagreement_score":0.0074877073,"about_ca_system_score_codex":0.0018137314,"about_ca_system_score_gemma":0.001127602,"threshold_uncertainty_score":0.023032188},"labels":[],"label_agreement":null},{"id":"W2070062192","doi":"10.1007/s10479-008-0448-5","title":"On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy","year":2008,"lang":"en","type":"article","venue":"Annals of Operations Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":95,"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 Calgary","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Hamilton–Jacobi–Bellman equation; Differential game; Dynamic risk measure; Markov chain; Mathematical economics; Markov process; Mathematical optimization; Risk measure; Mathematics; Measure (data warehouse); Stochastic differential equation; Stochastic control; Theory of computation; Computer science; Applied mathematics; Bellman equation; Economics; Optimal control; Finance; Portfolio","score_opus":0.21003555131041138,"score_gpt":0.3685797505975054,"score_spread":0.15854419928709404,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2070062192","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.31240302,0.0030258275,0.66046214,0.005327814,0.00022219217,0.00013239085,0.0003759345,0.00023078718,0.017819928],"genre_scores_gemma":[0.9601176,0.0032491987,0.021862537,0.00028838468,0.00037283538,0.00013339677,0.00027385284,0.00008601923,0.0136162],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985252,0.0007720835,0.00007895864,0.00022065005,0.00021295508,0.00019020734],"domain_scores_gemma":[0.9893963,0.007916946,0.0012616953,0.00036056765,0.0005127476,0.0005518293],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005333774,0.0014172514,0.0031770966,0.0012323897,0.00080465,0.0038847958,0.0016756065,0.0029917606,0.0055203517],"category_scores_gemma":[0.0184627,0.0010258182,0.0014175038,0.0012408568,0.0029489738,0.0053482587,0.0024465304,0.0023840591,0.0003986611],"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":[0.00014427974,0.00010412574,0.0011118817,0.00012444808,0.00010784135,0.00019588892,0.0001332725,0.27658373,0.0011379637,0.71012074,0.0014322174,0.008803576],"study_design_scores_gemma":[0.000053600048,0.000057429923,0.00041029658,0.000027938706,0.000029484401,0.000038197883,0.00003042547,0.6021677,0.00020594141,0.39659166,0.0003579307,0.000029404513],"about_ca_topic_score_codex":0.0024544413,"about_ca_topic_score_gemma":0.0014193585,"teacher_disagreement_score":0.0055203517,"about_ca_system_score_codex":0.0016501554,"about_ca_system_score_gemma":0.0018920801,"threshold_uncertainty_score":0.028208017},"labels":[],"label_agreement":null},{"id":"W2070274294","doi":"10.4236/jmf.2013.31010","title":"Inference for Interest Rate Models Using Milstein’s Approximation","year":2013,"lang":"en","type":"article","venue":"Journal of Mathematical Finance","topic":"Stochastic processes and financial applications","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":"Mathematics; Martingale (probability theory); Applied mathematics; Conditional expectation; Inference; Diffusion process; Mathematical optimization; Econometrics; Computer science","score_opus":0.11397602024267868,"score_gpt":0.28176946618418264,"score_spread":0.16779344594150397,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2070274294","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009997022,0.00030293886,0.98885953,0.00019446027,0.000014534007,0.000013500136,0.00003636416,0.00012458605,0.00045711288],"genre_scores_gemma":[0.62099016,0.0015398399,0.37187663,0.00026036345,0.0003336632,0.0002506457,0.0005331318,0.00016448299,0.0040512024],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.996723,0.0018152269,0.00013763118,0.00055107893,0.00058924843,0.00018385204],"domain_scores_gemma":[0.9812538,0.016210735,0.0011105812,0.0006216097,0.0005818725,0.00022149931],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009065997,0.0011350185,0.0022888463,0.0024637263,0.00054812286,0.0023283174,0.002603012,0.002515709,0.0017983629],"category_scores_gemma":[0.039124634,0.0014441101,0.0017539398,0.0016801873,0.0019861753,0.004048873,0.0017293731,0.0033809415,0.00046192345],"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":[0.00012021711,0.000075109514,0.002163389,0.000113176764,0.00017159928,0.00019844566,0.00015236803,0.6741371,0.0012225213,0.28602475,0.00087546813,0.034745708],"study_design_scores_gemma":[0.0000087807175,0.000009978668,0.00011852419,0.000008934317,0.000009192183,0.000017915121,0.00000397186,0.9462678,0.00016940931,0.053187348,0.00018827162,0.000009941793],"about_ca_topic_score_codex":0.0051171705,"about_ca_topic_score_gemma":0.0030607805,"teacher_disagreement_score":0.009065997,"about_ca_system_score_codex":0.0025125174,"about_ca_system_score_gemma":0.0013561797,"threshold_uncertainty_score":0.047946155},"labels":[],"label_agreement":null},{"id":"W2070374885","doi":"10.1080/21642583.2013.878886","title":"Analytical solutions to LQG homing problems in one dimension","year":2014,"lang":"en","type":"article","venue":"Systems Science & Control Engineering","topic":"Stochastic processes and financial applications","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":"Université de Montréal; Polytechnique Montréal","funders":"University of California, Santa Cruz","keywords":"Linear-quadratic-Gaussian control; Mathematics; Riccati equation; Linear-quadratic regulator; Dimension (graph theory); Applied mathematics; Bellman equation; Mathematical optimization; Differential equation; Optimal control; Mathematical analysis; Combinatorics","score_opus":0.02400175190308118,"score_gpt":0.19982226511852386,"score_spread":0.17582051321544268,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2070374885","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.062827386,0.0018324387,0.9171059,0.0011989471,0.00012607199,0.000056930596,0.000087347995,0.0001929309,0.016572103],"genre_scores_gemma":[0.94389254,0.0012050188,0.041503746,0.00023045369,0.0001531015,0.00019716356,0.00012354545,0.00010850135,0.012585928],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99958867,0.00017357865,0.000021091286,0.00006129715,0.000084009545,0.000071361035],"domain_scores_gemma":[0.998254,0.0010135781,0.00026734103,0.000062761246,0.0002764483,0.00012577299],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001673957,0.0008957044,0.0008801315,0.0009225695,0.0004999254,0.0013766801,0.0008644789,0.001644563,0.0026295173],"category_scores_gemma":[0.0063539864,0.00042316588,0.0007041818,0.0006048212,0.0021119607,0.0012221572,0.0014660682,0.0012031427,0.00026288518],"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":[0.00004545093,0.000048543145,0.0004499797,0.00016993875,0.000047403413,0.00014277725,0.00021003475,0.59852433,0.0030345041,0.38621047,0.0014268856,0.009689742],"study_design_scores_gemma":[0.000011058548,0.000031516814,0.00011491971,0.000016345812,0.000007015183,0.000020188214,0.000044484506,0.9006315,0.00022719889,0.098289825,0.0005935027,0.00001247641],"about_ca_topic_score_codex":0.0026901043,"about_ca_topic_score_gemma":0.0011540189,"teacher_disagreement_score":0.0026901043,"about_ca_system_score_codex":0.0012205389,"about_ca_system_score_gemma":0.0008561759,"threshold_uncertainty_score":0.0088557005},"labels":[],"label_agreement":null},{"id":"W2071091278","doi":"10.1016/j.jbankfin.2005.04.025","title":"Pricing methods and hedging strategies for volatility derivatives","year":2005,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":83,"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); Volatility smile; Volatility swap; Local volatility; Stochastic volatility; Economics; Variance swap; Volatility risk premium; Valuation (finance); Econometrics; Jump diffusion; Implied volatility; Volatility risk; Forward volatility; Geometric Brownian motion; Financial economics; Jump; Diffusion process; Finance; Economy","score_opus":0.039988656147250855,"score_gpt":0.3127928883158306,"score_spread":0.27280423216857974,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2071091278","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02210594,0.0017672731,0.97284704,0.00045586654,0.00013429178,0.000037347967,0.000024680648,0.000045374447,0.002582134],"genre_scores_gemma":[0.6082428,0.0044603553,0.36873263,0.0002584892,0.0006033329,0.00017863272,0.00016614106,0.00016416993,0.017193431],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99924767,0.00045241145,0.000049110036,0.000071086026,0.00013709928,0.00004263305],"domain_scores_gemma":[0.99686867,0.0024000655,0.0001260369,0.00017578037,0.00033535427,0.00009410102],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0038207578,0.0008040262,0.00085596996,0.000958384,0.0004175191,0.0023404309,0.0013370464,0.0016397671,0.0031959307],"category_scores_gemma":[0.012499354,0.000670278,0.0009305847,0.00088126305,0.0007496157,0.0033081074,0.0011656344,0.0022297704,0.0003896187],"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":[0.00014025587,0.00017324626,0.0016603501,0.00020989124,0.00013506979,0.00014552556,0.0003238574,0.25156564,0.004063394,0.57546747,0.0019221709,0.16419326],"study_design_scores_gemma":[0.000023917466,0.00003007803,0.00028191757,0.000020060608,0.000020583017,0.000044296252,0.000020535883,0.882736,0.00045199675,0.11534621,0.0010098157,0.000014560899],"about_ca_topic_score_codex":0.0009223739,"about_ca_topic_score_gemma":0.0008584101,"teacher_disagreement_score":0.0038207578,"about_ca_system_score_codex":0.00053657655,"about_ca_system_score_gemma":0.00062052783,"threshold_uncertainty_score":0.020206392},"labels":[],"label_agreement":null},{"id":"W2071383004","doi":"10.1137/060675186","title":"Maximal Use of Central Differencing for Hamilton–Jacobi–Bellman PDEs in Finance","year":2008,"lang":"en","type":"article","venue":"SIAM Journal on Numerical Analysis","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":100,"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":"Mathematics; Discretization; Viscosity solution; Monotone polygon; Hamilton–Jacobi equation; Convergence (economics); Partial differential equation; Applied mathematics; Bellman equation; Rate of convergence; Mathematical optimization; Mathematical analysis; Computer science; Key (lock); Geometry","score_opus":0.04882311926092621,"score_gpt":0.23438644433629988,"score_spread":0.18556332507537365,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2071383004","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.026612688,0.0006269183,0.9677864,0.00032227958,0.00008470753,0.000035085402,0.00002446508,0.00011235802,0.004395015],"genre_scores_gemma":[0.5782142,0.00054602104,0.41672605,0.00019296848,0.00006912956,0.00014252344,0.000055657663,0.00015355443,0.003899835],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990489,0.0004952954,0.000039288345,0.00010513114,0.00024487588,0.00006649338],"domain_scores_gemma":[0.99792933,0.0012368456,0.00016620236,0.00029503496,0.00029184172,0.0000807787],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034240363,0.0007101494,0.00087453984,0.00062228035,0.0007046322,0.0011450857,0.0015892447,0.0010885533,0.0011918372],"category_scores_gemma":[0.0061531407,0.0003890262,0.00094800466,0.00056439626,0.0017579074,0.0014506598,0.0024702838,0.0015827006,0.0002874043],"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":[0.0002612419,0.0001858062,0.0019577183,0.00035434807,0.00015257017,0.0003046223,0.00037350153,0.3221182,0.040079925,0.52336186,0.0016289429,0.109221235],"study_design_scores_gemma":[0.000019054633,0.00006371789,0.00019992454,0.000021037898,0.000017733975,0.00005103682,0.0000139260765,0.9397393,0.0071886852,0.050707653,0.0019605916,0.000017326738],"about_ca_topic_score_codex":0.0019166807,"about_ca_topic_score_gemma":0.0021715467,"teacher_disagreement_score":0.0034240363,"about_ca_system_score_codex":0.0009532397,"about_ca_system_score_gemma":0.0014361789,"threshold_uncertainty_score":0.018108249},"labels":[],"label_agreement":null},{"id":"W2072825337","doi":"10.1142/s0219493714500105","title":"The positive occupation time of Brownian motion with two-valued drift and asymptotic dynamics of sliding motion with noise","year":2014,"lang":"en","type":"article","venue":"Stochastics and Dynamics","topic":"Stochastic processes and financial applications","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 British Columbia","funders":"","keywords":"Mathematics; Stochastic differential equation; Probability density function; Brownian motion; Mathematical analysis; Piecewise; Fokker–Planck equation; Geometric Brownian motion; Vector field; Statistical physics; First-hitting-time model; Diffusion process; Differential equation; Geometry; Physics; Statistics","score_opus":0.005088894130970245,"score_gpt":0.18765475030361545,"score_spread":0.1825658561726452,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2072825337","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2983745,0.0019011642,0.6795955,0.0008157295,0.00022741125,0.000046890847,0.00012427759,0.00018370646,0.018730858],"genre_scores_gemma":[0.9737473,0.00083843,0.018822905,0.000092952556,0.00012516021,0.0000630996,0.00009806079,0.00006805465,0.0061439564],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997296,0.000058825786,0.000017245946,0.00005174522,0.0001000855,0.000042468768],"domain_scores_gemma":[0.9987155,0.0006745486,0.0001768378,0.00008419575,0.00022603493,0.00012284245],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010055141,0.00051507936,0.00045819255,0.0011839438,0.0003970575,0.0010618748,0.00086728286,0.00068266096,0.0023686162],"category_scores_gemma":[0.0053725913,0.0002504851,0.0006377003,0.00060134544,0.002256901,0.0017989032,0.0009665259,0.0008979655,0.00031320052],"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":[0.00003069526,0.000040433053,0.0014144167,0.00011486669,0.000022682792,0.00032888757,0.00025645518,0.13472262,0.0062243445,0.8506118,0.0008188795,0.005413808],"study_design_scores_gemma":[0.000006591822,0.000022213182,0.0010637491,0.000023733377,0.00000967729,0.00017542162,0.000041089297,0.8181472,0.0009463093,0.17886241,0.00067482813,0.00002674086],"about_ca_topic_score_codex":0.0025117241,"about_ca_topic_score_gemma":0.0009912947,"teacher_disagreement_score":0.0025117241,"about_ca_system_score_codex":0.0009133745,"about_ca_system_score_gemma":0.0007581287,"threshold_uncertainty_score":0.0079238415},"labels":[],"label_agreement":null},{"id":"W2073311570","doi":"10.1016/j.jedc.2011.01.007","title":"Discrete time Wishart term structure models","year":2011,"lang":"en","type":"article","venue":"Journal of Economic Dynamics and Control","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":31,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University; University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada; Fondation du Risque","keywords":"Wishart distribution; Affine transformation; Mathematics; Term (time); Autoregressive model; Invertible matrix; Yield curve; Applied mathematics; Econometrics; Diagonal; Volatility (finance); Pure mathematics; Multivariate statistics; Statistics; Physics","score_opus":0.012022880862378554,"score_gpt":0.1856976327770717,"score_spread":0.17367475191469314,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2073311570","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.045043975,0.0022223305,0.94248366,0.0015268866,0.0003873764,0.000028293844,0.0003998324,0.00037066758,0.007536939],"genre_scores_gemma":[0.9004175,0.0031695385,0.049630996,0.0004049734,0.0006914733,0.00014972754,0.00095654145,0.00023926438,0.04434009],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991085,0.00034339714,0.000055204106,0.00017584232,0.0002240616,0.00009303339],"domain_scores_gemma":[0.9948086,0.0034116167,0.000632269,0.0003835436,0.0005196139,0.0002443095],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001974633,0.0010469386,0.0016904032,0.0011868598,0.00056107057,0.003691825,0.0023473988,0.0035075163,0.004623161],"category_scores_gemma":[0.009952385,0.00087675743,0.0011395491,0.001550602,0.0015862965,0.003805987,0.0011647425,0.0023780288,0.0011989715],"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":[0.00007135559,0.000073717056,0.0008983094,0.00006437262,0.00010016125,0.00018285662,0.00007198839,0.32516763,0.0010415434,0.6620483,0.0019772071,0.008302606],"study_design_scores_gemma":[0.000012666728,0.00001272328,0.0001279913,0.00000615277,0.000019592437,0.000043905926,0.000007804177,0.8858727,0.00014169344,0.11299001,0.0007494769,0.000015236241],"about_ca_topic_score_codex":0.0027001693,"about_ca_topic_score_gemma":0.0018129263,"teacher_disagreement_score":0.004623161,"about_ca_system_score_codex":0.0009060226,"about_ca_system_score_gemma":0.0007649339,"threshold_uncertainty_score":0.015466034},"labels":[],"label_agreement":null},{"id":"W2073388638","doi":"10.1239/jap/1417528474","title":"Optimal claims with fixed payoff structure","year":2014,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":15,"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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; BNP Paribas Cardif","keywords":"Stochastic game; Generality; Portfolio; Mathematical economics; Maximization; Copula (linguistics); Computer science; Econometrics; Expected utility hypothesis; Economics; Mathematical optimization; Mathematics; Finance","score_opus":0.012663878683701038,"score_gpt":0.1906177621428235,"score_spread":0.17795388345912247,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2073388638","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28978813,0.0013688152,0.68879545,0.0017119909,0.00007633072,0.00013466166,0.00035721724,0.00017386374,0.017593518],"genre_scores_gemma":[0.94024676,0.00076208764,0.050672024,0.00014099786,0.00009936411,0.00012610611,0.00025257125,0.00006146501,0.0076387036],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99790525,0.00075422326,0.00015938237,0.00046275416,0.00040827514,0.00031015137],"domain_scores_gemma":[0.9930426,0.0044472297,0.0008804096,0.0006224541,0.00049912673,0.00050822314],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004322083,0.0011666346,0.001840123,0.0010451424,0.00072871335,0.0032037562,0.0015191655,0.003028369,0.003557661],"category_scores_gemma":[0.017264688,0.0008820112,0.0012928039,0.0008386484,0.0024780699,0.00558763,0.002072459,0.0028343701,0.00035598458],"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":[0.00010722764,0.00010545837,0.00083173526,0.0001106924,0.000048778733,0.00023045826,0.00017250291,0.13461056,0.0020005812,0.8502638,0.0008921962,0.01062603],"study_design_scores_gemma":[0.00004330347,0.000091259986,0.00056943356,0.000037630813,0.000020550704,0.000066987006,0.00004488588,0.4242327,0.0010028513,0.5731491,0.0007183228,0.000022990647],"about_ca_topic_score_codex":0.0009168849,"about_ca_topic_score_gemma":0.00050480367,"teacher_disagreement_score":0.004322083,"about_ca_system_score_codex":0.0022615788,"about_ca_system_score_gemma":0.0011397586,"threshold_uncertainty_score":0.022857606},"labels":[],"label_agreement":null},{"id":"W2073571177","doi":"10.1007/s10614-013-9396-5","title":"Capturing the Regime-Switching and Memory Properties of Interest Rates","year":2013,"lang":"en","type":"article","venue":"Computational Economics","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Mean reversion; Markov chain; Inference; Volatility (finance); Measure (data warehouse); Computer science; Mathematics; Statistics; Econometrics; Algorithm; Artificial intelligence; Data mining","score_opus":0.06547354741863756,"score_gpt":0.21118858358760192,"score_spread":0.14571503616896436,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2073571177","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32134145,0.0009171728,0.67029405,0.0009988027,0.00013131303,0.000039033144,0.00025002292,0.00027348433,0.0057546506],"genre_scores_gemma":[0.97105396,0.0006396163,0.025891477,0.00007708343,0.0001421053,0.000034712757,0.00018350813,0.000048492966,0.0019290479],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99972373,0.000118573356,0.000018999981,0.000057377325,0.000039069248,0.000042273954],"domain_scores_gemma":[0.99355316,0.005148273,0.0005489148,0.0004329409,0.00017648851,0.00014019496],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014974053,0.00041918032,0.000735712,0.00081463327,0.00028783293,0.0018140933,0.0009017203,0.0011592634,0.001972013],"category_scores_gemma":[0.016631441,0.00044295532,0.0007713109,0.000724476,0.00063351955,0.0028913869,0.000988103,0.0013864579,0.00022337887],"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":[0.0001029689,0.00011113288,0.008953626,0.00015545927,0.00013516999,0.00016870406,0.00019208305,0.5799016,0.0024253372,0.36081704,0.0017696694,0.045267213],"study_design_scores_gemma":[0.0000062557215,0.000006988398,0.00045375995,0.000006295857,0.000007992679,0.000019392031,0.000008923623,0.9066179,0.00015315693,0.09251461,0.00019999141,0.0000047927056],"about_ca_topic_score_codex":0.0021427688,"about_ca_topic_score_gemma":0.0018720485,"teacher_disagreement_score":0.0021427688,"about_ca_system_score_codex":0.00044687584,"about_ca_system_score_gemma":0.0007328336,"threshold_uncertainty_score":0.007919133},"labels":[],"label_agreement":null},{"id":"W2073770750","doi":"10.5539/ijef.v7n5p147","title":"On the Effect of Interest Rates Dynamics on Vietnamese Companies","year":2015,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Stochastic processes and financial applications","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":"Vasicek model; Interest rate; Vietnamese; Econometrics; Short-rate model; Treasury; Actuarial science; Economics; Risk management; Interest rate risk; Financial economics; Finance; Geography","score_opus":0.04166268769612093,"score_gpt":0.25650596719393126,"score_spread":0.21484327949781035,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2073770750","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9932514,0.00039335503,0.0009691574,0.0009908684,0.000010554863,0.000008267638,0.00014501157,0.000012541193,0.004218931],"genre_scores_gemma":[0.9987288,0.0002569027,0.00012678636,0.000042653195,0.000006020841,0.0000016990241,0.00008279522,0.00000456735,0.0007497458],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99945956,0.00028124842,0.000023184455,0.000063365165,0.000084805695,0.00008771737],"domain_scores_gemma":[0.9908064,0.0059717456,0.0018018696,0.0002849444,0.00073477725,0.00040032994],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017288439,0.00019102888,0.00021685171,0.0004586306,0.00030129752,0.0013670601,0.0003082972,0.00040883195,0.0025879154],"category_scores_gemma":[0.009030558,0.00014335592,0.00024525114,0.0005425551,0.00040956942,0.0009060986,0.00045373966,0.001010762,0.0002694794],"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":[0.0007025221,0.0003251065,0.8104746,0.00014678539,0.00019648594,0.00347162,0.0034806598,0.09717127,0.006556603,0.027526699,0.0026132849,0.04733442],"study_design_scores_gemma":[0.000035837107,0.0005273841,0.80169463,0.000096462405,0.000112590606,0.00080475933,0.0048061525,0.17052338,0.0063311146,0.0088232495,0.006160091,0.00008430564],"about_ca_topic_score_codex":0.024862211,"about_ca_topic_score_gemma":0.013495979,"teacher_disagreement_score":0.024862211,"about_ca_system_score_codex":0.0011720173,"about_ca_system_score_gemma":0.00040223246,"threshold_uncertainty_score":0.04943496},"labels":[],"label_agreement":null},{"id":"W2073789495","doi":"10.1109/ispa.2012.18","title":"Optimizing Option Pricing Algorithms and Profiling Power Consumption on VLIW APU Architecture","year":2012,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Computer science; Loop unrolling; Very long instruction word; Profiling (computer programming); Embedded system; Central processing unit; Graphics processing unit; Multi-core processor; Power consumption; Parallel computing; Operating system; Power (physics)","score_opus":0.032343034527275216,"score_gpt":0.24240291895038282,"score_spread":0.2100598844231076,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2073789495","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7933213,0.00021388706,0.1984142,0.00023064527,0.00004413569,0.000059359125,0.00009363275,0.0022751065,0.005347684],"genre_scores_gemma":[0.8397956,0.00006664917,0.15850879,0.00004025534,0.0000061337028,0.000054470613,0.00013920706,0.00013615907,0.0012528228],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995372,0.0001587535,0.000037137568,0.000056012777,0.00012738854,0.00008345767],"domain_scores_gemma":[0.99848014,0.0009088758,0.00010462852,0.00014968788,0.0003060869,0.000050510727],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00072151463,0.0005113698,0.00036882513,0.0006514551,0.0003472958,0.00079596956,0.00096736924,0.00045329958,0.0016996356],"category_scores_gemma":[0.0035277356,0.00023220545,0.00023382863,0.0011203175,0.00035730243,0.0008149737,0.00030792004,0.0005266103,0.00024301937],"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":[0.0005253258,0.00020773234,0.0069068884,0.00008094404,0.000056470064,0.00012917475,0.00016254734,0.79972726,0.026543997,0.004259484,0.0015283014,0.15987189],"study_design_scores_gemma":[0.00002676915,0.00006294,0.0007910268,0.000001994777,0.000006515906,0.00001475986,0.000026453346,0.99013734,0.007961908,0.00055470783,0.00040986965,0.000005724594],"about_ca_topic_score_codex":0.005855701,"about_ca_topic_score_gemma":0.0053755906,"teacher_disagreement_score":0.005855701,"about_ca_system_score_codex":0.0007178132,"about_ca_system_score_gemma":0.0010680314,"threshold_uncertainty_score":0.011643231},"labels":[],"label_agreement":null},{"id":"W2073817404","doi":"10.1093/imanum/drn067","title":"Weak convergence in the Prokhorov metric of methods for stochastic differential equations","year":2009,"lang":"en","type":"article","venue":"IMA Journal of Numerical Analysis","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Lipschitz continuity; Weak convergence; Convergence (economics); Convergence tests; Applied mathematics; Corollary; Compact convergence; Stochastic differential equation; Smoothness; Convergence of random variables; Modes of convergence (annotated index); Mathematical proof; Metric space; Metric (unit); Uniform convergence; Normal convergence; Rate of convergence; Mathematical analysis; Random variable; Discrete mathematics; Topological space; Computer science","score_opus":0.04326357219508159,"score_gpt":0.332851292886398,"score_spread":0.2895877206913164,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2073817404","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.01329077,0.0049879956,0.9739032,0.0007475916,0.00019335799,0.00006236879,0.000070304646,0.000066648034,0.0066777733],"genre_scores_gemma":[0.48561558,0.016651819,0.47661424,0.0007148628,0.0009957652,0.0007898726,0.00041543768,0.00044127897,0.017761214],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99662685,0.0016825777,0.00027029598,0.00040469453,0.0008557928,0.00015979783],"domain_scores_gemma":[0.9898274,0.0067799706,0.0008931898,0.00070291315,0.0014464495,0.00035010776],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006850237,0.0018577088,0.0015991239,0.0026132353,0.0008578218,0.0027264238,0.0016680864,0.0019204966,0.0017600013],"category_scores_gemma":[0.019410161,0.0006786178,0.0018673908,0.0011746007,0.004959809,0.0049774162,0.0047017005,0.004154371,0.0006562377],"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":[0.00004251793,0.000023052138,0.00052095327,0.0005177006,0.000076512646,0.000106952066,0.0002613731,0.05963638,0.0030943803,0.9231495,0.00056507625,0.0120056085],"study_design_scores_gemma":[0.000024895538,0.00016812995,0.0004966517,0.00019399115,0.00003447771,0.00015813895,0.00009150337,0.53120166,0.0030933428,0.45547363,0.009007835,0.000055667217],"about_ca_topic_score_codex":0.0018351419,"about_ca_topic_score_gemma":0.00084169704,"teacher_disagreement_score":0.006850237,"about_ca_system_score_codex":0.0017420017,"about_ca_system_score_gemma":0.0016131557,"threshold_uncertainty_score":0.036228},"labels":[],"label_agreement":null},{"id":"W2073953026","doi":"10.1109/cdc.2012.6425984","title":"Mean field LQG games with mass behavior responsive to a major player","year":2012,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"","keywords":"Linear-quadratic-Gaussian control; Mean field theory; Minor (academic); Control theory (sociology); Nash equilibrium; State (computer science); Gaussian; Field (mathematics); Computer science; Optimal control; Coupling (piping); Stochastic process; Mathematics; Mathematical optimization; Control (management); Applied mathematics; Algorithm; Engineering; Artificial intelligence; Statistics; Physics","score_opus":0.02446198454792077,"score_gpt":0.2387419259879386,"score_spread":0.21427994144001783,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2073953026","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18056087,0.00011802967,0.8076885,0.0010265702,0.00007853359,0.00008144688,0.00007032391,0.000117383875,0.01025842],"genre_scores_gemma":[0.97384995,0.00008569151,0.020341313,0.00017059986,0.000041801195,0.00011386695,0.000023498402,0.000015796795,0.005357423],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99907947,0.0004564464,0.000025216488,0.00015383361,0.00014962841,0.00013543555],"domain_scores_gemma":[0.9979746,0.0011993311,0.0002922482,0.000086791726,0.00016289332,0.00028413298],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017248351,0.0010354893,0.0010746553,0.0003396957,0.00049476663,0.0009516335,0.0012418501,0.0014290083,0.0020431567],"category_scores_gemma":[0.003749629,0.00038505447,0.0005820381,0.00027696,0.0021037583,0.0010575257,0.0015234555,0.0011901837,0.00020503034],"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":[0.00022506255,0.0001156254,0.00079088967,0.00007239242,0.00008291152,0.0004488905,0.00019349046,0.66051865,0.0073390845,0.3237645,0.0008830992,0.0055653527],"study_design_scores_gemma":[0.000043050415,0.00007541107,0.00010493251,0.000003761987,0.00001096589,0.00002784221,0.000028434786,0.9370421,0.00032318715,0.06198504,0.00034120653,0.0000140673565],"about_ca_topic_score_codex":0.0025446233,"about_ca_topic_score_gemma":0.0016969759,"teacher_disagreement_score":0.0025446233,"about_ca_system_score_codex":0.0009738203,"about_ca_system_score_gemma":0.0008107202,"threshold_uncertainty_score":0.009121954},"labels":[],"label_agreement":null},{"id":"W2074290780","doi":"10.4153/cmb-2010-048-9","title":"The Time Change Method and SDEs with Nonnegative Drift","year":2010,"lang":"en","type":"article","venue":"Canadian Mathematical Bulletin","topic":"Stochastic processes and financial applications","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":"Mathematics; Mathematical analysis; Pure mathematics; Applied mathematics","score_opus":0.014936594911395623,"score_gpt":0.20771214178993136,"score_spread":0.19277554687853574,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2074290780","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03861269,0.0007935063,0.94921523,0.0013162947,0.00021148838,0.000048397455,0.000065725944,0.00006848124,0.009668162],"genre_scores_gemma":[0.7768803,0.0013500572,0.18535745,0.00041640646,0.00038969383,0.00030040983,0.00017399108,0.000108414664,0.035023198],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992273,0.0003373305,0.000033713128,0.00010617825,0.0002380968,0.000057430436],"domain_scores_gemma":[0.9980258,0.0011258072,0.0002555196,0.000089120455,0.00032240324,0.00018130256],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002340266,0.0007580922,0.0007114157,0.0013339034,0.00049688446,0.0012608927,0.0010793457,0.0013469703,0.003220073],"category_scores_gemma":[0.004667632,0.00030719608,0.0011062567,0.00061039365,0.0021429423,0.0015323156,0.0016439524,0.0017601153,0.00026994201],"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":[0.000021167325,0.00002084663,0.00046972983,0.0000499588,0.000024832125,0.00013236383,0.00007696351,0.043748416,0.0015654295,0.9485725,0.00066304853,0.004654701],"study_design_scores_gemma":[0.000023546994,0.000044973258,0.00023292171,0.00002007067,0.0000118040825,0.000083201565,0.00003062742,0.7895072,0.000852531,0.20506194,0.0041118395,0.000019334422],"about_ca_topic_score_codex":0.002238541,"about_ca_topic_score_gemma":0.0011771321,"teacher_disagreement_score":0.003220073,"about_ca_system_score_codex":0.0011732504,"about_ca_system_score_gemma":0.00093365443,"threshold_uncertainty_score":0.012376666},"labels":[],"label_agreement":null},{"id":"W2074570590","doi":"10.2139/ssrn.1367955","title":"Time Dependent Heston Model","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Thomson Reuters (Canada)","funders":"","keywords":"Heston model; Econometrics; Stochastic volatility; Economics; SABR volatility model; Volatility (finance)","score_opus":0.011955009268303573,"score_gpt":0.21037185417665136,"score_spread":0.1984168449083478,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2074570590","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24530272,0.003909079,0.6245655,0.003834644,0.0012203064,0.00013196023,0.0008098722,0.00054626924,0.11967973],"genre_scores_gemma":[0.87549436,0.001473182,0.009680593,0.00039172242,0.00033924007,0.000071850445,0.00034255986,0.000086006025,0.11212053],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99971884,0.000095886535,0.000013325299,0.0000823605,0.0000521711,0.000037377355],"domain_scores_gemma":[0.9993005,0.0002504201,0.00011403773,0.000075307944,0.00013490958,0.00012492553],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00060401816,0.00076304754,0.0010515472,0.00060720864,0.00042409572,0.0016370711,0.0011429316,0.0025540872,0.00864024],"category_scores_gemma":[0.00207401,0.00039073516,0.00083538995,0.0006509896,0.0010039059,0.00205979,0.0010275729,0.0014234377,0.0016746512],"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":[0.00009286349,0.00006568926,0.0009989485,0.00009660853,0.00008678667,0.00094679126,0.00013474062,0.21886438,0.0034581507,0.76555103,0.0039436733,0.0057603177],"study_design_scores_gemma":[0.00004880272,0.000055269313,0.00051694154,0.000016503916,0.000053112446,0.00041393124,0.00004719515,0.8269212,0.00054268655,0.16767806,0.0036582695,0.000047946138],"about_ca_topic_score_codex":0.000977207,"about_ca_topic_score_gemma":0.00033802792,"teacher_disagreement_score":0.00864024,"about_ca_system_score_codex":0.00052973314,"about_ca_system_score_gemma":0.00045741425,"threshold_uncertainty_score":0.028904438},"labels":[],"label_agreement":null},{"id":"W2075174901","doi":"10.1142/s0219024905002986","title":"AFFINE LATTICE MODELS","year":2005,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"Eidgenössische Technische Hochschule Zürich; National Science Council","keywords":"Affine transformation; Lattice (music); Markov chain; Stochastic game; Applied mathematics; Computer science; Mathematics; Markov process; Continuous-time Markov chain; Mathematical optimization; Markov property; Markov model; Mathematical economics; Pure mathematics; Physics; Statistics","score_opus":0.013353796012077096,"score_gpt":0.226087626116203,"score_spread":0.21273383010412591,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2075174901","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02589238,0.0010100845,0.92825717,0.0014419665,0.0004022672,0.00010328657,0.00097217987,0.00045320793,0.041467365],"genre_scores_gemma":[0.7539432,0.002128406,0.19159994,0.0007837027,0.0005822363,0.00039329726,0.0013065829,0.00024938525,0.049013283],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987532,0.00037195827,0.00006115919,0.0002123828,0.0004027989,0.00019852859],"domain_scores_gemma":[0.9982521,0.0006209484,0.0003295933,0.00029790474,0.00028085476,0.00021854434],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011206202,0.00059261784,0.0010703284,0.0010338618,0.00095215504,0.0037350652,0.0024018816,0.001886902,0.013357675],"category_scores_gemma":[0.00518549,0.00046088657,0.0014723052,0.001492659,0.0016948363,0.004309097,0.0016803682,0.0030528596,0.0020746822],"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":[0.000012722397,0.000018233588,0.00019780229,0.000020028143,0.00000960489,0.00007083974,0.000053218377,0.04728376,0.00026598253,0.946815,0.0012557424,0.0039968807],"study_design_scores_gemma":[0.000020726711,0.000020500092,0.00007643216,0.000013264045,0.0000066479133,0.00009138934,0.000040051313,0.34484997,0.00015548208,0.64561284,0.009093067,0.000019711568],"about_ca_topic_score_codex":0.005487156,"about_ca_topic_score_gemma":0.0036297336,"teacher_disagreement_score":0.013357675,"about_ca_system_score_codex":0.0015375935,"about_ca_system_score_gemma":0.0014197498,"threshold_uncertainty_score":0.04468584},"labels":[],"label_agreement":null},{"id":"W2075806242","doi":"10.1080/17442508.2012.660942","title":"Three dimensional distribution of Brownian motion extrema","year":2012,"lang":"en","type":"article","venue":"Stochastics","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Maxima and minima; Mathematics; Maxima; Brownian motion; Mathematical analysis; Joint probability distribution; Distribution (mathematics); Joint (building); Statistical physics; Statistics; Physics","score_opus":0.0334975345782832,"score_gpt":0.22365624757718353,"score_spread":0.19015871299890033,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2075806242","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32235393,0.00087824033,0.65883803,0.0005849639,0.00008054272,0.000046925074,0.00040201368,0.00044570083,0.016369674],"genre_scores_gemma":[0.9656622,0.0005156508,0.029470352,0.000061077335,0.00007011492,0.00008075275,0.00031187115,0.00013805296,0.0036898968],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99951804,0.000092832364,0.000033946482,0.00013317242,0.00013380461,0.000088169545],"domain_scores_gemma":[0.9978288,0.0009574186,0.00036708184,0.00021658263,0.00040182326,0.00022825673],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015647471,0.0004579498,0.0006853029,0.0020947831,0.00054519816,0.0023891532,0.0008587611,0.0009706851,0.004919419],"category_scores_gemma":[0.0061577787,0.0004662428,0.00080318726,0.0011124887,0.0019967896,0.002291715,0.0014809234,0.0014134329,0.0008058421],"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":[0.00012966825,0.0000475528,0.0056564836,0.00009477164,0.000058127436,0.0005013144,0.0003560669,0.07412123,0.013652004,0.8858645,0.0013756277,0.018142708],"study_design_scores_gemma":[0.000030156532,0.00007077347,0.009777871,0.00008400375,0.00004273112,0.00069461035,0.00023802728,0.41562188,0.008231034,0.56047547,0.004560998,0.00017245706],"about_ca_topic_score_codex":0.0006890242,"about_ca_topic_score_gemma":0.00034224923,"teacher_disagreement_score":0.004919419,"about_ca_system_score_codex":0.0008537227,"about_ca_system_score_gemma":0.00042439238,"threshold_uncertainty_score":0.01645708},"labels":[],"label_agreement":null},{"id":"W2076148007","doi":"10.2139/ssrn.880459","title":"Extracting Model-Free Volatility from Option Prices: An Examination of the Vix Index","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":64,"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":"Volatility (finance); Futures contract; Implied volatility; Econometrics; Volatility smile; Economics; Index (typography); Forward volatility; Extrapolation; SABR volatility model; Volatility swap; Futures market; Basis point; Local volatility; Variance swap; Financial economics; Mathematics; Computer science; Statistics; Finance; Interest rate","score_opus":0.015348281767881094,"score_gpt":0.21166693839987327,"score_spread":0.1963186566319922,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2076148007","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7000278,0.0010886425,0.287728,0.0005232276,0.00007108393,0.000043674754,0.00066753395,0.0011112528,0.008738738],"genre_scores_gemma":[0.9607214,0.00031109262,0.037321284,0.000020638045,0.000042624833,0.000011781754,0.0008044833,0.00014186546,0.0006248388],"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995579,0.0001311234,0.00004547196,0.00006223417,0.00017646482,0.000026778738],"domain_scores_gemma":[0.9956424,0.0030333363,0.0003146895,0.0006674361,0.00027670106,0.000065509],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020926052,0.00041340775,0.00051874557,0.0016418236,0.00032576954,0.0021399935,0.00071982,0.0005020306,0.0018992507],"category_scores_gemma":[0.016199382,0.00024279956,0.00047853665,0.001133157,0.00022758367,0.002335316,0.00081696187,0.00089870504,0.0005219949],"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":[0.00055971823,0.0002944022,0.100188434,0.00044231646,0.00033254173,0.001093764,0.00064875034,0.24416728,0.022304272,0.11697702,0.0042588734,0.5087327],"study_design_scores_gemma":[0.0000129524415,0.000059975617,0.018934362,0.00002799836,0.000027337,0.0003117314,0.00009133414,0.9336768,0.005625946,0.039328106,0.0018766555,0.000026806823],"about_ca_topic_score_codex":0.00068472413,"about_ca_topic_score_gemma":0.00086374814,"teacher_disagreement_score":0.0021399935,"about_ca_system_score_codex":0.00022061121,"about_ca_system_score_gemma":0.00038599165,"threshold_uncertainty_score":0.011066854},"labels":[],"label_agreement":null},{"id":"W2076213360","doi":"10.1016/j.jedc.2009.09.002","title":"Numerical solution of the Hamilton–Jacobi–Bellman formulation for continuous time mean variance asset allocation","year":2009,"lang":"en","type":"article","venue":"Journal of Economic Dynamics and Control","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"Tata Consultancy Services","keywords":"Hamilton–Jacobi–Bellman equation; Viscosity solution; Mathematical optimization; Convergence (economics); Mathematics; Nonlinear system; Quadratic equation; Asset (computer security); Variance (accounting); Applied mathematics; Bellman equation; Computer science; Economics","score_opus":0.007443506157682791,"score_gpt":0.20604226081382349,"score_spread":0.19859875465614069,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2076213360","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08324472,0.0013658344,0.87608534,0.002877913,0.00044534364,0.000131184,0.00027699652,0.00021081691,0.035361886],"genre_scores_gemma":[0.83588165,0.00047627572,0.1430555,0.00044903584,0.00013899409,0.00030568437,0.00023030923,0.00016389458,0.019298652],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99971074,0.00012341046,0.000015597696,0.00003632474,0.00006436531,0.00004957022],"domain_scores_gemma":[0.99816006,0.0012522005,0.00013258397,0.00006949689,0.00026087384,0.00012486771],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014871046,0.0006176605,0.0012038557,0.0005657077,0.0007466705,0.0016466845,0.0012141331,0.0031554129,0.006590371],"category_scores_gemma":[0.005461043,0.00077389803,0.0007877823,0.0007672734,0.0017395952,0.0012548347,0.001529267,0.0017476254,0.0003989082],"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":[0.000038273694,0.000033139895,0.00033877714,0.000045641904,0.000023403445,0.000058591013,0.00005116631,0.9455313,0.00030615757,0.049183223,0.0008210022,0.0035692363],"study_design_scores_gemma":[0.000011928846,0.0000048639063,0.000035032022,0.000003996231,0.000002335155,0.0000037633201,0.000008658555,0.994204,0.00003451035,0.00550285,0.0001845953,0.0000034668337],"about_ca_topic_score_codex":0.015547225,"about_ca_topic_score_gemma":0.011805369,"teacher_disagreement_score":0.015547225,"about_ca_system_score_codex":0.0014423818,"about_ca_system_score_gemma":0.0029706978,"threshold_uncertainty_score":0.030913413},"labels":[],"label_agreement":null},{"id":"W2076237346","doi":"10.1155/2010/537571","title":"Modeling and Pricing of Variance and Volatility Swaps for Local Semi‐Markov Volatilities in Financial Engineering","year":2010,"lang":"en","type":"article","venue":"Mathematical Problems in Engineering","topic":"Stochastic processes and financial applications","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 Calgary","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Markov chain; Econometrics; Martingale (probability theory); Volatility (finance); Stochastic volatility; Markov process; Variance swap; Mathematics; Economics; Financial economics; Forward volatility; Applied mathematics; Statistics","score_opus":0.011850319845038329,"score_gpt":0.1934389070333124,"score_spread":0.1815885871882741,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2076237346","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3554032,0.0007063973,0.6387538,0.0008286351,0.00004087419,0.00002673306,0.00006041055,0.000063362204,0.0041167005],"genre_scores_gemma":[0.9863165,0.00032205536,0.010160374,0.000031470492,0.000035340534,0.000038853388,0.000029127217,0.00001197783,0.0030541897],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99966335,0.00012442042,0.000015284171,0.00006073188,0.00007641743,0.00005981987],"domain_scores_gemma":[0.9989519,0.00062810193,0.00022476458,0.0000424716,0.000078970246,0.00007380729],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011851765,0.0005508759,0.00079819275,0.0005127317,0.00034631157,0.0013934406,0.0008933154,0.001335535,0.0012881714],"category_scores_gemma":[0.0030679025,0.00044051764,0.0008691541,0.00035570876,0.0014522295,0.0017480039,0.00073884707,0.0009136599,0.00013303293],"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":[0.000051676474,0.000059899638,0.0017100498,0.00004939673,0.000051766638,0.00021259589,0.000102925114,0.6759594,0.0038958413,0.31333804,0.00026843286,0.0042999503],"study_design_scores_gemma":[0.0000063288326,0.00001680564,0.0002652909,0.0000039640117,0.0000070519786,0.000020903411,0.000011826049,0.9481756,0.00025581114,0.051107347,0.000120370125,0.0000086612035],"about_ca_topic_score_codex":0.0025300137,"about_ca_topic_score_gemma":0.0020827597,"teacher_disagreement_score":0.0025300137,"about_ca_system_score_codex":0.0010741118,"about_ca_system_score_gemma":0.00086243724,"threshold_uncertainty_score":0.007793188},"labels":[],"label_agreement":null},{"id":"W2076709549","doi":"10.1239/jap/1014842551","title":"Asymptotic properties of integral functionals of geometric stochastic processes","year":2000,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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":"Mathematics; Stochastic integral; Selection (genetic algorithm); Applied mathematics; Stratonovich integral; Transformation (genetics); Multiple integral; Stochastic process; Integral equation; Pure mathematics; Mathematical analysis; Riemann integral; Stochastic differential equation; Fourier integral operator; Statistics","score_opus":0.03468024493964852,"score_gpt":0.20374518123948496,"score_spread":0.16906493629983643,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2076709549","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5523102,0.000814388,0.43055075,0.0008726057,0.000086990825,0.00004810081,0.00006334804,0.00030963728,0.014944026],"genre_scores_gemma":[0.98685986,0.00038010255,0.0106103225,0.00008411133,0.00012779466,0.000036376554,0.00007294086,0.000066198154,0.0017622834],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990382,0.00032757412,0.000051857987,0.00012470684,0.00030497502,0.00015268358],"domain_scores_gemma":[0.9925073,0.004337034,0.0011265359,0.00054098247,0.0010126816,0.000475516],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004235278,0.0007572089,0.00077037246,0.0021063006,0.0005512859,0.0018070653,0.00090593717,0.0008747423,0.0021732633],"category_scores_gemma":[0.01958982,0.00030609802,0.0008761946,0.000766196,0.0038472244,0.003575911,0.0018167909,0.0020072688,0.0002542262],"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":[0.000041787218,0.000050860443,0.0023143578,0.000054944292,0.0000286102,0.00024508027,0.00018704151,0.022551754,0.0058558136,0.9623338,0.0003359073,0.006000091],"study_design_scores_gemma":[0.000020329275,0.00009132627,0.0030434735,0.000026349442,0.000021246808,0.00041211763,0.00010743013,0.38869607,0.0028367292,0.60388273,0.00082356227,0.0000385964],"about_ca_topic_score_codex":0.0005814889,"about_ca_topic_score_gemma":0.0002694586,"teacher_disagreement_score":0.004235278,"about_ca_system_score_codex":0.0010862062,"about_ca_system_score_gemma":0.00059018563,"threshold_uncertainty_score":0.022398591},"labels":[],"label_agreement":null},{"id":"W2076868189","doi":"10.1155/2014/575270","title":"A Note on the Distribution of Multivariate Brownian Extrema","year":2014,"lang":"en","type":"article","venue":"International Journal of Stochastic Analysis","topic":"Stochastic processes and financial applications","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; Toronto Metropolitan University","funders":"","keywords":"Mathematics; Joint probability distribution; Simplex; Stylized fact; Applied mathematics; Stochastic volatility; Econometrics; Volatility (finance); Mathematical analysis; Statistics; Combinatorics; Economics","score_opus":0.019774708971735902,"score_gpt":0.24999625593567865,"score_spread":0.23022154696394276,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2076868189","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.052631613,0.004932193,0.9048092,0.0053996393,0.00060123095,0.000031270403,0.00023063367,0.00037332787,0.030990936],"genre_scores_gemma":[0.8637178,0.005584121,0.109289564,0.0013125946,0.0025717868,0.00013173801,0.00032088003,0.00070908235,0.016362276],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99870384,0.0004945128,0.00006183434,0.00031296923,0.00029302377,0.00013392404],"domain_scores_gemma":[0.99372405,0.0044337604,0.0005326825,0.00054432807,0.00042059083,0.00034458624],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032953029,0.00062227406,0.0012489448,0.001747181,0.0011686472,0.0028013187,0.0018273131,0.002110985,0.0067509664],"category_scores_gemma":[0.019492822,0.0007768391,0.0014323348,0.0013408585,0.0034385354,0.004940603,0.0027269893,0.005469057,0.0007901227],"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":[0.0000132707955,0.000009059533,0.0003450437,0.000042015527,0.000014035172,0.00013465589,0.00008729622,0.009807044,0.000698463,0.98137444,0.0018040616,0.0056706956],"study_design_scores_gemma":[0.000013217756,0.000025803107,0.0008502931,0.0000668135,0.000013192784,0.0002780972,0.000046247933,0.10901705,0.00055261527,0.8834217,0.005656648,0.000058175385],"about_ca_topic_score_codex":0.0008249796,"about_ca_topic_score_gemma":0.0005352729,"teacher_disagreement_score":0.0067509664,"about_ca_system_score_codex":0.00089352013,"about_ca_system_score_gemma":0.0005196299,"threshold_uncertainty_score":0.02258426},"labels":[],"label_agreement":null},{"id":"W2077235137","doi":"10.1142/s0219530507000870","title":"AN APPLICATION OF MELLIN TRANSFORM TECHNIQUES TO A BLACK–SCHOLES EQUATION PROBLEM","year":2006,"lang":"en","type":"article","venue":"Analysis and Applications","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Uniqueness; Mathematics; Mellin transform; Bounded function; Black–Scholes model; Applied mathematics; Extension (predicate logic); Polynomial; Laplace transform; Mathematical economics; Mathematical analysis; Econometrics; Computer science","score_opus":0.012302664235732834,"score_gpt":0.23712029048608563,"score_spread":0.2248176262503528,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2077235137","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.026575135,0.0012075739,0.94652104,0.0034391182,0.00026660512,0.000035856254,0.000043440687,0.000049378446,0.02186181],"genre_scores_gemma":[0.7409014,0.002766519,0.23202254,0.0007952118,0.0008165929,0.00016387166,0.00009278868,0.000096214266,0.022344869],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996203,0.00019846555,0.000018103432,0.000050662344,0.00008064317,0.000031741318],"domain_scores_gemma":[0.9990404,0.0007254547,0.00007294052,0.000033824937,0.00006770329,0.000059715298],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001578561,0.00073067186,0.000701314,0.0006646247,0.0006906017,0.0011559728,0.0006128431,0.0018688267,0.0030854705],"category_scores_gemma":[0.0038161506,0.00030941554,0.0010118681,0.0005137672,0.0024109432,0.0025030416,0.0019663929,0.002413712,0.0001988008],"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":[0.000013692575,0.00002602948,0.00017024695,0.000046197416,0.000015962447,0.00018943,0.000114958886,0.03037919,0.001267822,0.9621817,0.0006063639,0.0049883295],"study_design_scores_gemma":[0.000020306132,0.000033807988,0.00014577046,0.0000203359,0.000009146669,0.0000953896,0.000044887125,0.4581899,0.00056484895,0.5382708,0.00259031,0.000014501541],"about_ca_topic_score_codex":0.0014435676,"about_ca_topic_score_gemma":0.00099043,"teacher_disagreement_score":0.0030854705,"about_ca_system_score_codex":0.00077263464,"about_ca_system_score_gemma":0.0010763654,"threshold_uncertainty_score":0.010321915},"labels":[],"label_agreement":null},{"id":"W2077645291","doi":"10.1239/aap/1363354109","title":"Discrete-Time Semi-Markov Random Evolutions and their Applications","year":2013,"lang":"en","type":"article","venue":"Advances in Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":32,"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; Université de Technologie de Compiègne; University of Calgary","keywords":"Mathematics; Martingale (probability theory); Markov chain; Discrete time and continuous time; Applied mathematics; Weak convergence; Limit (mathematics); Markov process; Convergence (economics); Mathematical analysis; Statistical physics; Computer science","score_opus":0.007688817960700996,"score_gpt":0.20425939211521504,"score_spread":0.19657057415451404,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2077645291","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.030354027,0.015220668,0.92782164,0.002594625,0.0004914709,0.000054668115,0.00018028654,0.00015411801,0.023128524],"genre_scores_gemma":[0.85461545,0.017647963,0.111272715,0.0005815519,0.0008730661,0.00021269375,0.00025601478,0.00006999863,0.014470549],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993087,0.0002789851,0.00004312194,0.00011174297,0.0002084238,0.00004899342],"domain_scores_gemma":[0.9971733,0.0019100886,0.00029142655,0.00012835352,0.00036142315,0.00013536756],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015920814,0.000604744,0.0006398159,0.0011099286,0.0003642248,0.0009433995,0.0006683198,0.0011827517,0.002194361],"category_scores_gemma":[0.005133502,0.00033703874,0.0008421226,0.001100408,0.0015833541,0.0013497678,0.00094696827,0.001502837,0.00031895598],"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":[0.000006354905,0.000010395167,0.00030402173,0.0000649239,0.000014209824,0.00006714438,0.00006047656,0.036575835,0.00041506326,0.9566142,0.0003549818,0.005512454],"study_design_scores_gemma":[0.000009137763,0.000019122903,0.0003084244,0.000041451513,0.000009867104,0.00011478579,0.000029526416,0.3836622,0.00024138056,0.61053514,0.005012786,0.000016254024],"about_ca_topic_score_codex":0.0031394095,"about_ca_topic_score_gemma":0.001327691,"teacher_disagreement_score":0.0031394095,"about_ca_system_score_codex":0.0011226733,"about_ca_system_score_gemma":0.00087174727,"threshold_uncertainty_score":0.008419871},"labels":[],"label_agreement":null},{"id":"W2077809475","doi":"10.1007/s11464-013-0298-6","title":"Existence and uniqueness result for multidimensional BSDEs with generators of Osgood type","year":2013,"lang":"en","type":"article","venue":"Frontiers of Mathematics in China","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Mathematics; Uniqueness; Lipschitz continuity; Generator (circuit theory); Stochastic differential equation; Type (biology); Applied mathematics; Pure mathematics; Mathematical analysis; Power (physics)","score_opus":0.01988256673547277,"score_gpt":0.21683564919120746,"score_spread":0.19695308245573467,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2077809475","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2813833,0.0028488857,0.6870909,0.0014313748,0.00029951704,0.0000828002,0.00029223683,0.00014322986,0.026427776],"genre_scores_gemma":[0.94643325,0.0013965648,0.03633537,0.00025156222,0.0002467973,0.00012157449,0.00019640887,0.00007851191,0.014940127],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99953175,0.00018312037,0.000029128276,0.00010913165,0.0000666327,0.00008035606],"domain_scores_gemma":[0.9972415,0.0013486363,0.00040219977,0.00014220747,0.0005280777,0.0003374348],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013415138,0.0011642345,0.0013732845,0.0015463098,0.0012532258,0.0019079554,0.0010262751,0.0012079104,0.0048981626],"category_scores_gemma":[0.005134503,0.0005747656,0.0013929331,0.000784368,0.0027666998,0.0030809725,0.0022872242,0.001547539,0.00033630276],"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":[0.00007384915,0.000028869232,0.00085633725,0.000093076625,0.000048141716,0.00015720415,0.00017213923,0.018519726,0.0024044174,0.9732587,0.0009779799,0.0034095405],"study_design_scores_gemma":[0.00006927101,0.00009483823,0.0007899444,0.000049646034,0.00005629298,0.00042023088,0.0002389419,0.32599962,0.0011519943,0.66838366,0.0026768073,0.000068728004],"about_ca_topic_score_codex":0.0012193089,"about_ca_topic_score_gemma":0.00071024755,"teacher_disagreement_score":0.0048981626,"about_ca_system_score_codex":0.0009177759,"about_ca_system_score_gemma":0.0012885825,"threshold_uncertainty_score":0.016385972},"labels":[],"label_agreement":null},{"id":"W2077898308","doi":"10.1142/s2010495205500053","title":"EFFECTS OF RETURN PREDICTABILITY ON OPTION PRICES WITH STOCHASTIC VOLATILITY FOR THE MARKET PORTFOLIO","year":2005,"lang":"en","type":"article","venue":"Annals of Financial Economics","topic":"Stochastic processes and financial applications","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":"Predictability; Stochastic volatility; Economics; Econometrics; Portfolio; Implied volatility; Volatility smile; Volatility (finance); Financial economics; Mathematics; Statistics","score_opus":0.025898491842385667,"score_gpt":0.24119240958888608,"score_spread":0.21529391774650042,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2077898308","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.983386,0.00024449278,0.013338853,0.0006002784,0.000038445578,0.000009488064,0.000038283277,0.000086110595,0.0022580265],"genre_scores_gemma":[0.9991755,0.000081240665,0.00052199466,0.00002180135,0.000028306158,0.0000030020644,0.00002049501,0.000009042266,0.00013869477],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99900097,0.00045299306,0.000045628145,0.00008099789,0.00018377468,0.00023563337],"domain_scores_gemma":[0.95833313,0.03550661,0.003755034,0.0011834418,0.0007263038,0.00049547927],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022306193,0.0009086165,0.00078694045,0.00058003917,0.0004233666,0.0013989167,0.00059904146,0.0010006126,0.0017306323],"category_scores_gemma":[0.024920767,0.0003942438,0.00097576826,0.0005400294,0.001093069,0.0020348886,0.00119033,0.0022722117,0.00013336175],"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":[0.00091960904,0.00021442291,0.023892425,0.00013597288,0.0002397313,0.0015125347,0.00017647621,0.91427636,0.008983231,0.037837796,0.00073963345,0.01107182],"study_design_scores_gemma":[0.00003186827,0.0002514436,0.005430421,0.0000076026563,0.00008490824,0.0001301346,0.000039313793,0.9777794,0.0022026948,0.013934044,0.0000727975,0.000035448087],"about_ca_topic_score_codex":0.0018069888,"about_ca_topic_score_gemma":0.00086042134,"teacher_disagreement_score":0.0022306193,"about_ca_system_score_codex":0.00061544956,"about_ca_system_score_gemma":0.00041089833,"threshold_uncertainty_score":0.0117967725},"labels":[],"label_agreement":null},{"id":"W2077977689","doi":"10.1093/imamat/hxs013","title":"Digital barrier option contract with exponential random time","year":2012,"lang":"en","type":"article","venue":"IMA Journal of Applied Mathematics","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Exponential distribution; Exponential function; Barrier option; Simple (philosophy); Valuation (finance); Mathematics; Distribution (mathematics); Applied mathematics; Computer science; Mathematical optimization; Mathematical analysis; Economics; Statistics; Finance","score_opus":0.012190357037076232,"score_gpt":0.19877396903748842,"score_spread":0.18658361200041218,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2077977689","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11539526,0.0005241578,0.8535782,0.0015187635,0.00016865006,0.00010760847,0.00013729562,0.00024613133,0.028323991],"genre_scores_gemma":[0.93767726,0.0004191522,0.046487648,0.00018712817,0.000093925584,0.00012331811,0.00006777553,0.0000524631,0.014891469],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99891734,0.00035439958,0.0000645843,0.00017315679,0.00035869615,0.00013193354],"domain_scores_gemma":[0.99758995,0.0012089045,0.0003326387,0.0002718374,0.00026212074,0.00033454277],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023457855,0.0006668195,0.00067497836,0.00077467976,0.000529672,0.0024622702,0.0013172601,0.0020418025,0.0070361034],"category_scores_gemma":[0.0069378037,0.00034766487,0.00076670875,0.0007623731,0.0019635612,0.0055850903,0.0016112868,0.0025203738,0.00054724293],"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":[0.00005039752,0.00003847139,0.00023995734,0.00003872538,0.000010543966,0.00039960316,0.000068030204,0.019401865,0.0020354441,0.9723814,0.00042495504,0.004910693],"study_design_scores_gemma":[0.000092090035,0.0000878477,0.0002776935,0.000037007227,0.000024937675,0.0005764697,0.000072900155,0.47376573,0.0017039226,0.51922673,0.004086619,0.000048065696],"about_ca_topic_score_codex":0.00053508364,"about_ca_topic_score_gemma":0.00036289144,"teacher_disagreement_score":0.0070361034,"about_ca_system_score_codex":0.0013524694,"about_ca_system_score_gemma":0.0009826692,"threshold_uncertainty_score":0.023538053},"labels":[],"label_agreement":null},{"id":"W2078560322","doi":"10.1007/s007800000039","title":"Stochastic flows and the forward measure","year":2001,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","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":"University of Alberta","funders":"","keywords":"Vasicek model; Forward rate; Measure (data warehouse); Mathematics; Affine transformation; Applied mathematics; Bessel process; Stochastic differential equation; Ordinary differential equation; Mathematical finance; Bond valuation; Exponential function; Mathematical analysis; Differential equation; Bond; Computer science; Pure mathematics; Economics; Interest rate; Financial economics; Finance","score_opus":0.01846750442662776,"score_gpt":0.20414773741283357,"score_spread":0.1856802329862058,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2078560322","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14751807,0.03615797,0.71037316,0.025513474,0.0015961254,0.00004084499,0.000500162,0.00022172763,0.07807852],"genre_scores_gemma":[0.9231996,0.017474994,0.030819857,0.0009107043,0.002766329,0.00006989041,0.00031746953,0.00008502333,0.02435616],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993005,0.00033889207,0.000040784744,0.000096808224,0.0001688127,0.00005431967],"domain_scores_gemma":[0.9948778,0.0036321317,0.0005028807,0.00024019177,0.00052440946,0.00022258767],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023957961,0.0007314849,0.00066814077,0.0018184478,0.00061670376,0.0030394876,0.0005398999,0.0017910796,0.0038192081],"category_scores_gemma":[0.01087056,0.00044850283,0.0006412153,0.0014369012,0.003011136,0.0061645815,0.0011882003,0.0021420727,0.0004310809],"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":[0.000004824254,0.000003346016,0.00011118888,0.000011108961,0.0000037828322,0.000016628852,0.000038130634,0.002371619,0.000059284273,0.99402916,0.00050199265,0.00284909],"study_design_scores_gemma":[0.0000030142687,0.0000034293453,0.0001032335,0.000010724,0.0000028016286,0.00002371148,0.000013455426,0.007924507,0.000033688306,0.98988086,0.0019968955,0.000003684941],"about_ca_topic_score_codex":0.0022775938,"about_ca_topic_score_gemma":0.00088195526,"teacher_disagreement_score":0.0038192081,"about_ca_system_score_codex":0.0014063289,"about_ca_system_score_gemma":0.0011376885,"threshold_uncertainty_score":0.012776494},"labels":[],"label_agreement":null},{"id":"W2078767973","doi":"10.1515/rose.2011.007","title":"Almost sure asymptotic stability and convergence of stochastic Theta methods applied to systems of linear SDEs in","year":2011,"lang":"en","type":"article","venue":"Random Operators and Stochastic Equations","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":8,"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 Manitoba","keywords":"Mathematics; Martingale (probability theory); Stochastic differential equation; Applied mathematics; Eigenvalues and eigenvectors; Diagonal; Local martingale; Weak convergence; Stochastic calculus; Mathematical analysis; Stochastic partial differential equation; Partial differential equation","score_opus":0.05823559470653811,"score_gpt":0.27050208611538556,"score_spread":0.21226649140884746,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2078767973","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04847649,0.0004852478,0.9460399,0.00044251658,0.0000737896,0.00006236444,0.000028054741,0.000104775994,0.0042867013],"genre_scores_gemma":[0.9328217,0.00079039246,0.059411447,0.00015103346,0.00011638128,0.00032715817,0.000077438934,0.00010579893,0.006198714],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985795,0.00086454913,0.00006547107,0.00013636185,0.00024178586,0.000112318914],"domain_scores_gemma":[0.9920758,0.0056718653,0.0005141441,0.00028040734,0.0010932337,0.00036460246],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0052551185,0.0011145847,0.0010537419,0.0011330876,0.00048346506,0.0013325999,0.00097437104,0.001003718,0.0018010761],"category_scores_gemma":[0.016928248,0.00042157393,0.0012636351,0.0004031117,0.0031008285,0.0011371869,0.0041532116,0.0014627172,0.00018763276],"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":[0.00017010774,0.00005454201,0.0017997287,0.0002995567,0.00014809832,0.00021991,0.00043334204,0.48863652,0.006904841,0.486573,0.0005777965,0.014182545],"study_design_scores_gemma":[0.000008172993,0.000032491185,0.00010325057,0.000013108284,0.0000060793373,0.00001451215,0.000021490052,0.96957684,0.00042864712,0.029571181,0.00021770479,0.000006547548],"about_ca_topic_score_codex":0.002575298,"about_ca_topic_score_gemma":0.000955685,"teacher_disagreement_score":0.0052551185,"about_ca_system_score_codex":0.00085044256,"about_ca_system_score_gemma":0.0013964482,"threshold_uncertainty_score":0.027792037},"labels":[],"label_agreement":null},{"id":"W2078991714","doi":"10.1111/j.1467-9965.2005.00250.x","title":"CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS","year":2005,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":57,"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; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Economics; Interest rate; Portfolio; Econometrics; Constraint (computer-aided design); Risk-free interest rate; Risk aversion (psychology); Portfolio optimization; Financial economics; Mathematics; Expected utility hypothesis; Monetary economics","score_opus":0.04039941896831497,"score_gpt":0.23978105534076563,"score_spread":0.19938163637245065,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2078991714","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03143215,0.0009884026,0.9563228,0.001428732,0.00008022031,0.000074936026,0.00013780728,0.00007792329,0.009457082],"genre_scores_gemma":[0.70060474,0.0031764056,0.27389956,0.0005343223,0.0002263001,0.0010039092,0.00061498233,0.0002069306,0.019732757],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99927706,0.0003282758,0.000030090616,0.0001121742,0.00013899463,0.00011339283],"domain_scores_gemma":[0.99554247,0.0033887227,0.00044792375,0.000096418225,0.0003803053,0.00014410567],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031635466,0.0012456651,0.0014159072,0.000808164,0.0004437097,0.002475585,0.0011121088,0.0029228607,0.006182583],"category_scores_gemma":[0.015763195,0.0009610769,0.0009688428,0.0009977021,0.0016112805,0.0020882941,0.0015537958,0.0017280327,0.0005598912],"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":[0.000034644534,0.0000611403,0.00052683323,0.00013815351,0.00004467246,0.00014686336,0.00012184101,0.6882837,0.00067071826,0.29523936,0.0024660502,0.012266086],"study_design_scores_gemma":[0.000036683716,0.000019094363,0.00012798564,0.000028735854,0.000008964279,0.00003122566,0.000039417897,0.8541456,0.00018864826,0.14445949,0.00089901785,0.000015283898],"about_ca_topic_score_codex":0.0037477287,"about_ca_topic_score_gemma":0.002550153,"teacher_disagreement_score":0.006182583,"about_ca_system_score_codex":0.0014737115,"about_ca_system_score_gemma":0.002336964,"threshold_uncertainty_score":0.020682812},"labels":[],"label_agreement":null},{"id":"W2079173313","doi":"10.1214/ecp.v18-2017","title":"A note on first passage functionals for hyper-exponential jump-diffusion processes","year":2013,"lang":"en","type":"article","venue":"Electronic Communications in Probability","topic":"Stochastic processes and financial applications","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":"National Science Council; National Center for Theoretical Sciences","keywords":"Mathematics; Jump diffusion; Jump; Exponential function; Diffusion; Exposition (narrative); Applied mathematics; First-hitting-time model; Mathematical analysis; Statistics; Physics","score_opus":0.03867089886130315,"score_gpt":0.2570942286092083,"score_spread":0.21842332974790513,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2079173313","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.049612697,0.027030786,0.826247,0.009722531,0.0031232513,0.00009659141,0.00024480393,0.0002992275,0.08362316],"genre_scores_gemma":[0.68185496,0.030423226,0.19989489,0.0039091175,0.0067096106,0.00030363718,0.00044908357,0.0010188011,0.075436674],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988961,0.0004849678,0.00006874674,0.0001395046,0.00030659488,0.000104016544],"domain_scores_gemma":[0.9917086,0.0064839,0.00039316958,0.00036074093,0.0006976405,0.00035595178],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006242921,0.0012278558,0.0011479864,0.002340924,0.0011228037,0.00233186,0.0016273825,0.0021231773,0.005613586],"category_scores_gemma":[0.012559867,0.00039746708,0.0024088407,0.0016475031,0.003469558,0.00623942,0.0020567363,0.0056268466,0.00091652456],"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":[0.000015776654,0.000017660084,0.00013533414,0.00011115288,0.000015284288,0.00020675153,0.0001673246,0.0034585625,0.0009921752,0.9883901,0.0016349484,0.004854927],"study_design_scores_gemma":[0.000010727685,0.000057158504,0.00039464046,0.00010661763,0.000026119751,0.00029882212,0.000057774057,0.057654634,0.00086822815,0.9275283,0.012962224,0.00003462853],"about_ca_topic_score_codex":0.002154527,"about_ca_topic_score_gemma":0.0010320019,"teacher_disagreement_score":0.006242921,"about_ca_system_score_codex":0.0016623021,"about_ca_system_score_gemma":0.0011704024,"threshold_uncertainty_score":0.033016086},"labels":[],"label_agreement":null},{"id":"W2080563392","doi":"10.1006/jsco.2001.0508","title":"The Riccati Equation in Mathematical Finance","year":2002,"lang":"en","type":"article","venue":"Journal of Symbolic Computation","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"","keywords":"Class (philosophy); Mathematics; Riccati equation; Computation; Mathematical finance; Linkage (software); Differential equation; Ordinary differential equation; Differential (mechanical device); Algebra over a field; Finance; Applied mathematics; Computer science; Pure mathematics; Algorithm; Mathematical analysis; Artificial intelligence","score_opus":0.04762609303254539,"score_gpt":0.23926780232615041,"score_spread":0.19164170929360502,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2080563392","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.053060915,0.024432661,0.85313046,0.013612489,0.002044969,0.000054204786,0.00040280484,0.00030850852,0.052953064],"genre_scores_gemma":[0.8355392,0.016138697,0.11584505,0.0010674469,0.0027998735,0.00016736753,0.00044570092,0.00023750865,0.027759168],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995378,0.0002022849,0.000031750806,0.00005167179,0.00014641603,0.000030098925],"domain_scores_gemma":[0.99870324,0.0007679807,0.000114241615,0.00013391732,0.00021899307,0.000061661296],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011618537,0.0006259549,0.00143315,0.0012339448,0.0005398554,0.0024036865,0.000623407,0.0018037269,0.0029899105],"category_scores_gemma":[0.0050709397,0.00047118805,0.00070863334,0.00137516,0.0024077913,0.0032368859,0.0010840285,0.0026211431,0.00073113124],"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":[0.000005334569,0.00000561373,0.00008550692,0.000030634248,0.0000074413824,0.000019300944,0.00003859175,0.013125944,0.00020426096,0.9815113,0.001343293,0.0036228467],"study_design_scores_gemma":[0.000006950863,0.000004541131,0.000089010086,0.000011450707,0.0000044418284,0.000018238836,0.000012104349,0.11241853,0.00008410429,0.88430274,0.0030391107,0.000008883374],"about_ca_topic_score_codex":0.0032309531,"about_ca_topic_score_gemma":0.00179255,"teacher_disagreement_score":0.0032309531,"about_ca_system_score_codex":0.0013015436,"about_ca_system_score_gemma":0.0013880468,"threshold_uncertainty_score":0.010002255},"labels":[],"label_agreement":null},{"id":"W2080950218","doi":"10.1007/s11118-011-9219-z","title":"The Stochastic Wave Equation with Multiplicative Fractional Noise: A Malliavin Calculus Approach","year":2011,"lang":"en","type":"article","venue":"Potential Analysis","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":32,"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":"Mathematics; Malliavin calculus; Mathematical analysis; Differentiable function; White noise; Multiplicative function; Fractional calculus; Kernel (algebra); Covariance; Multiplicative noise; Wave equation; Applied mathematics; Pure mathematics; Differential equation; Stochastic partial differential equation","score_opus":0.04708041493928019,"score_gpt":0.20985985016542427,"score_spread":0.16277943522614408,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2080950218","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.031181118,0.003993573,0.9384653,0.0037490197,0.000879856,0.00005227302,0.00011468887,0.000100980316,0.021463288],"genre_scores_gemma":[0.7733173,0.007949606,0.14753713,0.0014342043,0.0025507216,0.00021442717,0.0003014423,0.00030113716,0.066394076],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995295,0.00017815256,0.000025610614,0.00006770581,0.00014673309,0.000052429532],"domain_scores_gemma":[0.9988192,0.0005984601,0.00012519397,0.00009202113,0.00021563485,0.00014958286],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013975897,0.0011761093,0.0016356388,0.0015489919,0.0008491202,0.0029292626,0.0019527142,0.003362922,0.0026420334],"category_scores_gemma":[0.0049444987,0.0006157482,0.001230697,0.0015083115,0.0029224867,0.004763485,0.0020978504,0.0031583884,0.00038772906],"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":[0.0000147617875,0.000019090787,0.00010463159,0.00003925631,0.000019472353,0.00007147105,0.000056685043,0.04401335,0.00090046367,0.95131886,0.0007194623,0.0027225565],"study_design_scores_gemma":[0.00001526079,0.000010079765,0.00009729416,0.000015888638,0.000013461538,0.000048343114,0.000027816373,0.5343014,0.00016842216,0.46367484,0.0016001067,0.000027186054],"about_ca_topic_score_codex":0.0038255267,"about_ca_topic_score_gemma":0.0019143906,"teacher_disagreement_score":0.0038255267,"about_ca_system_score_codex":0.001337224,"about_ca_system_score_gemma":0.0014859615,"threshold_uncertainty_score":0.009702325},"labels":[],"label_agreement":null},{"id":"W2081225604","doi":"10.1007/s00440-009-0241-7","title":"Pathwise uniqueness for stochastic heat equations with Hölder continuous coefficients: the white noise case","year":2009,"lang":"en","type":"article","venue":"Probability Theory and Related Fields","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":72,"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 British Columbia","funders":"Division of Mathematical Sciences; Natural Sciences and Engineering Research Council of Canada; Israel Science Foundation; Pacific Institute for the Mathematical Sciences","keywords":"Mathematics; Uniqueness; White noise; Stochastic differential equation; Stochastic partial differential equation; Hölder condition; Mathematical analysis; Multiplicative function; Ordinary differential equation; Heat equation; Multiplicative noise; Applied mathematics; Differential equation; Statistics","score_opus":0.014312382490725238,"score_gpt":0.21856300399589582,"score_spread":0.20425062150517057,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2081225604","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11844468,0.004211315,0.85137343,0.0073127123,0.000630458,0.000101251186,0.0003325098,0.00020383805,0.01738976],"genre_scores_gemma":[0.8476189,0.007008438,0.089707874,0.0016337959,0.0014744056,0.00042306268,0.00070709875,0.00055909395,0.05086729],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984894,0.00067821477,0.00007057098,0.0003025214,0.00026095746,0.00019836318],"domain_scores_gemma":[0.9835369,0.011232792,0.0016743732,0.0005025386,0.0018138007,0.0012395598],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005072976,0.0020247176,0.0025369918,0.0032354388,0.0015671015,0.003987967,0.0026143282,0.0035191667,0.00354444],"category_scores_gemma":[0.024105715,0.0013846963,0.002727386,0.0017405389,0.006422778,0.009709141,0.0049030506,0.0052978247,0.00041215407],"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":[0.00003925012,0.00003637726,0.0004506218,0.00010090534,0.000059096656,0.0001475664,0.00016291485,0.023626072,0.0010137114,0.97009844,0.0011789134,0.003086056],"study_design_scores_gemma":[0.000027572649,0.000022252865,0.0002860719,0.000032200205,0.000020917036,0.00009771793,0.00007201078,0.19493228,0.0003034408,0.80327106,0.0008923534,0.000042163774],"about_ca_topic_score_codex":0.0037932068,"about_ca_topic_score_gemma":0.0020728842,"teacher_disagreement_score":0.005072976,"about_ca_system_score_codex":0.002252203,"about_ca_system_score_gemma":0.003575449,"threshold_uncertainty_score":0.026828825},"labels":[],"label_agreement":null},{"id":"W2081405537","doi":"10.1111/j.1467-9574.2005.00292.x","title":"Processes with volatility‐induced stationarity: an application for interest rates","year":2005,"lang":"en","type":"article","venue":"Statistica Neerlandica","topic":"Stochastic processes and financial applications","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":"Nickel Institute","funders":"","keywords":"Volatility (finance); Econometrics; Forward volatility; Logarithm; Stochastic volatility; Volatility smile; Implied volatility; Volatility swap; Martingale (probability theory); Economics; Mathematics; Statistics","score_opus":0.04566042821931492,"score_gpt":0.2805313445191252,"score_spread":0.23487091629981027,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2081405537","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02264905,0.0005100869,0.97265786,0.000546123,0.000120137775,0.0000297689,0.000037476984,0.000073210016,0.0033763435],"genre_scores_gemma":[0.71246916,0.0028969685,0.27650374,0.00052780967,0.0014380793,0.00022464988,0.0001788706,0.00015336719,0.00560739],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990013,0.00041534044,0.00007915225,0.00018327768,0.00025380292,0.000067155524],"domain_scores_gemma":[0.99387395,0.0044345944,0.0006660273,0.00045327033,0.00040567663,0.0001665794],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030586424,0.00069341576,0.0009859994,0.0013559213,0.000578399,0.0011652119,0.0009420706,0.0014284933,0.0021862702],"category_scores_gemma":[0.011071252,0.0003579002,0.0021036342,0.0013068477,0.0019959707,0.0018505633,0.0016634855,0.0028492578,0.00031412995],"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":[0.000023171868,0.000038381757,0.0010431797,0.0000657805,0.000044200737,0.000303602,0.0002041435,0.045698162,0.002723897,0.9328473,0.0004385766,0.016569674],"study_design_scores_gemma":[0.000030714767,0.00009197755,0.000846281,0.00004366057,0.000041000603,0.00032036263,0.000064082764,0.4899184,0.0019148856,0.50203395,0.004654078,0.0000406003],"about_ca_topic_score_codex":0.0011192828,"about_ca_topic_score_gemma":0.0006286734,"teacher_disagreement_score":0.0030586424,"about_ca_system_score_codex":0.00074153667,"about_ca_system_score_gemma":0.0009289782,"threshold_uncertainty_score":0.016175866},"labels":[],"label_agreement":null},{"id":"W2081466787","doi":"10.1108/03074351111167929","title":"Bond valuation under a discrete‐time regime‐switching term‐structure model and its continuous‐time extension","year":2011,"lang":"en","type":"article","venue":"Managerial Finance","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Affine transformation; Markov chain; Bond valuation; Affine term structure model; Discrete time and continuous time; Yield curve; Interest rate; Valuation (finance); Stochastic discount factor; Extension (predicate logic); Mathematical economics; Econometrics; Bond market; Short rate; Bond; Rendleman–Bartter model; Economics; Mathematics; Computer science; Finance; Pure mathematics; Capital asset pricing model; Statistics","score_opus":0.02932782673869348,"score_gpt":0.21524719936924083,"score_spread":0.18591937263054736,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2081466787","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21994744,0.0006523275,0.76465064,0.0012087185,0.0001136099,0.00006129438,0.00017531891,0.00009991505,0.013090782],"genre_scores_gemma":[0.97995317,0.00044550115,0.0124874255,0.00005601289,0.00007558377,0.000054627344,0.00007406786,0.000015099724,0.006838461],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99933547,0.000247802,0.00003474761,0.00014408362,0.00014161192,0.00009619316],"domain_scores_gemma":[0.99831057,0.0009365053,0.0003527093,0.00010760565,0.00016786165,0.00012463074],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020430554,0.00048362243,0.00085501827,0.00051933085,0.00031910258,0.0018408501,0.0012472895,0.0019149209,0.0026731954],"category_scores_gemma":[0.0043749153,0.00044215927,0.0011791538,0.00054266833,0.0014126968,0.0024479402,0.0007414939,0.0018759917,0.0002821742],"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":[0.00008753811,0.00009256031,0.0017331331,0.00006855302,0.000058688198,0.00028956673,0.00012722358,0.48132607,0.0031039515,0.5052605,0.0006607301,0.007191352],"study_design_scores_gemma":[0.000011607788,0.00003479291,0.0003054297,0.000005075668,0.000009923167,0.00003923686,0.000011688134,0.9565037,0.00014989618,0.04268563,0.00023275566,0.0000103066595],"about_ca_topic_score_codex":0.0031346972,"about_ca_topic_score_gemma":0.0012481551,"teacher_disagreement_score":0.0031346972,"about_ca_system_score_codex":0.0012305904,"about_ca_system_score_gemma":0.0008063156,"threshold_uncertainty_score":0.010804832},"labels":[],"label_agreement":null},{"id":"W2081918542","doi":"10.1080/10451120500114045","title":"On the Poisson equation for singular diffusions","year":2005,"lang":"en","type":"article","venue":"Stochastics","topic":"Stochastic processes and financial applications","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 Waterloo; University of Manitoba","funders":"","keywords":"Mathematics; Stochastic differential equation; Mathematical analysis; Eigenvalues and eigenvectors; Sobolev space; Covariance; Bounded function; Poisson's equation; Uniqueness; Applied mathematics","score_opus":0.04932904687462685,"score_gpt":0.24104734156399837,"score_spread":0.19171829468937152,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2081918542","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1842379,0.015265945,0.7066635,0.015389842,0.0014958695,0.00018498475,0.0003593678,0.00018671816,0.07621582],"genre_scores_gemma":[0.8834878,0.008640549,0.059590083,0.0016605016,0.0023962506,0.00025727673,0.0003477208,0.00014682426,0.04347299],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992199,0.0002540314,0.000045642235,0.00011645233,0.00026361758,0.00010041585],"domain_scores_gemma":[0.998511,0.0006918924,0.00018947972,0.000071920724,0.0003055822,0.00023005984],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021798965,0.00090495317,0.0012451386,0.0015346009,0.0010126565,0.002246079,0.0014955144,0.0027696404,0.0033073323],"category_scores_gemma":[0.007646869,0.00048520343,0.0013142207,0.0009217572,0.0031961529,0.0034170924,0.0029911972,0.0023873092,0.0005240029],"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":[0.000016241236,0.00001398933,0.0002607244,0.00005577287,0.0000146132315,0.00020351588,0.00016627712,0.016483083,0.0011902702,0.9782054,0.0011865126,0.0022036599],"study_design_scores_gemma":[0.000029771354,0.00001875,0.00033193646,0.00003613058,0.000011902324,0.0001579084,0.000086912216,0.20935702,0.00032145306,0.7860857,0.0035321584,0.000030305548],"about_ca_topic_score_codex":0.0062456257,"about_ca_topic_score_gemma":0.0021911561,"teacher_disagreement_score":0.0062456257,"about_ca_system_score_codex":0.00187433,"about_ca_system_score_gemma":0.0014151885,"threshold_uncertainty_score":0.013599277},"labels":[],"label_agreement":null},{"id":"W2083229504","doi":"10.1142/s0219024908004993","title":"A NEW REPRESENTATION OF THE LOCAL VOLATILITY SURFACE","year":2008,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Local volatility; Implied volatility; Volatility (finance); Volatility smile; Econometrics; Volatility swap; Forward volatility; Ansatz; Economics; Variance swap; Stochastic volatility; Mathematics; Applied mathematics; Mathematical optimization","score_opus":0.015316436587921475,"score_gpt":0.23244315347105668,"score_spread":0.2171267168831352,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2083229504","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023881376,0.00020924036,0.9720334,0.000241213,0.000051815376,0.00001826403,0.000086069085,0.00018078875,0.0032978414],"genre_scores_gemma":[0.74073935,0.0008970561,0.24472415,0.00033971827,0.00030257108,0.00015117781,0.0005286471,0.00053155376,0.011785755],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995659,0.00012250591,0.00002670624,0.00010435047,0.00014099698,0.000039551145],"domain_scores_gemma":[0.99888486,0.0004726411,0.00014766528,0.00022188884,0.00018389724,0.00008909277],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012994454,0.0005936999,0.00076964713,0.001085452,0.00031432975,0.001994258,0.0014437764,0.0015178119,0.0031940264],"category_scores_gemma":[0.0042706365,0.0003674538,0.00078580336,0.000755438,0.0012407871,0.0036448645,0.001754146,0.001957547,0.00066278205],"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":[0.000031541265,0.00003969509,0.0010289934,0.00011796595,0.00003664679,0.00026717474,0.00020874209,0.21685107,0.016939681,0.7328615,0.0012786187,0.030338371],"study_design_scores_gemma":[0.000005416702,0.00002353977,0.00023323535,0.000010105585,0.0000061156197,0.00011460869,0.00002847606,0.8818147,0.0010695014,0.11463274,0.0020421117,0.000019472542],"about_ca_topic_score_codex":0.00046673973,"about_ca_topic_score_gemma":0.00031734386,"teacher_disagreement_score":0.0031940264,"about_ca_system_score_codex":0.00041887656,"about_ca_system_score_gemma":0.00052181206,"threshold_uncertainty_score":0.010685086},"labels":[],"label_agreement":null},{"id":"W2083803074","doi":"10.1239/jap/1294170519","title":"Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes","year":2010,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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":"University of Manitoba","funders":"","keywords":"Mathematics; Brownian motion; Boundary (topology); Markov chain; Mathematical analysis; Markov process; Diffusion process; Nonlinear system; Geometric Brownian motion; Brownian excursion; Statistical physics; Statistics; Physics; Computer science","score_opus":0.019852750830202524,"score_gpt":0.22999231863115255,"score_spread":0.21013956780095003,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2083803074","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.026120845,0.0006503658,0.96299744,0.00025124292,0.000091261565,0.00004574788,0.000050934897,0.00016613412,0.009625983],"genre_scores_gemma":[0.6493574,0.0013742882,0.33536792,0.00026758274,0.00038265213,0.00029716207,0.0002108441,0.0003201334,0.012421987],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991485,0.00024625746,0.000039316703,0.00017280091,0.00029256966,0.00010063089],"domain_scores_gemma":[0.99685353,0.0017932112,0.0004739824,0.00025790455,0.0003709939,0.00025029219],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022899278,0.0006163888,0.00062060327,0.0021703949,0.00081603567,0.0016383522,0.0013290592,0.0012862667,0.0041444404],"category_scores_gemma":[0.008556207,0.00038434297,0.00102626,0.00082671084,0.0024577768,0.003434539,0.0020927605,0.0023542843,0.0006673173],"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":[0.000024721265,0.000032743887,0.000788156,0.00009954046,0.000017348983,0.00017167062,0.00021969198,0.050340224,0.0028807041,0.92564607,0.00097258494,0.018806472],"study_design_scores_gemma":[0.000009487913,0.000019934467,0.00047541404,0.000024132674,0.000010744972,0.00018058979,0.0000364257,0.48634994,0.001866638,0.5081114,0.0028870637,0.000028211396],"about_ca_topic_score_codex":0.0009881525,"about_ca_topic_score_gemma":0.00054312946,"teacher_disagreement_score":0.0041444404,"about_ca_system_score_codex":0.0009367174,"about_ca_system_score_gemma":0.0007054671,"threshold_uncertainty_score":0.013864517},"labels":[],"label_agreement":null},{"id":"W2084106432","doi":"10.1134/s1064562407010322","title":"Nonhomogeneous telegraph processes and their application to financial market modeling","year":2007,"lang":"en","type":"article","venue":"Doklady Mathematics","topic":"Stochastic processes and financial applications","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":"Mathematics; Financial market; Mathematical economics; Finance; Economics","score_opus":0.019166625078961594,"score_gpt":0.2194425641520222,"score_spread":0.20027593907306063,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2084106432","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.035775427,0.001791754,0.95177275,0.0010117068,0.00020224106,0.000042764095,0.00012077966,0.00008877648,0.009193806],"genre_scores_gemma":[0.90773237,0.0044765514,0.0729282,0.0002866639,0.0005989236,0.00017907518,0.00015978623,0.00005745254,0.01358102],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996,0.0001469639,0.000021316142,0.00007784653,0.00010220533,0.000051662384],"domain_scores_gemma":[0.99822205,0.0011406941,0.00033771244,0.00009142464,0.00010498914,0.00010311412],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009983049,0.0005722168,0.0007056258,0.0010545047,0.00062807783,0.0013351345,0.00071037747,0.0015394709,0.0035403566],"category_scores_gemma":[0.003495595,0.0003271979,0.0007973877,0.0011719407,0.0017100435,0.00167863,0.0010847279,0.0016877066,0.00032932003],"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":[0.000020359914,0.0000368714,0.0006611738,0.000053269592,0.00002553272,0.000245522,0.00013666478,0.13335301,0.0011300892,0.8551417,0.00069422834,0.008501536],"study_design_scores_gemma":[0.000010485853,0.000030468767,0.000293073,0.00001271766,0.000010779358,0.00010483259,0.000043064007,0.67016256,0.0002167817,0.32692462,0.002175083,0.000015592497],"about_ca_topic_score_codex":0.002081748,"about_ca_topic_score_gemma":0.0010833937,"teacher_disagreement_score":0.0035403566,"about_ca_system_score_codex":0.00074564875,"about_ca_system_score_gemma":0.0006211992,"threshold_uncertainty_score":0.011843681},"labels":[],"label_agreement":null},{"id":"W2084960101","doi":"10.1007/pl00008733","title":"Increment sizes of the principal value of Brownian local time","year":2000,"lang":"en","type":"article","venue":"Probability Theory and Related Fields","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"City University of New York","keywords":"Mathematics; Brownian motion; Modulus of continuity; Cauchy distribution; Value (mathematics); Principal value; Mathematical finance; Local time; Mathematical analysis; Statistics; Type (biology)","score_opus":0.008089049693048987,"score_gpt":0.18964620904556445,"score_spread":0.18155715935251546,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2084960101","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7215358,0.0010292404,0.25951764,0.0018856394,0.00018726493,0.00006643124,0.0003256069,0.00045914843,0.014993266],"genre_scores_gemma":[0.97578794,0.0004974223,0.017924884,0.000115135656,0.00030862217,0.00010232528,0.00019367955,0.000206699,0.004863277],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988784,0.00037921278,0.000079705824,0.00028329156,0.00022426459,0.00015523765],"domain_scores_gemma":[0.9426903,0.044008754,0.0032603522,0.0029925662,0.003064439,0.0039835093],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0058890725,0.0005573319,0.0011903606,0.0032448852,0.0008930205,0.003311096,0.0021227095,0.0013357322,0.007112163],"category_scores_gemma":[0.04364749,0.0008649143,0.00088663533,0.0010142989,0.003648061,0.0070233024,0.0021972917,0.0025638505,0.00055298465],"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":[0.00017460273,0.00003327553,0.0024223519,0.000064066044,0.000021906822,0.00011239716,0.00022587493,0.008119343,0.0022685826,0.9801307,0.0008330441,0.0055938954],"study_design_scores_gemma":[0.000053393975,0.00006748698,0.0049714847,0.000032565647,0.000040586892,0.00027466932,0.000097242075,0.14795028,0.0017193005,0.84366554,0.0010657207,0.00006169162],"about_ca_topic_score_codex":0.0006717908,"about_ca_topic_score_gemma":0.0005139673,"teacher_disagreement_score":0.007112163,"about_ca_system_score_codex":0.0011338402,"about_ca_system_score_gemma":0.00080652046,"threshold_uncertainty_score":0.031144738},"labels":[],"label_agreement":null},{"id":"W2085335402","doi":"10.1142/s0219024907004317","title":"HEDGING VOLATILITY RISK: THE EFFECTIVENESS OF VOLATILITY OPTIONS","year":2007,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"Acadia University; University of Windsor","funders":"","keywords":"Straddle; Volatility smile; Volatility (finance); Implied volatility; Volatility swap; Econometrics; Volatility risk premium; Forward volatility; Volatility risk; Stochastic volatility; Economics; Exotic option; Financial economics; Valuation of options","score_opus":0.00846213996042591,"score_gpt":0.23769925308268294,"score_spread":0.22923711312225703,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2085335402","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8144956,0.009183287,0.15964678,0.00047375177,0.00015050503,0.000096822754,0.000191048,0.00050344813,0.015258652],"genre_scores_gemma":[0.9853313,0.0008539639,0.0129954545,0.000041011266,0.000041569823,0.000012898135,0.00008153551,0.00004183294,0.00060050184],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9974367,0.0009828304,0.00023533306,0.00027056257,0.0009518509,0.00012281461],"domain_scores_gemma":[0.9875008,0.008771332,0.001479082,0.0014466301,0.0005957018,0.00020650348],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0058529675,0.0011381935,0.0012003611,0.0013732682,0.00030695865,0.0028282541,0.00066261156,0.0012751707,0.0024645317],"category_scores_gemma":[0.020043653,0.0002651944,0.00070856046,0.0009040449,0.0008730373,0.0032260076,0.0013817002,0.0010181115,0.0003050562],"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":[0.0022337195,0.00033503684,0.036829516,0.0010766195,0.0010836602,0.00094137044,0.00057170755,0.4596366,0.08155953,0.09067605,0.000863956,0.32419217],"study_design_scores_gemma":[0.00016218238,0.002887798,0.03215136,0.0002603367,0.0005787878,0.0024886495,0.0002648801,0.8007225,0.09113249,0.064297706,0.004771761,0.00028151603],"about_ca_topic_score_codex":0.00020967989,"about_ca_topic_score_gemma":0.00011366472,"teacher_disagreement_score":0.0058529675,"about_ca_system_score_codex":0.00031884105,"about_ca_system_score_gemma":0.00020667988,"threshold_uncertainty_score":0.030953825},"labels":[],"label_agreement":null},{"id":"W2085418291","doi":"10.1080/07362990701420092","title":"Explicit Martingale Representations for Brownian Functionals and Applications to Option Hedging","year":2007,"lang":"en","type":"article","venue":"Stochastic Analysis and Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":16,"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; Université de Montréal","funders":"Natural Sciences and Engineering Research Council of Canada; Fonds Québécois de la Recherche sur la Nature et les Technologies","keywords":"Mathematics; Martingale (probability theory); Mathematical finance; Mathematical economics; Brownian motion; Geometric Brownian motion; Martingale pricing; Calculus (dental); Local martingale; Applied mathematics; Pure mathematics; Econometrics; Economics; Finance; Diffusion process; Statistics","score_opus":0.028152701863578815,"score_gpt":0.278540743545554,"score_spread":0.2503880416819752,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2085418291","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0685354,0.0028359059,0.906376,0.0009786749,0.00026490746,0.000042506916,0.0001334948,0.00014513628,0.020687932],"genre_scores_gemma":[0.79578954,0.0046051578,0.17480661,0.00034681303,0.00048693505,0.00015588498,0.00032430651,0.0001883214,0.023296403],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99960583,0.00014858996,0.000023013063,0.000042740186,0.00012260443,0.000057209385],"domain_scores_gemma":[0.99897456,0.0005684514,0.0001148079,0.00009296301,0.00015072977,0.00009851238],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016005009,0.00105869,0.0008185312,0.0019849043,0.000566425,0.002361244,0.0008396368,0.0012446293,0.0056836023],"category_scores_gemma":[0.0061732,0.0003859751,0.0011100016,0.0016994381,0.0014463161,0.00284621,0.001628486,0.0025381178,0.00062398094],"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":[0.0000064766164,0.000017828226,0.00016443167,0.00003118394,0.0000085974225,0.0000732953,0.00007759605,0.00828786,0.000694113,0.98219806,0.0005200102,0.007920646],"study_design_scores_gemma":[0.000009742623,0.000013515242,0.00018424982,0.000029206485,0.000007393124,0.00010057138,0.000043096188,0.11042904,0.00038652605,0.88713664,0.0016436046,0.000016442113],"about_ca_topic_score_codex":0.0009977971,"about_ca_topic_score_gemma":0.0012100327,"teacher_disagreement_score":0.0056836023,"about_ca_system_score_codex":0.0009706046,"about_ca_system_score_gemma":0.0006944239,"threshold_uncertainty_score":0.019013524},"labels":[],"label_agreement":null},{"id":"W2085553066","doi":"10.1080/10920277.2009.10597558","title":"“Pricing Annuity Guarantees Under a Regime-Switching Model”, X. Sheldon Lin, Ken Seng Tan and Hailiang Yang, July 2009","year":2009,"lang":"en","type":"article","venue":"North American Actuarial Journal","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Annuity; Economics; Actuarial science; Econometrics; Financial economics; Business; Finance; Life annuity; Pension","score_opus":0.018204215322727122,"score_gpt":0.23246315095588266,"score_spread":0.21425893563315554,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2085553066","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10379219,0.011633908,0.7958614,0.04458087,0.0026014259,0.00010223555,0.0005102995,0.00048648095,0.0404311],"genre_scores_gemma":[0.9513721,0.0057968628,0.015355178,0.001263965,0.0016232519,0.000078791134,0.0001999681,0.000096385855,0.024213461],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99898416,0.00045302906,0.00003759955,0.00013756639,0.00023658524,0.0001510233],"domain_scores_gemma":[0.9977108,0.001462508,0.00027536458,0.00012694881,0.00023455248,0.0001897997],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0036175668,0.000747323,0.0016374922,0.0005323128,0.00083834806,0.0028162703,0.0018343593,0.002940887,0.0069403076],"category_scores_gemma":[0.011775712,0.00066615135,0.0013476234,0.0008161775,0.0018447725,0.0049218563,0.0015712251,0.0042543444,0.0006769752],"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":[0.00031005667,0.000072836716,0.0014834448,0.00013105808,0.00014005396,0.00035351314,0.00018299575,0.17106012,0.0008222124,0.75895333,0.037953462,0.028536908],"study_design_scores_gemma":[0.00004301569,0.00005289991,0.0005891928,0.000038790644,0.00004550218,0.00007966256,0.000058323465,0.59308755,0.0002772167,0.40124527,0.004446903,0.000035655343],"about_ca_topic_score_codex":0.0033371972,"about_ca_topic_score_gemma":0.0034092437,"teacher_disagreement_score":0.0069403076,"about_ca_system_score_codex":0.0018342668,"about_ca_system_score_gemma":0.0012418069,"threshold_uncertainty_score":0.023217618},"labels":[],"label_agreement":null},{"id":"W2086228635","doi":"10.1016/j.spl.2004.11.018","title":"Saddlepoint approximations to option price in a general equilibrium model","year":2005,"lang":"en","type":"article","venue":"Statistics & Probability Letters","topic":"Stochastic processes and financial applications","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":"York University","funders":"Guangzhou Municipal Science and Technology Bureau","keywords":"Mathematics; Stochastic volatility; Valuation of options; Econometrics; Approximations of π; Valuation (finance); Mathematical economics; Applied mathematics; Volatility (finance); Economics","score_opus":0.030993870377915123,"score_gpt":0.24010996832312526,"score_spread":0.20911609794521013,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2086228635","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1237532,0.0020610292,0.8406438,0.004053698,0.00040624072,0.00008542109,0.00024901392,0.00041720443,0.028330412],"genre_scores_gemma":[0.8839667,0.001898219,0.06686957,0.00068381196,0.00051919743,0.00024601928,0.00044181407,0.00048718136,0.04488744],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99935883,0.0003835883,0.000024664534,0.00006617671,0.000109298155,0.00005752604],"domain_scores_gemma":[0.99612075,0.002799334,0.00028648588,0.00019850995,0.00032752333,0.00026729814],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027917204,0.0011507904,0.0022674236,0.0015786624,0.0008648298,0.0029697996,0.0024450354,0.0036505852,0.006135623],"category_scores_gemma":[0.0122898705,0.0012324972,0.0016120616,0.0015372093,0.002452265,0.0038593963,0.0019375465,0.0033047523,0.00073790166],"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":[0.000056608256,0.00004708424,0.00038779984,0.000073085066,0.00005009262,0.00022891563,0.000125901,0.4432621,0.0004568011,0.5507374,0.0018677687,0.002706421],"study_design_scores_gemma":[0.000015425869,0.000007112577,0.0000666166,0.000009387304,0.000007916943,0.00001975047,0.000012356429,0.8772428,0.000034172717,0.1221842,0.0003917867,0.000008372731],"about_ca_topic_score_codex":0.007046165,"about_ca_topic_score_gemma":0.004105392,"teacher_disagreement_score":0.007046165,"about_ca_system_score_codex":0.0017498037,"about_ca_system_score_gemma":0.001256925,"threshold_uncertainty_score":0.020525694},"labels":[],"label_agreement":null},{"id":"W2086567531","doi":"10.1142/s0219024914500204","title":"OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR","year":2014,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Stochastic discount factor; Markov chain; Geometric Brownian motion; Economics; Discounting; Econometrics; Valuation of options; Measure (data warehouse); Probability measure; Mathematics; Markov process; Mathematical economics; Mathematical optimization; Computer science; Capital asset pricing model; Diffusion process; Finance; Statistics","score_opus":0.013952055296868467,"score_gpt":0.2381158099191362,"score_spread":0.22416375462226773,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2086567531","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.037856866,0.00102508,0.95317215,0.0006249409,0.0001591335,0.00004001827,0.0000899636,0.0001562204,0.006875593],"genre_scores_gemma":[0.9329919,0.0017748714,0.0551539,0.0001321268,0.0003194642,0.00008187636,0.00010604979,0.00006426445,0.009375478],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983596,0.00070031895,0.000090390415,0.00028638126,0.00037978886,0.00018359034],"domain_scores_gemma":[0.9977087,0.0013596055,0.0003221005,0.0002383213,0.00022075785,0.00015054506],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002946534,0.0009743126,0.0013621347,0.00062788365,0.00053077505,0.002758866,0.0016883075,0.0020146852,0.0034719293],"category_scores_gemma":[0.0072308397,0.0005749092,0.0019640846,0.00094436394,0.0014302214,0.0038842014,0.0011696456,0.0030496293,0.00046564054],"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":[0.00008553159,0.000060335064,0.000924165,0.00007402057,0.00009751819,0.0004363432,0.000121743564,0.22661152,0.0027500812,0.7559909,0.0007736836,0.012074197],"study_design_scores_gemma":[0.00002007144,0.000048075835,0.00017603398,0.000014024597,0.00003418864,0.0001065635,0.000012124412,0.86829746,0.00035597876,0.12976101,0.0011418615,0.000032558914],"about_ca_topic_score_codex":0.0025342614,"about_ca_topic_score_gemma":0.0012690955,"teacher_disagreement_score":0.0034719293,"about_ca_system_score_codex":0.0013190863,"about_ca_system_score_gemma":0.0008619312,"threshold_uncertainty_score":0.015582979},"labels":[],"label_agreement":null},{"id":"W2086583183","doi":"10.1023/b:pota.0000010666.75722.0e","title":"Non-Differentiable Skew Convolution Semigroups and Related Ornstein–Uhlenbeck Processes","year":2004,"lang":"en","type":"article","venue":"Potential Analysis","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"","keywords":"Mathematics; Semigroup; Ornstein–Uhlenbeck process; Convolution (computer science); Differentiable function; Skew; Pure mathematics; Separable space; Hilbert space; Markov process; Mathematical analysis; Stochastic process","score_opus":0.008366017335715696,"score_gpt":0.18815775283784592,"score_spread":0.1797917355021302,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2086583183","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.26689905,0.004647921,0.68740386,0.0024691585,0.0010159571,0.000070626586,0.00019262229,0.00015732022,0.037143394],"genre_scores_gemma":[0.91713065,0.0021116643,0.046485603,0.00042654513,0.00065937615,0.00008796185,0.00014391287,0.000094072944,0.0328602],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991999,0.00035119712,0.000057774338,0.0001214184,0.00018715477,0.00008255612],"domain_scores_gemma":[0.99476224,0.0027122344,0.00085114746,0.0002786829,0.00062444905,0.0007711483],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024197418,0.00095303543,0.0009839428,0.0015875946,0.001074232,0.0026989293,0.0009264448,0.0018735959,0.0052514332],"category_scores_gemma":[0.008792152,0.00042400375,0.0009890232,0.0011930156,0.0027782354,0.004902741,0.0016729333,0.0017962039,0.0005842803],"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":[0.000021574971,0.00001688058,0.00012961624,0.000024044735,0.0000059082954,0.00011273685,0.00010475772,0.0028043736,0.0007486461,0.9936279,0.00030807476,0.0020954458],"study_design_scores_gemma":[0.000007542818,0.000014049169,0.0001293698,0.0000066513107,0.0000037044133,0.00012651863,0.000037760088,0.030292492,0.00021145756,0.96835893,0.0007984858,0.000012984178],"about_ca_topic_score_codex":0.00040914447,"about_ca_topic_score_gemma":0.0003129322,"teacher_disagreement_score":0.0052514332,"about_ca_system_score_codex":0.0009891405,"about_ca_system_score_gemma":0.00078715646,"threshold_uncertainty_score":0.017567813},"labels":[],"label_agreement":null},{"id":"W2087019456","doi":"10.1007/s10436-005-0013-z","title":"Option pricing and Esscher transform under regime switching","year":2005,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":428,"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":"Martingale pricing; Martingale (probability theory); Mathematical finance; Unobservable; Local martingale; Valuation of options; Economics; Markov process; Mathematical economics; Markov chain; Econometrics; Risk-neutral measure; Mathematics; Financial economics; Applied mathematics; Statistics","score_opus":0.057092811888857196,"score_gpt":0.273273208364555,"score_spread":0.21618039647569778,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2087019456","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.41072163,0.002730771,0.5562224,0.0047121886,0.00045668654,0.00007195114,0.0003208549,0.00044716973,0.02431639],"genre_scores_gemma":[0.9679258,0.0014312471,0.016701479,0.0002676252,0.00060002995,0.00005771882,0.00014708967,0.00011079165,0.012758148],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99864537,0.0006453339,0.00007074866,0.00019914939,0.000281739,0.00015766986],"domain_scores_gemma":[0.98385227,0.012326467,0.0013168296,0.0008765667,0.0008422506,0.0007855276],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0060328534,0.0008615096,0.0022591366,0.0023495771,0.0009988752,0.0035017459,0.0015779637,0.0029698561,0.008790518],"category_scores_gemma":[0.024801562,0.0007840807,0.001742369,0.0022714268,0.004312138,0.008828383,0.0022314175,0.0042170677,0.0006533652],"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":[0.00007499645,0.000041510095,0.0006057462,0.000030230418,0.00003595378,0.0002056988,0.00011958266,0.01488997,0.00067519414,0.9777019,0.00076397776,0.004855307],"study_design_scores_gemma":[0.000029900499,0.00002046381,0.00043629893,0.000009694671,0.000016454993,0.00014698619,0.000025798516,0.18008149,0.00018026927,0.818644,0.00038166918,0.000027031096],"about_ca_topic_score_codex":0.0012268078,"about_ca_topic_score_gemma":0.00067615433,"teacher_disagreement_score":0.008790518,"about_ca_system_score_codex":0.0011945894,"about_ca_system_score_gemma":0.0011067037,"threshold_uncertainty_score":0.031905174},"labels":[],"label_agreement":null},{"id":"W2087241853","doi":"10.1108/15265940810853931","title":"Asian options versus vanilla options: a boundary analysis","year":2008,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Stochastic processes and financial applications","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":"Saint Mary's University","funders":"","keywords":"Asian option; Exotic option; Valuation of options; Dividend; Economics; Dividend yield; Financial economics; Stock (firearms); Put option; Interest rate; Strike price; Binomial options pricing model; Black–Scholes model; Volatility (finance); Non-qualified stock option; Option value; Originality; Econometrics; Restricted stock; Microeconomics; Dividend policy; Monetary economics; Finance; Stock market","score_opus":0.02867355593061617,"score_gpt":0.23801212013255724,"score_spread":0.20933856420194108,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2087241853","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3401792,0.005459604,0.46378744,0.0031264175,0.0005204964,0.00013408516,0.00016848468,0.00020982459,0.18641436],"genre_scores_gemma":[0.9735563,0.00050140976,0.021296984,0.0002548841,0.00010386801,0.000055240955,0.000049380775,0.000059032154,0.0041228677],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9978446,0.0008355797,0.00012786624,0.0003288419,0.00066247786,0.0002006631],"domain_scores_gemma":[0.9905303,0.0065881233,0.0008962654,0.0006914055,0.0009161033,0.0003778618],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0046599554,0.0006262151,0.0008662034,0.0014190726,0.00083624007,0.004546951,0.0015508019,0.0014323381,0.010693173],"category_scores_gemma":[0.017120669,0.00034054148,0.00092633406,0.0012647308,0.0039896397,0.0070947153,0.002787644,0.0034710155,0.0004014133],"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":[0.00012766317,0.000022485545,0.00070826215,0.00009021261,0.000022654835,0.00014087778,0.00023227218,0.013849186,0.0017528052,0.9674997,0.00050014886,0.015053873],"study_design_scores_gemma":[0.00002501754,0.00013733703,0.0013805607,0.0002121767,0.000059882008,0.00037941622,0.0004214341,0.13090561,0.0024465292,0.85629916,0.0076754275,0.00005745247],"about_ca_topic_score_codex":0.00094610977,"about_ca_topic_score_gemma":0.00046529158,"teacher_disagreement_score":0.010693173,"about_ca_system_score_codex":0.0010936632,"about_ca_system_score_gemma":0.00076950045,"threshold_uncertainty_score":0.035772204},"labels":[],"label_agreement":null},{"id":"W2087827147","doi":"10.2139/ssrn.2144072","title":"Probabilistic Aspects of Finance","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Probabilistic logic; Actuarial science; Business; Economics; Finance; Financial economics; Computer science; Artificial intelligence","score_opus":0.015072145278735271,"score_gpt":0.2165696548331435,"score_spread":0.20149750955440823,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2087827147","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0460074,0.07777619,0.6609286,0.0484607,0.0037764665,0.00006966471,0.0012893406,0.00036219988,0.16132951],"genre_scores_gemma":[0.82167715,0.04068369,0.05887908,0.0035845917,0.015964476,0.00022451545,0.0007844322,0.0002745019,0.0579277],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99854493,0.000464909,0.0000919243,0.00022473515,0.0006081771,0.00006542511],"domain_scores_gemma":[0.99525523,0.0032678514,0.00041178515,0.00041877033,0.00047215272,0.0001741926],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024769893,0.00093374244,0.0014705494,0.002641271,0.0010743974,0.0045657693,0.00095123285,0.0025953378,0.0070689404],"category_scores_gemma":[0.010425691,0.0007483306,0.0011929361,0.002996895,0.003706966,0.0065018144,0.0017706081,0.0035724961,0.00097616337],"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":[0.000001808844,0.000004258633,0.00011701976,0.000022752978,0.00000801986,0.000013778154,0.00003190039,0.0014428888,0.000053904012,0.9937896,0.0015547913,0.0029592733],"study_design_scores_gemma":[0.0000015571944,0.0000017903245,0.000116929965,0.0000069065336,0.0000036385436,0.000028126851,0.0000049295077,0.004134157,0.000012093471,0.9922735,0.0034133284,0.000002995137],"about_ca_topic_score_codex":0.0014386243,"about_ca_topic_score_gemma":0.0009975296,"teacher_disagreement_score":0.0070689404,"about_ca_system_score_codex":0.0017559646,"about_ca_system_score_gemma":0.00080095854,"threshold_uncertainty_score":0.023647904},"labels":[],"label_agreement":null},{"id":"W2088233227","doi":"10.1142/s0219024912500550","title":"ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET","year":2012,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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 Calgary","funders":"Australian Research Council","keywords":"Martingale (probability theory); Economics; Markov process; Mathematical economics; Markov chain; Representation (politics); Econometrics; Microeconomics; Mathematics; Applied mathematics","score_opus":0.009347324102053401,"score_gpt":0.22457040966284558,"score_spread":0.21522308556079217,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2088233227","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6812606,0.00053067727,0.2960639,0.0012828918,0.000060409766,0.00007008592,0.00022222167,0.00025702716,0.020252202],"genre_scores_gemma":[0.990502,0.00017846332,0.0070426683,0.00004355127,0.000046845496,0.00003125342,0.00005070068,0.000013130472,0.0020913274],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981158,0.0006062645,0.00011448669,0.00029561148,0.00044661164,0.00042127806],"domain_scores_gemma":[0.9929391,0.0040192534,0.0015058066,0.00053435675,0.00036686417,0.00063465745],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0037710166,0.0005841848,0.001256013,0.001047942,0.0011263432,0.0027073878,0.00091659534,0.0022533422,0.003922734],"category_scores_gemma":[0.009805455,0.00049684936,0.0017533596,0.0006301305,0.0029985628,0.00365953,0.002009097,0.0023217758,0.0002766903],"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":[0.0001341418,0.0000829951,0.001018858,0.00005023496,0.000049894254,0.00049450196,0.00019137606,0.050014835,0.0042245802,0.93990743,0.00039047882,0.0034407012],"study_design_scores_gemma":[0.00006047705,0.00010618052,0.00094769534,0.000025571404,0.000026414193,0.00016527178,0.00006282169,0.42062995,0.0011506177,0.5761881,0.00059930497,0.00003754952],"about_ca_topic_score_codex":0.001196469,"about_ca_topic_score_gemma":0.00068065105,"teacher_disagreement_score":0.003922734,"about_ca_system_score_codex":0.0014193639,"about_ca_system_score_gemma":0.000987354,"threshold_uncertainty_score":0.019943297},"labels":[],"label_agreement":null},{"id":"W2088262850","doi":"10.1088/1475-7516/2008/04/028","title":"Stochastic inflation revisited: non-slow-roll statistics and DBI inflation","year":2008,"lang":"en","type":"article","venue":"Journal of Cosmology and Astroparticle Physics","topic":"Stochastic processes and financial applications","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":"Perimeter Institute","funders":"","keywords":"Physics; Inflation (cosmology); Slow roll; Keynesian economics; Eternal inflation; Statistical physics; Economics; Econometrics; Theoretical physics; Inflaton","score_opus":0.019175455965549627,"score_gpt":0.226655890723857,"score_spread":0.20748043475830738,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2088262850","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.86882484,0.0004613763,0.11071381,0.0023043044,0.000064901025,0.000022461261,0.00010789027,0.00019259658,0.017307771],"genre_scores_gemma":[0.99808383,0.00008099418,0.0011994173,0.000037500522,0.000021575152,0.0000042860747,0.00002221146,0.00001171679,0.00053860625],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99976057,0.00007986024,0.000014577305,0.000030909225,0.000062204424,0.00005193762],"domain_scores_gemma":[0.99857044,0.00065154035,0.00032157727,0.00013255868,0.00017481753,0.00014900065],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012165739,0.00021562824,0.0005656503,0.00054917997,0.00064107386,0.0016909295,0.0006574384,0.0006844146,0.0022098885],"category_scores_gemma":[0.0044372836,0.00022962884,0.00043179982,0.00044469628,0.0015629288,0.0015698172,0.0010202782,0.0009585114,0.00014374797],"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":[0.00006207013,0.000029565483,0.005387827,0.000052732015,0.000023915403,0.0003870263,0.00020992066,0.095570035,0.0014776927,0.8920966,0.00096677116,0.0037359518],"study_design_scores_gemma":[0.000019246632,0.000023871911,0.0028071806,0.000014133676,0.000011256362,0.0002462599,0.000087128676,0.71872777,0.0004975844,0.27692673,0.00061732327,0.000021614802],"about_ca_topic_score_codex":0.0024288276,"about_ca_topic_score_gemma":0.001145084,"teacher_disagreement_score":0.0024288276,"about_ca_system_score_codex":0.000968589,"about_ca_system_score_gemma":0.0004940656,"threshold_uncertainty_score":0.0073928833},"labels":[],"label_agreement":null},{"id":"W2088762864","doi":"10.1016/s0167-6687(01)00072-5","title":"Valuation of segregated funds: shout options with maturity extensions","year":2001,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":50,"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":"Valuation (finance); Maturity (psychological); Embedded option; Actuarial science; Complementarity (molecular biology); Business; Economics; Finance","score_opus":0.049863080862905924,"score_gpt":0.2295121825885987,"score_spread":0.1796491017256928,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2088762864","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.50252956,0.0024934136,0.48408273,0.001834065,0.00012461185,0.000047480804,0.000095976175,0.000073332,0.008718952],"genre_scores_gemma":[0.98015404,0.0005446548,0.015312379,0.00007488657,0.00012671365,0.000027459,0.00005501013,0.000020818765,0.003684082],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990533,0.00056581566,0.00004159005,0.00011262089,0.00013481682,0.00009191612],"domain_scores_gemma":[0.99550915,0.0022405607,0.00070134073,0.00038168873,0.00042730462,0.00073984853],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004368247,0.0011978073,0.0013619887,0.0011025077,0.00056363264,0.0042332374,0.001616947,0.00324561,0.001919749],"category_scores_gemma":[0.014025522,0.00062446704,0.0010633655,0.0011333877,0.0024916762,0.009329525,0.002137553,0.0023590769,0.00016108312],"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":[0.0002507507,0.0000688475,0.00075520825,0.00005230474,0.00006115364,0.00026474174,0.0001691909,0.10063727,0.0018912131,0.8871368,0.0004402025,0.008272265],"study_design_scores_gemma":[0.00005567255,0.000053027554,0.0002807071,0.000026642783,0.00002524673,0.00009861821,0.000061064326,0.51704425,0.00039669132,0.48134726,0.0005892945,0.000021510074],"about_ca_topic_score_codex":0.0004936742,"about_ca_topic_score_gemma":0.00041179432,"teacher_disagreement_score":0.004368247,"about_ca_system_score_codex":0.0011360304,"about_ca_system_score_gemma":0.000683674,"threshold_uncertainty_score":0.023101747},"labels":[],"label_agreement":null},{"id":"W2088843545","doi":"10.1007/s11147-013-9094-4","title":"Efficiently pricing double barrier derivatives in stochastic volatility models","year":2013,"lang":"en","type":"article","venue":"Review of Derivatives Research","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Stochastic volatility; Economics; Implied volatility; Volatility smile; Volatility (finance); Econometrics; Financial economics","score_opus":0.11635346598893592,"score_gpt":0.3480733934970934,"score_spread":0.23171992750815745,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2088843545","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.041258004,0.0069081387,0.94759375,0.00076120405,0.0001949001,0.000036229743,0.00005518963,0.00044472344,0.0027477865],"genre_scores_gemma":[0.76092434,0.010491019,0.22080837,0.0001996246,0.00045357845,0.00008054317,0.00025774306,0.00041081462,0.0063739964],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99906176,0.00043543428,0.00007157984,0.00008036142,0.0002748254,0.00007595467],"domain_scores_gemma":[0.9977049,0.0015615071,0.00016954058,0.0002454577,0.00021424663,0.00010444873],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019040303,0.0010785265,0.0027274147,0.00064894755,0.00030240865,0.002854548,0.0013240915,0.0014731257,0.0020460277],"category_scores_gemma":[0.00750082,0.000803593,0.0009077486,0.0010733369,0.00092466833,0.0039165886,0.001375773,0.0025975138,0.0005002498],"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":[0.0001740466,0.00010183358,0.0007720793,0.00037366233,0.00014501475,0.0002312788,0.00006284138,0.66966957,0.008394931,0.24305783,0.0020106297,0.07500628],"study_design_scores_gemma":[0.000020781401,0.000020980619,0.00007347131,0.000012039862,0.000014261181,0.000044329303,0.000005498799,0.94306123,0.00087120006,0.055008423,0.00085830456,0.000009540915],"about_ca_topic_score_codex":0.001088665,"about_ca_topic_score_gemma":0.000998518,"teacher_disagreement_score":0.002854548,"about_ca_system_score_codex":0.00058447995,"about_ca_system_score_gemma":0.001052739,"threshold_uncertainty_score":0.010069549},"labels":[],"label_agreement":null},{"id":"W2088894581","doi":"10.1002/asmb.936","title":"Pricing of mountain range derivatives under a principal component stochastic volatility model","year":2012,"lang":"en","type":"article","venue":"Applied Stochastic Models in Business and Industry","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Stylized fact; Stochastic volatility; Econometrics; Volatility (finance); Principal component analysis; Volatility smile; Economics; Implied volatility; Range (aeronautics); SABR volatility model; Stochastic modelling; Stochastic process; Mathematics; Computer science; Financial economics; Applied mathematics; Mathematical economics; Statistics; Finance; Engineering; Keynesian economics","score_opus":0.06010589701416902,"score_gpt":0.24725500438301767,"score_spread":0.18714910736884866,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2088894581","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.57656246,0.00081999233,0.4143491,0.0006469397,0.00006386858,0.000034459907,0.00007256921,0.00023765175,0.0072129536],"genre_scores_gemma":[0.9888842,0.0002772833,0.008961645,0.000031205498,0.000044175213,0.0000109995835,0.000037474,0.000017556325,0.0017354256],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995111,0.00019340153,0.000019206373,0.000070759226,0.00015270169,0.000052738327],"domain_scores_gemma":[0.9991836,0.00037122396,0.00020297135,0.00007215588,0.00009604197,0.00007406954],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009846626,0.00046291854,0.0007474105,0.0004119341,0.00041372472,0.0021483111,0.0008228907,0.0010784006,0.0013832413],"category_scores_gemma":[0.0031427809,0.00025698193,0.00063655665,0.0005128322,0.0008713756,0.002142876,0.0006369887,0.0010648855,0.00013259854],"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":[0.00019714884,0.0000604733,0.0031394374,0.000065697765,0.00008826675,0.0008597264,0.0001714601,0.61558753,0.008202112,0.36018932,0.0007833089,0.010655494],"study_design_scores_gemma":[0.000010527348,0.000031904496,0.00067099533,0.0000028618852,0.000010943433,0.00008874844,0.000014574993,0.9778105,0.0003146672,0.02079123,0.00023759715,0.000015399752],"about_ca_topic_score_codex":0.0023207301,"about_ca_topic_score_gemma":0.0011973806,"teacher_disagreement_score":0.0023207301,"about_ca_system_score_codex":0.00049760373,"about_ca_system_score_gemma":0.00051005563,"threshold_uncertainty_score":0.005207479},"labels":[],"label_agreement":null},{"id":"W2088967736","doi":"10.1080/14697681003785934","title":"Dynamic liquidation under market impact","year":2010,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Transaction cost; Utility maximization problem; Market impact; Stochastic control; Portfolio; Mathematical optimization; Optimal control; Trading strategy; Geometric Brownian motion; Quadratic equation; Computer science; Economics; Econometrics; Mathematics; Mathematical economics; Microeconomics; Market microstructure; Utility maximization; Finance","score_opus":0.024929103850763055,"score_gpt":0.29104870820074064,"score_spread":0.26611960434997756,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2088967736","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.33044198,0.0007610269,0.64532274,0.0012610555,0.000080157435,0.00013034532,0.00024251245,0.00019547417,0.021564757],"genre_scores_gemma":[0.9854595,0.0002234122,0.009196142,0.000060296872,0.000024967596,0.00006644527,0.000077340366,0.000035155463,0.004856736],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987532,0.0003114198,0.000064380365,0.0002750522,0.00029130597,0.00030459213],"domain_scores_gemma":[0.99706954,0.0015802851,0.0006772268,0.00014038342,0.00028102947,0.00025154685],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014562086,0.00095379294,0.0013277587,0.00055915985,0.0004132836,0.0025977693,0.0011009512,0.0013728589,0.0036841072],"category_scores_gemma":[0.006679303,0.0005864612,0.0007634716,0.0005469853,0.0015457938,0.0026724595,0.0015612987,0.0015667866,0.0002202812],"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":[0.000089499335,0.000055184653,0.0006107164,0.000043757103,0.000025825435,0.00014000325,0.00003885896,0.93714845,0.0008882969,0.053555503,0.00035702478,0.007046865],"study_design_scores_gemma":[0.000017244889,0.000044391014,0.00030058806,0.000007051478,0.000011768295,0.00002539439,0.000022607594,0.9754554,0.00038637954,0.023409668,0.00030772857,0.000011800504],"about_ca_topic_score_codex":0.005803203,"about_ca_topic_score_gemma":0.0024094917,"teacher_disagreement_score":0.005803203,"about_ca_system_score_codex":0.0018567593,"about_ca_system_score_gemma":0.0015472185,"threshold_uncertainty_score":0.013471782},"labels":[],"label_agreement":null},{"id":"W2089033410","doi":"10.1109/whpcf.2010.5671831","title":"Pricing multi-asset American options on Graphics Processing Units using a PDE approach","year":2010,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Toronto","funders":"","keywords":"Graphics; Computer science; Asset (computer security); Graphics processing unit; Computer graphics (images); Parallel computing; Computer security","score_opus":0.07491450141894636,"score_gpt":0.27054345516003453,"score_spread":0.19562895374108819,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2089033410","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.027917339,0.00024761417,0.9665248,0.00040676878,0.00011178805,0.00004375333,0.000023313954,0.00017292354,0.0045517446],"genre_scores_gemma":[0.3676125,0.00053896406,0.626815,0.00017632851,0.00010555197,0.00014041601,0.000069862595,0.00013613793,0.0044051413],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99966824,0.00009722409,0.000017357848,0.000028180291,0.00015982635,0.000029157825],"domain_scores_gemma":[0.9994081,0.00027165323,0.000056983772,0.00008420973,0.0001258507,0.000053308057],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00052076986,0.0005813944,0.00063216547,0.00050305354,0.0005502433,0.0008721788,0.00089753425,0.0010470554,0.0015283441],"category_scores_gemma":[0.0018186512,0.00031885534,0.00075422524,0.00075753906,0.0008906238,0.0010270723,0.0009501486,0.0012675354,0.00041218783],"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":[0.000033676122,0.00005344191,0.0007579882,0.000043970183,0.000022813281,0.00025366782,0.000077960016,0.8597943,0.007479787,0.0960176,0.0012205323,0.034244277],"study_design_scores_gemma":[0.0000052076152,0.0000059180156,0.000033136504,0.0000014984779,0.0000012562615,0.000017444518,0.0000023081475,0.9926057,0.00053727283,0.006149437,0.0006379272,0.0000028734044],"about_ca_topic_score_codex":0.0028989208,"about_ca_topic_score_gemma":0.002048162,"teacher_disagreement_score":0.0028989208,"about_ca_system_score_codex":0.00046748176,"about_ca_system_score_gemma":0.0008115875,"threshold_uncertainty_score":0.005764127},"labels":[],"label_agreement":null},{"id":"W2089894705","doi":"10.3390/jrfm7040130","title":"Risk Management of Interest Rate Derivative Portfolios: A Stochastic Control Approach","year":2014,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"CVAR; Interest rate; Portfolio optimization; Computer science; Stochastic control; Mathematical optimization; Risk management; GRASP; Expected shortfall; Portfolio; Derivative (finance); Econometrics; Economics; Optimal control; Mathematics; Finance","score_opus":0.017035955335043217,"score_gpt":0.2081715733350506,"score_spread":0.1911356180000074,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2089894705","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0045428225,0.00042309953,0.9921836,0.00034844296,0.000050770097,0.000019064406,0.000009692055,0.000034538236,0.0023879763],"genre_scores_gemma":[0.790713,0.0024611214,0.19579864,0.00040661846,0.00044512565,0.00025579205,0.0000694657,0.00010862114,0.009741614],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9985306,0.0006360225,0.000062256484,0.00021950633,0.0004680181,0.00008350612],"domain_scores_gemma":[0.9983828,0.0008635549,0.00029668372,0.0000851389,0.0002810009,0.00009084145],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027676,0.0010241136,0.0011885433,0.00072551094,0.00039228552,0.0020574802,0.0014755257,0.0015002835,0.0016220277],"category_scores_gemma":[0.0047468077,0.0004421978,0.0009414859,0.0006027682,0.0016790207,0.0017707793,0.001566111,0.001551926,0.00017807476],"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":[0.000026380567,0.000051167717,0.00024971532,0.00008150731,0.000047241014,0.00006659199,0.000050602473,0.8084542,0.0018202087,0.17272584,0.0005046024,0.015921932],"study_design_scores_gemma":[0.000006655304,0.00003004738,0.000055655826,0.000011772953,0.00000963764,0.000011342191,0.000005355383,0.9672231,0.00034527478,0.031614527,0.0006777743,0.000008903793],"about_ca_topic_score_codex":0.0019905649,"about_ca_topic_score_gemma":0.00095576386,"teacher_disagreement_score":0.0027676,"about_ca_system_score_codex":0.0012055334,"about_ca_system_score_gemma":0.0012361618,"threshold_uncertainty_score":0.014636576},"labels":[],"label_agreement":null},{"id":"W2089921934","doi":"10.1016/j.jde.2011.07.032","title":"Stochastic generalized Burgers equations driven by fractional noises","year":2011,"lang":"en","type":"article","venue":"Journal of Differential Equations","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":49,"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":"Mathematics; Uniqueness; Burgers' equation; Moment (physics); Class (philosophy); Applied mathematics; Mathematical analysis; Partial differential equation; Classical mechanics","score_opus":0.054759552095178216,"score_gpt":0.24320811459267722,"score_spread":0.188448562497499,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2089921934","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3815945,0.002760795,0.5871369,0.0046107364,0.0013376905,0.000100729914,0.00030767493,0.0003376745,0.021813264],"genre_scores_gemma":[0.9643346,0.0013335441,0.01427026,0.00045985205,0.00043774562,0.00007616998,0.00019591577,0.00006604069,0.01882586],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993007,0.00023637398,0.00004298692,0.00012932748,0.00016901267,0.00012155937],"domain_scores_gemma":[0.9979876,0.0007734689,0.0005138113,0.00014154884,0.0003379002,0.00024562256],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017459807,0.0012548408,0.0024860518,0.0017045188,0.0008697916,0.0033867839,0.0017159734,0.0037488684,0.0026556372],"category_scores_gemma":[0.0057953596,0.00081513484,0.0017047866,0.0015805516,0.004171072,0.0036318952,0.0023506326,0.0021161332,0.00020038302],"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":[0.00009968351,0.00005164237,0.00092822465,0.00006660928,0.00011132096,0.00043823378,0.0002049767,0.38293675,0.0029576693,0.60777336,0.0008839857,0.0035475842],"study_design_scores_gemma":[0.000048895767,0.000019938821,0.00029865096,0.0000087333665,0.000025857364,0.000078494166,0.00004693443,0.9155046,0.0002186849,0.08327357,0.00043342973,0.000042276435],"about_ca_topic_score_codex":0.008939886,"about_ca_topic_score_gemma":0.003962131,"teacher_disagreement_score":0.008939886,"about_ca_system_score_codex":0.0015645265,"about_ca_system_score_gemma":0.0016130328,"threshold_uncertainty_score":0.017775714},"labels":[],"label_agreement":null},{"id":"W2089925571","doi":"10.1214/ecp.v5-1018","title":"Variably Skewed Brownian Motion","year":2000,"lang":"en","type":"article","venue":"Electronic Communications in Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":30,"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 British Columbia","funders":"Natural Sciences and Engineering Research Council of Canada; National Science Foundation","keywords":"Mathematics; Brownian motion; Skew; Reflected Brownian motion; BETA (programming language); Differentiable function; Mathematical analysis; Brownian excursion; Function (biology); Motion (physics); Derivative (finance); Diffusion process; Combinatorics; Geometric Brownian motion; Pure mathematics; Mathematical physics; Classical mechanics; Physics; Statistics","score_opus":0.0297129559560853,"score_gpt":0.24251244706683545,"score_spread":0.21279949111075014,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2089925571","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06755088,0.004000152,0.8010921,0.0050852755,0.0011016912,0.00008145054,0.0005490652,0.00021881542,0.12032051],"genre_scores_gemma":[0.7530483,0.0057334197,0.109440126,0.0018569124,0.0013321512,0.00029590516,0.000698612,0.0001732717,0.12742133],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999569,0.0001355633,0.000019310191,0.00010075689,0.00011413474,0.00006119],"domain_scores_gemma":[0.99938893,0.00020734692,0.00011969481,0.00008023891,0.00009819692,0.00010555286],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00085823383,0.00071819266,0.00046168087,0.00053006905,0.0004885198,0.0012694389,0.0006702189,0.0010394996,0.009283376],"category_scores_gemma":[0.0029435977,0.00017364511,0.000566994,0.00069059845,0.0014910947,0.0018362026,0.0017506127,0.0018662935,0.0023823685],"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":[0.000008142151,0.0000066430093,0.00019080484,0.000016847021,0.0000050391045,0.000104549836,0.000049562208,0.00245018,0.000730568,0.9918359,0.0018716672,0.0027301272],"study_design_scores_gemma":[0.000022609072,0.000052536998,0.0006747216,0.000034345227,0.000015406687,0.00044254534,0.00007081462,0.08387696,0.0009985614,0.8767202,0.037069112,0.00002219132],"about_ca_topic_score_codex":0.0008743181,"about_ca_topic_score_gemma":0.00068551063,"teacher_disagreement_score":0.009283376,"about_ca_system_score_codex":0.0007404623,"about_ca_system_score_gemma":0.000631442,"threshold_uncertainty_score":0.031055927},"labels":[],"label_agreement":null},{"id":"W2090114981","doi":"10.1155/s1110757x01000018","title":"On the optimal exercise boundary for an American put option","year":2001,"lang":"en","type":"article","venue":"Journal of Applied Mathematics","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Boundary (topology); Discretion; Obligation; Limit (mathematics); Free boundary problem; Mathematical economics; Mathematics; Actuarial science; Economics; Mathematical analysis; Law; Political science","score_opus":0.036471543396198965,"score_gpt":0.25214959145786864,"score_spread":0.21567804806166968,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2090114981","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5513839,0.0033787307,0.33598888,0.0057842643,0.0003824753,0.00011769373,0.00018950178,0.0003016789,0.1024729],"genre_scores_gemma":[0.9739039,0.00086505176,0.015166799,0.00027316122,0.00010335936,0.00006800591,0.000082354665,0.000116091076,0.0094212815],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99904317,0.00042409933,0.000039252016,0.0001466417,0.00018649171,0.0001602496],"domain_scores_gemma":[0.9940392,0.003895526,0.0005539383,0.00022699681,0.0004735247,0.0008108152],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028291713,0.0006468866,0.0011238846,0.0010246206,0.0011574114,0.003492188,0.0009390528,0.002587257,0.008419519],"category_scores_gemma":[0.02077893,0.0006252972,0.0006493206,0.00040395473,0.0037115158,0.0052668294,0.002031837,0.0027868396,0.0007125815],"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":[0.0002616525,0.00011973144,0.00073678355,0.00009031936,0.000022994116,0.0003151623,0.0002938168,0.060230114,0.0044197068,0.92294914,0.0021291752,0.008431586],"study_design_scores_gemma":[0.00006869087,0.00009862454,0.00095294777,0.00012916094,0.000022948798,0.00013023854,0.00024332388,0.40327656,0.001294005,0.59167033,0.0020532717,0.000059910722],"about_ca_topic_score_codex":0.0018981926,"about_ca_topic_score_gemma":0.00086969347,"teacher_disagreement_score":0.008419519,"about_ca_system_score_codex":0.0016695688,"about_ca_system_score_gemma":0.0014718916,"threshold_uncertainty_score":0.028166056},"labels":[],"label_agreement":null},{"id":"W2090243453","doi":"10.4236/am.2012.312a278","title":"Bounds for Goal Achieving Probabilities of Mean-Variance Strategies with a No Bankruptcy Constraint","year":2012,"lang":"en","type":"article","venue":"Applied Mathematics","topic":"Stochastic processes and financial applications","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 du Québec à Montréal; Western University","funders":"","keywords":"Bankruptcy; Variance (accounting); Constraint (computer-aided design); Investment (military); Economics; Mathematics; Investment strategy; Mathematical optimization; Econometrics; Actuarial science; Mathematical economics; Finance; Accounting","score_opus":0.02694783735869611,"score_gpt":0.2267913549437762,"score_spread":0.1998435175850801,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2090243453","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02679048,0.0009439598,0.9573417,0.0009352749,0.000082066654,0.00008772024,0.00018139448,0.00023974624,0.013397693],"genre_scores_gemma":[0.7832836,0.0032084223,0.19945833,0.0006717648,0.00034218613,0.0013361772,0.0006066042,0.00058924407,0.010503646],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9952821,0.0019985435,0.00020578653,0.00064568484,0.0010528651,0.00081498973],"domain_scores_gemma":[0.9294498,0.061503176,0.0030488197,0.0016236631,0.0022803508,0.0020941547],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010938075,0.0033592547,0.0025932046,0.0025031609,0.0011865768,0.004924926,0.0031959037,0.0025208786,0.0065958994],"category_scores_gemma":[0.06570704,0.0013374903,0.0023876238,0.0014147533,0.004042082,0.0051120752,0.003828248,0.0067736604,0.00071306987],"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":[0.00020179676,0.0001150219,0.00097096246,0.00031480446,0.00012076571,0.00014722542,0.00033907007,0.48069966,0.0017182956,0.5000903,0.0020066116,0.013275503],"study_design_scores_gemma":[0.000025996671,0.00009857888,0.0002619663,0.0001543386,0.000047793626,0.00007059454,0.000052992105,0.7388572,0.0011684956,0.25835872,0.0008689734,0.000034295223],"about_ca_topic_score_codex":0.0016144856,"about_ca_topic_score_gemma":0.0013608568,"teacher_disagreement_score":0.010938075,"about_ca_system_score_codex":0.0030717594,"about_ca_system_score_gemma":0.0031854364,"threshold_uncertainty_score":0.057846785},"labels":[],"label_agreement":null},{"id":"W2090428638","doi":"10.1017/s0021900200012286","title":"On the Frequency of Drawdowns for Brownian Motion Processes","year":2015,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":13,"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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; University of Waterloo","keywords":"Drawdown (hydrology); Mathematics; Maxima; Brownian motion; Reset (finance); Laplace transform; Value (mathematics); Econometrics; Extreme value theory; Statistics; Applied mathematics; Statistical physics; Mathematical analysis; Geology; Economics; Geotechnical engineering; Groundwater; Financial economics","score_opus":0.060368602997290036,"score_gpt":0.2374854719910197,"score_spread":0.17711686899372964,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2090428638","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.49875358,0.003784772,0.4854805,0.0014298457,0.00018809481,0.00012996185,0.0003054105,0.0003059736,0.00962186],"genre_scores_gemma":[0.9782151,0.0016619918,0.017062617,0.00012200011,0.00038255038,0.00012221356,0.00032247786,0.00009105114,0.0020199683],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99754035,0.00079261017,0.00021706813,0.00055891305,0.00065602333,0.00023506144],"domain_scores_gemma":[0.92795926,0.055825513,0.008443002,0.0033685865,0.0027752172,0.0016283884],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008314807,0.000846408,0.0012147983,0.003693646,0.0009964397,0.0026964121,0.0016332524,0.0021363755,0.0039868667],"category_scores_gemma":[0.07114857,0.0006706499,0.0013650176,0.0022109929,0.003111331,0.0045037684,0.0019633146,0.0030845057,0.00038600105],"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":[0.00047304278,0.00016032418,0.04805062,0.00041711197,0.00020075585,0.0016542958,0.0017874925,0.1301097,0.010605882,0.7566026,0.0018493078,0.0480888],"study_design_scores_gemma":[0.000052258078,0.00017768193,0.0212533,0.00018482431,0.00010489645,0.0018045551,0.0004025209,0.65012056,0.0018933536,0.32124883,0.0026024505,0.00015487868],"about_ca_topic_score_codex":0.0011910723,"about_ca_topic_score_gemma":0.0006552718,"teacher_disagreement_score":0.008314807,"about_ca_system_score_codex":0.0011546881,"about_ca_system_score_gemma":0.00041639782,"threshold_uncertainty_score":0.043973386},"labels":[],"label_agreement":null},{"id":"W2090460594","doi":"10.1016/j.nonrwa.2011.09.012","title":"Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations","year":2011,"lang":"en","type":"article","venue":"Nonlinear Analysis Real World Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"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":"Air Force Office of Scientific Research; National Science Foundation","keywords":"Stochastic differential equation; Convergence (economics); Mathematics; Applied mathematics; Markov process; Differential equation; Markov chain; Mathematical analysis; Economics; Statistics","score_opus":0.0530246711740218,"score_gpt":0.27941040987070803,"score_spread":0.22638573869668624,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2090460594","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08777918,0.0016902887,0.8946806,0.0027236945,0.00032148822,0.00017612321,0.00013088017,0.0003929295,0.012104876],"genre_scores_gemma":[0.8270582,0.0029026847,0.14521356,0.000716335,0.00029833024,0.0008567348,0.0005015208,0.00061736105,0.021835344],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9974476,0.0013894872,0.00015237828,0.00027221473,0.0005168093,0.00022154127],"domain_scores_gemma":[0.9436905,0.04473488,0.0034829278,0.001224756,0.005120051,0.0017468974],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.013345274,0.0018103565,0.0015898364,0.0035354476,0.001686456,0.0040335255,0.0025713695,0.003403709,0.007182279],"category_scores_gemma":[0.07176196,0.0012482848,0.0020105985,0.0013550306,0.0054079695,0.00528588,0.0054130447,0.0054042926,0.00061622635],"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":[0.0001592046,0.00009637552,0.001426111,0.000247512,0.000086448985,0.00014539216,0.00035122453,0.27230608,0.0022420958,0.7094248,0.0013833815,0.012131371],"study_design_scores_gemma":[0.000021985605,0.00003296303,0.00019890878,0.000051198273,0.000015270518,0.00003696243,0.00003218443,0.8900615,0.0005192655,0.108604856,0.00039669103,0.000028207172],"about_ca_topic_score_codex":0.004146039,"about_ca_topic_score_gemma":0.0021446387,"teacher_disagreement_score":0.013345274,"about_ca_system_score_codex":0.0030306259,"about_ca_system_score_gemma":0.0037275495,"threshold_uncertainty_score":0.07057738},"labels":[],"label_agreement":null},{"id":"W2090730899","doi":"10.1016/j.insmatheco.2009.03.006","title":"An insurance risk model with stochastic volatility","year":2009,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Stochastic processes and financial applications","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":"Erlang (programming language); Stochastic volatility; Exponential function; Singular perturbation; Applied mathematics; Mathematics; Volatility (finance); Integro-differential equation; Asymptotic expansion; Stochastic differential equation; Ornstein–Uhlenbeck process; Diffusion process; Differential equation; Stochastic process; Econometrics; Mathematical analysis; Computer science; Statistics; Riccati equation","score_opus":0.01931730289801943,"score_gpt":0.21348699958576173,"score_spread":0.1941696966877423,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2090730899","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2534207,0.003563044,0.68681055,0.013191847,0.0008090941,0.00010418219,0.0006507743,0.00053641,0.04091344],"genre_scores_gemma":[0.959595,0.0010191632,0.011173224,0.00036867158,0.0003740952,0.0000600754,0.00017613481,0.00006248807,0.027171057],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99930775,0.0002112907,0.000037148595,0.00015398076,0.00017384607,0.000116052004],"domain_scores_gemma":[0.998754,0.0005898549,0.00020883202,0.00006423985,0.00016448209,0.00021863024],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014248963,0.0012690013,0.0018484532,0.0010267871,0.0008632985,0.0034238084,0.002025053,0.0041131275,0.0037912538],"category_scores_gemma":[0.003940216,0.0006940978,0.0013289358,0.0011212373,0.002036081,0.0034996534,0.0020354164,0.0026931944,0.0004036631],"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":[0.000084137995,0.00009183908,0.0006759772,0.000064269996,0.00006441303,0.0006444237,0.00011987834,0.26192248,0.0014590918,0.7284733,0.0020569146,0.004343257],"study_design_scores_gemma":[0.00006412117,0.00004255189,0.00021688831,0.0000102215245,0.000044477492,0.00020197811,0.000024812913,0.8119565,0.00014439158,0.18614462,0.001117207,0.000032145283],"about_ca_topic_score_codex":0.004194742,"about_ca_topic_score_gemma":0.0015061429,"teacher_disagreement_score":0.004194742,"about_ca_system_score_codex":0.0015044286,"about_ca_system_score_gemma":0.0014036596,"threshold_uncertainty_score":0.012682974},"labels":[],"label_agreement":null},{"id":"W2090988803","doi":"10.1111/j.1744-7976.2006.00056.x","title":"Martingale Restrictions and the Implied Market Price of Risk","year":2006,"lang":"fr","type":"article","venue":"Canadian Journal of Agricultural Economics/Revue canadienne d agroeconomie","topic":"Stochastic processes and financial applications","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":"Economics; Arbitrage; Valuation of options; Financial economics; Futures contract; Martingale (probability theory); Welfare economics; Mathematics","score_opus":0.010519991808381191,"score_gpt":0.14694150421122734,"score_spread":0.13642151240284614,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2090988803","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21736312,0.001427545,0.7465549,0.0023053112,0.0001074513,0.000032131156,0.00024145505,0.00013161154,0.03183647],"genre_scores_gemma":[0.93897665,0.0011716097,0.052884642,0.00017288399,0.00017593523,0.00009445052,0.00022205795,0.000065779575,0.0062359767],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985475,0.000443868,0.000097661294,0.00019184682,0.0005956776,0.00012351893],"domain_scores_gemma":[0.9893545,0.007822751,0.0011477724,0.00086060964,0.00062950456,0.00018490854],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029628682,0.00038404032,0.0004910565,0.0012324366,0.00037889375,0.001861956,0.0007930377,0.0011886084,0.003619738],"category_scores_gemma":[0.017134659,0.0003877712,0.00085839786,0.00072535715,0.004292965,0.00439384,0.001241053,0.0022398822,0.0003818046],"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":[0.000010161629,0.000006715242,0.000363692,0.000025364578,0.000007775084,0.00008603538,0.00006488262,0.0077392906,0.0008660818,0.9870914,0.00013073791,0.0036078966],"study_design_scores_gemma":[0.000011879153,0.000025663621,0.00091659214,0.000030170435,0.000005238307,0.00015176472,0.000024641444,0.05203518,0.00090355333,0.9438217,0.002055425,0.000018207364],"about_ca_topic_score_codex":0.0006904454,"about_ca_topic_score_gemma":0.00046386712,"teacher_disagreement_score":0.003619738,"about_ca_system_score_codex":0.0007630436,"about_ca_system_score_gemma":0.0011831112,"threshold_uncertainty_score":0.015669346},"labels":[],"label_agreement":null},{"id":"W2091125820","doi":"10.1142/s0218202504003581","title":"LAPLACE TRANSFORMS AND INSTALLMENT OPTIONS","year":2004,"lang":"en","type":"article","venue":"Mathematical Models and Methods in Applied Sciences","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Laplace transform; Partial differential equation; Valuation (finance); Free boundary problem; Derivative (finance); Position (finance); Boundary value problem; Valuation of options; Mathematics; Integral equation; Put option; Barrier option; Mathematical economics; Applied mathematics; Economics; Mathematical optimization; Actuarial science; Mathematical analysis; Finance; Econometrics","score_opus":0.0860270244618097,"score_gpt":0.33694138493845877,"score_spread":0.25091436047664906,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2091125820","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15142168,0.0052645295,0.7365419,0.004032513,0.00042019086,0.000060068764,0.00027073087,0.00036030333,0.10162806],"genre_scores_gemma":[0.92229545,0.0031955454,0.029294396,0.00039389954,0.00056833186,0.00007621853,0.00023453998,0.00012386825,0.04381784],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994654,0.00015767536,0.000023389795,0.00008547836,0.00019533711,0.000072855975],"domain_scores_gemma":[0.9980153,0.0011912647,0.00033448785,0.00010332593,0.00021108685,0.00014464559],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009698221,0.00052337896,0.0005106995,0.0011150218,0.00045212897,0.0022754765,0.0007542123,0.0015300936,0.010022584],"category_scores_gemma":[0.0069117416,0.00028132374,0.00072094623,0.00099258,0.0022292137,0.0037982785,0.0007652591,0.0018982315,0.0011092632],"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":[0.00001594932,0.000020896678,0.00027473026,0.000021110078,0.0000054655598,0.00014099965,0.0001232184,0.01593876,0.00065111154,0.9749816,0.0008962274,0.0069299126],"study_design_scores_gemma":[0.000011265259,0.000014412498,0.0002743673,0.000013244433,0.0000036247654,0.00017861169,0.000060398983,0.08575365,0.0002899696,0.9099743,0.0034116644,0.000014437578],"about_ca_topic_score_codex":0.0014408632,"about_ca_topic_score_gemma":0.0007234387,"teacher_disagreement_score":0.010022584,"about_ca_system_score_codex":0.00092109916,"about_ca_system_score_gemma":0.0005476766,"threshold_uncertainty_score":0.033528864},"labels":[],"label_agreement":null},{"id":"W2091268588","doi":"10.3905/jod.2003.319203","title":"Pricing Discretely Monitored Barrier Options by a Markov Chain","year":2003,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":61,"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; University of Toronto","funders":"","keywords":"Barrier option; Markov chain; Valuation of options; Valuation (finance); Volatility (finance); Exotic option; Markov process; Economics; Call option; Financial economics; Computer science; Finance; Mathematics","score_opus":0.019002331683456965,"score_gpt":0.22842283862941218,"score_spread":0.2094205069459552,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2091268588","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07742705,0.00044192397,0.9162474,0.000740673,0.00006883822,0.000055907458,0.000108316104,0.00024072953,0.004669124],"genre_scores_gemma":[0.9115081,0.00092419697,0.07740568,0.00017838136,0.00009624027,0.00018123974,0.00017501944,0.00006542419,0.009465681],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987343,0.000495181,0.000058448633,0.00020639281,0.00033137953,0.00017432607],"domain_scores_gemma":[0.9954945,0.0032063106,0.0004080853,0.00027548414,0.00031164326,0.00030402368],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028853868,0.00063942483,0.0012775486,0.00080693135,0.0007618854,0.0023922487,0.0014270969,0.0019842659,0.004998344],"category_scores_gemma":[0.007964281,0.00089770835,0.0013802719,0.0008119166,0.0022679921,0.0035599708,0.001603064,0.0026681088,0.0005290315],"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":[0.00016794396,0.00006304161,0.0013511863,0.000045704634,0.000049845337,0.0003083591,0.00016370862,0.499247,0.0025188485,0.48855734,0.0006757181,0.006851274],"study_design_scores_gemma":[0.000023592153,0.00001380561,0.00007363564,0.000007147627,0.000006750137,0.000018191526,0.0000059993063,0.9499555,0.00018561301,0.04945906,0.00023817555,0.000012553475],"about_ca_topic_score_codex":0.0056256247,"about_ca_topic_score_gemma":0.0035148405,"teacher_disagreement_score":0.0056256247,"about_ca_system_score_codex":0.0015339055,"about_ca_system_score_gemma":0.0015087805,"threshold_uncertainty_score":0.016721189},"labels":[],"label_agreement":null},{"id":"W2092033972","doi":"10.4236/jmf.2014.44024","title":"Currency Derivatives Pricing for Markov-Modulated Merton Jump-Diffusion Spot Forex Rate","year":2014,"lang":"en","type":"article","venue":"Journal of Mathematical Finance","topic":"Stochastic processes and financial applications","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":"CTS Forex (Canada); University of Calgary","funders":"","keywords":"Jump diffusion; Martingale (probability theory); Exchange rate; Cox process; Foreign exchange market; Mathematics; Jump; Foreign exchange; Jump process; Poisson distribution; Forward rate; Valuation of options; Mathematical economics; Applied mathematics; Economics; Econometrics; Poisson process; Interest rate; Statistics; Finance; Physics","score_opus":0.02613135000771017,"score_gpt":0.2507690578047001,"score_spread":0.22463770779698994,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2092033972","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32950053,0.0035397555,0.645512,0.0017107282,0.00035411178,0.000071624396,0.00015520507,0.0002041808,0.0189518],"genre_scores_gemma":[0.9679119,0.0015022288,0.01956613,0.00017737475,0.00015494469,0.000042547537,0.000062403626,0.000058227513,0.010524227],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997408,0.000087113396,0.000017034234,0.0000485237,0.00006843447,0.000038084945],"domain_scores_gemma":[0.9989492,0.0005037603,0.00018275621,0.000075767646,0.0001747298,0.00011383056],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014105138,0.00074269006,0.0011813747,0.0009465944,0.0004976101,0.0019254459,0.001099109,0.0019894065,0.004674766],"category_scores_gemma":[0.0050821123,0.00041012245,0.0014667204,0.00058784516,0.001233479,0.0030115556,0.0010849956,0.0015343364,0.0003273074],"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":[0.000102183185,0.000056269157,0.00183614,0.00014715023,0.000084827465,0.0007833368,0.00018823244,0.3103538,0.006790069,0.67026293,0.001113979,0.008281071],"study_design_scores_gemma":[0.00002084517,0.000021860784,0.00047709225,0.000011425795,0.000022671,0.000107110296,0.000018739938,0.93445915,0.0004306426,0.0640245,0.0003852554,0.00002078982],"about_ca_topic_score_codex":0.0026319781,"about_ca_topic_score_gemma":0.001318118,"teacher_disagreement_score":0.004674766,"about_ca_system_score_codex":0.001058808,"about_ca_system_score_gemma":0.0007679606,"threshold_uncertainty_score":0.01563865},"labels":[],"label_agreement":null},{"id":"W2092145523","doi":"10.5539/ijsp.v2n2p59","title":"Switch-When-Safe Multiperiod Mean-Variance Strategies","year":2013,"lang":"en","type":"article","venue":"International Journal of Statistics and Probability","topic":"Stochastic processes and financial applications","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":true,"route_about_ca":false,"ca_institutions":"Université du Québec à Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Variance (accounting); Stopping time; Moment (physics); Order (exchange); Simple (philosophy); Point (geometry); Investment (military); Horizon; Work (physics); Time horizon; Mathematics; Econometrics; Mathematical economics; Computer science; Mathematical optimization; Economics; Finance; Statistics","score_opus":0.02230822420064895,"score_gpt":0.2436174708709624,"score_spread":0.22130924667031343,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2092145523","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.26809406,0.00059523206,0.7184039,0.0008740734,0.00010749277,0.00012280392,0.00022269132,0.00037465282,0.011205198],"genre_scores_gemma":[0.9713586,0.00023021926,0.021596666,0.00014651123,0.000054162032,0.00012220873,0.000117947806,0.000052606247,0.006321181],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99785113,0.0008323784,0.000117154275,0.00042537655,0.0004025291,0.00037144095],"domain_scores_gemma":[0.98537827,0.009291184,0.00259707,0.0008448629,0.00086286745,0.0010257071],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0048701367,0.0012880426,0.0014598602,0.0008538703,0.0005137804,0.0021879745,0.0018494751,0.0021017492,0.0037330554],"category_scores_gemma":[0.022972843,0.0005969708,0.0012837878,0.0004508385,0.0016866238,0.002506833,0.0012318868,0.0024775937,0.0006200862],"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":[0.00083252025,0.00029253893,0.008634348,0.0002628169,0.00037723515,0.0011270021,0.00045710514,0.32246608,0.009345564,0.61804885,0.0024512946,0.035704654],"study_design_scores_gemma":[0.00009827861,0.00038132275,0.0012223269,0.000053119915,0.00008010182,0.00032921488,0.00008789346,0.82321084,0.0029192911,0.17065364,0.0009055348,0.00005841837],"about_ca_topic_score_codex":0.0007737513,"about_ca_topic_score_gemma":0.00052033673,"teacher_disagreement_score":0.0048701367,"about_ca_system_score_codex":0.0008271738,"about_ca_system_score_gemma":0.0009659712,"threshold_uncertainty_score":0.025756001},"labels":[],"label_agreement":null},{"id":"W2092653443","doi":"10.1007/s40072-015-0046-x","title":"KPZ equation, its renormalization and invariant measures","year":2015,"lang":"en","type":"article","venue":"Stochastic Partial Differential Equations Analysis and Computations","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":57,"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":"Mathematics; Mathematical analysis; Renormalization; Invariant (physics); Nonlinear system; Heat equation; Multiplicative noise; Stochastic differential equation; Brownian motion; Mathematical physics; Physics; Quantum mechanics","score_opus":0.06996215539570572,"score_gpt":0.2552736368234386,"score_spread":0.1853114814277329,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2092653443","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.31320336,0.015217307,0.4231324,0.014355487,0.0024982123,0.00016262093,0.00091525365,0.00070526625,0.22981013],"genre_scores_gemma":[0.85977095,0.0058259866,0.039040677,0.0018250172,0.0043168403,0.00025271854,0.00055906374,0.0004086451,0.088000156],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995834,0.000117539894,0.000022553631,0.00008094656,0.00013832834,0.000057258538],"domain_scores_gemma":[0.99927586,0.0001876156,0.00012782624,0.00009596715,0.000170347,0.00014239528],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009738698,0.0009264188,0.0013923442,0.0019870943,0.0016062349,0.0025443898,0.0013733205,0.0023845637,0.0049732476],"category_scores_gemma":[0.0041487645,0.00040971508,0.0009836818,0.0012240187,0.0033701372,0.006107401,0.0019050981,0.0029019832,0.00081666216],"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":[0.000008785568,0.000009436709,0.000048144087,0.000019886711,0.0000051943275,0.000030715164,0.00004336939,0.0010885833,0.00037467148,0.99604505,0.0009213719,0.00140468],"study_design_scores_gemma":[0.000012946488,0.0000068401573,0.00020517694,0.0000067342007,0.000005549396,0.00007264466,0.000022209333,0.017171893,0.00011471129,0.9805502,0.0018166684,0.000014456411],"about_ca_topic_score_codex":0.0034302056,"about_ca_topic_score_gemma":0.0015109299,"teacher_disagreement_score":0.0049732476,"about_ca_system_score_codex":0.0018353043,"about_ca_system_score_gemma":0.0017673866,"threshold_uncertainty_score":0.016637206},"labels":[],"label_agreement":null},{"id":"W2092970768","doi":"10.1016/s0304-4149(02)00222-3","title":"Strong invariance principle for singular diffusions","year":2003,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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":"Mathematics; Law of the iterated logarithm; Invariance principle; Mathematical analysis; Stochastic differential equation; Logarithm; Pure mathematics","score_opus":0.02612693292164995,"score_gpt":0.23961480272127694,"score_spread":0.213487869799627,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2092970768","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09365517,0.0015799841,0.8614661,0.0029547138,0.00044095636,0.00006753475,0.00025847912,0.0002727062,0.039304372],"genre_scores_gemma":[0.896395,0.0024387543,0.06283491,0.00088008493,0.0017736766,0.00023657795,0.0005054987,0.00034078205,0.034594737],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986507,0.0004233764,0.00007380306,0.00025683042,0.0004227476,0.00017255858],"domain_scores_gemma":[0.9951924,0.0026360138,0.00051623466,0.00043467546,0.0007027791,0.0005179508],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029800963,0.0012422351,0.0014880573,0.0023739992,0.0010693296,0.0027026038,0.0014193179,0.001502254,0.0043620137],"category_scores_gemma":[0.007007676,0.0005798736,0.00229378,0.00093336083,0.0038011323,0.00486799,0.0032136452,0.0036893722,0.00066511607],"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":[0.000011062012,0.000015081124,0.00008221973,0.000022063312,0.000018687711,0.000037264184,0.000049584065,0.002159843,0.0008865237,0.9938501,0.0006550233,0.0022124946],"study_design_scores_gemma":[0.0000099817435,0.00001744826,0.00017712664,0.0000068838403,0.000007358132,0.00004861437,0.000019748251,0.036074895,0.00021964192,0.9622444,0.0011628951,0.000011020369],"about_ca_topic_score_codex":0.0011793504,"about_ca_topic_score_gemma":0.00061502354,"teacher_disagreement_score":0.0043620137,"about_ca_system_score_codex":0.0014327283,"about_ca_system_score_gemma":0.0010961682,"threshold_uncertainty_score":0.015760481},"labels":[],"label_agreement":null},{"id":"W2093205702","doi":"10.1016/j.spa.2010.02.004","title":"The Föllmer–Schweizer decomposition: Comparison and description","year":2010,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":26,"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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada; Vlaamse regering; Universiteit Gent","keywords":"Semimartingale; Mathematics; Martingale (probability theory); Decomposition; Local martingale; Martingale difference sequence; Applied mathematics; Martingale pricing; Decomposition theorem; Measure (data warehouse); Pure mathematics; Calculus (dental); Computer science; Data mining","score_opus":0.017891943399808014,"score_gpt":0.2413971253623241,"score_spread":0.2235051819625161,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2093205702","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.020561375,0.0026898407,0.96108806,0.00086577964,0.00016633864,0.000038720595,0.00031919187,0.00012543259,0.014145351],"genre_scores_gemma":[0.69293165,0.009657677,0.26246732,0.00066668674,0.0014843984,0.00024623366,0.0017543812,0.0005647391,0.030226914],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992132,0.0003439666,0.000055949513,0.00013148143,0.00015977766,0.00009562295],"domain_scores_gemma":[0.9977719,0.00093836983,0.00027617358,0.0003427063,0.0005166811,0.00015404203],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00300543,0.0010071612,0.0010552478,0.0027781692,0.00058504514,0.002719477,0.0008925148,0.0011926543,0.0060852524],"category_scores_gemma":[0.0076511838,0.0003044414,0.0013170564,0.002082183,0.0013424814,0.0034364264,0.0012039865,0.0018985748,0.0009932437],"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":[0.000021284877,0.000016599475,0.0003465831,0.000050515748,0.000023395329,0.00003431117,0.000081671424,0.01594245,0.00038884065,0.962883,0.003218882,0.016992351],"study_design_scores_gemma":[0.000007988384,0.000014759089,0.0005236485,0.000027808112,0.000022798691,0.000084332845,0.000038744285,0.23801073,0.00032042092,0.75663,0.004295892,0.000022738826],"about_ca_topic_score_codex":0.0012269246,"about_ca_topic_score_gemma":0.00089211983,"teacher_disagreement_score":0.0060852524,"about_ca_system_score_codex":0.00089681277,"about_ca_system_score_gemma":0.00104488,"threshold_uncertainty_score":0.020357192},"labels":[],"label_agreement":null},{"id":"W2093267382","doi":"10.1108/03074351111092157","title":"Pricing interest rate derivatives under stochastic volatility","year":2010,"lang":"en","type":"article","venue":"Managerial Finance","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Stochastic volatility; Interest rate; Rendleman–Bartter model; Econometrics; Interest rate derivative; Fixed income; Affine transformation; Economics; Valuation (finance); Valuation of options; Bond valuation; Short-rate model; Volatility (finance); Bond; Mathematical economics; Mathematics; Finance","score_opus":0.03144731080683453,"score_gpt":0.23571549238836537,"score_spread":0.20426818158153084,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2093267382","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04131639,0.00038615626,0.95323056,0.00029896098,0.00004012023,0.00002359217,0.00003385306,0.00009992846,0.004570508],"genre_scores_gemma":[0.9065779,0.0011189233,0.08505009,0.000105724364,0.00014438355,0.00006538764,0.00009927472,0.00007121404,0.006767118],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99919087,0.0003206259,0.00003490584,0.00009910472,0.00029010535,0.00006432841],"domain_scores_gemma":[0.99806064,0.0011668175,0.00031707555,0.00015473424,0.00025196193,0.000048680333],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001887652,0.0005239814,0.00076335453,0.00045878583,0.00024700715,0.0017927507,0.0009128481,0.0010939471,0.0017817969],"category_scores_gemma":[0.007923306,0.00041303172,0.0009451142,0.0005295254,0.0012480731,0.0021040495,0.00093937444,0.001531385,0.00033236845],"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":[0.000019508474,0.000038693368,0.00067823514,0.00007020396,0.000023594903,0.00018385923,0.000091721246,0.6104874,0.0027111701,0.3699392,0.00054347777,0.015212939],"study_design_scores_gemma":[0.000006543845,0.000020250158,0.00017087597,0.000008820373,0.0000044460285,0.000054968732,0.000012795607,0.93813497,0.00048419452,0.060617,0.00047584582,0.000009331891],"about_ca_topic_score_codex":0.0018666328,"about_ca_topic_score_gemma":0.0012192201,"teacher_disagreement_score":0.001887652,"about_ca_system_score_codex":0.0007222869,"about_ca_system_score_gemma":0.0011470759,"threshold_uncertainty_score":0.009982944},"labels":[],"label_agreement":null},{"id":"W2093307376","doi":"10.1016/j.cam.2012.06.021","title":"Continuity correction for discrete barrier options with two barriers","year":2012,"lang":"en","type":"article","venue":"Journal of Computational and Applied Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":12,"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":"York University","keywords":"Barrier option; Mathematics; Set (abstract data type); Continuity correction; Applied mathematics; Mathematical optimization; Computer science; Statistics","score_opus":0.016507540337323955,"score_gpt":0.2402437911716927,"score_spread":0.22373625083436874,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2093307376","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06043377,0.0010157074,0.932564,0.0016838844,0.00046488547,0.000059990176,0.00007025894,0.00033785324,0.0033696804],"genre_scores_gemma":[0.8421598,0.00086404046,0.1357209,0.0004325925,0.00040669355,0.00010152989,0.00021093673,0.0003391687,0.019764325],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99916375,0.00030670103,0.00004311449,0.00015476956,0.00020255758,0.00012907258],"domain_scores_gemma":[0.9876737,0.008734558,0.00089430047,0.0009168948,0.0009896852,0.0007907807],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0041879416,0.00078967406,0.0015986321,0.001313054,0.00073181087,0.0021657331,0.0028161162,0.0032044249,0.005136474],"category_scores_gemma":[0.02233528,0.0008103715,0.0013379266,0.0008814789,0.0030064648,0.004011463,0.0027678367,0.0045445906,0.00031176786],"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":[0.00045288223,0.00012600767,0.0020774154,0.00022423743,0.00010924677,0.0007440898,0.00019467357,0.2709398,0.0044297487,0.6918422,0.0029248195,0.025934927],"study_design_scores_gemma":[0.00003577478,0.000018704206,0.0001995791,0.00001432625,0.000012078486,0.000069626905,0.000013709658,0.94086075,0.00045481016,0.05788503,0.00041561874,0.000020038458],"about_ca_topic_score_codex":0.005387211,"about_ca_topic_score_gemma":0.0020562205,"teacher_disagreement_score":0.005387211,"about_ca_system_score_codex":0.0012153757,"about_ca_system_score_gemma":0.0019978485,"threshold_uncertainty_score":0.022148192},"labels":[],"label_agreement":null},{"id":"W2093469558","doi":"10.1007/s00245-009-9070-4","title":"Stochastic Impulse Control of Non-Markovian Processes","year":2009,"lang":"en","type":"article","venue":"Applied Mathematics & Optimization","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":22,"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 Ottawa Mental Health Centre","funders":"","keywords":"Impulse control; Mathematics; Impulse (physics); Markov process; Variational inequality; Applied mathematics; Class (philosophy); Stochastic process; Stochastic control; Mathematical optimization; Optimal control; Computer science; Statistics","score_opus":0.009358180330953777,"score_gpt":0.207911422599988,"score_spread":0.1985532422690342,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2093469558","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15324111,0.0019714443,0.8237809,0.0023842275,0.0004963033,0.00005217243,0.00017729888,0.00032614826,0.017570399],"genre_scores_gemma":[0.9741571,0.0009103452,0.00882251,0.00016872308,0.00021010949,0.000064824926,0.00012906417,0.00007251688,0.015464812],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985336,0.00050858397,0.00006605267,0.00026462576,0.000320011,0.00030711736],"domain_scores_gemma":[0.99133986,0.006518863,0.00085873104,0.00024998543,0.0006872617,0.00034526509],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024824503,0.0009910257,0.0020009247,0.0013265263,0.0007421368,0.003269736,0.0012572333,0.002174397,0.004183122],"category_scores_gemma":[0.011297498,0.0010390506,0.0011585205,0.00095488405,0.0029483037,0.002212905,0.0014267389,0.0020620928,0.0002995081],"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":[0.000142926,0.0000844386,0.0009140915,0.00010055975,0.00013843011,0.0002000457,0.00012239492,0.5177425,0.0016938117,0.47279456,0.00084213226,0.005224049],"study_design_scores_gemma":[0.000020139005,0.000013538326,0.00033167575,0.000011451585,0.000016649601,0.000021963371,0.000016328953,0.86914235,0.00018031642,0.12993522,0.0002881506,0.000022365184],"about_ca_topic_score_codex":0.011472414,"about_ca_topic_score_gemma":0.005442932,"teacher_disagreement_score":0.011472414,"about_ca_system_score_codex":0.0023808212,"about_ca_system_score_gemma":0.0021793032,"threshold_uncertainty_score":0.022811234},"labels":[],"label_agreement":null},{"id":"W2094028845","doi":"10.1142/s0219024903001888","title":"A CONTINUOUS-TIME REEXAMINATION OF DOLLAR-COST AVERAGING","year":2003,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":false,"ca_institutions":"York University","funders":"","keywords":"Liberian dollar; Economics; Inefficiency; Purchasing; Mathematical economics; Financial economics; Actuarial science; Microeconomics; Finance","score_opus":0.00768153331532819,"score_gpt":0.2105557638844908,"score_spread":0.2028742305691626,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2094028845","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0388497,0.01636808,0.72486246,0.046094384,0.0028275352,0.00012069989,0.00027926895,0.00031766828,0.17028013],"genre_scores_gemma":[0.7888694,0.009311889,0.1737414,0.0071273083,0.0042403713,0.00029972327,0.000108399305,0.0002841926,0.016017355],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99743277,0.0009584352,0.00015301502,0.0005305613,0.000783973,0.0001413295],"domain_scores_gemma":[0.99299544,0.00421017,0.00055922585,0.0011537697,0.0008336498,0.00024783047],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004924251,0.0014373297,0.00093583285,0.0018248153,0.0014069283,0.0038381238,0.0021666412,0.002815325,0.004668762],"category_scores_gemma":[0.020053077,0.00046313263,0.0013781873,0.0015227034,0.013846039,0.013137051,0.0026992,0.010453848,0.0006428625],"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":[0.000008416646,0.00000965218,0.00008462059,0.000014302757,0.0000034204957,0.000029008212,0.000067919114,0.0006715876,0.00008687857,0.9951479,0.00045204142,0.0034242952],"study_design_scores_gemma":[0.000007673422,0.000033857727,0.00021460625,0.00005731859,0.00000862699,0.00007635547,0.000032506145,0.011417735,0.00023472848,0.97458535,0.013315983,0.00001539524],"about_ca_topic_score_codex":0.0017890766,"about_ca_topic_score_gemma":0.00061798084,"teacher_disagreement_score":0.004924251,"about_ca_system_score_codex":0.0029625415,"about_ca_system_score_gemma":0.0012624448,"threshold_uncertainty_score":0.026042223},"labels":[],"label_agreement":null},{"id":"W2094165722","doi":"10.1016/j.ejor.2004.07.007","title":"Price limits and capital requirements of futures clearinghouses","year":2004,"lang":"en","type":"article","venue":"European Journal of Operational Research","topic":"Stochastic processes and financial applications","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":"McMaster University; Concordia University","funders":"Concordia University; Ottawa Hospital Research Institute","keywords":"Futures contract; Economics; Market liquidity; Capital requirement; Capital (architecture); Financial economics; Econometrics; Monetary economics; Microeconomics","score_opus":0.1272917525481836,"score_gpt":0.32833223487012025,"score_spread":0.20104048232193666,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2094165722","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9164808,0.00041931838,0.0688369,0.0007530985,0.00003498503,0.000044232052,0.0003302966,0.00018008724,0.012920376],"genre_scores_gemma":[0.9942855,0.000091247624,0.0031455373,0.000017187962,0.000024574872,0.000017200882,0.00021461718,0.000040756386,0.0021633727],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.997741,0.00073674077,0.0002037508,0.00024933708,0.0006769313,0.00039229373],"domain_scores_gemma":[0.95302665,0.035666015,0.004620646,0.0019149937,0.003120809,0.0016509434],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004144775,0.00046194126,0.000988152,0.0010684177,0.0006761649,0.0034610953,0.0015861931,0.001514278,0.0062784734],"category_scores_gemma":[0.056101255,0.0007675363,0.00050406466,0.0007385697,0.0011774494,0.006052101,0.0010083412,0.0014560333,0.0004851746],"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":[0.0021850339,0.00034482527,0.0097272135,0.00017646418,0.000056958797,0.0013878989,0.0007683507,0.5604174,0.026975347,0.3563085,0.0032615021,0.038390502],"study_design_scores_gemma":[0.00009056818,0.00018418662,0.004452123,0.000027202004,0.000024010908,0.000378545,0.0001683573,0.81796116,0.007440102,0.1677593,0.0014687326,0.000045687226],"about_ca_topic_score_codex":0.0013560958,"about_ca_topic_score_gemma":0.0009163735,"teacher_disagreement_score":0.0062784734,"about_ca_system_score_codex":0.0011013373,"about_ca_system_score_gemma":0.00093790283,"threshold_uncertainty_score":0.021919906},"labels":[],"label_agreement":null},{"id":"W2094571222","doi":"10.1109/ipdps.2008.4536452","title":"Parallel option pricing with Fourier Space Time-stepping method on Graphics Processing Units","year":2008,"lang":"en","type":"article","venue":"Proceedings - IEEE International Parallel and Distributed Processing Symposium","topic":"Stochastic processes and financial applications","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 Toronto","funders":"","keywords":"Computer science; Graphics; Valuation of options; Range (aeronautics); Computational finance; Graphics processing unit; Fourier transform; Parallel computing; Mathematical optimization; Computational science; Computer graphics (images); Finance; Mathematics; Economics","score_opus":0.03488705910142149,"score_gpt":0.251743064700783,"score_spread":0.21685600559936152,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2094571222","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.017045505,0.00010536341,0.97982466,0.00010201746,0.000051449973,0.00004205897,0.000032303233,0.0003626791,0.0024338746],"genre_scores_gemma":[0.17798543,0.0001690482,0.8187926,0.000051762723,0.00004002008,0.00011981129,0.0000988307,0.00012710206,0.002615335],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997588,0.00006881575,0.000016425161,0.000020757336,0.00011442193,0.000020806763],"domain_scores_gemma":[0.9996032,0.00016456387,0.000024424453,0.00006342197,0.0001185057,0.000025986732],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004751189,0.00038785065,0.0005673389,0.00039844282,0.00033174417,0.0005858542,0.0009526391,0.0005233904,0.0019956012],"category_scores_gemma":[0.0016829803,0.00018751113,0.00055996655,0.0007353426,0.0003725853,0.00061874726,0.0005192816,0.0007027887,0.00042121037],"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":[0.00020372348,0.00013107057,0.0014542176,0.0000902658,0.0000854027,0.0003778162,0.0001156032,0.67137074,0.016424963,0.11582409,0.0049775806,0.1889446],"study_design_scores_gemma":[0.000011495689,0.000008275558,0.00005965942,0.0000015621744,0.0000019729791,0.0000265512,0.0000023796679,0.9948906,0.00072026264,0.003614907,0.0006585652,0.0000037982077],"about_ca_topic_score_codex":0.0043643955,"about_ca_topic_score_gemma":0.0031087159,"teacher_disagreement_score":0.0043643955,"about_ca_system_score_codex":0.00034779,"about_ca_system_score_gemma":0.0008961624,"threshold_uncertainty_score":0.008678019},"labels":[],"label_agreement":null},{"id":"W2094641739","doi":"10.4153/cmb-2010-046-2","title":"On Some Stochastic Perturbations of Semilinear Evolution Equations","year":2010,"lang":"en","type":"article","venue":"Canadian Mathematical Bulletin","topic":"Stochastic processes and financial applications","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":"Mathematics; Lipschitz continuity; Banach space; Evolution equation; Mathematical analysis; Space (punctuation); Applied mathematics","score_opus":0.015613339058482613,"score_gpt":0.20520114147205146,"score_spread":0.18958780241356885,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2094641739","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.47894666,0.0012109617,0.4887037,0.0038223893,0.000358604,0.00015527547,0.00024069635,0.00028823465,0.026273403],"genre_scores_gemma":[0.9784958,0.0003774565,0.010835945,0.0002584994,0.00012889145,0.00007363623,0.00007980142,0.0000368089,0.009713255],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99940157,0.0002311742,0.000033732773,0.000087358414,0.00019627975,0.000049945265],"domain_scores_gemma":[0.99894875,0.00031262147,0.00030450974,0.00005733427,0.00023888666,0.0001378816],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010117322,0.0007537542,0.00072519924,0.0005561583,0.0004518037,0.0011957109,0.00055265217,0.0012047493,0.0017910403],"category_scores_gemma":[0.0030637283,0.0003004032,0.00073733827,0.00027615685,0.0013938235,0.0012788824,0.0013402355,0.0011567578,0.00015485239],"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":[0.00023947925,0.00008154965,0.001994091,0.0001890058,0.0001251402,0.0014978271,0.0004627996,0.3405425,0.053727485,0.59332323,0.0017630464,0.006053766],"study_design_scores_gemma":[0.000020010852,0.000099230296,0.0008375212,0.000017166358,0.000018080402,0.0001847655,0.00008808404,0.9338162,0.0025431511,0.060923833,0.0014262567,0.000025643061],"about_ca_topic_score_codex":0.003284135,"about_ca_topic_score_gemma":0.001303536,"teacher_disagreement_score":0.003284135,"about_ca_system_score_codex":0.0012227875,"about_ca_system_score_gemma":0.00070957845,"threshold_uncertainty_score":0.008871973},"labels":[],"label_agreement":null},{"id":"W2094785254","doi":"10.2139/ssrn.1351964","title":"Optimal Acquisition of a Partially Hedgeable House","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Quest University Canada","funders":"","keywords":"Political science","score_opus":0.01206471517461672,"score_gpt":0.217019347328322,"score_spread":0.2049546321537053,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2094785254","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7792577,0.000325507,0.20255281,0.0017765291,0.00006800086,0.00009962779,0.00022784766,0.00045584294,0.015236152],"genre_scores_gemma":[0.98708016,0.00006357466,0.008759384,0.000028314398,0.000019317731,0.000014339285,0.00005010079,0.000018784644,0.0039660158],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996729,0.00008024112,0.00001591441,0.000086615175,0.00004970714,0.000094552655],"domain_scores_gemma":[0.9988232,0.0004932311,0.00017104714,0.00015949643,0.00012536041,0.00022754763],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00066452805,0.00031888662,0.0012437725,0.0002841902,0.00041008316,0.0013144147,0.00061297335,0.001610516,0.0057535786],"category_scores_gemma":[0.0033610621,0.00046910008,0.00034773743,0.00029530772,0.00081874814,0.0021891303,0.0011883785,0.0007869918,0.00040857264],"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":[0.0024173078,0.0006061382,0.008806231,0.00032552154,0.00016401862,0.0020233954,0.0003683025,0.45467395,0.055655867,0.3452119,0.009150445,0.120597005],"study_design_scores_gemma":[0.00014445375,0.0004455587,0.0032752063,0.000017859096,0.0000415953,0.0002631914,0.0001374591,0.91148096,0.0050833733,0.0774147,0.0016617465,0.00003394544],"about_ca_topic_score_codex":0.0015350794,"about_ca_topic_score_gemma":0.001146415,"teacher_disagreement_score":0.0057535786,"about_ca_system_score_codex":0.00070658734,"about_ca_system_score_gemma":0.00095924555,"threshold_uncertainty_score":0.019247651},"labels":[],"label_agreement":null},{"id":"W2095201842","doi":"10.1016/j.insmatheco.2006.05.001","title":"Pricing exotic options under regime switching","year":2006,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":134,"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":"Luonnontieteiden ja Tekniikan Tutkimuksen Toimikunta; Natural Sciences and Engineering Research Council of Canada; University of Waterloo","keywords":"Asian option; Exotic option; Valuation of options; Volatility (finance); Economics; Asset (computer security); Call option; Black–Scholes model; Econometrics; Markov chain; Trinomial tree; Geometric Brownian motion; Financial economics; Mathematics; Computer science; Diffusion process; Statistics","score_opus":0.030629400070702344,"score_gpt":0.20670720536232795,"score_spread":0.17607780529162562,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2095201842","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7769829,0.0007097427,0.21119969,0.0014054757,0.00021022354,0.000030074201,0.000057969704,0.00022494559,0.009178996],"genre_scores_gemma":[0.9922769,0.00022041552,0.004448249,0.00008432377,0.0001816337,0.000013951855,0.000027307735,0.00003105366,0.0027159874],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991755,0.00038229974,0.000047407964,0.00010106554,0.0001670292,0.00012674331],"domain_scores_gemma":[0.9931299,0.004046036,0.0010938444,0.0004728809,0.00034218648,0.0009151892],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032602963,0.0004939667,0.0012973691,0.0010508207,0.0005952329,0.0034164183,0.0010436001,0.0020697038,0.0037179762],"category_scores_gemma":[0.011852356,0.0006015337,0.0011642977,0.0008584101,0.0025303252,0.0057817977,0.002146792,0.0025695383,0.00015891099],"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":[0.00025483593,0.00007319395,0.0018463905,0.00005444938,0.00007595768,0.0004902191,0.00015996971,0.05445496,0.0029869666,0.9331932,0.0005829946,0.0058268276],"study_design_scores_gemma":[0.000058854377,0.000055595603,0.0007806004,0.000008059309,0.000022494554,0.0002341656,0.00003873009,0.5710285,0.00029054674,0.42714655,0.00030840014,0.000027479517],"about_ca_topic_score_codex":0.00036150665,"about_ca_topic_score_gemma":0.0003241134,"teacher_disagreement_score":0.0037179762,"about_ca_system_score_codex":0.0007889806,"about_ca_system_score_gemma":0.000371664,"threshold_uncertainty_score":0.017242312},"labels":[],"label_agreement":null},{"id":"W2095560725","doi":"10.3390/jrfm8010002","title":"State Prices and Implementation of the Recovery Theorem","year":2015,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":13,"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":"Derivative (finance); Equity (law); Index (typography); Financial market; Distribution (mathematics); Value (mathematics); Economics; Market price; Mathematical economics; State (computer science); Measure (data warehouse); Derivatives market; Econometrics; Financial economics; Computer science; Microeconomics; Mathematics; Finance; Data mining; Algorithm","score_opus":0.013507055169875054,"score_gpt":0.22518526617501003,"score_spread":0.21167821100513498,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2095560725","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.016746424,0.000096419026,0.9545563,0.0012674809,0.000099421835,0.00007258653,0.00008681739,0.0006776137,0.02639691],"genre_scores_gemma":[0.7067651,0.00025679596,0.28014573,0.0003331227,0.00015190199,0.00026873426,0.00016302253,0.0002319779,0.011683569],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99666613,0.0010317677,0.00027079092,0.0005435328,0.0011251065,0.0003626587],"domain_scores_gemma":[0.99327964,0.0032136114,0.00047641777,0.00194844,0.0009134455,0.00016849265],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005392091,0.00046545168,0.00079074746,0.0007908205,0.00079380284,0.0026567008,0.0024980807,0.0018954733,0.01034012],"category_scores_gemma":[0.019336177,0.00036310044,0.0010076785,0.00057547604,0.0038568585,0.0060431357,0.002722035,0.002815008,0.0020390665],"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":[0.000020097383,0.000018930137,0.00012099784,0.000016596043,0.0000047040326,0.000056689787,0.00008566395,0.008607711,0.0005168062,0.9829556,0.0003804292,0.0072157094],"study_design_scores_gemma":[0.000030607873,0.000054682994,0.00010082404,0.000020602272,0.0000074860463,0.00006640158,0.000033286185,0.13785964,0.0017948836,0.8569387,0.0030705612,0.000022310129],"about_ca_topic_score_codex":0.0012512411,"about_ca_topic_score_gemma":0.000550678,"teacher_disagreement_score":0.01034012,"about_ca_system_score_codex":0.001396407,"about_ca_system_score_gemma":0.0017582756,"threshold_uncertainty_score":0.03459114},"labels":[],"label_agreement":null},{"id":"W2096136597","doi":"","title":"The Jackknife Estimator for Estimating Volatility of Volatility of a Stock","year":2002,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Northern British Columbia","funders":"","keywords":"Jackknife resampling; Econometrics; Volatility (finance); Estimator; Mathematics; Forward volatility; Stock (firearms); Statistics; Economics; Stochastic volatility; Engineering","score_opus":0.05667814032325771,"score_gpt":0.2501338960598366,"score_spread":0.1934557557365789,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2096136597","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.022185255,0.00038781206,0.97650844,0.000058739453,0.000047034737,0.000029041168,0.00008648282,0.00029651303,0.00040064775],"genre_scores_gemma":[0.40960717,0.00095054077,0.58299094,0.00022027783,0.00020742246,0.00023946977,0.0014629805,0.00034259306,0.0039785216],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9934402,0.004091025,0.0003649251,0.00095239363,0.0008339671,0.0003175366],"domain_scores_gemma":[0.9785211,0.014884301,0.0016684878,0.0026991367,0.0018553832,0.0003714498],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010856766,0.00070034934,0.0021436622,0.0018921773,0.00091883464,0.0018281717,0.002528569,0.0017282631,0.0019346927],"category_scores_gemma":[0.064531334,0.0013096413,0.0011977147,0.0014935575,0.0010676399,0.0031890857,0.0016269906,0.0024300271,0.00079007033],"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":[0.0009390261,0.0003634911,0.042168032,0.0004597636,0.0023831928,0.000456107,0.00046317786,0.4592591,0.006082775,0.09120753,0.0048902277,0.39132756],"study_design_scores_gemma":[0.00007666892,0.00018861478,0.009763697,0.000103223436,0.00019462155,0.0005115843,0.0001066499,0.92173797,0.0037512926,0.059734598,0.0037283401,0.000102660706],"about_ca_topic_score_codex":0.0053577665,"about_ca_topic_score_gemma":0.005940154,"teacher_disagreement_score":0.010856766,"about_ca_system_score_codex":0.000582453,"about_ca_system_score_gemma":0.0019116519,"threshold_uncertainty_score":0.057416737},"labels":[],"label_agreement":null},{"id":"W2096247278","doi":"10.1016/j.spa.2011.09.007","title":"On the distribution of exponential functionals for Lévy processes with jumps of rational transform","year":2011,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":34,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Laplace transform; Exponential function; Laplace distribution; Exponent; Exponential distribution; Distribution (mathematics); Mellin transform; Natural exponential family; Lévy process; Gamma distribution; Exponential formula; Mathematical analysis; Applied mathematics; Double exponential function; Statistics","score_opus":0.03279269181359962,"score_gpt":0.20625294976463476,"score_spread":0.17346025795103515,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2096247278","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.20487772,0.00878858,0.7625657,0.004943647,0.00043660955,0.00009789984,0.00036771118,0.000244613,0.017677635],"genre_scores_gemma":[0.9347353,0.008768484,0.040508382,0.0008226857,0.0014852564,0.00018726509,0.00067126,0.00031548907,0.012505944],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99825794,0.0008540632,0.000096241674,0.0002659843,0.00032746972,0.00019825045],"domain_scores_gemma":[0.9689951,0.024439123,0.0016627819,0.0008091176,0.0023572661,0.0017365619],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009673729,0.0019405715,0.0025585152,0.0046435357,0.0011892142,0.004960063,0.0030946543,0.0037600102,0.0055187815],"category_scores_gemma":[0.045248307,0.0014472634,0.00200545,0.0030374422,0.007366885,0.008781604,0.0034499837,0.0050237854,0.00062393694],"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":[0.00007537575,0.000058357396,0.0007931513,0.00010166855,0.00004779254,0.00016542347,0.0002564517,0.01827025,0.0010535759,0.974098,0.0010687975,0.0040109926],"study_design_scores_gemma":[0.000048321108,0.00003742839,0.0007979898,0.00006617675,0.000029858422,0.00015570733,0.00010902858,0.24414657,0.00030924103,0.7532209,0.0010210606,0.000057668774],"about_ca_topic_score_codex":0.0028617163,"about_ca_topic_score_gemma":0.0015262513,"teacher_disagreement_score":0.009673729,"about_ca_system_score_codex":0.0025129153,"about_ca_system_score_gemma":0.0019507934,"threshold_uncertainty_score":0.051160157},"labels":[],"label_agreement":null},{"id":"W2096696716","doi":"10.2139/ssrn.1703906","title":"Monte Carlo Approximations of American Options that Preserve Monotonicity and Convexity","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"HEC Montréal","funders":"","keywords":"Convexity; Monotonic function; Monte Carlo method; Mathematical economics; Approximations of π; Applied mathematics; Mathematics; Statistical physics; Econometrics; Economics; Statistics; Financial economics; Mathematical analysis; Physics","score_opus":0.0152745607733828,"score_gpt":0.22433107429034213,"score_spread":0.20905651351695934,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2096696716","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10352821,0.0008448165,0.8832733,0.0009429809,0.00013679801,0.00008000976,0.000112354326,0.00028684942,0.010794681],"genre_scores_gemma":[0.8090123,0.0008437753,0.18203616,0.00042559268,0.00021483113,0.00025303956,0.0004042951,0.00036620098,0.0064437175],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99819356,0.0011376707,0.00007405799,0.0001178571,0.00031453508,0.00016245738],"domain_scores_gemma":[0.967602,0.026849002,0.0016519446,0.0015773929,0.001422305,0.0008972778],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006829189,0.0010306333,0.0016293025,0.0019992762,0.0011572812,0.0024658556,0.0018642143,0.0025979525,0.002887153],"category_scores_gemma":[0.045610864,0.0014620082,0.001245756,0.0015630658,0.0028218064,0.0032279415,0.0022906698,0.00377769,0.0003766309],"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":[0.00012487176,0.00007296045,0.00097035104,0.00004184148,0.00005073312,0.00010501817,0.000106754895,0.7155406,0.00053627574,0.27527493,0.0008306579,0.0063451044],"study_design_scores_gemma":[0.000010961259,0.000007912661,0.0000826767,0.000011841463,0.000004706603,0.000017389828,0.000006968191,0.96349007,0.00007834566,0.03608674,0.00019542934,0.0000069274674],"about_ca_topic_score_codex":0.007845323,"about_ca_topic_score_gemma":0.008901968,"teacher_disagreement_score":0.007845323,"about_ca_system_score_codex":0.0018333294,"about_ca_system_score_gemma":0.0019084556,"threshold_uncertainty_score":0.0361166},"labels":[],"label_agreement":null},{"id":"W2096807941","doi":"10.1016/j.spa.2012.11.001","title":"On the density of the supremum of a stable process","year":2012,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Infimum and supremum; Mathematics; Representation (politics); Convergence (economics); Mellin transform; Series (stratigraphy); Process (computing); Applied mathematics; Stable process; Calculus (dental); Stochastic process; Mathematical analysis; Computer science; Laplace transform; Statistics","score_opus":0.019934753786636988,"score_gpt":0.21412862482289044,"score_spread":0.19419387103625346,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2096807941","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.101614736,0.004485968,0.87425864,0.0034673386,0.0004471612,0.00006963711,0.00027871187,0.00023216911,0.0151456315],"genre_scores_gemma":[0.89924836,0.008306624,0.075228065,0.0010617218,0.0027598161,0.00033281403,0.0006262017,0.00043560946,0.012000649],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9972907,0.0015650092,0.00014256021,0.00036863858,0.00044562793,0.00018752324],"domain_scores_gemma":[0.93356407,0.054883864,0.0025645737,0.0015313484,0.0044767605,0.002979439],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010327987,0.0016906003,0.0027208212,0.004765228,0.0012541381,0.0043163435,0.0025689625,0.0032177134,0.00723651],"category_scores_gemma":[0.05994416,0.0012490102,0.0016349031,0.0031145345,0.008680732,0.010023681,0.003551601,0.0047771786,0.00071151037],"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":[0.00006140216,0.0000395963,0.000572612,0.00012157546,0.000035481913,0.0001024952,0.00019110787,0.012629401,0.0008692075,0.98041254,0.0009337574,0.0040307343],"study_design_scores_gemma":[0.00002342374,0.000048004036,0.0006329629,0.00007522379,0.000029132028,0.00013160678,0.00007440699,0.20736767,0.0003586533,0.79027027,0.0009424822,0.000046188103],"about_ca_topic_score_codex":0.0021361928,"about_ca_topic_score_gemma":0.0010720448,"teacher_disagreement_score":0.010327987,"about_ca_system_score_codex":0.0019031008,"about_ca_system_score_gemma":0.0017562129,"threshold_uncertainty_score":0.054620206},"labels":[],"label_agreement":null},{"id":"W2097710222","doi":"10.1007/s10959-009-0237-3","title":"Stochastic Heat Equation with Multiplicative Fractional-Colored Noise","year":2009,"lang":"en","type":"article","venue":"Journal of Theoretical Probability","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Mathematics; Poisson kernel; Heat kernel; Heat equation; Kernel (algebra); Mathematical analysis; Brownian motion; Multiplicative noise; Fractional Brownian motion; Multiplicative function; Moment (physics); Combinatorics; Mathematical physics; Physics; Statistics","score_opus":0.02401527830011124,"score_gpt":0.23944598001288664,"score_spread":0.2154307017127754,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2097710222","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13374597,0.0017777733,0.8289647,0.004493961,0.0027790412,0.00012466492,0.0002972673,0.0003892687,0.027427305],"genre_scores_gemma":[0.9260561,0.0009148311,0.021046877,0.0007766411,0.0010364754,0.00010507568,0.00016413286,0.00014737292,0.049752526],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989177,0.00035340377,0.000053305885,0.00022483962,0.00026920304,0.00018150092],"domain_scores_gemma":[0.99706787,0.0014180902,0.00031991172,0.00021230872,0.0005942375,0.00038756916],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016914835,0.001561257,0.0026251313,0.0017774437,0.0011406227,0.003267075,0.00244504,0.004229834,0.0040730615],"category_scores_gemma":[0.0069861948,0.0009075392,0.002209916,0.0012445836,0.004364433,0.0047362945,0.0033960282,0.0025245682,0.00037361414],"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":[0.00013852771,0.0001048263,0.0007502198,0.000109438544,0.00010723116,0.0005956344,0.00016247184,0.25687233,0.004839715,0.7315461,0.0016399242,0.003133494],"study_design_scores_gemma":[0.000039476916,0.000023856823,0.00028231277,0.000008871407,0.00003888858,0.00013480346,0.000034436423,0.90744513,0.0004759721,0.09077925,0.0006835776,0.000053284002],"about_ca_topic_score_codex":0.005920856,"about_ca_topic_score_gemma":0.0024136833,"teacher_disagreement_score":0.005920856,"about_ca_system_score_codex":0.00210565,"about_ca_system_score_gemma":0.0017637165,"threshold_uncertainty_score":0.015277684},"labels":[],"label_agreement":null},{"id":"W2097988819","doi":"10.1007/s00245-003-0772-8","title":"Convergence of Nonlinear Filters for Randomly Perturbed Dynamical Systems","year":2003,"lang":"en","type":"article","venue":"Applied Mathematics & Optimization","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"","keywords":"Mathematics; Ergodic theory; Nonlinear system; Convergence (economics); Perturbation (astronomy); Dynamical systems theory; Applied mathematics; Limiting; Filter (signal processing); Control theory (sociology); Markov process; Nonlinear dynamical systems; Dynamical system (definition); Mathematical analysis; Computer science; Statistics; Physics","score_opus":0.01924949340587328,"score_gpt":0.21580340873265527,"score_spread":0.19655391532678199,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2097988819","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.063148156,0.0006994188,0.9291979,0.0006681511,0.00016920215,0.000051326184,0.00006782989,0.00015822957,0.005839815],"genre_scores_gemma":[0.896546,0.0017552895,0.078895554,0.00029963054,0.00028909324,0.00025310303,0.00028889894,0.00020434643,0.021468135],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99902856,0.00040611337,0.000054459386,0.00018161284,0.00022945626,0.00009977191],"domain_scores_gemma":[0.991531,0.00605186,0.00077145675,0.00026364604,0.001147783,0.00023420846],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028326092,0.0011593291,0.0012044711,0.0014589882,0.00063222426,0.0019546945,0.00083557935,0.0018168292,0.0022173168],"category_scores_gemma":[0.015471367,0.0006114344,0.00093568437,0.00045670648,0.002229344,0.0020303358,0.0018836654,0.0013371247,0.00031924743],"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":[0.00029377366,0.00007877006,0.0010638915,0.0002478531,0.00015393732,0.00018235219,0.00032134796,0.6951906,0.008573501,0.27205488,0.0013491897,0.020489793],"study_design_scores_gemma":[0.000010277652,0.000021998376,0.00015064605,0.00000880366,0.0000074513464,0.000025975927,0.00001605767,0.96586514,0.00056649325,0.033005208,0.0003103797,0.000011537086],"about_ca_topic_score_codex":0.0046838294,"about_ca_topic_score_gemma":0.0018131798,"teacher_disagreement_score":0.0046838294,"about_ca_system_score_codex":0.0014195099,"about_ca_system_score_gemma":0.0011411993,"threshold_uncertainty_score":0.014980435},"labels":[],"label_agreement":null},{"id":"W2099692246","doi":"10.1109/acssc.1995.540910","title":"Filtering a discrete time price process","year":2002,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Logarithm; Discrete time and continuous time; Markov process; Component (thermodynamics); Volatility (finance); Stochastic volatility; Hidden Markov model; Computer science; Process (computing); Stochastic process; Mathematics; Applied mathematics; Econometrics; Mathematical optimization; Statistics; Artificial intelligence; Mathematical analysis","score_opus":0.025883201478216506,"score_gpt":0.21115877677042913,"score_spread":0.1852755752922126,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2099692246","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02743839,0.00020528973,0.9699182,0.0003975837,0.00021671774,0.000023214116,0.00012573594,0.00024677586,0.0014282216],"genre_scores_gemma":[0.79515994,0.0014784703,0.19061172,0.00043166353,0.00062754174,0.00010689457,0.0006695004,0.00008161929,0.010832624],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991844,0.000118043085,0.00004643812,0.00026857862,0.00030946804,0.00007306034],"domain_scores_gemma":[0.9988267,0.00064354663,0.00015543433,0.00013892695,0.0001890679,0.00004634536],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010807799,0.0004103919,0.0007012215,0.0006205066,0.00035499485,0.0017289541,0.0006105804,0.0015149927,0.0024926034],"category_scores_gemma":[0.0057295295,0.0003298422,0.0006668532,0.00073937845,0.00061398046,0.0013910711,0.00059157785,0.0013373903,0.0007058827],"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":[0.00054639997,0.00024240364,0.0052375416,0.0004030784,0.00016827832,0.0008044423,0.00037133376,0.42503712,0.04883899,0.2654782,0.005065272,0.2478071],"study_design_scores_gemma":[0.00002451448,0.00004158695,0.00076431344,0.00001128283,0.000019005462,0.00010142063,0.000014320651,0.9605529,0.004160179,0.031720642,0.0025720533,0.000017853843],"about_ca_topic_score_codex":0.003696627,"about_ca_topic_score_gemma":0.0016288412,"teacher_disagreement_score":0.003696627,"about_ca_system_score_codex":0.00072310783,"about_ca_system_score_gemma":0.0006770242,"threshold_uncertainty_score":0.008338571},"labels":[],"label_agreement":null},{"id":"W2100121079","doi":"10.1007/s10998-010-3001-7","title":"Random walk and Brownian local times in Wiener sheets: A tribute to my almost surely most visited 75 years young best friends, Endre Csáki and Pál Révész","year":2010,"lang":"en","type":"article","venue":"Periodica Mathematica Hungarica","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"","keywords":"Mathematics; Random walk; Brownian motion; Tribute; Combinatorics; Art history; Statistics; Art","score_opus":0.008718417338071244,"score_gpt":0.21046534774197684,"score_spread":0.2017469304039056,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2100121079","genre_codex":"commentary","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0132950265,0.25098935,0.03840526,0.6307103,0.03550746,0.000019859997,0.00019811733,0.00014126505,0.030733276],"genre_scores_gemma":[0.33516026,0.22368768,0.0500903,0.10509133,0.15003304,0.0001320451,0.00040917308,0.0009399276,0.13445625],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991518,0.0003173311,0.000051464493,0.00021919697,0.0002024028,0.000057767593],"domain_scores_gemma":[0.993802,0.0035238343,0.000286398,0.00041034026,0.0012113082,0.0007661148],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030274822,0.0007281049,0.0012723149,0.0014065291,0.0016858798,0.00534053,0.0011467115,0.0033878877,0.003911842],"category_scores_gemma":[0.017057281,0.00046403165,0.0007092502,0.0015727415,0.0057489793,0.008933504,0.0022377232,0.009842651,0.0025404477],"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":[0.00006922439,0.000058797395,0.0008748383,0.00015423917,0.000054872766,0.00015953033,0.0007140812,0.0012474653,0.00027763503,0.64916915,0.31484723,0.03237285],"study_design_scores_gemma":[0.000033081993,0.000023728739,0.0011708981,0.00020282943,0.00002409345,0.00029400957,0.00042977012,0.00382921,0.0001997822,0.7961459,0.197583,0.00006375675],"about_ca_topic_score_codex":0.0017201474,"about_ca_topic_score_gemma":0.0014328088,"teacher_disagreement_score":0.00534053,"about_ca_system_score_codex":0.0016581228,"about_ca_system_score_gemma":0.0010475173,"threshold_uncertainty_score":0.01601106},"labels":[],"label_agreement":null},{"id":"W2101215386","doi":"10.1080/14697680902950821","title":"Johnson binomial trees","year":2009,"lang":"ca","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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":"HEC Montréal","funders":"","keywords":"Kurtosis; Binomial options pricing model; Skewness; Mathematics; Jump diffusion; Econometrics; Binomial (polynomial); Valuation of options; Applied mathematics; Mathematical economics; Jump; Statistics","score_opus":0.0403082322003632,"score_gpt":0.27450379970490274,"score_spread":0.23419556750453954,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2101215386","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0344542,0.0011141092,0.9232817,0.0005421663,0.00025893183,0.00009508724,0.000335044,0.00042432226,0.03949445],"genre_scores_gemma":[0.5182315,0.0022344724,0.44012985,0.00063669647,0.00043243606,0.00024920696,0.0006674431,0.00023044195,0.037187938],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989837,0.00029787273,0.00005283007,0.00013670341,0.00035043998,0.0001783367],"domain_scores_gemma":[0.9983778,0.00082421984,0.00011840479,0.00015766159,0.00037885053,0.00014307497],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016741212,0.00030935952,0.00088479434,0.002168702,0.0014511151,0.0024385299,0.0011136789,0.0008804364,0.0090947095],"category_scores_gemma":[0.006957586,0.00047470382,0.0010725157,0.002186994,0.0010720738,0.0027124395,0.0013020942,0.001475565,0.0020637861],"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":[0.000036592322,0.000024686678,0.00068743405,0.00003304246,0.000017154092,0.0000945124,0.0000927928,0.029869502,0.0006011961,0.91954166,0.0034474784,0.045554034],"study_design_scores_gemma":[0.000027486489,0.000029685989,0.00033985314,0.00002993109,0.000014857729,0.00020800818,0.00004779582,0.29386625,0.00043111722,0.68952,0.015450405,0.00003458577],"about_ca_topic_score_codex":0.0037474476,"about_ca_topic_score_gemma":0.004643428,"teacher_disagreement_score":0.0090947095,"about_ca_system_score_codex":0.0010715751,"about_ca_system_score_gemma":0.0011429965,"threshold_uncertainty_score":0.030424833},"labels":[],"label_agreement":null},{"id":"W2101284834","doi":"10.1093/rof/rfu023","title":"Jump-Diffusion Long-Run Risks Models, Variance Risk Premium, and Volatility Dynamics","year":2014,"lang":"en","type":"article","venue":"European Finance Review","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":21,"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":"Variance risk premium; Volatility (finance); Volatility risk premium; Econometrics; Jump; Variance (accounting); Jump diffusion; Risk premium; Economics; Variance swap; Diffusion; Stochastic volatility; Financial economics; Physics; Thermodynamics","score_opus":0.03676970299732408,"score_gpt":0.2354136667366808,"score_spread":0.19864396373935672,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2101284834","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.43598044,0.009746987,0.5237362,0.007688931,0.00049967214,0.00006195408,0.000505825,0.00056760135,0.021212384],"genre_scores_gemma":[0.98905444,0.0017866564,0.0050203535,0.00012856112,0.00019873463,0.000019211653,0.00016133007,0.000037932674,0.0035928017],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994772,0.00018595599,0.000030310484,0.000093468436,0.00011718124,0.000095842144],"domain_scores_gemma":[0.9966365,0.00217337,0.0004990777,0.00016419348,0.00032110143,0.00020560919],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002196814,0.0009803902,0.0009485323,0.0011336813,0.0003556179,0.0021001177,0.0013753494,0.0023145084,0.0024295615],"category_scores_gemma":[0.0073516984,0.00040289463,0.0012094163,0.00072496326,0.0012369397,0.002711003,0.0012205063,0.0020662467,0.0002584434],"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":[0.000055723598,0.00007323388,0.0076599387,0.00012045082,0.00018824355,0.0002893259,0.00013939664,0.5140368,0.001698568,0.4643043,0.0022641246,0.009169932],"study_design_scores_gemma":[0.000021008735,0.000034561588,0.002121625,0.000024712022,0.00006177973,0.000090588714,0.000035582325,0.7453616,0.0003040757,0.25077027,0.0011471999,0.000027015858],"about_ca_topic_score_codex":0.005966445,"about_ca_topic_score_gemma":0.0023847087,"teacher_disagreement_score":0.005966445,"about_ca_system_score_codex":0.0010793204,"about_ca_system_score_gemma":0.00067618524,"threshold_uncertainty_score":0.01186347},"labels":[],"label_agreement":null},{"id":"W2101736936","doi":"10.1098/rspa.2004.1366","title":"Wiener chaos and the Cox–Ingersoll–Ross model","year":2004,"lang":"en","type":"article","venue":"Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences","topic":"Stochastic processes and financial applications","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":"McMaster University","funders":"","keywords":"Mathematics; Gaussian; Applied mathematics; Cox–Ingersoll–Ross model; Representation (politics); Term (time); Chaotic; Statistical physics; Expression (computer science); Affine term structure model; Mathematical physics; Mathematical economics; Pure mathematics; Yield curve; Interest rate; Physics; Quantum mechanics; Computer science; Economics","score_opus":0.01315282190037872,"score_gpt":0.19390011703729773,"score_spread":0.180747295136919,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2101736936","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.33549225,0.003553961,0.59367204,0.004963528,0.000341162,0.00006779933,0.00031840947,0.00026909815,0.06132179],"genre_scores_gemma":[0.96499014,0.0015349563,0.017232856,0.0002516281,0.00029007113,0.0000435586,0.0001175405,0.00004146493,0.015497727],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99971026,0.00009113886,0.0000113465085,0.00004098508,0.000096912874,0.000049326012],"domain_scores_gemma":[0.9993881,0.00026185176,0.00013777328,0.000070375565,0.00007167489,0.000070249764],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009287025,0.00039053088,0.0004280032,0.00063439296,0.00029701967,0.0007849318,0.00056432205,0.0007608402,0.0019263752],"category_scores_gemma":[0.0027764682,0.0001671144,0.00048674812,0.0004923332,0.0010650028,0.0016294065,0.0006999873,0.0008309797,0.00030934802],"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":[0.000010666025,0.000004316016,0.00020037276,0.000010337167,0.000005751327,0.00007110863,0.00005833861,0.022639204,0.0004846964,0.9742861,0.00053023396,0.0016989668],"study_design_scores_gemma":[0.000018336905,0.000028969333,0.00048676177,0.000010271143,0.00000936477,0.00014477017,0.00002795524,0.22387785,0.00033686982,0.77118045,0.003851576,0.00002675602],"about_ca_topic_score_codex":0.0024991992,"about_ca_topic_score_gemma":0.0009882612,"teacher_disagreement_score":0.0024991992,"about_ca_system_score_codex":0.0007430369,"about_ca_system_score_gemma":0.00053313613,"threshold_uncertainty_score":0.006444335},"labels":[],"label_agreement":null},{"id":"W2102254188","doi":"10.1088/1469-7688/3/2/308","title":"A two-state jump model","year":2003,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bank of Canada; University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Jump; Kurtosis; Valuation of options; Mathematics; Econometrics; Implied volatility; Volatility (finance); Stochastic volatility; Variance-gamma distribution; Applied mathematics; Jump process; Statistics","score_opus":0.058224605722092385,"score_gpt":0.27779666280070026,"score_spread":0.21957205707860789,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2102254188","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.070680186,0.0006170532,0.89850146,0.0019669002,0.00026598797,0.000084466126,0.0009296729,0.0005578078,0.026396373],"genre_scores_gemma":[0.90237296,0.0006495272,0.055457134,0.00039824485,0.00026173648,0.00022681992,0.0006350563,0.00010532274,0.03989325],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994272,0.0001493578,0.000027472764,0.0001455491,0.00014946336,0.00010092945],"domain_scores_gemma":[0.9990251,0.00045956636,0.0001411631,0.00011308371,0.00014406965,0.00011701124],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011274527,0.0005565271,0.00093382,0.0007443729,0.00045709102,0.002109458,0.0019946804,0.0024863167,0.011754024],"category_scores_gemma":[0.0029086499,0.00041052225,0.00089585804,0.001005664,0.0011406591,0.0022854458,0.0012617974,0.0022397991,0.0014680903],"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":[0.00007453053,0.00009448202,0.0013752915,0.000060501723,0.00004250357,0.00039515708,0.00016066279,0.29214314,0.0023262145,0.6923201,0.0025155507,0.008491774],"study_design_scores_gemma":[0.00002286474,0.00002412979,0.0002289268,0.000007445221,0.000014117974,0.00006604243,0.000010593678,0.90997785,0.00019609458,0.08734319,0.002087889,0.000020908257],"about_ca_topic_score_codex":0.0032768724,"about_ca_topic_score_gemma":0.0017755589,"teacher_disagreement_score":0.011754024,"about_ca_system_score_codex":0.0007903798,"about_ca_system_score_gemma":0.0008110297,"threshold_uncertainty_score":0.039321184},"labels":[],"label_agreement":null},{"id":"W2102372528","doi":"10.5539/ijef.v5n2p141","title":"Empirical Performance of Option Pricing Models: Evidence from India","year":2013,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Stochastic processes and financial applications","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":"Econometrics; Black–Scholes model; Valuation of options; Economics; Moneyness; Valuation (finance); Index (typography); Benchmark (surveying); Sample (material); Computer science; Volatility (finance); Finance","score_opus":0.05336723136881079,"score_gpt":0.2537516804004977,"score_spread":0.20038444903168695,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2102372528","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9875702,0.0013394809,0.0035254057,0.00088596786,0.000020666763,0.000012563329,0.0003994964,0.000116721625,0.006129407],"genre_scores_gemma":[0.99854636,0.0004510107,0.00046609188,0.000033453613,0.000013995877,0.0000032615442,0.00027995068,0.000010578213,0.00019539458],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9979455,0.00101131,0.00016124378,0.00022445078,0.0004963916,0.00016110744],"domain_scores_gemma":[0.96200615,0.028296294,0.003405201,0.003660278,0.0021716768,0.0004603455],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0047431216,0.00038211353,0.00040884208,0.0016225869,0.00040233906,0.0018837792,0.0012953066,0.0006894187,0.0013600618],"category_scores_gemma":[0.028165516,0.00023607166,0.0008762748,0.0024820606,0.0011586606,0.0014167203,0.00087819475,0.0011658048,0.00036404302],"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":[0.0010630869,0.0007649796,0.669345,0.00048928696,0.0008830193,0.0010722149,0.0019847965,0.19609825,0.00092423917,0.041937787,0.0068833292,0.07855392],"study_design_scores_gemma":[0.00012333908,0.0006478544,0.3649708,0.00025292745,0.00049663766,0.0012312649,0.0020900732,0.5864496,0.002519736,0.03252717,0.008519244,0.00017143249],"about_ca_topic_score_codex":0.010746421,"about_ca_topic_score_gemma":0.0043637455,"teacher_disagreement_score":0.010746421,"about_ca_system_score_codex":0.0008025993,"about_ca_system_score_gemma":0.00063480996,"threshold_uncertainty_score":0.025084257},"labels":[],"label_agreement":null},{"id":"W2104050342","doi":"","title":"The Importance of the Loss Function in Option Pricing","year":2001,"lang":"en","type":"preprint","venue":"Érudit documents and data repository (Érudit Consortium, University of Montreal)","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"","keywords":"Econometrics; Function (biology); Black–Scholes model; Valuation of options; Volatility (finance); Sample (material); Loss function; Economics; Implied volatility; Mathematics; Actuarial science","score_opus":0.017534709596682203,"score_gpt":0.20976234189846585,"score_spread":0.19222763230178364,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2104050342","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19296616,0.009857058,0.7647026,0.01104197,0.0004850527,0.000101862504,0.0002621204,0.0003945892,0.02018861],"genre_scores_gemma":[0.92771953,0.0047407136,0.056888375,0.0008123754,0.0007363693,0.000114555645,0.00028220608,0.00036679837,0.008339046],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9910382,0.0062254993,0.00031748225,0.00064827217,0.0013994048,0.00037121793],"domain_scores_gemma":[0.9155746,0.07049746,0.003179251,0.005156722,0.004500875,0.0010910633],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.022499235,0.0014567343,0.0015853763,0.0018470155,0.0010643866,0.0069365357,0.0018870241,0.0030575348,0.0028333056],"category_scores_gemma":[0.10927759,0.0010722388,0.0013567848,0.0016031738,0.004167018,0.012091234,0.0031548638,0.0050642397,0.0007997067],"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":[0.0009509389,0.0001564427,0.017276445,0.00038333712,0.00024628092,0.00030844565,0.0003713084,0.5447465,0.0018845682,0.31687826,0.002180442,0.11461704],"study_design_scores_gemma":[0.00004912227,0.00023946435,0.0070980694,0.00014012794,0.00005847143,0.00015083597,0.00010932812,0.7886673,0.0012388186,0.19979358,0.0023677351,0.00008708488],"about_ca_topic_score_codex":0.0051595448,"about_ca_topic_score_gemma":0.0022751226,"teacher_disagreement_score":0.022499235,"about_ca_system_score_codex":0.0020673354,"about_ca_system_score_gemma":0.0017391987,"threshold_uncertainty_score":0.11898875},"labels":[],"label_agreement":null},{"id":"W2104188636","doi":"10.2139/ssrn.1993103","title":"Drift Dependence of Optimal Order Execution Strategies Under Transient Price Impact","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"","keywords":"Transient (computer programming); Order (exchange); Computer science; Economics; Econometrics; Finance","score_opus":0.01549660488584862,"score_gpt":0.24853841734095905,"score_spread":0.23304181245511044,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2104188636","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.84233034,0.00035407528,0.15254942,0.0005577472,0.000037986425,0.000033864857,0.0001242068,0.00014882743,0.0038635144],"genre_scores_gemma":[0.9955348,0.00013659755,0.0028549405,0.000021912581,0.000012529176,0.000010645641,0.000048833772,0.000030068977,0.001349573],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99935323,0.00016812913,0.000046157184,0.00009197371,0.00015814693,0.00018251115],"domain_scores_gemma":[0.9819307,0.011901376,0.0031341761,0.000615858,0.0014525817,0.0009654057],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030815674,0.00055617973,0.0010894991,0.0011430777,0.0003934278,0.002008379,0.00096643466,0.0010791591,0.0027854433],"category_scores_gemma":[0.02676933,0.0006833981,0.00058953126,0.0008154891,0.0011147005,0.002297939,0.00079309783,0.0013704977,0.00024562157],"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":[0.0006697361,0.00016680194,0.0074952682,0.000111882844,0.00008571404,0.00065724715,0.00022949994,0.79383904,0.007455553,0.17447153,0.0010760032,0.013741727],"study_design_scores_gemma":[0.000017272454,0.000043834778,0.002182248,0.000008956004,0.000017595765,0.000057731497,0.000040666117,0.9694337,0.0005492477,0.027570112,0.00006271968,0.000015940717],"about_ca_topic_score_codex":0.0028603994,"about_ca_topic_score_gemma":0.002175939,"teacher_disagreement_score":0.0030815674,"about_ca_system_score_codex":0.0012083482,"about_ca_system_score_gemma":0.0016999884,"threshold_uncertainty_score":0.016297042},"labels":[],"label_agreement":null},{"id":"W2104335080","doi":"10.2139/ssrn.2350997","title":"The Fine Structure of Equity-Index Option Dynamics","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Kellogg's (Canada)","funders":"","keywords":"Equity (law); Index (typography); Financial economics; Business; Economics; Actuarial science; Econometrics; Political science; Computer science; Law","score_opus":0.008477960125637314,"score_gpt":0.21784464885872518,"score_spread":0.20936668873308786,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2104335080","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6953661,0.0007195617,0.2763578,0.0017568932,0.000104827326,0.000042378597,0.00025739867,0.00029453041,0.025100494],"genre_scores_gemma":[0.99065465,0.00016799339,0.0054115346,0.00007615405,0.00007952544,0.000015023262,0.00006794359,0.00005145735,0.003475827],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999488,0.00012949119,0.00003457262,0.000098011384,0.00016008047,0.000089740075],"domain_scores_gemma":[0.9880036,0.007197265,0.0015981718,0.0012946641,0.00073905295,0.0011672247],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016671465,0.0002939846,0.00094284595,0.0015814473,0.00092355756,0.0022856211,0.0010678992,0.0016944556,0.0066279583],"category_scores_gemma":[0.018754508,0.0007815087,0.0005312959,0.0006573062,0.0020702563,0.005164989,0.001997744,0.0021417253,0.00041272747],"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":[0.00008958596,0.00008143324,0.004892604,0.00006511752,0.000035776113,0.00036631504,0.00021797405,0.06347624,0.003518369,0.918026,0.00107359,0.008157067],"study_design_scores_gemma":[0.000016057884,0.000032928347,0.0043910095,0.000013384927,0.000009065137,0.00017448723,0.00004728018,0.24678734,0.00034791423,0.7476045,0.00054779975,0.000028265853],"about_ca_topic_score_codex":0.0009476709,"about_ca_topic_score_gemma":0.001482601,"teacher_disagreement_score":0.0066279583,"about_ca_system_score_codex":0.0007221761,"about_ca_system_score_gemma":0.00044938442,"threshold_uncertainty_score":0.02217269},"labels":[],"label_agreement":null},{"id":"W2104505819","doi":"10.1080/17442500701434325","title":"Change of filtrations and mean–variance hedging","year":2007,"lang":"en","type":"article","venue":"Stochastics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":13,"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 Natural Science Foundation of China; Ryerson University","keywords":"Martingale (probability theory); Mathematics; Variance (accounting); Measure (data warehouse); Mean value; Value (mathematics); Weighted arithmetic mean; Econometrics; Applied mathematics; Statistics; Economics; Computer science","score_opus":0.05046932752768168,"score_gpt":0.24805973365246087,"score_spread":0.19759040612477918,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2104505819","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.48029658,0.0015035009,0.49757808,0.0038143133,0.00015756288,0.0000907799,0.00015360911,0.00017136287,0.016234154],"genre_scores_gemma":[0.97251624,0.000325948,0.023426704,0.00015918452,0.000081112594,0.00006626672,0.000059765513,0.000016338967,0.0033483878],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982358,0.0007770009,0.00008284311,0.0003227788,0.0002784125,0.00030307315],"domain_scores_gemma":[0.9951735,0.0028774538,0.000823253,0.00032467634,0.000288011,0.0005131025],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005012305,0.0009141502,0.00136788,0.0010454999,0.0007436122,0.0032723013,0.001172866,0.002972591,0.0022146336],"category_scores_gemma":[0.013374099,0.0006909249,0.0014309107,0.0005962865,0.0033439128,0.0042678416,0.0017503827,0.0018957928,0.00016401615],"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":[0.000102473074,0.000094183466,0.0014981203,0.00005214412,0.00007755875,0.0002367113,0.00013300961,0.053509157,0.0019911993,0.9354587,0.00045840663,0.0063882438],"study_design_scores_gemma":[0.00006772177,0.00012192651,0.0013919008,0.000031121563,0.000038141556,0.00011062738,0.00006855835,0.26340687,0.0006351875,0.7332436,0.00083738746,0.000046941674],"about_ca_topic_score_codex":0.0013333781,"about_ca_topic_score_gemma":0.00066727534,"teacher_disagreement_score":0.005012305,"about_ca_system_score_codex":0.0024826557,"about_ca_system_score_gemma":0.0008893696,"threshold_uncertainty_score":0.026507914},"labels":[],"label_agreement":null},{"id":"W2105430687","doi":"10.1142/s0219025712500233","title":"SOME LINEAR SPDEs DRIVEN BY A FRACTIONAL NOISE WITH HURST INDEX GREATER THAN 1/2","year":2012,"lang":"en","type":"article","venue":"Infinite Dimensional Analysis Quantum Probability and Related Topics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":12,"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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Hurst exponent; Random field; Stochastic partial differential equation; Connection (principal bundle); Type (biology); Partial differential equation; Gaussian noise; Noise (video); Markov process; Symmetrization; Operator (biology); Pure mathematics; Mathematical analysis; Computer science; Image (mathematics); Algorithm; Statistics","score_opus":0.01949565000182499,"score_gpt":0.2180441005600239,"score_spread":0.19854845055819892,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2105430687","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7230496,0.00072676776,0.26133013,0.0016052725,0.0001431006,0.00008754458,0.00018002526,0.000119338314,0.01275817],"genre_scores_gemma":[0.98345715,0.00029407314,0.010160653,0.00014862834,0.000077243305,0.00007049057,0.00008244438,0.000020901298,0.0056883423],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996182,0.00010527535,0.000025499969,0.00008573931,0.0000815107,0.0000838011],"domain_scores_gemma":[0.9990097,0.00035775598,0.00027181467,0.000034488843,0.00016423747,0.00016196081],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007774512,0.00060573354,0.0008524615,0.0008049515,0.0007948001,0.0014623466,0.00075340347,0.0013847749,0.0013452389],"category_scores_gemma":[0.0024369748,0.00040291325,0.001175237,0.00038676994,0.0020180717,0.0012802619,0.0014822637,0.0011255383,0.000119633936],"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":[0.00018107498,0.000087135544,0.0054590967,0.00022680832,0.00015507585,0.0026588493,0.0006051366,0.18294075,0.02362383,0.7789054,0.0010672671,0.00408958],"study_design_scores_gemma":[0.00006391675,0.00009827987,0.0012953405,0.000025563859,0.000039756174,0.00038893838,0.0001969366,0.8671466,0.00248726,0.127292,0.0009089502,0.000056539306],"about_ca_topic_score_codex":0.0030079929,"about_ca_topic_score_gemma":0.0015582243,"teacher_disagreement_score":0.0030079929,"about_ca_system_score_codex":0.00094416604,"about_ca_system_score_gemma":0.00090418267,"threshold_uncertainty_score":0.0068504214},"labels":[],"label_agreement":null},{"id":"W2105835525","doi":"10.2139/ssrn.2534612","title":"Discrete, Non Probabilistic Market Models. Arbitrage and Pricing Intervals","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Probabilistic logic; Arbitrage; Econometrics; Financial economics; Economics; Index arbitrage; Arbitrage pricing theory; Capital asset pricing model; Mathematics; Risk arbitrage; Statistics","score_opus":0.010603508103232536,"score_gpt":0.20509125581229784,"score_spread":0.1944877477090653,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2105835525","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.070801936,0.03540243,0.8393938,0.009554456,0.0017572881,0.00009318572,0.0009842782,0.00037543284,0.041637078],"genre_scores_gemma":[0.91892326,0.010020286,0.039314978,0.0005201277,0.0026264165,0.00018980664,0.00061540125,0.000120421064,0.02766919],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982792,0.00079555897,0.000098536984,0.00030463346,0.00038689468,0.00013523805],"domain_scores_gemma":[0.99023134,0.0071232384,0.0011693729,0.00060858804,0.00052764977,0.00033981673],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033252775,0.0016796277,0.002286068,0.001708465,0.0008543167,0.005109054,0.0028926148,0.0054820427,0.0068589007],"category_scores_gemma":[0.016960964,0.0011414808,0.0013482447,0.0027844699,0.0030510153,0.007577305,0.0017442552,0.0042884117,0.0009757334],"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":[0.00002943969,0.000046658097,0.00036848485,0.000090717745,0.000030339006,0.00010831079,0.00006606255,0.048110507,0.00023066143,0.9424352,0.0020162142,0.0064675147],"study_design_scores_gemma":[0.000016351783,0.000011746026,0.000197391,0.000013256709,0.000014520321,0.00011306449,0.00001461931,0.20011568,0.00003844086,0.7983712,0.0010788282,0.000015051805],"about_ca_topic_score_codex":0.0018922313,"about_ca_topic_score_gemma":0.0012572459,"teacher_disagreement_score":0.0068589007,"about_ca_system_score_codex":0.0015063875,"about_ca_system_score_gemma":0.0008692655,"threshold_uncertainty_score":0.022945344},"labels":[],"label_agreement":null},{"id":"W2106181321","doi":"10.1088/1469-7688/4/2/001","title":"Perpetual American options with fractional Brownian motion","year":2004,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Fractional Brownian motion; Brownian motion; Economics; Statistical physics; Econometrics; Mathematics; Mathematical economics; Financial economics; Physics; Statistics","score_opus":0.032272126019220936,"score_gpt":0.25889079777978513,"score_spread":0.2266186717605642,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2106181321","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07368549,0.002054979,0.90258026,0.0018413975,0.0003982993,0.000037094058,0.000058941132,0.00010930233,0.019234175],"genre_scores_gemma":[0.82303166,0.0018386974,0.14962435,0.0006819109,0.00054772437,0.00011077783,0.00011136295,0.000080737285,0.023972766],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99952924,0.0001660748,0.000024674431,0.00007851531,0.00015732598,0.000044255088],"domain_scores_gemma":[0.9993618,0.00031210625,0.000105423846,0.00004435858,0.00009104743,0.000085311665],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013591213,0.00089236256,0.0008175966,0.0008790784,0.0008659744,0.0021727146,0.0010305017,0.0031517553,0.0019279914],"category_scores_gemma":[0.0046927673,0.00042390334,0.0013484984,0.0007146169,0.0020119748,0.0029171864,0.0019980369,0.0022236132,0.00027485637],"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":[0.000010189428,0.000019442181,0.00021650479,0.000030026093,0.000015056569,0.00020255972,0.00010469917,0.059546217,0.0010458776,0.93415093,0.0003994414,0.0042589633],"study_design_scores_gemma":[0.000016423939,0.000020926338,0.00012867169,0.000021242302,0.000013202773,0.00023038464,0.000038262187,0.55568266,0.00038087368,0.439826,0.003619865,0.00002139511],"about_ca_topic_score_codex":0.0017520064,"about_ca_topic_score_gemma":0.001376389,"teacher_disagreement_score":0.0031517553,"about_ca_system_score_codex":0.000903848,"about_ca_system_score_gemma":0.0014510038,"threshold_uncertainty_score":0.0071877837},"labels":[],"label_agreement":null},{"id":"W2106641117","doi":"10.1080/13504860600839964","title":"Numerical Methods and Volatility Models for Valuing Cliquet Options","year":2006,"lang":"en","type":"article","venue":"Applied Mathematical Finance","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"","keywords":"Volatility (finance); Stochastic volatility; Implied volatility; Econometrics; Jump diffusion; Volatility smile; SABR volatility model; Jump; Forward volatility; Mathematics; Grid; Economics; Valuation of options; Computer science","score_opus":0.0428979843556965,"score_gpt":0.2954471580139106,"score_spread":0.25254917365821405,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2106641117","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0070953406,0.0005297719,0.9857734,0.00045468807,0.00009065991,0.000045770415,0.000043144828,0.000064175525,0.0059031574],"genre_scores_gemma":[0.34143236,0.0021579743,0.64202636,0.00022226857,0.00022839858,0.0004482555,0.00022768059,0.00017374265,0.013082885],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994155,0.00026931305,0.000027778844,0.00005308543,0.00021601992,0.00001828674],"domain_scores_gemma":[0.9983948,0.0010878787,0.00015058495,0.00012725288,0.00018682891,0.000052625997],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017368823,0.0005025022,0.00055523036,0.00081089867,0.00044903776,0.0013463347,0.0010772245,0.0016111219,0.0036381276],"category_scores_gemma":[0.0075455518,0.0003139,0.0008112592,0.0010549201,0.0011180834,0.0017315667,0.0011249385,0.0017366622,0.000516016],"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":[0.000019268788,0.00003874074,0.0004180602,0.00011259699,0.000017666847,0.00009861588,0.00007276001,0.60396224,0.0025838555,0.3665961,0.0009728612,0.0251072],"study_design_scores_gemma":[0.000005830518,0.000009094126,0.000054505315,0.000013795606,0.0000021235767,0.000031734355,0.000008722763,0.9523955,0.00025205838,0.045849893,0.0013695025,0.0000072139837],"about_ca_topic_score_codex":0.0013625544,"about_ca_topic_score_gemma":0.0010666258,"teacher_disagreement_score":0.0036381276,"about_ca_system_score_codex":0.0007441676,"about_ca_system_score_gemma":0.0006301008,"threshold_uncertainty_score":0.012170732},"labels":[],"label_agreement":null},{"id":"W2106672948","doi":"10.1080/17442508.2014.956103","title":"Integration with respect to Lévy colored noise, with applications to SPDEs","year":2014,"lang":"en","type":"article","venue":"Stochastics","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Gaussian noise; Colors of noise; Mathematics; Noise (video); Covariance; Mathematical analysis; Fourier transform; Fourier analysis; Covariance function; Applied mathematics; Computer science; Algorithm; White noise; Statistics; Image (mathematics)","score_opus":0.019567297622135237,"score_gpt":0.22937375798003365,"score_spread":0.2098064603578984,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2106672948","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.027715469,0.0023281693,0.9572744,0.0009223284,0.00030794396,0.000022676944,0.000056996516,0.000096070195,0.011275961],"genre_scores_gemma":[0.79002964,0.006348968,0.17907955,0.00079382997,0.0011568103,0.00016443033,0.00023153498,0.00031929958,0.02187597],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999044,0.00037798923,0.00007975363,0.00012847196,0.00029553837,0.00007417306],"domain_scores_gemma":[0.9975873,0.0012515535,0.00034167603,0.0001371579,0.00042121767,0.0002610882],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002677366,0.0015053757,0.0012342182,0.0019614198,0.00075228285,0.0017373493,0.0011883813,0.0014518374,0.0016067122],"category_scores_gemma":[0.0070871213,0.00044756473,0.001704819,0.0016134714,0.0031359089,0.0023225083,0.0024812543,0.0024318728,0.0002393943],"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":[0.000018079254,0.00002911324,0.0005606682,0.00006344693,0.00004368402,0.0001917935,0.00010456182,0.075697474,0.0013218243,0.91659886,0.00045144325,0.0049191252],"study_design_scores_gemma":[0.000009852959,0.00003313765,0.00026819992,0.000030916155,0.000019104213,0.00014049407,0.000036381298,0.67050123,0.00042594533,0.32681468,0.0017012086,0.000018786806],"about_ca_topic_score_codex":0.0030666485,"about_ca_topic_score_gemma":0.0020851535,"teacher_disagreement_score":0.0030666485,"about_ca_system_score_codex":0.0014389675,"about_ca_system_score_gemma":0.0012434267,"threshold_uncertainty_score":0.014159441},"labels":[],"label_agreement":null},{"id":"W2107333057","doi":"","title":"Learning Exercise Policies for American Options","year":2009,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Computer science; Reinforcement learning; Artificial intelligence; Machine learning","score_opus":0.023697964359881675,"score_gpt":0.2509808389340606,"score_spread":0.22728287457417892,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2107333057","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1659359,0.0009807396,0.827229,0.0015776817,0.000065912565,0.000086037224,0.0001359531,0.0002677835,0.0037208563],"genre_scores_gemma":[0.92566186,0.0005932981,0.07003726,0.00020904039,0.000049511862,0.00013633167,0.00020965491,0.000062209845,0.0030408874],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99847454,0.0010084099,0.000046299032,0.00020785636,0.00017816306,0.000084715015],"domain_scores_gemma":[0.9836713,0.0138095785,0.0011434625,0.00036490033,0.00056738046,0.0004433457],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004542507,0.00070738274,0.0009722641,0.00078549,0.00053019286,0.0014292044,0.0009279506,0.0022157994,0.0024896646],"category_scores_gemma":[0.036455993,0.00046914796,0.0005029493,0.0005818418,0.0023246538,0.0030115386,0.001196273,0.0025776927,0.00034467652],"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":[0.00012345318,0.00005651732,0.0020238366,0.00006152051,0.00002735189,0.000058114016,0.00008821076,0.9154913,0.00039636684,0.0639865,0.00082024146,0.016866673],"study_design_scores_gemma":[0.000011642393,0.000020145048,0.00020641339,0.000013732437,0.0000029809512,0.0000107729165,0.000011873445,0.9634085,0.00020319561,0.035834134,0.0002693476,0.000007125205],"about_ca_topic_score_codex":0.0027759536,"about_ca_topic_score_gemma":0.0022751086,"teacher_disagreement_score":0.004542507,"about_ca_system_score_codex":0.0012921152,"about_ca_system_score_gemma":0.0014575266,"threshold_uncertainty_score":0.024023414},"labels":[],"label_agreement":null},{"id":"W2107793691","doi":"10.2139/ssrn.2348407","title":"On the Extended Girsanov Principle for GARCH Models and Their Diffusion Limits","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Girsanov theorem; Autoregressive conditional heteroskedasticity; Diffusion; Econometrics; Economics; Mathematics; Statistical physics; Mathematical economics; Applied mathematics; Physics; Thermodynamics; Volatility (finance)","score_opus":0.026957955806693565,"score_gpt":0.23075203370848812,"score_spread":0.20379407790179455,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2107793691","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05613132,0.006881161,0.9043672,0.003949088,0.00041817126,0.000053204658,0.000229589,0.00023103536,0.027739186],"genre_scores_gemma":[0.7948067,0.014079539,0.15570237,0.0018685885,0.003125521,0.0003305519,0.0006965784,0.00081564457,0.028574502],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99769825,0.0014323532,0.000088389286,0.00025383715,0.00037063216,0.00015655166],"domain_scores_gemma":[0.9893589,0.008404542,0.0005407601,0.00054075214,0.00069553376,0.00045954788],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0067392,0.0016386565,0.0024962148,0.0028615477,0.001289523,0.0031195441,0.0023319155,0.0029663397,0.004553394],"category_scores_gemma":[0.02102862,0.0011696768,0.0029949965,0.0023022844,0.0053308904,0.006517925,0.004248212,0.006641314,0.0008431279],"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":[0.000014618058,0.000014738442,0.0001705866,0.000056088014,0.000034062312,0.000050053317,0.00010072599,0.017681561,0.0002586306,0.9770831,0.000754623,0.003781175],"study_design_scores_gemma":[0.0000061902037,0.000010666875,0.00011716729,0.000019859175,0.00000821314,0.00002898501,0.000011162277,0.0607194,0.00004502617,0.9380441,0.00097491324,0.000014433685],"about_ca_topic_score_codex":0.0026946086,"about_ca_topic_score_gemma":0.001452672,"teacher_disagreement_score":0.0067392,"about_ca_system_score_codex":0.0016862722,"about_ca_system_score_gemma":0.0017968906,"threshold_uncertainty_score":0.035640717},"labels":[],"label_agreement":null},{"id":"W2107853279","doi":"10.1016/j.rfe.2013.04.005","title":"Time‐changed Lévy jump processes with GARCH model on reverse convertibles","year":2013,"lang":"en","type":"article","venue":"Review of Financial Economics","topic":"Stochastic processes and financial applications","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":"Tellabs (Canada)","funders":"","keywords":"Convertible bond; Jump diffusion; Jump; Convertible; Economics; Financial economics; Econometrics; Stock (firearms); Lévy process; Black–Scholes model; Call option; Valuation of options; Volatility (finance); Mathematics; Finance; Bond; Statistics","score_opus":0.024705298150924912,"score_gpt":0.2157414690450845,"score_spread":0.19103617089415958,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2107853279","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.34867132,0.001427096,0.6386424,0.0011792105,0.00021016477,0.000044739576,0.00023065008,0.00024601351,0.009348388],"genre_scores_gemma":[0.98148674,0.0006427281,0.009171274,0.000083478284,0.00011991549,0.00003310479,0.00012068761,0.000031144566,0.008310855],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999474,0.00014558715,0.000027871038,0.00013163897,0.00014713888,0.000073745505],"domain_scores_gemma":[0.9990062,0.00040000296,0.00024933612,0.00008771263,0.00016197973,0.000094745585],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010273937,0.00087158487,0.0008588237,0.0010883295,0.00040012563,0.0014842609,0.0015417367,0.0014772668,0.0028245167],"category_scores_gemma":[0.0026971598,0.00043497264,0.0015573255,0.00081160676,0.0014227424,0.002064502,0.00076430297,0.0016928005,0.00023082626],"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":[0.00006914271,0.00006374404,0.0041324026,0.00007629686,0.00012022268,0.0011546303,0.00014700099,0.5495102,0.0033670128,0.4326589,0.00086091965,0.007839582],"study_design_scores_gemma":[0.000015645677,0.000024667683,0.0006545943,0.000007307109,0.000021324273,0.00010194083,0.000018455923,0.9451827,0.0002792533,0.053250503,0.00042518796,0.000018350898],"about_ca_topic_score_codex":0.006323574,"about_ca_topic_score_gemma":0.0020371412,"teacher_disagreement_score":0.006323574,"about_ca_system_score_codex":0.00087022653,"about_ca_system_score_gemma":0.00058779446,"threshold_uncertainty_score":0.01257354},"labels":[],"label_agreement":null},{"id":"W2108121009","doi":"10.2139/ssrn.1550135","title":"Efficient Derivative Pricing by the Extended Method of Moments","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":31,"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; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Derivative (finance); Mathematics; Economics; Financial economics","score_opus":0.012081571072732724,"score_gpt":0.2503079681578901,"score_spread":0.23822639708515736,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2108121009","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.008048419,0.0005165393,0.98936754,0.00019980587,0.000098911354,0.000017234455,0.000027868939,0.00012550672,0.0015982289],"genre_scores_gemma":[0.47478694,0.0014472534,0.5112867,0.00018060302,0.0006998109,0.00017689909,0.00015452878,0.00050687173,0.010760481],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983871,0.0010037374,0.000056397617,0.00010285027,0.00034909692,0.00010087174],"domain_scores_gemma":[0.9969959,0.0021040943,0.00019205651,0.00035260848,0.00024705316,0.0001081721],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029614854,0.00086688704,0.0017792425,0.001218563,0.00051906536,0.0021232865,0.0012207911,0.0013020273,0.003547899],"category_scores_gemma":[0.008053546,0.0006734726,0.0015619439,0.0011435128,0.001235645,0.002960345,0.0016991566,0.002233765,0.000668572],"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":[0.00021315824,0.00009325516,0.0006693766,0.00015962213,0.00014878532,0.0002204143,0.000114674964,0.20885573,0.004061831,0.7263511,0.0025399246,0.05657213],"study_design_scores_gemma":[0.000025102152,0.00001567206,0.00012352812,0.000009251481,0.0000094101915,0.000045695084,0.0000038471985,0.88006216,0.00034186474,0.118358575,0.0009887252,0.000016180911],"about_ca_topic_score_codex":0.0009408896,"about_ca_topic_score_gemma":0.0010356979,"teacher_disagreement_score":0.003547899,"about_ca_system_score_codex":0.0007976525,"about_ca_system_score_gemma":0.0012591052,"threshold_uncertainty_score":0.015662014},"labels":[],"label_agreement":null},{"id":"W2108170084","doi":"10.1017/s0022109000002180","title":"An International Examination of Affine Term Structure Models and the Expectations Hypothesis","year":2007,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Stochastic processes and financial applications","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":"Yield curve; Affine term structure model; Affine transformation; Predictability; Econometrics; Volatility (finance); Forward rate; Short rate; Economics; Government bond; Term (time); Yield (engineering); Bond; Mathematics; Interest rate; Statistics; Monetary economics; Geometry; Physics; Finance","score_opus":0.03494560138759416,"score_gpt":0.2720436333569046,"score_spread":0.23709803196931045,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2108170084","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9341902,0.0007277426,0.05276849,0.0013644282,0.000033754164,0.000026386728,0.00039669638,0.0001856587,0.010306693],"genre_scores_gemma":[0.99718684,0.00021622586,0.001893233,0.000037039783,0.000018337178,0.0000057971197,0.00026317107,0.000018842986,0.0003605593],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990802,0.0005006226,0.00005803495,0.00014843677,0.00013588848,0.00007680284],"domain_scores_gemma":[0.9896722,0.007005268,0.001521643,0.0008759596,0.00070519844,0.00021973548],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0057759457,0.0004995927,0.0008067941,0.000893272,0.0003872372,0.0016706238,0.0007618774,0.00059499324,0.002398403],"category_scores_gemma":[0.021957565,0.0002781476,0.0007279204,0.001254405,0.0007997497,0.0019212909,0.00061972375,0.00088690413,0.00027866627],"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":[0.00044403024,0.00013410258,0.09091076,0.00010275336,0.0004259467,0.0003757019,0.00045398367,0.7406683,0.0015137949,0.13318323,0.0019470991,0.029840246],"study_design_scores_gemma":[0.000045170684,0.00012344428,0.014936467,0.000035715275,0.0000875331,0.00007442325,0.00018209899,0.93981004,0.00076280226,0.04262719,0.0012831426,0.000032049727],"about_ca_topic_score_codex":0.016928399,"about_ca_topic_score_gemma":0.008201066,"teacher_disagreement_score":0.016928399,"about_ca_system_score_codex":0.0011146447,"about_ca_system_score_gemma":0.0008552,"threshold_uncertainty_score":0.033659756},"labels":[],"label_agreement":null},{"id":"W2108486794","doi":"10.1080/01621459.2012.720899","title":"A Multiresolution Method for Parameter Estimation of Diffusion Processes","year":2012,"lang":"en","type":"article","venue":"Journal of the American Statistical Association","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"National Institute of General Medical Sciences","keywords":"Inference; Gibbs sampling; Extrapolation; Stochastic differential equation; Computer science; Parametric statistics; Bayesian inference; Bayesian probability; Frequentist inference; Applied mathematics; Algorithm; Diffusion; Mathematics; Econometrics; Statistics; Artificial intelligence","score_opus":0.022775276672395227,"score_gpt":0.2959182035990222,"score_spread":0.273142926926627,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2108486794","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0007913023,0.0001885228,0.99863005,0.000051920313,0.000019502899,0.00000794793,0.000018547395,0.00007281598,0.00021938754],"genre_scores_gemma":[0.06054321,0.00071278313,0.9368689,0.00008387648,0.00011140487,0.00009585061,0.00012607752,0.00015408748,0.0013038451],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99876034,0.0005440514,0.0000525832,0.00020425698,0.00037033067,0.000068437155],"domain_scores_gemma":[0.9973417,0.0016707649,0.00027184546,0.00035987337,0.00026505633,0.000090844835],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027566142,0.0008604722,0.0011496433,0.0017034676,0.00056510704,0.0012470845,0.0014690155,0.0018552691,0.0024847076],"category_scores_gemma":[0.011597013,0.00075543043,0.001979989,0.0014066248,0.0007219363,0.0019408838,0.0014938022,0.0029814127,0.00090689963],"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":[0.0001326712,0.00008959124,0.0012860963,0.0003238416,0.00022273764,0.0004052797,0.00034712366,0.46783605,0.024719127,0.22548991,0.0044769123,0.27467063],"study_design_scores_gemma":[0.000008395337,0.00001384664,0.00017162057,0.00001563247,0.000014096277,0.00008959203,0.000007954126,0.9760675,0.0011435858,0.019322522,0.0031251868,0.000020109159],"about_ca_topic_score_codex":0.00250146,"about_ca_topic_score_gemma":0.0016152845,"teacher_disagreement_score":0.0027566142,"about_ca_system_score_codex":0.0006227253,"about_ca_system_score_gemma":0.0008958405,"threshold_uncertainty_score":0.014578521},"labels":[],"label_agreement":null},{"id":"W2108490233","doi":"10.2139/ssrn.872364","title":"A Class of Quadratic Options for Exchange Rate Stabilization","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Class (philosophy); Exchange rate; Quadratic equation; Mathematics; Econometrics; Economics; Mathematical economics; Mathematical optimization; Computer science; Monetary economics; Artificial intelligence","score_opus":0.02100184324812336,"score_gpt":0.2387609801541709,"score_spread":0.21775913690604753,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2108490233","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.41910797,0.002113239,0.52810836,0.0016627811,0.0002597403,0.0001025454,0.00037241756,0.00023881753,0.04803414],"genre_scores_gemma":[0.9650303,0.00056516466,0.016243,0.00018413716,0.00016922566,0.00004860322,0.00020408386,0.00003693411,0.017518532],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99961096,0.00012447916,0.000021837286,0.00006185051,0.000117366035,0.00006359799],"domain_scores_gemma":[0.9990683,0.00039018772,0.00015443677,0.00006929126,0.00014675075,0.00017098602],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010257439,0.00069021713,0.00064176554,0.00076318026,0.00066119817,0.0017909699,0.000775142,0.0009413613,0.0058326176],"category_scores_gemma":[0.002765115,0.00021870033,0.000769282,0.0006957541,0.00086963427,0.0017393808,0.001099365,0.0011353365,0.00028987828],"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":[0.00017016532,0.000106626976,0.0010750113,0.000087264176,0.00003574657,0.00023356508,0.00012559835,0.038563203,0.0041594817,0.93112296,0.0020167634,0.022303605],"study_design_scores_gemma":[0.000060753817,0.00016738217,0.0011031468,0.000018624214,0.000020639873,0.00024208723,0.00004542862,0.5012031,0.0005244897,0.49192283,0.0046594054,0.000032083477],"about_ca_topic_score_codex":0.0006595373,"about_ca_topic_score_gemma":0.00051607424,"teacher_disagreement_score":0.0058326176,"about_ca_system_score_codex":0.00045699952,"about_ca_system_score_gemma":0.00039831921,"threshold_uncertainty_score":0.019512057},"labels":[],"label_agreement":null},{"id":"W2108542926","doi":"10.1080/10920277.2002.10596037","title":"“Author’s Reply: A Regime-Switching Model of Long-Term Stock Returns” by Mary Hardy, April 2001 - Discussion by Gordon E. Klein","year":2002,"lang":"en","type":"article","venue":"North American Actuarial Journal","topic":"Stochastic processes and financial applications","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":"Term (time); Stock (firearms); Economics; Financial economics; Econometrics; Mathematical economics; History; Physics; Quantum mechanics; Archaeology","score_opus":0.034684825212098744,"score_gpt":0.23917246548579144,"score_spread":0.2044876402736927,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2108542926","genre_codex":"commentary","genre_gemma":"commentary","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"commentary","genre_consensus":"commentary","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00019184125,0.0012454625,0.00028384817,0.9644886,0.03331218,0.0000049837386,0.00011554165,0.000026134221,0.000331358],"genre_scores_gemma":[0.0064181695,0.003559824,0.0005262037,0.8984481,0.08556329,0.000040099043,0.0001334075,0.000052214935,0.0052585835],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9971227,0.0009074472,0.0004703421,0.0006170823,0.0006305404,0.00025175902],"domain_scores_gemma":[0.9752941,0.015594811,0.0013213741,0.00077439327,0.00592839,0.0010869659],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005851988,0.0011013452,0.0018816754,0.0011904122,0.0026482844,0.004325267,0.0035379517,0.029319922,0.0094473045],"category_scores_gemma":[0.055502743,0.0008574161,0.0022499755,0.0015715274,0.0025981846,0.0045219297,0.0018432357,0.031167362,0.0050529744],"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":[0.00005360433,0.000010279632,0.00028681266,0.00009231847,0.000033709763,0.00017366296,0.00009938237,0.00017047203,0.00006480912,0.0024202233,0.9943093,0.0022854675],"study_design_scores_gemma":[0.00026684042,0.000071615854,0.0033210139,0.0008293193,0.00017793245,0.0013812922,0.0009224093,0.0031011067,0.00090499886,0.03972687,0.94901305,0.0002836422],"about_ca_topic_score_codex":0.0077941865,"about_ca_topic_score_gemma":0.0056865485,"teacher_disagreement_score":0.029319922,"about_ca_system_score_codex":0.002886659,"about_ca_system_score_gemma":0.003328674,"threshold_uncertainty_score":0.03160441},"labels":[],"label_agreement":null},{"id":"W2109170369","doi":"10.1080/10920277.2000.10595903","title":"Hedging and Reserving for Single-Premium Segregated Fund Contracts","year":2000,"lang":"en","type":"article","venue":"North American Actuarial Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":72,"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":"Counterparty; Portfolio; Cash flow; Actuarial science; Maturity (psychological); Reinsurance; Business; Finance; Econometrics; Economics; Credit risk","score_opus":0.04155476615473452,"score_gpt":0.24179453929306166,"score_spread":0.20023977313832714,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2109170369","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.46980605,0.00050719694,0.52552897,0.00021943593,0.000033322587,0.000083002466,0.00007861687,0.0001645745,0.0035788945],"genre_scores_gemma":[0.94031906,0.00008752164,0.0585276,0.000014014284,0.000011393316,0.000023245375,0.00006347001,0.000020984511,0.00093277305],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99832636,0.00048208222,0.00012284037,0.00019840573,0.00067127275,0.0001991135],"domain_scores_gemma":[0.99469405,0.0030929884,0.0007284665,0.0005767807,0.0006111646,0.00029664484],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004420086,0.00054994185,0.0011101739,0.0014265317,0.00061100913,0.0019697084,0.0012147462,0.000921564,0.0019243913],"category_scores_gemma":[0.0147958435,0.00041625512,0.00081386784,0.0008411202,0.0012559987,0.0020194175,0.0014582889,0.0010303712,0.0001362352],"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":[0.00076454616,0.000098196026,0.008636185,0.000119252436,0.000089195244,0.00079280435,0.00043634578,0.7231358,0.0074332915,0.14431755,0.0005690805,0.11360766],"study_design_scores_gemma":[0.000026981075,0.00005781021,0.0017935508,0.000021479027,0.00001648196,0.00012335926,0.00007736281,0.96266377,0.002349405,0.03237207,0.0004757942,0.00002198872],"about_ca_topic_score_codex":0.0042770854,"about_ca_topic_score_gemma":0.0034373591,"teacher_disagreement_score":0.004420086,"about_ca_system_score_codex":0.0015459601,"about_ca_system_score_gemma":0.0016156889,"threshold_uncertainty_score":0.023375928},"labels":[],"label_agreement":null},{"id":"W2109784406","doi":"10.1287/mnsc.1060.0575","title":"Efficient Monte Carlo and Quasi–Monte Carlo Option Pricing Under the Variance Gamma Model","year":2006,"lang":"en","type":"article","venue":"Management Science","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":90,"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 de Montréal","funders":"Killam Trusts; Natural Sciences and Engineering Research Council of Canada; Canada Research Chairs","keywords":"Monte Carlo method; Variance reduction; Estimator; Importance sampling; Control variates; Variance (accounting); Extrapolation; Quasi-Monte Carlo method; Computer science; Mathematical optimization; Monte Carlo integration; Mathematics; Hybrid Monte Carlo; Markov chain Monte Carlo; Statistics; Economics; Accounting","score_opus":0.01777683786036807,"score_gpt":0.20968887502043965,"score_spread":0.19191203716007157,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2109784406","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.010370959,0.00017988581,0.98755336,0.00022261476,0.000020235224,0.000035276218,0.000021367643,0.000118141,0.0014781631],"genre_scores_gemma":[0.36628336,0.00047016697,0.6285722,0.00024721492,0.00009778989,0.0003677749,0.000186031,0.00018555154,0.0035899046],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9972608,0.0017680154,0.00006907203,0.00017021925,0.0005530101,0.0001787977],"domain_scores_gemma":[0.9895272,0.007859097,0.0005825093,0.0010649005,0.0007582233,0.00020810217],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005700518,0.0007522918,0.0013255519,0.00088123325,0.00057910173,0.0015264562,0.0019570682,0.0017138452,0.004369201],"category_scores_gemma":[0.023315888,0.0007216302,0.0008969192,0.0010585655,0.0017092127,0.0024151788,0.0014213698,0.0019883655,0.0006899925],"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":[0.000058864687,0.0000684913,0.0006687399,0.000054760498,0.0000456701,0.00007721717,0.000062958774,0.70574546,0.00087350025,0.27296844,0.00068630907,0.01868952],"study_design_scores_gemma":[0.000011978413,0.000010213135,0.00006534857,0.0000055115543,0.0000040068626,0.000014913391,0.0000031893835,0.96192884,0.00019057597,0.037476607,0.00028347576,0.0000053728413],"about_ca_topic_score_codex":0.0035606949,"about_ca_topic_score_gemma":0.003921279,"teacher_disagreement_score":0.005700518,"about_ca_system_score_codex":0.0014094174,"about_ca_system_score_gemma":0.001883947,"threshold_uncertainty_score":0.030147552},"labels":[],"label_agreement":null},{"id":"W2109986815","doi":"10.2139/ssrn.2152462","title":"Quadratic Hedging Schemes for General GARCH Models","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Quadratic equation; Econometrics; Mathematics; Economics; Applied mathematics; Mathematical economics; Actuarial science; Financial economics; Volatility (finance)","score_opus":0.0359680214550033,"score_gpt":0.25401345505981143,"score_spread":0.21804543360480813,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2109986815","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.030272784,0.0004988147,0.9657773,0.00027341,0.000066277265,0.000041592415,0.00009667336,0.0001788587,0.0027943356],"genre_scores_gemma":[0.7881775,0.0007810155,0.19787931,0.00019154874,0.0001714741,0.00008403156,0.00035669675,0.00016334654,0.012195044],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988819,0.0005365418,0.000084057494,0.00010968602,0.00029266987,0.0000951415],"domain_scores_gemma":[0.99590516,0.002519516,0.00024766792,0.0008125561,0.00037860865,0.00013647268],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003918786,0.00042229125,0.00077757786,0.0005294757,0.0004241115,0.0015220135,0.001549688,0.0010936742,0.0065193945],"category_scores_gemma":[0.009674436,0.00045417759,0.0006959785,0.0010309087,0.0006068641,0.002843817,0.001976738,0.0015792669,0.0005905905],"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":[0.00064205413,0.00015909651,0.0011519222,0.0002658809,0.00009220462,0.00010573228,0.00022544367,0.44141316,0.005043322,0.3858991,0.0032639862,0.16173811],"study_design_scores_gemma":[0.000031254014,0.000068828216,0.00023383085,0.0000119548495,0.000012245356,0.000027072923,0.0000077669965,0.9132723,0.0005764178,0.08474842,0.0009943367,0.000015536814],"about_ca_topic_score_codex":0.0007407438,"about_ca_topic_score_gemma":0.0008995526,"teacher_disagreement_score":0.0065193945,"about_ca_system_score_codex":0.00059464114,"about_ca_system_score_gemma":0.00058506656,"threshold_uncertainty_score":0.021809578},"labels":[],"label_agreement":null},{"id":"W2110569122","doi":"10.1109/tnn.2008.2011130","title":"Option Pricing With Modular Neural Networks","year":2009,"lang":"en","type":"article","venue":"IEEE Transactions on Neural Networks","topic":"Stochastic processes and financial applications","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":"Simon Fraser University; Lakehead University","funders":"","keywords":"Nonparametric statistics; Artificial neural network; Modular design; Modular neural network; Computer science; Econometrics; Valuation of options; Moneyness; Economics; Artificial intelligence; Time delay neural network","score_opus":0.016550855628434998,"score_gpt":0.20599042909944945,"score_spread":0.18943957347101445,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2110569122","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24005069,0.00035991438,0.7564584,0.00058994885,0.000048147558,0.00001742436,0.00006154163,0.00022943557,0.0021844958],"genre_scores_gemma":[0.9679836,0.00013401543,0.030492533,0.000052505922,0.000049767674,0.000021748274,0.000036948906,0.000018264976,0.0012106851],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999624,0.00021569997,0.000013144964,0.0000529485,0.00006006389,0.000034143275],"domain_scores_gemma":[0.9986663,0.00084727927,0.00017646418,0.00010939202,0.0001374598,0.000063066036],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014288913,0.0005488427,0.00048460165,0.0003826596,0.00019955951,0.00058830983,0.0008989876,0.00081529375,0.0008929665],"category_scores_gemma":[0.005687967,0.00031794075,0.00055589806,0.00043465642,0.000681213,0.0018106642,0.0008298924,0.0008029221,0.00012058442],"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":[0.00007000887,0.000028260229,0.0007923197,0.000020742458,0.000042793647,0.00005751111,0.00002381373,0.954958,0.0009977391,0.028777428,0.00023980957,0.013991543],"study_design_scores_gemma":[0.0000024300539,0.000004439692,0.00005566888,5.7556736e-7,0.0000014484327,0.0000029393445,5.6874086e-7,0.9939672,0.0000453304,0.0058963764,0.00002193779,0.0000011319319],"about_ca_topic_score_codex":0.0028498457,"about_ca_topic_score_gemma":0.0021207116,"teacher_disagreement_score":0.0028498457,"about_ca_system_score_codex":0.00073622225,"about_ca_system_score_gemma":0.00038571062,"threshold_uncertainty_score":0.007556796},"labels":[],"label_agreement":null},{"id":"W2111112077","doi":"10.1515/mcma.2010.010","title":"Exact simulation of Bessel diffusions","year":2010,"lang":"en","type":"preprint","venue":"Monte Carlo Methods and Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"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","keywords":"Bessel process; Bessel function; Mathematics; Applied mathematics; Hitting time; Markov chain; Mathematical analysis; Statistics; Orthogonal polynomials","score_opus":0.04791509176371623,"score_gpt":0.3383240000867005,"score_spread":0.29040890832298427,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2111112077","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.27782187,0.00030711212,0.7108597,0.00049770484,0.00010030388,0.00006427577,0.00017572076,0.00039393365,0.0097793415],"genre_scores_gemma":[0.9589707,0.00015563965,0.037630573,0.00008489707,0.000021097572,0.00007915232,0.00014379689,0.000051118906,0.0028628195],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99937123,0.00020831142,0.000030532276,0.000110241155,0.000169769,0.00010998975],"domain_scores_gemma":[0.99709916,0.0018883928,0.00023514105,0.0003423541,0.0002675046,0.00016746475],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015525905,0.00043076213,0.00071167917,0.0006459441,0.00046583012,0.0010966789,0.0010145453,0.0014181547,0.0031163797],"category_scores_gemma":[0.0091335615,0.0003634345,0.00063773646,0.00060885365,0.0014716099,0.0021354915,0.001239133,0.0010413879,0.00026150825],"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":[0.00005960626,0.000040353774,0.001194767,0.000030293528,0.000017061266,0.00013819711,0.00011770286,0.70281327,0.0013228384,0.28913277,0.00045039726,0.004682696],"study_design_scores_gemma":[0.000008149139,0.0000065843924,0.00006542183,0.0000024286956,0.0000015095725,0.000011991797,0.0000071757845,0.97510445,0.00020873726,0.024412157,0.00016692006,0.000004505565],"about_ca_topic_score_codex":0.004260965,"about_ca_topic_score_gemma":0.0020191283,"teacher_disagreement_score":0.004260965,"about_ca_system_score_codex":0.0009258606,"about_ca_system_score_gemma":0.0008574275,"threshold_uncertainty_score":0.01042527},"labels":[],"label_agreement":null},{"id":"W2111139944","doi":"10.1007/s10665-011-9531-z","title":"A Bayesian approach for optimal reinsurance and investment in a diffusion model","year":2012,"lang":"en","type":"article","venue":"Journal of Engineering Mathematics","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Reinsurance; Bayesian probability; Diffusion; Investment (military); Econometrics; Economics; Computer science; Mathematical economics; Mathematics; Mathematical optimization; Applied mathematics; Actuarial science; Statistics; Physics; Political science; Thermodynamics","score_opus":0.025808190248269927,"score_gpt":0.21204428990411534,"score_spread":0.18623609965584542,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2111139944","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.033438735,0.001867682,0.9511069,0.0055101067,0.00015713448,0.00010201803,0.00030987582,0.00021602058,0.0072915056],"genre_scores_gemma":[0.7687503,0.0044633984,0.19150859,0.000918318,0.00080881885,0.0005262972,0.0005996292,0.00036337142,0.032061324],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9971981,0.001500393,0.00014231022,0.0004559548,0.0004048599,0.00029835664],"domain_scores_gemma":[0.98381966,0.013652112,0.00079433183,0.0003217745,0.00088325236,0.00052885007],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008469536,0.0019769075,0.0061511905,0.0024503062,0.0012453989,0.0044337544,0.0043491824,0.006710681,0.0074390043],"category_scores_gemma":[0.029969215,0.0035442966,0.0023280226,0.002153945,0.003589132,0.0073066815,0.0030520018,0.005157323,0.00056810107],"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":[0.00007916367,0.00007244029,0.0005146758,0.00009849465,0.00010903528,0.0001617997,0.00011889178,0.62545675,0.0003793899,0.36500856,0.0017520834,0.0062486464],"study_design_scores_gemma":[0.000040967254,0.000016353108,0.0001261553,0.000018921335,0.00003345506,0.000024176581,0.000020082332,0.8856814,0.00005767966,0.113457076,0.0004911286,0.000032603155],"about_ca_topic_score_codex":0.024444567,"about_ca_topic_score_gemma":0.019857915,"teacher_disagreement_score":0.024444567,"about_ca_system_score_codex":0.004752858,"about_ca_system_score_gemma":0.004506972,"threshold_uncertainty_score":0.048604608},"labels":[],"label_agreement":null},{"id":"W2111378712","doi":"10.2139/ssrn.1682110","title":"Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Western University; Center for Interuniversity Research and Analysis on Organizations; HEC Montréal","funders":"","keywords":"Heteroscedasticity; Business; Econometrics; Economics; Financial economics","score_opus":0.009188952483527626,"score_gpt":0.19749995474952206,"score_spread":0.18831100226599443,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2111378712","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04773324,0.0005797863,0.9479712,0.000564115,0.00013591652,0.000049906754,0.00016246844,0.00025143428,0.0025518262],"genre_scores_gemma":[0.89128804,0.0010666891,0.08828347,0.00020742005,0.00046660565,0.00015386508,0.0005463524,0.00019936437,0.017788159],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99542636,0.0024895053,0.00024033268,0.00073864067,0.0007736692,0.0003315016],"domain_scores_gemma":[0.9824582,0.013447409,0.0014262768,0.0012146526,0.0009352342,0.00051827944],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0077346046,0.0016989391,0.003076272,0.0015948307,0.00078733836,0.0052940873,0.0031679028,0.004470529,0.004775118],"category_scores_gemma":[0.030122662,0.002396261,0.0029606323,0.0022479028,0.0023943593,0.009506659,0.0027012508,0.004110185,0.0011096251],"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":[0.00040395398,0.00013135457,0.0019180421,0.00010221712,0.00023051213,0.00036160907,0.00015775721,0.49828726,0.0010576082,0.4822381,0.00092155364,0.014190001],"study_design_scores_gemma":[0.000022747752,0.000012970428,0.00021055825,0.0000062502827,0.000020721962,0.00006370383,0.00000729977,0.90821016,0.00012643034,0.09110207,0.00018863846,0.000028378367],"about_ca_topic_score_codex":0.003410524,"about_ca_topic_score_gemma":0.0023935225,"teacher_disagreement_score":0.0077346046,"about_ca_system_score_codex":0.0012078225,"about_ca_system_score_gemma":0.0009567823,"threshold_uncertainty_score":0.040905},"labels":[],"label_agreement":null},{"id":"W2111556209","doi":"10.1109/cdc.1998.757858","title":"Optimal stopping theory for an investment problem with taxes and transaction costs","year":2002,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Transaction cost; Portfolio; Database transaction; Stock (firearms); Optimal stopping; Investment (military); Microeconomics; Finance; Monetary economics; Business; Computer science; Economics; Financial economics","score_opus":0.0355341722554674,"score_gpt":0.21280791217090234,"score_spread":0.17727373991543494,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2111556209","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.070915125,0.0024330008,0.90776134,0.0023345964,0.00015491333,0.0001159557,0.00018838275,0.00018930413,0.0159074],"genre_scores_gemma":[0.81852984,0.003526437,0.1470491,0.0005170682,0.00031814267,0.0007153331,0.0008201115,0.00025516062,0.028268958],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9974069,0.0014643295,0.00018798382,0.0003336785,0.00032130428,0.00028586443],"domain_scores_gemma":[0.98980707,0.0077508967,0.00081787165,0.00024946613,0.00068102655,0.0006936683],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005395933,0.0017797727,0.002502469,0.0014581631,0.0009118393,0.0034079042,0.0020396963,0.0034826382,0.0061524203],"category_scores_gemma":[0.015612649,0.0010315818,0.0013461444,0.0013358034,0.002970983,0.0037139442,0.0015377736,0.0031627887,0.00067391107],"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":[0.00007716457,0.000072213,0.00085716264,0.0001653289,0.000079974525,0.0001879983,0.00019524415,0.22223058,0.00054708985,0.7642957,0.0014965009,0.00979503],"study_design_scores_gemma":[0.000056140336,0.000046254972,0.00018859093,0.00003423402,0.000021893522,0.0000407055,0.000029737586,0.5341451,0.00013439574,0.46415827,0.0011261064,0.000018540752],"about_ca_topic_score_codex":0.0033113966,"about_ca_topic_score_gemma":0.0019737564,"teacher_disagreement_score":0.0061524203,"about_ca_system_score_codex":0.0029032435,"about_ca_system_score_gemma":0.0025807507,"threshold_uncertainty_score":0.028536797},"labels":[],"label_agreement":null},{"id":"W2111697068","doi":"10.1002/asmb.663","title":"Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density","year":2006,"lang":"en","type":"article","venue":"Applied Stochastic Models in Business and Industry","topic":"Stochastic processes and financial applications","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":"Université de Montréal; Concordia University","funders":"","keywords":"Negative binomial distribution; Binomial distribution; Binomial options pricing model; Binomial (polynomial); Stationary distribution; Econometrics; Mathematics; Applied mathematics; Distribution (mathematics); Continuity correction; Beta-binomial distribution; Statistical physics; Computer science; Mathematical economics; Statistics; Valuation of options; Mathematical analysis; Physics","score_opus":0.016082578062067702,"score_gpt":0.19988324762161647,"score_spread":0.18380066955954877,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2111697068","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.048229218,0.00017935141,0.9462602,0.00020632494,0.000038377166,0.000029269493,0.00008137473,0.000090406844,0.0048855464],"genre_scores_gemma":[0.70944434,0.00070214516,0.28395358,0.00016667687,0.00008961589,0.00018150776,0.00036619062,0.00011748854,0.0049783355],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993905,0.00028956786,0.000024705618,0.00006163627,0.00017771582,0.000055864206],"domain_scores_gemma":[0.9982399,0.0011305494,0.00019073943,0.00015012259,0.00018088392,0.00010777971],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016966689,0.00025577564,0.00057370437,0.0011368451,0.00048738858,0.0009567072,0.0006993962,0.0008386808,0.003015977],"category_scores_gemma":[0.008480631,0.00037250825,0.0007338071,0.0008172811,0.00088785443,0.0017464104,0.0010960919,0.0012301203,0.00049557845],"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":[0.000018930667,0.000022778844,0.0008004879,0.00003377319,0.000007848619,0.00011369378,0.00010380458,0.06824797,0.0010772373,0.9172351,0.00070193934,0.011636443],"study_design_scores_gemma":[0.000010205796,0.000020223806,0.0002946235,0.000019788133,0.0000057875686,0.000117980344,0.000019639496,0.499557,0.00044317057,0.49744403,0.0020546361,0.000012897006],"about_ca_topic_score_codex":0.0010268003,"about_ca_topic_score_gemma":0.0009906858,"teacher_disagreement_score":0.003015977,"about_ca_system_score_codex":0.0006019254,"about_ca_system_score_gemma":0.0006678047,"threshold_uncertainty_score":0.010089397},"labels":[],"label_agreement":null},{"id":"W2111977200","doi":"10.1007/s10959-014-0581-9","title":"Functional Convergence of Linear Processes with Heavy-Tailed Innovations","year":2014,"lang":"en","type":"article","venue":"Journal of Theoretical Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Complement (music); Convergence (economics); Space (punctuation); Alpha (finance); Weak convergence; Pure mathematics; BETA (programming language); Linear space; Applied mathematics; Discrete mathematics; Computer science; Statistics","score_opus":0.023129571377894773,"score_gpt":0.22018079269220547,"score_spread":0.1970512213143107,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2111977200","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24850598,0.0015437608,0.73481673,0.001186375,0.00020886632,0.0000569862,0.0001163712,0.00018770514,0.013377335],"genre_scores_gemma":[0.96124077,0.0010603785,0.026302105,0.00026614027,0.0002967999,0.0001051474,0.00014668229,0.00007792608,0.010504036],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99855095,0.0005405548,0.00007952263,0.00024251679,0.00037749927,0.00020894254],"domain_scores_gemma":[0.99005073,0.0064044297,0.001185657,0.00038758977,0.00135197,0.0006196432],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003761938,0.0010648881,0.0010020207,0.0016601084,0.0006072402,0.0019064251,0.0013448872,0.0011768843,0.002996609],"category_scores_gemma":[0.016959246,0.00041234444,0.0012113012,0.0008598992,0.0034814104,0.0031633133,0.0022131293,0.0017637444,0.00039031333],"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":[0.00006660719,0.000058150647,0.0022364073,0.00021594028,0.00009741317,0.00044210418,0.00024973325,0.08724257,0.0043983245,0.8953991,0.00073344115,0.00886014],"study_design_scores_gemma":[0.000017249855,0.00008602231,0.0007602864,0.000034167322,0.000028142176,0.00017331736,0.00006943443,0.6651317,0.0012829993,0.33151388,0.0008676486,0.00003514158],"about_ca_topic_score_codex":0.0012212687,"about_ca_topic_score_gemma":0.0007457479,"teacher_disagreement_score":0.003761938,"about_ca_system_score_codex":0.0010269055,"about_ca_system_score_gemma":0.00079612125,"threshold_uncertainty_score":0.019895256},"labels":[],"label_agreement":null},{"id":"W2112293901","doi":"10.1007/s11147-006-9003-1","title":"Calibration and hedging under jump diffusion","year":2007,"lang":"en","type":"article","venue":"Review of Derivatives Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":97,"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":"Jump; Jump diffusion; Local volatility; Calibration; Econometrics; Diffusion; Mathematics; Volatility (finance); Set (abstract data type); Function (biology); Applied mathematics; Computer science; Implied volatility; Statistics; Physics; Thermodynamics","score_opus":0.10626122872719147,"score_gpt":0.3720936278779086,"score_spread":0.26583239915071716,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2112293901","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13418384,0.054569963,0.7884683,0.008080265,0.00093477266,0.000055263812,0.0002464796,0.00041810662,0.013043062],"genre_scores_gemma":[0.93276113,0.025486313,0.032753237,0.0004795253,0.0010976819,0.00003122639,0.00028575546,0.00011830976,0.006986737],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99875367,0.0005164211,0.00010373535,0.0002894253,0.00025921312,0.000077576165],"domain_scores_gemma":[0.9939022,0.003687174,0.00085135415,0.0007644572,0.0006410028,0.00015388777],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005180978,0.00082374236,0.0017475021,0.0011189742,0.00041634188,0.003920875,0.0018355367,0.003683736,0.0028607012],"category_scores_gemma":[0.026495636,0.00095582573,0.0009130965,0.0016997795,0.0027207977,0.006535747,0.0015077328,0.0031655694,0.00036172435],"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":[0.000101052516,0.000078229255,0.004144894,0.00043821387,0.0002161269,0.00031552737,0.00018650467,0.32453033,0.0030886526,0.5775564,0.0021993818,0.08714464],"study_design_scores_gemma":[0.000027805481,0.000034516936,0.0023926306,0.00009533505,0.00003810757,0.00020720992,0.00004602357,0.35705757,0.0009980233,0.6355459,0.0034923933,0.000064440515],"about_ca_topic_score_codex":0.0013065396,"about_ca_topic_score_gemma":0.0004932337,"teacher_disagreement_score":0.005180978,"about_ca_system_score_codex":0.0012545784,"about_ca_system_score_gemma":0.0009085144,"threshold_uncertainty_score":0.027400017},"labels":[],"label_agreement":null},{"id":"W2113000836","doi":"10.1088/1469-7688/1/3/305","title":"Optimal portfolio selection and compression in an incomplete market","year":2001,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":29,"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; Russian Foundation for Basic Research","keywords":"Portfolio; Diversification (marketing strategy); Selection (genetic algorithm); Economics; Portfolio optimization; Econometrics; Incomplete markets; Investment portfolio; Mathematics; Mathematical economics; Financial economics; Mathematical optimization; Computer science; Microeconomics; Business","score_opus":0.046863679264774215,"score_gpt":0.2829494887518928,"score_spread":0.23608580948711858,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2113000836","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.603061,0.0017801829,0.38315463,0.001540933,0.000047885085,0.000117031006,0.00013956189,0.00010676688,0.010052041],"genre_scores_gemma":[0.9728213,0.000741165,0.02262932,0.000081954364,0.00007455819,0.00008767326,0.00010978101,0.000027470522,0.0034266089],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99923384,0.00034853874,0.00004142259,0.00009862698,0.00016159736,0.000115859424],"domain_scores_gemma":[0.9945057,0.004053415,0.0007276069,0.00018381885,0.0001922184,0.00033730362],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025131304,0.0008327259,0.0017596061,0.0008703073,0.00033481538,0.0017302377,0.00093656563,0.0017833327,0.002350994],"category_scores_gemma":[0.010886425,0.00058725994,0.00050958205,0.0008212195,0.0018845621,0.0035546129,0.0013009562,0.0008879505,0.00016162747],"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":[0.00019391002,0.00010490832,0.0008033339,0.000118739714,0.000060201397,0.0002537795,0.00008020192,0.83371687,0.0017510928,0.14623962,0.0005698229,0.016107589],"study_design_scores_gemma":[0.00007696289,0.000078795834,0.00031160822,0.000017268554,0.000013331498,0.000040764124,0.00001696214,0.90001243,0.0005251007,0.09857171,0.0003234908,0.000011539728],"about_ca_topic_score_codex":0.0008642322,"about_ca_topic_score_gemma":0.0005129182,"teacher_disagreement_score":0.0025131304,"about_ca_system_score_codex":0.0012774093,"about_ca_system_score_gemma":0.0008788058,"threshold_uncertainty_score":0.0132908225},"labels":[],"label_agreement":null},{"id":"W2114211440","doi":"10.3905/jod.2000.319146","title":"Stock Evolution Under Stochastic Volatility","year":2000,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"","keywords":"Stochastic volatility; Econometrics; Mean reversion; Valuation (finance); Volatility (finance); Volatility smile; Economics; Stock (firearms); Implied volatility; Volatility swap; Stochastic process; Financial economics; Mathematics; Finance; Statistics; Engineering","score_opus":0.029373161736865556,"score_gpt":0.23547770705964266,"score_spread":0.2061045453227771,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2114211440","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7634835,0.0005614641,0.2099237,0.0013697972,0.00013740959,0.00003740475,0.00031612656,0.00023832035,0.023932183],"genre_scores_gemma":[0.9868758,0.00029205682,0.00767815,0.00007918221,0.000037994938,0.000018261979,0.00010866653,0.000028182014,0.0048818],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999548,0.00013011396,0.000027376458,0.00007133371,0.00013164092,0.00009149424],"domain_scores_gemma":[0.9991953,0.0002353737,0.00015059407,0.00008193148,0.00018316822,0.00015368179],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00094525015,0.00021363728,0.0005395015,0.00053662865,0.00048264614,0.0019755154,0.0005996847,0.0010242766,0.002642765],"category_scores_gemma":[0.0044861184,0.0003155843,0.0007119882,0.000527746,0.0010754783,0.0028076477,0.0010860965,0.00093775586,0.00032024848],"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":[0.00008344084,0.000031871365,0.003983638,0.000028338924,0.00003901276,0.0004905143,0.00020694885,0.25872445,0.0061749173,0.7216764,0.00078940525,0.007771007],"study_design_scores_gemma":[0.000027926359,0.00003352343,0.0015883473,0.000008528266,0.0000107068245,0.00012884344,0.000068554626,0.81124276,0.0007912981,0.18514597,0.00092178525,0.000031688833],"about_ca_topic_score_codex":0.0047536073,"about_ca_topic_score_gemma":0.001357832,"teacher_disagreement_score":0.0047536073,"about_ca_system_score_codex":0.0010946664,"about_ca_system_score_gemma":0.00066176744,"threshold_uncertainty_score":0.009451926},"labels":[],"label_agreement":null},{"id":"W2114638289","doi":"10.1239/jap/1445543845","title":"Backward stochastic difference equations for dynamic convex risk measures on a binomial tree","year":2015,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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 Calgary","funders":"Australian Research Council","keywords":"Mathematics; Regular polygon; Consistency (knowledge bases); Applied mathematics; Time consistency; Binomial (polynomial); Econometrics; Statistics; Discrete mathematics; Actuarial science; Economics","score_opus":0.07080406835682077,"score_gpt":0.25312703599410263,"score_spread":0.18232296763728187,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2114638289","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.020756306,0.0010355953,0.96609026,0.0007465597,0.00017703926,0.00004843341,0.00019539188,0.000048191105,0.010902112],"genre_scores_gemma":[0.7296974,0.0047674263,0.20448929,0.00070346403,0.0004002873,0.00055161945,0.00083214126,0.00020073864,0.058357526],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988998,0.00038690213,0.000061937855,0.00018530153,0.00033817548,0.00012782555],"domain_scores_gemma":[0.9963386,0.0023327956,0.00049524324,0.000121494035,0.00047393053,0.000237933],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003427276,0.0010308468,0.0013024067,0.001129066,0.00061545544,0.0022907397,0.0017002677,0.0018959715,0.006980342],"category_scores_gemma":[0.009907947,0.00063944975,0.0014935462,0.0011555139,0.002061154,0.003435032,0.0018096588,0.00308378,0.0007033478],"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":[0.000016317246,0.000018662518,0.0005593995,0.000046289795,0.000018190258,0.000118081756,0.00010165983,0.16620423,0.00070276554,0.8266582,0.0007428954,0.0048134895],"study_design_scores_gemma":[0.000012754175,0.000017302918,0.00024392034,0.000024666322,0.000012981787,0.00006594431,0.000026683683,0.775421,0.00015186015,0.22238143,0.0016158059,0.00002556635],"about_ca_topic_score_codex":0.007308041,"about_ca_topic_score_gemma":0.0055129225,"teacher_disagreement_score":0.007308041,"about_ca_system_score_codex":0.0021479435,"about_ca_system_score_gemma":0.0016601945,"threshold_uncertainty_score":0.02335155},"labels":[],"label_agreement":null},{"id":"W2114765898","doi":"10.2139/ssrn.1538394","title":"Capturing Option Anomalies with a Variance-Dependent Pricing Kernel","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"University of Toronto","funders":"","keywords":"Variance (accounting); Econometrics; Kernel (algebra); Stochastic discount factor; Variance components; Economics; Computer science; Mathematics; Financial economics; Statistics; Capital asset pricing model; Combinatorics; Accounting","score_opus":0.019387449542575475,"score_gpt":0.192521307293219,"score_spread":0.17313385775064352,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2114765898","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32311746,0.00010713254,0.6755149,0.00012911331,0.000057287616,0.0000138433625,0.000040624745,0.0003438257,0.0006759204],"genre_scores_gemma":[0.97384995,0.000072296694,0.025435997,0.000020218307,0.000044072025,0.000006032644,0.000049741655,0.000049796905,0.00047184547],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996773,0.00010801543,0.000020320755,0.000064723135,0.00008057105,0.000049072576],"domain_scores_gemma":[0.9972356,0.0016358894,0.00044030775,0.0002698345,0.00026872178,0.0001497356],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009924893,0.0005800768,0.00061116554,0.000680969,0.00019363347,0.0013141525,0.00091839925,0.0016709445,0.00057988055],"category_scores_gemma":[0.008117826,0.00047487422,0.00065051607,0.0006370209,0.00057225383,0.0023746057,0.0010494781,0.0011038844,0.00014195188],"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":[0.0003619979,0.00018227447,0.012279601,0.00009275302,0.00011983391,0.00065815164,0.00012832599,0.7786121,0.04171262,0.123688065,0.0007672976,0.041396882],"study_design_scores_gemma":[0.0000030627577,0.000007057061,0.00020677857,7.76811e-7,0.000002989807,0.00003063022,0.0000022646811,0.99453413,0.00038420683,0.0047913706,0.000031979653,0.000004647338],"about_ca_topic_score_codex":0.0011264445,"about_ca_topic_score_gemma":0.00065199175,"teacher_disagreement_score":0.0016709445,"about_ca_system_score_codex":0.00028894318,"about_ca_system_score_gemma":0.00042453056,"threshold_uncertainty_score":0.0052488446},"labels":[],"label_agreement":null},{"id":"W2114962951","doi":"10.1007/s00780-015-0269-8","title":"How non-arbitrage, viability and numéraire portfolio are related","year":2015,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":38,"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":"Probability measure; Portfolio; Mathematical economics; Arbitrage; Expected utility hypothesis; Mathematical finance; Measure (data warehouse); Equivalence (formal languages); Mathematics; Economics; Mathematical optimization; Computer science; Financial economics; Discrete mathematics","score_opus":0.025191015876212877,"score_gpt":0.21153532998480662,"score_spread":0.18634431410859376,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2114962951","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.63245004,0.0071347877,0.2646518,0.01373365,0.00043334102,0.00007360943,0.0002424167,0.00013526405,0.08114512],"genre_scores_gemma":[0.98184353,0.0013681843,0.00627682,0.00027370278,0.000210992,0.000021821184,0.00009051809,0.00004287798,0.0098714065],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99861014,0.0007353744,0.00009347056,0.00022488789,0.00021854498,0.00011754342],"domain_scores_gemma":[0.97825223,0.016086452,0.002752527,0.0009381905,0.0010742394,0.0008962942],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028107695,0.0005024945,0.0007486495,0.0010847703,0.0007414179,0.0060924175,0.0008994653,0.002475518,0.007915076],"category_scores_gemma":[0.03905676,0.00042469043,0.0004937483,0.0010567538,0.0035030127,0.011250325,0.0017798658,0.002720882,0.0005461164],"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":[0.00003389359,0.000044351433,0.0037855508,0.000051663126,0.000031758445,0.0001693077,0.00025317204,0.008330507,0.0002990325,0.97588855,0.00091734173,0.010195068],"study_design_scores_gemma":[0.0000053256704,0.000013854267,0.0013929957,0.000008992594,0.0000069444736,0.00007232312,0.00009447325,0.011149998,0.000069882786,0.98669505,0.0004822832,0.000007825414],"about_ca_topic_score_codex":0.0012082907,"about_ca_topic_score_gemma":0.0011113012,"teacher_disagreement_score":0.007915076,"about_ca_system_score_codex":0.0006089212,"about_ca_system_score_gemma":0.0008596551,"threshold_uncertainty_score":0.026478589},"labels":[],"label_agreement":null},{"id":"W2115163964","doi":"10.1093/imanum/23.2.241","title":"Numerical convergence properties of option pricing PDEs with uncertain volatility","year":2003,"lang":"en","type":"article","venue":"IMA Journal of Numerical Analysis","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":159,"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 Waterloo","funders":"Social Sciences and Humanities Research Council of Canada; Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Numerical analysis; Volatility (finance); Stochastic volatility; Convergence (economics); Valuation of options; Mathematical economics; Applied mathematics; Econometrics; Economics; Mathematical analysis","score_opus":0.031109358135177286,"score_gpt":0.22943747480509438,"score_spread":0.1983281166699171,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2115163964","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28411034,0.0020417182,0.68779355,0.003229055,0.00022492382,0.00015196032,0.00014163814,0.0004618087,0.021845033],"genre_scores_gemma":[0.91032743,0.0006338125,0.084828295,0.00013969811,0.00005596956,0.0001487968,0.00014822574,0.00013487603,0.0035828801],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99892527,0.00047549952,0.00008496893,0.000090775,0.0003486804,0.00007478007],"domain_scores_gemma":[0.9848584,0.010900472,0.001099315,0.00081438,0.0019779971,0.0003493454],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004519297,0.0006600721,0.0005577807,0.0009871724,0.00094145455,0.0016976432,0.0009455623,0.0017579123,0.0013499459],"category_scores_gemma":[0.02901774,0.00041880165,0.00072771916,0.0005049223,0.0025843359,0.0016428751,0.0023461538,0.001704884,0.00020520051],"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":[0.00012075267,0.000047407942,0.003935179,0.000110032895,0.000035388253,0.00029478373,0.0003105194,0.85888934,0.0054022325,0.11896922,0.00056626793,0.011318832],"study_design_scores_gemma":[0.0000050539443,0.0000060407547,0.00009291474,0.000008103089,0.0000016687053,0.000016071559,0.0000098937835,0.99265385,0.00050653244,0.006526461,0.0001689097,0.00000447808],"about_ca_topic_score_codex":0.005238737,"about_ca_topic_score_gemma":0.0018270896,"teacher_disagreement_score":0.005238737,"about_ca_system_score_codex":0.001163756,"about_ca_system_score_gemma":0.001241876,"threshold_uncertainty_score":0.023900628},"labels":[],"label_agreement":null},{"id":"W2115696442","doi":"10.31390/cosa.1.2.07","title":"Martingale representation for contingent claims with regime switching","year":2007,"lang":"en","type":"article","venue":"Communications on Stochastic Analysis","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":15,"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":"Social Sciences and Humanities Research Council of Canada","keywords":"Martingale (probability theory); Representation (politics); Econometrics; Mathematical economics; Mathematics; Economics; Statistics; Political science; Law","score_opus":0.06116953149916473,"score_gpt":0.3022037664628559,"score_spread":0.24103423496369117,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2115696442","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.060207304,0.0007504691,0.92442006,0.0012538673,0.00015529266,0.00007033682,0.00014895416,0.00010571049,0.012887954],"genre_scores_gemma":[0.8612208,0.0017001966,0.11985151,0.0004949327,0.0005053759,0.0003149448,0.0003318163,0.00011779092,0.015462689],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99926,0.00022037,0.000040355113,0.00011048663,0.0002533233,0.00011539633],"domain_scores_gemma":[0.99854386,0.00067277823,0.00028293484,0.00015645649,0.00019500668,0.00014896019],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002887094,0.00076785305,0.0007151138,0.0014225648,0.00057152373,0.0018571625,0.0010233851,0.0015474897,0.004935474],"category_scores_gemma":[0.0047650943,0.00034069867,0.0016627429,0.0007989636,0.0018385418,0.0024339512,0.0012353078,0.0024115315,0.0005355837],"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":[0.000007143434,0.00001671787,0.00009132675,0.00001789419,0.000008691075,0.00006290465,0.00005956584,0.011451632,0.0009057535,0.9848417,0.00025239727,0.002284258],"study_design_scores_gemma":[0.00001508336,0.000033653072,0.00021987717,0.000022840666,0.00001067571,0.000078948,0.000015064903,0.23085403,0.0005989402,0.7668721,0.0012617413,0.0000170406],"about_ca_topic_score_codex":0.0006739486,"about_ca_topic_score_gemma":0.0005834995,"teacher_disagreement_score":0.004935474,"about_ca_system_score_codex":0.0012115475,"about_ca_system_score_gemma":0.0009582137,"threshold_uncertainty_score":0.016510785},"labels":[],"label_agreement":null},{"id":"W2115822573","doi":"10.2139/ssrn.2419587","title":"Equity Portfolio Management Using Option Price Information","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Toronto","funders":"","keywords":"Equity (law); Business; Project portfolio management; Portfolio; Financial economics; Actuarial science; Economics","score_opus":0.017403624858299657,"score_gpt":0.23884096556599788,"score_spread":0.22143734070769822,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2115822573","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24990574,0.0017716183,0.7369298,0.0012579253,0.0002113588,0.00007754573,0.0001799495,0.00043302216,0.009233051],"genre_scores_gemma":[0.96815264,0.0003855798,0.028263615,0.00005927477,0.00014546778,0.000021170858,0.00010834999,0.000021154046,0.0028428962],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99942917,0.00021608573,0.00004028757,0.00008685973,0.00017647876,0.000051132756],"domain_scores_gemma":[0.99677086,0.0022672338,0.00029077713,0.00019253169,0.00031942566,0.0001592232],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001999374,0.0005096821,0.00081821886,0.0011335171,0.0002778545,0.0023128418,0.00069457485,0.001443967,0.0025541394],"category_scores_gemma":[0.0088320095,0.0004855826,0.0003972048,0.0009909477,0.00029667353,0.0031884068,0.0009862643,0.000988904,0.00033345804],"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":[0.00057987124,0.00030959176,0.012758944,0.00010969691,0.00033334407,0.00037097637,0.00008077512,0.66774774,0.0054449583,0.04621606,0.0023208458,0.26372713],"study_design_scores_gemma":[0.000017091328,0.000040463296,0.00091519114,0.00000880487,0.000025292731,0.000023299379,0.0000046491646,0.98454237,0.000583404,0.013606833,0.00022523868,0.0000073836577],"about_ca_topic_score_codex":0.00073350576,"about_ca_topic_score_gemma":0.00095242815,"teacher_disagreement_score":0.0025541394,"about_ca_system_score_codex":0.00042205097,"about_ca_system_score_gemma":0.0004156877,"threshold_uncertainty_score":0.010573864},"labels":[],"label_agreement":null},{"id":"W2117213979","doi":"10.2139/ssrn.406697","title":"Predictable Dynamics in the S&amp;P 500 Index Options Implied Volatility Surface","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Université de Montréal; McGill University","funders":"","keywords":"Implied volatility; Index (typography); Economics; Volatility (finance); Econometrics; Financial economics; Volatility smile; Computer science","score_opus":0.01547147850208309,"score_gpt":0.22493441201393374,"score_spread":0.20946293351185066,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2117213979","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9301432,0.000389428,0.05618186,0.0015082104,0.000079716716,0.000025414001,0.00025621647,0.00031525924,0.01110072],"genre_scores_gemma":[0.9964216,0.00011562715,0.0012362117,0.00003208502,0.00002968067,0.000009076911,0.000077854296,0.0000357995,0.0020420589],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9998287,0.00004554578,0.0000079737265,0.000040250052,0.000049119808,0.000028398854],"domain_scores_gemma":[0.9983621,0.0008936751,0.00025505055,0.000083104045,0.00021585933,0.0001901128],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007192711,0.00033876378,0.00041189656,0.0007490663,0.00037340296,0.0014922901,0.0006514042,0.0011606363,0.0042523993],"category_scores_gemma":[0.0069885007,0.0004027898,0.00044576815,0.00037721422,0.0011038445,0.0019349747,0.00074749533,0.0014164425,0.00027181802],"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":[0.00021486668,0.00011266226,0.0110682845,0.00009583596,0.00008507008,0.0009482387,0.00043679483,0.44657904,0.018683314,0.50256884,0.0034423054,0.015764816],"study_design_scores_gemma":[0.000014077092,0.00002456271,0.003838495,0.000010680758,0.0000106214175,0.00007534971,0.000037847803,0.94462246,0.0005709272,0.050471105,0.00029683986,0.000027017077],"about_ca_topic_score_codex":0.0025645103,"about_ca_topic_score_gemma":0.0014677262,"teacher_disagreement_score":0.0042523993,"about_ca_system_score_codex":0.0008958401,"about_ca_system_score_gemma":0.00049375277,"threshold_uncertainty_score":0.014225721},"labels":[],"label_agreement":null},{"id":"W2117272083","doi":"10.1111/j.1755-053x.2009.01060.x","title":"An Empirical Comparison of Option‐Pricing Models in Hedging Exotic Options","year":2009,"lang":"en","type":"article","venue":"Financial Management","topic":"Stochastic processes and financial applications","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":"Queen's University; University of Windsor","funders":"","keywords":"Exotic option; Valuation of options; Asian option; Monte Carlo methods for option pricing; Black–Scholes model; Economics; Trinomial tree; Empirical evidence; Actuarial science; Binomial options pricing model; Financial economics","score_opus":0.07665503749582415,"score_gpt":0.30002676408454815,"score_spread":0.223371726588724,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2117272083","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9769383,0.0010079212,0.018592993,0.00030110872,0.000032045384,0.000035401525,0.00022285989,0.000116503106,0.0027527767],"genre_scores_gemma":[0.9953963,0.00027875262,0.0033299632,0.000027377075,0.000022068953,0.000015678674,0.0005723064,0.000026650592,0.00033080313],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9968368,0.0018922318,0.00023734085,0.00035321031,0.00055424,0.00012618546],"domain_scores_gemma":[0.9116007,0.07585952,0.0036714578,0.0053335046,0.0024218396,0.0011130205],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.020096136,0.00087775633,0.0010211155,0.0019328072,0.0005031636,0.0027571581,0.0014051788,0.0015609798,0.0024507502],"category_scores_gemma":[0.05195563,0.0003648023,0.0011501549,0.002237277,0.001223313,0.0044667046,0.0017091124,0.0017298812,0.00046775522],"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":[0.003405254,0.0011090079,0.18232016,0.00063303724,0.0010649908,0.00057700457,0.0016179376,0.6393109,0.0019651663,0.08224168,0.0031141734,0.0826407],"study_design_scores_gemma":[0.00012262182,0.0005909672,0.037126478,0.0000998442,0.00014470569,0.0003645367,0.00043586933,0.93128085,0.0008566381,0.027447028,0.0014350374,0.000095420764],"about_ca_topic_score_codex":0.0023647489,"about_ca_topic_score_gemma":0.0017997255,"teacher_disagreement_score":0.020096136,"about_ca_system_score_codex":0.00086540024,"about_ca_system_score_gemma":0.00042435032,"threshold_uncertainty_score":0.10627979},"labels":[],"label_agreement":null},{"id":"W2117417071","doi":"10.3790/vjh.74.2.175","title":"A Simple Model for Trading Climate Risk","year":2005,"lang":"de","type":"article","venue":"Vierteljahrshefte zur Wirtschaftsforschung","topic":"Stochastic processes and financial applications","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":"University of British Columbia","funders":"","keywords":"Market risk; Economics; Financial market; Investment (military); Mathematical economics; Index (typography); Stochastic differential equation; Welfare economics; Humanities; Econometrics; Mathematics; Applied mathematics; Computer science; Political science; Philosophy; Finance","score_opus":0.027883934738583072,"score_gpt":0.24475275079085143,"score_spread":0.21686881605226835,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2117417071","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.31124756,0.0013014104,0.48704353,0.0082841255,0.0007165178,0.0004401546,0.004946218,0.0009962219,0.18502437],"genre_scores_gemma":[0.86281884,0.0008749284,0.03770608,0.0005216475,0.00017081806,0.0005661636,0.0010484662,0.00011833068,0.09617465],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997259,0.00009180037,0.00001897145,0.00006805584,0.000047004163,0.00004831919],"domain_scores_gemma":[0.9995995,0.00015193886,0.00006589474,0.000046468573,0.000060246966,0.0000759423],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000351606,0.0006155719,0.00074610754,0.00040549823,0.0008208969,0.0023733308,0.0019565113,0.003823343,0.024149422],"category_scores_gemma":[0.0012429168,0.00045438696,0.0013009128,0.0007482105,0.0008152304,0.0023032485,0.0012071105,0.0014755103,0.0020388637],"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":[0.00016868478,0.00015168845,0.0016820697,0.00009605578,0.00006558987,0.00055205595,0.0002211934,0.71588635,0.0033641297,0.26696235,0.004077239,0.0067725764],"study_design_scores_gemma":[0.0001551098,0.000083134575,0.0005439777,0.000014634059,0.000028045039,0.00014691426,0.000059154037,0.91364723,0.00026544143,0.07351267,0.011507133,0.00003658656],"about_ca_topic_score_codex":0.009284043,"about_ca_topic_score_gemma":0.004612098,"teacher_disagreement_score":0.024149422,"about_ca_system_score_codex":0.0010030518,"about_ca_system_score_gemma":0.0011875519,"threshold_uncertainty_score":0.08078784},"labels":[],"label_agreement":null},{"id":"W2118721577","doi":"10.2139/ssrn.1129230","title":"Volatility Components, Affine Restrictions and Non-Normal Innovations","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":39,"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; HEC Montréal; University of Toronto","funders":"","keywords":"Volatility (finance); Affine transformation; Econometrics; Volatility smile; Implied volatility; Economics; Financial economics; Mathematics; Geometry","score_opus":0.020756133103007383,"score_gpt":0.2118180370316068,"score_spread":0.1910619039285994,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2118721577","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.25315213,0.0052457596,0.70839006,0.0038122716,0.00058994704,0.000096055795,0.0005205505,0.0004183179,0.027774913],"genre_scores_gemma":[0.95154244,0.0036487929,0.016269526,0.0002918558,0.0008845625,0.00008145976,0.0007195442,0.00016992964,0.026391909],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99817,0.00057450845,0.00018172104,0.00044652988,0.00034878243,0.00027846693],"domain_scores_gemma":[0.98172206,0.012100608,0.0029949693,0.0012867531,0.0010498407,0.00084577233],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004058023,0.0017437954,0.0021164143,0.0024693438,0.00075390114,0.0059584617,0.0018079429,0.0024605352,0.0069938437],"category_scores_gemma":[0.026564451,0.0011952701,0.0016136148,0.0028912975,0.004969872,0.0083009275,0.0028238413,0.004221792,0.0010417511],"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":[0.00006902292,0.000052542935,0.002121704,0.00006703765,0.000052748128,0.00032209724,0.00015025397,0.017586114,0.00075119105,0.9697973,0.00092259137,0.008107503],"study_design_scores_gemma":[0.000024789004,0.000029282493,0.002155829,0.000016059736,0.000037283,0.00025017295,0.000075734715,0.0930083,0.00029458298,0.9031076,0.00095720764,0.00004312342],"about_ca_topic_score_codex":0.0035183846,"about_ca_topic_score_gemma":0.0026219583,"teacher_disagreement_score":0.0069938437,"about_ca_system_score_codex":0.0011503963,"about_ca_system_score_gemma":0.0013705108,"threshold_uncertainty_score":0.02339667},"labels":[],"label_agreement":null},{"id":"W2118731301","doi":"10.5555/1161734.1162023","title":"Efficient pricing of barrier options with the variance-gamma model","year":2004,"lang":"en","type":"article","venue":"Winter Simulation Conference","topic":"Stochastic processes and financial applications","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 Montréal","funders":"","keywords":"Importance sampling; Estimator; Sampling (signal processing); Variance (accounting); Monte Carlo method; Computer science; Algorithm; Path (computing); Mathematical optimization; Mathematics; Statistics","score_opus":0.03720388498912797,"score_gpt":0.2397389302420148,"score_spread":0.20253504525288685,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2118731301","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.034388453,0.00012075428,0.9636347,0.00013615837,0.0000142620565,0.00003166841,0.000024232135,0.00015666516,0.0014931214],"genre_scores_gemma":[0.6637315,0.00027855267,0.33332917,0.00009183178,0.000034741683,0.00014515404,0.0001301413,0.00013418155,0.0021246728],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99890757,0.00052374654,0.00003414439,0.00008636912,0.00034433606,0.00010373728],"domain_scores_gemma":[0.99721694,0.0018436253,0.00023769711,0.00031831727,0.00026194454,0.00012142882],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028862266,0.00050856546,0.0012056597,0.0006745643,0.00040898926,0.001459476,0.0014944843,0.0012951881,0.0024305624],"category_scores_gemma":[0.010960874,0.00060632237,0.0007774671,0.00085643335,0.0009473871,0.0022697214,0.0016052161,0.0017022046,0.00030920765],"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":[0.00006234635,0.000034972065,0.00084728916,0.000026571874,0.000032455297,0.00013266351,0.000053826854,0.84788543,0.001318826,0.13560195,0.00039502853,0.013608634],"study_design_scores_gemma":[0.000009823507,0.00000749327,0.000059552443,0.0000023939858,0.0000025908153,0.00001636323,0.000002243203,0.97761303,0.00018375905,0.021935467,0.00016270031,0.0000046382165],"about_ca_topic_score_codex":0.0023533974,"about_ca_topic_score_gemma":0.001942377,"teacher_disagreement_score":0.0028862266,"about_ca_system_score_codex":0.0009128485,"about_ca_system_score_gemma":0.00122025,"threshold_uncertainty_score":0.015263975},"labels":[],"label_agreement":null},{"id":"W2118896730","doi":"10.1080/21649502.2014.920513","title":"Convergence of the discrete variance swap in time-homogeneous diffusion models","year":2014,"lang":"en","type":"article","venue":"Quantitative Finance Letters","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":10,"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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Variance swap; Stochastic volatility; Realized variance; Mathematics; Applied mathematics; Volatility (finance); Swap (finance); Mathematical finance; Variance (accounting); Regular polygon; Discrete time and continuous time; Econometrics; SABR volatility model; Economics; Statistics; Financial economics; Finance; Accounting","score_opus":0.02055305141911538,"score_gpt":0.2198815730082177,"score_spread":0.19932852158910233,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2118896730","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12824719,0.0016479248,0.85737723,0.00216392,0.00020927329,0.00007425112,0.00015898155,0.00026721726,0.009854121],"genre_scores_gemma":[0.9551959,0.0010558614,0.03517231,0.00036815522,0.00019090918,0.00011511525,0.0001516902,0.0001269989,0.0076230383],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99838877,0.0007866501,0.000072526265,0.00028245983,0.00028396535,0.00018572867],"domain_scores_gemma":[0.9889225,0.007573055,0.0013792538,0.0005682438,0.000812158,0.0007447672],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004922599,0.0011786321,0.0012752496,0.0014083466,0.00070648466,0.0022395721,0.0016282264,0.0016436044,0.004230113],"category_scores_gemma":[0.028164381,0.000589563,0.0016573408,0.00072223076,0.0040554567,0.0042520324,0.002829084,0.003198566,0.0003891911],"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":[0.00009860596,0.000055559136,0.0018419524,0.00012766804,0.000068013884,0.0002291713,0.00021420009,0.17206791,0.0017802346,0.8161294,0.001120627,0.006266674],"study_design_scores_gemma":[0.000017726654,0.000029805959,0.00030327917,0.000017818349,0.0000148898325,0.000050450013,0.000032793778,0.7470807,0.00040353602,0.25157154,0.00045677114,0.000020725387],"about_ca_topic_score_codex":0.0034007763,"about_ca_topic_score_gemma":0.0017756992,"teacher_disagreement_score":0.004922599,"about_ca_system_score_codex":0.0019914526,"about_ca_system_score_gemma":0.0014398374,"threshold_uncertainty_score":0.02603352},"labels":[],"label_agreement":null},{"id":"W2119074269","doi":"10.1080/14697680802595585","title":"Arbitrage-free smoothing of the implied volatility surface","year":2009,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":165,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Global Affairs Canada","funders":"","keywords":"Implied volatility; Smoothing; Local volatility; Volatility (finance); Volatility smile; Arbitrage; Forward volatility; Econometrics; Economics; Stochastic volatility; Greeks; Volatility swap; Financial economics; Mathematics; Statistics","score_opus":0.03603955285990574,"score_gpt":0.2557599192787027,"score_spread":0.21972036641879694,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2119074269","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.029048687,0.00010317256,0.9694663,0.000090333844,0.000025616126,0.000008745288,0.00002139328,0.00024562312,0.0009901265],"genre_scores_gemma":[0.80278295,0.00025418325,0.19343653,0.00004916128,0.000076852324,0.000048648442,0.00016774375,0.00021540819,0.0029685465],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99923134,0.00025233492,0.000047897476,0.00014344961,0.00025859865,0.00006638038],"domain_scores_gemma":[0.9980013,0.00092530483,0.00016813305,0.00067129295,0.00018241307,0.00005165153],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017372477,0.00045618258,0.0009083403,0.00064142403,0.00029359024,0.0013452241,0.0009609542,0.0011224535,0.0018646644],"category_scores_gemma":[0.009799207,0.0002894386,0.0011537287,0.00062476675,0.00076647534,0.0014306279,0.0013990379,0.0018212715,0.00041981132],"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":[0.00019140994,0.00008643861,0.002070154,0.00013313125,0.00013087939,0.0002431419,0.00020475392,0.58635247,0.026730455,0.22151735,0.001224108,0.16111565],"study_design_scores_gemma":[0.0000073692595,0.000019391784,0.00036657532,0.000006630358,0.000009020021,0.00004160943,0.000007003014,0.9462442,0.0030107012,0.049653307,0.0006186097,0.000015576788],"about_ca_topic_score_codex":0.00065109663,"about_ca_topic_score_gemma":0.0005951832,"teacher_disagreement_score":0.0018646644,"about_ca_system_score_codex":0.0002945592,"about_ca_system_score_gemma":0.0004769128,"threshold_uncertainty_score":0.009187579},"labels":[],"label_agreement":null},{"id":"W2119513879","doi":"10.1239/jap/1294170516","title":"Wiener-Hopf Factorization for a Family of Lévy Processes Related to Theta Functions","year":2010,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":42,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Infimum and supremum; Factorization; Exponential function; Subordinator; Exponent; Measure (data warehouse); Lévy process; Pure mathematics; Mathematical analysis; Applied mathematics","score_opus":0.024900056013411467,"score_gpt":0.22948175162340356,"score_spread":0.2045816956099921,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2119513879","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.35535055,0.0013487209,0.6258247,0.000599356,0.00017569234,0.00007132066,0.00010841448,0.00016007257,0.016361155],"genre_scores_gemma":[0.9487061,0.0010676831,0.040231258,0.00013556641,0.00021296494,0.00007741635,0.00012095578,0.00005993887,0.009388142],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996867,0.000053939842,0.00001829863,0.000057299032,0.00010301302,0.0000807358],"domain_scores_gemma":[0.9990345,0.00030887942,0.000207741,0.00006422359,0.00018627608,0.0001984626],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001312512,0.00078048126,0.000688869,0.0014624755,0.0010365576,0.0015107464,0.00055560673,0.0009722475,0.0035588786],"category_scores_gemma":[0.003680189,0.00027215693,0.0012741898,0.0005621998,0.0019338828,0.003207125,0.0008616602,0.0012561005,0.0005542371],"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":[0.000027947372,0.000019597403,0.00063801545,0.000028914095,0.000013124152,0.00020474727,0.0001816602,0.010559063,0.0027485373,0.9813835,0.00036241577,0.0038324597],"study_design_scores_gemma":[0.00002846581,0.000057753565,0.0007329848,0.000025149273,0.00001602473,0.00041157776,0.0001314724,0.18365963,0.0015015207,0.81091565,0.0024734112,0.0000463002],"about_ca_topic_score_codex":0.001471619,"about_ca_topic_score_gemma":0.0007332234,"teacher_disagreement_score":0.0035588786,"about_ca_system_score_codex":0.0010504979,"about_ca_system_score_gemma":0.0009418623,"threshold_uncertainty_score":0.011905611},"labels":[],"label_agreement":null},{"id":"W2119663881","doi":"10.1287/moor.1070.0270","title":"On the Spanning Property of Risk Bonds Priced by Equilibrium","year":2007,"lang":"en","type":"article","venue":"Mathematics of Operations Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":36,"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":"Hedge; Bond; Bond valuation; Stochastic differential equation; Economics; Financial market; Futures contract; Econometrics; Financial economics; Mathematics; Finance; Applied mathematics","score_opus":0.09462986760926169,"score_gpt":0.3287597655489408,"score_spread":0.23412989793967914,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2119663881","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13639317,0.000548848,0.84687483,0.00070556777,0.00005492942,0.00004011076,0.000081668535,0.00010346225,0.015197325],"genre_scores_gemma":[0.8850387,0.0011682292,0.10444088,0.00015314188,0.00018628206,0.000118917094,0.00017049658,0.00011788045,0.0086054215],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99951375,0.00019928,0.000021909878,0.00007238854,0.00013275542,0.00005992316],"domain_scores_gemma":[0.99828583,0.0008934326,0.00027951537,0.0001440586,0.00020640442,0.00019080317],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014142987,0.0005271851,0.000632857,0.000897359,0.00068701484,0.0014781872,0.00082722655,0.0010702661,0.004090959],"category_scores_gemma":[0.006783735,0.00039840274,0.00087190926,0.0006363195,0.0013675824,0.0029470662,0.0012724276,0.0012410289,0.0003984286],"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":[0.000016686623,0.00002208313,0.00045504153,0.000023014847,0.000012887488,0.00009573028,0.000078417776,0.038363896,0.0013302524,0.95343435,0.00044894754,0.00571871],"study_design_scores_gemma":[0.000015589972,0.000032351854,0.00027416143,0.000014488943,0.000008183434,0.0001099782,0.000024524621,0.5692654,0.00041660038,0.4287047,0.0011207489,0.000013148334],"about_ca_topic_score_codex":0.001060796,"about_ca_topic_score_gemma":0.0006171568,"teacher_disagreement_score":0.004090959,"about_ca_system_score_codex":0.00072097476,"about_ca_system_score_gemma":0.0006412629,"threshold_uncertainty_score":0.013685644},"labels":[],"label_agreement":null},{"id":"W2120694358","doi":"10.1016/s0165-1889(03)00042-3","title":"Option valuation with co-integrated asset prices","year":2003,"lang":"en","type":"article","venue":"Journal of Economic Dynamics and Control","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":82,"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":"Luonnontieteiden ja Tekniikan Tutkimuksen Toimikunta; Social Sciences and Humanities Research Council of Canada; Natural Sciences and Engineering Research Council of Canada; National Science Foundation","keywords":"Economics; Valuation of options; Econometrics; Asset (computer security); Valuation (finance); Stochastic volatility; Financial economics; Mathematical economics; Computer science; Volatility (finance); Finance","score_opus":0.012316720081861247,"score_gpt":0.21984218814023868,"score_spread":0.20752546805837743,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2120694358","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16764931,0.0009699992,0.821614,0.0010420267,0.00021758403,0.00005034202,0.000080985155,0.00010775281,0.008267875],"genre_scores_gemma":[0.9661895,0.00035720004,0.028688861,0.000062132975,0.00022673955,0.000036195976,0.000069888105,0.000028738175,0.0043407963],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981591,0.0009562593,0.00011540812,0.00023611251,0.00038611615,0.0001469596],"domain_scores_gemma":[0.9900321,0.0073372526,0.00074809504,0.00056613365,0.0006684465,0.00064794085],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006145267,0.0013352807,0.0022214148,0.0012635707,0.0006163947,0.005686306,0.001905496,0.0035226988,0.003822426],"category_scores_gemma":[0.019732036,0.001112971,0.0015005491,0.0020203537,0.0025741288,0.010781771,0.002874837,0.002736976,0.00024619716],"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":[0.00022007643,0.00011117038,0.0014891869,0.000060010712,0.00014502711,0.0005869525,0.00011713189,0.2718179,0.0011119376,0.7138503,0.0004906962,0.0099996645],"study_design_scores_gemma":[0.000024349334,0.000019024197,0.00016092615,0.0000058016094,0.000018749843,0.000063327505,0.000009702525,0.80735695,0.00012780557,0.1920602,0.00014105726,0.000012236423],"about_ca_topic_score_codex":0.001440104,"about_ca_topic_score_gemma":0.0008975386,"teacher_disagreement_score":0.006145267,"about_ca_system_score_codex":0.0011348677,"about_ca_system_score_gemma":0.0009275374,"threshold_uncertainty_score":0.03249967},"labels":[],"label_agreement":null},{"id":"W2121147498","doi":"10.1088/1469-7688/3/3/305","title":"Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates*","year":2003,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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":"Term (time); Short rate; Econometrics; Calibration; Gaussian; Statistical physics; Economics; Mathematics; Statistics; Yield curve; Physics","score_opus":0.060663307681174866,"score_gpt":0.28586093547681934,"score_spread":0.22519762779564448,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2121147498","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14061472,0.00045638968,0.85599,0.00036852126,0.00006842023,0.000034689827,0.000077036624,0.00017526958,0.002214916],"genre_scores_gemma":[0.96871823,0.0003516814,0.02895703,0.000037127054,0.000038919472,0.000036442198,0.00006071062,0.00003462735,0.0017652783],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996568,0.00016031745,0.000022190421,0.000054215376,0.00007803248,0.000028485429],"domain_scores_gemma":[0.9977869,0.0014516506,0.00027889598,0.00014536192,0.00024318155,0.00009407961],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016549897,0.00049984513,0.0007100868,0.00034638256,0.00032934448,0.0012196719,0.000945611,0.001134992,0.0012573998],"category_scores_gemma":[0.004431126,0.00033490156,0.00069582404,0.00046158343,0.00070660893,0.0008350235,0.0007067497,0.0009786115,0.00016445464],"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":[0.000012731542,0.000015811784,0.0004075492,0.000015493302,0.000014017524,0.00005930869,0.000027579368,0.97867304,0.00087542634,0.017361602,0.00010238079,0.0024351422],"study_design_scores_gemma":[0.0000015970543,0.000004253843,0.000047532118,0.0000012110532,0.0000015884222,0.000006713086,0.0000017872997,0.9972606,0.00007774416,0.002539615,0.000055164994,0.000002092165],"about_ca_topic_score_codex":0.005450035,"about_ca_topic_score_gemma":0.0019886722,"teacher_disagreement_score":0.005450035,"about_ca_system_score_codex":0.00046915354,"about_ca_system_score_gemma":0.00064351014,"threshold_uncertainty_score":0.010836661},"labels":[],"label_agreement":null},{"id":"W2121182259","doi":"10.1214/08-aihp186","title":"Degenerate stochastic differential equations for catalytic branching networks","year":2009,"lang":"fr","type":"article","venue":"Annales de l Institut Henri Poincaré Probabilités et Statistiques","topic":"Stochastic processes and financial applications","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 British Columbia","funders":"","keywords":"Humanities; Martingale (probability theory); Mathematics; Philosophy; Applied mathematics","score_opus":0.040892555440939414,"score_gpt":0.29322315263492765,"score_spread":0.25233059719398826,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2121182259","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.20661512,0.0029104159,0.7510549,0.0048598596,0.00032911578,0.00010926417,0.0006058708,0.00020304971,0.033312432],"genre_scores_gemma":[0.90965307,0.0023599246,0.041284777,0.00060887414,0.00028610605,0.00031619257,0.0006027029,0.00011600668,0.044772316],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990958,0.00033024518,0.000047581867,0.00019437067,0.00017266496,0.00015931918],"domain_scores_gemma":[0.9956376,0.002643667,0.00060869206,0.00017269283,0.00037452445,0.0005628413],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002872304,0.00094371184,0.0019973617,0.0018056071,0.00091968034,0.0025994058,0.0020614022,0.0032763318,0.0054414063],"category_scores_gemma":[0.011083031,0.0009199269,0.0017575676,0.001211936,0.0032481812,0.0034454213,0.0025881405,0.0026782358,0.0003623525],"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":[0.000037052072,0.000022050024,0.00106796,0.000060582166,0.00003066386,0.00015681962,0.00012420511,0.14999211,0.0006607968,0.8443118,0.0009416565,0.002594293],"study_design_scores_gemma":[0.00001896217,0.000012178002,0.00027893236,0.000017115624,0.000010546229,0.000049559574,0.00003652824,0.68382776,0.00012496,0.31470326,0.00090078934,0.000019410845],"about_ca_topic_score_codex":0.0057932585,"about_ca_topic_score_gemma":0.0037396245,"teacher_disagreement_score":0.0057932585,"about_ca_system_score_codex":0.003372496,"about_ca_system_score_gemma":0.0013329904,"threshold_uncertainty_score":0.024469256},"labels":[],"label_agreement":null},{"id":"W2122251202","doi":"10.2139/ssrn.228844","title":"A Monte Carlo Method for Optimal Portfolios","year":2000,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":49,"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; Université de Montréal; Quest University Canada","funders":"","keywords":"Monte Carlo method; Mathematical optimization; Curse of dimensionality; Computer science; Portfolio; Bivariate analysis; Probabilistic logic; Computation; Econometrics; Mathematics; Economics; Algorithm; Finance","score_opus":0.01346945258272491,"score_gpt":0.246488623059349,"score_spread":0.23301917047662407,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2122251202","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0016073114,0.00017273198,0.99672985,0.0001082556,0.000037006113,0.00002944184,0.000025714404,0.00012908793,0.0011607099],"genre_scores_gemma":[0.09578372,0.0004679731,0.8976383,0.00019772831,0.0001900628,0.00042771964,0.00019566246,0.00025529906,0.004843505],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9984164,0.0008815779,0.000069939124,0.00016166655,0.00037545286,0.00009477602],"domain_scores_gemma":[0.99168056,0.006824169,0.00024605118,0.00039310844,0.0006346503,0.00022157987],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003950749,0.0008083555,0.0018825111,0.0017334587,0.0010250243,0.0018373155,0.0019799909,0.0024274325,0.009390021],"category_scores_gemma":[0.016199809,0.0014554267,0.001238162,0.0019698443,0.0013800432,0.0021854285,0.0018472817,0.00256626,0.0014600661],"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":[0.00010900073,0.000088986286,0.0004968281,0.00009291762,0.00008914095,0.00008844962,0.000058899917,0.805844,0.0007899116,0.11868614,0.0024554653,0.07120032],"study_design_scores_gemma":[0.000025867008,0.0000092207465,0.000052724376,0.000014209342,0.000010487509,0.000022334276,0.000002816141,0.97230023,0.000121198245,0.026577618,0.00085433293,0.00000895557],"about_ca_topic_score_codex":0.0066400436,"about_ca_topic_score_gemma":0.0066738003,"teacher_disagreement_score":0.009390021,"about_ca_system_score_codex":0.0011435645,"about_ca_system_score_gemma":0.002363551,"threshold_uncertainty_score":0.03141278},"labels":[],"label_agreement":null},{"id":"W2122487927","doi":"10.1007/s10440-012-9718-y","title":"Fluctuations of Stable Processes and Exponential Functionals of Hypergeometric Lévy Processes","year":2012,"lang":"en","type":"article","venue":"Acta Applicandae Mathematicae","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":80,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Infimum and supremum; Hypergeometric function; Exponential function; Hypergeometric distribution; Excursion; Series (stratigraphy); Exponential distribution; Measure (data warehouse); Stable process; Mathematical analysis; Pure mathematics; Applied mathematics; Stochastic process; Law; Statistics","score_opus":0.0317033424439493,"score_gpt":0.22904300004457984,"score_spread":0.19733965760063055,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2122487927","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4784735,0.0033622119,0.49787137,0.002198614,0.0005371464,0.00007484775,0.00030000976,0.00024144656,0.016940786],"genre_scores_gemma":[0.97399986,0.0016336887,0.014244068,0.00019674508,0.0005721943,0.00009184658,0.00020747709,0.0001019097,0.008952243],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989802,0.00039992866,0.000068397545,0.00018096162,0.00022602134,0.00014445058],"domain_scores_gemma":[0.99331564,0.0036541477,0.00095472933,0.00026981471,0.00092232943,0.0008833496],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003329593,0.001288561,0.0013244603,0.0040163887,0.0010948536,0.0045064865,0.0017311935,0.0018797624,0.0040104454],"category_scores_gemma":[0.018950863,0.00076796464,0.0016330044,0.0024558709,0.004111989,0.004888388,0.0018894514,0.0023946865,0.00041149787],"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":[0.000049134032,0.000028347702,0.00083299266,0.00003765883,0.000037228925,0.0001561667,0.00021718456,0.013290833,0.0014646306,0.9806451,0.00047239146,0.0027683242],"study_design_scores_gemma":[0.000026359081,0.00003079879,0.00092255184,0.000017381746,0.000022797094,0.00017723057,0.00009016787,0.14926766,0.00037322857,0.8484217,0.0006072125,0.000042922413],"about_ca_topic_score_codex":0.0017984041,"about_ca_topic_score_gemma":0.0011630097,"teacher_disagreement_score":0.0045064865,"about_ca_system_score_codex":0.0016402971,"about_ca_system_score_gemma":0.0012251373,"threshold_uncertainty_score":0.017608762},"labels":[],"label_agreement":null},{"id":"W2122809150","doi":"10.2139/ssrn.346420","title":"Optimal Lifetime Consumption-Portfolio Strategies Under Trading Constraints and Recursive Preferences","year":2002,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Portfolio; Consumption (sociology); Pairs trade; Trading strategy; Economics; Microeconomics; Computer science; Business; Algorithmic trading; Econometrics; Financial economics; Alternative trading system","score_opus":0.031134861398502467,"score_gpt":0.2336187219864995,"score_spread":0.20248386058799703,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2122809150","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6545208,0.001156432,0.3252239,0.0025660456,0.0000505662,0.0001241638,0.0007323538,0.00018886625,0.015436768],"genre_scores_gemma":[0.9744476,0.0005721872,0.015053784,0.000110417255,0.000045470904,0.0000853989,0.00029077203,0.000058802547,0.00933561],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994104,0.00027345802,0.000032435393,0.00010901887,0.00005656504,0.00011816485],"domain_scores_gemma":[0.994389,0.004178273,0.0006202253,0.00018489218,0.00023748053,0.000390153],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023473206,0.0008188917,0.0014734406,0.00058673153,0.00032824173,0.002756766,0.0015153923,0.0023524752,0.004790536],"category_scores_gemma":[0.01460549,0.0010486811,0.0006789898,0.00081884715,0.0009528166,0.0048452164,0.001070439,0.0016242315,0.00044963678],"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":[0.00040199189,0.00018704416,0.0037926328,0.00016569646,0.00013978042,0.00048005936,0.0003191505,0.55539393,0.0017792511,0.41459614,0.0023630376,0.02038125],"study_design_scores_gemma":[0.000071895134,0.00006473108,0.0014069472,0.000023719806,0.000036526595,0.000087506094,0.00010277878,0.7802299,0.00030606106,0.2171826,0.00045925577,0.000027976817],"about_ca_topic_score_codex":0.002562657,"about_ca_topic_score_gemma":0.00257301,"teacher_disagreement_score":0.004790536,"about_ca_system_score_codex":0.0016721253,"about_ca_system_score_gemma":0.0010994561,"threshold_uncertainty_score":0.01602596},"labels":[],"label_agreement":null},{"id":"W2123463037","doi":"10.1080/135048600450284","title":"Unstructured meshing for two asset barrier options","year":2000,"lang":"en","type":"article","venue":"Applied Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":25,"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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; Royal Bank of Canada","keywords":"Polygon mesh; Classification of discontinuities; Finite element method; Computer science; Ellipse; Applied mathematics; Mathematical optimization; Algorithm; Mathematics; Geometry; Mathematical analysis; Structural engineering; Engineering","score_opus":0.021033376825738557,"score_gpt":0.24366244055636035,"score_spread":0.2226290637306218,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2123463037","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.061038345,0.00021825123,0.93093276,0.00022097726,0.00006188646,0.000061332976,0.00015157984,0.00020573514,0.007109135],"genre_scores_gemma":[0.67770284,0.00026956882,0.31634644,0.00006141715,0.000026211072,0.00015317996,0.00042344627,0.00010533498,0.004911515],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997503,0.000094880015,0.000013910441,0.000027407552,0.00009531443,0.000018059085],"domain_scores_gemma":[0.99924976,0.00050279725,0.000050160776,0.0000657476,0.0000957122,0.000035904606],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00039418216,0.00028623885,0.0003130283,0.00033472857,0.00028245331,0.0005798764,0.0004027086,0.00062358263,0.0017055202],"category_scores_gemma":[0.0024464536,0.00019387752,0.00038220352,0.0002669231,0.00049129175,0.00041126745,0.00071441807,0.00051683874,0.0002791021],"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":[0.0000925088,0.000020745249,0.00059683644,0.00006236167,0.000009764035,0.00019020986,0.00013180579,0.93365437,0.0060227867,0.036979437,0.0010179186,0.0212213],"study_design_scores_gemma":[0.000008012358,0.000009569803,0.000096723335,0.000004626322,0.0000011452108,0.000024605164,0.000011997237,0.99090576,0.0005115376,0.007231163,0.0011908929,0.0000039768324],"about_ca_topic_score_codex":0.0022251755,"about_ca_topic_score_gemma":0.0013251164,"teacher_disagreement_score":0.0022251755,"about_ca_system_score_codex":0.00028297244,"about_ca_system_score_gemma":0.00039815882,"threshold_uncertainty_score":0.0057055354},"labels":[],"label_agreement":null},{"id":"W2123857922","doi":"","title":"Short and Long Memory in Equilibrium Interest Rate Dynamics","year":2001,"lang":"en","type":"preprint","venue":"Érudit documents and data repository (Érudit Consortium, University of Montreal)","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":9,"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; Hong Kong University of Science and Technology","keywords":"Interest rate; Volatility (finance); Economics; Econometrics; Mathematical economics; Finance","score_opus":0.028750837551958387,"score_gpt":0.22882071080634134,"score_spread":0.20006987325438294,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2123857922","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5211722,0.0066315993,0.44039565,0.0030704893,0.00020356318,0.000050601295,0.0006194009,0.00029912748,0.027557401],"genre_scores_gemma":[0.9702032,0.0017381416,0.01100547,0.00012463928,0.000112319176,0.000048405363,0.00025232343,0.00007013614,0.016445264],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99944764,0.00014644863,0.000030537114,0.00015256433,0.00012685607,0.00009593157],"domain_scores_gemma":[0.99487126,0.0032787567,0.0007660736,0.00037684382,0.0005257578,0.00018137146],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021639408,0.00046628082,0.00065779,0.00093258795,0.0005628311,0.0027346015,0.0009867323,0.0012106657,0.0050960286],"category_scores_gemma":[0.017790643,0.0004006678,0.00073702744,0.0007283221,0.0013475342,0.0039603324,0.0009294801,0.0015315235,0.00052009424],"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":[0.00012963734,0.00004328588,0.011560567,0.00013245088,0.00006791289,0.00036660497,0.00055881846,0.09867266,0.0017711112,0.86280376,0.0011964575,0.02269669],"study_design_scores_gemma":[0.000038534286,0.00005409634,0.00785167,0.0000781325,0.000049451737,0.00019677756,0.00017107846,0.49327117,0.001229229,0.49260974,0.004388606,0.00006154039],"about_ca_topic_score_codex":0.010669647,"about_ca_topic_score_gemma":0.007262417,"teacher_disagreement_score":0.010669647,"about_ca_system_score_codex":0.001625853,"about_ca_system_score_gemma":0.0011420073,"threshold_uncertainty_score":0.021215081},"labels":[],"label_agreement":null},{"id":"W2124310733","doi":"10.2139/ssrn.1105579","title":"Can the Black-Scholes Model Survive under Transaction Costs? An Affirmative Answer","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Black–Scholes model; Transaction cost; Actuarial science; Economics; Econometrics; Database transaction; Mathematics; Financial economics; Computer science; Finance","score_opus":0.025350880472140052,"score_gpt":0.22552161305156473,"score_spread":0.2001707325794247,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2124310733","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.41480792,0.0050252606,0.11277907,0.38418984,0.002819366,0.000051635045,0.0013244249,0.00046285533,0.07853961],"genre_scores_gemma":[0.9630964,0.003908503,0.004399572,0.006342148,0.003232488,0.00005142757,0.00035774458,0.00011765064,0.018494189],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99939966,0.0001746921,0.0000324842,0.00013357178,0.0001246,0.00013494845],"domain_scores_gemma":[0.98691875,0.008426706,0.0018710705,0.0014094841,0.0007522731,0.0006217663],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024499309,0.00039803868,0.0013542804,0.00048877037,0.0011204542,0.0027370267,0.001579715,0.006260313,0.017899297],"category_scores_gemma":[0.025628291,0.0003020413,0.00077897066,0.0006352751,0.0029455577,0.01515786,0.002166839,0.004115009,0.0021801093],"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":[0.00010185534,0.000053765794,0.0014771558,0.0001338835,0.00005338658,0.00027714626,0.00017696757,0.0059737787,0.00025997125,0.9548444,0.02179444,0.014853194],"study_design_scores_gemma":[0.000022160715,0.0000068119957,0.00030524837,0.000011420595,0.0000066030425,0.000053303393,0.000071416376,0.0077942587,0.000052742467,0.9899122,0.0017550426,0.000008678873],"about_ca_topic_score_codex":0.0014731361,"about_ca_topic_score_gemma":0.00062513247,"teacher_disagreement_score":0.017899297,"about_ca_system_score_codex":0.00070213364,"about_ca_system_score_gemma":0.0009898306,"threshold_uncertainty_score":0.059879124},"labels":[],"label_agreement":null},{"id":"W2125082748","doi":"10.2139/ssrn.1603806","title":"Multivariate Option Pricing with Time Varying Volatility and Correlations","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Western University; Center for Interuniversity Research and Analysis on Organizations; HEC Montréal","funders":"Danmarks Grundforskningsfond; National Research Foundation","keywords":"Multivariate statistics; Econometrics; Volatility (finance); Economics; Implied volatility; Multivariate analysis; Stochastic volatility; Financial economics; Mathematics; Statistics","score_opus":0.008936432352128976,"score_gpt":0.20616348837582615,"score_spread":0.19722705602369717,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2125082748","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28008884,0.0021371385,0.70826834,0.0023871989,0.00028066486,0.00006144358,0.00036696895,0.00050221535,0.0059071765],"genre_scores_gemma":[0.9730583,0.0010668074,0.017334878,0.00013902251,0.0003724699,0.000057121473,0.00021415537,0.00009764129,0.0076596313],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99652314,0.0016612503,0.00019319741,0.0005280527,0.0006834214,0.00041101107],"domain_scores_gemma":[0.97296,0.017723318,0.004648412,0.0019518354,0.0014893498,0.0012271625],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007993604,0.0019410528,0.0027447636,0.0018598824,0.0007080123,0.0048687407,0.002644525,0.0042622886,0.0037237143],"category_scores_gemma":[0.033069775,0.0017996671,0.0021029566,0.003379722,0.0027808603,0.00951971,0.0024497863,0.0041975654,0.00046026486],"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":[0.00024840957,0.00013615188,0.004434372,0.00008162451,0.00018531477,0.0011966978,0.00011991481,0.36881694,0.0018977706,0.61254454,0.0010754791,0.009262792],"study_design_scores_gemma":[0.00002453581,0.00002497032,0.0009160497,0.000007958845,0.00002811599,0.00020040227,0.000013124633,0.899198,0.00022611006,0.09913067,0.0001863819,0.000043760258],"about_ca_topic_score_codex":0.0026581013,"about_ca_topic_score_gemma":0.0020826526,"teacher_disagreement_score":0.007993604,"about_ca_system_score_codex":0.0013732734,"about_ca_system_score_gemma":0.0011691132,"threshold_uncertainty_score":0.042274773},"labels":[],"label_agreement":null},{"id":"W2125255107","doi":"10.1155/s117391260400001x","title":"Three ways to solve for bond prices in the Vasicek model","year":2004,"lang":"en","type":"article","venue":"Journal of Applied Mathematics and Decision Sciences","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":72,"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":"Vasicek model; Heath–Jarrow–Morton framework; Forward rate; Bond valuation; Martingale (probability theory); Bond; Short rate; Ordinary differential equation; Futures contract; Mathematical economics; Applied mathematics; Econometrics; Mathematics; Economics; Differential equation; Interest rate; Financial economics; Mathematical analysis; Yield curve; Finance","score_opus":0.09852590124939835,"score_gpt":0.2949663786245883,"score_spread":0.19644047737518994,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2125255107","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0036225833,0.003391264,0.975495,0.0013206975,0.0002504548,0.000116294264,0.00011079788,0.00017454507,0.015518367],"genre_scores_gemma":[0.08135461,0.01202701,0.88289565,0.00079533603,0.00050646655,0.0010598348,0.0003247825,0.00029998223,0.0207363],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987903,0.00039354688,0.00010776635,0.00013228387,0.00049198285,0.00008418697],"domain_scores_gemma":[0.9986254,0.0006228891,0.00018925399,0.00019285864,0.00025857202,0.000111056754],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00266171,0.001285712,0.0012214559,0.0027345927,0.0007728615,0.0032487586,0.0023218808,0.0037807655,0.0071588126],"category_scores_gemma":[0.00795272,0.000907433,0.002316446,0.0018031999,0.0017891737,0.0037452374,0.003355792,0.0047948733,0.0028147523],"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":[0.000030638017,0.00007459967,0.00050160836,0.00031334066,0.00007481947,0.00017205499,0.00025123422,0.014504827,0.001094714,0.9197558,0.003857212,0.059369195],"study_design_scores_gemma":[0.000094744086,0.00009120926,0.00045283575,0.0003822865,0.00008364374,0.0007791359,0.0001792633,0.14496624,0.0025540246,0.8007723,0.04947706,0.00016725184],"about_ca_topic_score_codex":0.00096459076,"about_ca_topic_score_gemma":0.0019190146,"teacher_disagreement_score":0.0071588126,"about_ca_system_score_codex":0.0010167549,"about_ca_system_score_gemma":0.0013536853,"threshold_uncertainty_score":0.02394861},"labels":[{"model":"gemma","categories":[],"domain":null,"study_design":"theoretical_or_conceptual","genre":"methods","about_ca_system":false,"about_ca_topic":false,"confidence":"low"},{"model":"gpt","categories":[],"domain":null,"study_design":"theoretical_or_conceptual","genre":"methods","about_ca_system":false,"about_ca_topic":false,"confidence":"low"}],"label_agreement":"agree"},{"id":"W2125972778","doi":"10.48550/arxiv.1309.3035","title":"Multi-Asset Option Pricing with Exponential Lévy Processes and the Mellin Transform","year":2013,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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 Guelph","funders":"","keywords":"Exponential function; Stochastic game; Valuation (finance); Valuation of options; Capital asset pricing model; Lévy process; Asset (computer security); Exotic option; Mathematical economics; Lipschitz continuity; Asian option; Econometrics; Economics; Mathematics; Applied mathematics; Financial economics; Computer science; Finance; Pure mathematics; Mathematical analysis","score_opus":0.06007147849326923,"score_gpt":0.16740746308167792,"score_spread":0.10733598458840869,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2125972778","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.067766406,0.0031704158,0.9163516,0.0016550791,0.0002268885,0.000035619232,0.00007771754,0.00011454448,0.010601754],"genre_scores_gemma":[0.8942108,0.00393442,0.088918194,0.00024834304,0.0006817015,0.00008338537,0.00012537054,0.00005993172,0.0117378505],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99941397,0.00025852383,0.000036774654,0.0000716037,0.0001702307,0.000048836097],"domain_scores_gemma":[0.9984628,0.0008534812,0.00026138587,0.00011391649,0.00017032336,0.00013815824],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001969581,0.00092959753,0.00068287726,0.0010899024,0.0004377799,0.0020279498,0.00094982417,0.0016705156,0.0024588045],"category_scores_gemma":[0.0071977186,0.00045013725,0.0009451628,0.0014224707,0.0020285037,0.0042814803,0.0013813738,0.0017473833,0.000391254],"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":[0.000020694697,0.00003561076,0.0006061204,0.000037051734,0.000016555521,0.00021102473,0.000079745354,0.046900086,0.0008968328,0.942173,0.0005633982,0.008459932],"study_design_scores_gemma":[0.000015378315,0.000016603424,0.0003627402,0.000015634572,0.000006020409,0.00012873638,0.000024349149,0.41093466,0.00025217354,0.58700573,0.0012190632,0.000018970044],"about_ca_topic_score_codex":0.0013524281,"about_ca_topic_score_gemma":0.0008003112,"teacher_disagreement_score":0.0024588045,"about_ca_system_score_codex":0.00075319456,"about_ca_system_score_gemma":0.00071954326,"threshold_uncertainty_score":0.01041621},"labels":[],"label_agreement":null},{"id":"W2125995771","doi":"10.7202/602051ar","title":"Les déterminants du coût de la liquidité immédiate sur le marché canadien des options","year":2009,"lang":"fr","type":"article","venue":"L Actualité économique","topic":"Stochastic processes and financial applications","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":true,"route_about_ca":true,"ca_institutions":"Université Laval","funders":"","keywords":"Humanities; Cart; Political science; Art; Philosophy; History","score_opus":0.04419313051309038,"score_gpt":0.24869970549858145,"score_spread":0.20450657498549107,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2125995771","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95828027,0.0016018058,0.007708608,0.0012264289,0.00003115254,0.00004790804,0.00083579525,0.00006052639,0.030207476],"genre_scores_gemma":[0.9851989,0.00048245696,0.0010919678,0.000025862768,0.000018385103,0.000012049508,0.00025393773,0.00001826443,0.012898192],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9993261,0.000101886384,0.00002576752,0.000080038146,0.000321493,0.00014476887],"domain_scores_gemma":[0.9904144,0.0053636655,0.0016845127,0.00028722716,0.0015229716,0.0007273331],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013329738,0.00024707947,0.00032841077,0.0009814752,0.00072112214,0.0029015983,0.00043806335,0.0005662134,0.0150384465],"category_scores_gemma":[0.011065615,0.0002153256,0.00038932133,0.0013862342,0.00088247267,0.0010135648,0.0006132878,0.0012788945,0.0009929423],"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":[0.0015296892,0.00026175487,0.6718641,0.00024315623,0.00032440547,0.001209305,0.0035136775,0.061382893,0.010611476,0.08497735,0.0039806115,0.1601016],"study_design_scores_gemma":[0.000036501082,0.00017734434,0.8920923,0.00010199493,0.00014477324,0.0003508091,0.0030080802,0.04235674,0.0039357403,0.029292163,0.028339455,0.00016406785],"about_ca_topic_score_codex":0.22069284,"about_ca_topic_score_gemma":0.2680595,"teacher_disagreement_score":0.7793071,"about_ca_system_score_codex":0.004430222,"about_ca_system_score_gemma":0.0022291902,"threshold_uncertainty_score":0.43881655},"labels":[],"label_agreement":null},{"id":"W2125998014","doi":"10.1098/rspa.2005.1518","title":"Dynamic portfolio selection with nonlinear transaction costs","year":2005,"lang":"en","type":"article","venue":"Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"","keywords":"Merton's portfolio problem; Transaction cost; Portfolio; Stochastic control; Economics; Asset (computer security); Mathematical economics; Bellman equation; Database transaction; Replicating portfolio; Microeconomics; Econometrics; Actuarial science; Mathematics; Computer science; Financial economics; Portfolio optimization; Mathematical optimization; Optimal control","score_opus":0.006857174011112917,"score_gpt":0.1936531842164975,"score_spread":0.18679601020538458,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2125998014","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.36918435,0.0020357121,0.6033314,0.0018629825,0.00019486732,0.00012453146,0.00018224846,0.00014580504,0.02293808],"genre_scores_gemma":[0.9787396,0.0004700423,0.01259513,0.000068772875,0.000052056308,0.00006705384,0.00008795581,0.000018323759,0.007900939],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990134,0.00042375035,0.000040115876,0.0001710802,0.00020969781,0.00014188146],"domain_scores_gemma":[0.9965664,0.0021865512,0.00046866183,0.000155912,0.00026801878,0.00035439292],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001576149,0.0008920153,0.0015299771,0.0006367678,0.00045321166,0.0026704993,0.0011034082,0.0014924798,0.004440318],"category_scores_gemma":[0.006737289,0.0005885931,0.00068110717,0.0010084901,0.0012562919,0.0023158202,0.0013069509,0.0013977129,0.00032904008],"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":[0.00009575127,0.00005408208,0.0011346916,0.00003858005,0.000042692125,0.00025471867,0.00003548985,0.9304761,0.0005098087,0.05708488,0.00060289097,0.00967029],"study_design_scores_gemma":[0.000024960058,0.000026389062,0.00021350743,0.0000044039184,0.0000067428127,0.00003763293,0.000010714568,0.9788294,0.00009185941,0.020488204,0.00025783354,0.000008449449],"about_ca_topic_score_codex":0.0030161238,"about_ca_topic_score_gemma":0.0013182058,"teacher_disagreement_score":0.004440318,"about_ca_system_score_codex":0.0014224362,"about_ca_system_score_gemma":0.00079247414,"threshold_uncertainty_score":0.014854312},"labels":[],"label_agreement":null},{"id":"W2126107033","doi":"10.1002/fut.20159","title":"Option pricing with a non‐zero lower bound on stock price","year":2005,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Kurtosis; Skewness; Stock (firearms); Econometrics; Economics; Black–Scholes model; Geometric Brownian motion; Stock price; Valuation of options; Upper and lower bounds; Mathematics; Financial economics; Statistics","score_opus":0.01186700183302922,"score_gpt":0.21841110748007994,"score_spread":0.20654410564705072,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2126107033","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10648068,0.001038555,0.87607634,0.0024074,0.00028091067,0.000032604217,0.00013994158,0.0002359577,0.013307679],"genre_scores_gemma":[0.9586906,0.00044424448,0.032771517,0.00020797584,0.00030669227,0.000053259613,0.00012762919,0.00003842348,0.0073596463],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9966209,0.0014878757,0.0001477733,0.0004657782,0.0009592167,0.0003183935],"domain_scores_gemma":[0.9869833,0.0088736275,0.0013402286,0.00116406,0.001224115,0.00041467752],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00516603,0.0012401586,0.0022081798,0.0008292636,0.0006383145,0.0046978546,0.0020521465,0.003593087,0.0050941985],"category_scores_gemma":[0.024474394,0.0007147068,0.0013081807,0.0011147674,0.0025561408,0.0062180446,0.0023656772,0.004829548,0.0008802178],"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":[0.00018205047,0.0000957494,0.0013653453,0.00011161109,0.000053621545,0.0005123596,0.000119732984,0.31965423,0.003482849,0.657945,0.0015413165,0.0149361035],"study_design_scores_gemma":[0.000036545858,0.000042667314,0.00025567377,0.000020739153,0.00001273872,0.00007267402,0.000008384619,0.85427105,0.00041801273,0.14419645,0.0006382132,0.000026744714],"about_ca_topic_score_codex":0.0022264079,"about_ca_topic_score_gemma":0.0008213581,"teacher_disagreement_score":0.00516603,"about_ca_system_score_codex":0.0014479174,"about_ca_system_score_gemma":0.0010273791,"threshold_uncertainty_score":0.027320862},"labels":[],"label_agreement":null},{"id":"W2126741277","doi":"10.3905/jfi.2000.319268","title":"Forward Rate Volatilities, Swap Rate Volatilities, and Implementation of the LIBOR Market Model","year":2000,"lang":"en","type":"article","venue":"The Journal of Fixed Income","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":73,"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; LIBOR market model; Libor; Swap (finance); Volatility swap; Volatility (finance); Variance swap; Interest rate derivative; Econometrics; Implied volatility; Economics; Financial economics; Volatility smile; Interest rate; Monetary economics; Finance","score_opus":0.014358826738092145,"score_gpt":0.22799835697658796,"score_spread":0.21363953023849583,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2126741277","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.057980146,0.00036145796,0.8839236,0.0011050629,0.00013384588,0.000057406745,0.0001651188,0.00075185456,0.055521563],"genre_scores_gemma":[0.79274446,0.0007871301,0.1857497,0.00025557732,0.00015345473,0.000114566785,0.00023533641,0.0002626502,0.019697174],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99840194,0.00056556676,0.000078695346,0.00016115239,0.00064820284,0.00014445317],"domain_scores_gemma":[0.9983909,0.0005528472,0.00022844129,0.0003478416,0.00040163074,0.00007832693],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002838566,0.000591021,0.0007334177,0.00078961655,0.00058412715,0.00270891,0.0015728784,0.0013156121,0.005904527],"category_scores_gemma":[0.010579394,0.00041535104,0.0006732913,0.000738695,0.0011898867,0.0062693474,0.00138419,0.0019635388,0.0011333968],"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":[0.000056328056,0.000035105877,0.0010155365,0.00002669823,0.000015421483,0.00011545659,0.000090166104,0.096429564,0.0015684307,0.8782345,0.0009901667,0.02142264],"study_design_scores_gemma":[0.00003694931,0.00007181114,0.00058862555,0.000026811276,0.000013708115,0.00022622608,0.00004851928,0.70694184,0.0031136048,0.282092,0.00678281,0.00005706281],"about_ca_topic_score_codex":0.0032115362,"about_ca_topic_score_gemma":0.00150896,"teacher_disagreement_score":0.005904527,"about_ca_system_score_codex":0.0009648289,"about_ca_system_score_gemma":0.0014316809,"threshold_uncertainty_score":0.019752622},"labels":[],"label_agreement":null},{"id":"W2127258133","doi":"10.1142/s0219493712500153","title":"QUADRATIC FBSDE WITH GENERALIZED BURGERS' TYPE NONLINEARITIES, PERTURBATIONS AND LARGE DEVIATIONS","year":2012,"lang":"en","type":"article","venue":"Stochastics and Dynamics","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Mathematics; Uniqueness; Quadratic equation; Type (biology); Perturbation (astronomy); Applied mathematics; Polynomial; Mathematical analysis","score_opus":0.015824352088490406,"score_gpt":0.217052120630804,"score_spread":0.2012277685423136,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2127258133","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14468499,0.001229132,0.80933475,0.0017253088,0.00028111853,0.00006475152,0.0002589811,0.000096323194,0.042324662],"genre_scores_gemma":[0.93816984,0.0011741518,0.026135247,0.00039167237,0.00024373404,0.00010413311,0.00015177918,0.00004863949,0.03358082],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99963284,0.00012347817,0.000020864385,0.000055201064,0.0001081766,0.00005946817],"domain_scores_gemma":[0.9990478,0.00035679582,0.00025278545,0.000054296765,0.00019905114,0.00008920321],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008580217,0.00075336936,0.0006011145,0.00073108554,0.00047385684,0.0011477126,0.0006433026,0.0011034218,0.0026463505],"category_scores_gemma":[0.0023923602,0.00028728048,0.0006480421,0.00061781594,0.0013611822,0.0015407108,0.0014632535,0.0009686406,0.0003117518],"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":[0.000034309352,0.000028028073,0.00076756795,0.00007022615,0.000023861117,0.0002974724,0.00009413587,0.12143687,0.0046075494,0.86779463,0.0010677684,0.0037774981],"study_design_scores_gemma":[0.000011305178,0.000055415618,0.00047600962,0.000015576481,0.0000134592165,0.00018536954,0.000059261623,0.7654354,0.0008918455,0.22977594,0.003054345,0.000026030357],"about_ca_topic_score_codex":0.0023318764,"about_ca_topic_score_gemma":0.0012192341,"teacher_disagreement_score":0.0026463505,"about_ca_system_score_codex":0.0008998107,"about_ca_system_score_gemma":0.00052016164,"threshold_uncertainty_score":0.008852959},"labels":[],"label_agreement":null},{"id":"W2127570645","doi":"10.1016/b978-0-444-53683-9.00010-4","title":"Forecasting with Option-Implied Information","year":2013,"lang":"en","type":"book-chapter","venue":"Handbook of economic forecasting","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":98,"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; University of Toronto","funders":"","keywords":"Skewness; Econometrics; Univariate; Kurtosis; Valuation of options; Economics; Equity (law); Realization (probability); Call option; Financial economics; Mathematics; Statistics; Multivariate statistics","score_opus":0.0513926154342923,"score_gpt":0.1938449000961369,"score_spread":0.1424522846618446,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2127570645","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0027969393,0.044189528,0.91463435,0.0033281937,0.0015193932,0.000026997448,0.00094600243,0.00096758734,0.031591],"genre_scores_gemma":[0.17746142,0.121438265,0.59268427,0.001118218,0.0071735037,0.00020637692,0.004357785,0.00071437925,0.094845764],"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99961543,0.000088334265,0.000034930134,0.00006861985,0.00017772614,0.000014996637],"domain_scores_gemma":[0.99839705,0.0011100055,0.00008602402,0.00018444029,0.00018840998,0.000034058918],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013213237,0.0011783886,0.0012400281,0.0012817357,0.00023543643,0.0020990807,0.0012045893,0.0012985986,0.008491355],"category_scores_gemma":[0.0047305822,0.0007845617,0.0006363492,0.0024632695,0.00061139825,0.0031873763,0.0005464374,0.0026456623,0.0037886435],"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":[0.000032093663,0.00006623562,0.0006252434,0.00032187242,0.000080911224,0.0000851763,0.00007428465,0.08626369,0.00096769707,0.32418308,0.09102655,0.49627313],"study_design_scores_gemma":[0.00001255565,0.00001900591,0.0005764612,0.00017986554,0.000032775853,0.00011773639,0.000012068628,0.27014202,0.0006758125,0.6545024,0.07369138,0.00003790245],"about_ca_topic_score_codex":0.0016800065,"about_ca_topic_score_gemma":0.0022165838,"teacher_disagreement_score":0.008491355,"about_ca_system_score_codex":0.00049420266,"about_ca_system_score_gemma":0.000873309,"threshold_uncertainty_score":0.028406441},"labels":[],"label_agreement":null},{"id":"W2128096449","doi":"10.1146/annurev-financial-110613-034241","title":"Optimal Exercise for Derivative Securities","year":2014,"lang":"en","type":"article","venue":"Annual Review of Financial Economics","topic":"Stochastic processes and financial applications","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":"Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Presentation (obstetrics); Derivative (finance); Style (visual arts); Focus (optics); Field (mathematics); Mathematical economics; Economics; Computer science; Financial economics; Mathematics; Pure mathematics; Medicine; History; Physics; Surgery","score_opus":0.015179007284441836,"score_gpt":0.2384652380169239,"score_spread":0.22328623073248208,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2128096449","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15481302,0.024644667,0.70771515,0.009409039,0.00066851097,0.00013807356,0.00038485872,0.00022260037,0.102004044],"genre_scores_gemma":[0.9530708,0.008563724,0.02173827,0.0002831349,0.0004190225,0.00007668384,0.00013232,0.00006902536,0.01564697],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990127,0.00044212295,0.000062554056,0.00018011438,0.00019321036,0.00010937843],"domain_scores_gemma":[0.9980525,0.001336176,0.00022047765,0.000094553005,0.00013722578,0.00015917193],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017405355,0.000801755,0.00122525,0.0006128419,0.0005126428,0.002869559,0.0006665594,0.0021846916,0.006623702],"category_scores_gemma":[0.009320001,0.0004985841,0.0006009558,0.000589704,0.0018507068,0.0032174995,0.0012201315,0.001995216,0.00057831296],"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":[0.00015742714,0.000115306386,0.00075184123,0.00025337705,0.000046043646,0.00015368314,0.00008754071,0.12544857,0.0016863289,0.8398086,0.0029336035,0.028557695],"study_design_scores_gemma":[0.000065783825,0.0000868667,0.0008665588,0.00012393671,0.000030046967,0.00010962188,0.00004675813,0.2314681,0.0007400907,0.760954,0.0054766973,0.000031580374],"about_ca_topic_score_codex":0.0011708762,"about_ca_topic_score_gemma":0.0008722458,"teacher_disagreement_score":0.006623702,"about_ca_system_score_codex":0.0013527592,"about_ca_system_score_gemma":0.0014542969,"threshold_uncertainty_score":0.022158563},"labels":[],"label_agreement":null},{"id":"W2128158128","doi":"10.1093/imaman/dpm019","title":"Gaussian factor models futures and forward prices","year":2007,"lang":"en","type":"article","venue":"IMA Journal of Management Mathematics","topic":"Stochastic processes and financial applications","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":"Concordia University","funders":"Mitacs","keywords":"Futures contract; Gaussian; Econometrics; Factor (programming language); Financial economics; Economics; Computer science; Physics","score_opus":0.028611941467611868,"score_gpt":0.2411235906343785,"score_spread":0.21251164916676663,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2128158128","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.030794408,0.0008910293,0.9557368,0.0007637217,0.00013272987,0.00003267821,0.00049508,0.00017551951,0.010978102],"genre_scores_gemma":[0.8270028,0.0028843146,0.11401645,0.00033143515,0.0004968077,0.00020200973,0.0009961101,0.00016814699,0.05390197],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99900264,0.00021546127,0.000056038316,0.0002574549,0.00029778833,0.00017051786],"domain_scores_gemma":[0.9984427,0.00058715255,0.00036334968,0.00022148332,0.00026593386,0.00011944825],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021548376,0.0012961611,0.0012885279,0.0008517661,0.00039390722,0.0018768033,0.002045364,0.0025563051,0.0056657614],"category_scores_gemma":[0.005731279,0.000624334,0.0015256222,0.001359305,0.0016702318,0.004448023,0.0010952204,0.0022186951,0.0012359627],"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":[0.000034568235,0.000026973785,0.00062985084,0.000028584596,0.000025238907,0.00010587437,0.000094644594,0.13550946,0.00082071184,0.8551138,0.001134843,0.0064753694],"study_design_scores_gemma":[0.00001907016,0.000024338173,0.00030659992,0.00001204604,0.000018409824,0.00009708372,0.000022175633,0.5909726,0.00033027816,0.4042167,0.0039487127,0.000032003947],"about_ca_topic_score_codex":0.007989396,"about_ca_topic_score_gemma":0.004836857,"teacher_disagreement_score":0.007989396,"about_ca_system_score_codex":0.0011739122,"about_ca_system_score_gemma":0.0012562512,"threshold_uncertainty_score":0.0189538},"labels":[],"label_agreement":null},{"id":"W2128636457","doi":"10.1063/1.3498467","title":"A PDE Pricing Framework for Cross-Currency Interest Rate Derivatives with Target Redemption Features","year":2010,"lang":"en","type":"article","venue":"AIP conference proceedings","topic":"Stochastic processes and financial applications","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":"Coupon; Interest rate derivative; Discretization; Swap (finance); Currency; Partial differential equation; Econometrics; Applied mathematics; Mathematics; Mathematical optimization; Interest rate; Economics; Mathematical analysis; Monetary economics; Finance","score_opus":0.03972005931118525,"score_gpt":0.28174718220080675,"score_spread":0.2420271228896215,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2128636457","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0023436157,0.0002150154,0.9928347,0.00036721252,0.00011738481,0.000027648217,0.000051911255,0.00004595746,0.0039965142],"genre_scores_gemma":[0.31112796,0.0022191561,0.65587914,0.000506804,0.00069334375,0.00053722534,0.00038706884,0.0002238393,0.028425403],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994935,0.00016076551,0.00003394772,0.00008035996,0.00018895447,0.00004239667],"domain_scores_gemma":[0.99948275,0.0001867329,0.000057490335,0.00007289115,0.00014459011,0.000055406148],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014274822,0.0010727701,0.0012594309,0.0007888216,0.00070335617,0.0019532142,0.002008398,0.002191345,0.0042895395],"category_scores_gemma":[0.0023544533,0.00071627746,0.0019147515,0.00082690077,0.0018839577,0.0024290911,0.0017312462,0.002905866,0.00073341804],"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":[0.000009686515,0.000039463786,0.00019317075,0.00005003203,0.000017500965,0.00012595793,0.00004809203,0.33663937,0.0019430845,0.6534887,0.0011841034,0.0062607266],"study_design_scores_gemma":[0.000010100058,0.0000119374345,0.00004514801,0.0000055698715,0.000004659886,0.000031622956,0.000005666078,0.9413595,0.00019327176,0.055935953,0.0023864934,0.000010067515],"about_ca_topic_score_codex":0.004269315,"about_ca_topic_score_gemma":0.0027096828,"teacher_disagreement_score":0.0042895395,"about_ca_system_score_codex":0.0012196428,"about_ca_system_score_gemma":0.0020217763,"threshold_uncertainty_score":0.014349937},"labels":[],"label_agreement":null},{"id":"W2128911252","doi":"10.1155/2014/741390","title":"Linearization of a Matrix Riccati Equation Associated to an Optimal Control Problem","year":2014,"lang":"en","type":"article","venue":"International Journal of Differential Equations","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal; Université de Montréal","funders":"","keywords":"Mathematics; Riccati equation; Algebraic Riccati equation; Linear-quadratic-Gaussian control; Optimal control; Linear-quadratic regulator; Applied mathematics; Linearization; Hamilton–Jacobi–Bellman equation; Matrix (chemical analysis); Stochastic control; Class (philosophy); Control theory (sociology); Mathematical optimization; Control (management); Mathematical analysis; Differential equation; Nonlinear system; Computer science","score_opus":0.023525511521987494,"score_gpt":0.2667749396230433,"score_spread":0.24324942810105576,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2128911252","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.051062163,0.00027915998,0.929545,0.0009030434,0.000086544496,0.000059275888,0.000095494834,0.00021123671,0.017758133],"genre_scores_gemma":[0.9439041,0.00044100604,0.039429378,0.00032056344,0.0001385821,0.00017980403,0.00018949734,0.00008235051,0.015314609],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996842,0.000093178045,0.000012663049,0.000076113116,0.000093662435,0.000040221104],"domain_scores_gemma":[0.9996283,0.00015661491,0.00008483216,0.00002373906,0.00008268664,0.000023756204],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00055529305,0.0004910783,0.0005631373,0.00041808822,0.00030014038,0.0010937492,0.00038977305,0.0007404199,0.0034667198],"category_scores_gemma":[0.0011663517,0.00027708412,0.00054720225,0.00035806865,0.0010173168,0.00094352214,0.0010667356,0.0010589664,0.0004393759],"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":[0.00008521016,0.00008904716,0.0009981795,0.00031559606,0.00008651018,0.00043046966,0.00057408406,0.52175784,0.03357896,0.41956556,0.0033581138,0.019160423],"study_design_scores_gemma":[0.0000138474625,0.00008058468,0.0004436687,0.000019110754,0.000017049731,0.000067952686,0.00009655104,0.91988057,0.0025865322,0.075131364,0.0016374685,0.000025354702],"about_ca_topic_score_codex":0.0036080044,"about_ca_topic_score_gemma":0.001542971,"teacher_disagreement_score":0.0036080044,"about_ca_system_score_codex":0.0007448888,"about_ca_system_score_gemma":0.0009831506,"threshold_uncertainty_score":0.011597335},"labels":[],"label_agreement":null},{"id":"W2129761952","doi":"10.1007/s11579-010-0022-1","title":"On securitization, market completion and equilibrium risk transfer","year":2010,"lang":"en","type":"article","venue":"Mathematics and Financial Economics","topic":"Stochastic processes and financial applications","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":"McMaster University","funders":"","keywords":"Hedge; Mathematical finance; Dynamic risk measure; Financial market; Economics; Risk-neutral measure; Risk measure; Derivative (finance); Stochastic game; Financial economics; Econometrics; Finance; Mathematical economics; Portfolio","score_opus":0.010041320508994278,"score_gpt":0.18557301527546188,"score_spread":0.1755316947664676,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2129761952","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24447413,0.0042150365,0.684991,0.009538041,0.00049215363,0.0001744559,0.00037826895,0.00027971822,0.05545731],"genre_scores_gemma":[0.9194964,0.0052471347,0.04139033,0.0006829937,0.0016395482,0.00019651382,0.00048382315,0.00031211672,0.030551136],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980883,0.0009608232,0.000117372816,0.00030609636,0.00023589926,0.0002914812],"domain_scores_gemma":[0.98064435,0.012523608,0.0022687577,0.0016570637,0.0013949772,0.0015113299],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006484772,0.001473277,0.0028737383,0.0018528353,0.0015605087,0.003958873,0.002192154,0.0029379632,0.012945917],"category_scores_gemma":[0.036178946,0.0010765181,0.0017476028,0.0020278012,0.007186589,0.013867938,0.004668636,0.0049380837,0.0009363355],"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":[0.000046382054,0.00005600413,0.00033890418,0.0000406277,0.000011681122,0.000056213354,0.00015812088,0.012088463,0.00024374876,0.98146456,0.0015247322,0.003970549],"study_design_scores_gemma":[0.000014720696,0.000014311164,0.0002121826,0.000010673185,0.0000052982173,0.000023423383,0.000033790326,0.04162142,0.00009020882,0.95735854,0.0006033505,0.000012172443],"about_ca_topic_score_codex":0.003303895,"about_ca_topic_score_gemma":0.0016827632,"teacher_disagreement_score":0.012945917,"about_ca_system_score_codex":0.002074251,"about_ca_system_score_gemma":0.0028936106,"threshold_uncertainty_score":0.043308437},"labels":[],"label_agreement":null},{"id":"W2129956147","doi":"10.2139/ssrn.1729776","title":"Optimal Hedging Strategies with an Application to Hedge Fund Replication","year":2007,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Replication (statistics); Hedge fund; Business; Actuarial science; Economics; Computer science; Finance; Medicine; Virology","score_opus":0.018638275844469074,"score_gpt":0.2582417178741547,"score_spread":0.2396034420296856,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2129956147","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06719981,0.0007152777,0.92740107,0.00060790393,0.00010489053,0.00016725564,0.000051409526,0.00018068444,0.0035716866],"genre_scores_gemma":[0.7093923,0.00073288474,0.2819739,0.00012706801,0.00022119671,0.00028063185,0.00009098002,0.00013315851,0.0070478655],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9980051,0.0011098062,0.00014366227,0.00031824634,0.00029833164,0.00012473598],"domain_scores_gemma":[0.9806841,0.014922545,0.0010866892,0.0015239659,0.0011413988,0.00064136676],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007516085,0.001203404,0.003642081,0.0011686672,0.00095965323,0.0027788589,0.0032396996,0.004577732,0.0031981315],"category_scores_gemma":[0.037620734,0.0013855116,0.001873496,0.0017878066,0.0016807778,0.0041445782,0.0028021538,0.0023304604,0.00023941553],"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":[0.00044299642,0.00028218166,0.0011371411,0.00016634799,0.00014535208,0.00044216536,0.0002879417,0.7455226,0.0036372642,0.18276282,0.0014378972,0.06373527],"study_design_scores_gemma":[0.000045983885,0.00006442616,0.000087876724,0.000009789171,0.00002476888,0.00004800918,0.000016237898,0.9493916,0.00032770997,0.049635112,0.0003309566,0.000017541486],"about_ca_topic_score_codex":0.001738784,"about_ca_topic_score_gemma":0.0010911371,"teacher_disagreement_score":0.007516085,"about_ca_system_score_codex":0.0012480405,"about_ca_system_score_gemma":0.0016464752,"threshold_uncertainty_score":0.039749324},"labels":[],"label_agreement":null},{"id":"W2131032148","doi":"10.2307/3315950","title":"Highs and lows: Some properties of the extremes of a diffusion and applications in finance","year":2002,"lang":"en","type":"article","venue":"Canadian Journal of Statistics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":true,"route_about_ca":false,"ca_institutions":"Actua; University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Volatility (finance); Geometric Brownian motion; Economics; Econometrics; Currency; Brownian motion; Financial economics; Diffusion; Stochastic volatility; Implied volatility; Diffusion process; Monetary economics; Mathematics; Statistics; Economy","score_opus":0.028630848427068513,"score_gpt":0.1709761428188248,"score_spread":0.1423452943917563,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2131032148","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.43825275,0.0025338551,0.5224538,0.004394239,0.00029403804,0.00012246118,0.00041626178,0.000444719,0.0310879],"genre_scores_gemma":[0.9681603,0.00052624027,0.025907146,0.00028537284,0.00044112976,0.00010149908,0.00017505385,0.000075633725,0.00432765],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981938,0.00063848606,0.0001072463,0.00040084243,0.00041714983,0.00024251374],"domain_scores_gemma":[0.97673607,0.015553907,0.0023781313,0.0010962315,0.002031396,0.0022043844],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0058713276,0.00052271335,0.0011719296,0.0036826076,0.0013871394,0.0031527772,0.0015167522,0.0015484093,0.0054912716],"category_scores_gemma":[0.034647677,0.00053400476,0.0013614635,0.0018635091,0.0051201666,0.0050818017,0.0034247376,0.0031521241,0.00042118205],"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":[0.00007261671,0.000031523818,0.0039249286,0.00003428143,0.000032142994,0.00022786418,0.00040557314,0.007827146,0.0014352807,0.9758127,0.0012146586,0.0089812465],"study_design_scores_gemma":[0.000024773715,0.00003987573,0.0021700214,0.000028748345,0.000014619128,0.00029359158,0.00016041989,0.0934095,0.00037542038,0.90167654,0.0017664207,0.00004007305],"about_ca_topic_score_codex":0.0015523864,"about_ca_topic_score_gemma":0.0006888788,"teacher_disagreement_score":0.0058713276,"about_ca_system_score_codex":0.0012835022,"about_ca_system_score_gemma":0.00052663067,"threshold_uncertainty_score":0.03105092},"labels":[],"label_agreement":null},{"id":"W2131991783","doi":"10.2139/ssrn.306843","title":"Which Volatility Model for Option Valuation?","year":2002,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"University of Toronto","funders":"","keywords":"Valuation of options; Volatility smile; Stochastic volatility; Implied volatility; Financial economics; Valuation (finance); Economics; Volatility (finance); SABR volatility model; Econometrics; Actuarial science; Finance","score_opus":0.04540338840218282,"score_gpt":0.24726942972674262,"score_spread":0.20186604132455982,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2131991783","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05507377,0.007159585,0.90108526,0.017348694,0.001335438,0.000056041066,0.00067929825,0.000448342,0.01681358],"genre_scores_gemma":[0.8971193,0.008493202,0.061142836,0.0016660352,0.0033586542,0.00016688442,0.0013223577,0.000514278,0.026216613],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99906,0.0004417763,0.000068625035,0.00017499198,0.00013984999,0.000114836446],"domain_scores_gemma":[0.99631506,0.0020484796,0.00044887842,0.0004464739,0.00038776823,0.00035333817],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00318426,0.0011085564,0.00229471,0.0011494457,0.0007438744,0.0047490927,0.0036710054,0.0034059128,0.00929938],"category_scores_gemma":[0.01573477,0.0007162532,0.0018159973,0.0016071857,0.0016695576,0.010833318,0.0015946156,0.0042781457,0.002082837],"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":[0.00003459651,0.000031215128,0.0005292292,0.00008154559,0.00005204737,0.000081902,0.00006694229,0.044010486,0.0003363517,0.93950933,0.0050809714,0.01018545],"study_design_scores_gemma":[0.000013758157,0.0000072411394,0.000121955345,0.00002157842,0.00001574507,0.000040224048,0.000020099093,0.2803548,0.00006120586,0.7181177,0.0012083619,0.000017300825],"about_ca_topic_score_codex":0.0034572508,"about_ca_topic_score_gemma":0.0018424497,"teacher_disagreement_score":0.00929938,"about_ca_system_score_codex":0.0014425314,"about_ca_system_score_gemma":0.001089084,"threshold_uncertainty_score":0.031109512},"labels":[],"label_agreement":null},{"id":"W2132206879","doi":"10.1007/bf03191913","title":"The price of liquidity in constant leverage strategies","year":2009,"lang":"es","type":"article","venue":"Revista de la Real Academia de Ciencias Exactas Físicas y Naturales Serie A Matemáticas","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Hedge fund; Market liquidity; Leverage (statistics); Monetary economics; Liquidity premium; Portfolio; Economics; Liquidity risk; Financial economics; Business; Econometrics; Finance; Computer science","score_opus":0.014644096576363962,"score_gpt":0.2770561159423159,"score_spread":0.26241201936595193,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2132206879","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.90566754,0.0033199622,0.043827973,0.009389158,0.000200362,0.000026032572,0.0001739106,0.00023678898,0.03715822],"genre_scores_gemma":[0.99459416,0.00031758664,0.0006110884,0.000077145814,0.00016307303,0.000009295738,0.000020992486,0.00001790306,0.004188825],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994947,0.0001816508,0.000031606003,0.00007254652,0.00011520623,0.00010436941],"domain_scores_gemma":[0.9905844,0.0064885463,0.0014855441,0.0003532099,0.0004021082,0.0006862823],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012065622,0.00045207233,0.0009670449,0.0010114918,0.0006558095,0.0060457853,0.0011647303,0.003814106,0.009275525],"category_scores_gemma":[0.019141942,0.0005662396,0.00039643986,0.00093992014,0.0026928026,0.0076391296,0.0012752509,0.0030618706,0.0004555082],"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":[0.0004920224,0.00011048707,0.0028073702,0.00012329884,0.000062615814,0.0016295445,0.00041356482,0.018137434,0.003719392,0.9577649,0.0023865118,0.012352866],"study_design_scores_gemma":[0.00016618056,0.000101442216,0.003127838,0.000043287168,0.00003791027,0.0005505929,0.00023062075,0.134136,0.0006952339,0.85963774,0.0012039803,0.000069096095],"about_ca_topic_score_codex":0.0008004565,"about_ca_topic_score_gemma":0.00059450057,"teacher_disagreement_score":0.009275525,"about_ca_system_score_codex":0.0012050673,"about_ca_system_score_gemma":0.00059184176,"threshold_uncertainty_score":0.031029701},"labels":[],"label_agreement":null},{"id":"W2132636202","doi":"10.1098/rspa.2007.1911","title":"Markowitz principles for multi-period portfolio selection problems with moments of any order","year":2008,"lang":"en","type":"article","venue":"Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Portfolio; Efficient frontier; Volatility (finance); Economics; Merton's portfolio problem; Portfolio optimization; Econometrics; Order (exchange); Selection (genetic algorithm); Asset (computer security); Replicating portfolio; Mathematics; Financial economics; Computer science; Finance","score_opus":0.030962301795505145,"score_gpt":0.2145940236788847,"score_spread":0.18363172188337956,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2132636202","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0035063494,0.001460311,0.98888457,0.00052211946,0.0000655676,0.000042930424,0.00005760959,0.00004703465,0.005413412],"genre_scores_gemma":[0.44369474,0.0087360395,0.5235215,0.00075322256,0.0007947059,0.0012266015,0.00036068034,0.00027594756,0.020636642],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99776804,0.0011615882,0.00010638782,0.00022999765,0.00055492873,0.00017922213],"domain_scores_gemma":[0.99354506,0.0052524023,0.00037238802,0.00024085911,0.00046135462,0.00012795445],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0075386027,0.0020288804,0.0017062975,0.0011082729,0.00070993666,0.0029684447,0.0018400623,0.0019489356,0.0040775337],"category_scores_gemma":[0.010285165,0.0011705273,0.002433464,0.0015086419,0.0024982055,0.002700073,0.0018488967,0.004181287,0.00087664725],"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":[0.00002677863,0.000029201938,0.00029350628,0.00014810463,0.00007003898,0.00010599652,0.00013027266,0.29125986,0.00081030326,0.69494677,0.0013590631,0.010820186],"study_design_scores_gemma":[0.000036001147,0.00005424457,0.00017036019,0.000049708782,0.000023595585,0.000047358866,0.000022758815,0.6467964,0.00027528178,0.34907225,0.0034266056,0.0000253716],"about_ca_topic_score_codex":0.0025622111,"about_ca_topic_score_gemma":0.0019713794,"teacher_disagreement_score":0.0075386027,"about_ca_system_score_codex":0.0023964,"about_ca_system_score_gemma":0.002197734,"threshold_uncertainty_score":0.039868414},"labels":[],"label_agreement":null},{"id":"W2132943005","doi":"10.1007/s10589-013-9543-x","title":"Stable local volatility function calibration using spline kernel","year":2013,"lang":"en","type":"article","venue":"Computational Optimization and Applications","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Local volatility; Volatility (finance); Mathematics; Implied volatility; Mathematical optimization; Kernel method; Stochastic volatility; Support vector machine; Applied mathematics; Econometrics; Computer science; Artificial intelligence","score_opus":0.023345214604791793,"score_gpt":0.2213314967004327,"score_spread":0.1979862820956409,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2132943005","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.033872478,0.00009965885,0.96479726,0.00006504677,0.0000207526,0.000009902017,0.000025275442,0.00035676494,0.00075290253],"genre_scores_gemma":[0.8559079,0.00015836999,0.14140768,0.000041874115,0.00003058931,0.00004910946,0.00014789324,0.0003952996,0.0018612378],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99920875,0.0003442166,0.00003056582,0.00017713413,0.00017307093,0.000066253466],"domain_scores_gemma":[0.99679947,0.0016098176,0.00036246103,0.0006909488,0.00041461157,0.00012274481],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024132724,0.00054226967,0.0011313548,0.0007691493,0.0004421972,0.0012063776,0.0010634814,0.0014930897,0.0019894056],"category_scores_gemma":[0.0110369725,0.00059812923,0.0009733643,0.0009251372,0.0007865851,0.0021087143,0.0020392148,0.0018601692,0.0006174692],"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":[0.00023080563,0.000077343015,0.0021032968,0.00009790351,0.00009881612,0.00010826611,0.00013222641,0.8260918,0.008197947,0.078616396,0.0011573357,0.08308786],"study_design_scores_gemma":[0.000006545659,0.000008201831,0.0001521185,0.000003623492,0.0000042402485,0.000012531873,0.0000048131915,0.9901856,0.0006390822,0.008790596,0.00018395724,0.000008727058],"about_ca_topic_score_codex":0.0013836068,"about_ca_topic_score_gemma":0.0009358382,"teacher_disagreement_score":0.0024132724,"about_ca_system_score_codex":0.0005695378,"about_ca_system_score_gemma":0.00080717815,"threshold_uncertainty_score":0.012762785},"labels":[],"label_agreement":null},{"id":"W2133254912","doi":"10.1016/j.spa.2013.08.009","title":"A strong law of large numbers for super-stable processes","year":2013,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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":"University of Alberta","funders":"National Natural Science Foundation of China","keywords":"Mathematics; Lebesgue measure; Law of large numbers; Martingale (probability theory); Topology (electrical circuits); Measure (data warehouse); Lebesgue integration; Markov chain; Combinatorics; Discrete mathematics; Pure mathematics; Random variable; Applied mathematics","score_opus":0.018328389642112752,"score_gpt":0.2292616898765312,"score_spread":0.21093330023441845,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2133254912","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.058245514,0.0038419298,0.8968902,0.005081049,0.00059123343,0.000060742717,0.00019782955,0.00023536502,0.03485615],"genre_scores_gemma":[0.88716704,0.004595421,0.07757442,0.0021741644,0.0023482912,0.0003861852,0.00032519587,0.00033168634,0.025097549],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9976853,0.00088825834,0.00012437603,0.00040519427,0.0006928597,0.00020386052],"domain_scores_gemma":[0.96470124,0.026635299,0.0020411203,0.0015696568,0.0032001121,0.0018525263],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0069300844,0.0014901416,0.0018570033,0.0029436199,0.0015489897,0.0043425737,0.0019715813,0.0027851004,0.0067945644],"category_scores_gemma":[0.036629945,0.00090938824,0.0019188629,0.001974213,0.0066272197,0.009129829,0.003456799,0.0063578417,0.00076031697],"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":[0.000016510292,0.000010160885,0.00014447873,0.00004238833,0.000014462672,0.000060658866,0.00007492849,0.0029826676,0.0005389534,0.99366534,0.00075884286,0.0016905788],"study_design_scores_gemma":[0.000013234281,0.00001466923,0.00014832673,0.000018065708,0.000009428153,0.00005327773,0.00001972252,0.051017065,0.00013838288,0.9474787,0.001074317,0.00001482069],"about_ca_topic_score_codex":0.001162354,"about_ca_topic_score_gemma":0.0009681304,"teacher_disagreement_score":0.0069300844,"about_ca_system_score_codex":0.001827167,"about_ca_system_score_gemma":0.0016175992,"threshold_uncertainty_score":0.03665024},"labels":[],"label_agreement":null},{"id":"W2133334225","doi":"10.1111/1540-6261.00460","title":"An Empirical Investigation of Continuous‐Time Equity Return Models","year":2002,"lang":"en","type":"article","venue":"The Journal of Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":941,"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":"Stylized fact; Economics; Econometrics; Equity (law); Volatility (finance); Stochastic volatility; Financial economics; Index (typography); Computer science","score_opus":0.07686561006005083,"score_gpt":0.2726451135773964,"score_spread":0.19577950351734558,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2133334225","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97927344,0.0007079173,0.014711531,0.0010737979,0.000026768852,0.000023989587,0.00026316155,0.00010766912,0.0038117177],"genre_scores_gemma":[0.9982041,0.000094069146,0.00093930686,0.00002673839,0.000022330554,0.0000072810853,0.0002015003,0.000007924419,0.00049668795],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99868304,0.00073663576,0.00006447292,0.00018339077,0.00022577036,0.00010669804],"domain_scores_gemma":[0.9529906,0.040441815,0.0025730631,0.0020567637,0.001266183,0.000671708],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0069296844,0.00034064573,0.00063127506,0.0012667183,0.00038685772,0.0022926934,0.0018651676,0.0016199134,0.0067622303],"category_scores_gemma":[0.041190278,0.0003413378,0.0005788311,0.0014965656,0.0008944222,0.0023047305,0.00093137735,0.0021586174,0.0004959135],"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":[0.0011876645,0.0021082244,0.3755576,0.0003817488,0.0006543462,0.0017935473,0.0018928214,0.29098836,0.0021278274,0.24904914,0.0069272937,0.06733144],"study_design_scores_gemma":[0.0000874652,0.00020909321,0.035169013,0.000041499425,0.00006603146,0.0002681573,0.00034144046,0.92526644,0.00030470215,0.03590924,0.0023035412,0.000033414963],"about_ca_topic_score_codex":0.0039480124,"about_ca_topic_score_gemma":0.0021383346,"teacher_disagreement_score":0.0069296844,"about_ca_system_score_codex":0.0008629189,"about_ca_system_score_gemma":0.00042501363,"threshold_uncertainty_score":0.036648095},"labels":[],"label_agreement":null},{"id":"W2133643656","doi":"10.1287/mnsc.47.8.1122.10234","title":"Asymptotic Distribution of the EMS Option Price Estimator","year":2001,"lang":"en","type":"article","venue":"Management Science","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":23,"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; University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Estimator; Monte Carlo method; Sample (material); Computer science; Derivative (finance); Mathematical optimization; Asymptotic distribution; Applied mathematics; Econometrics; Mathematics; Statistics; Economics; Finance","score_opus":0.01697754238829216,"score_gpt":0.2185770970682331,"score_spread":0.20159955467994095,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2133643656","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.086599246,0.000308989,0.90535194,0.0005496821,0.00004265768,0.00008178524,0.0002108731,0.0006009972,0.006253854],"genre_scores_gemma":[0.85163224,0.0004461718,0.14265549,0.00022511654,0.000121376535,0.00031796907,0.00087113807,0.00019456718,0.0035358989],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99561995,0.0020635664,0.00020484625,0.00067618286,0.0012303641,0.0002051755],"domain_scores_gemma":[0.96352285,0.023867745,0.002307632,0.00386724,0.0060373736,0.00039716347],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009428738,0.00042994166,0.00093313237,0.0018215021,0.00043689876,0.0013726229,0.0013700259,0.0013432519,0.0052099833],"category_scores_gemma":[0.08005399,0.0004525522,0.00056989974,0.0010826972,0.0024440156,0.004001323,0.001794212,0.0023603544,0.0012453243],"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":[0.00019380813,0.00009695495,0.019361645,0.00013240131,0.00008749249,0.00034596244,0.0003167585,0.30041155,0.0036787707,0.5935042,0.0031876538,0.078682795],"study_design_scores_gemma":[0.000038300044,0.00009940588,0.0057774396,0.00008409172,0.000022299178,0.0004974561,0.000101022524,0.7658495,0.0029364391,0.22155721,0.0029755528,0.00006124925],"about_ca_topic_score_codex":0.0014771663,"about_ca_topic_score_gemma":0.00067764905,"teacher_disagreement_score":0.009428738,"about_ca_system_score_codex":0.0013289555,"about_ca_system_score_gemma":0.0012699934,"threshold_uncertainty_score":0.04986453},"labels":[],"label_agreement":null},{"id":"W2133972421","doi":"10.1239/aap/1113402406","title":"On product-form stationary distributions for reflected diffusions with jumps in the positive orthant","year":2005,"lang":"en","type":"article","venue":"Advances in Applied Probability","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"Universidad de Chile; National Science Foundation","keywords":"Orthant; Mathematics; Semimartingale; Mathematical analysis; Distribution (mathematics); Product (mathematics); Boundary (topology); Brownian motion; Stationary distribution; Statistical physics; Applied mathematics; Geometry; Statistics","score_opus":0.016537855158986668,"score_gpt":0.25162778553752185,"score_spread":0.23508993037853518,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2133972421","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.39394918,0.001360925,0.59235936,0.0011208103,0.00006950225,0.00006758487,0.00018656955,0.00014514483,0.010740928],"genre_scores_gemma":[0.954685,0.0016765014,0.03649097,0.00021084877,0.0002263005,0.00009402046,0.00030168777,0.00011916161,0.0061955974],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99916756,0.00026701516,0.000050822757,0.00020821854,0.00017561873,0.00013080832],"domain_scores_gemma":[0.9901177,0.005693599,0.0014721338,0.0005137162,0.0014936882,0.0007092482],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004366628,0.0009728896,0.0011796115,0.0017961798,0.00075039547,0.0023848915,0.0013420691,0.0016357164,0.00511627],"category_scores_gemma":[0.01552605,0.0006032685,0.001579373,0.0010686422,0.0038817967,0.006686979,0.0019200624,0.0023467534,0.0006805138],"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":[0.000065707136,0.000063320666,0.0017424545,0.000120939134,0.000030293773,0.0003703148,0.00035033328,0.025948431,0.004605901,0.96136826,0.00054533815,0.0047887126],"study_design_scores_gemma":[0.00006913004,0.00014059796,0.0020531327,0.000069798654,0.000036927904,0.0005815332,0.0002414763,0.35709113,0.002041025,0.635977,0.0016162221,0.00008195409],"about_ca_topic_score_codex":0.0011106441,"about_ca_topic_score_gemma":0.0005828214,"teacher_disagreement_score":0.00511627,"about_ca_system_score_codex":0.0011975329,"about_ca_system_score_gemma":0.0007101274,"threshold_uncertainty_score":0.023093164},"labels":[],"label_agreement":null},{"id":"W2134389094","doi":"10.1142/s0219024916500151","title":"TRAJECTORY-BASED MODELS, ARBITRAGE AND CONTINUITY","year":2016,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Trajectory; Arbitrage; Class (philosophy); Mathematical economics; Portfolio; Mathematics; Mathematical optimization; Applied mathematics; Computer science; Econometrics; Economics; Financial economics; Artificial intelligence","score_opus":0.011420092885096284,"score_gpt":0.21165778784345668,"score_spread":0.20023769495836038,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2134389094","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05381598,0.0011440166,0.9289812,0.0017975933,0.00009037251,0.000036693113,0.00018583685,0.00016730206,0.013781018],"genre_scores_gemma":[0.9244978,0.0010749226,0.055954866,0.0003639912,0.00022766128,0.00013569822,0.00031224923,0.00014128587,0.017291559],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986285,0.0005014793,0.00006538018,0.0002672305,0.00033696025,0.00020047762],"domain_scores_gemma":[0.994362,0.0032054402,0.000863035,0.0006488253,0.00043349632,0.00048721753],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024850257,0.001107541,0.0012271975,0.0012113411,0.0010533751,0.0020030616,0.0024101532,0.0025980263,0.007848704],"category_scores_gemma":[0.010457366,0.00047290785,0.0018326063,0.001026791,0.0036835924,0.0052257148,0.00272673,0.0032702475,0.0006201882],"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":[0.0000112515845,0.000017750539,0.00038415298,0.00003689844,0.00001894152,0.00013441051,0.00009339477,0.04306495,0.00033613268,0.9533525,0.00047699857,0.002072687],"study_design_scores_gemma":[0.0000075318103,0.000027265807,0.00015523586,0.000014258895,0.000007777419,0.00008135852,0.00002309753,0.2235111,0.0001596772,0.7747651,0.0012363311,0.0000111822155],"about_ca_topic_score_codex":0.0023345228,"about_ca_topic_score_gemma":0.0014021684,"teacher_disagreement_score":0.007848704,"about_ca_system_score_codex":0.0016836053,"about_ca_system_score_gemma":0.0011719269,"threshold_uncertainty_score":0.026256561},"labels":[],"label_agreement":null},{"id":"W2134406632","doi":"10.1287/mnsc.1080.0925","title":"Dynamic Programming Approach for Valuing Options in the GARCH Model","year":2008,"lang":"en","type":"article","venue":"Management Science","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":41,"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; Brock University; HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Autoregressive conditional heteroskedasticity; Piecewise; Dynamic programming; Valuation (finance); Mathematical optimization; Gaussian; Implementation; Valuation of options; Computer science; Polynomial; Value (mathematics); Applied mathematics; Mathematics; Econometrics; Economics; Finance; Volatility (finance)","score_opus":0.06320688948250412,"score_gpt":0.2656562403466008,"score_spread":0.20244935086409666,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2134406632","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0025254218,0.000070649476,0.9965912,0.00006574249,0.000011709805,0.000012790203,0.000012814061,0.00004077978,0.00066890504],"genre_scores_gemma":[0.21104774,0.00051205367,0.7846385,0.00008510917,0.00006717764,0.0002555398,0.00011063338,0.00009679367,0.0031864317],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994629,0.00023927393,0.000019556204,0.000078934725,0.000149471,0.000049889684],"domain_scores_gemma":[0.999038,0.00075547304,0.000051693944,0.00003527578,0.000085675325,0.000033930566],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011876073,0.000742643,0.0011032752,0.00076198555,0.00055224675,0.0011005731,0.0011984674,0.0011383176,0.0028173083],"category_scores_gemma":[0.0032013496,0.0006048143,0.00089637033,0.0010113978,0.0008633763,0.0015311474,0.001045719,0.0022130073,0.00032063527],"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":[0.000028209895,0.000037333004,0.00023737329,0.000050124057,0.000030442221,0.000053932523,0.00003653272,0.87405336,0.0008357357,0.07987848,0.0004450794,0.044313412],"study_design_scores_gemma":[0.000006049518,0.000010770855,0.000028175094,0.00000440297,0.0000034588386,0.000013263573,0.0000044017097,0.9696564,0.00020543643,0.029535037,0.00052729907,0.000005322099],"about_ca_topic_score_codex":0.0029781344,"about_ca_topic_score_gemma":0.002075488,"teacher_disagreement_score":0.0029781344,"about_ca_system_score_codex":0.00083977234,"about_ca_system_score_gemma":0.0012324948,"threshold_uncertainty_score":0.009424806},"labels":[],"label_agreement":null},{"id":"W2134641264","doi":"10.1214/009053606000000164","title":"Strong invariance principles for sequential Bahadur–Kiefer and Vervaat error processes of long-range dependent sequences","year":2006,"lang":"en","type":"article","venue":"The Annals of Statistics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Carleton University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Range (aeronautics); Invariance principle; Limit (mathematics); Limiting; Process (computing); Large deviations theory; Applied mathematics; Statistical physics; Statistics; Mathematical analysis; Computer science","score_opus":0.15838583258609606,"score_gpt":0.30985442991664847,"score_spread":0.1514685973305524,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2134641264","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16177924,0.00083941006,0.82277894,0.000631901,0.00013951267,0.00009589599,0.00011376296,0.00018042716,0.013440945],"genre_scores_gemma":[0.9220735,0.00082688447,0.063381456,0.00029536607,0.00018361067,0.00024414822,0.0001716153,0.00012486435,0.012698579],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9969812,0.00071314076,0.00019889264,0.0005679806,0.0011541466,0.0003846368],"domain_scores_gemma":[0.9887933,0.0052668764,0.0022953071,0.0011926626,0.0016803986,0.00077136536],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0061153746,0.0011279522,0.0012228744,0.0021075516,0.0011342312,0.0027872836,0.0022985,0.0017340091,0.004382753],"category_scores_gemma":[0.024962967,0.0006084624,0.0021328877,0.00091725925,0.0047281673,0.0050694966,0.0028713671,0.0032900996,0.00080203806],"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":[0.00003323255,0.00003666495,0.0010636967,0.000051539708,0.000035997607,0.00013396998,0.00019354794,0.017096907,0.0029703383,0.973237,0.00030517564,0.0048419274],"study_design_scores_gemma":[0.00003552235,0.00015287203,0.0018140548,0.00004158714,0.000029705403,0.00027440576,0.00013321624,0.42739108,0.002956407,0.56549025,0.0016011635,0.000079665704],"about_ca_topic_score_codex":0.0023973717,"about_ca_topic_score_gemma":0.0012597584,"teacher_disagreement_score":0.0061153746,"about_ca_system_score_codex":0.0018061317,"about_ca_system_score_gemma":0.0012883984,"threshold_uncertainty_score":0.0323416},"labels":[],"label_agreement":null},{"id":"W2134850437","doi":"10.1287/opre.1100.0822","title":"Option Pricing Under GARCH Processes Using PDE Methods","year":2010,"lang":"en","type":"article","venue":"Operations Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"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","funders":"","keywords":"Valuation of options; Valuation (finance); Computation; Autoregressive conditional heteroskedasticity; Mathematical optimization; Interpolation (computer graphics); Computer science; Partial differential equation; Applied mathematics; Spectral method; Numerical analysis; Fourier transform; Mathematics; Econometrics; Algorithm; Volatility (finance); Economics; Finance; Mathematical analysis","score_opus":0.23722773802839608,"score_gpt":0.45727784609853017,"score_spread":0.2200501080701341,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2134850437","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0068983953,0.0003057108,0.99064726,0.00022857648,0.000067038585,0.000021088432,0.000026516538,0.00007655083,0.0017288424],"genre_scores_gemma":[0.50065017,0.0017243733,0.48791474,0.00028533593,0.00034962228,0.00021927033,0.00017601451,0.00015853252,0.0085219825],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994087,0.0002778349,0.000035435838,0.00005671219,0.00019315409,0.000028228997],"domain_scores_gemma":[0.9987896,0.0008760397,0.000081825776,0.00007997595,0.0001316579,0.000040872583],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017002343,0.00064454356,0.00093041756,0.00072688016,0.00047355334,0.0013717238,0.0010180784,0.001885061,0.0020484584],"category_scores_gemma":[0.004386572,0.00040392007,0.0011078133,0.0008125211,0.0011652274,0.0019219138,0.0010871994,0.0016099971,0.0004224696],"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":[0.000021801561,0.00003664826,0.00049879163,0.00008918212,0.000037989863,0.00016902403,0.000074774,0.739549,0.0027198181,0.23558186,0.0005162223,0.020704811],"study_design_scores_gemma":[0.000006190805,0.00000433601,0.00002931795,0.0000037744403,0.0000017302942,0.000017112558,0.0000027612869,0.9800511,0.00015527352,0.019385487,0.00033902083,0.000003989764],"about_ca_topic_score_codex":0.0024922974,"about_ca_topic_score_gemma":0.0011334514,"teacher_disagreement_score":0.0024922974,"about_ca_system_score_codex":0.00060641,"about_ca_system_score_gemma":0.00089922966,"threshold_uncertainty_score":0.0089918375},"labels":[],"label_agreement":null},{"id":"W2135909826","doi":"10.1098/rspa.2007.0273","title":"Dam rain and cumulative gain","year":2008,"lang":"en","type":"article","venue":"Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences","topic":"Stochastic processes and financial applications","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":"Perimeter Institute","funders":"","keywords":"Terminal value; Cash flow; Asset (computer security); Economics; Portfolio; Econometrics; Microeconomics; Actuarial science; Financial economics; Operating cash flow; Finance; Computer science","score_opus":0.021613604720613112,"score_gpt":0.21182624652511767,"score_spread":0.19021264180450456,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2135909826","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21638337,0.006536602,0.5153753,0.006375495,0.0008440457,0.000112748035,0.00042267275,0.00045244352,0.2534973],"genre_scores_gemma":[0.93666375,0.0019252944,0.014841924,0.00042214448,0.00045817497,0.00007695576,0.00011655454,0.00009508206,0.04540007],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99929214,0.00014766943,0.000027593847,0.00016551004,0.0002187374,0.00014827453],"domain_scores_gemma":[0.998331,0.0006456672,0.00028979682,0.00022581413,0.00022683873,0.0002808558],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015440808,0.0006588406,0.00063087774,0.001509596,0.0010619881,0.0025312074,0.0009601059,0.0013603055,0.015488043],"category_scores_gemma":[0.0061604674,0.00028800365,0.0009473707,0.0008953336,0.003565708,0.005758581,0.0026923672,0.0022901457,0.0012342534],"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":[0.000007264109,0.000008294196,0.00024307646,0.000014040206,0.000003983327,0.00005039234,0.000091050286,0.0033803438,0.00017723527,0.9918646,0.00047897833,0.0036807065],"study_design_scores_gemma":[0.0000084489,0.00002180105,0.00028493092,0.000017377433,0.0000074601257,0.000116363284,0.000054825032,0.023969183,0.00017982814,0.96685565,0.008472515,0.000011550404],"about_ca_topic_score_codex":0.0025442168,"about_ca_topic_score_gemma":0.0012773636,"teacher_disagreement_score":0.015488043,"about_ca_system_score_codex":0.0019331925,"about_ca_system_score_gemma":0.001022046,"threshold_uncertainty_score":0.05181271},"labels":[],"label_agreement":null},{"id":"W2136280267","doi":"10.1016/j.matcom.2006.09.002","title":"The pricing of options for securities markets with delayed response","year":2006,"lang":"en","type":"article","venue":"Mathematics and Computers in Simulation","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":53,"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 Calgary; York University","funders":"Natural Sciences and Engineering Research Council of Canada; Canada Research Chairs","keywords":"Black–Scholes model; Valuation of options; Call option; Mathematics; Economics; Business; Econometrics; Volatility (finance)","score_opus":0.01470359600147466,"score_gpt":0.22318025533778077,"score_spread":0.2084766593363061,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2136280267","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16361335,0.0026649917,0.8247911,0.0028433327,0.00039233948,0.0000642702,0.0001234929,0.00015582482,0.00535127],"genre_scores_gemma":[0.9399051,0.001405369,0.05001347,0.00016092832,0.0002489378,0.00007479182,0.00013477841,0.00006729361,0.007989268],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991757,0.00045981188,0.000041202078,0.0001021223,0.00015033285,0.000070759845],"domain_scores_gemma":[0.9929523,0.005750143,0.00037071315,0.00021763465,0.00035597256,0.0003532303],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028571712,0.0008096078,0.0011573314,0.00074128865,0.0005959674,0.0028630472,0.001426821,0.0024831258,0.002764268],"category_scores_gemma":[0.020397313,0.00072768243,0.0009096274,0.0007432972,0.0019849772,0.0043741385,0.0011610239,0.0019492389,0.00017165746],"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":[0.00018032188,0.000054234537,0.0007034846,0.000104829436,0.000045767814,0.00019399477,0.000097190496,0.4470906,0.0024009855,0.53932923,0.000886913,0.008912368],"study_design_scores_gemma":[0.00002131064,0.000012465526,0.00006982454,0.0000039601287,0.000005221132,0.000022526538,0.0000062181903,0.9094653,0.00020374617,0.08994819,0.00023420803,0.000006980932],"about_ca_topic_score_codex":0.0018746646,"about_ca_topic_score_gemma":0.001242557,"teacher_disagreement_score":0.0028630472,"about_ca_system_score_codex":0.0011575051,"about_ca_system_score_gemma":0.0010290821,"threshold_uncertainty_score":0.0151103735},"labels":[],"label_agreement":null},{"id":"W2136452256","doi":"","title":"Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition","year":2010,"lang":"en","type":"article","venue":"Data Archiving and Networked Services (DANS)","topic":"Stochastic processes and financial applications","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 New Brunswick","funders":"","keywords":"Arbitrage; Upper and lower bounds; Mathematical optimization; Decomposition; Computation; Linear programming; Mathematical economics; Maturity (psychological); Computer science; Mathematics; Economics; Finance; Algorithm","score_opus":0.019664542648729272,"score_gpt":0.2551875045225561,"score_spread":0.23552296187382685,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2136452256","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.042602595,0.0004351603,0.95216286,0.00037690919,0.00004320743,0.000038651044,0.00016129194,0.00043070005,0.003748729],"genre_scores_gemma":[0.5170697,0.0004741819,0.4773979,0.00021438581,0.000091626076,0.00020474405,0.0008918995,0.00042731047,0.0032283615],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99806935,0.0006829765,0.00013125553,0.00034901412,0.0004871338,0.00028030222],"domain_scores_gemma":[0.9902525,0.007718895,0.0004982577,0.0006265048,0.0005551529,0.00034863697],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0041368706,0.0016442391,0.0022405568,0.001741176,0.0007299772,0.0034278184,0.0014375226,0.0020013133,0.0037061996],"category_scores_gemma":[0.020972943,0.0010100006,0.0014573004,0.0018913407,0.0018222036,0.0035296937,0.002537034,0.0029238043,0.00053580274],"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":[0.00009004375,0.000056077,0.00052246964,0.0000677894,0.000039046037,0.00007760635,0.00005493162,0.9321214,0.0007497036,0.046044014,0.0007777591,0.01939918],"study_design_scores_gemma":[0.0000068283616,0.0000056489116,0.000045191144,0.000005682433,0.0000023668506,0.00000557219,0.000006478782,0.9709926,0.00023025369,0.028540457,0.00015555114,0.0000033911754],"about_ca_topic_score_codex":0.0050428133,"about_ca_topic_score_gemma":0.0048377225,"teacher_disagreement_score":0.0050428133,"about_ca_system_score_codex":0.0019378851,"about_ca_system_score_gemma":0.002043741,"threshold_uncertainty_score":0.021878123},"labels":[],"label_agreement":null},{"id":"W2136538802","doi":"10.1111/j.1467-9965.2007.00295.x","title":"OPTIMAL DIVIDEND POLICY WITH MEAN‐REVERTING CASH RESERVOIR","year":2006,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":93,"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; University of Alberta","funders":"","keywords":"Dividend; Economics; Dividend policy; Stochastic control; Mean reversion; Payment; Shareholder; Cash; Econometrics; Financial economics; Monetary economics; Optimal control; Finance; Mathematics; Corporate governance; Mathematical optimization","score_opus":0.023424392973219386,"score_gpt":0.23445369375334885,"score_spread":0.21102930078012946,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2136538802","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6488442,0.0015259635,0.3342776,0.0033037884,0.00014595456,0.0000876346,0.0002449902,0.0003431689,0.0112267155],"genre_scores_gemma":[0.9896136,0.00033461142,0.007100474,0.000074233285,0.00003638182,0.000026203545,0.000042558517,0.000022025359,0.002750013],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993162,0.00022723351,0.000034966528,0.00016432907,0.000080262536,0.00017688055],"domain_scores_gemma":[0.99706227,0.0018224485,0.0005712286,0.00010946971,0.00017181352,0.0002627415],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018736994,0.00063477276,0.0014085558,0.00058303616,0.0003811836,0.00247871,0.0007996408,0.0017333736,0.0022225736],"category_scores_gemma":[0.00722117,0.0007836187,0.00058286474,0.00037712292,0.0013735697,0.0020400176,0.00082164496,0.0014022653,0.00026193],"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":[0.00043786757,0.00015900232,0.001972191,0.00012529871,0.000093135226,0.00036799128,0.00008711719,0.83520776,0.006014662,0.1453791,0.0011713804,0.008984429],"study_design_scores_gemma":[0.00008607949,0.00007529871,0.00063527026,0.000011238436,0.000026501519,0.000035513993,0.000023172533,0.9494554,0.0007532817,0.048595175,0.0002800957,0.000023036584],"about_ca_topic_score_codex":0.0037398003,"about_ca_topic_score_gemma":0.0014334366,"teacher_disagreement_score":0.0037398003,"about_ca_system_score_codex":0.002098786,"about_ca_system_score_gemma":0.0017683053,"threshold_uncertainty_score":0.015227795},"labels":[],"label_agreement":null},{"id":"W2136696234","doi":"10.2139/ssrn.1092028","title":"Risk Aversion and the Dynamics of Optimal Liquidation Strategies in Illiquid Markets","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":77,"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":"Risk aversion (psychology); Economics; Dynamics (music); Financial economics; Econometrics; Business; Actuarial science; Expected utility hypothesis; Psychology","score_opus":0.006890757453872459,"score_gpt":0.19471469323407523,"score_spread":0.18782393578020276,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2136696234","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8167179,0.0011195657,0.16616802,0.0037183433,0.00006918746,0.000045083394,0.00013739704,0.00014361099,0.011880743],"genre_scores_gemma":[0.9912923,0.0004272677,0.0044258833,0.00010697581,0.000031631764,0.000025215742,0.000039480467,0.000026527985,0.0036246767],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99951386,0.00020251128,0.00002624611,0.00007274342,0.00007163012,0.000113046386],"domain_scores_gemma":[0.992965,0.004357691,0.001446631,0.00017292396,0.00043119385,0.0006265182],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002497936,0.0005525276,0.0010412069,0.0009944481,0.0006250443,0.0036196832,0.00094404723,0.0017435439,0.004382108],"category_scores_gemma":[0.01580898,0.000707585,0.0005988545,0.00058966107,0.0023348804,0.004388868,0.0012560346,0.0023401715,0.00029952353],"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":[0.00021922267,0.00012914625,0.0035185197,0.00007838467,0.000074504,0.00030046396,0.00047899483,0.2200407,0.0021250567,0.7615207,0.0018591546,0.009655116],"study_design_scores_gemma":[0.00005565379,0.000056598823,0.0012917324,0.000024368635,0.000019550185,0.000059220838,0.00013863812,0.48334023,0.00023790849,0.51438475,0.0003513527,0.00003995714],"about_ca_topic_score_codex":0.0026167973,"about_ca_topic_score_gemma":0.0017920765,"teacher_disagreement_score":0.004382108,"about_ca_system_score_codex":0.001451838,"about_ca_system_score_gemma":0.0011648601,"threshold_uncertainty_score":0.014659584},"labels":[],"label_agreement":null},{"id":"W2136805676","doi":"10.1109/cifer.2000.844604","title":"Numerical methods for pricing callable bonds","year":2002,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Callable bond; Discretization; Interest rate; Computer science; Bond; Function (biology); Work (physics); Applied mathematics; Term (time); Mathematical optimization; Numerical analysis; Econometrics; Mathematics; Economics; Mathematical analysis; Engineering; Finance; Physics","score_opus":0.067653571940545,"score_gpt":0.3000722523437763,"score_spread":0.23241868040323133,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2136805676","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0029399928,0.00053980656,0.99041134,0.00019087215,0.00011559616,0.00004578119,0.000055275606,0.0002232622,0.0054780976],"genre_scores_gemma":[0.18638882,0.0014972644,0.79982424,0.00020015931,0.00017137555,0.0005513037,0.00019990598,0.00030297175,0.010863912],"study_design_codex":"simulation_or_modeling","study_design_gemma":"not_applicable","domain_scores_codex":[0.99933547,0.00025216394,0.00004494693,0.000046590336,0.00029264283,0.00002821573],"domain_scores_gemma":[0.9982083,0.0009527162,0.00015745542,0.00021619316,0.00040028672,0.000065106215],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014378163,0.00061441836,0.00070448144,0.00078650075,0.0005780297,0.0013141143,0.0011536095,0.001585205,0.004522239],"category_scores_gemma":[0.008138901,0.0003624045,0.0005360413,0.0008955879,0.00092101283,0.0012050718,0.0011552452,0.001577073,0.0011521719],"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":[0.000042100317,0.000054084125,0.0005522202,0.0001825308,0.0000421988,0.00010532244,0.00013377362,0.6748742,0.003904136,0.2538898,0.0023540587,0.063865595],"study_design_scores_gemma":[0.00001267421,0.0000054626416,0.00004715651,0.000018570016,0.0000030195667,0.000022624647,0.000007996207,0.9571547,0.00031201844,0.039374117,0.0030344105,0.000007289634],"about_ca_topic_score_codex":0.0030158109,"about_ca_topic_score_gemma":0.0020244315,"teacher_disagreement_score":0.004522239,"about_ca_system_score_codex":0.0007298135,"about_ca_system_score_gemma":0.00095136475,"threshold_uncertainty_score":0.015128374},"labels":[],"label_agreement":null},{"id":"W2137247758","doi":"10.3386/w8504","title":"Telling from Discrete Data Whether the Underlying Continuous-Time Model is a Diffusion","year":2001,"lang":"en","type":"report","venue":"National Bureau of Economic Research","topic":"Stochastic processes and financial applications","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":"Fields Institute for Research in Mathematical Sciences","funders":"National Science Foundation","keywords":"Diffusion; Statistical physics; Computer science; Econometrics; Mathematics; Physics; Thermodynamics","score_opus":0.5538412963965327,"score_gpt":0.4877620269703612,"score_spread":0.06607926942617148,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2137247758","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18872482,0.0015011107,0.7778691,0.015079287,0.00027376285,0.00012730075,0.0035928853,0.0005162894,0.012315431],"genre_scores_gemma":[0.8701331,0.0031989103,0.118518725,0.0011599842,0.00039874058,0.00024015381,0.0033819107,0.000113802555,0.0028545733],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99780494,0.00079807214,0.00022519483,0.00040687685,0.0006408639,0.0001240757],"domain_scores_gemma":[0.9194229,0.06544368,0.00366238,0.009302061,0.0015791439,0.0005897336],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005974743,0.00054025766,0.0011434583,0.0013871924,0.00046740336,0.0033841128,0.0013805217,0.0031108828,0.0057277237],"category_scores_gemma":[0.08815255,0.0006120203,0.00084280537,0.001782624,0.0022794984,0.010886722,0.0015686166,0.005306287,0.001053774],"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":[0.00026145487,0.00025073998,0.03248959,0.0004914544,0.00018340084,0.00045308587,0.0010985419,0.051257852,0.0027688306,0.80776507,0.007212928,0.09576711],"study_design_scores_gemma":[0.00004510779,0.000042027124,0.0050954605,0.00014004033,0.000035005374,0.0003387785,0.00038955183,0.1940022,0.0018821219,0.7935835,0.0043891654,0.000057038014],"about_ca_topic_score_codex":0.0017086294,"about_ca_topic_score_gemma":0.0009011612,"teacher_disagreement_score":0.005974743,"about_ca_system_score_codex":0.0008105163,"about_ca_system_score_gemma":0.0011230941,"threshold_uncertainty_score":0.031597793},"labels":[],"label_agreement":null},{"id":"W2137467291","doi":"10.1002/fut.10096","title":"Approximating American option prices in the GARCH framework","year":2003,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"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); HEC Montréal; University of Toronto","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Univariate; Bivariate analysis; Econometrics; Binomial options pricing model; Valuation (finance); Context (archaeology); Economics; Mathematics; Valuation of options; Multivariate statistics; Statistics; Volatility (finance); Finance; Geography","score_opus":0.018673912480186773,"score_gpt":0.24950012225186816,"score_spread":0.2308262097716814,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2137467291","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08059482,0.00019076097,0.91678214,0.00012250443,0.000036503254,0.000019020952,0.000030904128,0.00019530409,0.0020280601],"genre_scores_gemma":[0.79075116,0.00028408034,0.20710212,0.000044489287,0.000042291755,0.000041079995,0.000080310776,0.00004655249,0.0016078555],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99931073,0.00030015688,0.000029123781,0.000053472406,0.0002505065,0.00005602706],"domain_scores_gemma":[0.99857914,0.0009634907,0.00011486725,0.000078475096,0.00020494648,0.000059006972],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025049187,0.00040101094,0.0006855299,0.000867998,0.00038342664,0.0012692357,0.0008798912,0.0009903314,0.0020925177],"category_scores_gemma":[0.00792292,0.00034365317,0.0004981639,0.0009613883,0.0006748912,0.0015427668,0.00080580526,0.0010009692,0.00029356842],"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":[0.000048858186,0.00002379081,0.0012507391,0.000025084788,0.00001925215,0.00009892731,0.000050525727,0.88304454,0.0014114407,0.09277223,0.0003273504,0.020927284],"study_design_scores_gemma":[0.0000032213698,0.0000045820016,0.00007185298,0.0000019486972,0.0000010669013,0.000011132272,0.000003597943,0.9903126,0.00013879326,0.009350876,0.000097696946,0.0000026169728],"about_ca_topic_score_codex":0.0035859514,"about_ca_topic_score_gemma":0.0021882837,"teacher_disagreement_score":0.0035859514,"about_ca_system_score_codex":0.0005921027,"about_ca_system_score_gemma":0.00074526976,"threshold_uncertainty_score":0.01324743},"labels":[],"label_agreement":null},{"id":"W2137992904","doi":"10.1109/hpcs.2005.41","title":"Parallel Lattice Implementation for Option Pricing under Mixed State-Dependent Volatility Models","year":2005,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Volatility clustering; Computer science; Volatility (finance); Econometrics; Implied volatility; Capital asset pricing model; Valuation of options; Stochastic volatility; Mathematical optimization; Mathematics; Autoregressive conditional heteroskedasticity","score_opus":0.059831024432651286,"score_gpt":0.2858228828086473,"score_spread":0.22599185837599603,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2137992904","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.017341936,0.00007026736,0.97734445,0.00019082421,0.000054820226,0.00004230918,0.000066526845,0.0017860971,0.0031028406],"genre_scores_gemma":[0.35435766,0.00010902553,0.6414877,0.00010634905,0.000053775544,0.00027613138,0.000212447,0.0003013224,0.0030955626],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990901,0.0003410142,0.000063406704,0.00008582593,0.0003218689,0.000097896154],"domain_scores_gemma":[0.9982924,0.00082659774,0.00009879366,0.00041433144,0.00025481347,0.00011315909],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013691044,0.00047835696,0.0009360848,0.0005136825,0.00064677786,0.0015566212,0.002198601,0.0012080438,0.010170498],"category_scores_gemma":[0.0055036596,0.0004030748,0.00072014827,0.0010133012,0.0008344086,0.0021003645,0.0014250143,0.0018482325,0.0021048267],"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":[0.0004083206,0.00028083703,0.0013626051,0.00011569734,0.00008505925,0.00024646602,0.00024811403,0.66730934,0.0037616687,0.16096102,0.0042765173,0.16094439],"study_design_scores_gemma":[0.0000417619,0.000008867429,0.000017519224,0.0000023514501,0.000002009088,0.0000119634105,0.000012009616,0.9810068,0.00049930735,0.017837904,0.0005552451,0.0000043013893],"about_ca_topic_score_codex":0.0053200624,"about_ca_topic_score_gemma":0.006593284,"teacher_disagreement_score":0.010170498,"about_ca_system_score_codex":0.0008971765,"about_ca_system_score_gemma":0.001485941,"threshold_uncertainty_score":0.034023702},"labels":[],"label_agreement":null},{"id":"W2138562182","doi":"10.1007/s11579-008-0014-6","title":"Investment and consumption without commitment","year":2008,"lang":"en","type":"article","venue":"Mathematics and Financial Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":298,"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; University of British Columbia","funders":"","keywords":"Mathematical economics; Discounting; Portfolio; Context (archaeology); Economics; Bellman equation; Time horizon; Mathematics; Mathematical optimization; Finance","score_opus":0.04542819255986358,"score_gpt":0.21857352130001234,"score_spread":0.17314532874014876,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2138562182","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.48771492,0.0092240125,0.1843136,0.0766202,0.0011577363,0.00008063781,0.0014482044,0.0002201687,0.23922049],"genre_scores_gemma":[0.91891783,0.0017882987,0.0049749776,0.000782526,0.000502281,0.000046341207,0.00021637166,0.000045855162,0.07272548],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994312,0.00021791056,0.000028005488,0.00012776957,0.00010625057,0.00008878795],"domain_scores_gemma":[0.9970483,0.0015163805,0.00050441804,0.00038624558,0.00026419284,0.00028042487],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001253273,0.00052161096,0.0008788502,0.00046910907,0.00054592587,0.0024012146,0.00065439654,0.0019356443,0.010398349],"category_scores_gemma":[0.0076877354,0.0004654608,0.00044260497,0.0007921449,0.0019128388,0.0048957975,0.0012939009,0.0032786732,0.00086382637],"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":[0.000046829875,0.000026384092,0.0005895585,0.0000372506,0.000023626517,0.00009530889,0.00008757562,0.0037626477,0.00015300853,0.9877506,0.0022496795,0.0051776315],"study_design_scores_gemma":[0.000008799545,0.00000808481,0.00040961336,0.000009918251,0.0000063923667,0.000034175453,0.00003305538,0.0058238623,0.000050322076,0.9920661,0.0015463424,0.0000034808236],"about_ca_topic_score_codex":0.0016823147,"about_ca_topic_score_gemma":0.0012363491,"teacher_disagreement_score":0.010398349,"about_ca_system_score_codex":0.001412838,"about_ca_system_score_gemma":0.0008073378,"threshold_uncertainty_score":0.034785986},"labels":[],"label_agreement":null},{"id":"W2138684546","doi":"10.46631/jefas.2010.v15n29.01","title":"Pricing arithmetic asian options under the cev process","year":2010,"lang":"en","type":"article","venue":"Cuadernos de difusión","topic":"Stochastic processes and financial applications","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 British Columbia","funders":"","keywords":"Binomial options pricing model; Constant elasticity of variance model; Mathematics; Asian option; Trinomial tree; Applied mathematics; Stock price; Econometrics; Valuation of options; Computer science; Volatility (finance); Volatility smile","score_opus":0.021345535565793487,"score_gpt":0.24226916899127662,"score_spread":0.22092363342548313,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2138684546","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3004224,0.00056342257,0.6871523,0.00046562625,0.00009354604,0.00003890412,0.000025660842,0.00009893821,0.011139215],"genre_scores_gemma":[0.9629963,0.0003400496,0.03377478,0.00006843373,0.000073176874,0.00002593461,0.000036563655,0.000024191475,0.0026606158],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990097,0.00044050044,0.000033529454,0.00008691357,0.00033779943,0.000091460584],"domain_scores_gemma":[0.99781847,0.001501786,0.00025006325,0.00011459096,0.00021842564,0.0000967806],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026564116,0.0004390761,0.00069495355,0.0005716899,0.00036686574,0.0013838554,0.0009652992,0.0011041604,0.0024396635],"category_scores_gemma":[0.009337951,0.00025908736,0.0005105219,0.00084584445,0.0014305769,0.0026163491,0.0009414824,0.001177933,0.0002043535],"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":[0.00012705063,0.000041634765,0.003456527,0.00005940869,0.000041665906,0.00063909934,0.00019806203,0.42881393,0.004076501,0.53474385,0.000455871,0.027346332],"study_design_scores_gemma":[0.000012692271,0.0000243921,0.00046219965,0.0000063213374,0.0000053922195,0.00013982854,0.000030486955,0.93900186,0.00055960676,0.059420142,0.00032147378,0.00001559868],"about_ca_topic_score_codex":0.0016384239,"about_ca_topic_score_gemma":0.0009797179,"teacher_disagreement_score":0.0026564116,"about_ca_system_score_codex":0.00047777322,"about_ca_system_score_gemma":0.0004276716,"threshold_uncertainty_score":0.014048636},"labels":[],"label_agreement":null},{"id":"W2139479229","doi":"10.1109/cdc.2001.914568","title":"Filtering for linear systems driven by fractional Brownian motion","year":2002,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"McGill University; University of Ottawa","funders":"","keywords":"Kalman filter; Fractional Brownian motion; Mathematics; Riccati equation; Filter (signal processing); Brownian motion; Differential equation; Control theory (sociology); Filtering problem; Linear differential equation; Matrix (chemical analysis); Applied mathematics; Linear system; Mathematical analysis; Extended Kalman filter; Computer science; Artificial intelligence","score_opus":0.044778281786764955,"score_gpt":0.22026703355263927,"score_spread":0.1754887517658743,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2139479229","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03920221,0.0008615707,0.95660186,0.0007322027,0.000094473406,0.000014833972,0.000017378265,0.0000528465,0.002422583],"genre_scores_gemma":[0.90842193,0.0018589552,0.080717504,0.00029872937,0.00038291494,0.0000753992,0.00008967994,0.000034127534,0.008120775],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999166,0.0002519743,0.00004438662,0.0001538682,0.00027641837,0.000107318614],"domain_scores_gemma":[0.99899167,0.00061725336,0.00018942165,0.000042754276,0.0001255358,0.00003332623],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017924161,0.0004817023,0.0008133352,0.0005398734,0.00050491124,0.0013133916,0.00046435956,0.0017328918,0.0010356342],"category_scores_gemma":[0.0041514607,0.00035917276,0.0008487368,0.0005095879,0.0015616139,0.0016380504,0.0008189494,0.0010015453,0.00012407584],"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":[0.00004145905,0.000040188475,0.0009823644,0.00012357594,0.00008214633,0.0002465691,0.0003045554,0.48010245,0.0059181666,0.49634102,0.0006005293,0.015217047],"study_design_scores_gemma":[0.000013568022,0.000028006421,0.0002563384,0.000009134219,0.000014784097,0.000043786167,0.00002058854,0.9138434,0.000628984,0.08411881,0.0010071348,0.000015509271],"about_ca_topic_score_codex":0.0044918545,"about_ca_topic_score_gemma":0.001977693,"teacher_disagreement_score":0.0044918545,"about_ca_system_score_codex":0.0012243936,"about_ca_system_score_gemma":0.0008420146,"threshold_uncertainty_score":0.009479344},"labels":[],"label_agreement":null},{"id":"W2139853536","doi":"10.1287/opre.2013.1181","title":"Optimal Production Management When Demand Depends on the Business Cycle","year":2013,"lang":"en","type":"article","venue":"Operations Research","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Production (economics); Markov chain; Economics; Geometric Brownian motion; Variance (accounting); Brownian motion; Mathematical optimization; Value (mathematics); Markov process; Econometrics; Microeconomics; Mathematical economics; Mathematics; Economy; Statistics","score_opus":0.06901013362510179,"score_gpt":0.29240190252032056,"score_spread":0.22339176889521878,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2139853536","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.29173303,0.0016223491,0.6819119,0.0023681682,0.000100566875,0.00026796872,0.00042990886,0.00034401697,0.021222064],"genre_scores_gemma":[0.97475237,0.0004707693,0.021066517,0.00007909367,0.000026460815,0.0000946806,0.00013359111,0.000047063437,0.0033293932],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999046,0.00035902165,0.00003877951,0.00020679105,0.00011082955,0.00023848923],"domain_scores_gemma":[0.99777657,0.0015422142,0.00028641964,0.00010260912,0.00013624258,0.00015601366],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015879424,0.0010392482,0.0018921592,0.0007153899,0.00053046405,0.0020819253,0.0012666254,0.0017117278,0.003523343],"category_scores_gemma":[0.0058154697,0.0012832363,0.0006965791,0.0006775387,0.001318285,0.0022462383,0.001061402,0.0011182671,0.00035759786],"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":[0.000108169945,0.000053866537,0.00044255456,0.00004636386,0.000023097908,0.00008076837,0.00003196482,0.9787405,0.00071539864,0.014156722,0.0005079878,0.00509247],"study_design_scores_gemma":[0.000028637567,0.00003743912,0.00035350185,0.000010689204,0.000010217819,0.000018761499,0.00002995884,0.97874063,0.00023213329,0.020215113,0.000310469,0.0000123789],"about_ca_topic_score_codex":0.00729793,"about_ca_topic_score_gemma":0.0039244746,"teacher_disagreement_score":0.00729793,"about_ca_system_score_codex":0.002330537,"about_ca_system_score_gemma":0.002164392,"threshold_uncertainty_score":0.01690936},"labels":[],"label_agreement":null},{"id":"W2140193997","doi":"10.5402/2012/946415","title":"Efficient Hedging of Options with Probabilistic Haar Wavelets","year":2012,"lang":"en","type":"article","venue":"ISRN Probability and Statistics","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"Natural Sciences and Engineering Research Council of Canada; Fundação de Amparo à Pesquisa do Estado de São Paulo","keywords":"Haar; Wavelet; Computer science; Transaction cost; Probabilistic logic; Haar wavelet; Mathematical optimization; Basis (linear algebra); Path (computing); Mathematics; Applied mathematics; Wavelet transform; Discrete wavelet transform; Finance; Economics; Artificial intelligence","score_opus":0.029974374999728767,"score_gpt":0.22454765104737448,"score_spread":0.1945732760476457,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2140193997","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07914748,0.00028327777,0.91931504,0.00010362309,0.000029517432,0.000017515806,0.000021222888,0.00005061382,0.0010317103],"genre_scores_gemma":[0.8754414,0.00034994044,0.12229315,0.000036871603,0.00003164243,0.000037787657,0.000059365662,0.000026687634,0.0017232478],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99916804,0.00040336876,0.000052902244,0.00007717982,0.00024779784,0.000050779665],"domain_scores_gemma":[0.9974952,0.0016693327,0.0002362966,0.00034609373,0.0001873127,0.00006582937],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032842862,0.0003819433,0.00068697624,0.00052152516,0.00021948264,0.0014019975,0.00076451234,0.0009278384,0.0008722848],"category_scores_gemma":[0.007883566,0.0004183454,0.0005235261,0.0007580785,0.0007608845,0.0022316098,0.0011530382,0.0011212507,0.00013340195],"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":[0.00013841402,0.000052854455,0.00117962,0.00006479884,0.00006151295,0.00016893273,0.00011938989,0.7858996,0.0049555874,0.15553199,0.00039946602,0.051427815],"study_design_scores_gemma":[0.00000377828,0.000018251734,0.00010103312,0.0000020375644,0.0000023577606,0.0000142421995,0.0000054255725,0.9886567,0.0004106572,0.010660911,0.00012096995,0.0000036416052],"about_ca_topic_score_codex":0.00045579273,"about_ca_topic_score_gemma":0.0003334135,"teacher_disagreement_score":0.0032842862,"about_ca_system_score_codex":0.00041626566,"about_ca_system_score_gemma":0.00035277224,"threshold_uncertainty_score":0.01736921},"labels":[],"label_agreement":null},{"id":"W2140528490","doi":"10.1016/j.spa.2009.09.006","title":"Nonlinear filtering of semi-Dirichlet processes","year":2009,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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":"Mathematics; Nonlinear system; Applied mathematics; Dirichlet distribution; Mathematical analysis; Boundary value problem","score_opus":0.018174927450883782,"score_gpt":0.2252059307171393,"score_spread":0.2070310032662555,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2140528490","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.025152631,0.00067573594,0.9709899,0.0005138152,0.00014190905,0.00001965253,0.0001103571,0.00009788778,0.0022981353],"genre_scores_gemma":[0.8276118,0.003577054,0.13731831,0.0005009525,0.0011364212,0.00028516396,0.00097324303,0.00020370228,0.028393386],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981323,0.0008534363,0.00011192737,0.00046343764,0.00028331173,0.00015554641],"domain_scores_gemma":[0.98906994,0.008190231,0.0009373768,0.0006427826,0.00081071624,0.0003489686],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0037611034,0.000998745,0.0017826146,0.001796026,0.00080551085,0.0030923898,0.0014356859,0.0026819676,0.0031561626],"category_scores_gemma":[0.01847421,0.0011773104,0.0016678078,0.0014059821,0.0029639334,0.0034504791,0.0019102404,0.002069294,0.000744269],"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":[0.00018572077,0.00005989868,0.0010700659,0.00021214127,0.000119044504,0.00018249269,0.00036752576,0.29901454,0.0037154465,0.6671752,0.0016322332,0.026265787],"study_design_scores_gemma":[0.000012356043,0.000010884658,0.00020858838,0.00001710613,0.00001371859,0.000042163003,0.00002352959,0.8121958,0.000459225,0.1862389,0.0007517279,0.000026053278],"about_ca_topic_score_codex":0.0052323597,"about_ca_topic_score_gemma":0.003999435,"teacher_disagreement_score":0.0052323597,"about_ca_system_score_codex":0.0020154314,"about_ca_system_score_gemma":0.0010003529,"threshold_uncertainty_score":0.019890845},"labels":[],"label_agreement":null},{"id":"W2142086476","doi":"10.2139/ssrn.2222763","title":"Liquidity Risk and the Term Structure of Interest Rates","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Term (time); Market liquidity; Interest rate; Liquidity risk; Business; Financial system; Monetary economics; Yield curve; Economics; Financial economics","score_opus":0.014189751380414815,"score_gpt":0.21230352977459138,"score_spread":0.19811377839417657,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2142086476","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7968975,0.011322437,0.16836414,0.009269334,0.00017303899,0.000026319214,0.0003658317,0.00021746242,0.013363986],"genre_scores_gemma":[0.9921117,0.001745074,0.0025023092,0.00008873685,0.00024575496,0.0000111569225,0.000091836555,0.000027288923,0.0031761678],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99940646,0.00027587832,0.00004399126,0.00008714175,0.0001106148,0.00007599159],"domain_scores_gemma":[0.98463213,0.010461471,0.0034437191,0.00037442285,0.0005752464,0.00051291083],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026909295,0.00047363306,0.00053444115,0.0011453405,0.0004276679,0.003652558,0.00073052495,0.0022033993,0.002714921],"category_scores_gemma":[0.026554847,0.0004508166,0.00037940175,0.0010833719,0.0015395018,0.004697884,0.0011097193,0.0020095578,0.0005441323],"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":[0.0004186926,0.00007078832,0.0210299,0.00015826034,0.00011062111,0.001027262,0.0006564155,0.10423687,0.005872259,0.84154195,0.0025720266,0.022304956],"study_design_scores_gemma":[0.000044616587,0.0000589366,0.008948492,0.000052128256,0.000042122618,0.0003431199,0.0001008233,0.19584724,0.0006481465,0.7928912,0.00095862855,0.00006446626],"about_ca_topic_score_codex":0.00096189906,"about_ca_topic_score_gemma":0.0008597874,"teacher_disagreement_score":0.003652558,"about_ca_system_score_codex":0.0007587596,"about_ca_system_score_gemma":0.00049272616,"threshold_uncertainty_score":0.014231145},"labels":[],"label_agreement":null},{"id":"W2142726187","doi":"10.1287/mnsc.1050.0398","title":"Asymptotic Properties of Monte Carlo Estimators of Derivatives","year":2005,"lang":"en","type":"article","venue":"Management Science","topic":"Stochastic processes and financial applications","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":"University of Toronto; Université de Montréal; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Malliavin calculus; Estimator; Mathematics; Applied mathematics; Monte Carlo method; Rate of convergence; Mathematical analysis; Statistics; Computer science","score_opus":0.02764781576113818,"score_gpt":0.2163624930583451,"score_spread":0.18871467729720692,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2142726187","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.032651816,0.0008892175,0.9624813,0.0004697588,0.000055662924,0.000074074494,0.000066447785,0.0003677949,0.0029440029],"genre_scores_gemma":[0.7564063,0.0020027352,0.23420672,0.0004474902,0.0003296425,0.0006227623,0.00070639176,0.00052157766,0.004756332],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9953507,0.0024995038,0.00025309165,0.000529543,0.0010908017,0.00027634943],"domain_scores_gemma":[0.8223803,0.15682283,0.0055657076,0.0075790267,0.0068069403,0.00084516],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.021708142,0.0010182264,0.0014778881,0.003213813,0.0009365053,0.002280364,0.0027090001,0.0023786726,0.003234484],"category_scores_gemma":[0.19527636,0.0010316889,0.0009932214,0.0016469291,0.0033710953,0.0051319366,0.0022922668,0.0030573502,0.00067873846],"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":[0.00020739278,0.00010140658,0.009154945,0.000204073,0.0002203401,0.0002014694,0.000320158,0.5807817,0.0017168608,0.36824638,0.0013112872,0.037534054],"study_design_scores_gemma":[0.000023142326,0.000031636668,0.0009935453,0.00006851603,0.000023400677,0.000091902366,0.000023925606,0.92292184,0.0009035697,0.07430208,0.00058305694,0.0000334676],"about_ca_topic_score_codex":0.0041093146,"about_ca_topic_score_gemma":0.0021825721,"teacher_disagreement_score":0.021708142,"about_ca_system_score_codex":0.002018574,"about_ca_system_score_gemma":0.0018160804,"threshold_uncertainty_score":0.11480504},"labels":[],"label_agreement":null},{"id":"W2143252561","doi":"10.1007/s10690-014-9197-4","title":"Asset Pricing Using Trading Volumes in a Hidden Regime-Switching Environment","year":2014,"lang":"en","type":"article","venue":"Asia-Pacific Financial Markets","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Hidden Markov model; Martingale (probability theory); High-frequency trading; Volatility (finance); Markov chain; Capital asset pricing model; Algorithmic trading; Econometrics; Economics; Stochastic discount factor; Financial economics; Computer science; Mathematics; Applied mathematics","score_opus":0.01720846759245398,"score_gpt":0.2038577347243964,"score_spread":0.1866492671319424,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2143252561","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5442221,0.00064364244,0.45081627,0.0009400636,0.00017354755,0.00003983858,0.00018491296,0.00023818748,0.0027413184],"genre_scores_gemma":[0.99292517,0.0002532205,0.005182514,0.00003304128,0.00012272346,0.000013916213,0.00006560073,0.00002192604,0.0013818818],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9984366,0.00085170334,0.000074477095,0.00024609614,0.00022451156,0.00016653142],"domain_scores_gemma":[0.984915,0.012095635,0.0014313592,0.00061344384,0.00048297894,0.0004614572],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0051693222,0.0007831391,0.0015428594,0.0011682387,0.00041493884,0.0033132036,0.0014538413,0.0019318527,0.0018899045],"category_scores_gemma":[0.017307166,0.0008655228,0.0012528659,0.0011323446,0.0016101144,0.0043832934,0.001328629,0.0021981073,0.00020616894],"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":[0.00049407,0.00025034967,0.01367961,0.00010550618,0.00042951855,0.00068341184,0.00019469809,0.8332803,0.003300347,0.1257326,0.0007120384,0.021137383],"study_design_scores_gemma":[0.000008693728,0.000014228813,0.0006655143,0.000003146216,0.000012426947,0.000022118913,0.0000064585415,0.98758894,0.000105787825,0.011531777,0.00003210077,0.000008919649],"about_ca_topic_score_codex":0.0023424746,"about_ca_topic_score_gemma":0.0020027042,"teacher_disagreement_score":0.0051693222,"about_ca_system_score_codex":0.00071632455,"about_ca_system_score_gemma":0.0006601555,"threshold_uncertainty_score":0.027338266},"labels":[],"label_agreement":null},{"id":"W2143455786","doi":"10.1155/2007/62098","title":"Recovery of Time-Dependent Parameters of a Black-Scholes-Type Equation: An Inverse Stieltjes Moment Approach","year":2007,"lang":"en","type":"article","venue":"Journal of Applied Mathematics","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Riemann–Stieltjes integral; Inverse; Mathematics; Black–Scholes model; Moment (physics); Type (biology); Inverse problem; Applied mathematics; Mathematical analysis; Volatility (finance); Integral equation; Econometrics; Physics; Geometry; Classical mechanics; Geology","score_opus":0.04804908027625736,"score_gpt":0.24047072242342682,"score_spread":0.19242164214716945,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2143455786","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.032864757,0.00024542055,0.9644265,0.00046186827,0.00006201109,0.000019541409,0.00005078768,0.000100684745,0.0017683713],"genre_scores_gemma":[0.75107944,0.0014620845,0.23668887,0.00019631837,0.00028120828,0.00016335155,0.0002943574,0.00021121044,0.009623139],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999529,0.00018751212,0.00003304437,0.00008041572,0.00012537187,0.000044761586],"domain_scores_gemma":[0.9971469,0.0018615043,0.0004663055,0.00025365237,0.00017216765,0.00009952172],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002327583,0.0007597006,0.0012152803,0.0006873197,0.00038663263,0.0014377855,0.001095223,0.00183965,0.001749328],"category_scores_gemma":[0.012197361,0.0005556541,0.0012584565,0.0005174867,0.0016957959,0.0028799374,0.0017971162,0.0026281604,0.00022171278],"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":[0.000092850474,0.000040327846,0.00077277794,0.000098404285,0.000060752565,0.00036753676,0.00014299521,0.5908908,0.0071720793,0.38211605,0.0007264677,0.017518846],"study_design_scores_gemma":[0.00000809872,0.000015153508,0.00007448752,0.000006907808,0.000006938866,0.00003648669,0.0000068824256,0.9608858,0.0011113813,0.037487764,0.00034405602,0.000016043927],"about_ca_topic_score_codex":0.0011364742,"about_ca_topic_score_gemma":0.0006066354,"teacher_disagreement_score":0.002327583,"about_ca_system_score_codex":0.0005149858,"about_ca_system_score_gemma":0.0009889978,"threshold_uncertainty_score":0.012309551},"labels":[],"label_agreement":null},{"id":"W2143704572","doi":"10.2139/ssrn.671565","title":"Mispricing of S&amp;P 500 Index Options","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Index (typography); Economics; Business; Financial economics; Computer science; World Wide Web","score_opus":0.012801494754412796,"score_gpt":0.21622580897832672,"score_spread":0.2034243142239139,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2143704572","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9901337,0.0003391089,0.0044794367,0.0003784217,0.0000447257,0.000008321709,0.000084440115,0.000072443305,0.004459374],"genre_scores_gemma":[0.9987747,0.000040097148,0.0003235946,0.00001731665,0.000020924772,0.000001544684,0.000020379886,0.000004685456,0.0007966085],"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","domain_scores_codex":[0.99952424,0.00012152582,0.000036789024,0.00007724975,0.00017335672,0.00006684121],"domain_scores_gemma":[0.9904461,0.0059008957,0.00167903,0.00047791193,0.0009507124,0.0005453082],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016133378,0.00034214155,0.00044991332,0.0007247688,0.0002769732,0.0014289784,0.0005333562,0.0011210698,0.0026420525],"category_scores_gemma":[0.015416907,0.00017458928,0.00025410624,0.00045483006,0.0004135388,0.0013510083,0.00039343623,0.00062982674,0.00030358406],"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":[0.005286245,0.0010347582,0.112640165,0.00036945473,0.00039703175,0.006422016,0.0005189651,0.54070246,0.089268215,0.13687086,0.010878671,0.09561116],"study_design_scores_gemma":[0.000040214924,0.00030575335,0.027648,0.000014511294,0.00007039466,0.0005150078,0.00009501481,0.9308595,0.0097876955,0.03010663,0.0005110614,0.00004618541],"about_ca_topic_score_codex":0.0009540157,"about_ca_topic_score_gemma":0.0008660932,"teacher_disagreement_score":0.0026420525,"about_ca_system_score_codex":0.00075562915,"about_ca_system_score_gemma":0.00032269792,"threshold_uncertainty_score":0.008838594},"labels":[],"label_agreement":null},{"id":"W2144490312","doi":"10.1007/s11579-012-0074-5","title":"Arbitrage and hedging in a non probabilistic framework","year":2012,"lang":"en","type":"article","venue":"Mathematics and Financial Economics","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Mathematical finance; Arbitrage; Martingale (probability theory); Brownian motion; Probabilistic logic; Mathematics; Trajectory; Trading strategy; Mathematical economics; Fractional Brownian motion; Diffusion process; Statistical physics; Economics; Applied mathematics; Econometrics; Financial economics; Physics","score_opus":0.01844963432004057,"score_gpt":0.21255203569923026,"score_spread":0.1941024013791897,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2144490312","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06423919,0.004853555,0.91610193,0.004387673,0.00040486353,0.00003794557,0.00011630661,0.0000877473,0.0097708665],"genre_scores_gemma":[0.90518206,0.0040409416,0.06911856,0.00057268207,0.0017020782,0.000110876535,0.00017791914,0.00010208349,0.018992867],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9958198,0.002220652,0.00032174218,0.00057328766,0.0008069886,0.00025757228],"domain_scores_gemma":[0.9818507,0.013756009,0.0017572747,0.0012305662,0.0007636974,0.0006417502],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00837045,0.0015845968,0.0030114413,0.0019905195,0.0012652568,0.0057296488,0.002828324,0.0047795186,0.00418428],"category_scores_gemma":[0.020183653,0.0015019102,0.0027056243,0.0018995942,0.005266937,0.015733823,0.0035646493,0.004207121,0.0002810101],"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":[0.00001701089,0.000020947971,0.00024143493,0.000041881027,0.000042834028,0.00012622056,0.00004856227,0.028164491,0.00019250029,0.9693759,0.00020742053,0.0015208309],"study_design_scores_gemma":[0.000013322741,0.000016209036,0.00021573294,0.000010196117,0.000016629145,0.00006554707,0.000012394309,0.15709403,0.000047340644,0.84210694,0.0003856494,0.00001607002],"about_ca_topic_score_codex":0.001504286,"about_ca_topic_score_gemma":0.0012057762,"teacher_disagreement_score":0.00837045,"about_ca_system_score_codex":0.0014087973,"about_ca_system_score_gemma":0.0016450633,"threshold_uncertainty_score":0.044267654},"labels":[],"label_agreement":null},{"id":"W2144713817","doi":"10.4236/jmf.2013.33036","title":"Recursive Estimation for Continuous Time Stochastic Volatility Models Using the Milstein Approximation","year":2013,"lang":"en","type":"article","venue":"Journal of Mathematical Finance","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Stochastic volatility; Volatility (finance); Mathematics; Applied mathematics; Econometrics; Stochastic process; State variable; Mathematical optimization; Statistics","score_opus":0.039019183039720205,"score_gpt":0.24742384770178433,"score_spread":0.20840466466206412,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2144713817","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0084851375,0.00030464208,0.9905848,0.00012055063,0.000011361413,0.000008590231,0.000018259132,0.000096192394,0.00037040055],"genre_scores_gemma":[0.6880335,0.0017295516,0.30563256,0.00016146834,0.00017034268,0.00015934264,0.0003430342,0.0001797747,0.003590409],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986934,0.00065906026,0.000059150756,0.00021560892,0.00026687753,0.000105858104],"domain_scores_gemma":[0.99468875,0.0041750446,0.000504156,0.00029852,0.00023574124,0.00009782266],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003473517,0.0009647043,0.0014495654,0.0009928558,0.00039779476,0.0019598764,0.0019979845,0.0017735166,0.0014398235],"category_scores_gemma":[0.016816406,0.00094230846,0.0011156715,0.0009905593,0.001509862,0.00345595,0.0014030847,0.0025907464,0.00026876124],"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":[0.000038419243,0.00004653377,0.001030786,0.000075671924,0.00008869204,0.00008245756,0.00010338373,0.7616921,0.0014823442,0.21127826,0.00049484684,0.02358649],"study_design_scores_gemma":[0.0000026379068,0.0000054905977,0.000092216695,0.0000057736434,0.0000050777307,0.0000090431895,0.0000032483188,0.9714163,0.00018968774,0.028099505,0.0001638667,0.000007202739],"about_ca_topic_score_codex":0.0046083974,"about_ca_topic_score_gemma":0.004797559,"teacher_disagreement_score":0.0046083974,"about_ca_system_score_codex":0.0015051012,"about_ca_system_score_gemma":0.0012870284,"threshold_uncertainty_score":0.018369973},"labels":[],"label_agreement":null},{"id":"W2145586315","doi":"10.2139/ssrn.1562638","title":"Valuing Early Exercise Interest Rate Options with Multi-Factor Affine Models","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Fields Institute for Research in Mathematical Sciences; Actua; Western University; University of Toronto","funders":"","keywords":"Interest rate; Short-rate model; Affine transformation; Interest rate derivative; Mathematics; Factor (programming language); Econometrics; Statistics; Economics; Computer science; Monetary economics; Pure mathematics; Programming language","score_opus":0.03003900919513681,"score_gpt":0.22841848743508197,"score_spread":0.19837947823994517,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2145586315","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.42664117,0.000766504,0.5656684,0.00042678384,0.000072400944,0.000042221713,0.00006254675,0.00011043626,0.006209461],"genre_scores_gemma":[0.98736656,0.0001696515,0.009702883,0.000017910148,0.00003358275,0.000011604427,0.000033181434,0.000018569623,0.0026460895],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995604,0.00023187559,0.000024362158,0.0000606847,0.000073214316,0.000049592032],"domain_scores_gemma":[0.9976891,0.0016333349,0.00027181674,0.00010411333,0.0001309755,0.00017075194],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023426665,0.0009063705,0.0010878408,0.0008145028,0.00028623748,0.0029731677,0.0009130312,0.0018937493,0.0018100749],"category_scores_gemma":[0.007314724,0.0005003979,0.0010515057,0.000552117,0.000977417,0.00426159,0.0013316015,0.0016618243,0.00015252426],"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":[0.000191506,0.00006914147,0.0014869489,0.00005998327,0.00004314253,0.00030797545,0.000080725935,0.8667274,0.0038633773,0.116709515,0.00018725717,0.010272998],"study_design_scores_gemma":[0.000004631847,0.000028465436,0.0001444945,0.00000478786,0.0000046775067,0.000020338091,0.0000074555123,0.9795272,0.0003082514,0.01987067,0.00007201079,0.000007050919],"about_ca_topic_score_codex":0.0007686331,"about_ca_topic_score_gemma":0.0005587267,"teacher_disagreement_score":0.0029731677,"about_ca_system_score_codex":0.0007653893,"about_ca_system_score_gemma":0.0003421114,"threshold_uncertainty_score":0.012389362},"labels":[],"label_agreement":null},{"id":"W2145793227","doi":"10.1098/rspa.2009.0206","title":"Sequential Monte Carlo methods for diffusion processes","year":2009,"lang":"en","type":"article","venue":"Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences","topic":"Stochastic processes and financial applications","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":"University of British Columbia","funders":"","keywords":"Monte Carlo method; Discretization; Quasi-Monte Carlo method; Applied mathematics; Monte Carlo molecular modeling; Hybrid Monte Carlo; Mathematical optimization; Monte Carlo method in statistical physics; Dynamic Monte Carlo method; Diffusion process; Euler method; Computer science; Monte Carlo integration; Diffusion; Partial differential equation; Mathematics; Statistical physics; Euler's formula; Markov chain Monte Carlo; Mathematical analysis; Physics; Statistics; Innovation diffusion","score_opus":0.022423452990549875,"score_gpt":0.26222618434682066,"score_spread":0.23980273135627078,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2145793227","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0016410643,0.00020102857,0.9970343,0.00007601104,0.000034649118,0.000038245216,0.000025491825,0.00014254774,0.0008066686],"genre_scores_gemma":[0.16657226,0.000818861,0.8265651,0.00019411028,0.00015349925,0.00058374065,0.00023637654,0.0002847297,0.004591342],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981932,0.00093481585,0.0000901438,0.00020900357,0.00048041422,0.000092435286],"domain_scores_gemma":[0.99358374,0.0048796274,0.00035493984,0.00042857014,0.00058601896,0.00016703561],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00391453,0.0010945856,0.0013544222,0.0012741395,0.00083977473,0.0012990247,0.0016851954,0.0015017277,0.0055061714],"category_scores_gemma":[0.0123456605,0.0008858602,0.0012576387,0.0011052191,0.0016585522,0.0019308084,0.0016175776,0.0022607204,0.0009569766],"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":[0.000086646316,0.000056201185,0.000728719,0.00012930078,0.000100998834,0.000089046116,0.0000889296,0.77269727,0.0012350887,0.19166274,0.0009123254,0.032212693],"study_design_scores_gemma":[0.000016671118,0.00001114166,0.000042456897,0.000011714595,0.0000071969316,0.000018166254,0.000004112876,0.95492977,0.00028401712,0.043542877,0.0011246386,0.0000073057236],"about_ca_topic_score_codex":0.009201146,"about_ca_topic_score_gemma":0.0076974314,"teacher_disagreement_score":0.009201146,"about_ca_system_score_codex":0.001448052,"about_ca_system_score_gemma":0.0018866792,"threshold_uncertainty_score":0.020702302},"labels":[],"label_agreement":null},{"id":"W2146098654","doi":"10.48550/arxiv.1107.1895","title":"On Investment-Consumption with Regime-Switching","year":2011,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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; Mitacs; National Natural Science Foundation of China","keywords":"Economics; Time preference; Discounting; Consumption (sociology); Markov chain; Stochastic discount factor; Randomness; Brownian motion; Investment (military); Econometrics; Logarithm; Stock market; Microeconomics; Financial market; Interest rate; Preference; Mathematical economics; Mathematics; Capital asset pricing model; Monetary economics; Finance","score_opus":0.11116904691210286,"score_gpt":0.1747197686315782,"score_spread":0.06355072171947534,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2146098654","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.25137636,0.0039918153,0.70919675,0.006437823,0.00030652154,0.00012151677,0.00041909714,0.00023808714,0.02791208],"genre_scores_gemma":[0.964336,0.0019803215,0.025756916,0.00029669545,0.0002889011,0.00015068264,0.0001661285,0.000064181295,0.0069602793],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983165,0.0009793998,0.00006312716,0.00026730142,0.00014325201,0.00023037507],"domain_scores_gemma":[0.9932405,0.00525489,0.0007103454,0.00025238868,0.00022549405,0.00031648847],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0035715643,0.0008658123,0.0015545534,0.00067948306,0.0007240967,0.0021849577,0.0010262257,0.002451845,0.004976434],"category_scores_gemma":[0.010544642,0.0006234361,0.0014901736,0.00085186545,0.0023919244,0.002571565,0.001505674,0.001677685,0.0003207796],"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":[0.0001535102,0.00012446736,0.002531006,0.00018588665,0.00014702643,0.00031144216,0.00015908237,0.28092444,0.0010776151,0.7030403,0.0018146738,0.009530616],"study_design_scores_gemma":[0.00005067542,0.00005708866,0.0007361711,0.000027753595,0.00003239573,0.00006128405,0.000047146972,0.5188983,0.00017901073,0.47901562,0.00086948543,0.000025030256],"about_ca_topic_score_codex":0.0027170004,"about_ca_topic_score_gemma":0.0015759268,"teacher_disagreement_score":0.004976434,"about_ca_system_score_codex":0.002201709,"about_ca_system_score_gemma":0.0011562465,"threshold_uncertainty_score":0.018888474},"labels":[],"label_agreement":null},{"id":"W2146276429","doi":"10.1016/j.spa.2010.08.006","title":"The stochastic wave equation with fractional noise: A random field approach","year":2010,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":58,"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 Ottawa","funders":"Natural Sciences and Engineering Research Council of Canada; École Polytechnique Fédérale de Lausanne","keywords":"White noise; Mathematics; Heat equation; Wave equation; Mathematical analysis; Noise (video); Gaussian noise; Relaxation (psychology); Statistical physics; Physics; Statistics","score_opus":0.01809663544296188,"score_gpt":0.20956433244823655,"score_spread":0.19146769700527466,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2146276429","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023853246,0.0061517283,0.94607687,0.004798362,0.0010516907,0.00004917697,0.00015391911,0.000103692175,0.017761258],"genre_scores_gemma":[0.7593527,0.015939893,0.14866109,0.0022531885,0.004987551,0.00028464955,0.0005301461,0.0003130703,0.06767769],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991258,0.0003572493,0.000048072343,0.00014683268,0.00022936483,0.00009267123],"domain_scores_gemma":[0.99723095,0.0016361322,0.0003205639,0.00017660287,0.00038390924,0.00025179758],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021349206,0.001648892,0.0020395964,0.0023968813,0.000878301,0.003516982,0.0021727146,0.0049217795,0.0031804892],"category_scores_gemma":[0.0068947496,0.00085036264,0.0014902395,0.0020990367,0.0034595449,0.0064283675,0.0022999668,0.0034066134,0.00044531346],"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":[0.000018141955,0.000028444998,0.00016187351,0.000063846404,0.00003226088,0.00011558312,0.000055034736,0.052065298,0.0007794126,0.94241434,0.0010365237,0.0032292958],"study_design_scores_gemma":[0.000024722625,0.000019231484,0.00018286897,0.00003093401,0.000029838933,0.000104412735,0.00004195226,0.5224491,0.00020501848,0.47433943,0.0025277815,0.00004465173],"about_ca_topic_score_codex":0.0035278427,"about_ca_topic_score_gemma":0.0016827375,"teacher_disagreement_score":0.0049217795,"about_ca_system_score_codex":0.0013641462,"about_ca_system_score_gemma":0.001491263,"threshold_uncertainty_score":0.011290669},"labels":[],"label_agreement":null},{"id":"W2146284189","doi":"10.1007/s11579-011-0039-0","title":"A financial market with interacting investors: does an equilibrium exist?","year":2011,"lang":"en","type":"article","venue":"Mathematics and Financial Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":82,"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":"Counterexample; Mathematical finance; Stochastic differential equation; Financial market; Mathematical economics; Bounded function; Economics; Expected utility hypothesis; Investment (military); Quadratic equation; Mathematics; Finance; Applied mathematics","score_opus":0.03755987719786667,"score_gpt":0.20842338771929733,"score_spread":0.17086351052143067,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2146284189","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5640401,0.0019330414,0.35398135,0.023586454,0.00030980958,0.00013160554,0.0005073834,0.00032821615,0.055181976],"genre_scores_gemma":[0.9759388,0.00086352165,0.017035086,0.0005538074,0.00027394638,0.00009711219,0.00014695857,0.000034654237,0.0050560148],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990833,0.0003142374,0.00005595547,0.00023043946,0.00012722326,0.00018887567],"domain_scores_gemma":[0.9932412,0.0041203103,0.0011824024,0.0002877848,0.000507786,0.00066049217],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028616714,0.0005953648,0.0017828642,0.0008715558,0.0011608182,0.004031867,0.0019263625,0.005340958,0.007873026],"category_scores_gemma":[0.015616028,0.00074019167,0.0010668448,0.0007832096,0.0026070063,0.008905418,0.0018390741,0.0022321725,0.00084746926],"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":[0.000096040145,0.000096193224,0.0022660224,0.00014609277,0.00009423827,0.00048302452,0.0001990112,0.016895033,0.00086865976,0.9695417,0.002594196,0.006719797],"study_design_scores_gemma":[0.00012161963,0.000050084636,0.0007784974,0.00004329766,0.00005091995,0.00028355673,0.00022533194,0.12131974,0.00028253152,0.87498826,0.001824077,0.000032125714],"about_ca_topic_score_codex":0.0012675655,"about_ca_topic_score_gemma":0.0009823312,"teacher_disagreement_score":0.007873026,"about_ca_system_score_codex":0.00093719404,"about_ca_system_score_gemma":0.0010546478,"threshold_uncertainty_score":0.026337922},"labels":[],"label_agreement":null},{"id":"W2146519003","doi":"10.1142/s0219024909005439","title":"SIMULTANEOUS CALIBRATION TO A RANGE OF PORTFOLIO CREDIT DERIVATIVES WITH A DYNAMIC DISCRETE-TIME MULTI-STEP MARKOV LOSS MODEL","year":2009,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"Foreign, Commonwealth and Development Office","keywords":"Portfolio; Discrete time and continuous time; Computer science; Calibration; Markov chain; Dynamic programming; Mathematical optimization; Range (aeronautics); Extension (predicate logic); Algorithm; Mathematics; Economics; Finance; Statistics; Machine learning","score_opus":0.006592251890861229,"score_gpt":0.22911058972047402,"score_spread":0.22251833782961278,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2146519003","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03664178,0.000082926425,0.96153796,0.0001900458,0.000018893055,0.000028143777,0.000075165684,0.00017923264,0.0012458445],"genre_scores_gemma":[0.91789144,0.0001965279,0.07857219,0.00007341232,0.000035558533,0.00010553967,0.00019746725,0.000058672424,0.0028691136],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987317,0.00045564523,0.00005281226,0.0003340978,0.00028504495,0.00014071977],"domain_scores_gemma":[0.99677485,0.0021415632,0.00042777281,0.00032004836,0.00021091578,0.00012480651],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024676474,0.00073880266,0.0010394818,0.0006152783,0.0003879903,0.0013804231,0.0018143315,0.0013660139,0.0021896898],"category_scores_gemma":[0.008518243,0.0008841484,0.0013597957,0.00069652137,0.0009250376,0.001914891,0.0017695095,0.0027149583,0.00029892672],"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":[0.000036136673,0.00002208624,0.00058029033,0.000013278583,0.000017841585,0.000052264993,0.000031152977,0.9759268,0.00046234613,0.017319355,0.00013941586,0.00539906],"study_design_scores_gemma":[0.000004353121,0.000007640468,0.00009656251,0.0000018836263,0.000003488739,0.000011270684,0.000003304565,0.99356854,0.00017283397,0.0059957993,0.00012826083,0.00000601582],"about_ca_topic_score_codex":0.005254321,"about_ca_topic_score_gemma":0.003116559,"teacher_disagreement_score":0.005254321,"about_ca_system_score_codex":0.0012536776,"about_ca_system_score_gemma":0.0011215887,"threshold_uncertainty_score":0.013050318},"labels":[],"label_agreement":null},{"id":"W2148011234","doi":"10.5267/j.uscm.2014.10.001","title":"A memo on stock model with partial backlogging under delay in payments","year":2014,"lang":"en","type":"article","venue":"Uncertain Supply Chain Management","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":13,"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":"Payment; Stock (firearms); Business; Computer science; Econometrics; Finance; Economics; Materials science","score_opus":0.025112480690751702,"score_gpt":0.23020906303029748,"score_spread":0.20509658233954578,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2148011234","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.27250537,0.0054397485,0.68029433,0.005686299,0.00081731554,0.00018951762,0.0011563165,0.00026030734,0.03365084],"genre_scores_gemma":[0.9581841,0.0020027284,0.011885548,0.00020631602,0.0001984843,0.0000997936,0.00018512507,0.0000433471,0.027194489],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996543,0.00010710096,0.000024084013,0.00007375754,0.00005928722,0.00008140278],"domain_scores_gemma":[0.998874,0.00061314675,0.00018828313,0.000048276685,0.00014898714,0.00012732173],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011186587,0.00086289836,0.0011412129,0.000610366,0.00068189274,0.0022935704,0.0015260115,0.002226036,0.0070870775],"category_scores_gemma":[0.0031218242,0.0004971881,0.0010116136,0.00072041265,0.0011641657,0.0027595086,0.0010350528,0.0016273616,0.0003773646],"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":[0.00010764304,0.000048712132,0.0009579547,0.00012599469,0.00003883907,0.0005017105,0.00013912599,0.8520824,0.0009028774,0.13864246,0.0015604467,0.004891797],"study_design_scores_gemma":[0.000023743845,0.000044759563,0.00015905991,0.000014912792,0.000019895491,0.000038404938,0.000040134077,0.97139174,0.00013694244,0.026983531,0.001132086,0.0000147647415],"about_ca_topic_score_codex":0.009574901,"about_ca_topic_score_gemma":0.005437323,"teacher_disagreement_score":0.009574901,"about_ca_system_score_codex":0.0014557047,"about_ca_system_score_gemma":0.0012151974,"threshold_uncertainty_score":0.023708642},"labels":[],"label_agreement":null},{"id":"W2148231771","doi":"10.1111/j.1467-9965.2006.00259.x","title":"APPROXIMATING GARCH‐JUMP MODELS, JUMP‐DIFFUSION PROCESSES, AND OPTION PRICING","year":2006,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":123,"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":"Jump diffusion; Jump; Autoregressive conditional heteroskedasticity; Econometrics; Limiting; Volatility (finance); Valuation of options; Economics; Jump process; Mathematics; Financial economics; Physics; Engineering","score_opus":0.025570672951365832,"score_gpt":0.21239569073232006,"score_spread":0.18682501778095423,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2148231771","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12072242,0.014244267,0.8481418,0.0026149987,0.00030896417,0.000033756696,0.00017684056,0.0003644559,0.013392592],"genre_scores_gemma":[0.9432085,0.007046907,0.043320335,0.00019075404,0.0005496643,0.000050389524,0.00026252904,0.00007806909,0.005292704],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99891305,0.00058376614,0.00004025517,0.00009845879,0.0002777262,0.00008683639],"domain_scores_gemma":[0.9968459,0.0022288978,0.00039034488,0.00019151387,0.00023142547,0.0001119077],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024067126,0.0008726731,0.001060655,0.0011203507,0.00042903566,0.0017080456,0.0013120208,0.0021542984,0.0014977269],"category_scores_gemma":[0.013589186,0.0004456713,0.0006869645,0.0021717965,0.0013857781,0.0031751902,0.0011015461,0.0017366682,0.00024850338],"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":[0.00003258017,0.000047133846,0.0020227693,0.000096883516,0.000070612434,0.00016746389,0.00014690307,0.4484004,0.0007611697,0.53251886,0.0014538891,0.014281377],"study_design_scores_gemma":[0.000006241452,0.000011695837,0.0003364966,0.000012730447,0.0000095624655,0.00004527968,0.000023271288,0.6616231,0.00011315101,0.33697578,0.0008319963,0.000010712272],"about_ca_topic_score_codex":0.006451977,"about_ca_topic_score_gemma":0.0028197342,"teacher_disagreement_score":0.006451977,"about_ca_system_score_codex":0.0010319336,"about_ca_system_score_gemma":0.0007323121,"threshold_uncertainty_score":0.012828827},"labels":[],"label_agreement":null},{"id":"W2148482557","doi":"10.1198/073500103288619124","title":"Iterative and Recursive Estimation in Structural Nonadaptive Models","year":2003,"lang":"en","type":"article","venue":"Journal of Business and Economic Statistics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":72,"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 Montréal; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Estimator; Latent variable; State variable; Inference; Econometrics; State space; Statistical inference; Mathematics; Econometric model; Computer science; Mathematical optimization; Statistics; Artificial intelligence","score_opus":0.023136905303906757,"score_gpt":0.23050009742889427,"score_spread":0.20736319212498752,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2148482557","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0022208472,0.00013302824,0.9969393,0.000113238086,0.000010277788,0.00001327885,0.000017283723,0.00011183869,0.00044095315],"genre_scores_gemma":[0.2737889,0.00093491405,0.71872526,0.00020876287,0.00013421805,0.00042232676,0.00034735876,0.00021615706,0.0052221785],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9964336,0.0024316842,0.00012341588,0.0004070701,0.00045241916,0.00015176475],"domain_scores_gemma":[0.98933136,0.008093208,0.0007175671,0.000988628,0.0007557539,0.00011351157],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005491149,0.0010122557,0.0012247675,0.0009661847,0.00054091075,0.001262253,0.0023535576,0.0014307023,0.0024832461],"category_scores_gemma":[0.027152311,0.0010585806,0.0012408309,0.0012582679,0.0015306597,0.0023878897,0.0023083857,0.0021447816,0.000644919],"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":[0.000056948258,0.00007551069,0.0024017396,0.00014726637,0.00020366453,0.00014730079,0.0003994729,0.56484836,0.001161714,0.3143087,0.0019754334,0.11427398],"study_design_scores_gemma":[0.000008569963,0.000013237845,0.00023886812,0.00001533906,0.000014835939,0.000024826619,0.000013544484,0.90444434,0.00023956073,0.09393129,0.0010425249,0.000013128541],"about_ca_topic_score_codex":0.004763111,"about_ca_topic_score_gemma":0.007903294,"teacher_disagreement_score":0.005491149,"about_ca_system_score_codex":0.0010467317,"about_ca_system_score_gemma":0.001475161,"threshold_uncertainty_score":0.029040337},"labels":[],"label_agreement":null},{"id":"W2148818026","doi":"10.1090/s0894-0347-2011-00692-9","title":"Fluctuation exponent of the KPZ/stochastic Burgers equation","year":2011,"lang":"lv","type":"article","venue":"Journal of the American Mathematical Society","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":88,"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":"Natural Sciences and Engineering Research Council of Canada; Magyar Tudományos Akadémia; Hungarian Scientific Research Fund; Wisconsin Alumni Research Foundation; National Science Foundation","keywords":"Algorithm; Artificial intelligence; Mathematics; Computer science","score_opus":0.048238739963866684,"score_gpt":0.23428924966780468,"score_spread":0.186050509703938,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2148818026","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.61072737,0.0038962667,0.25055546,0.010045054,0.0011772149,0.00017086927,0.0009886472,0.001211978,0.12122708],"genre_scores_gemma":[0.9695105,0.0007145766,0.0077370885,0.00024451854,0.0004043427,0.000063756306,0.00025904548,0.00018265365,0.020883432],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997273,0.00006041158,0.000012134325,0.00004558927,0.00008560609,0.00006893767],"domain_scores_gemma":[0.9990551,0.0002955704,0.00016538685,0.000069343754,0.0002098418,0.00020469347],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006424941,0.0009799915,0.00089733343,0.0011629115,0.0009426739,0.0019600377,0.0013009984,0.0011872794,0.006649234],"category_scores_gemma":[0.00423254,0.0003425131,0.000828261,0.0006481363,0.0021912116,0.0027963223,0.0014196255,0.0018468465,0.0006555448],"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":[0.000104494684,0.00004612261,0.001380037,0.00012767462,0.00005203429,0.0005337183,0.00020739633,0.08245775,0.0037902722,0.9017771,0.0048860866,0.0046373173],"study_design_scores_gemma":[0.000024195422,0.000025616753,0.0010010502,0.000021103982,0.00002260304,0.000112586626,0.00006429348,0.7634358,0.00064300635,0.23345108,0.0011513119,0.000047342663],"about_ca_topic_score_codex":0.01217204,"about_ca_topic_score_gemma":0.0032063352,"teacher_disagreement_score":0.01217204,"about_ca_system_score_codex":0.0014553227,"about_ca_system_score_gemma":0.0011896555,"threshold_uncertainty_score":0.024202406},"labels":[],"label_agreement":null},{"id":"W2148859451","doi":"10.1109/cdc.1994.411008","title":"Singular optimal control for stochastic differential equations","year":2002,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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; University of British Columbia","funders":"","keywords":"Bellman equation; Optimal control; Lipschitz continuity; Stochastic control; Mathematics; Martingale (probability theory); Viscosity solution; Hamilton–Jacobi equation; Singular control; Stochastic differential equation; Applied mathematics; Dynamic programming; Differential equation; Function (biology); Mathematical analysis; Mathematical optimization","score_opus":0.037117583858313125,"score_gpt":0.22195345376847658,"score_spread":0.18483586991016346,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2148859451","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.026203457,0.0042747515,0.9496247,0.0019643183,0.0003309935,0.00005857132,0.000083283725,0.00009969762,0.017360143],"genre_scores_gemma":[0.9063866,0.006325932,0.069707125,0.000757255,0.0011540612,0.00025515346,0.0002098621,0.00012291367,0.015081007],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988839,0.00047273806,0.00006424539,0.00021989689,0.00024283837,0.00011637332],"domain_scores_gemma":[0.9983163,0.000967026,0.00031280066,0.000074874166,0.00016765685,0.00016138432],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021082617,0.0018453063,0.0017336047,0.0015467958,0.00082861475,0.002278382,0.0012840574,0.0019335065,0.002445289],"category_scores_gemma":[0.005003884,0.0005535906,0.0017154007,0.0013003356,0.0043021385,0.0020851623,0.0023855134,0.00242537,0.00029487978],"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":[0.00004053917,0.00006302598,0.0004231984,0.00023316023,0.00011490769,0.00023123459,0.00017095255,0.19666877,0.0015730694,0.78843904,0.0013498457,0.0106922155],"study_design_scores_gemma":[0.000026548312,0.000074553216,0.00021764747,0.000051478455,0.000030883875,0.000042506214,0.00004260613,0.52033144,0.00038962395,0.47619733,0.0025686675,0.000026657455],"about_ca_topic_score_codex":0.006200108,"about_ca_topic_score_gemma":0.0033775594,"teacher_disagreement_score":0.006200108,"about_ca_system_score_codex":0.0022450523,"about_ca_system_score_gemma":0.0016069226,"threshold_uncertainty_score":0.016289055},"labels":[],"label_agreement":null},{"id":"W2149187060","doi":"","title":"Which Volatility Model for Option Valuation","year":2002,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":15,"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":"Economics; Volatility (finance); Econometrics; Volatility clustering; Valuation of options; Leverage effect; Valuation (finance); Capital asset pricing model; Financial economics; Autoregressive conditional heteroskedasticity; Finance","score_opus":0.12049475664700583,"score_gpt":0.3287127633331718,"score_spread":0.20821800668616597,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2149187060","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.024744265,0.0057075415,0.93300396,0.0037815224,0.00088520505,0.00015046656,0.0019522237,0.0007799707,0.028994866],"genre_scores_gemma":[0.76722586,0.008750619,0.15451488,0.001000767,0.0011655748,0.00049770804,0.004303002,0.0006456506,0.06189595],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990121,0.00046576108,0.00005651468,0.00016514017,0.00020301278,0.000097364056],"domain_scores_gemma":[0.99837816,0.0009385044,0.00014188378,0.0002460683,0.00020353743,0.00009190868],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023413438,0.0010211251,0.0012527991,0.001045481,0.0004657435,0.0035062763,0.0021119476,0.0018419649,0.01565854],"category_scores_gemma":[0.009600833,0.00044049017,0.0018830792,0.0014929147,0.0006237479,0.0039526806,0.0012685154,0.003028094,0.003066876],"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":[0.00014638796,0.00006155037,0.003073827,0.00022996313,0.000161575,0.00019960661,0.000094243434,0.416274,0.0010863679,0.49546957,0.010959749,0.072243184],"study_design_scores_gemma":[0.000014745822,0.000024737974,0.00057146355,0.000053133048,0.000019338335,0.00007678556,0.000023183262,0.80960006,0.00026311007,0.18229511,0.007035593,0.000022680804],"about_ca_topic_score_codex":0.006335486,"about_ca_topic_score_gemma":0.0040020263,"teacher_disagreement_score":0.01565854,"about_ca_system_score_codex":0.0013017165,"about_ca_system_score_gemma":0.001307525,"threshold_uncertainty_score":0.052383006},"labels":[],"label_agreement":null},{"id":"W2149189274","doi":"10.1016/j.jeconom.2009.10.001","title":"Nonlinearity and temporal dependence","year":2009,"lang":"en","type":"article","venue":"Journal of Econometrics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":98,"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":"Mixing (physics); Statistical physics; Mathematics; Exponential decay; Diffusion; Exponential function; Markov chain; Nonlinear system; Mathematical analysis; Physics; Statistics; Thermodynamics; Quantum mechanics","score_opus":0.0984951572369359,"score_gpt":0.24497277819393343,"score_spread":0.1464776209569975,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2149189274","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4263004,0.004290641,0.50557315,0.011104661,0.0005810701,0.00006819553,0.00066927524,0.0005894606,0.050823096],"genre_scores_gemma":[0.9737645,0.0014379148,0.0075783487,0.0002712674,0.00029392377,0.00003956944,0.00020476083,0.00010358789,0.016306233],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995783,0.00010037123,0.00003654738,0.000102262195,0.000116079544,0.0000664142],"domain_scores_gemma":[0.99078405,0.0057805805,0.0011117135,0.0011481752,0.00084240246,0.0003331669],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015452993,0.00037151345,0.00076097617,0.0012651386,0.0007087377,0.0017537319,0.0007552998,0.0017854662,0.0064060395],"category_scores_gemma":[0.015972104,0.0006440762,0.00087436097,0.00091665646,0.001818336,0.005366464,0.0016273019,0.002009616,0.0009578842],"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":[0.00008226741,0.00005650448,0.009587695,0.000080611535,0.00008208083,0.00061239034,0.00033382824,0.049904842,0.003052031,0.9155732,0.0025453477,0.018089116],"study_design_scores_gemma":[0.000013068783,0.00002299881,0.0044848975,0.000029690384,0.00005225704,0.00072450045,0.00011501753,0.3076277,0.00080337643,0.6832408,0.002842333,0.0000434573],"about_ca_topic_score_codex":0.002769335,"about_ca_topic_score_gemma":0.0019209746,"teacher_disagreement_score":0.0064060395,"about_ca_system_score_codex":0.0007333779,"about_ca_system_score_gemma":0.00090799603,"threshold_uncertainty_score":0.021430314},"labels":[],"label_agreement":null},{"id":"W2149590736","doi":"10.1007/s10436-015-0268-y","title":"Optimal investment in multidimensional Markov-modulated affine models","year":2015,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"Technische Universität München","keywords":"Markov chain; Affine transformation; Stochastic volatility; Portfolio optimization; Mathematical finance; Mathematical optimization; Complement (music); Mathematical economics; Markov model; Computer science; Mathematics; Portfolio; Applied mathematics; Econometrics; Economics; Volatility (finance); Financial economics","score_opus":0.11093760031982886,"score_gpt":0.28037742831975504,"score_spread":0.16943982799992618,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2149590736","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3701849,0.002706235,0.6090575,0.0054022716,0.0002445445,0.000079334604,0.00038994337,0.00021515937,0.011720139],"genre_scores_gemma":[0.97754455,0.0009539252,0.010714694,0.00018311555,0.00014541885,0.000056832036,0.00015367671,0.000037525155,0.010210177],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99881005,0.0006534414,0.000057078316,0.00019682001,0.00011205657,0.00017056777],"domain_scores_gemma":[0.9920803,0.0059451624,0.0010670262,0.0001842391,0.00028042463,0.00044289487],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028352705,0.0009888433,0.0027508342,0.00078326,0.0005225188,0.003590657,0.0015887045,0.002969033,0.0044231988],"category_scores_gemma":[0.013719978,0.0015112084,0.0010681037,0.0010084036,0.0019441553,0.0039608553,0.0015978903,0.0020042239,0.0002934134],"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":[0.000163024,0.00007827194,0.0012198226,0.00010027397,0.00009719321,0.00018025626,0.00007675436,0.6528961,0.0005866741,0.3384884,0.0009877492,0.005125507],"study_design_scores_gemma":[0.00003448689,0.000026389163,0.0002309678,0.000009669924,0.000017615339,0.000017472988,0.000015633019,0.9153552,0.000079834645,0.084024265,0.00017331335,0.000015177842],"about_ca_topic_score_codex":0.0054536154,"about_ca_topic_score_gemma":0.0046275253,"teacher_disagreement_score":0.0054536154,"about_ca_system_score_codex":0.0022184544,"about_ca_system_score_gemma":0.0014407989,"threshold_uncertainty_score":0.016096115},"labels":[],"label_agreement":null},{"id":"W2149704499","doi":"10.3386/w19887","title":"Measuring the ''World'' Real Interest Rate","year":2014,"lang":"en","type":"report","venue":"National Bureau of Economic Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":103,"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":"Real interest rate; Interest rate; Computer science; Econometrics; Economics; Monetary economics","score_opus":0.5229545294994155,"score_gpt":0.4681543607183029,"score_spread":0.054800168781112546,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2149704499","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.35800946,0.006442768,0.15337917,0.013979783,0.0017921427,0.00022297238,0.025134949,0.0008836425,0.4401551],"genre_scores_gemma":[0.9087585,0.005595632,0.05508127,0.0005982398,0.0004574309,0.00014045638,0.010138595,0.00018636501,0.019043647],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99744546,0.000732,0.00017323805,0.00028266947,0.0012749729,0.000091562324],"domain_scores_gemma":[0.99528426,0.0010480302,0.0008675386,0.0004494068,0.002172977,0.00017770374],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002513226,0.0003011522,0.00018587364,0.0016582159,0.00024830608,0.0023776644,0.00043451722,0.0005163643,0.0034836875],"category_scores_gemma":[0.016007608,0.0001791316,0.00013866693,0.002474481,0.00045366614,0.0020991815,0.0008226544,0.00096064893,0.0022131505],"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":[0.00012402143,0.00016687892,0.25813442,0.00043750575,0.00014051535,0.00016976068,0.0020115047,0.014858607,0.004289761,0.32028154,0.13886614,0.2605193],"study_design_scores_gemma":[0.000025340229,0.00026232452,0.40273467,0.00050350244,0.000084111,0.0006975398,0.0044954065,0.031567577,0.015643429,0.073793165,0.46992192,0.00027101254],"about_ca_topic_score_codex":0.003987073,"about_ca_topic_score_gemma":0.004092339,"teacher_disagreement_score":0.003987073,"about_ca_system_score_codex":0.00069740805,"about_ca_system_score_gemma":0.0005948849,"threshold_uncertainty_score":0.013291359},"labels":[],"label_agreement":null},{"id":"W2149861736","doi":"10.3905/jfi.2008.712351","title":"Duration and Pricing of TIPS","year":2008,"lang":"en","type":"article","venue":"The Journal of Fixed Income","topic":"Stochastic processes and financial applications","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 New Brunswick; University of Manitoba","funders":"","keywords":"Treasury; Bond; Valuation (finance); Economics; Extant taxon; Econometrics; Embedded option; Bond valuation; Valuation of options; Elasticity (physics); Actuarial science; Financial economics; Asset (computer security); Capital asset pricing model; Monetary economics; Mathematical economics; Accounting; Computer science; Finance; Law; Physics; Political science","score_opus":0.02821128161144689,"score_gpt":0.2116782160763891,"score_spread":0.1834669344649422,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2149861736","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.80388933,0.0013693258,0.15871085,0.0010935311,0.00020247391,0.000045573815,0.00024755436,0.00018881391,0.034252472],"genre_scores_gemma":[0.9934768,0.00018551631,0.0036155065,0.000026943328,0.000041149546,0.000009997471,0.00005600438,0.000021280497,0.0025668899],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99970156,0.00007147283,0.000017574737,0.000055401793,0.00010326055,0.000050845265],"domain_scores_gemma":[0.99773335,0.0010400123,0.00042811965,0.00024264913,0.00024150798,0.00031438257],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012058032,0.00021848148,0.00035000406,0.000592495,0.0003341674,0.0016400589,0.00078020024,0.0008016389,0.0062253913],"category_scores_gemma":[0.011921839,0.00021589056,0.00042981916,0.00045080285,0.0006811831,0.0021405385,0.0008136046,0.0010013441,0.00045258433],"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":[0.00032906444,0.00010747517,0.023217052,0.000088976754,0.000061084625,0.00081743044,0.00044344572,0.29631406,0.009366748,0.6220994,0.0022332007,0.044922043],"study_design_scores_gemma":[0.0000347718,0.00011961265,0.009182073,0.000030740255,0.00003314331,0.0003020403,0.00012284533,0.7987162,0.0021258213,0.18555064,0.003731127,0.000050979168],"about_ca_topic_score_codex":0.0011687513,"about_ca_topic_score_gemma":0.000715333,"teacher_disagreement_score":0.0062253913,"about_ca_system_score_codex":0.0007591889,"about_ca_system_score_gemma":0.00034640072,"threshold_uncertainty_score":0.020825982},"labels":[],"label_agreement":null},{"id":"W2150075914","doi":"10.1239/jap/1238592124","title":"On the First Passage time for Brownian Motion Subordinated by a Lévy Process","year":2009,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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":"York University; McMaster University","funders":"","keywords":"Subordinator; Mathematics; Lévy process; Brownian motion; Inverse Gaussian distribution; First-hitting-time model; Applied mathematics; Class (philosophy); Gaussian process; Limit (mathematics); Inverse; Fractional Brownian motion; Wiener process; Calculus (dental); Gaussian; Mathematical analysis; Distribution (mathematics); Statistics; Computer science","score_opus":0.015677892788435465,"score_gpt":0.21197394049066143,"score_spread":0.19629604770222597,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2150075914","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06897719,0.0026829573,0.9152703,0.0010297198,0.00032070855,0.000061093175,0.00006336832,0.00016222661,0.0114323925],"genre_scores_gemma":[0.7745157,0.005356334,0.19651717,0.000643636,0.0007540445,0.00026410574,0.00025492496,0.00039551198,0.021298582],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990055,0.00043797604,0.00004955368,0.00014687215,0.0002453671,0.00011483883],"domain_scores_gemma":[0.99423766,0.0039184997,0.0005286606,0.0003176133,0.0005478161,0.00044979088],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004196437,0.00094600616,0.00118237,0.001687292,0.0010942818,0.0019104369,0.0013159373,0.00147712,0.003799304],"category_scores_gemma":[0.017432002,0.0003857437,0.001763296,0.0011231573,0.0036727937,0.003830949,0.0015968789,0.0027006613,0.0007755983],"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":[0.000042848424,0.000024518433,0.0005505631,0.00008667978,0.000025301315,0.00017318447,0.0002053473,0.068416074,0.0015636211,0.92440325,0.0005525509,0.003956173],"study_design_scores_gemma":[0.000024157061,0.000063763786,0.00031750512,0.000042187232,0.00001889683,0.00013626947,0.000041018426,0.52872735,0.0006028683,0.46752474,0.0024724957,0.000028798866],"about_ca_topic_score_codex":0.002833707,"about_ca_topic_score_gemma":0.0011239654,"teacher_disagreement_score":0.004196437,"about_ca_system_score_codex":0.0016321121,"about_ca_system_score_gemma":0.0011924442,"threshold_uncertainty_score":0.022193134},"labels":[],"label_agreement":null},{"id":"W2150174913","doi":"10.1016/j.insmatheco.2008.04.003","title":"The effect of modelling parameters on the value of GMWB guarantees","year":2008,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":112,"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":"Asset (computer security); Arbitrage; Value (mathematics); Economics; Range (aeronautics); Jump; Jump diffusion; Econometrics; Actuarial science; Performance fee; Microeconomics; Computer science; Finance; Mathematics; Statistics; Incentive","score_opus":0.03006018441522417,"score_gpt":0.20066536919596342,"score_spread":0.17060518478073924,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2150174913","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.943145,0.0009792543,0.045636963,0.00219779,0.00009417992,0.000032510703,0.00029267918,0.00030322807,0.0073182583],"genre_scores_gemma":[0.99807453,0.00008193353,0.0014261459,0.000029830586,0.000010227544,0.000004604195,0.000037067737,0.000039301565,0.00029640237],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9969416,0.0019432872,0.0001341549,0.00027732167,0.0003534707,0.000350165],"domain_scores_gemma":[0.81163526,0.17146856,0.0067895865,0.006882509,0.0020577968,0.0011664012],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0121259205,0.0008948356,0.0009668635,0.0007151953,0.0005970889,0.003676739,0.0013250326,0.0035080977,0.003588593],"category_scores_gemma":[0.13956012,0.0007559572,0.0006560467,0.0006422281,0.0018926861,0.0054418654,0.0012688235,0.0037334634,0.00028024786],"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":[0.0009797183,0.00013207442,0.005826713,0.00010510146,0.00007598303,0.00025634273,0.00010058478,0.9454683,0.0035703601,0.034707956,0.0006190525,0.008157806],"study_design_scores_gemma":[0.00007819392,0.0001661068,0.0032811812,0.000052195246,0.00008207378,0.00018015355,0.00011594884,0.94502044,0.004494473,0.046107978,0.00035582372,0.00006541933],"about_ca_topic_score_codex":0.0019176815,"about_ca_topic_score_gemma":0.0009573779,"teacher_disagreement_score":0.0121259205,"about_ca_system_score_codex":0.0013679321,"about_ca_system_score_gemma":0.0007437982,"threshold_uncertainty_score":0.06412876},"labels":[],"label_agreement":null},{"id":"W2151688581","doi":"10.1016/s0165-1889(02)00064-7","title":"Robust parameter estimation for asset price models with Markov modulated volatilities","year":2003,"lang":"en","type":"article","venue":"Journal of Economic Dynamics and Control","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":57,"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":"Econometrics; Markov chain; Asset (computer security); Economics; Volatility (finance); Hidden Markov model; Estimation; Stochastic volatility; Markov process; Computer science; Markov model; Mathematical optimization; Mathematics; Mathematical economics; Statistics; Artificial intelligence; Machine learning","score_opus":0.017980353520616152,"score_gpt":0.19946024251846997,"score_spread":0.18147988899785383,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2151688581","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.022058763,0.00030811894,0.976689,0.00017594286,0.000020524098,0.000018760044,0.00009013825,0.0003358058,0.00030294363],"genre_scores_gemma":[0.8580714,0.0009112121,0.13694148,0.00014167077,0.0001493194,0.00017460069,0.00098095,0.00025871926,0.0023706504],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987294,0.00063822884,0.000103796156,0.00024258812,0.00018035545,0.000105519626],"domain_scores_gemma":[0.98734576,0.010088728,0.0013045367,0.0007475954,0.00038661374,0.00012681588],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0042305607,0.0013992192,0.0023824142,0.0010995112,0.00041277058,0.0017689167,0.0021453714,0.002228974,0.0014746253],"category_scores_gemma":[0.025007946,0.0019943642,0.0016794262,0.0008182914,0.0009802408,0.00282197,0.0017372329,0.0023618955,0.0004715826],"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":[0.00016008229,0.000043403117,0.0008032262,0.00006364191,0.00024436045,0.000050155795,0.00003355235,0.95804995,0.0013838076,0.017692568,0.00035188542,0.021123247],"study_design_scores_gemma":[0.000008958459,0.00000752743,0.0001004319,0.0000039585334,0.000010044057,0.000007109368,0.000001393581,0.9922854,0.00019991696,0.0073072105,0.000060539627,0.0000074606787],"about_ca_topic_score_codex":0.0061599826,"about_ca_topic_score_gemma":0.0036060896,"teacher_disagreement_score":0.0061599826,"about_ca_system_score_codex":0.00079061417,"about_ca_system_score_gemma":0.0012820332,"threshold_uncertainty_score":0.022373617},"labels":[],"label_agreement":null},{"id":"W2152123250","doi":"10.2139/ssrn.274939","title":"Portfolio Selection with Multiple Assets and Capital Gains Taxes","year":2001,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Bank of Canada; University of British Columbia","funders":"","keywords":"Portfolio; Selection (genetic algorithm); Economics; Capital (architecture); Business; Working capital; Monetary economics; Financial economics; Finance; Computer science","score_opus":0.012049901594475094,"score_gpt":0.21177268980828112,"score_spread":0.19972278821380604,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2152123250","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.72192866,0.002757449,0.24960828,0.00545544,0.00031698658,0.00014500314,0.00039420862,0.0003367091,0.019057298],"genre_scores_gemma":[0.9676952,0.0008425451,0.0059844228,0.0001747663,0.0002555508,0.000036726582,0.00011766905,0.00003426923,0.02485884],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9983907,0.0008074144,0.00007349898,0.00027181854,0.00019715623,0.00025938122],"domain_scores_gemma":[0.982756,0.012310037,0.0025084266,0.0009049358,0.0005620646,0.0009585362],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043888763,0.0008435377,0.0023546808,0.0011163816,0.0005046514,0.003823134,0.0015159646,0.0028465253,0.009467903],"category_scores_gemma":[0.021343037,0.0009060213,0.0010511691,0.0016986302,0.0012947447,0.0046284962,0.0014864377,0.0019563064,0.0008918607],"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":[0.0009003577,0.00046773467,0.021565937,0.00023227042,0.00050484884,0.0030854729,0.00025604386,0.44842374,0.0014782823,0.45814824,0.0068771527,0.05805991],"study_design_scores_gemma":[0.00022898115,0.00018973241,0.005377416,0.000026169391,0.00012902652,0.00042967027,0.00010633949,0.5453245,0.0004023803,0.44660962,0.0011356798,0.000040449468],"about_ca_topic_score_codex":0.0018020716,"about_ca_topic_score_gemma":0.0016299674,"teacher_disagreement_score":0.009467903,"about_ca_system_score_codex":0.0012763701,"about_ca_system_score_gemma":0.00073573965,"threshold_uncertainty_score":0.031673253},"labels":[],"label_agreement":null},{"id":"W2152248164","doi":"10.1109/icife.2009.25","title":"Option Pricing under Unknown Volatility: An Agent-Based Modeling and Simulation Approach","year":2009,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Université de Montréal","keywords":"Volatility (finance); Disequilibrium; Econometrics; Implied volatility; Volatility smile; Black–Scholes model; Economics; SABR volatility model; Valuation of options; Stochastic volatility; Volatility swap; Computer science; Financial economics","score_opus":0.06268657068661726,"score_gpt":0.2605214036676885,"score_spread":0.19783483298107124,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2152248164","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13181785,0.00045964355,0.85599273,0.0012232976,0.00012069115,0.000094231495,0.00013540134,0.00014411267,0.010012082],"genre_scores_gemma":[0.91548955,0.0004605416,0.079252824,0.00011456425,0.00007269998,0.0002300908,0.00008989233,0.000032378313,0.004257456],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995763,0.00023995213,0.000021018977,0.00004497676,0.00007525492,0.000042569376],"domain_scores_gemma":[0.99835795,0.001058339,0.000234408,0.00006637887,0.00017586141,0.000106976055],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010088687,0.0005501707,0.0011044708,0.000631177,0.0006451753,0.0016359246,0.0012799388,0.001813918,0.0017651074],"category_scores_gemma":[0.0033815582,0.00045721175,0.000939068,0.00055878446,0.0009505099,0.001542725,0.0010578426,0.0012731726,0.00014730346],"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":[0.000010838114,0.000016058777,0.00031344724,0.000008144467,0.000019256755,0.00003986452,0.000026169486,0.9772471,0.00015169103,0.021224726,0.00007124521,0.0008715126],"study_design_scores_gemma":[0.0000063499087,0.00000407796,0.000022829354,0.0000018692068,0.000003496217,0.000003942834,0.0000032272767,0.9963194,0.000030505471,0.0034686108,0.00013224308,0.000003303151],"about_ca_topic_score_codex":0.006933718,"about_ca_topic_score_gemma":0.0037415598,"teacher_disagreement_score":0.006933718,"about_ca_system_score_codex":0.0008557066,"about_ca_system_score_gemma":0.0012505328,"threshold_uncertainty_score":0.013786733},"labels":[],"label_agreement":null},{"id":"W2152537725","doi":"10.5430/afr.v1n1p207","title":"Collocation Methods for Pricing American Strangle Options","year":2012,"lang":"en","type":"article","venue":"Accounting and Finance Research","topic":"Stochastic processes and financial applications","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":"Fundamental Research Funds for the Central Universities","keywords":"Collocation method; Collocation (remote sensing); Integral equation; Volterra integral equation; Order (exchange); Mathematics; Numerical analysis; Mathematical optimization; Applied mathematics; Computer science; Differential equation; Mathematical analysis; Economics; Ordinary differential equation; Finance","score_opus":0.11344626703272019,"score_gpt":0.4157460376657579,"score_spread":0.3022997706330377,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2152537725","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.004519284,0.0004480261,0.99308795,0.0001066554,0.000059052796,0.00002199494,0.000021430134,0.000072325805,0.0016632361],"genre_scores_gemma":[0.36045218,0.0016168,0.62870365,0.00020902214,0.00017307965,0.00023324744,0.00015330747,0.00019482171,0.008263869],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992367,0.0003928698,0.000033133743,0.000055760396,0.00024720354,0.00003441755],"domain_scores_gemma":[0.99806994,0.0011852909,0.00013994519,0.00015526815,0.00039221093,0.00005748193],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012202819,0.00067277264,0.0005217313,0.00081346114,0.00045809493,0.000990734,0.0006730776,0.0011780957,0.0027864263],"category_scores_gemma":[0.0043668887,0.0003660284,0.00053336,0.0008011345,0.0008297212,0.0009804766,0.0008602631,0.0017457854,0.00072216126],"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":[0.00008948835,0.00005188809,0.0007477274,0.00012696462,0.0000458869,0.00011957998,0.00017441312,0.7854358,0.0053106807,0.12245734,0.0028389017,0.0826014],"study_design_scores_gemma":[0.0000043450736,0.000008750537,0.000068843015,0.000006629251,0.0000019314127,0.000009403241,0.000007086056,0.98699164,0.00032222416,0.011123246,0.001448673,0.000007112447],"about_ca_topic_score_codex":0.0048123803,"about_ca_topic_score_gemma":0.0036542483,"teacher_disagreement_score":0.0048123803,"about_ca_system_score_codex":0.0005610347,"about_ca_system_score_gemma":0.0005526972,"threshold_uncertainty_score":0.009568751},"labels":[],"label_agreement":null},{"id":"W2152808839","doi":"10.1155/jamds/2006/19181","title":"Fundamental solutions to Kolmogorov equations via reduction to canonical form","year":2006,"lang":"lv","type":"article","venue":"Journal of Applied Mathematics and Decision Sciences","topic":"Stochastic processes and financial applications","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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Algorithm; Computer science","score_opus":0.055332471015294614,"score_gpt":0.28830564927329727,"score_spread":0.23297317825800265,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2152808839","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16917509,0.00077989884,0.6601231,0.0055081886,0.0008973247,0.0002470591,0.00065957196,0.0007924117,0.16181731],"genre_scores_gemma":[0.7857623,0.0012170812,0.14218688,0.001395052,0.0012648712,0.00043371425,0.0010268699,0.0006943171,0.06601899],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983853,0.00044236894,0.00008897826,0.00022532132,0.0005916043,0.0002663343],"domain_scores_gemma":[0.99866676,0.00043970274,0.0001741277,0.00013601333,0.0004054815,0.00017792634],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014637455,0.0008268156,0.0008281948,0.0017143552,0.0015494735,0.003356106,0.0008842111,0.001403727,0.008522751],"category_scores_gemma":[0.0067511774,0.0005482286,0.0021239675,0.0007949603,0.002904287,0.004618284,0.0029268528,0.0036034165,0.0016614073],"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":[0.0000031077332,0.0000085540905,0.000061640516,0.000008303998,0.0000022942934,0.000019224728,0.00009157149,0.00055728556,0.00011230482,0.9970907,0.0007088376,0.0013360971],"study_design_scores_gemma":[0.0000061946084,0.0000055010096,0.000042891475,0.0000050222625,0.0000017881097,0.000031912412,0.000035179895,0.0096361255,0.00012323124,0.98823816,0.0018663886,0.0000075646462],"about_ca_topic_score_codex":0.0020592217,"about_ca_topic_score_gemma":0.0017204114,"teacher_disagreement_score":0.008522751,"about_ca_system_score_codex":0.0019510541,"about_ca_system_score_gemma":0.0021253251,"threshold_uncertainty_score":0.028511465},"labels":[],"label_agreement":null},{"id":"W2153549760","doi":"10.1155/s0161171201005701","title":"Asymptotic analysis of American call options","year":2001,"lang":"en","type":"article","venue":"International Journal of Mathematics and Mathematical Sciences","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Expiration; Mathematics; Boundary (topology); Free boundary problem; Call option; Constraint (computer-aided design); Put option; Obligation; Boundary value problem; Mathematical economics; Value (mathematics); Optimal stopping; Option value; Mathematical analysis; Mathematical optimization; Actuarial science; Econometrics; Economics; Medicine; Statistics; Microeconomics; Geometry; Law","score_opus":0.03575179174804222,"score_gpt":0.2917059701625908,"score_spread":0.2559541784145486,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2153549760","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19493805,0.0076984093,0.70863676,0.0036006952,0.00048075517,0.000074099786,0.00026829296,0.0007507589,0.083552204],"genre_scores_gemma":[0.9653366,0.0027362977,0.014527339,0.00042795038,0.0004890405,0.00011795086,0.00030371445,0.00017109781,0.01588994],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990721,0.00032972626,0.00003704609,0.000096217525,0.00032394758,0.00014102049],"domain_scores_gemma":[0.99323845,0.0038861418,0.00066437625,0.00040066647,0.0012581125,0.000552162],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002583713,0.00061130244,0.00082447426,0.0017171762,0.0007516712,0.0015874979,0.0010669134,0.0013075243,0.006316639],"category_scores_gemma":[0.022451745,0.0003581062,0.0008725421,0.0008612789,0.0025195288,0.0025774827,0.0018603047,0.0021441337,0.0007043137],"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":[0.00007149202,0.00005599979,0.0017922677,0.00010985955,0.000043727377,0.00023599334,0.0001655506,0.08550308,0.0024513777,0.8909963,0.004154145,0.01442022],"study_design_scores_gemma":[0.000013847083,0.00003186,0.0016967452,0.00006572254,0.000023426048,0.00014778803,0.00007018662,0.6126062,0.00047193657,0.38209793,0.0027363598,0.000037871112],"about_ca_topic_score_codex":0.004038039,"about_ca_topic_score_gemma":0.0018773896,"teacher_disagreement_score":0.006316639,"about_ca_system_score_codex":0.0014534184,"about_ca_system_score_gemma":0.0010994928,"threshold_uncertainty_score":0.021131217},"labels":[],"label_agreement":null},{"id":"W2154424346","doi":"10.1080/00036840902881876","title":"Optimal gradual liquidation of equity from a risky asset","year":2009,"lang":"en","type":"article","venue":"Applied Economics Letters","topic":"Stochastic processes and financial applications","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":"Trent University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Equity (law); Asset (computer security); Cash flow; Financial economics; Economics; Equity risk; Business; Monetary economics; Equity ratio; Finance; Private equity; Computer science","score_opus":0.026052340183325143,"score_gpt":0.22931705359508994,"score_spread":0.2032647134117648,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2154424346","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5265032,0.0015306503,0.45970526,0.0025063178,0.000084529194,0.000118657,0.00013806706,0.00018901583,0.00922424],"genre_scores_gemma":[0.98193294,0.0003438849,0.013991948,0.00006310192,0.000023772836,0.000056410678,0.000049590435,0.000025614707,0.0035127108],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99947363,0.00020771005,0.000029354103,0.00010744496,0.00006177705,0.0001202536],"domain_scores_gemma":[0.99841666,0.00094137905,0.00026852914,0.00006427624,0.00010423834,0.00020490651],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013486505,0.0008233264,0.0012775778,0.00049126137,0.0003720467,0.001381001,0.00096436293,0.001922879,0.0023472335],"category_scores_gemma":[0.0040546767,0.0006375918,0.00072275824,0.00036266286,0.0013176699,0.0020373303,0.0015393207,0.0012673785,0.0001857358],"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":[0.0004722477,0.00017012692,0.0014792454,0.00023516326,0.000087474175,0.00058033614,0.00014626497,0.88229734,0.006414418,0.09223992,0.0010826436,0.014794769],"study_design_scores_gemma":[0.00009376039,0.00022354,0.00027367153,0.000019187746,0.00002274385,0.000042346484,0.000038475224,0.9747467,0.0010803365,0.023020968,0.00041675178,0.00002149635],"about_ca_topic_score_codex":0.0037128367,"about_ca_topic_score_gemma":0.0017923906,"teacher_disagreement_score":0.0037128367,"about_ca_system_score_codex":0.0012542892,"about_ca_system_score_gemma":0.001222146,"threshold_uncertainty_score":0.009100556},"labels":[],"label_agreement":null},{"id":"W2155372443","doi":"10.1287/opre.1080.0598","title":"Dynamic Hedging Under Jump Diffusion with Transaction Costs","year":2009,"lang":"en","type":"article","venue":"Operations Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":48,"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":"Hedge; Transaction cost; Jump diffusion; Portfolio; Jump; Asset (computer security); Econometrics; Replicating portfolio; Jump process; Database transaction; Computer science; Economics; Actuarial science; Microeconomics; Portfolio optimization; Financial economics","score_opus":0.048006141880909355,"score_gpt":0.3190268501185358,"score_spread":0.2710207082376265,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2155372443","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.61784077,0.00045223424,0.3760146,0.00037405232,0.000036432786,0.000041702457,0.000075790136,0.00011194329,0.0050524864],"genre_scores_gemma":[0.9922287,0.00008089363,0.006371555,0.000019768031,0.0000084499225,0.000013006767,0.00002541584,0.000009144547,0.0012431211],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996245,0.00010125782,0.000032606236,0.000061236125,0.000105258245,0.00007514787],"domain_scores_gemma":[0.9983419,0.00095481816,0.00028236606,0.00018904264,0.00012502763,0.00010665489],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014232364,0.00053568045,0.0008980275,0.0004219281,0.00025580538,0.0014301002,0.00067006465,0.0008307825,0.0021934572],"category_scores_gemma":[0.0042703366,0.0002989142,0.00049790164,0.0003964478,0.00084199785,0.0023187504,0.0010435609,0.00082601636,0.0001143422],"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":[0.00025203635,0.00007749156,0.0020605745,0.0000543434,0.00006692223,0.0003779567,0.000070660644,0.87637717,0.00852507,0.091603555,0.00029167748,0.020242535],"study_design_scores_gemma":[0.000034144305,0.000061590064,0.0005301341,0.0000039600513,0.0000143037205,0.000051717197,0.00001399315,0.9696274,0.0011440587,0.028318627,0.00018785243,0.000012320163],"about_ca_topic_score_codex":0.0009474015,"about_ca_topic_score_gemma":0.00051212293,"teacher_disagreement_score":0.0021934572,"about_ca_system_score_codex":0.00056716293,"about_ca_system_score_gemma":0.00045081528,"threshold_uncertainty_score":0.0075268745},"labels":[],"label_agreement":null},{"id":"W2156088880","doi":"10.4236/tel.2014.49096","title":"The Optimal Hedge Ratio in Option Pricing: The Case of Exponentially Truncated L&amp;#233;vy Stable Distribution","year":2014,"lang":"en","type":"article","venue":"Theoretical Economics Letters","topic":"Stochastic processes and financial applications","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 TÉLUQ; Université du Québec à Montréal; Université de Montréal","funders":"","keywords":"Hedge; Distribution (mathematics); Economics; Lévy process; Mathematical economics; Valuation of options; Mathematics; Applied mathematics; Econometrics; Mathematical analysis","score_opus":0.012374721038438423,"score_gpt":0.20580050274057154,"score_spread":0.19342578170213312,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2156088880","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3247421,0.0012229172,0.6468684,0.0025426364,0.00017396058,0.00006658496,0.000090664325,0.00012756586,0.024165053],"genre_scores_gemma":[0.9792214,0.0005124405,0.01742125,0.00014213222,0.00013097594,0.000044671968,0.000036619553,0.000037823334,0.0024526836],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99896836,0.00046341086,0.000051285886,0.00014731247,0.00024994038,0.00011957726],"domain_scores_gemma":[0.99732983,0.0017080451,0.0002654627,0.00014403656,0.00029496406,0.0002576437],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030509385,0.0006052773,0.00088945474,0.00073218934,0.00058247685,0.0022770348,0.0010524532,0.0016505788,0.0025220502],"category_scores_gemma":[0.012704231,0.00035795823,0.0006845069,0.00041346427,0.0031251677,0.0038928548,0.0016732527,0.0016611969,0.00030208935],"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":[0.00007421592,0.000049386952,0.00039184678,0.000051591505,0.000017246231,0.00018902331,0.00008802061,0.024952454,0.0032495977,0.96365047,0.00046210526,0.0068241246],"study_design_scores_gemma":[0.00004556447,0.000096649295,0.00032200722,0.000030275089,0.000014350149,0.00009616679,0.000060992174,0.32998326,0.0010705767,0.6677837,0.0004675719,0.000028880151],"about_ca_topic_score_codex":0.000713661,"about_ca_topic_score_gemma":0.0004821594,"teacher_disagreement_score":0.0030509385,"about_ca_system_score_codex":0.0010043742,"about_ca_system_score_gemma":0.0010732424,"threshold_uncertainty_score":0.016135097},"labels":[],"label_agreement":null},{"id":"W2156668621","doi":"10.3905/jod.2006.667551","title":"Testing the Monotonicity Property of Option Prices","year":2006,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Stochastic processes and financial applications","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":"Simon Fraser University","funders":"","keywords":"Valuation (finance); Economics; Ask price; Call option; Valuation of options; Order (exchange); Exotic option; Binary option; Value (mathematics); Asian option; Financial economics; Index (typography); Bid price; Actuarial science; Econometrics; Computer science; Finance","score_opus":0.04465175089757025,"score_gpt":0.22846916058333824,"score_spread":0.18381740968576799,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2156668621","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.82043475,0.00041113902,0.14714925,0.003605218,0.000096226555,0.00013677854,0.0005919779,0.00021428919,0.027360456],"genre_scores_gemma":[0.9775258,0.00013894858,0.02094054,0.0002014292,0.000094213596,0.00008808396,0.00040348587,0.000041253657,0.0005663497],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.98920244,0.005771174,0.00092435203,0.00139422,0.0021251086,0.0005826892],"domain_scores_gemma":[0.6818003,0.26181245,0.018696217,0.023142893,0.012460723,0.002087448],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.017826727,0.0005424372,0.00087955385,0.0011847842,0.0007845826,0.002227121,0.0017141455,0.0017662519,0.007671107],"category_scores_gemma":[0.20177794,0.0006408439,0.0012558325,0.0009574768,0.0037429659,0.0097802365,0.0019213723,0.0034923675,0.0010047604],"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":[0.0017607046,0.0009841236,0.2556899,0.000575946,0.00056883146,0.0019393924,0.002232077,0.030078804,0.013742649,0.5407343,0.0040739756,0.14761928],"study_design_scores_gemma":[0.00026965758,0.0008805104,0.057084832,0.00015802571,0.0000933471,0.0026916391,0.0010503152,0.2941417,0.010066487,0.6280156,0.0054264856,0.00012145544],"about_ca_topic_score_codex":0.00085776456,"about_ca_topic_score_gemma":0.000509651,"teacher_disagreement_score":0.017826727,"about_ca_system_score_codex":0.00067144993,"about_ca_system_score_gemma":0.001076026,"threshold_uncertainty_score":0.09427786},"labels":[],"label_agreement":null},{"id":"W2157724322","doi":"10.1111/j.1467-9965.2011.00513.x","title":"PRICING CHAINED OPTIONS WITH CURVED BARRIERS","year":2012,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"Natural Sciences and Engineering Research Council of Canada; Mitacs","keywords":"Barrier option; Exotic option; Stochastic game; Asset (computer security); Economics; Asian option; Valuation of options; Mathematical economics; Financial economics; Computer science","score_opus":0.024883914575619986,"score_gpt":0.22386052813508628,"score_spread":0.1989766135594663,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2157724322","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.46543336,0.001041852,0.5180961,0.00061768433,0.00012703895,0.000057566518,0.00007026263,0.00011627293,0.0144398315],"genre_scores_gemma":[0.97080874,0.00034877105,0.021759732,0.00005443473,0.00005506195,0.00003828866,0.000049586033,0.000031990614,0.00685343],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991874,0.000267949,0.00004889641,0.00011821749,0.00023119498,0.00014627454],"domain_scores_gemma":[0.99765956,0.0010170129,0.0003686997,0.00024339922,0.00028845444,0.00042295817],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014175767,0.0007001544,0.0006773094,0.0007923737,0.00051775837,0.002198285,0.0010980288,0.0018433392,0.0062337043],"category_scores_gemma":[0.006176887,0.00049286074,0.0010412808,0.00072808197,0.0019179819,0.0059035756,0.0019952527,0.0018060749,0.00042415372],"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":[0.00019892522,0.00006739364,0.0019037642,0.00006276531,0.00007116638,0.00085413054,0.00023640893,0.13971713,0.006116443,0.8407889,0.00040647652,0.0095764985],"study_design_scores_gemma":[0.000042105246,0.00008091862,0.00043837156,0.00002354846,0.00001780551,0.00018540394,0.00006515781,0.5937045,0.0009708694,0.403328,0.0011074386,0.000035823487],"about_ca_topic_score_codex":0.001022512,"about_ca_topic_score_gemma":0.00055010855,"teacher_disagreement_score":0.0062337043,"about_ca_system_score_codex":0.0007500116,"about_ca_system_score_gemma":0.00042797765,"threshold_uncertainty_score":0.020853758},"labels":[],"label_agreement":null},{"id":"W2158103897","doi":"10.1109/tac.2005.852565","title":"General smoothing formulas for Markov-modulated Poisson observations","year":2005,"lang":"en","type":"article","venue":"IEEE Transactions on Automatic Control","topic":"Stochastic processes and financial applications","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":"University of Calgary","funders":"","keywords":"Smoothing; Mathematics; Applied mathematics; Markov process; Markov chain; Stochastic process; Jump process; Stochastic differential equation; Mathematical optimization; Jump","score_opus":0.02620471386678649,"score_gpt":0.23313769526995157,"score_spread":0.20693298140316507,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2158103897","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.025386991,0.00011652028,0.9728582,0.00015709123,0.000030271536,0.000033265333,0.00006541651,0.00019352334,0.0011586793],"genre_scores_gemma":[0.66862935,0.0005039323,0.32335782,0.00019115112,0.00009858703,0.00019646915,0.00040292114,0.00022819266,0.0063915662],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999485,0.00012941106,0.00004032915,0.0001079405,0.00017148266,0.00006585621],"domain_scores_gemma":[0.9970331,0.0019827525,0.00030369865,0.0002082425,0.00035274238,0.00011940538],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023919414,0.0005741943,0.00071022625,0.0011592789,0.0004780541,0.0010656223,0.0013729817,0.0013558096,0.0035093084],"category_scores_gemma":[0.011840087,0.00045371457,0.0011067748,0.0009694105,0.0009992513,0.002350986,0.0011427047,0.0014972877,0.00028591647],"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":[0.00004014054,0.000028089744,0.002222174,0.000052154053,0.00003389172,0.00018351294,0.00022233547,0.6492956,0.001852217,0.32177332,0.00063689944,0.023659574],"study_design_scores_gemma":[0.0000039530346,0.0000060087577,0.00011692126,0.0000041095213,0.0000037836853,0.000019872945,0.000009100372,0.9637157,0.00026998261,0.0354972,0.0003470658,0.0000063124508],"about_ca_topic_score_codex":0.005520729,"about_ca_topic_score_gemma":0.003988374,"teacher_disagreement_score":0.005520729,"about_ca_system_score_codex":0.0013932097,"about_ca_system_score_gemma":0.0012730645,"threshold_uncertainty_score":0.012649894},"labels":[],"label_agreement":null},{"id":"W2158912030","doi":"10.1109/ipdps.2004.1303283","title":"Improving data locality in parallel fast fourier transform algorithm for pricing financial derivatives","year":2004,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Fast Fourier transform; Computer science; Valuation of options; Algorithm; Parallel computing; Swap (finance); Locality; Fourier transform; Binomial options pricing model; Finance; Mathematics","score_opus":0.04266438329711057,"score_gpt":0.25438011482260464,"score_spread":0.21171573152549406,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2158912030","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.086144224,0.00027899296,0.9083407,0.00038742356,0.00009724202,0.00005009711,0.00006560638,0.0016187972,0.0030168996],"genre_scores_gemma":[0.35053435,0.00025663743,0.6438856,0.00010881792,0.000102918806,0.0001361679,0.0002710766,0.0002420303,0.004462375],"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99958473,0.000102734986,0.000030299554,0.000052642416,0.0001806122,0.000049009617],"domain_scores_gemma":[0.9982078,0.00093564385,0.00008454535,0.00028993218,0.00042920647,0.000052940035],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00090118614,0.00045784673,0.0005773137,0.0006761199,0.0006289075,0.00063581084,0.00085710565,0.0005117008,0.004363656],"category_scores_gemma":[0.0045397542,0.00017297253,0.00029642816,0.0013447515,0.00055318343,0.0016262959,0.0007253084,0.0006143589,0.0010474125],"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":[0.000995582,0.00024469613,0.0027934518,0.00013742536,0.00006281425,0.00030145363,0.00022160723,0.3102976,0.027635394,0.027713794,0.009427878,0.6201683],"study_design_scores_gemma":[0.00004494976,0.000046590692,0.0001691335,0.000002952704,0.000008464704,0.000066315166,0.00001742565,0.98462033,0.0074254414,0.0061994246,0.0013926938,0.0000061511414],"about_ca_topic_score_codex":0.003951083,"about_ca_topic_score_gemma":0.0040477295,"teacher_disagreement_score":0.004363656,"about_ca_system_score_codex":0.0006059533,"about_ca_system_score_gemma":0.0010525755,"threshold_uncertainty_score":0.014597893},"labels":[],"label_agreement":null},{"id":"W2159030791","doi":"10.1002/fut.21645","title":"A Stochastic Dynamic Program for Valuing Options on Futures","year":2013,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","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); HEC Montréal; Group for Research in Decision Analysis; Brock University","funders":"","keywords":"Futures contract; Binomial options pricing model; Put option; Valuation (finance); Econometrics; Valuation of options; Economics; Robustness (evolution); Financial economics; Stochastic volatility; Volatility (finance); Mathematical economics; Computer science; Actuarial science; Finance","score_opus":0.014345210107122421,"score_gpt":0.2535504682802281,"score_spread":0.23920525817310567,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2159030791","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.015329795,0.00007954282,0.9813896,0.00026096858,0.000023827119,0.00005304751,0.00004044141,0.000068507376,0.0027541535],"genre_scores_gemma":[0.6043402,0.0003344035,0.38779956,0.00015821597,0.00007451879,0.0005679635,0.00025369864,0.00013073468,0.00634077],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991202,0.00044811968,0.000033234846,0.000089231275,0.00023112739,0.000078072146],"domain_scores_gemma":[0.9975642,0.0017779999,0.00010994574,0.000068707865,0.00033345018,0.00014568721],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031291726,0.00059433206,0.0009258695,0.00095804024,0.00042199122,0.0011935976,0.00094787136,0.0012719012,0.0035529514],"category_scores_gemma":[0.007265415,0.00039361478,0.0007639381,0.00067798886,0.0011790303,0.001131738,0.0012610976,0.0013384408,0.00021658784],"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":[0.000028227805,0.000031388747,0.0003731474,0.000029893941,0.0000109532375,0.00004076458,0.000024827847,0.9433503,0.0005279443,0.04550541,0.00035517794,0.009721932],"study_design_scores_gemma":[0.0000042586817,0.0000083284785,0.000019100837,0.0000035177661,0.0000013036555,0.000004546032,0.0000025266988,0.9933878,0.00009299125,0.006254209,0.0002191567,0.000002204206],"about_ca_topic_score_codex":0.0024388477,"about_ca_topic_score_gemma":0.001665598,"teacher_disagreement_score":0.0035529514,"about_ca_system_score_codex":0.0009266311,"about_ca_system_score_gemma":0.001709823,"threshold_uncertainty_score":0.016548812},"labels":[],"label_agreement":null},{"id":"W2159823040","doi":"10.1007/s00211-008-0152-z","title":"A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)","year":2008,"lang":"en","type":"article","venue":"Numerische Mathematik","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":114,"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":"Hamilton–Jacobi–Bellman equation; Mathematics; Impulse control; Variational inequality; Impulse (physics); Variable (mathematics); Viscosity solution; Mathematical optimization; Numerical analysis; Scheme (mathematics); Stochastic control; Convergence (economics); Optimal control; Control theory (sociology); Applied mathematics; Control (management); Computer science; Economics; Mathematical analysis","score_opus":0.021750103864364215,"score_gpt":0.2194519705894879,"score_spread":0.1977018667251237,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2159823040","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.004199083,0.000093347706,0.9916687,0.00016214169,0.00010707951,0.000044408054,0.000022807893,0.000084312036,0.003618067],"genre_scores_gemma":[0.4092312,0.0002536422,0.5747097,0.0002788362,0.00014623764,0.0003994632,0.00013582641,0.0002050241,0.0146400295],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996278,0.000161811,0.000018542463,0.000037415604,0.00011964673,0.000034747394],"domain_scores_gemma":[0.99930525,0.00036787646,0.00005533348,0.000060844715,0.00014555453,0.00006518267],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015476444,0.00053588446,0.0008672139,0.00038659744,0.0005289309,0.0010599156,0.001310403,0.0022488614,0.0068068616],"category_scores_gemma":[0.0034359465,0.00037605184,0.0007364261,0.00039910027,0.0010748979,0.00076243735,0.001446228,0.0020067454,0.00071532617],"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":[0.000093180286,0.000070577524,0.00036058595,0.000093052404,0.000028688753,0.00013850244,0.00011596651,0.8033671,0.003948743,0.16158365,0.0013857638,0.02881421],"study_design_scores_gemma":[0.000011853684,0.000012787025,0.000017678722,0.0000060526645,0.000002556137,0.0000080398795,0.0000041060985,0.9932962,0.00014007371,0.0058215987,0.0006746745,0.0000044048475],"about_ca_topic_score_codex":0.0039146077,"about_ca_topic_score_gemma":0.003383791,"teacher_disagreement_score":0.0068068616,"about_ca_system_score_codex":0.0007510501,"about_ca_system_score_gemma":0.0012903706,"threshold_uncertainty_score":0.02277118},"labels":[],"label_agreement":null},{"id":"W2160178006","doi":"10.1155/2015/323475","title":"Microstructure Models with Short-Term Inertia and Stochastic Volatility","year":2015,"lang":"en","type":"article","venue":"Mathematical Problems in Engineering","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Stochastic volatility; Volatility (finance); Econometrics; Market microstructure; Bayes' theorem; SABR volatility model; Heston model; Bayes factor; Inertia; Mathematics; Term (time); Economics; Bayesian probability; Statistics; Physics; Finance","score_opus":0.03260796329618637,"score_gpt":0.2051085772141684,"score_spread":0.17250061391798202,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2160178006","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.31737316,0.00091959233,0.6756988,0.0011432719,0.00012629805,0.00007165061,0.0007270385,0.0002641688,0.0036760408],"genre_scores_gemma":[0.9713595,0.0006542856,0.023760127,0.000103701765,0.00018050015,0.00008067117,0.00046468124,0.000033849996,0.0033627148],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99896157,0.00034058245,0.00007610656,0.00024905498,0.00022372397,0.00014894165],"domain_scores_gemma":[0.9934562,0.0033297085,0.0018098062,0.0007950726,0.00037054226,0.00023862539],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023935065,0.0007664648,0.0013518744,0.0010596717,0.00032637198,0.0025270586,0.0018176904,0.0018627555,0.0014071012],"category_scores_gemma":[0.010122836,0.00088718,0.0013181568,0.0009972046,0.0016020035,0.003947967,0.0011338082,0.0017132489,0.00024278546],"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":[0.00011832442,0.00006720001,0.009614911,0.0000757602,0.00015892966,0.0003806873,0.00027080107,0.44563028,0.0030458933,0.52844286,0.0010194334,0.011174943],"study_design_scores_gemma":[0.00001568383,0.000030668,0.0022635432,0.000009917038,0.000019661466,0.00008106539,0.00001831158,0.88973856,0.00020791446,0.10698409,0.00060151494,0.000029102635],"about_ca_topic_score_codex":0.0036274167,"about_ca_topic_score_gemma":0.0025107397,"teacher_disagreement_score":0.0036274167,"about_ca_system_score_codex":0.0009953694,"about_ca_system_score_gemma":0.0007187462,"threshold_uncertainty_score":0.012658179},"labels":[],"label_agreement":null},{"id":"W2160942650","doi":"10.2469/faj.v57.n6.2491","title":"The General Hull–White Model and Supercalibration","year":2001,"lang":"en","type":"article","venue":"Financial Analysts Journal","topic":"Stochastic processes and financial applications","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":"University of Toronto","funders":"","keywords":"Trinomial tree; Swap (finance); Econometrics; Heath–Jarrow–Morton framework; Short rate; Short-rate model; Calibration; Interest rate derivative; Trinomial; Skew; Interest rate swap; Economics; LIBOR market model; Volatility smile; Embedded option; Forward rate; Interest rate; Volatility (finance); Computer science; Yield curve; Valuation of options; Binomial options pricing model; Mathematics; Statistics; Macroeconomics; Finance","score_opus":0.024193068765133108,"score_gpt":0.22747962757844872,"score_spread":0.20328655881331562,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2160942650","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.047249228,0.00059229473,0.91708434,0.0011400585,0.00015186667,0.000083509425,0.000580266,0.00037947355,0.0327389],"genre_scores_gemma":[0.8006569,0.0013695271,0.088136576,0.000553854,0.00040157133,0.00028051698,0.0012011118,0.00031817946,0.10708185],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990189,0.00026322922,0.000037563947,0.00026777535,0.00020116207,0.00021144708],"domain_scores_gemma":[0.9984603,0.00057366636,0.0002928467,0.0003152772,0.00020636333,0.00015153286],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014683568,0.0008003181,0.0013270627,0.00096129905,0.0008609322,0.0018766936,0.0027312995,0.0024835367,0.015468272],"category_scores_gemma":[0.0051101646,0.00058231055,0.001770497,0.0015273067,0.0020362467,0.0042410214,0.0014978246,0.002152699,0.003137376],"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":[0.00005176755,0.00003483974,0.00074265513,0.000029142639,0.000030551564,0.0001646056,0.00012627296,0.19058453,0.00055886665,0.79119164,0.0032685273,0.013216634],"study_design_scores_gemma":[0.00002189225,0.000022304503,0.00035270595,0.0000090809635,0.000012644504,0.000116765295,0.000029160774,0.52503973,0.00023550939,0.46831235,0.005820362,0.000027451548],"about_ca_topic_score_codex":0.008693701,"about_ca_topic_score_gemma":0.0053241947,"teacher_disagreement_score":0.015468272,"about_ca_system_score_codex":0.0011378798,"about_ca_system_score_gemma":0.0009923361,"threshold_uncertainty_score":0.051746488},"labels":[],"label_agreement":null},{"id":"W2161757323","doi":"10.1002/fut.21546","title":"Risk Management of Nonstandard Basket Options with Different Underlying Assets","year":2012,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","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":"HEC Montréal","funders":"","keywords":"Hedge; Portfolio; Econometrics; Coupon; Economics; Computer science; Bond; Risk management; Estimator; Actuarial science; Financial economics; Mathematics; Finance; Statistics","score_opus":0.023902546962993577,"score_gpt":0.24642324881622127,"score_spread":0.2225207018532277,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2161757323","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.51823366,0.0009369064,0.47772878,0.00027716407,0.000051744042,0.00007963776,0.00005283893,0.00008709374,0.0025521768],"genre_scores_gemma":[0.96108615,0.0004332592,0.036787447,0.000029026864,0.00002836817,0.000039828778,0.00006756128,0.000016389795,0.0015118562],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987245,0.000622743,0.00010695248,0.0001434135,0.0002885669,0.000113793445],"domain_scores_gemma":[0.9954081,0.0028962165,0.00076251564,0.00033026043,0.00032082218,0.00028203128],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0054690437,0.00075950916,0.0009620512,0.0009491203,0.00038474333,0.002173251,0.0011119446,0.0009345222,0.0013146832],"category_scores_gemma":[0.009386306,0.00047672237,0.0010701,0.00091109204,0.0008536242,0.0036510916,0.001613595,0.0009010127,0.00010083816],"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":[0.0005388875,0.00015878348,0.006954578,0.00008577416,0.00016028804,0.00080231583,0.00019831663,0.79664683,0.006607609,0.14196502,0.00029236267,0.04558937],"study_design_scores_gemma":[0.000027245322,0.000154077,0.00092666043,0.00000829125,0.000021462392,0.00010494201,0.000024506471,0.9670931,0.0010990798,0.030278802,0.00024062667,0.000021246864],"about_ca_topic_score_codex":0.00046832897,"about_ca_topic_score_gemma":0.00035037796,"teacher_disagreement_score":0.0054690437,"about_ca_system_score_codex":0.0006450102,"about_ca_system_score_gemma":0.00046476538,"threshold_uncertainty_score":0.028923392},"labels":[],"label_agreement":null},{"id":"W2162072508","doi":"10.1016/j.spl.2006.04.043","title":"Limit theorems for self-normalized linear processes","year":2006,"lang":"en","type":"article","venue":"Statistics & Probability Letters","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Mathematics; Central limit theorem; Invariance principle; Limit (mathematics); Domain (mathematical analysis); Law of large numbers; Mathematical analysis; Random variable; Pure mathematics; Statistics","score_opus":0.019760541171370702,"score_gpt":0.22027439845956281,"score_spread":0.2005138572881921,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2162072508","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.044098306,0.0032550318,0.90824705,0.0019474934,0.00039775224,0.00007461963,0.0003216838,0.0004588932,0.041199192],"genre_scores_gemma":[0.7384511,0.008342297,0.17721649,0.00250338,0.0020547584,0.0010040917,0.0009865374,0.0009261605,0.068515144],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99788636,0.00081338483,0.0001382064,0.0003076671,0.00062351295,0.00023091331],"domain_scores_gemma":[0.98142827,0.013181066,0.001252403,0.00087568717,0.0023247267,0.00093786826],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0073420587,0.0017312453,0.0015080129,0.0045068264,0.0014319788,0.0036178005,0.002704993,0.0018861109,0.007901809],"category_scores_gemma":[0.021358853,0.00088940305,0.0023245509,0.0022816914,0.0037325465,0.0077756415,0.0035197039,0.0041591497,0.0013214061],"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":[0.000018293604,0.000027406431,0.00017503345,0.00007416197,0.000034403634,0.000063246596,0.00013387237,0.005404396,0.0005944118,0.9882981,0.0010705341,0.004106122],"study_design_scores_gemma":[0.000017671193,0.000017070888,0.00014374149,0.000028921982,0.000018930632,0.00013103659,0.000033712313,0.070465736,0.0004599802,0.9269257,0.0017360789,0.000021463762],"about_ca_topic_score_codex":0.0018158167,"about_ca_topic_score_gemma":0.001076774,"teacher_disagreement_score":0.007901809,"about_ca_system_score_codex":0.0025248227,"about_ca_system_score_gemma":0.0016176199,"threshold_uncertainty_score":0.03882897},"labels":[],"label_agreement":null},{"id":"W2162975106","doi":"10.1017/s0022109010000116","title":"Forecasting Volatility Using Long Memory and Comovements: An Application to Option Valuation under SFAS 123R","year":2010,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Volatility (finance); Volatility swap; Implied volatility; Economics; Econometrics; Variance swap; Forward volatility; Volatility smile; Valuation (finance); Realized variance; Volatility risk premium; Stochastic volatility; Financial economics; Finance","score_opus":0.08426791558656412,"score_gpt":0.31481093966885076,"score_spread":0.23054302408228666,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2162975106","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9533583,0.00024461307,0.04442101,0.00043074446,0.000039299855,0.000022955384,0.00020114417,0.0002705955,0.0010113504],"genre_scores_gemma":[0.99212694,0.000051700008,0.007563238,0.000011843536,0.00001750336,0.0000046866603,0.000067938294,0.000005443967,0.00015065353],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994399,0.00026027634,0.000047838806,0.00008870993,0.00012317422,0.000040029416],"domain_scores_gemma":[0.99396753,0.0044691996,0.00051257684,0.00034631038,0.0005150355,0.0001892933],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032049196,0.00053819845,0.000771716,0.0009583977,0.00031237298,0.0010634632,0.0007049775,0.0009461458,0.0008655735],"category_scores_gemma":[0.014017288,0.00023643296,0.00047813635,0.0010756191,0.00025895966,0.0012961987,0.0005424537,0.0009718515,0.000099068144],"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":[0.000514258,0.00028933826,0.042403705,0.000051066512,0.00015099949,0.000289817,0.00013975616,0.8627044,0.0024300157,0.0044726427,0.00064224465,0.085911684],"study_design_scores_gemma":[0.000006509879,0.000031627394,0.002407832,0.0000028245215,0.00000443416,0.0000112079615,0.000008136069,0.99632806,0.0003128235,0.00084508077,0.000035055677,0.0000064185006],"about_ca_topic_score_codex":0.01586408,"about_ca_topic_score_gemma":0.0077796862,"teacher_disagreement_score":0.01586408,"about_ca_system_score_codex":0.0005217984,"about_ca_system_score_gemma":0.00051742065,"threshold_uncertainty_score":0.031543493},"labels":[],"label_agreement":null},{"id":"W2163231910","doi":"10.1007/11549468_136","title":"High Performance Computing for a Financial Application Using Fast Fourier Transform","year":2005,"lang":"en","type":"book-chapter","venue":"Lecture notes in computer science","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":26,"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":"Fourier transform; Computer science; Mathematics; Mathematical analysis","score_opus":0.021767198747029762,"score_gpt":0.22700581427398486,"score_spread":0.2052386155269551,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2163231910","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.015855534,0.003316984,0.93383926,0.0013776228,0.00076805544,0.00008305237,0.00018308284,0.005002873,0.039573476],"genre_scores_gemma":[0.21556929,0.0022448534,0.7470767,0.00034834383,0.0003983555,0.0001975293,0.0004473924,0.0008791936,0.0328383],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.9997377,0.00004665601,0.000016079583,0.000029633235,0.00014454205,0.000025382498],"domain_scores_gemma":[0.99953055,0.00021662308,0.000015573749,0.00008485023,0.000126057,0.00002634003],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003686471,0.0005912024,0.00047448595,0.0005367617,0.00047570257,0.0011394905,0.00073967763,0.000750941,0.01175383],"category_scores_gemma":[0.001800662,0.0002686398,0.00030972986,0.0010430013,0.00040945483,0.0014007343,0.00078162487,0.0013451397,0.0028855598],"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":[0.00034635692,0.00014957754,0.00074204704,0.00039813385,0.0000764479,0.00041206364,0.00021645274,0.047482025,0.038456388,0.2759047,0.086137116,0.54967874],"study_design_scores_gemma":[0.00006513478,0.00009211222,0.0005593764,0.00008219128,0.000043259173,0.00032730855,0.00004293825,0.75906736,0.025161784,0.12089218,0.09362186,0.000044591947],"about_ca_topic_score_codex":0.000576429,"about_ca_topic_score_gemma":0.0007577665,"teacher_disagreement_score":0.01175383,"about_ca_system_score_codex":0.00033211568,"about_ca_system_score_gemma":0.0004296336,"threshold_uncertainty_score":0.03932047},"labels":[],"label_agreement":null},{"id":"W2163349005","doi":"10.3390/jrfm4010074","title":"Use of Bayesian Estimates to determine the Volatility Parameter Input in the Black-Scholes and Binomial Option Pricing Models","year":2011,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Implied volatility; Econometrics; Volatility (finance); Volatility smile; Economics; Forward volatility; Stochastic volatility; Black–Scholes model; Volatility swap; Bayesian probability; Valuation of options; Volatility risk premium; Financial economics; Mathematics; Statistics","score_opus":0.05075475518391438,"score_gpt":0.223510170157118,"score_spread":0.17275541497320362,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2163349005","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.039857283,0.0005080737,0.95561343,0.00031510481,0.000036908146,0.000038121485,0.00018895754,0.00020250582,0.003239571],"genre_scores_gemma":[0.7247232,0.0012629846,0.27033082,0.00017357552,0.0001349045,0.0001818761,0.00077979814,0.00016242775,0.0022503994],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9964049,0.0019320793,0.00022506423,0.00029555088,0.0010351177,0.00010718466],"domain_scores_gemma":[0.985658,0.010881942,0.0012368792,0.0007182644,0.0013538903,0.0001509771],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008964164,0.0009454042,0.00088548637,0.0025143104,0.0006165977,0.0027963147,0.0013899483,0.0012213006,0.002614097],"category_scores_gemma":[0.06793811,0.0010236957,0.0009354152,0.0011311505,0.0005842391,0.004642287,0.0015480673,0.0019442166,0.00061469217],"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":[0.00020062648,0.00016322114,0.020102097,0.00021756106,0.00051932875,0.00017035395,0.00039415777,0.5873665,0.0028821595,0.18504056,0.0019834358,0.20095998],"study_design_scores_gemma":[0.000043937136,0.000050537492,0.003955878,0.000114775314,0.00008223049,0.000099249744,0.000045448814,0.8504411,0.0015832447,0.14195515,0.0015427071,0.00008571248],"about_ca_topic_score_codex":0.0045590494,"about_ca_topic_score_gemma":0.0066360785,"teacher_disagreement_score":0.008964164,"about_ca_system_score_codex":0.0009055789,"about_ca_system_score_gemma":0.0011419898,"threshold_uncertainty_score":0.047407627},"labels":[],"label_agreement":null},{"id":"W2163353962","doi":"10.1287/mnsc.48.7.917.2815","title":"The Valuation of American Options for a Class of Diffusion Processes","year":2002,"lang":"en","type":"article","venue":"Management Science","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":110,"is_retracted":false,"has_abstract":true,"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","funders":"","keywords":"Valuation (finance); Interest rate; Stochastic volatility; Bond valuation; Mathematics; Mathematical economics; Parametric statistics; Econometrics; Applied mathematics; Economics; Volatility (finance); Finance; Statistics","score_opus":0.050823506832941685,"score_gpt":0.25262961744905027,"score_spread":0.2018061106161086,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2163353962","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1432198,0.0015242535,0.83828604,0.0009268326,0.00012505463,0.000045621084,0.00005753256,0.00006687312,0.01574791],"genre_scores_gemma":[0.92786455,0.0013722765,0.06441397,0.00012170357,0.0002123384,0.000058061836,0.00008124605,0.000031998745,0.005843811],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99945337,0.00019406971,0.00003106821,0.00008029575,0.00018412391,0.00005713191],"domain_scores_gemma":[0.9987129,0.0006712542,0.00019527048,0.00009697337,0.00016135824,0.00016228357],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017534498,0.00069256907,0.000715766,0.00091618806,0.0005764683,0.0028108053,0.00094095775,0.0016878438,0.0020708574],"category_scores_gemma":[0.0052626245,0.00031193285,0.00094884174,0.00072961143,0.0019254797,0.0044347295,0.001294021,0.0019275419,0.0001682358],"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":[0.000026038282,0.000042623746,0.00051274424,0.00003786395,0.000021275388,0.00019301435,0.00012403785,0.07373854,0.0038249497,0.9109098,0.00040802066,0.010161239],"study_design_scores_gemma":[0.000010420104,0.000023232344,0.00027569337,0.000017151446,0.0000108447975,0.00014894878,0.00002823489,0.61766744,0.00068315543,0.37976363,0.0013478479,0.000023454071],"about_ca_topic_score_codex":0.0009143131,"about_ca_topic_score_gemma":0.00045752083,"teacher_disagreement_score":0.0028108053,"about_ca_system_score_codex":0.00087443436,"about_ca_system_score_gemma":0.0006043377,"threshold_uncertainty_score":0.009273231},"labels":[],"label_agreement":null},{"id":"W2163826213","doi":"10.1109/iscas.2009.5117974","title":"A continuous-time hidden Markov model for mean-variance portfolio optimization","year":2009,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Calgary","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Portfolio; Variance (accounting); Portfolio optimization; Mathematical optimization; Selection (genetic algorithm); Markov chain; Hidden Markov model; Computer science; Markov model; Markov process; Mathematics; Statistics; Artificial intelligence; Economics; Finance","score_opus":0.017678110698708477,"score_gpt":0.21931103752603526,"score_spread":0.20163292682732678,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2163826213","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.015400804,0.00070878357,0.97950953,0.0009257757,0.00011570369,0.000026820413,0.00012932939,0.00010356401,0.0030796186],"genre_scores_gemma":[0.86256236,0.0023122765,0.11572846,0.00036933183,0.00039063493,0.00031935386,0.00041408296,0.00010291845,0.017800549],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990276,0.00041457097,0.000039442402,0.00021288777,0.00018774687,0.00011779954],"domain_scores_gemma":[0.996635,0.0024874988,0.0004247785,0.00013015501,0.00018567829,0.00013691724],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024321654,0.0010866082,0.0018428013,0.00065997394,0.00053351786,0.0018976288,0.0023561756,0.0026158043,0.004684076],"category_scores_gemma":[0.007142485,0.00078361644,0.0013086231,0.00109892,0.0016204956,0.0022752134,0.0015590762,0.0026178155,0.0005783535],"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":[0.00006088261,0.000050490256,0.0007057187,0.00010796872,0.00009861867,0.00024180526,0.000075467535,0.6987413,0.00085790426,0.2902498,0.0012111445,0.007598984],"study_design_scores_gemma":[0.000012319632,0.000011352397,0.000070588234,0.0000069874554,0.000013506774,0.00001423338,0.0000034703285,0.96111405,0.00007663355,0.0383324,0.00033529155,0.000009147833],"about_ca_topic_score_codex":0.004624206,"about_ca_topic_score_gemma":0.0035638786,"teacher_disagreement_score":0.004684076,"about_ca_system_score_codex":0.001381456,"about_ca_system_score_gemma":0.0014074027,"threshold_uncertainty_score":0.015669823},"labels":[],"label_agreement":null},{"id":"W2164726828","doi":"10.3390/e3030150","title":"The Role of Hellinger Processes in Mathematical Finance","year":2001,"lang":"en","type":"article","venue":"Entropy","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":12,"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; University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada; Mitacs; McMaster University","keywords":"Hellinger distance; Logarithm; Mathematical finance; Divergence (linguistics); Mathematics; Applied mathematics; Regular polygon; Entropy (arrow of time); Function (biology); Dual (grammatical number); Convex function; Mathematical optimization; Pure mathematics; Mathematical economics; Mathematical analysis; Finance; Physics; Economics; Geometry","score_opus":0.013429709439372113,"score_gpt":0.21187568075117885,"score_spread":0.19844597131180675,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2164726828","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05009641,0.010342942,0.8846957,0.009684319,0.0007600044,0.000042100473,0.00009130139,0.00010608209,0.044181015],"genre_scores_gemma":[0.872525,0.008864444,0.10511714,0.0011786052,0.0021283135,0.00010016414,0.0000638396,0.00006073872,0.009961706],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99868816,0.00068189186,0.00005727374,0.00013778069,0.00035366724,0.00008118114],"domain_scores_gemma":[0.995312,0.003444078,0.00030018258,0.00037804066,0.00029671422,0.0002689039],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0042907475,0.0006805939,0.0006801125,0.0012032395,0.0012487611,0.002716658,0.00082083617,0.0016194476,0.0017054514],"category_scores_gemma":[0.0098230215,0.00034415166,0.00075353734,0.0009603487,0.007735816,0.00848599,0.0025680207,0.0032414617,0.00027191936],"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":[0.000002024312,0.0000019361728,0.000037459868,0.000010192844,0.0000018498893,0.000010878169,0.000037623624,0.0014452015,0.00006396859,0.997036,0.00014544658,0.0012074354],"study_design_scores_gemma":[0.0000018066346,0.000003841087,0.000020959696,0.000005741889,9.2984095e-7,0.000012463782,0.000007600198,0.005328031,0.00003931548,0.9935361,0.0010402029,0.0000030198416],"about_ca_topic_score_codex":0.0004919026,"about_ca_topic_score_gemma":0.00027321768,"teacher_disagreement_score":0.0042907475,"about_ca_system_score_codex":0.0012270012,"about_ca_system_score_gemma":0.0007879775,"threshold_uncertainty_score":0.022691905},"labels":[],"label_agreement":null},{"id":"W2164947443","doi":"10.1016/j.spa.2014.03.004","title":"Splitting multidimensional BSDEs and finding local equilibria","year":2014,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":29,"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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Context (archaeology); Stochastic differential equation; Quadratic equation; Applied mathematics; Mathematical economics; Investment (military); Mathematical optimization","score_opus":0.01808911793434691,"score_gpt":0.22103332414340493,"score_spread":0.202944206209058,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2164947443","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11077088,0.0008781654,0.88031936,0.0005083884,0.00007333992,0.000049348946,0.00007843099,0.000110575245,0.0072116326],"genre_scores_gemma":[0.8627257,0.00075258344,0.1284645,0.00019758701,0.00009265911,0.00018363363,0.00015223719,0.000118609714,0.007312429],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99951315,0.00025651985,0.000030612595,0.00008231011,0.00006974851,0.00004774259],"domain_scores_gemma":[0.9960466,0.0029595152,0.00035725744,0.00017324538,0.00022845829,0.0002348496],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018477162,0.0010607925,0.0020856338,0.0013602815,0.00078429887,0.0019439,0.0011114664,0.0018906244,0.0046148743],"category_scores_gemma":[0.007829227,0.00083155633,0.0012102051,0.000967109,0.0020809576,0.002625706,0.0027383284,0.0017916169,0.00029711257],"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":[0.0001889208,0.00009421242,0.0010456562,0.00015276368,0.00011142895,0.00014679921,0.00026879908,0.43605965,0.002879565,0.5402359,0.0013226119,0.0174937],"study_design_scores_gemma":[0.00001820383,0.000018813716,0.00007982211,0.000017951968,0.000013103188,0.000022941218,0.000053106956,0.83702904,0.0002450321,0.16209441,0.00039721935,0.00001033131],"about_ca_topic_score_codex":0.0011126646,"about_ca_topic_score_gemma":0.00096792105,"teacher_disagreement_score":0.0046148743,"about_ca_system_score_codex":0.00087315514,"about_ca_system_score_gemma":0.0005598182,"threshold_uncertainty_score":0.015438259},"labels":[],"label_agreement":null},{"id":"W2165124641","doi":"10.1016/j.csda.2013.06.023","title":"Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models","year":2014,"lang":"en","type":"article","venue":"CBS Research Portal (Copenhagen Business School)","topic":"Stochastic processes and financial applications","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":"Center for Interuniversity Research and Analysis on Organizations","funders":"Danmarks Grundforskningsfond","keywords":"Heteroscedasticity; Econometrics; Bayesian inference; Inference; Valuation of options; Bayesian probability; Model selection; Bayes factor; Economics; Mathematics; Statistics; Computer science; Artificial intelligence","score_opus":0.11282358913984827,"score_gpt":0.31165701063907963,"score_spread":0.19883342149923136,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2165124641","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.006900203,0.0003539029,0.98985845,0.00031077856,0.000039322353,0.000030017065,0.000099636294,0.00016661292,0.0022411146],"genre_scores_gemma":[0.62557477,0.002317237,0.3515333,0.00031802952,0.00043040674,0.0004133828,0.0009721851,0.0004196052,0.018021062],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9950617,0.0029378345,0.00020684545,0.0005081611,0.0010197916,0.0002656044],"domain_scores_gemma":[0.9886284,0.008905994,0.0007699015,0.0006604508,0.00082562695,0.00020956],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008062919,0.0012425605,0.0020534766,0.0013438975,0.0006284281,0.0042768884,0.002385072,0.0022675109,0.0066035585],"category_scores_gemma":[0.026103636,0.0013760142,0.0023026317,0.0020172335,0.0014049072,0.0055511016,0.0018285877,0.0029566472,0.0011925214],"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":[0.000094782576,0.000065761305,0.00094831357,0.00010115604,0.00013194015,0.00019865678,0.0001031977,0.5354277,0.00084339926,0.43570888,0.00132572,0.025050454],"study_design_scores_gemma":[0.000011869392,0.00001452321,0.0001999092,0.000013658264,0.000016583117,0.000036425616,0.000008176789,0.87078226,0.00019822603,0.12800333,0.0006927709,0.000022292794],"about_ca_topic_score_codex":0.0047573172,"about_ca_topic_score_gemma":0.003929705,"teacher_disagreement_score":0.008062919,"about_ca_system_score_codex":0.0015976332,"about_ca_system_score_gemma":0.0015353601,"threshold_uncertainty_score":0.042641282},"labels":[],"label_agreement":null},{"id":"W2165254711","doi":"10.1002/jae.1247","title":"Risk aversion, intertemporal substitution, and the term structure of interest rates","year":2011,"lang":"en","type":"article","venue":"Journal of Applied Econometrics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":8,"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":"Mitacs","keywords":"Yield curve; Economics; Econometrics; Affine term structure model; Interest rate; Bond; Arbitrage; Term (time); Risk aversion (psychology); Bond valuation; Preference; Affine transformation; Contrast (vision); Substitution (logic); State variable; Mathematical economics; Mathematics; Financial economics; Expected utility hypothesis; Microeconomics; Computer science; Monetary economics","score_opus":0.05206211344107728,"score_gpt":0.21204024745836306,"score_spread":0.15997813401728578,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2165254711","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.59871465,0.00050522346,0.3918133,0.00094852893,0.000029896168,0.000035132693,0.00019436904,0.00015037134,0.0076084123],"genre_scores_gemma":[0.9823031,0.00027439004,0.014650284,0.000048953974,0.000016884225,0.000022137623,0.00014764306,0.000025111927,0.0025115437],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99940026,0.00029571934,0.000027954162,0.000095589225,0.00007731615,0.00010306349],"domain_scores_gemma":[0.99758995,0.001357059,0.0005215599,0.00021511289,0.00022911184,0.000087144865],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021606733,0.00043096137,0.0006814669,0.0006362267,0.00026442483,0.002173821,0.001053888,0.00090823654,0.002658258],"category_scores_gemma":[0.0091526,0.00044581085,0.00084285316,0.0004841139,0.00074487465,0.0018155505,0.0008330025,0.001430585,0.0005076772],"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":[0.00004390766,0.00008644699,0.017548487,0.000032136402,0.00011529272,0.00018991614,0.00021686136,0.6224586,0.0008396781,0.344584,0.0007036944,0.013180984],"study_design_scores_gemma":[0.000015071901,0.00003174108,0.004144503,0.000026390377,0.000036285906,0.00006530323,0.0000542149,0.8473772,0.00043564042,0.14702964,0.00074921956,0.00003477615],"about_ca_topic_score_codex":0.008417605,"about_ca_topic_score_gemma":0.0041541797,"teacher_disagreement_score":0.008417605,"about_ca_system_score_codex":0.00097360084,"about_ca_system_score_gemma":0.0010458869,"threshold_uncertainty_score":0.016737223},"labels":[],"label_agreement":null},{"id":"W2165358822","doi":"10.1504/ijhpcn.2011.038704","title":"Grid resources valuation with fuzzy real option","year":2011,"lang":"en","type":"article","venue":"International Journal of High Performance Computing and Networking","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Computer science; Grid; Valuation (finance); Fuzzy logic; Quality of service; Grid computing; Operations research; Mathematical optimization; Finance; Computer network; Economics; Artificial intelligence","score_opus":0.03691834865257854,"score_gpt":0.23003355509579598,"score_spread":0.19311520644321745,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2165358822","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07984883,0.00083318376,0.8992694,0.0013490821,0.00014321507,0.000099688514,0.00013402407,0.00010774571,0.018214876],"genre_scores_gemma":[0.9433512,0.0004184468,0.04843239,0.00010145804,0.00007941191,0.00009959079,0.00006883916,0.000020021991,0.007428665],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998841,0.0005693816,0.000045614313,0.00016215259,0.0002579155,0.00012399399],"domain_scores_gemma":[0.9981951,0.0012151826,0.0001888869,0.00007374913,0.00017202612,0.00015511503],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022989344,0.0011080249,0.0012161059,0.0008894247,0.0006988351,0.0031525944,0.0015852011,0.0025246318,0.0039012493],"category_scores_gemma":[0.004541854,0.0006042298,0.0013503253,0.0012122049,0.0019245993,0.003595377,0.0010276639,0.002067376,0.00023312363],"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":[0.00004528959,0.000042541982,0.00044682302,0.000028990919,0.000027088718,0.00017789977,0.000055375724,0.88202953,0.0003105531,0.11339978,0.00032640365,0.0031097662],"study_design_scores_gemma":[0.000008292175,0.000010712753,0.00004519947,0.0000034698214,0.000004605459,0.000014669601,0.00001264331,0.97797686,0.00005109579,0.021646943,0.00021942699,0.0000060650073],"about_ca_topic_score_codex":0.0077006402,"about_ca_topic_score_gemma":0.00401148,"teacher_disagreement_score":0.0077006402,"about_ca_system_score_codex":0.0027008718,"about_ca_system_score_gemma":0.0013762881,"threshold_uncertainty_score":0.019596219},"labels":[],"label_agreement":null},{"id":"W2165373275","doi":"10.1111/j.1467-9965.2010.00424.x","title":"BILINEAR TERM STRUCTURE MODEL","year":2010,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Affine transformation; Affine term structure model; Yield curve; Econometrics; Term (time); Bilinear interpolation; Portfolio; Mathematics; Interest rate; Economics; Mathematical economics; Applied mathematics; Financial economics; Statistics; Finance; Pure mathematics","score_opus":0.02002865749098138,"score_gpt":0.2288614048815245,"score_spread":0.20883274739054314,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2165373275","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.032888338,0.0009954579,0.9303682,0.0009294515,0.0002851412,0.00010304876,0.002066359,0.0005060926,0.031857986],"genre_scores_gemma":[0.85449123,0.0019361057,0.06788891,0.00052867125,0.00046629674,0.0003439178,0.0028702433,0.00026208916,0.071212515],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990706,0.00023185836,0.000057624133,0.00023851533,0.00022341959,0.00017798401],"domain_scores_gemma":[0.9984805,0.0005920691,0.00026247336,0.00018787647,0.0003489312,0.00012813359],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011663379,0.00091580703,0.0012204365,0.0008869105,0.00061598886,0.0022346633,0.002220318,0.0018464852,0.015492261],"category_scores_gemma":[0.004356291,0.0004769003,0.0012144414,0.0013164349,0.00083125685,0.003107547,0.0015147288,0.0017214302,0.0037067386],"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":[0.0001209151,0.0000951269,0.0018835731,0.00014657527,0.00007507037,0.00034305538,0.00018042364,0.26719043,0.0019421831,0.6968993,0.0054708323,0.025652615],"study_design_scores_gemma":[0.00003177547,0.000054382293,0.00042665863,0.000014886474,0.000031070373,0.00019159171,0.00002813806,0.7454904,0.00032092043,0.2441673,0.0092136385,0.000029249552],"about_ca_topic_score_codex":0.0043640393,"about_ca_topic_score_gemma":0.0023694106,"teacher_disagreement_score":0.015492261,"about_ca_system_score_codex":0.0007818193,"about_ca_system_score_gemma":0.0012167953,"threshold_uncertainty_score":0.051826775},"labels":[],"label_agreement":null},{"id":"W2165435510","doi":"10.5555/2431518.2431966","title":"Simulation valuation of multiple exercise options","year":2011,"lang":"en","type":"article","venue":"Winter Simulation Conference","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Valuation (finance); Computer science; Estimator; Asian option; Polygon mesh; Valuation of options; Monte Carlo methods for option pricing; Swing; Mathematical optimization; Econometrics; Finance; Economics; Mathematics; Engineering; Statistics","score_opus":0.15939414930691623,"score_gpt":0.28069028151914743,"score_spread":0.1212961322122312,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2165435510","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2711954,0.00028176286,0.71479213,0.0005595065,0.00007171469,0.00009568486,0.00021719688,0.00019345195,0.012593195],"genre_scores_gemma":[0.94277686,0.00010752257,0.054797113,0.000035696066,0.000020234087,0.000093498864,0.0001263448,0.000024048197,0.0020187425],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990005,0.0006176079,0.00003735128,0.0000752315,0.0001878813,0.00008133573],"domain_scores_gemma":[0.9916255,0.0067414027,0.00039655875,0.00044937708,0.00055021176,0.00023701554],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002455148,0.00042270208,0.0006757859,0.0007183309,0.00031163177,0.0011770121,0.00085448154,0.0010830006,0.004261991],"category_scores_gemma":[0.011771417,0.00022718824,0.00066196424,0.0007969,0.00084340427,0.0013063436,0.00081901654,0.00083436014,0.00018919283],"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":[0.00007006425,0.00002453964,0.0011369947,0.000015936985,0.000015469564,0.00005618862,0.00003617939,0.95355475,0.0005716836,0.03855599,0.00015876254,0.005803414],"study_design_scores_gemma":[0.0000073417673,0.000010321491,0.00010504283,0.0000031537727,0.0000015086505,0.000007883788,0.000005725692,0.9917317,0.0001756677,0.007770891,0.00017750701,0.0000033039087],"about_ca_topic_score_codex":0.0028475325,"about_ca_topic_score_gemma":0.0015701528,"teacher_disagreement_score":0.004261991,"about_ca_system_score_codex":0.00082237105,"about_ca_system_score_gemma":0.00062385545,"threshold_uncertainty_score":0.014257789},"labels":[],"label_agreement":null},{"id":"W2165814436","doi":"10.1016/j.econmod.2012.12.003","title":"Upper and lower bounds for convex value functions of derivative contracts","year":2013,"lang":"en","type":"article","venue":"Economic Modelling","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":7,"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","funders":"Natural Sciences and Engineering Research Council of Canada; European Regional Development Fund; Consejería de Educación, Junta de Castilla y León","keywords":"Derivative (finance); Bellman equation; Upper and lower bounds; Value (mathematics); Dynamic programming; Regular polygon; Mathematical optimization; Convex optimization; Affine transformation; Mathematics; Piecewise; Piecewise linear function; Mathematical economics; Function (biology); Convex function; Computer science; Economics; Finance; Pure mathematics","score_opus":0.028362151094861572,"score_gpt":0.21036475208656294,"score_spread":0.18200260099170137,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2165814436","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.028781634,0.0049993056,0.94049144,0.0022798276,0.00016120479,0.000098363,0.00029091205,0.00020311995,0.022694223],"genre_scores_gemma":[0.7584733,0.012117032,0.19899437,0.0011498035,0.00125598,0.00075266144,0.0012904592,0.0010803933,0.024885995],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9899725,0.0048956545,0.00043753543,0.0010951094,0.0022461188,0.0013531756],"domain_scores_gemma":[0.8814873,0.102775514,0.00429805,0.0034404208,0.004837808,0.0031609023],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.018688556,0.0044183573,0.0039959108,0.0054271235,0.001804632,0.011348171,0.004405273,0.0044536027,0.0095233945],"category_scores_gemma":[0.09567232,0.0024957648,0.003170982,0.003912647,0.008119311,0.013033683,0.006371336,0.013055938,0.0012895562],"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":[0.00013261521,0.000102177495,0.00051542744,0.0002724042,0.00007080369,0.00010901765,0.00044565627,0.11478654,0.00093873614,0.8626245,0.0023817334,0.017620375],"study_design_scores_gemma":[0.000013956883,0.000030546507,0.00030181144,0.00015392661,0.000034182092,0.000060748345,0.00007349345,0.35788164,0.0006615407,0.6392918,0.0014590446,0.000037232912],"about_ca_topic_score_codex":0.0026603015,"about_ca_topic_score_gemma":0.0018105264,"teacher_disagreement_score":0.018688556,"about_ca_system_score_codex":0.0063769924,"about_ca_system_score_gemma":0.0030723668,"threshold_uncertainty_score":0.09883571},"labels":[],"label_agreement":null},{"id":"W2165913365","doi":"10.1109/hpcs.2005.38","title":"Parallel Algorithm for Pricing American Asian Options with Multi-Dimensional Assets","year":2005,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":37,"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 Manitoba","funders":"Natural Sciences and Engineering Research Council of Canada; University of Manitoba","keywords":"Binomial options pricing model; Trinomial tree; Computer science; Asian option; Computation; Binomial (polynomial); Monte Carlo methods for option pricing; Finite difference methods for option pricing; Algorithm; Valuation of options; Parallel algorithm; Parallel computing; Capital asset pricing model; Mathematics; Rational pricing; Econometrics","score_opus":0.025328554866540096,"score_gpt":0.24910861604801804,"score_spread":0.22378006118147795,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2165913365","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.018800234,0.00022875056,0.9761646,0.00018907765,0.00008155474,0.000045739947,0.000056130015,0.0007439569,0.0036900293],"genre_scores_gemma":[0.23041677,0.00038340528,0.7641658,0.00013893146,0.000076520846,0.00017225205,0.00026359104,0.00019607786,0.0041865557],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99946314,0.00014034836,0.000037853406,0.000063561725,0.00021363376,0.00008138714],"domain_scores_gemma":[0.99908984,0.00036821462,0.000061938765,0.00011409852,0.00029671015,0.000069277616],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010188139,0.0005537297,0.000817,0.0007025603,0.00085393054,0.00090046687,0.0010040341,0.00058810523,0.005079538],"category_scores_gemma":[0.002549918,0.0003218367,0.0006305718,0.0015937937,0.0004857011,0.0014315847,0.00090713124,0.0010281404,0.001280992],"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":[0.00041081847,0.00020082579,0.002534705,0.00014396913,0.000114402545,0.0002947336,0.00019487085,0.56911343,0.0058511966,0.078327686,0.008441748,0.3343716],"study_design_scores_gemma":[0.00005788589,0.00002022042,0.00015076732,0.0000043397195,0.00001092039,0.000062759085,0.000016367623,0.9770543,0.00088930316,0.019858679,0.0018675257,0.0000069893363],"about_ca_topic_score_codex":0.0067613106,"about_ca_topic_score_gemma":0.0075924024,"teacher_disagreement_score":0.0067613106,"about_ca_system_score_codex":0.0006748999,"about_ca_system_score_gemma":0.0015786632,"threshold_uncertainty_score":0.016992748},"labels":[],"label_agreement":null},{"id":"W2166337637","doi":"10.1016/j.spa.2010.01.004","title":"A general theory of finite state Backward Stochastic Difference Equations","year":2010,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Mathematics; Uniqueness; Stochastic differential equation; Nonlinear system; Applied mathematics; State (computer science); Analogy; Representation (politics); Set (abstract data type); Representation theorem; Differential equation; Mathematical analysis; Discrete mathematics","score_opus":0.020704825423580164,"score_gpt":0.22193285376108945,"score_spread":0.2012280283375093,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2166337637","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.003921592,0.002110467,0.9805927,0.000979792,0.00032992772,0.000027560825,0.00023690598,0.00008996389,0.011711034],"genre_scores_gemma":[0.52043396,0.014767199,0.37631276,0.00225589,0.0027729326,0.00057799305,0.0015613313,0.00034746138,0.080970526],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993381,0.00021879816,0.00004494954,0.00013666145,0.0002029679,0.00005846066],"domain_scores_gemma":[0.9988398,0.0006641401,0.000106546184,0.00009168858,0.00023941592,0.000058321166],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001637086,0.001166258,0.001381558,0.0011793403,0.00067247485,0.0029192027,0.0017644722,0.00242576,0.006581561],"category_scores_gemma":[0.0042338427,0.00061506015,0.0017009596,0.0017606239,0.0021369816,0.003423457,0.001419618,0.0031164996,0.001448003],"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":[0.0000024660364,0.000005788599,0.000048983795,0.00002555497,0.000008014608,0.000020184225,0.000029219142,0.010326502,0.00019492391,0.98559535,0.0007297284,0.0030132316],"study_design_scores_gemma":[0.000007688355,0.000007893621,0.00007394077,0.000022820897,0.000010119616,0.000046672874,0.000011885437,0.10741096,0.00010048897,0.88627875,0.006016538,0.000012236483],"about_ca_topic_score_codex":0.0030113054,"about_ca_topic_score_gemma":0.0018225386,"teacher_disagreement_score":0.006581561,"about_ca_system_score_codex":0.0014745375,"about_ca_system_score_gemma":0.0020748402,"threshold_uncertainty_score":0.022017539},"labels":[],"label_agreement":null},{"id":"W2166978937","doi":"10.1023/a:1020823700228","title":"Convergence of numerical methods for valuing path-dependent options using interpolation","year":2002,"lang":"en","type":"article","venue":"Review of Derivatives Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":78,"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":"Convergence (economics); Interpolation (computer graphics); Variable (mathematics); Hull; Mathematics; Applied mathematics; State space; Mathematical optimization; Path (computing); Algorithm; Computer science; Statistics; Economics; Mathematical analysis; Engineering; Telecommunications","score_opus":0.2974773032111147,"score_gpt":0.46803787557837534,"score_spread":0.17056057236726063,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2166978937","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0077308267,0.0009751919,0.9882355,0.00021658698,0.000119223936,0.00004509979,0.000026083291,0.00009432478,0.002557194],"genre_scores_gemma":[0.25939918,0.0030625486,0.72783107,0.00021292246,0.00023519936,0.00034826805,0.00022485189,0.0003828668,0.008303129],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99855953,0.00085671456,0.000089507375,0.00011125996,0.00032093897,0.00006206532],"domain_scores_gemma":[0.98785037,0.009335205,0.00037274498,0.00072541455,0.0015056094,0.00021073331],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0077667655,0.0010363375,0.0014869091,0.0022224372,0.0007964434,0.0020837232,0.001590598,0.002230903,0.0028088908],"category_scores_gemma":[0.027355839,0.0006344344,0.0016230921,0.0014229307,0.0027962534,0.002372095,0.0030013125,0.0038050944,0.00055932294],"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":[0.00022010438,0.00011292925,0.0012781528,0.0003736735,0.00009080345,0.00009823063,0.00028286525,0.64377385,0.0034354692,0.26989672,0.0012020402,0.07923521],"study_design_scores_gemma":[0.000010220609,0.000016074584,0.00007649282,0.00003400504,0.000005501335,0.000017675871,0.0000106713305,0.9659277,0.00040145204,0.032641035,0.0008496855,0.00000940635],"about_ca_topic_score_codex":0.0036456266,"about_ca_topic_score_gemma":0.0024131322,"teacher_disagreement_score":0.0077667655,"about_ca_system_score_codex":0.001200524,"about_ca_system_score_gemma":0.001288028,"threshold_uncertainty_score":0.04107511},"labels":[],"label_agreement":null},{"id":"W2167179378","doi":"10.1109/acssc.1993.342606","title":"A jump process filter","year":2002,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Process (computing); Filter (signal processing); Measure (data warehouse); Jump; SIGNAL (programming language); Computer science; Artificial intelligence; Algorithm; Data mining; Computer vision; Physics; Programming language","score_opus":0.045812516220189295,"score_gpt":0.21864453190308947,"score_spread":0.1728320156829002,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2167179378","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.004969745,0.0003028596,0.9897196,0.00037789604,0.0003522086,0.00003706429,0.0001349248,0.00056026527,0.0035453325],"genre_scores_gemma":[0.33512965,0.0012672733,0.6017322,0.0012539182,0.0009899809,0.00021695641,0.000934439,0.00032078024,0.058154754],"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999199,0.00012705477,0.000031404536,0.00030382274,0.00026601958,0.000072778435],"domain_scores_gemma":[0.9992588,0.0003377748,0.000043669363,0.00014307017,0.00017915746,0.00003745712],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010350262,0.00060372805,0.0009593725,0.00067962625,0.00050818553,0.0018213592,0.0007806222,0.0023027633,0.008790158],"category_scores_gemma":[0.0029475861,0.0003317777,0.0009941851,0.0008931881,0.0005759584,0.0017869506,0.00084805815,0.0016666586,0.002956439],"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":[0.00070617,0.0002565733,0.0016205674,0.0003016597,0.00033393968,0.00024770276,0.00016993721,0.10289579,0.054445367,0.19191861,0.016893957,0.6302098],"study_design_scores_gemma":[0.000087922774,0.00018272205,0.0013058172,0.000035773315,0.00011852749,0.00021659747,0.000020522755,0.92787695,0.012959486,0.032017324,0.02512966,0.000048734684],"about_ca_topic_score_codex":0.0028214965,"about_ca_topic_score_gemma":0.0022484697,"teacher_disagreement_score":0.008790158,"about_ca_system_score_codex":0.0007216536,"about_ca_system_score_gemma":0.0008748969,"threshold_uncertainty_score":0.029406011},"labels":[],"label_agreement":null},{"id":"W2167464952","doi":"10.1016/j.spa.2014.06.005","title":"New families of subordinators with explicit transition probability semigroup","year":2014,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":25,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"Natural Sciences and Engineering Research Council of Canada; Narodowym Centrum Nauki","keywords":"Mathematics; Laplace transform; Semigroup; Probability measure; Pure mathematics; Subordinator; Statistical physics; Coalescence (physics); Probability theory; Lévy process; Discrete mathematics; Mathematical analysis; Applied mathematics; Statistics","score_opus":0.010955628106966661,"score_gpt":0.18749801043267933,"score_spread":0.17654238232571268,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2167464952","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09650734,0.0014533155,0.8819745,0.0006622938,0.00039826691,0.00008501802,0.00015680918,0.00029272886,0.018469688],"genre_scores_gemma":[0.80942076,0.0019678574,0.14646839,0.0005883064,0.0008881577,0.00041911908,0.0003347547,0.0004604778,0.039452143],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985368,0.0006201232,0.000109302026,0.0002484906,0.00033354686,0.0001517423],"domain_scores_gemma":[0.9930801,0.0040026195,0.0007381819,0.00047581358,0.0009164416,0.000786974],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002904526,0.0011935368,0.0011772078,0.002101086,0.0011532228,0.0028841689,0.0015088408,0.0016742247,0.004580117],"category_scores_gemma":[0.011225058,0.00081066106,0.0016968377,0.0009106715,0.0023082746,0.0037634252,0.002297305,0.0022091076,0.0008021883],"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":[0.000034821765,0.000035903387,0.00021149764,0.000044453016,0.00001694748,0.0002297165,0.00026317846,0.0037739149,0.0012781926,0.9890884,0.0006955665,0.0043273536],"study_design_scores_gemma":[0.000035621575,0.000048656893,0.00025283228,0.000022574231,0.000019867864,0.00043863893,0.00007870312,0.13589169,0.0007655662,0.8589326,0.0034817117,0.00003157441],"about_ca_topic_score_codex":0.00035967713,"about_ca_topic_score_gemma":0.00031162554,"teacher_disagreement_score":0.004580117,"about_ca_system_score_codex":0.0009379239,"about_ca_system_score_gemma":0.0009455168,"threshold_uncertainty_score":0.015360773},"labels":[],"label_agreement":null},{"id":"W2168573415","doi":"10.1287/moor.1040.0113","title":"Explicit Solution of a Stochastic, Irreversible Investment Problem and Its Moving Threshold","year":2005,"lang":"en","type":"article","venue":"Mathematics of Operations Research","topic":"Stochastic processes and financial applications","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":"University of British Columbia","funders":"","keywords":"Optimal stopping; Mathematics; Mathematical optimization; Variational inequality; Profit (economics); Investment (military); Optimal control; Stochastic control; Obstacle problem; Shadow price; Monotone polygon; Boundary (topology); Bellman equation; Free boundary problem; Obstacle; Mathematical economics; Singular control; Economics; Microeconomics","score_opus":0.11381685190411865,"score_gpt":0.32109494761778185,"score_spread":0.20727809571366318,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2168573415","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.29943907,0.0017439183,0.63027716,0.005159092,0.00026021042,0.000063865235,0.00026346682,0.00020885558,0.06258431],"genre_scores_gemma":[0.95691556,0.0004614831,0.023722414,0.0001806465,0.00007781536,0.000071987895,0.000101783866,0.000057092962,0.018411135],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995833,0.000119967815,0.000023373845,0.000085901476,0.00009414029,0.00009333165],"domain_scores_gemma":[0.9989397,0.00057736743,0.00017016566,0.000047468064,0.00011321724,0.00015208941],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009068876,0.0005705362,0.00095035054,0.0007050836,0.00048592317,0.0018296866,0.0010539894,0.0020260024,0.0032391977],"category_scores_gemma":[0.0036609264,0.00052442687,0.0007664648,0.00047662834,0.0021440755,0.0014193996,0.0014171245,0.0012956026,0.00021946339],"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":[0.000046280304,0.00005051606,0.00050984643,0.00007002534,0.000027329972,0.0002853966,0.00009748497,0.34842047,0.0018406908,0.64370996,0.0009871884,0.0039548],"study_design_scores_gemma":[0.000019026571,0.00002309765,0.00019524798,0.000016776547,0.0000094202005,0.000035559027,0.000038068003,0.834487,0.000342524,0.1639415,0.0008787583,0.0000130304725],"about_ca_topic_score_codex":0.004447341,"about_ca_topic_score_gemma":0.0024249637,"teacher_disagreement_score":0.004447341,"about_ca_system_score_codex":0.0018253347,"about_ca_system_score_gemma":0.0017578537,"threshold_uncertainty_score":0.013243794},"labels":[],"label_agreement":null},{"id":"W2170257062","doi":"10.1007/bfb0043778","title":"The adjoint process in stochastic optimal control","year":2006,"lang":"en","type":"book-chapter","venue":"Lecture notes in control and information sciences","topic":"Stochastic processes and financial applications","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":"Continuous-time stochastic process; Mathematics; Stochastic control; Stochastic process; Diffusion process; Applied mathematics; Stochastic calculus; Adjoint equation; Process (computing); Stochastic differential equation; Quantum stochastic calculus; Mathematical optimization; Optimal control; Mathematical analysis; Computer science; Stochastic partial differential equation; Physics; Statistics; Innovation diffusion; Partial differential equation","score_opus":0.011863299010627201,"score_gpt":0.21544738331667498,"score_spread":0.2035840843060478,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2170257062","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.01613394,0.021028021,0.9089765,0.005483552,0.0025649813,0.000027222908,0.0001180857,0.00013927148,0.045528367],"genre_scores_gemma":[0.76888055,0.017900411,0.14487104,0.0018504835,0.0066963565,0.00018068751,0.00027876924,0.00032280898,0.05901898],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99934775,0.00033590465,0.000033886492,0.00009900606,0.00014466436,0.000038866543],"domain_scores_gemma":[0.99858177,0.0010039078,0.0000901304,0.0000778695,0.00016091125,0.00008537705],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018192295,0.0008976417,0.0012935053,0.0009840769,0.00051415665,0.0026815403,0.00085748103,0.0025792734,0.0038305486],"category_scores_gemma":[0.0040304945,0.0006074023,0.0008872194,0.0015239496,0.0037164101,0.003336157,0.0013346882,0.0031619542,0.00048386614],"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":[0.0000066118996,0.000007392135,0.000040892584,0.000030120656,0.000007829587,0.000019868405,0.000029589106,0.00919699,0.00013579392,0.98551106,0.0011210623,0.0038928061],"study_design_scores_gemma":[0.000005558626,0.000005475277,0.00003316978,0.000010302552,0.0000039046167,0.000014643954,0.000007791162,0.045090433,0.000046142155,0.9525748,0.0022017818,0.0000060494867],"about_ca_topic_score_codex":0.0014139485,"about_ca_topic_score_gemma":0.00081718457,"teacher_disagreement_score":0.0038305486,"about_ca_system_score_codex":0.0010401793,"about_ca_system_score_gemma":0.0008833345,"threshold_uncertainty_score":0.012814462},"labels":[],"label_agreement":null},{"id":"W2170744200","doi":"10.1111/j.1936-4490.2001.tb00255.x","title":"A Binomial Option Pricing Model under Stochastic Volatility and Jump","year":2001,"lang":"en","type":"article","venue":"Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l Administration","topic":"Stochastic processes and financial applications","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":"Jump diffusion; Stochastic volatility; Jump; Mathematics; Volatility (finance); Valuation of options; Valuation (finance); Econometrics; Economics; Mathematical economics; Physics","score_opus":0.13597231880385885,"score_gpt":0.3014226915513516,"score_spread":0.16545037274749275,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2170744200","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.50945765,0.0006992374,0.46824294,0.0014019485,0.00020274043,0.0001433935,0.00038554322,0.00036075685,0.019105844],"genre_scores_gemma":[0.9831029,0.00026818528,0.009606095,0.00006353347,0.000040387375,0.000073211435,0.00009800576,0.00001829265,0.006729391],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990459,0.00034925604,0.000044394914,0.00014233576,0.0002485784,0.0001694498],"domain_scores_gemma":[0.9982191,0.0011883338,0.00021225345,0.000051514766,0.00018192419,0.00014676491],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024261638,0.00063617754,0.0013490249,0.000981083,0.0005958967,0.0025466513,0.001651257,0.0024420726,0.0047498792],"category_scores_gemma":[0.0050054467,0.00057994545,0.00097417197,0.0010752457,0.0011150722,0.0027007665,0.0009918134,0.0016151967,0.00046229415],"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":[0.00015035525,0.00012661991,0.0035470563,0.000070689726,0.00004723199,0.0012250078,0.00022262536,0.81480956,0.0032923177,0.17000954,0.00051056745,0.0059884815],"study_design_scores_gemma":[0.000019379988,0.000021488793,0.00019675992,0.000004783234,0.000008639695,0.000051103703,0.000013727169,0.98778826,0.00013165754,0.0116134975,0.00013894698,0.00001171561],"about_ca_topic_score_codex":0.0065831887,"about_ca_topic_score_gemma":0.0021358745,"teacher_disagreement_score":0.0065831887,"about_ca_system_score_codex":0.0012000313,"about_ca_system_score_gemma":0.00085027155,"threshold_uncertainty_score":0.015889883},"labels":[],"label_agreement":null},{"id":"W2170857480","doi":"10.1109/tnn.2006.883005","title":"Model Risk for European-Style Stock Index Options","year":2007,"lang":"en","type":"article","venue":"IEEE Transactions on Neural Networks","topic":"Stochastic processes and financial applications","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":"Simon Fraser University","funders":"","keywords":"Valuation of options; Nonparametric statistics; Black–Scholes model; Econometrics; Stochastic volatility; Artificial neural network; Computer science; Parametric statistics; Volatility (finance); Implied volatility; Mathematical optimization; Economics; Mathematics; Artificial intelligence; Statistics","score_opus":0.03438829206074718,"score_gpt":0.23936557050658439,"score_spread":0.2049772784458372,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2170857480","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1293017,0.0030229967,0.8434576,0.0038791143,0.00017985728,0.00008311057,0.00068929116,0.0003123706,0.01907405],"genre_scores_gemma":[0.93602425,0.0015584877,0.03331077,0.00032366902,0.00018779785,0.0002559061,0.00059587567,0.00011276121,0.027630435],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990895,0.0004483004,0.00004181842,0.00016730017,0.00017513972,0.000077876335],"domain_scores_gemma":[0.9982198,0.0011634348,0.00025295294,0.00009139968,0.00017206171,0.000100275174],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026451766,0.0014483022,0.0012545269,0.0008681274,0.00040134462,0.0021575892,0.0018073079,0.0025067232,0.004263529],"category_scores_gemma":[0.008506419,0.00048347126,0.00095327786,0.0007397735,0.0012965822,0.0031525928,0.0014061374,0.0021075746,0.0005248006],"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":[0.0000520382,0.000045179633,0.0009914305,0.00006137759,0.00005235509,0.00011146346,0.000117388176,0.70795995,0.00050378795,0.28342655,0.0011051239,0.0055733756],"study_design_scores_gemma":[0.00000725838,0.000011916468,0.00015637954,0.000007552366,0.0000052096043,0.000021073742,0.0000099480485,0.9144124,0.0000461734,0.08491484,0.00039885548,0.00000833247],"about_ca_topic_score_codex":0.0058284663,"about_ca_topic_score_gemma":0.0044502574,"teacher_disagreement_score":0.0058284663,"about_ca_system_score_codex":0.0014810496,"about_ca_system_score_gemma":0.0008547369,"threshold_uncertainty_score":0.014262915},"labels":[],"label_agreement":null},{"id":"W2171822145","doi":"10.7202/602096ar","title":"Demande de portefeuille et politique de couverture de risque sous information incomplète","year":2009,"lang":"fr","type":"article","venue":"L Actualité économique","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"","keywords":"Humanities; Political science; Mathematics; Philosophy","score_opus":0.02017845750899682,"score_gpt":0.2374267315820243,"score_spread":0.21724827407302746,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2171822145","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13073704,0.0020750754,0.8361654,0.0066343355,0.000107830376,0.00008973534,0.0010518468,0.00023587319,0.02290294],"genre_scores_gemma":[0.87008935,0.0027820559,0.09757419,0.0007900881,0.00033430802,0.00035200993,0.0010944345,0.00017802455,0.026805619],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.996932,0.0010371053,0.00015960913,0.0007710752,0.0007357833,0.00036439204],"domain_scores_gemma":[0.97389185,0.020848742,0.0023981289,0.0010338583,0.0013110683,0.00051635737],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0061371787,0.001144039,0.0024293282,0.0012583032,0.000701755,0.0042150896,0.0019371612,0.0033768353,0.00771776],"category_scores_gemma":[0.034317177,0.0012014529,0.0018573232,0.0012384328,0.0025489624,0.0072469385,0.0019639165,0.004732713,0.00077786023],"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":[0.00016016942,0.00007066605,0.002062604,0.00033811384,0.00009406163,0.00026108182,0.00036651295,0.2097309,0.0025824152,0.76464003,0.0020039345,0.017689627],"study_design_scores_gemma":[0.000057799472,0.00015645211,0.0022173447,0.00012938575,0.00004012329,0.00014717417,0.000104634775,0.4416017,0.00153603,0.5486203,0.0053153383,0.000073718395],"about_ca_topic_score_codex":0.005084956,"about_ca_topic_score_gemma":0.0027918413,"teacher_disagreement_score":0.00771776,"about_ca_system_score_codex":0.003201867,"about_ca_system_score_gemma":0.0019967915,"threshold_uncertainty_score":0.032456875},"labels":[],"label_agreement":null},{"id":"W2171916535","doi":"10.1007/s11579-011-0051-4","title":"Taylor series approximations to expected utility and optimal portfolio choice","year":2011,"lang":"en","type":"article","venue":"Mathematics and Financial Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":48,"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":"Portfolio; Taylor series; Mathematical finance; Series (stratigraphy); Transformation (genetics); Asset (computer security); Expected utility hypothesis; Simple (philosophy); Portfolio optimization; Nonlinear system; Mathematical optimization; Capital asset pricing model; Mathematical economics; Mathematics; Computer science; Econometrics; Economics; Financial economics","score_opus":0.041403077709415925,"score_gpt":0.21198505129426043,"score_spread":0.1705819735848445,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2171916535","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04549819,0.00615713,0.92279756,0.0048463005,0.0006580467,0.000044660945,0.00020140452,0.00022474877,0.019571915],"genre_scores_gemma":[0.80104345,0.009547402,0.12582009,0.00063986453,0.0015332135,0.00025145957,0.00050968106,0.00046732932,0.060187545],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99854916,0.00084520364,0.00006048159,0.00011256599,0.00033880104,0.00009381627],"domain_scores_gemma":[0.98574835,0.011664382,0.00073707453,0.00050481973,0.0010070849,0.00033831882],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0050113234,0.00111178,0.0019411894,0.0017670828,0.0005249833,0.002796574,0.0019133551,0.0026777198,0.006186892],"category_scores_gemma":[0.038418856,0.0010429914,0.0011687692,0.0018882467,0.0023478465,0.0057794354,0.0013737816,0.0035714963,0.00080671255],"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":[0.000032071846,0.000037633246,0.00037911898,0.00008968545,0.000030800747,0.00009013199,0.00009673477,0.19762531,0.00020580502,0.7906702,0.0027192507,0.008023271],"study_design_scores_gemma":[0.00001080097,0.00000656831,0.00012088007,0.000022226006,0.000007891585,0.00002342194,0.000015568592,0.5988326,0.00007527973,0.3998384,0.0010378334,0.000008565564],"about_ca_topic_score_codex":0.0053837253,"about_ca_topic_score_gemma":0.0031267963,"teacher_disagreement_score":0.006186892,"about_ca_system_score_codex":0.0025676908,"about_ca_system_score_gemma":0.0015023614,"threshold_uncertainty_score":0.026502728},"labels":[],"label_agreement":null},{"id":"W2174079044","doi":"10.1007/978-3-319-12307-3_17","title":"Time Series Analysis and Calibration to Option Data: A Study of Various Asset Pricing Models","year":2015,"lang":"en","type":"book-chapter","venue":"Springer proceedings in mathematics & statistics","topic":"Stochastic processes and financial applications","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; Wilfrid Laurier University","funders":"","keywords":"Valuation of options; Econometrics; Bessel function; Mathematics; Stochastic volatility; Implied volatility; Affine transformation; Volatility (finance); Bessel process; Volatility smile; Applied mathematics; Mathematical analysis; Orthogonal polynomials; Pure mathematics","score_opus":0.06441408823222432,"score_gpt":0.26570165524486244,"score_spread":0.2012875670126381,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2174079044","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.033905517,0.010319913,0.94581133,0.0031533912,0.00023469784,0.000041523974,0.00015771827,0.000370186,0.0060056983],"genre_scores_gemma":[0.68464285,0.0317908,0.2654585,0.0009820621,0.0021622186,0.00024402064,0.00077367807,0.0009988119,0.012947003],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9969279,0.001879145,0.00017474381,0.00042677062,0.00048303584,0.000108462315],"domain_scores_gemma":[0.9380778,0.054248907,0.0024098791,0.0032112144,0.0016176994,0.00043453072],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.011704857,0.0016263941,0.0021933685,0.0029657814,0.0007172597,0.004603321,0.003674743,0.004078388,0.003299909],"category_scores_gemma":[0.08515397,0.0015537536,0.0028576478,0.005358173,0.002935947,0.008022411,0.0021126864,0.0064472225,0.0004849013],"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":[0.000026791742,0.000068925736,0.0020958418,0.00021422228,0.0001652982,0.00018571742,0.00031011231,0.16098744,0.00056143664,0.78199923,0.0024711909,0.050913837],"study_design_scores_gemma":[0.00000998329,0.000020442596,0.0009246353,0.000093007075,0.000037203587,0.00015463431,0.00004760223,0.55030304,0.0003046214,0.4465562,0.0015132834,0.000035360466],"about_ca_topic_score_codex":0.0030558216,"about_ca_topic_score_gemma":0.0013620348,"teacher_disagreement_score":0.011704857,"about_ca_system_score_codex":0.0016985347,"about_ca_system_score_gemma":0.0016011783,"threshold_uncertainty_score":0.061901987},"labels":[],"label_agreement":null},{"id":"W2174079712","doi":"10.2139/ssrn.2693568","title":"Tractable Term Structure Models: A New Approach","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Bank of Canada","funders":"","keywords":"Term (time); Computer science; Physics","score_opus":0.040438451633509336,"score_gpt":0.2248589181385599,"score_spread":0.18442046650505056,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2174079712","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.002361503,0.0007477083,0.99095106,0.00077849417,0.0000826243,0.000017323817,0.00013962046,0.00010292718,0.004818624],"genre_scores_gemma":[0.4651011,0.008136541,0.46763033,0.0015840282,0.0035147255,0.00059756316,0.0013295647,0.0009009133,0.05120519],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989623,0.00043340537,0.000052145537,0.00019930988,0.00026678597,0.000086117885],"domain_scores_gemma":[0.99402845,0.004335237,0.0005592817,0.0005301244,0.00032628386,0.00022056383],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001988195,0.0015667329,0.0024316378,0.0016577083,0.0008033373,0.003254401,0.003560607,0.0032118752,0.0071292613],"category_scores_gemma":[0.012406001,0.0011474442,0.0018901755,0.0018945164,0.0014727905,0.0054177213,0.0025585748,0.0053860205,0.0017517271],"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":[0.000020757101,0.000039626488,0.0001996984,0.00006676077,0.00006114738,0.00011771895,0.00009053395,0.1369069,0.00042801624,0.8452652,0.0040240055,0.012779711],"study_design_scores_gemma":[0.000012706242,0.000009970219,0.00005047631,0.000012864837,0.00002128979,0.000034787307,0.000010875824,0.43515834,0.000049729875,0.5615847,0.0030412367,0.000012996427],"about_ca_topic_score_codex":0.003254005,"about_ca_topic_score_gemma":0.003200683,"teacher_disagreement_score":0.0071292613,"about_ca_system_score_codex":0.0013827862,"about_ca_system_score_gemma":0.0015004626,"threshold_uncertainty_score":0.023849726},"labels":[],"label_agreement":null},{"id":"W2177625494","doi":"10.5539/ijef.v7n12p70","title":"Valuation of Quanto Floating Range Notes under the Cross-Currency LIBOR Market Model","year":2015,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Stochastic processes and financial applications","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":"Libor; Valuation (finance); LIBOR market model; Currency; Interest rate; Econometrics; Foreign exchange market; Economics; Exchange rate; Computer science; Financial economics; Monetary economics; Finance","score_opus":0.0995670317784437,"score_gpt":0.3014248270129877,"score_spread":0.20185779523454397,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2177625494","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2661701,0.0010106846,0.7033339,0.0010697546,0.00016474517,0.0000556265,0.00016168864,0.00017251764,0.027861033],"genre_scores_gemma":[0.96511245,0.0005481882,0.02622581,0.00009593311,0.00009407113,0.000037115253,0.00007280569,0.000035089717,0.0077784816],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99940073,0.00024692365,0.000036508383,0.00007313123,0.00017570396,0.00006707918],"domain_scores_gemma":[0.9982805,0.00081315497,0.00031065705,0.00020539091,0.00025047938,0.0001398002],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021289862,0.00058675057,0.00061061734,0.0007953653,0.00038867348,0.0025082533,0.0013001553,0.0014086693,0.005085274],"category_scores_gemma":[0.006411235,0.00030789126,0.00080320146,0.000599952,0.0014744293,0.0064643137,0.0013872809,0.0013990878,0.0003807603],"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":[0.000052802534,0.000028706896,0.0010907201,0.000038751226,0.00002527906,0.00033167243,0.00010633883,0.101473436,0.0013259726,0.8859999,0.00060736784,0.008919096],"study_design_scores_gemma":[0.000018344626,0.00003985208,0.00046040537,0.000017886892,0.000010635164,0.00018676664,0.00007372227,0.7944619,0.0005445074,0.20308994,0.001061452,0.00003457492],"about_ca_topic_score_codex":0.0011162828,"about_ca_topic_score_gemma":0.00040232198,"teacher_disagreement_score":0.005085274,"about_ca_system_score_codex":0.00089855597,"about_ca_system_score_gemma":0.0005583815,"threshold_uncertainty_score":0.01701188},"labels":[],"label_agreement":null},{"id":"W2179187745","doi":"10.19030/iber.v3i10.3729","title":"Market Expectations And Probability Distributions Implicit In Option Prices","year":2011,"lang":"en","type":"article","venue":"International Business & Economics Research Journal (IBER)","topic":"Stochastic processes and financial applications","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":"Kurtosis; Skewness; Econometrics; Futures contract; Economics; Index (typography); Probability distribution; Financial economics; Focus (optics); Mathematics; Statistics; Computer science","score_opus":0.09199431896529055,"score_gpt":0.31046049787139307,"score_spread":0.21846617890610254,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2179187745","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4238637,0.00071618665,0.5608667,0.002187668,0.000065646906,0.00005061115,0.00054921204,0.00027009984,0.011430177],"genre_scores_gemma":[0.98038006,0.0004652822,0.017522506,0.000083055354,0.000097772994,0.000048385362,0.00027654006,0.00004493629,0.0010815412],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9984653,0.0005760265,0.00012256407,0.00020374321,0.00052805856,0.00010440301],"domain_scores_gemma":[0.9739067,0.02014389,0.003037424,0.0011030866,0.0014837935,0.00032518303],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0044444534,0.00041751735,0.00049714715,0.0015976316,0.00041056157,0.0031363023,0.0010359742,0.0012474504,0.00342166],"category_scores_gemma":[0.06294673,0.0005559566,0.0005104172,0.0012488206,0.0018198496,0.008239097,0.00065349473,0.0017300046,0.0006559307],"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":[0.00017806455,0.00008894245,0.019028453,0.00014071389,0.000109298664,0.00061214424,0.0011001449,0.1264491,0.004350056,0.8074952,0.00087048183,0.0395774],"study_design_scores_gemma":[0.000027748007,0.000043411786,0.011645162,0.000045560897,0.000014880241,0.00022880538,0.00019529389,0.31457147,0.0010337784,0.67118853,0.00093790796,0.00006740197],"about_ca_topic_score_codex":0.0013855645,"about_ca_topic_score_gemma":0.0009193066,"teacher_disagreement_score":0.0044444534,"about_ca_system_score_codex":0.0008167996,"about_ca_system_score_gemma":0.0004383422,"threshold_uncertainty_score":0.023504794},"labels":[],"label_agreement":null},{"id":"W2181123679","doi":"10.1016/j.automatica.2015.10.011","title":"Leader–follower stochastic differential game with asymmetric information and applications","year":2015,"lang":"en","type":"article","venue":"Automatica","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":125,"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":"Program for New Century Excellent Talents in University; Fundo para o Desenvolvimento das Ciências e da Tecnologia; China Postdoctoral Science Foundation; National Natural Science Foundation of China; Canada Research Chairs","keywords":"Stackelberg competition; Differential game; Mathematical economics; Complete information; Stochastic differential equation; Computer science; Newsvendor model; Extensive-form game; Stochastic game; Bayesian game; Mathematical optimization; Mathematics; Representation (politics); Repeated game; Game theory; Applied mathematics; Supply chain","score_opus":0.019461224182486053,"score_gpt":0.20738375755418026,"score_spread":0.1879225333716942,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2181123679","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.119454026,0.0023784689,0.84816885,0.0033194371,0.00036669182,0.000090530135,0.00032376588,0.00012607918,0.025772205],"genre_scores_gemma":[0.9469569,0.0019466559,0.029539159,0.00041402687,0.00043776623,0.00014750156,0.00018232991,0.00004366617,0.020331942],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9983525,0.00079717167,0.00007609143,0.0002658244,0.00033167168,0.00017674553],"domain_scores_gemma":[0.99155104,0.0061295456,0.0008559425,0.00021394715,0.00078399014,0.000465523],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002934303,0.0010328955,0.002258595,0.001046626,0.00086273596,0.0021361734,0.0019132657,0.0032508546,0.003388345],"category_scores_gemma":[0.011221682,0.00059539254,0.0010324661,0.0014920144,0.0019634985,0.0026297874,0.0016552978,0.0020095606,0.0003492406],"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":[0.00012971413,0.00012074185,0.00074088166,0.00014555028,0.00008154476,0.0004936838,0.0001880502,0.22179498,0.0013604201,0.7622724,0.0029544625,0.00971747],"study_design_scores_gemma":[0.00004165397,0.000033944496,0.00020921664,0.000010256544,0.000020905258,0.00011333894,0.000037538783,0.7379117,0.00013725854,0.26055816,0.000898779,0.000027178734],"about_ca_topic_score_codex":0.0028442251,"about_ca_topic_score_gemma":0.0014503587,"teacher_disagreement_score":0.003388345,"about_ca_system_score_codex":0.0013922282,"about_ca_system_score_gemma":0.001391003,"threshold_uncertainty_score":0.015518308},"labels":[],"label_agreement":null},{"id":"W2181205465","doi":"10.1007/978-3-319-03859-9_32","title":"A Novel Architecture for Financial Investment Services on a Private Cloud","year":2013,"lang":"en","type":"book-chapter","venue":"Lecture notes in computer science","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Software as a service; Cloud computing; Computer science; Finance; Architecture; Derivative (finance); Financial modeling; Service provider; Service (business); Software; Business; Operating system; Software development; Marketing","score_opus":0.022329849290885787,"score_gpt":0.21805562528978734,"score_spread":0.19572577599890156,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2181205465","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16390464,0.0016577102,0.7663092,0.003147076,0.0013419796,0.000717655,0.00066908944,0.025546096,0.036706652],"genre_scores_gemma":[0.72680736,0.0007141331,0.2351346,0.0012645045,0.00036695166,0.00025178175,0.0008361959,0.00074866985,0.033875834],"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99928826,0.00009817383,0.00005382463,0.0001307363,0.00021128617,0.00021767463],"domain_scores_gemma":[0.9993011,0.00008391956,0.00003942356,0.00022678777,0.00019819982,0.00015055128],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007003426,0.00053216616,0.00064366014,0.00066685735,0.0011184653,0.0030252812,0.0026180844,0.001202752,0.009568487],"category_scores_gemma":[0.0012174874,0.0005138247,0.00055884203,0.0010392735,0.0006128366,0.0035520482,0.0028363531,0.0014092088,0.002577738],"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":[0.0025778841,0.0013836442,0.008781403,0.0006048958,0.00042000547,0.0016909643,0.0009534733,0.06282702,0.11018478,0.19780073,0.16781059,0.44496462],"study_design_scores_gemma":[0.00022221032,0.00036265998,0.001929634,0.00007036844,0.00021832925,0.0006797735,0.00022927015,0.8148914,0.036999915,0.04833086,0.09593425,0.00013130717],"about_ca_topic_score_codex":0.005316165,"about_ca_topic_score_gemma":0.007094772,"teacher_disagreement_score":0.009568487,"about_ca_system_score_codex":0.0017379855,"about_ca_system_score_gemma":0.0019307194,"threshold_uncertainty_score":0.03200978},"labels":[],"label_agreement":null},{"id":"W2181269133","doi":"","title":"Option Pricing Model With Continuous Dividends","year":2015,"lang":"en","type":"article","venue":"Advances in natural science/Advances in natural sciences","topic":"Stochastic processes and financial applications","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":"Dividend; Martingale (probability theory); Jump diffusion; Jump; Risk-neutral measure; Economics; Econometrics; Mathematical economics; Local martingale; Mathematics; Financial economics; Applied mathematics; Finance; Physics","score_opus":0.02027255919749196,"score_gpt":0.28220924045008855,"score_spread":0.2619366812525966,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2181269133","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18760592,0.0052803615,0.763855,0.0044399714,0.0005539471,0.000104810606,0.0006719266,0.00030806963,0.03718001],"genre_scores_gemma":[0.95179033,0.0015382415,0.016679963,0.0001685997,0.00030625984,0.00012702929,0.00028740257,0.000034418994,0.029067798],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989435,0.00043168757,0.000044630196,0.0002061264,0.00022682556,0.0001471538],"domain_scores_gemma":[0.99914885,0.0004057635,0.00010571969,0.000052446114,0.00014646671,0.00014072031],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015233663,0.0010186349,0.0017390944,0.000782303,0.0006769919,0.0026076958,0.0021795523,0.003104088,0.005342265],"category_scores_gemma":[0.0030435694,0.0004705155,0.0010056194,0.0011447977,0.001361942,0.0029590786,0.001103722,0.0019724465,0.00060168136],"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":[0.0001072323,0.000092861046,0.001188657,0.00009807903,0.00007310362,0.00080010353,0.00017706124,0.24852058,0.0021386421,0.7402054,0.0015439381,0.005054438],"study_design_scores_gemma":[0.000047141064,0.00003326174,0.00022963034,0.000009745287,0.000021017586,0.00010964013,0.000023909828,0.8912602,0.00014602278,0.10701732,0.0010768184,0.000025273206],"about_ca_topic_score_codex":0.0042721494,"about_ca_topic_score_gemma":0.0017564036,"teacher_disagreement_score":0.005342265,"about_ca_system_score_codex":0.0011414079,"about_ca_system_score_gemma":0.00092174794,"threshold_uncertainty_score":0.017871678},"labels":[],"label_agreement":null},{"id":"W2182855411","doi":"10.1093/imanum/drw025","title":"An unconditionally monotone numerical scheme for the two-factor uncertain volatility model","year":2016,"lang":"en","type":"article","venue":"IMA Journal of Numerical Analysis","topic":"Stochastic processes and financial applications","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":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Mathematics; Stencil; Discretization; Monotone polygon; Numerical analysis; Monotonic function; Applied mathematics; Local volatility; Numerical stability; Mathematical optimization; Volatility (finance); Mathematical analysis; Stochastic volatility","score_opus":0.040234239887523254,"score_gpt":0.2929770994531667,"score_spread":0.25274285956564346,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2182855411","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.006948027,0.00014634668,0.9884575,0.00031524658,0.000079817575,0.000054695454,0.000059475857,0.00011531411,0.0038235108],"genre_scores_gemma":[0.40920025,0.00046022306,0.57920897,0.0002964954,0.00018414945,0.00038830674,0.00023785706,0.00027434222,0.009749262],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987544,0.00062627974,0.000074515934,0.000112257614,0.00033105706,0.000101464095],"domain_scores_gemma":[0.9965616,0.0018244645,0.00027646116,0.00035555288,0.00070291694,0.00027904988],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0040761284,0.0006776871,0.0009032131,0.000607417,0.0007858939,0.0014589799,0.0017038853,0.0017523199,0.005700932],"category_scores_gemma":[0.012428689,0.0004138653,0.0012243796,0.00045749926,0.0014914881,0.0020307098,0.0034399864,0.0029120413,0.00096289074],"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":[0.00012989543,0.000048261343,0.0006214951,0.00011259775,0.000032999313,0.00013948165,0.0001669985,0.4437885,0.003677827,0.51783985,0.0022129396,0.031229094],"study_design_scores_gemma":[0.000007215921,0.000015345462,0.000024876783,0.000008151561,0.0000023036343,0.00001455882,0.0000050151825,0.9660103,0.00017388281,0.033016156,0.00071430916,0.00000802402],"about_ca_topic_score_codex":0.0033618787,"about_ca_topic_score_gemma":0.0022683558,"teacher_disagreement_score":0.005700932,"about_ca_system_score_codex":0.0012143146,"about_ca_system_score_gemma":0.002054851,"threshold_uncertainty_score":0.021556854},"labels":[],"label_agreement":null},{"id":"W2184984975","doi":"10.2139/ssrn.2022405","title":"Understanding Equity Option Prices","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; HEC Montréal","funders":"","keywords":"Equity (law); Financial economics; Economics; Business; Monetary economics; Political science; Law","score_opus":0.10649828361839342,"score_gpt":0.27715981907789916,"score_spread":0.17066153545950574,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2184984975","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32844675,0.002332526,0.5732454,0.00707296,0.00032736643,0.000052072322,0.0004228654,0.00045062669,0.087649465],"genre_scores_gemma":[0.95357835,0.0015314526,0.034879327,0.00024673974,0.00024067376,0.000026779682,0.00026319496,0.00007208358,0.009161438],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9998348,0.00004610611,0.000011415219,0.00003060569,0.000054964188,0.00002214475],"domain_scores_gemma":[0.9993462,0.00039567365,0.0000730854,0.000084048224,0.000056715133,0.000044334207],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00049042737,0.0004153843,0.00053130556,0.0005745238,0.00036735993,0.0026284182,0.0005967461,0.001595382,0.007849633],"category_scores_gemma":[0.0032238385,0.00037554724,0.00048223473,0.00045362418,0.00069145317,0.005631218,0.0010102422,0.0013893639,0.00071264664],"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":[0.00001279346,0.00003349926,0.001402027,0.00003892577,0.00002043171,0.00017685366,0.00013955231,0.03618042,0.0025187014,0.9384759,0.0016199556,0.019380977],"study_design_scores_gemma":[0.0000028157096,0.0000050151284,0.00037977353,0.000007671994,0.0000053433337,0.00005136339,0.00004183008,0.14138167,0.00028623865,0.85602033,0.0018129474,0.000004958743],"about_ca_topic_score_codex":0.00082420994,"about_ca_topic_score_gemma":0.0005350801,"teacher_disagreement_score":0.007849633,"about_ca_system_score_codex":0.0004662677,"about_ca_system_score_gemma":0.00037981156,"threshold_uncertainty_score":0.02625966},"labels":[],"label_agreement":null},{"id":"W2186142086","doi":"10.1080/16843703.2014.11673334","title":"Portfolio Selection with a Hidden Markov Model","year":2014,"lang":"en","type":"article","venue":"Quality Technology & Quantitative Management","topic":"Stochastic processes and financial applications","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":"Hidden Markov model; Computer science; Portfolio; Selection (genetic algorithm); Markov model; Markov chain; Inference; Variable-order Markov model; Dynamic programming; Econometrics; Investment (military); Model selection; Hidden semi-Markov model; Econometric model; Bayesian probability; Bayesian inference; Mathematical optimization; Artificial intelligence; Machine learning; Economics; Mathematics; Algorithm; Finance","score_opus":0.035977305937599104,"score_gpt":0.28116608377817526,"score_spread":0.24518877784057616,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2186142086","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.082172275,0.0012174615,0.9056476,0.002466761,0.000163152,0.00008093935,0.0005064271,0.00029232062,0.007452975],"genre_scores_gemma":[0.93098944,0.0016797769,0.04878028,0.00029353536,0.00037413678,0.00026224786,0.00056729704,0.00006378447,0.016989384],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99779224,0.0011730331,0.000082164006,0.00036167252,0.00033902723,0.00025181947],"domain_scores_gemma":[0.99213904,0.006261108,0.00066513236,0.00031257866,0.00033565448,0.00028642145],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00381958,0.00089453126,0.0021488236,0.000952669,0.000676544,0.0026187582,0.0021965285,0.0022823047,0.0056568603],"category_scores_gemma":[0.009239169,0.001024854,0.0014477589,0.0015071356,0.0013947703,0.0027296634,0.0013977016,0.0020160577,0.00080729235],"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":[0.00014541685,0.00007944482,0.001950716,0.00008536892,0.00016459811,0.00038860738,0.00011635045,0.74107105,0.0004384898,0.24287702,0.0013657295,0.011317076],"study_design_scores_gemma":[0.00005189394,0.000025044183,0.0002514886,0.000008571827,0.000024729712,0.000028293627,0.000007064144,0.9297505,0.000064125576,0.069356136,0.00041673228,0.000015321531],"about_ca_topic_score_codex":0.006490938,"about_ca_topic_score_gemma":0.004087037,"teacher_disagreement_score":0.006490938,"about_ca_system_score_codex":0.0014113232,"about_ca_system_score_gemma":0.001491376,"threshold_uncertainty_score":0.020200133},"labels":[],"label_agreement":null},{"id":"W2187509787","doi":"10.21314/jcf.2013.267","title":"Optimal execution under jump models for uncertain price impact","year":2013,"lang":"en","type":"article","venue":"The Journal of Computational Finance","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"","keywords":"Jump; Jump diffusion; Portfolio; Computer science; Poisson distribution; Market impact; Mathematical optimization; CVAR; Econometrics; Economics; Order (exchange); Market microstructure; Mathematics; Expected shortfall; Financial economics; Finance","score_opus":0.038895761590949526,"score_gpt":0.2676936523861084,"score_spread":0.2287978907951589,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2187509787","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.45188275,0.00045901217,0.53996295,0.0008752559,0.000048378606,0.000064683605,0.00012561986,0.00018060885,0.0064007104],"genre_scores_gemma":[0.9872154,0.00012493321,0.010725384,0.000036422574,0.000011636958,0.000023830078,0.000040783798,0.00003064387,0.0017909604],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993881,0.0001907106,0.000030014162,0.00010819158,0.00011421436,0.00016874589],"domain_scores_gemma":[0.9959727,0.0029342435,0.0005155384,0.00010103204,0.00021116412,0.00026525473],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001771699,0.0006957127,0.0011251898,0.00057624147,0.00038661016,0.0013027777,0.00088139577,0.0012302499,0.0026336599],"category_scores_gemma":[0.005256303,0.0005194715,0.0006449122,0.00044723443,0.0012172243,0.0016883211,0.0008878032,0.001434833,0.00012479917],"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":[0.000058574922,0.00003188115,0.00038466777,0.000021186226,0.000011876974,0.000059572743,0.000015838285,0.9796311,0.0007851347,0.017189397,0.00014231866,0.0016684366],"study_design_scores_gemma":[0.0000062590216,0.000017088278,0.000102863145,0.000002269238,0.000003839101,0.000004856763,0.0000060952907,0.99463356,0.0001667118,0.0050198287,0.000033321634,0.0000033187785],"about_ca_topic_score_codex":0.006554533,"about_ca_topic_score_gemma":0.002898507,"teacher_disagreement_score":0.006554533,"about_ca_system_score_codex":0.0017729215,"about_ca_system_score_gemma":0.0015644819,"threshold_uncertainty_score":0.013032794},"labels":[],"label_agreement":null},{"id":"W2189116695","doi":"10.2139/ssrn.1139444","title":"Classical, Singular, and Impulse Stochastic Control for the Optimal Dividend Policy when There is Regime Switching","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"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":"Impulse control; Dividend; Impulse (physics); Dividend policy; Control theory (sociology); Economics; Stochastic control; Optimal control; Control (management); Mathematical economics; Mathematics; Econometrics; Mathematical optimization; Physics; Psychology; Finance; Classical mechanics","score_opus":0.01774214296641926,"score_gpt":0.23293166473225188,"score_spread":0.21518952176583261,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2189116695","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.29683083,0.0038162658,0.6668012,0.010522854,0.00086149655,0.00012183631,0.0005261246,0.0004333278,0.020086033],"genre_scores_gemma":[0.9750333,0.0011159333,0.012100185,0.00040999058,0.0006038028,0.000105668805,0.00016822047,0.00009728707,0.010365656],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9981452,0.0006734669,0.00010407672,0.00039908823,0.00031399357,0.00036414288],"domain_scores_gemma":[0.98758405,0.0086122705,0.0012899908,0.00042743952,0.0010285717,0.0010577141],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0069269347,0.0017710043,0.0034399652,0.0023068497,0.0011459569,0.0044912472,0.0022946566,0.0045283674,0.0058985013],"category_scores_gemma":[0.024325956,0.0016825604,0.0021675269,0.0011616395,0.006420253,0.0042545386,0.0025770722,0.0041166428,0.0003178571],"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":[0.00028006177,0.00014124851,0.0012573145,0.000226983,0.0002620482,0.00036865452,0.00022526333,0.44057044,0.0018676564,0.5469861,0.0021119174,0.005702275],"study_design_scores_gemma":[0.000035227014,0.00002407443,0.00043387734,0.000019120092,0.00003230563,0.000026406495,0.000029376708,0.88327503,0.00011787015,0.11582804,0.00013907437,0.000039620663],"about_ca_topic_score_codex":0.015532997,"about_ca_topic_score_gemma":0.00873333,"teacher_disagreement_score":0.015532997,"about_ca_system_score_codex":0.0043275757,"about_ca_system_score_gemma":0.0046047308,"threshold_uncertainty_score":0.03663361},"labels":[],"label_agreement":null},{"id":"W2190313417","doi":"10.2139/ssrn.1655429","title":"Pricing Multiple Triggers Contingent Claims","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Desjardins","funders":"","keywords":"Business; Economics; Actuarial science; Financial economics","score_opus":0.011212050778313559,"score_gpt":0.20983969074334607,"score_spread":0.19862763996503252,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2190313417","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.56785244,0.00053145253,0.40986142,0.0019292199,0.0005002909,0.000099369914,0.00009759944,0.0005297649,0.018598406],"genre_scores_gemma":[0.9869214,0.00010087753,0.007921167,0.00003877831,0.00017448618,0.000016651818,0.000026881118,0.00002874313,0.004770897],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986743,0.0003971506,0.00007988912,0.00025221906,0.00038544548,0.00021098102],"domain_scores_gemma":[0.99195683,0.0050568515,0.0008173199,0.001029165,0.0004272794,0.0007126174],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003098555,0.00065148517,0.001118688,0.0007217811,0.0005387168,0.003677555,0.0013305431,0.002994255,0.010922354],"category_scores_gemma":[0.014347916,0.0006869579,0.0010709189,0.00070102507,0.0011135356,0.0045674494,0.0017276766,0.0024072211,0.0007313211],"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":[0.0010208171,0.00033680766,0.005235498,0.00009070041,0.00016746292,0.0025400398,0.00019952633,0.10231317,0.017087812,0.82918364,0.0020143972,0.039810225],"study_design_scores_gemma":[0.000106473126,0.00016788492,0.0016209414,0.0000116089095,0.00006410343,0.0005470216,0.000046750454,0.783525,0.0025637068,0.2103806,0.0009315043,0.00003446827],"about_ca_topic_score_codex":0.00027101068,"about_ca_topic_score_gemma":0.00023262293,"teacher_disagreement_score":0.010922354,"about_ca_system_score_codex":0.0007271317,"about_ca_system_score_gemma":0.000453534,"threshold_uncertainty_score":0.0365389},"labels":[],"label_agreement":null},{"id":"W2196208732","doi":"10.2139/ssrn.2698267","title":"Option Return Predictability","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Toronto","funders":"","keywords":"Predictability; Computer science; Mathematics; Statistics","score_opus":0.025244595245348795,"score_gpt":0.22749458435935493,"score_spread":0.20224998911400613,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2196208732","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.77720433,0.0015760541,0.17449547,0.0026037723,0.00055784226,0.000022155895,0.0005432276,0.0013571891,0.04164],"genre_scores_gemma":[0.99444085,0.0001991528,0.0012795994,0.00004980363,0.00011162237,0.0000041563057,0.00014134822,0.000060030037,0.0037133638],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999744,0.000037368103,0.000016388292,0.000067042216,0.00008762827,0.0000475958],"domain_scores_gemma":[0.99733764,0.0012956266,0.0004637181,0.0004181925,0.00031747835,0.0001673884],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00075775094,0.00037900516,0.00051047903,0.00080450706,0.00038552555,0.0017556822,0.00039847207,0.0006209535,0.0067279013],"category_scores_gemma":[0.007970594,0.000284503,0.00046620992,0.0006673215,0.00057235506,0.00199152,0.0008236254,0.0012784926,0.00076667446],"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":[0.00035217564,0.00015158251,0.04262468,0.00012764613,0.00021028736,0.0013603923,0.00023507354,0.2336376,0.011808041,0.567076,0.013584037,0.12883255],"study_design_scores_gemma":[0.000012950781,0.000053789263,0.019146323,0.000021374026,0.000051879008,0.00046290923,0.000041272502,0.70059896,0.0019698218,0.27549875,0.0020996649,0.00004237934],"about_ca_topic_score_codex":0.000770208,"about_ca_topic_score_gemma":0.00048644433,"teacher_disagreement_score":0.0067279013,"about_ca_system_score_codex":0.0003781958,"about_ca_system_score_gemma":0.00037644547,"threshold_uncertainty_score":0.022507071},"labels":[],"label_agreement":null},{"id":"W2202725943","doi":"10.2139/ssrn.1322534","title":"Multi-Factor Levy Models: Change of Time and Pricing of Financial and Energy Derivatives","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Lévy process; Economics; Financial economics; Business; Econometrics; Finance; Mathematics; Applied mathematics","score_opus":0.04073569823899068,"score_gpt":0.21588822031883945,"score_spread":0.17515252207984877,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2202725943","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.42201254,0.0039619026,0.55930966,0.0060163992,0.00058871077,0.00005099808,0.00036063127,0.00037733727,0.0073218006],"genre_scores_gemma":[0.9833882,0.0010219519,0.007992494,0.00016501948,0.00027321023,0.000027114937,0.00014392828,0.000083254265,0.0069047543],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99935764,0.00027984218,0.000032546654,0.00012926405,0.000088707864,0.00011201296],"domain_scores_gemma":[0.9909628,0.0059462944,0.0012146733,0.0004711947,0.0006379784,0.00076711207],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0035825965,0.001011618,0.001400603,0.001339371,0.00061737245,0.003566233,0.0022896095,0.0043593924,0.004276854],"category_scores_gemma":[0.02188145,0.0007514019,0.0017626582,0.0014169281,0.0019122425,0.0059008286,0.0014716563,0.0029306156,0.0004649905],"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":[0.00025251004,0.000130015,0.0062501607,0.00010506237,0.00016538754,0.0008780982,0.00032764304,0.4013212,0.0023183352,0.5736688,0.003237385,0.01134543],"study_design_scores_gemma":[0.000020218831,0.000021602209,0.0007374158,0.000006796419,0.000024404037,0.00009241918,0.00003929088,0.8965515,0.00010444059,0.10200659,0.0003674826,0.000027929751],"about_ca_topic_score_codex":0.006847976,"about_ca_topic_score_gemma":0.0040503256,"teacher_disagreement_score":0.006847976,"about_ca_system_score_codex":0.0013612139,"about_ca_system_score_gemma":0.00094091333,"threshold_uncertainty_score":0.018946826},"labels":[],"label_agreement":null},{"id":"W2203392217","doi":"10.5539/jmr.v7n4p62","title":"Liquidity Premiums in a Levy Market","year":2015,"lang":"en","type":"article","venue":"Journal of Mathematics Research","topic":"Stochastic processes and financial applications","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":"City University of New York","keywords":"Mathematics; Interval (graph theory); Market liquidity; Multinomial distribution; Limit (mathematics); Combinatorics; Mathematical analysis; Econometrics; Economics; Finance","score_opus":0.2882287924858547,"score_gpt":0.37720709323460927,"score_spread":0.08897830074875457,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2203392217","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.84245765,0.0011142218,0.13023521,0.0035677238,0.00016087868,0.0000435702,0.00015269766,0.0005081413,0.02175992],"genre_scores_gemma":[0.99304587,0.00014067744,0.0021584542,0.00008224673,0.000078611534,0.000017271002,0.00003313606,0.000024877927,0.0044189487],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99932444,0.00018407311,0.000031903546,0.00011610796,0.00019205303,0.00015147131],"domain_scores_gemma":[0.9962088,0.0017190786,0.000799837,0.00022782052,0.0003764456,0.0006680601],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019711656,0.0005077813,0.000817736,0.0011094962,0.0006191786,0.0023110854,0.0012744913,0.0015772637,0.006801132],"category_scores_gemma":[0.010073388,0.00035100098,0.0007099941,0.00042545528,0.0019718637,0.0031924027,0.0019011934,0.0017354566,0.00033062045],"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":[0.00021905777,0.00011018132,0.003102089,0.000078959005,0.000042122072,0.0006535266,0.00025702105,0.051048856,0.0070317904,0.92711407,0.0019295727,0.008412745],"study_design_scores_gemma":[0.00009145036,0.000108012275,0.0020632236,0.000023090144,0.000030345402,0.00020672826,0.00008350618,0.5669474,0.0008943485,0.42861682,0.00088775845,0.000047342488],"about_ca_topic_score_codex":0.0023821907,"about_ca_topic_score_gemma":0.0010243763,"teacher_disagreement_score":0.006801132,"about_ca_system_score_codex":0.0014939046,"about_ca_system_score_gemma":0.00082013797,"threshold_uncertainty_score":0.022752047},"labels":[],"label_agreement":null},{"id":"W2206315516","doi":"10.1090/tran/6522","title":"On tightness of probability measures on Skorokhod spaces","year":2015,"lang":"lv","type":"article","venue":"Transactions of the American Mathematical Society","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Algorithm; Artificial intelligence; Computer science","score_opus":0.048988744626847956,"score_gpt":0.25522243449003496,"score_spread":0.206233689863187,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2206315516","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24844463,0.0052880477,0.662692,0.004176292,0.00047704717,0.00007542297,0.0011126078,0.00057945977,0.0771545],"genre_scores_gemma":[0.9276515,0.0030243057,0.04812087,0.00076804403,0.0009800328,0.00018248787,0.0011483124,0.00043101652,0.017693413],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9959688,0.0012125596,0.00037187163,0.0009852462,0.0009482862,0.00051322347],"domain_scores_gemma":[0.9822565,0.011855099,0.0012944293,0.0014100032,0.001757394,0.0014265905],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0060420525,0.001155516,0.0017416328,0.0044666007,0.0025527112,0.0061939145,0.0019072881,0.001470345,0.008720073],"category_scores_gemma":[0.020640407,0.0013018332,0.0019591239,0.003895446,0.0071048364,0.015268769,0.005513291,0.005089503,0.0012146854],"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":[0.0000266569,0.000009995356,0.00017915305,0.000041421303,0.00000983495,0.000033105014,0.00025779373,0.0010766143,0.00021874766,0.9949817,0.0005151738,0.0026498942],"study_design_scores_gemma":[0.000012958622,0.0000316306,0.00045525396,0.000032918393,0.000011467617,0.00003701248,0.00010852089,0.0069660763,0.0002469699,0.9900013,0.002077446,0.00001832859],"about_ca_topic_score_codex":0.0040225163,"about_ca_topic_score_gemma":0.002068163,"teacher_disagreement_score":0.008720073,"about_ca_system_score_codex":0.0042118826,"about_ca_system_score_gemma":0.0013484758,"threshold_uncertainty_score":0.03195381},"labels":[],"label_agreement":null},{"id":"W2209871569","doi":"10.1515/mcma-2015-0105","title":"Simulating from the Heston model: A gamma approximation scheme","year":2015,"lang":"en","type":"article","venue":"Monte Carlo Methods and Applications","topic":"Stochastic processes and financial applications","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":"Concordia University; Université de Montréal; HEC Montréal","funders":"","keywords":"Heston model; Stochastic volatility; Applied mathematics; Mathematics; Representation (politics); Scheme (mathematics); Convolution (computer science); Volatility (finance); Mathematical optimization; Computer science; SABR volatility model; Econometrics; Mathematical analysis","score_opus":0.10329936177941684,"score_gpt":0.32931993421836736,"score_spread":0.22602057243895052,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2209871569","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.057747897,0.00017381774,0.93855685,0.00014483166,0.000032261072,0.000047356934,0.000054526994,0.00017095084,0.0030715403],"genre_scores_gemma":[0.7721611,0.00031363734,0.22498499,0.000112812464,0.000034916455,0.00014022796,0.00013444797,0.00008232476,0.0020355056],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990941,0.00051850127,0.000047957856,0.000078045836,0.00018927331,0.00007213903],"domain_scores_gemma":[0.9947778,0.0035262816,0.00028963172,0.00060256786,0.0006416409,0.00016205564],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025605848,0.00047930982,0.00069028424,0.0005569134,0.0004310737,0.0008393243,0.0011910337,0.0010983967,0.0023648536],"category_scores_gemma":[0.008437741,0.00029610246,0.0006616476,0.00071271765,0.0009330462,0.0012842275,0.0010434034,0.001436776,0.00026460038],"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":[0.000049969247,0.000017298053,0.0006357996,0.00001593872,0.000014869095,0.000045960132,0.00005976476,0.92537606,0.0005704306,0.06501696,0.00022388043,0.007973041],"study_design_scores_gemma":[0.0000057110265,0.000006369543,0.000028228189,0.000003175023,0.0000022776853,0.0000070639417,0.0000034765446,0.9914336,0.00023748618,0.008116724,0.00015301927,0.0000028955185],"about_ca_topic_score_codex":0.00547367,"about_ca_topic_score_gemma":0.002296421,"teacher_disagreement_score":0.00547367,"about_ca_system_score_codex":0.0010112002,"about_ca_system_score_gemma":0.0007980916,"threshold_uncertainty_score":0.013541818},"labels":[],"label_agreement":null},{"id":"W2217797755","doi":"10.2139/ssrn.2709483","title":"International Portfolio Choice Under Multi-Factor Stochastic Volatility","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Stochastic volatility; Financial economics; Portfolio; Economics; Econometrics; Volatility (finance); Actuarial science","score_opus":0.04647522677137256,"score_gpt":0.2692508458031121,"score_spread":0.22277561903173954,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2217797755","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8474827,0.0008296363,0.13661672,0.0020160128,0.00011415723,0.000035099394,0.00019320968,0.000078750796,0.0126337465],"genre_scores_gemma":[0.99172896,0.00037975976,0.0033756646,0.000051733514,0.000058245987,0.000015127733,0.0000802696,0.000019875664,0.0042902785],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992539,0.00034021915,0.00004217538,0.00014720317,0.00011567108,0.00010082576],"domain_scores_gemma":[0.9950288,0.0030471913,0.00094510353,0.00017791262,0.00029078315,0.00051022647],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002763937,0.00052224024,0.0011093239,0.0007579145,0.00029236375,0.0027951195,0.0006103381,0.001633872,0.004431383],"category_scores_gemma":[0.011718462,0.0004752254,0.00078927755,0.00083946873,0.00081993564,0.0037383386,0.0011567676,0.0011571627,0.0003245036],"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":[0.00078750064,0.00013626016,0.016548306,0.00018016125,0.00037573403,0.0012063642,0.00025613295,0.41111395,0.0034804163,0.53906983,0.002381959,0.024463302],"study_design_scores_gemma":[0.00009204459,0.00019728755,0.006651404,0.000030454828,0.00008221471,0.0003108744,0.00013735624,0.6874829,0.0006871659,0.30358487,0.00069075864,0.000052718773],"about_ca_topic_score_codex":0.0007068773,"about_ca_topic_score_gemma":0.00053476804,"teacher_disagreement_score":0.004431383,"about_ca_system_score_codex":0.0010555243,"about_ca_system_score_gemma":0.00047496991,"threshold_uncertainty_score":0.01482451},"labels":[],"label_agreement":null},{"id":"W2218770834","doi":"10.2139/ssrn.891490","title":"Stochastic Dominance and Option Pricing in Discrete and Continuous Time: An Alternative Paradigm","year":2007,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Stochastic dominance; Mathematical economics; Economics; Valuation of options; Mathematics; Discrete time and continuous time; Econometrics; Applied mathematics; Financial economics; Mathematical optimization; Statistics","score_opus":0.00870179286590185,"score_gpt":0.229896635588502,"score_spread":0.22119484272260015,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2218770834","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.039532203,0.0031012145,0.90179735,0.007952392,0.00064006454,0.000039527717,0.00014524144,0.000041632262,0.04675042],"genre_scores_gemma":[0.86709666,0.004118229,0.09688775,0.0011015835,0.0032483547,0.00013838691,0.00013384335,0.000067536945,0.02720762],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9963941,0.0019198625,0.00016366676,0.0003565135,0.00083971705,0.0003260983],"domain_scores_gemma":[0.9915103,0.005942755,0.0006418362,0.00051533873,0.0008644679,0.0005253889],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0048638615,0.001199297,0.0020912646,0.0016501271,0.0012309068,0.0062404545,0.0024990733,0.0035110814,0.00673378],"category_scores_gemma":[0.011017846,0.00058713515,0.001695603,0.0022355353,0.004070615,0.009137191,0.002743957,0.0037896389,0.0005186175],"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":[0.000010285691,0.000021073092,0.00007026971,0.000027714563,0.000011553127,0.00003949163,0.000048457965,0.00489901,0.00011216748,0.99233127,0.00039625596,0.0020324101],"study_design_scores_gemma":[0.0000131586185,0.000010885516,0.000050358365,0.0000074378117,0.0000072340563,0.00003870459,0.00003011587,0.049074844,0.000020411162,0.9498372,0.00090071716,0.000008904025],"about_ca_topic_score_codex":0.002559361,"about_ca_topic_score_gemma":0.002468178,"teacher_disagreement_score":0.00673378,"about_ca_system_score_codex":0.0018240068,"about_ca_system_score_gemma":0.0020445317,"threshold_uncertainty_score":0.025722861},"labels":[],"label_agreement":null},{"id":"W2222626305","doi":"10.2139/ssrn.1606832","title":"The Minimal Entropy Martingale Measure (MEMM) for a Markov-Modulated Lévy Model","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Mathematics; Doob's martingale inequality; Markov chain; Martingale (probability theory); Statistics; Econometrics; Statistical physics; Local martingale; Physics","score_opus":0.01331975863757981,"score_gpt":0.21781800908517107,"score_spread":0.20449825044759126,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2222626305","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.46759355,0.001364565,0.5098911,0.0026844768,0.00024915277,0.00007624755,0.00042040824,0.00018144064,0.017539129],"genre_scores_gemma":[0.9746406,0.00040613505,0.018982442,0.00022912299,0.00025490797,0.000086983855,0.00018283608,0.00004809421,0.0051688696],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993679,0.00023567045,0.000035406323,0.00012350034,0.00012513643,0.000112453585],"domain_scores_gemma":[0.996914,0.0016511303,0.00042867183,0.00017063456,0.0002894912,0.00054605096],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018642187,0.00069263903,0.0011826251,0.0014622653,0.0009012698,0.0023305425,0.0013965266,0.0018576098,0.003040583],"category_scores_gemma":[0.0061381706,0.00041469943,0.0010526798,0.00054861227,0.0025118242,0.002850563,0.001779223,0.0014940632,0.0002821005],"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":[0.000058141388,0.000032747914,0.0007505941,0.000056385143,0.000030065075,0.00010762653,0.00007833305,0.010488741,0.0020053242,0.98362684,0.0004688744,0.0022962962],"study_design_scores_gemma":[0.000020501924,0.00005497494,0.00075608207,0.000021680757,0.000016300508,0.00012098761,0.000029635465,0.1585027,0.00046622223,0.83945346,0.00052160263,0.000035893263],"about_ca_topic_score_codex":0.0008087808,"about_ca_topic_score_gemma":0.0005487823,"teacher_disagreement_score":0.003040583,"about_ca_system_score_codex":0.0013472249,"about_ca_system_score_gemma":0.0013339929,"threshold_uncertainty_score":0.010171771},"labels":[],"label_agreement":null},{"id":"W2224074316","doi":"10.2139/ssrn.2240044","title":"Functional of the Diffusion Path of a Two-State Markov-Chain Model for Option Pricing","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Markov chain; Diffusion; Path (computing); Additive Markov chain; Path dependent; State (computer science); Markov chain Monte Carlo; Markov chain mixing time; Markov model; Statistical physics; Computer science; Mathematics; Balance equation; Mathematical optimization; Mathematical economics; Algorithm; Statistics; Physics; Monte Carlo method; Thermodynamics","score_opus":0.013789510512143426,"score_gpt":0.20313999052003145,"score_spread":0.18935048000788804,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2224074316","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06286969,0.00079219986,0.9247578,0.002335556,0.00020401798,0.000118099415,0.00048188763,0.00027381038,0.008167066],"genre_scores_gemma":[0.84404397,0.0019708737,0.11888132,0.00066106557,0.00040287242,0.000591001,0.001068046,0.00045189378,0.031928904],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99876606,0.00066671224,0.000048657024,0.00019969804,0.0001866506,0.00013214626],"domain_scores_gemma":[0.99259347,0.005452359,0.00042623313,0.00027609637,0.00064349896,0.00060834974],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004298849,0.0015545075,0.0017446904,0.002252485,0.0010684686,0.0025548842,0.0024976959,0.0045703095,0.010379103],"category_scores_gemma":[0.013162203,0.0008590041,0.0019552119,0.0015547645,0.002816186,0.0051619243,0.0021563915,0.0037014612,0.0009150103],"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":[0.000051522107,0.00005461732,0.0005260194,0.00009492909,0.00005872405,0.00015522685,0.00011503446,0.15155865,0.0010556286,0.8407455,0.0014081353,0.0041758968],"study_design_scores_gemma":[0.000017827999,0.000015685677,0.00018395824,0.000017133627,0.00001466564,0.00004992767,0.000016825723,0.7569935,0.00011232944,0.24202947,0.0005207847,0.000027910017],"about_ca_topic_score_codex":0.0069713774,"about_ca_topic_score_gemma":0.0038093873,"teacher_disagreement_score":0.010379103,"about_ca_system_score_codex":0.0029070848,"about_ca_system_score_gemma":0.003355057,"threshold_uncertainty_score":0.034721553},"labels":[],"label_agreement":null},{"id":"W2224910393","doi":"10.4018/ijsds.2015100103","title":"Robust Option through Binomial Tree Method","year":2015,"lang":"en","type":"article","venue":"International Journal of Strategic Decision Sciences","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Binomial options pricing model; Econometrics; Valuation of options; Stock (firearms); Covariance matrix; Interval (graph theory); Covariance; Spot contract; Stock price; Mathematics; Economics; Mathematical optimization; Financial economics; Statistics; Series (stratigraphy); Geography; Geology","score_opus":0.34824853951694157,"score_gpt":0.38062561213685114,"score_spread":0.032377072619909575,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2224910393","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0034195033,0.00020914967,0.9948249,0.000060882972,0.000034777855,0.000022544174,0.000027738273,0.00009123672,0.0013093727],"genre_scores_gemma":[0.41106716,0.001180927,0.58107656,0.0001915908,0.00027567733,0.00028391363,0.00034763373,0.00021198718,0.005364567],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9968689,0.001566914,0.00010346052,0.00025265422,0.0009930567,0.00021488198],"domain_scores_gemma":[0.9967276,0.0023959382,0.00022288288,0.00016562917,0.00037003224,0.00011791837],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0041001122,0.0005878032,0.0014284607,0.0015829689,0.0005728629,0.0016551252,0.0018234886,0.0011840368,0.0056551257],"category_scores_gemma":[0.009528635,0.00044492335,0.0014466826,0.0015656047,0.0008237326,0.002562991,0.0013573884,0.0016399465,0.0008704562],"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":[0.00019661554,0.00006800796,0.0011274988,0.00015683229,0.00012252435,0.0002508693,0.000100711804,0.5711503,0.0025137644,0.31328622,0.0021545272,0.108872175],"study_design_scores_gemma":[0.000010693909,0.000017688164,0.00009150166,0.000009468461,0.00000982302,0.0000460029,0.0000037246664,0.9692248,0.00021582366,0.029595098,0.0007640996,0.000011231001],"about_ca_topic_score_codex":0.0023889781,"about_ca_topic_score_gemma":0.0012267571,"teacher_disagreement_score":0.0056551257,"about_ca_system_score_codex":0.00065392704,"about_ca_system_score_gemma":0.00089111144,"threshold_uncertainty_score":0.021683753},"labels":[],"label_agreement":null},{"id":"W2230789872","doi":"10.2139/ssrn.2634313","title":"A Dual-Curve Short Rate Model with Multi-Factor Stochastic Volatility: I. Asymptotic Analysis","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Stochastic volatility; Mathematics; Econometrics; Short-rate model; Economics; Applied mathematics; Statistics; Volatility (finance)","score_opus":0.03995298736065959,"score_gpt":0.24659419783517897,"score_spread":0.2066412104745194,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2230789872","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13220821,0.004094853,0.8451796,0.0029034324,0.00025505078,0.00007254501,0.000356755,0.0003138839,0.014615646],"genre_scores_gemma":[0.94791627,0.0037278337,0.025560044,0.0003368591,0.0007414824,0.0001345677,0.00051952834,0.00021364594,0.020849671],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993212,0.0002667017,0.000028817794,0.00013930997,0.00013693767,0.00010705385],"domain_scores_gemma":[0.9960813,0.0020843125,0.0005944206,0.0002388948,0.00067274313,0.00032833315],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028448692,0.0012759514,0.0022538782,0.0015920996,0.0005033752,0.0024775113,0.0024069175,0.0023577902,0.0046981783],"category_scores_gemma":[0.011307654,0.0007398764,0.0017460105,0.0012326081,0.0021536804,0.0037549427,0.0029906174,0.0032608327,0.00084698404],"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":[0.00013777894,0.00010469522,0.0025609338,0.00025178568,0.00013590262,0.00050193735,0.0001835508,0.44976076,0.002673635,0.52991426,0.0034738835,0.01030088],"study_design_scores_gemma":[0.000017486398,0.000019968915,0.00028797513,0.000015706237,0.000030181249,0.00008004655,0.000024915837,0.9430927,0.00009713374,0.055836197,0.00047693137,0.0000207181],"about_ca_topic_score_codex":0.006176618,"about_ca_topic_score_gemma":0.0023336888,"teacher_disagreement_score":0.006176618,"about_ca_system_score_codex":0.0013245979,"about_ca_system_score_gemma":0.0012411008,"threshold_uncertainty_score":0.01571703},"labels":[],"label_agreement":null},{"id":"W2231187281","doi":"10.1016/j.spl.2016.01.002","title":"Bernstein’s inequalities and their extensions for getting the Black–Scholes option pricing formula","year":2016,"lang":"en","type":"article","venue":"Statistics & Probability Letters","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Black–Scholes model; Binomial (polynomial); Valuation of options; Applied mathematics; Binomial distribution; Finite difference methods for option pricing; Mathematical economics; Binomial options pricing model; Econometrics; Statistics; Volatility (finance)","score_opus":0.035937366283159675,"score_gpt":0.2328027671400215,"score_spread":0.19686540085686183,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2231187281","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02590372,0.0054332353,0.9188006,0.005427376,0.00109174,0.000051322007,0.00027177087,0.0001626684,0.04285758],"genre_scores_gemma":[0.6452984,0.009969696,0.29488486,0.003714296,0.003816703,0.00032083175,0.00069494563,0.0006988236,0.04060142],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99820125,0.0009025192,0.00009221617,0.00019410386,0.00042704828,0.00018283282],"domain_scores_gemma":[0.994169,0.0040560383,0.00025279092,0.00040828146,0.0006788172,0.00043511516],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007822685,0.0013265458,0.0012373675,0.002557908,0.00092185073,0.0021855203,0.0016610404,0.0018433628,0.009205211],"category_scores_gemma":[0.023165451,0.000511784,0.0015347126,0.002059609,0.0029887909,0.00733575,0.0033048796,0.007296403,0.0017212279],"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":[0.000022089922,0.000018618972,0.00016136882,0.000035890444,0.000013241034,0.000040143947,0.000109101224,0.0024852739,0.00052658655,0.9833229,0.0022140078,0.011050857],"study_design_scores_gemma":[0.000008078094,0.000009097034,0.00015147113,0.000018129593,0.0000075705525,0.000030170191,0.000015873984,0.03092674,0.00016034648,0.96636283,0.002294264,0.000015464353],"about_ca_topic_score_codex":0.0035726354,"about_ca_topic_score_gemma":0.002618417,"teacher_disagreement_score":0.009205211,"about_ca_system_score_codex":0.0014803995,"about_ca_system_score_gemma":0.001175027,"threshold_uncertainty_score":0.04137075},"labels":[],"label_agreement":null},{"id":"W2233132280","doi":"10.4236/am.2015.610156","title":"It&amp;amp;ocirc; Formula for Integral Processes Related to Space-Time L&amp;amp;eacute;vy Noise","year":2015,"lang":"en","type":"article","venue":"Applied Mathematics","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; White noise; Gaussian noise; Noise (video); Mathematical analysis; Space time; Representation (politics); Moment (physics); Additive white Gaussian noise; Second moment of area; Space (punctuation); Gaussian; Mathematical physics; Applied mathematics; Physics; Computer science; Classical mechanics; Quantum mechanics; Statistics; Geometry; Law","score_opus":0.06744537192669131,"score_gpt":0.27947384606522685,"score_spread":0.21202847413853554,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2233132280","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023103604,0.0026706557,0.9298041,0.0016138289,0.0005186905,0.000028649307,0.000120864956,0.00015240765,0.04198724],"genre_scores_gemma":[0.7667566,0.005067598,0.17865069,0.0015615262,0.0013782709,0.00021606857,0.00020793204,0.00031214952,0.045849133],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99964166,0.00006396985,0.000021467755,0.00005831691,0.00016817331,0.000046429956],"domain_scores_gemma":[0.99881005,0.00065419613,0.000108439635,0.00008732086,0.0002559583,0.00008398046],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009220805,0.00056686165,0.00062324485,0.0011089314,0.00053564244,0.0016121638,0.0010863609,0.0015383594,0.0050502303],"category_scores_gemma":[0.005308548,0.00020766596,0.00063737074,0.0009781175,0.0022166239,0.003077502,0.0009858002,0.002920098,0.0007335683],"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":[0.000009651037,0.000011763611,0.00018606508,0.000048495174,0.0000051673896,0.00017844114,0.00009993559,0.003726915,0.0017002227,0.98321253,0.00096760504,0.009853367],"study_design_scores_gemma":[0.000010496093,0.000020287856,0.00032942393,0.000038891565,0.000012955778,0.00043827685,0.00004198617,0.24895506,0.0023537737,0.73926234,0.008514595,0.000021952768],"about_ca_topic_score_codex":0.0009313307,"about_ca_topic_score_gemma":0.000666258,"teacher_disagreement_score":0.0050502303,"about_ca_system_score_codex":0.0008728976,"about_ca_system_score_gemma":0.0006217246,"threshold_uncertainty_score":0.016894758},"labels":[],"label_agreement":null},{"id":"W2233748268","doi":"10.1111/1467-9965.00006","title":"Dynamic Arbitrage‐Free Asset Pricing with Proportional Transaction Costs","year":2002,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","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":"Arbitrage; Arbitrage pricing theory; Risk arbitrage; Fixed income arbitrage; Fundamental theorem of asset pricing; Index arbitrage; Investment theory; Variable pricing; Transaction cost; Rational pricing; Asset (computer security); Economics; Capital asset pricing model; Financial economics; Microeconomics; Business; Computer science","score_opus":0.019120713644249537,"score_gpt":0.20969469688923045,"score_spread":0.19057398324498093,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2233748268","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.122160085,0.001275764,0.8590857,0.0009197663,0.00014538334,0.000053156324,0.00006753066,0.00008185608,0.016210835],"genre_scores_gemma":[0.9741509,0.0006006432,0.017599473,0.00009326143,0.00013144284,0.00006294138,0.000054123248,0.000026896996,0.0072802464],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99793744,0.0007466158,0.000096871096,0.00031962083,0.000630815,0.00026860615],"domain_scores_gemma":[0.9960211,0.0022763743,0.0006051104,0.00047244484,0.00035590254,0.00026923383],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023331137,0.000996275,0.0011242566,0.0007476111,0.00053823745,0.0027299724,0.0018664569,0.0014681387,0.0032592784],"category_scores_gemma":[0.010660202,0.0005820148,0.0009994541,0.00085108983,0.0022786127,0.007827594,0.001728254,0.0023737655,0.00031805472],"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":[0.00003475247,0.000036545738,0.00031479486,0.000035084042,0.00003410182,0.00019755762,0.00004937758,0.08612546,0.0011038826,0.90545666,0.00037099113,0.006240686],"study_design_scores_gemma":[0.000029661063,0.000043135813,0.0003105598,0.000007837581,0.000017337812,0.00011810733,0.00001547958,0.5907269,0.00051086664,0.4071569,0.0010421043,0.000021116995],"about_ca_topic_score_codex":0.0008093127,"about_ca_topic_score_gemma":0.00041836197,"teacher_disagreement_score":0.0032592784,"about_ca_system_score_codex":0.001397858,"about_ca_system_score_gemma":0.00082220614,"threshold_uncertainty_score":0.012338877},"labels":[],"label_agreement":null},{"id":"W2233974190","doi":"10.1093/jjfinec/nbz026","title":"Testing for the Diffusion Matrix in a Continuous-Time Markov Process Model with Applications to the Term Structure of Interest Rates","year":2019,"lang":"en","type":"article","venue":"Journal of Financial Econometrics","topic":"Stochastic processes and financial applications","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":"Mathematics; Statistics; Econometrics; Yield curve; Parametric statistics; Applied mathematics; Affine transformation; Range (aeronautics); Diagonal; Statistical physics; Interest rate; Economics","score_opus":0.031678220719343814,"score_gpt":0.254450362547254,"score_spread":0.2227721418279102,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2233974190","genre_codex":"empirical","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.63537616,0.000107581734,0.36164728,0.0006171501,0.000031689084,0.00009011527,0.00016800944,0.00024346258,0.0017186259],"genre_scores_gemma":[0.983452,0.000039578736,0.01611401,0.00004053989,0.00001931323,0.000041206706,0.00011051174,0.000010677096,0.0001720603],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.986537,0.009266339,0.0006025913,0.001643687,0.0014347901,0.0005156429],"domain_scores_gemma":[0.768738,0.21394964,0.007493369,0.004703666,0.00294992,0.0021653965],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.018945873,0.00075608224,0.0011936584,0.0020706938,0.0007663165,0.002132898,0.0015016499,0.0017473758,0.0026062278],"category_scores_gemma":[0.15252404,0.0005204017,0.0015166245,0.0017072138,0.0028450869,0.0035608574,0.0020351568,0.0019503726,0.00020615636],"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":[0.0011924099,0.0008619599,0.22924694,0.00022766626,0.0014040632,0.000722765,0.00081517984,0.39935422,0.008733531,0.26080954,0.0012505724,0.09538113],"study_design_scores_gemma":[0.000062583735,0.0003043656,0.01018809,0.0000175723,0.000037497546,0.000084366024,0.00012402682,0.9417036,0.0010705462,0.04621441,0.00014757908,0.00004543326],"about_ca_topic_score_codex":0.0039947117,"about_ca_topic_score_gemma":0.0021749216,"teacher_disagreement_score":0.018945873,"about_ca_system_score_codex":0.0010267895,"about_ca_system_score_gemma":0.0025995097,"threshold_uncertainty_score":0.10019654},"labels":[],"label_agreement":null},{"id":"W223496102","doi":"10.1007/978-3-319-06653-0_21","title":"Option Pricing and CVaR Hedging in the Regime-Switching Telegraph Market Model","year":2014,"lang":"en","type":"book-chapter","venue":"EAA series","topic":"Stochastic processes and financial applications","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":"CVAR; Economics; Financial economics; Econometrics; Expected shortfall","score_opus":0.02066278764597128,"score_gpt":0.1947267979378819,"score_spread":0.1740640102919106,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W223496102","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10638746,0.021890769,0.79085195,0.005745882,0.0012305769,0.00003695318,0.00037251477,0.00030432752,0.0731796],"genre_scores_gemma":[0.88389266,0.010706009,0.032958224,0.0005067535,0.0019629227,0.00005522561,0.00032644896,0.00015513312,0.06943675],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999681,0.00013726369,0.000015264033,0.0000541678,0.00008081137,0.000031573116],"domain_scores_gemma":[0.9991979,0.0005362776,0.00007717903,0.000064645275,0.000059527618,0.000064391475],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010267666,0.0007660953,0.0010590582,0.00053647347,0.0003890837,0.0020939729,0.0011105314,0.0020766063,0.0058057215],"category_scores_gemma":[0.0031704274,0.00043751643,0.000996209,0.0011506678,0.0013855129,0.002932066,0.0008535563,0.002600285,0.0006544443],"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":[0.000032287586,0.000038934082,0.0003883646,0.000061190025,0.00004291032,0.00013923207,0.00007703804,0.09148168,0.00063931895,0.88733286,0.0041762055,0.015590025],"study_design_scores_gemma":[0.000007096981,0.0000141778155,0.00023876892,0.000014906379,0.000010465477,0.00006136021,0.000012405042,0.40524188,0.0000706317,0.59236044,0.0019511145,0.0000167168],"about_ca_topic_score_codex":0.0017837969,"about_ca_topic_score_gemma":0.0011673549,"teacher_disagreement_score":0.0058057215,"about_ca_system_score_codex":0.00078184204,"about_ca_system_score_gemma":0.000544795,"threshold_uncertainty_score":0.019422114},"labels":[],"label_agreement":null},{"id":"W2238561649","doi":"","title":"EXPLICIT OPTION PRICING FORMULA FOR A MEAN-REVERTING ASSET IN ENERGY MARKET","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Mean reversion; Economics; Financial economics; Capital asset pricing model; Asset (computer security); Econometrics; Index (typography); Computer science","score_opus":0.020860929438092424,"score_gpt":0.2211384966335077,"score_spread":0.20027756719541528,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2238561649","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05462252,0.0014962953,0.9309491,0.0010883927,0.00024289505,0.000042245676,0.00007994481,0.0001243964,0.011354234],"genre_scores_gemma":[0.8333883,0.0016920727,0.13937287,0.00031033214,0.0004049268,0.00014182617,0.00019465332,0.0001262079,0.024368795],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997569,0.00009179131,0.000014979405,0.000029794423,0.00008560544,0.000021009786],"domain_scores_gemma":[0.9994486,0.00030132846,0.000058861995,0.000037973296,0.000108535976,0.00004475457],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013073785,0.0004762087,0.0007128182,0.0006585126,0.00034056278,0.0014009338,0.0011457998,0.0017979164,0.0048306542],"category_scores_gemma":[0.003641846,0.00025816687,0.0005863053,0.0006746504,0.0008600549,0.0025232814,0.000593343,0.0014213083,0.0005982715],"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":[0.000031619864,0.000045339428,0.0007155149,0.00009614664,0.000029803141,0.00068733067,0.00020734052,0.17718312,0.004647154,0.79860413,0.0016188428,0.016133644],"study_design_scores_gemma":[0.000011242885,0.000012832236,0.0002146823,0.000011784308,0.00000981316,0.00016092799,0.00001283848,0.87165326,0.00026794476,0.12655415,0.0010770964,0.000013330162],"about_ca_topic_score_codex":0.0010526438,"about_ca_topic_score_gemma":0.001163975,"teacher_disagreement_score":0.0048306542,"about_ca_system_score_codex":0.0006314998,"about_ca_system_score_gemma":0.0006310387,"threshold_uncertainty_score":0.01616019},"labels":[],"label_agreement":null},{"id":"W2241608286","doi":"","title":"Empirical Performance of Levy Option Pricing Models","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Quest University Canada","funders":"","keywords":"Overfitting; Robustness (evolution); Stochastic volatility; Valuation of options; Econometrics; Lévy process; Black–Scholes model; Volatility (finance); Economics; Futures contract; Empirical research; Implied volatility; Computer science; Financial economics; Mathematics; Applied mathematics; Artificial intelligence; Statistics","score_opus":0.040544380521301306,"score_gpt":0.23730524013574836,"score_spread":0.19676085961444706,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2241608286","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95700115,0.0034638008,0.03229992,0.0021830692,0.0000894038,0.000027055588,0.0005985696,0.00062550337,0.003711522],"genre_scores_gemma":[0.99593,0.0004036048,0.002330974,0.00006375336,0.00008140636,0.000010702383,0.0006525758,0.00005773583,0.00046921807],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9971507,0.0015892353,0.00022791635,0.00034430344,0.00051945326,0.0001684158],"domain_scores_gemma":[0.9554552,0.032137796,0.0038766623,0.004576214,0.0024491954,0.001504934],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.013572603,0.0011740851,0.0012580305,0.0024193055,0.0005684418,0.0025316663,0.0020026946,0.0024804932,0.0029721726],"category_scores_gemma":[0.05631066,0.00046460328,0.00085676764,0.001588889,0.0015581769,0.003928518,0.0016781411,0.0022740967,0.0006714797],"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":[0.001040736,0.00037017462,0.094362795,0.00022765336,0.00066995516,0.0004385033,0.00048757106,0.80977863,0.0025846139,0.045343045,0.0045252503,0.040171117],"study_design_scores_gemma":[0.0000736751,0.00013628701,0.013024239,0.000046507314,0.000060987193,0.00018383285,0.000083499806,0.9567442,0.0009974184,0.027721526,0.0008502826,0.00007758485],"about_ca_topic_score_codex":0.0028201737,"about_ca_topic_score_gemma":0.0010599984,"teacher_disagreement_score":0.013572603,"about_ca_system_score_codex":0.0009967606,"about_ca_system_score_gemma":0.00062477594,"threshold_uncertainty_score":0.07177967},"labels":[],"label_agreement":null},{"id":"W2243437159","doi":"10.2139/ssrn.1832616","title":"Will Jumps Ruin Your Retirement? A Moment Matching Perspective","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Moment (physics); Perspective (graphical); Matching (statistics); Ruin theory; Actuarial science; Economics; Mathematics; Statistics; Physics; Classical mechanics; Geometry","score_opus":0.01451668821109224,"score_gpt":0.24093790154013223,"score_spread":0.22642121332903997,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2243437159","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3211377,0.009675869,0.40778112,0.1252281,0.0019738656,0.00019115805,0.0012697122,0.0005151194,0.13222729],"genre_scores_gemma":[0.95855063,0.0017358208,0.005929493,0.0019031381,0.0012295074,0.000045429668,0.00016969474,0.000046251702,0.030390093],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99864906,0.00043228798,0.0000676763,0.00027304314,0.00022586819,0.00035220728],"domain_scores_gemma":[0.9920616,0.0045776246,0.0017215472,0.00059561164,0.0004317661,0.00061180687],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004958609,0.00047524887,0.0015646628,0.0012265344,0.001167649,0.0029721756,0.0021009003,0.006179475,0.020429809],"category_scores_gemma":[0.025769386,0.00048718232,0.0011161999,0.0010340525,0.0018282746,0.0057273433,0.0017567204,0.0038931281,0.0014702568],"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":[0.0001885968,0.00014071145,0.004511064,0.000074293486,0.00009065523,0.0003724763,0.00028475068,0.011335201,0.00027806507,0.9429406,0.007967643,0.031815846],"study_design_scores_gemma":[0.000027584487,0.00006932782,0.0017771065,0.000038439237,0.00004041184,0.00018966777,0.00022294364,0.03752324,0.00016572916,0.956923,0.0029908489,0.000031620675],"about_ca_topic_score_codex":0.001766146,"about_ca_topic_score_gemma":0.0013061943,"teacher_disagreement_score":0.020429809,"about_ca_system_score_codex":0.0011735399,"about_ca_system_score_gemma":0.0008994353,"threshold_uncertainty_score":0.06834453},"labels":[],"label_agreement":null},{"id":"W2243658628","doi":"10.1016/j.spa.2016.06.012","title":"Travelling wave solutions to the KPP equation with branching noise arising from initial conditions with compact support","year":2016,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"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":"Natural Sciences and Engineering Research Council of Canada; Nederlandse Organisatie voor Wetenschappelijk Onderzoek; Deutsche Forschungsgemeinschaft","keywords":"Mathematics; Traveling wave; Mathematical analysis; White noise; Noise (video); Space (punctuation); Wave equation; Statistics","score_opus":0.040492530611047683,"score_gpt":0.23155902088576077,"score_spread":0.1910664902747131,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2243658628","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2937176,0.0013475952,0.6824279,0.0026734248,0.00024798306,0.00009187923,0.00028855246,0.00024588153,0.018959284],"genre_scores_gemma":[0.94276065,0.0013827622,0.03205288,0.00029947696,0.0002511746,0.00014967544,0.0003394661,0.00014194168,0.022622027],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99956745,0.00014355425,0.000029898778,0.000057941506,0.00012557737,0.000075530486],"domain_scores_gemma":[0.99517196,0.0031472323,0.00068123156,0.000119652024,0.00045972192,0.00042026676],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015586666,0.0012928582,0.001057893,0.0015303976,0.00063836074,0.002644871,0.0017409257,0.003555598,0.003949843],"category_scores_gemma":[0.011378738,0.0008495722,0.0010547241,0.0013672321,0.0027069359,0.00394667,0.002131861,0.0031538187,0.0004464309],"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":[0.00012920024,0.000054776097,0.0006901389,0.00015724184,0.000050938997,0.00067907944,0.0003023009,0.0690668,0.005228646,0.9171479,0.0011619353,0.0053309794],"study_design_scores_gemma":[0.00006367172,0.0000365485,0.0003791935,0.000036738325,0.000019289337,0.00024917544,0.00012063198,0.5868843,0.00078365114,0.41081014,0.00057456625,0.000042096242],"about_ca_topic_score_codex":0.002225097,"about_ca_topic_score_gemma":0.0011366501,"teacher_disagreement_score":0.003949843,"about_ca_system_score_codex":0.0012365757,"about_ca_system_score_gemma":0.0012699722,"threshold_uncertainty_score":0.013213575},"labels":[],"label_agreement":null},{"id":"W2244280853","doi":"10.31390/cosa.7.2.04","title":"A converse comparison theorem for discrete-time finite-state BSDEs and risk measures using g-expectation","year":2013,"lang":"en","type":"article","venue":"Communications on Stochastic Analysis","topic":"Stochastic processes and financial applications","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","keywords":"Converse; Mathematics; Comparison theorem; Discrete time and continuous time; Applied mathematics; Mathematical economics; Mathematical analysis; Statistics","score_opus":0.053599675901783043,"score_gpt":0.28175667332175525,"score_spread":0.2281569974199722,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2244280853","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.010861497,0.0007896908,0.9710415,0.0011743646,0.00020909803,0.00006514278,0.00015116367,0.000072899435,0.015634596],"genre_scores_gemma":[0.72296983,0.002528636,0.2574569,0.002184653,0.0008165881,0.00051579555,0.00035789778,0.00026270456,0.012907044],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99708337,0.0010796571,0.00018598817,0.0005755291,0.00083072245,0.00024467625],"domain_scores_gemma":[0.9882116,0.008890295,0.00089790503,0.00052793574,0.0011029274,0.00036944004],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0073980154,0.001434971,0.0014207013,0.0015408046,0.00082706346,0.0023321707,0.0016623614,0.002016576,0.0072854967],"category_scores_gemma":[0.019355316,0.00051896664,0.0020982996,0.00093768525,0.0025313438,0.005717031,0.0030052327,0.0040338645,0.00071441085],"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":[0.00009684074,0.000037513313,0.00032765238,0.00019052159,0.00006002379,0.00020878419,0.0001661613,0.033259522,0.0033864917,0.94875175,0.0016265766,0.011888123],"study_design_scores_gemma":[0.000041228337,0.00021222237,0.0004947625,0.00007528792,0.00005283282,0.0005336267,0.00007988313,0.400302,0.0046011107,0.5862938,0.007243276,0.00006997997],"about_ca_topic_score_codex":0.00096296094,"about_ca_topic_score_gemma":0.00042888476,"teacher_disagreement_score":0.0073980154,"about_ca_system_score_codex":0.0017395539,"about_ca_system_score_gemma":0.0012416401,"threshold_uncertainty_score":0.039124906},"labels":[],"label_agreement":null},{"id":"W2247002682","doi":"","title":"Exotic Options Pricing under Stochastic Volatility","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Stochastic volatility; Mean reversion; Taylor series; Asymptotic expansion; Volatility (finance); Barrier option; Exotic option; Stochastic differential equation; Valuation of options; Economics; Applied mathematics; Stochastic process; Mathematics; Econometrics; Mathematical analysis; Statistics","score_opus":0.024518933206367527,"score_gpt":0.22963639958863608,"score_spread":0.20511746638226855,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2247002682","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15323995,0.00058399973,0.8342996,0.0005528434,0.00012895587,0.000015586787,0.00003807256,0.00019034774,0.010950671],"genre_scores_gemma":[0.96022147,0.000414162,0.03453434,0.000076705546,0.0001084883,0.000016270658,0.000040869498,0.00004340283,0.004544211],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996288,0.00013241336,0.000015597843,0.000037497295,0.00014721318,0.000038470887],"domain_scores_gemma":[0.9992687,0.00032598258,0.00011461665,0.000078771554,0.00014436171,0.00006758462],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00072488206,0.00036307416,0.0004909479,0.00049598084,0.00028771002,0.0011585855,0.0006983562,0.0008011112,0.0015133873],"category_scores_gemma":[0.0037213692,0.00021435771,0.000611393,0.00043776404,0.0009702972,0.0018910681,0.0008297406,0.00088091847,0.00017643902],"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":[0.000024812773,0.000012169286,0.00045427744,0.000032131895,0.000017336983,0.0002467561,0.000073471,0.1712979,0.0030883295,0.8182195,0.00031613756,0.00621718],"study_design_scores_gemma":[0.000005069507,0.000009908949,0.00014993483,0.000004518478,0.000003357835,0.00009459852,0.000008762732,0.87975883,0.0003297351,0.11892446,0.0007033627,0.0000074205677],"about_ca_topic_score_codex":0.00096436933,"about_ca_topic_score_gemma":0.00055016804,"teacher_disagreement_score":0.0015133873,"about_ca_system_score_codex":0.0005179859,"about_ca_system_score_gemma":0.00040921234,"threshold_uncertainty_score":0.0050628185},"labels":[],"label_agreement":null},{"id":"W2252472275","doi":"10.2139/ssrn.2644635","title":"Affine Term Structure of Risk-Neutral Moments Models","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Université du Québec à Montréal","funders":"","keywords":"Term (time); Affine transformation; Affine term structure model; Mathematics; Econometrics; Physics; Yield curve; Pure mathematics","score_opus":0.020313115182107475,"score_gpt":0.22079960450690525,"score_spread":0.2004864893247978,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2252472275","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19254792,0.0029491368,0.7809977,0.0024799027,0.00026615462,0.000066467685,0.0006154767,0.00051315315,0.019564105],"genre_scores_gemma":[0.95395076,0.0017692923,0.011866907,0.00018205467,0.0004554087,0.00007405331,0.0004692282,0.00016536917,0.031066919],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99916065,0.00032336696,0.000048301037,0.00014014168,0.00017435125,0.0001531388],"domain_scores_gemma":[0.9958918,0.001999712,0.00093962415,0.00027971627,0.000479217,0.00040975434],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002209979,0.0012627622,0.0019358129,0.0016556769,0.0006795915,0.0036233703,0.0022804455,0.0024990612,0.0053180438],"category_scores_gemma":[0.008749034,0.00083779026,0.0014673182,0.0016120672,0.00183408,0.0042386013,0.0014930989,0.0026607509,0.0011439355],"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":[0.00005350777,0.000040481944,0.0005637298,0.000054071523,0.00005042693,0.0001769837,0.00011537227,0.13376908,0.0011277143,0.8586932,0.0012414422,0.004114043],"study_design_scores_gemma":[0.000016873359,0.000028348953,0.0003789201,0.000012617066,0.000027516844,0.000066055254,0.000020458065,0.62933195,0.00021448082,0.369276,0.00059184054,0.00003497008],"about_ca_topic_score_codex":0.0030247187,"about_ca_topic_score_gemma":0.0021680468,"teacher_disagreement_score":0.0053180438,"about_ca_system_score_codex":0.0013960892,"about_ca_system_score_gemma":0.0010302146,"threshold_uncertainty_score":0.017790616},"labels":[],"label_agreement":null},{"id":"W2253313927","doi":"10.1016/j.spl.2016.09.003","title":"SPDEs with rough noise in space: Hölder continuity of the solution","year":2016,"lang":"en","type":"preprint","venue":"Statistics & Probability Letters","topic":"Stochastic processes and financial applications","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":"University of Ottawa","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Heat equation; Uniqueness; Hölder condition; Mathematics; Brownian motion; Wave equation; Mathematical analysis; White noise; Fractional Brownian motion; Affine transformation; Modulus of continuity; Space (punctuation); Multiplicative function; Multiplicative noise; Pure mathematics; Type (biology)","score_opus":0.020739930536276634,"score_gpt":0.2208131626015915,"score_spread":0.20007323206531488,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2253313927","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.082970016,0.0025362999,0.8997275,0.003375687,0.00039684886,0.00007737,0.0004187556,0.000133484,0.010364014],"genre_scores_gemma":[0.8469257,0.0055144406,0.1147586,0.0012388533,0.0012546811,0.00050479575,0.0010337062,0.00032992742,0.028439274],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985482,0.00066571933,0.00009374212,0.00031927155,0.0002021089,0.00017086312],"domain_scores_gemma":[0.98794824,0.007564545,0.0013810471,0.0005571995,0.0013410599,0.0012079891],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0046511367,0.0024399767,0.0034026855,0.0026079067,0.0010256071,0.004265712,0.0021917264,0.004553154,0.0036605943],"category_scores_gemma":[0.024104973,0.0012499278,0.0024168855,0.0016782929,0.005864007,0.0060673514,0.0043432107,0.005850693,0.00037191954],"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":[0.00009940032,0.000045878358,0.00073363376,0.0001740955,0.00009656838,0.00021683278,0.00015722068,0.068276204,0.0012801752,0.92312187,0.0018733494,0.003924788],"study_design_scores_gemma":[0.000034933502,0.000050250677,0.0003538066,0.00005083511,0.00003323078,0.00010457501,0.00007578868,0.5506178,0.00025913634,0.44756287,0.00080946676,0.000047289905],"about_ca_topic_score_codex":0.0042583887,"about_ca_topic_score_gemma":0.0022799291,"teacher_disagreement_score":0.0046511367,"about_ca_system_score_codex":0.0018784004,"about_ca_system_score_gemma":0.0022548295,"threshold_uncertainty_score":0.024597883},"labels":[],"label_agreement":null},{"id":"W2254409802","doi":"","title":"On uniqueness of moving average representations of heavy-tailed stationary processes","year":2014,"lang":"en","type":"preprint","venue":"Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)","topic":"Stochastic processes and financial applications","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; Mathematics; Econometrics; Statistical physics; Mathematical analysis; Physics","score_opus":0.024178993772111797,"score_gpt":0.22254647076923872,"score_spread":0.19836747699712692,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2254409802","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0777103,0.00060873834,0.91437423,0.00064928643,0.00008992815,0.000042616077,0.00012198417,0.00009992164,0.0063030226],"genre_scores_gemma":[0.82704115,0.0016140904,0.15253669,0.00061114837,0.00043999532,0.00028205995,0.00039950453,0.00026174024,0.01681365],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99889827,0.00042238666,0.00005291122,0.00028795068,0.00020346604,0.0001350159],"domain_scores_gemma":[0.98832464,0.007781595,0.0014075842,0.00063885824,0.0012121624,0.00063522405],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0049358956,0.00088870083,0.00088323734,0.0016543225,0.00083406875,0.0021496427,0.001655022,0.0016422785,0.0040772106],"category_scores_gemma":[0.022070775,0.00045548825,0.0015497222,0.0008687973,0.0035428489,0.003699364,0.0032099704,0.0030267742,0.00069855945],"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":[0.00004246674,0.00004652371,0.0011840233,0.0001042267,0.00003470748,0.00018113655,0.000343044,0.022657668,0.003531825,0.9595225,0.0007704352,0.011581435],"study_design_scores_gemma":[0.000020866806,0.00007211392,0.00065781595,0.00005771551,0.000021058882,0.00022435193,0.00012948521,0.31906173,0.0020709208,0.67595184,0.0016881027,0.000044054494],"about_ca_topic_score_codex":0.00085078937,"about_ca_topic_score_gemma":0.0004954644,"teacher_disagreement_score":0.0049358956,"about_ca_system_score_codex":0.0009849069,"about_ca_system_score_gemma":0.0010836073,"threshold_uncertainty_score":0.026103795},"labels":[],"label_agreement":null},{"id":"W2254900144","doi":"10.3390/risks4030030","title":"On the Capital Allocation Problem for a New Coherent Risk Measure in Collective Risk Theory","year":2016,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","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":"Royal Bank of Canada; Université de Montréal","funders":"","keywords":"Capital allocation line; Measure (data warehouse); Risk measure; Dynamic risk measure; Context (archaeology); Coherent risk measure; Capital (architecture); Aggregate (composite); Space (punctuation); Mathematical economics; Spectral risk measure; Simple (philosophy); Computer science; Economics; Risk management; Econometrics; Microeconomics; Expected shortfall; Financial economics; Finance; Data mining","score_opus":0.043187004207035515,"score_gpt":0.24065309312111938,"score_spread":0.19746608891408385,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2254900144","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.058510885,0.0018754909,0.92242837,0.004082448,0.00011347121,0.00006412047,0.0000809908,0.000048657854,0.012795532],"genre_scores_gemma":[0.81988555,0.0030198237,0.1630388,0.0006114589,0.00061814993,0.00036993617,0.00015890846,0.00010301276,0.012194398],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985,0.0007693027,0.00007022242,0.0003119397,0.00020680105,0.0001418229],"domain_scores_gemma":[0.9955778,0.0032666638,0.00040523088,0.00021273388,0.00024974789,0.00028790854],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004674722,0.00093261513,0.0014848193,0.0010183898,0.001181606,0.0034783876,0.0012267109,0.0031859223,0.0037306729],"category_scores_gemma":[0.009990251,0.0005507525,0.001149669,0.0010421869,0.0042401915,0.00587873,0.0027000806,0.0025146932,0.00028626012],"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":[0.000011821621,0.000023985802,0.00017328939,0.000043751996,0.000015123688,0.000053468568,0.00007534936,0.034282766,0.0002665356,0.9607929,0.00054895144,0.003712065],"study_design_scores_gemma":[0.000018573743,0.000024086277,0.00016860047,0.000029117868,0.000010584049,0.000033089873,0.000044532517,0.1535135,0.0001518776,0.84484756,0.0011419404,0.000016520678],"about_ca_topic_score_codex":0.0018519572,"about_ca_topic_score_gemma":0.0011170417,"teacher_disagreement_score":0.004674722,"about_ca_system_score_codex":0.002728311,"about_ca_system_score_gemma":0.0020392935,"threshold_uncertainty_score":0.024722576},"labels":[],"label_agreement":null},{"id":"W2255879235","doi":"10.1142/s0219024916500047","title":"OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET","year":2016,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":9,"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 du Québec à Montréal","funders":"Natural Sciences and Engineering Research Council of Canada; Agence Nationale de la Recherche","keywords":"Limit (mathematics); Mathematical optimization; Bellman equation; Jump process; Jump; Position (finance); Stochastic control; Order book; Computer science; Portfolio; Order (exchange); Market impact; Optimal control; Market microstructure; Economics; Mathematics; Financial economics; Finance","score_opus":0.014693653014439279,"score_gpt":0.24393502765470718,"score_spread":0.2292413746402679,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2255879235","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.51941276,0.001000849,0.46284908,0.0020815062,0.00007917484,0.00017019779,0.00027792467,0.00029942146,0.0138291465],"genre_scores_gemma":[0.96891797,0.00030666363,0.02467486,0.00008572388,0.00002483105,0.000098241486,0.00012754684,0.000081348335,0.0056827455],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993806,0.00023686158,0.00003344483,0.00010069833,0.00009073084,0.00015751726],"domain_scores_gemma":[0.99482995,0.0036417672,0.0005878804,0.0001445667,0.00025803328,0.0005377671],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028107024,0.0008339825,0.0016424716,0.00074895524,0.0006139998,0.0023981417,0.0013397225,0.002479408,0.0069184056],"category_scores_gemma":[0.009584316,0.0007884244,0.00068494346,0.00052673987,0.0018542071,0.0031063007,0.0010988215,0.0019645137,0.00038270012],"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":[0.00022338518,0.00011024157,0.0006423739,0.0000774178,0.000023078532,0.00012458849,0.000054225686,0.94049186,0.0015942825,0.050382823,0.0006399052,0.0056358622],"study_design_scores_gemma":[0.000031651653,0.00006194369,0.00015332116,0.000009423444,0.00000840636,0.000013087361,0.000021185608,0.9834357,0.000296463,0.0157786,0.00017925404,0.000010985689],"about_ca_topic_score_codex":0.0054513067,"about_ca_topic_score_gemma":0.002485664,"teacher_disagreement_score":0.0069184056,"about_ca_system_score_codex":0.0024690023,"about_ca_system_score_gemma":0.0021844504,"threshold_uncertainty_score":0.023144364},"labels":[],"label_agreement":null},{"id":"W2258382481","doi":"10.2139/ssrn.2690888","title":"Option Valuation with Volatility Components, Fat Tails, and Nonlinear Pricing Kernels","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"University of Toronto","funders":"","keywords":"Volatility (finance); Valuation (finance); Economics; Valuation of options; Nonlinear system; Financial economics; Econometrics; Mathematics; Finance; Physics","score_opus":0.018524634242712945,"score_gpt":0.21547350559051123,"score_spread":0.1969488713477983,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2258382481","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.41775036,0.0006601878,0.57340425,0.0010048064,0.00010835455,0.000046078225,0.00015092369,0.0001265209,0.006748463],"genre_scores_gemma":[0.9842726,0.00023444038,0.00981929,0.000048294638,0.00012512348,0.000018800187,0.00008733012,0.000033406777,0.0053606057],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986304,0.0006241064,0.00008216804,0.00020662243,0.0002540062,0.00020268648],"domain_scores_gemma":[0.98819286,0.007470653,0.0014783073,0.0011680457,0.000839874,0.00085028086],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0047229687,0.0013746002,0.0016478233,0.0011715116,0.0004779887,0.0050417916,0.0016810986,0.0025850134,0.0030935835],"category_scores_gemma":[0.02399534,0.00089803943,0.0014059815,0.0012563817,0.0029718208,0.009058341,0.0023024739,0.0029331439,0.00034715445],"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":[0.0003857407,0.00019851317,0.00570776,0.00007925128,0.00013180867,0.00087279256,0.00018543775,0.17810053,0.0030497818,0.79819715,0.00075046945,0.012340749],"study_design_scores_gemma":[0.000030028621,0.000028210463,0.00108343,0.000007759313,0.000022170327,0.00014663834,0.000025056901,0.70845264,0.00026041205,0.28980535,0.00010856688,0.000029774996],"about_ca_topic_score_codex":0.0015759598,"about_ca_topic_score_gemma":0.0008772288,"teacher_disagreement_score":0.0050417916,"about_ca_system_score_codex":0.0010248565,"about_ca_system_score_gemma":0.0007626437,"threshold_uncertainty_score":0.024977744},"labels":[],"label_agreement":null},{"id":"W2259305459","doi":"10.1016/j.acha.2014.04.004","title":"Multichannel deconvolution with long range dependence: Upper bounds on the<mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" altimg=\"si1.gif\" overflow=\"scroll\"><mml:msup><mml:mrow><mml:mi>L</mml:mi></mml:mrow><mml:mrow><mml:mi>p</mml:mi></mml:mrow></mml:msup></mml:math>-risk<mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" altimg=\"si2.gif\" overflow=\"scroll\"><mml:mo stretchy=\"false\">(</mml:mo><mml:mn>1</mml:mn><mml:mo>≤</mml:mo><mml:mi>p</mml:mi><mml:mo>&lt;</mml:mo><mml:mo>∞</mml:mo><mml:mo stretchy=\"false\">)</mml:mo></mml:math>","year":2014,"lang":"lv","type":"article","venue":"Applied and Computational Harmonic Analysis","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Deconvolution; Estimator; Convolution (computer science); Range (aeronautics); Wavelet; Hurst exponent; Convergence (economics); Fractional Brownian motion","score_opus":0.015622559168754635,"score_gpt":0.2224302784269594,"score_spread":0.20680771925820476,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2259305459","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0042520324,0.002340301,0.9667531,0.0023664767,0.00020482522,0.00004608719,0.00045024243,0.0008728897,0.022714034],"genre_scores_gemma":[0.32118437,0.0094616795,0.5739992,0.0025224513,0.0015333255,0.0006204727,0.0028627284,0.00391361,0.08390217],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9956006,0.0013505686,0.00020427184,0.0007372687,0.0016238183,0.00048348404],"domain_scores_gemma":[0.96402663,0.025500767,0.0016758628,0.0041939965,0.0035782487,0.0010243865],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.012675252,0.0025087725,0.0015548829,0.002551569,0.0014025965,0.0038512764,0.0025877256,0.0031437445,0.02133966],"category_scores_gemma":[0.05334556,0.0014652112,0.002001276,0.00172255,0.0046302653,0.0102479,0.006589953,0.0076381937,0.0075006424],"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":[0.00041936006,0.00011469324,0.0013679526,0.0007912461,0.00014573777,0.00027053774,0.00033164225,0.09325479,0.0062474273,0.7571543,0.02856803,0.11133424],"study_design_scores_gemma":[0.000016524675,0.000036991725,0.00084512145,0.00020413785,0.00005306345,0.00020096148,0.00005845363,0.62160176,0.008822221,0.35390553,0.014164848,0.0000903949],"about_ca_topic_score_codex":0.004728567,"about_ca_topic_score_gemma":0.0058817463,"teacher_disagreement_score":0.02133966,"about_ca_system_score_codex":0.0035392765,"about_ca_system_score_gemma":0.003586195,"threshold_uncertainty_score":0.071388245},"labels":[],"label_agreement":null},{"id":"W2261739179","doi":"","title":"Pricing Financial Derivatives by Gram-Charlier Expansions","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Stochastic volatility; Derivative (finance); Heston model; Economics; Gram; Valuation of options; Volatility (finance); Exposition (narrative); Econometrics; Mathematical economics; Mathematics; Applied mathematics; Financial economics; SABR volatility model","score_opus":0.010147564822796672,"score_gpt":0.20454465655912607,"score_spread":0.1943970917363294,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2261739179","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04300649,0.0006282009,0.942275,0.00025604354,0.000158765,0.000044890417,0.00006553729,0.00046426346,0.013100774],"genre_scores_gemma":[0.6693654,0.0014393472,0.3069731,0.00036228844,0.00045246663,0.00017571582,0.00023731084,0.0005045604,0.02048981],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99925774,0.0003811433,0.000024893041,0.000045190565,0.00022573056,0.00006527624],"domain_scores_gemma":[0.9988675,0.0006592682,0.00011312714,0.000117862466,0.00015851494,0.000083784646],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017414637,0.0010165563,0.00064973783,0.0015712662,0.00052096276,0.0010105656,0.00074248627,0.0011796767,0.0047614123],"category_scores_gemma":[0.0067443093,0.00030822668,0.00097191957,0.0012144656,0.0010482939,0.0026923134,0.0011107138,0.002050362,0.0011174711],"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":[0.00015044429,0.000074023425,0.0008618872,0.00009345647,0.00004470674,0.00057300646,0.00020787188,0.20594057,0.0061595775,0.70875627,0.003264813,0.07387337],"study_design_scores_gemma":[0.000018569548,0.000053444073,0.00045922198,0.000022543398,0.000012949116,0.00017713637,0.000027699407,0.79186463,0.0027085845,0.20034729,0.0042536817,0.000054165153],"about_ca_topic_score_codex":0.0016858877,"about_ca_topic_score_gemma":0.0019141235,"teacher_disagreement_score":0.0047614123,"about_ca_system_score_codex":0.00056576263,"about_ca_system_score_gemma":0.00041293722,"threshold_uncertainty_score":0.015928447},"labels":[],"label_agreement":null},{"id":"W2264928482","doi":"10.2139/ssrn.1504243","title":"Option Valuation Using Asymptotic Expansion","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Asymptotic expansion; Valuation (finance); Mathematics; Econometrics; Economics; Actuarial science; Applied mathematics; Mathematical analysis; Accounting","score_opus":0.029615132369503167,"score_gpt":0.24931550993071175,"score_spread":0.21970037756120858,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2264928482","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.034253668,0.001003639,0.94162893,0.0006049139,0.00021485038,0.000033925055,0.000055967324,0.00026227869,0.021941727],"genre_scores_gemma":[0.8314193,0.0018852815,0.13304074,0.00035119077,0.0011278254,0.00013916535,0.00025383985,0.0004245961,0.03135818],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984028,0.0009157258,0.0000731861,0.00013266453,0.0003811391,0.00009450865],"domain_scores_gemma":[0.99191135,0.0057991603,0.00036007183,0.000662367,0.0009032126,0.00036397],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0038345247,0.0010945654,0.001891205,0.0024543924,0.0005621749,0.0025755223,0.0013746447,0.0016407234,0.0077574896],"category_scores_gemma":[0.01968264,0.0006327068,0.0016866191,0.0019057448,0.0023698446,0.0064472044,0.0029548807,0.0037638757,0.0010495306],"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":[0.000051179013,0.00008495191,0.00038474659,0.00007910463,0.000038686954,0.00017395496,0.00009001448,0.052864004,0.0016779553,0.920368,0.0016259904,0.022561412],"study_design_scores_gemma":[0.000008503393,0.000014343613,0.00015835688,0.000019054864,0.00001231272,0.00008863545,0.000009518553,0.5795248,0.00022068841,0.41929165,0.00063931156,0.000012865431],"about_ca_topic_score_codex":0.00090869574,"about_ca_topic_score_gemma":0.0008309009,"teacher_disagreement_score":0.0077574896,"about_ca_system_score_codex":0.00092542416,"about_ca_system_score_gemma":0.0007038795,"threshold_uncertainty_score":0.025951385},"labels":[],"label_agreement":null},{"id":"W2265373744","doi":"","title":"American Option Pricing Using Simulation: An Introduction with an Application to the GARCH Option Pricing Model","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Center for Interuniversity Research and Analysis on Organizations; Western University","funders":"","keywords":"Monte Carlo methods for option pricing; Autoregressive conditional heteroskedasticity; Trinomial tree; Valuation of options; Finite difference methods for option pricing; Econometrics; Economics; Binomial options pricing model; Rational pricing; Financial economics; Black–Scholes model; Actuarial science; Computer science; Capital asset pricing model; Volatility (finance)","score_opus":0.023830758234719814,"score_gpt":0.2695502596822323,"score_spread":0.24571950144751248,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2265373744","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0010222549,0.031669993,0.9223006,0.0032143635,0.0031772363,0.00020191324,0.0009911153,0.0015048045,0.035917755],"genre_scores_gemma":[0.028024292,0.09612982,0.82297176,0.0031423175,0.007375125,0.0011213915,0.0019157827,0.0015928295,0.03772665],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9985122,0.0006450128,0.00015555604,0.000118789474,0.0005242647,0.00004413941],"domain_scores_gemma":[0.9978375,0.0015209834,0.00010237483,0.00015660712,0.00031343487,0.0000690756],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017514443,0.0017698169,0.0012126196,0.0025259205,0.0005364147,0.0021233924,0.0014738209,0.0026832076,0.020698156],"category_scores_gemma":[0.004821123,0.0010890067,0.002144609,0.0046200617,0.0013108972,0.0034535564,0.0014460201,0.0046943,0.009780001],"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":[0.00004544369,0.00021846112,0.0007637399,0.0012301494,0.00011297613,0.00048332656,0.00026729124,0.054792974,0.0027568326,0.5366917,0.1418715,0.26076552],"study_design_scores_gemma":[0.00001575616,0.00008466217,0.0004954096,0.00056535914,0.000028249118,0.00074382627,0.000043330743,0.067517936,0.0008537055,0.34744295,0.58210504,0.000103836566],"about_ca_topic_score_codex":0.0010685165,"about_ca_topic_score_gemma":0.0011143809,"teacher_disagreement_score":0.020698156,"about_ca_system_score_codex":0.0006304131,"about_ca_system_score_gemma":0.00081677345,"threshold_uncertainty_score":0.06924224},"labels":[],"label_agreement":null},{"id":"W2270078167","doi":"","title":"Efficient Valuation of Prepayment and Default Risky Securities","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Prepayment of loan; Valuation (finance); Business; Commercial mortgage-backed security; Financial economics; Securitization; Actuarial science; Economics; Financial system; Finance; Real estate; Real estate investment trust","score_opus":0.026790957289272825,"score_gpt":0.23617113244856583,"score_spread":0.209380175159293,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2270078167","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3031572,0.002936665,0.6706803,0.002001236,0.00016759562,0.0001338653,0.0004378951,0.00023593535,0.020249253],"genre_scores_gemma":[0.96909183,0.0008811105,0.023686819,0.00003167114,0.00012489072,0.00004198258,0.00024199917,0.000063683445,0.0058359965],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99858284,0.0007392906,0.000098239616,0.00017723079,0.00028879903,0.00011362951],"domain_scores_gemma":[0.99113,0.005902305,0.00093945826,0.0009045035,0.0005555256,0.0005682514],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004555458,0.00065360684,0.0012803314,0.00087267935,0.0002921503,0.0039441497,0.0010346319,0.0013318158,0.0038431059],"category_scores_gemma":[0.021433702,0.0006335624,0.000630698,0.0007385714,0.0010747879,0.005511448,0.0012242601,0.0019126903,0.00034603415],"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":[0.0004651437,0.0001024867,0.0038670683,0.00015780023,0.00010017707,0.00051226275,0.0001540021,0.27078822,0.005239908,0.67029107,0.0031064632,0.045215398],"study_design_scores_gemma":[0.00004103009,0.00009799186,0.0013870588,0.000030046955,0.00002482111,0.00012745883,0.00003421888,0.68464184,0.0013700756,0.31106076,0.0011645088,0.000020146193],"about_ca_topic_score_codex":0.00055530074,"about_ca_topic_score_gemma":0.00036710137,"teacher_disagreement_score":0.004555458,"about_ca_system_score_codex":0.00131933,"about_ca_system_score_gemma":0.00097285805,"threshold_uncertainty_score":0.0240919},"labels":[],"label_agreement":null},{"id":"W2270929695","doi":"10.1016/j.jempfin.2011.09.004","title":"American option pricing with discrete and continuous time models: An empirical comparison","year":2011,"lang":"en","type":"preprint","venue":"Journal of Empirical Finance","topic":"Stochastic processes and financial applications","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; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Discrete time and continuous time; Valuation of options; Autoregressive conditional heteroskedasticity; Econometrics; Economics; Convergence (economics); Monte Carlo methods for option pricing; Monte Carlo method; Discrete-time stochastic process; Discrete choice; Mathematics; Computer science; Statistics; Stochastic process; Volatility (finance)","score_opus":0.07700853971850266,"score_gpt":0.314936223628928,"score_spread":0.23792768391042532,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2270929695","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92911863,0.004279408,0.056674473,0.0013880543,0.000127439,0.000037429603,0.00036779916,0.00018633272,0.007820445],"genre_scores_gemma":[0.99266124,0.0009095337,0.0043196175,0.000076506425,0.000101319565,0.000018655215,0.0004467614,0.000036653124,0.0014297633],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9980757,0.001098565,0.00009748975,0.0002444356,0.00038163376,0.00010218553],"domain_scores_gemma":[0.95099294,0.042123314,0.0020036362,0.0025559498,0.0011875132,0.0011366409],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00830227,0.0005788228,0.0011542487,0.0017437803,0.00045281264,0.004922083,0.0023538969,0.0020259751,0.007274748],"category_scores_gemma":[0.036261227,0.00037893184,0.0011164369,0.0024682812,0.0015084608,0.0059449337,0.0012654677,0.0026697766,0.00071498065],"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":[0.004253758,0.0023586531,0.09175149,0.00072851416,0.0006832651,0.000535304,0.0016130917,0.25553867,0.0014349364,0.5232163,0.0076709734,0.110215135],"study_design_scores_gemma":[0.00024733465,0.00030581624,0.02478272,0.000113869515,0.0002174215,0.0003777335,0.00058065914,0.7255397,0.00031141256,0.24452937,0.0029046019,0.000089349676],"about_ca_topic_score_codex":0.0018954679,"about_ca_topic_score_gemma":0.0011051759,"teacher_disagreement_score":0.00830227,"about_ca_system_score_codex":0.0010166536,"about_ca_system_score_gemma":0.00068095204,"threshold_uncertainty_score":0.043907106},"labels":[],"label_agreement":null},{"id":"W2270990190","doi":"","title":"LARGE DEVIATIONS APPLICATION TO EXIT TIMES FOR SWITCHED MARKOV PROCESSES","year":2011,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Markov chain; Markov process; Jump; Statistical physics; Limit (mathematics); Mathematics; Time reversibility; Markov renewal process; Large deviations theory; Markov model; Markov property; Applied mathematics; Mathematical analysis; Statistics; Physics","score_opus":0.03671984141036407,"score_gpt":0.23879950120171156,"score_spread":0.20207965979134748,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2270990190","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.287333,0.002317815,0.69665027,0.0013454587,0.00027263994,0.00006588697,0.00007746956,0.00039405518,0.011543376],"genre_scores_gemma":[0.9752451,0.0007890761,0.018944232,0.00012690802,0.00012710375,0.000081214625,0.00006123671,0.000110084766,0.004515146],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99911064,0.0004729457,0.000041020736,0.0001129579,0.00018966729,0.00007289474],"domain_scores_gemma":[0.9872089,0.009988733,0.0011232279,0.0003009724,0.0006703525,0.00070791924],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031817274,0.0012036338,0.0008000722,0.0013410482,0.0006156039,0.0013478224,0.0008835037,0.0011377957,0.0022554542],"category_scores_gemma":[0.016463002,0.0003593231,0.00093314215,0.00053640624,0.0020331724,0.0015433244,0.0018037098,0.0019138231,0.00015188147],"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":[0.00018112754,0.000082485334,0.0017559278,0.00013737223,0.000090309564,0.0005176913,0.0003591698,0.48318517,0.011328598,0.49279484,0.0005110563,0.009056255],"study_design_scores_gemma":[0.00001416044,0.000058505564,0.00029008117,0.000014696917,0.000014994423,0.000049554816,0.00003229955,0.91751486,0.0011673126,0.080495656,0.00033258888,0.000015246275],"about_ca_topic_score_codex":0.0019211028,"about_ca_topic_score_gemma":0.0010339686,"teacher_disagreement_score":0.0031817274,"about_ca_system_score_codex":0.0013385765,"about_ca_system_score_gemma":0.0007720393,"threshold_uncertainty_score":0.016826749},"labels":[],"label_agreement":null},{"id":"W2271020026","doi":"","title":"Empirical Investigation of the Canadian Bond Options Market","year":2004,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Queen's University","funders":"","keywords":"Bond; Government bond; Bond valuation; Economics; Maturity (psychological); Financial economics; Volatility (finance); Notional amount; Bond market; Equity (law); Yield curve; Valuation (finance); Econometrics; Actuarial science; Monetary economics; Finance","score_opus":0.018631144692337308,"score_gpt":0.22334807274373578,"score_spread":0.20471692805139846,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2271020026","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96331793,0.0009581636,0.0022968976,0.0013240334,0.000013755682,0.00007217779,0.0044501326,0.000102272934,0.027464617],"genre_scores_gemma":[0.99161726,0.00058497203,0.0011300624,0.00006970759,0.000012572394,0.000017011063,0.0030915304,0.000013258898,0.0034637235],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99912447,0.0001255532,0.000036627865,0.000102097,0.00047360425,0.0001376084],"domain_scores_gemma":[0.99544674,0.0017948215,0.0007352293,0.00023266455,0.001390102,0.000400416],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015765512,0.0002925726,0.0003665387,0.002560123,0.0014455367,0.0017815586,0.00095264,0.0005600189,0.0056127873],"category_scores_gemma":[0.014423632,0.00018774605,0.00029088906,0.0045538372,0.00073359703,0.001179956,0.00055986724,0.0006964685,0.00029178426],"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":[0.00035569476,0.00031265683,0.5695336,0.00034744432,0.0001731806,0.0012583253,0.004729458,0.08935811,0.0022180004,0.19291253,0.03391238,0.10488872],"study_design_scores_gemma":[0.00005394057,0.00008402605,0.57479715,0.00011026797,0.000062685576,0.00034183607,0.0041186414,0.33865896,0.0015724077,0.011460011,0.06858222,0.00015788472],"about_ca_topic_score_codex":0.92820275,"about_ca_topic_score_gemma":0.92946875,"teacher_disagreement_score":0.07179725,"about_ca_system_score_codex":0.016193433,"about_ca_system_score_gemma":0.009994467,"threshold_uncertainty_score":0.14444011},"labels":[],"label_agreement":null},{"id":"W2272028740","doi":"10.2139/ssrn.1597890","title":"Numerical Solutions of PIDEs for the Prices of Bond Options, Swaps, Caps and Floors for Levy-Based Stochastic Interest Rate Models","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Bond; Interest rate; Lévy process; Interest rate derivative; Economics; Econometrics; Bond valuation; Financial economics; Mathematics; Monetary economics; Applied mathematics; Finance","score_opus":0.037033841041180696,"score_gpt":0.2456910662796068,"score_spread":0.20865722523842611,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2272028740","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.25899875,0.0023272024,0.69560444,0.0036020516,0.0005743009,0.000266525,0.0007964722,0.00044660876,0.037383538],"genre_scores_gemma":[0.84860885,0.000797863,0.13716847,0.00036333056,0.00014728821,0.00043122895,0.0005500188,0.00030973603,0.011623195],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995845,0.00020346587,0.000030494699,0.00004637659,0.00008081366,0.00005434506],"domain_scores_gemma":[0.99243987,0.005800646,0.0005129133,0.00018319872,0.0006932446,0.0003700702],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003011331,0.0009486339,0.00095472083,0.0014811286,0.0008540843,0.0020014513,0.0012981335,0.0033283972,0.0059904037],"category_scores_gemma":[0.018836861,0.00065641943,0.0010322965,0.00088703254,0.0018500357,0.0015869478,0.0016135704,0.0026321397,0.00042321993],"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":[0.000087736276,0.000061496736,0.0010715779,0.00010848883,0.00003410342,0.00011331062,0.0001251188,0.93082964,0.0006245701,0.06073986,0.0009910003,0.005213079],"study_design_scores_gemma":[0.000013650403,0.000007915594,0.000089750414,0.000013994944,0.0000035752666,0.000008947936,0.000027623319,0.9927402,0.00009803606,0.0067682466,0.00022142206,0.0000065393992],"about_ca_topic_score_codex":0.00862417,"about_ca_topic_score_gemma":0.007845456,"teacher_disagreement_score":0.00862417,"about_ca_system_score_codex":0.001583008,"about_ca_system_score_gemma":0.001986492,"threshold_uncertainty_score":0.020039916},"labels":[],"label_agreement":null},{"id":"W2273850833","doi":"10.1142/s2010495207500017","title":"PREFERENCES, LÉVY JUMPS AND OPTION PRICING","year":2007,"lang":"en","type":"article","venue":"Annals of Financial Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"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":"Xiamen University; McGill University","keywords":"Moneyness; Black–Scholes model; Valuation of options; Economics; Jump; Implied volatility; Volatility (finance); Mathematical economics; Econometrics; Volatility smile; Variable (mathematics); Mathematics","score_opus":0.06636547831531862,"score_gpt":0.2649105753321579,"score_spread":0.19854509701683926,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2273850833","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3464445,0.0030524577,0.5691165,0.0061109294,0.00021445908,0.00004065174,0.00018388021,0.00017011688,0.07466662],"genre_scores_gemma":[0.96249413,0.0010261296,0.021700114,0.00026591966,0.00020979319,0.00002574435,0.00007593844,0.000028754319,0.014173498],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996798,0.00012457039,0.0000129747405,0.000037686354,0.00009437745,0.00005058844],"domain_scores_gemma":[0.99907327,0.00045393445,0.0001390311,0.000053561304,0.00015015982,0.00013001348],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009933444,0.0004109314,0.00040188272,0.00060128036,0.000403251,0.0013556276,0.00065824366,0.0011668334,0.003992794],"category_scores_gemma":[0.005247539,0.00021305408,0.0003815166,0.000586426,0.0011552651,0.0028819523,0.0007338196,0.0015562108,0.00039469052],"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":[0.000015724683,0.000026790509,0.00054995436,0.000018807568,0.000010569686,0.0001418539,0.00010607621,0.017623935,0.00047986538,0.972002,0.00064543274,0.008379016],"study_design_scores_gemma":[0.000010312371,0.00001206011,0.0004752117,0.000009624287,0.000004848667,0.00007870242,0.00003721165,0.07145589,0.00013041786,0.92645204,0.0013227484,0.000010897906],"about_ca_topic_score_codex":0.0019950126,"about_ca_topic_score_gemma":0.0014892401,"teacher_disagreement_score":0.003992794,"about_ca_system_score_codex":0.00070456177,"about_ca_system_score_gemma":0.000593887,"threshold_uncertainty_score":0.013357222},"labels":[],"label_agreement":null},{"id":"W2277147221","doi":"10.3390/jrfm14030097","title":"Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model","year":2021,"lang":"en","type":"preprint","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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; Jump diffusion; Mathematics; Asymptotic distribution; Jump; Principle of maximum entropy; Econometrics; Applied mathematics; Statistics","score_opus":0.041199930049205594,"score_gpt":0.2567054414162268,"score_spread":0.21550551136702123,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2277147221","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08560612,0.0005746303,0.91206586,0.00024050134,0.000027366066,0.000019442292,0.00006376165,0.00012443072,0.0012779718],"genre_scores_gemma":[0.94324005,0.0005574977,0.05383772,0.000089967674,0.00010814092,0.00004581342,0.0001974663,0.00009712678,0.0018263396],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987092,0.0006069137,0.00007806757,0.00016774284,0.00035592224,0.00008204625],"domain_scores_gemma":[0.98435843,0.013093791,0.0008048553,0.00070871424,0.0007779763,0.00025615134],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00576783,0.0006140984,0.0010114604,0.0011488468,0.00022571399,0.0010772814,0.0010607312,0.0012131146,0.0014295793],"category_scores_gemma":[0.02403327,0.00036479137,0.00062371814,0.000600476,0.0018028428,0.0029070226,0.0015708064,0.001249491,0.00017285004],"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":[0.00015025021,0.000049769846,0.0034122241,0.000213342,0.00011197703,0.00027374082,0.00016046011,0.7944801,0.006170725,0.17308153,0.00031959655,0.021576276],"study_design_scores_gemma":[0.000005243754,0.00002923543,0.00081602676,0.000019828241,0.000008704317,0.0000491926,0.000009234893,0.9510199,0.0008987842,0.046984486,0.00014160344,0.000017834944],"about_ca_topic_score_codex":0.0009225141,"about_ca_topic_score_gemma":0.00048790383,"teacher_disagreement_score":0.00576783,"about_ca_system_score_codex":0.0008310542,"about_ca_system_score_gemma":0.000642248,"threshold_uncertainty_score":0.03050363},"labels":[],"label_agreement":null},{"id":"W2277193995","doi":"10.5539/ijef.v8n3p123","title":"Empirical Performance of Black-Scholes and GARCH Option Pricing Models during Turbulent Times: The Indian Evidence","year":2016,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Stochastic processes and financial applications","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":"","keywords":"Black–Scholes model; Valuation of options; Economics; Stochastic volatility; Implied volatility; Financial economics; Volatility smile; Volatility (finance); Rational pricing; Currency; Econometrics; Variable pricing; Capital asset pricing model; Monetary economics","score_opus":0.04243717297972128,"score_gpt":0.2577528022262807,"score_spread":0.21531562924655945,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2277193995","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99570256,0.00027656977,0.0017955679,0.00023167071,0.000012884712,0.0000056304334,0.000115240415,0.00004006606,0.001819767],"genre_scores_gemma":[0.99925107,0.0001521866,0.0002456986,0.000019971965,0.000013641484,0.0000020900766,0.0001723203,0.000008000142,0.0001349634],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99878186,0.0004467273,0.00009680266,0.00013803985,0.00035016527,0.00018641983],"domain_scores_gemma":[0.98618084,0.0075098937,0.002855352,0.001545771,0.0012102273,0.00069794967],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004266285,0.00042823845,0.00063238485,0.0014411241,0.00056406175,0.0027345873,0.0011036436,0.0009501649,0.0010822971],"category_scores_gemma":[0.01843758,0.00031105088,0.0008971013,0.002377998,0.001263841,0.0020971848,0.0010650378,0.0015670634,0.00034879125],"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":[0.0013579116,0.0003808388,0.7213945,0.00022947737,0.00071904843,0.000902383,0.0021128615,0.20079069,0.0028003938,0.030402659,0.002269493,0.03663985],"study_design_scores_gemma":[0.00008446101,0.00043128445,0.4840895,0.00008315957,0.00028885205,0.00054555817,0.0017904105,0.48736826,0.0024600402,0.02027885,0.002358285,0.00022137722],"about_ca_topic_score_codex":0.01398982,"about_ca_topic_score_gemma":0.0053463867,"teacher_disagreement_score":0.01398982,"about_ca_system_score_codex":0.0007240443,"about_ca_system_score_gemma":0.00069949677,"threshold_uncertainty_score":0.027816772},"labels":[],"label_agreement":null},{"id":"W2279864398","doi":"10.1007/bfb0113351","title":"Martingale representation and non-attainable contingent claims","year":2007,"lang":"en","type":"book-chapter","venue":"Lecture notes in control and information sciences","topic":"Stochastic processes and financial applications","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":"Martingale (probability theory); Representation (politics); Mathematics; Econometrics; Mathematical economics; Computer science; Applied mathematics; Political science; Law","score_opus":0.025405170316494252,"score_gpt":0.24925309054330824,"score_spread":0.223847920226814,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2279864398","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.096175954,0.003430317,0.8231891,0.0036229903,0.0005151048,0.000050936032,0.000260814,0.0001820709,0.07257274],"genre_scores_gemma":[0.8652289,0.0027181553,0.066970415,0.00036687852,0.0009532118,0.00012697012,0.0004995399,0.00014292198,0.062992916],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992588,0.00024359048,0.000045724966,0.00009828981,0.00027971924,0.000073860036],"domain_scores_gemma":[0.9977628,0.0014086672,0.00024743754,0.0002281868,0.00021799166,0.00013490485],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017560859,0.0010848303,0.0009650619,0.0012414946,0.0005858838,0.0030096679,0.001030355,0.0017522132,0.0049005128],"category_scores_gemma":[0.005593433,0.000475294,0.0009295191,0.0011484907,0.00205179,0.0046814717,0.0012486463,0.0040424545,0.0005341206],"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":[0.000004304186,0.0000074911222,0.00002163506,0.000009879648,0.0000025104612,0.000026175128,0.000028225995,0.0015079046,0.00014765491,0.99631834,0.0003052387,0.0016207228],"study_design_scores_gemma":[0.0000029853356,0.000006136035,0.000047582555,0.000006258448,0.0000019303143,0.000032388256,0.0000071188015,0.020161904,0.000070176,0.97869873,0.0009608189,0.0000038102016],"about_ca_topic_score_codex":0.00043543565,"about_ca_topic_score_gemma":0.0003589732,"teacher_disagreement_score":0.0049005128,"about_ca_system_score_codex":0.0010686305,"about_ca_system_score_gemma":0.00054989493,"threshold_uncertainty_score":0.01639384},"labels":[],"label_agreement":null},{"id":"W2283082575","doi":"10.5539/ijef.v8n6p118","title":"The Japan Municipal Bond Yield Curve: 2002 to the Present","year":2016,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"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; Yield curve; Yield (engineering); Municipal bond; Economics; Econometrics; Parametric statistics; Bond market; Mathematics; Statistics; Monetary economics; Finance","score_opus":0.03108950826765111,"score_gpt":0.24363094629666945,"score_spread":0.21254143802901834,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2283082575","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8312947,0.0026744904,0.0031854457,0.0012815505,0.0002636304,0.00005302961,0.12046663,0.0010610024,0.03971956],"genre_scores_gemma":[0.85012347,0.0015521316,0.0018392589,0.00015978715,0.00021710584,0.000052769454,0.13129798,0.00030542057,0.014452068],"study_design_codex":"observational","study_design_gemma":"not_applicable","domain_scores_codex":[0.9996032,0.000024711017,0.000039644117,0.000105810446,0.0001616443,0.00006488674],"domain_scores_gemma":[0.9962262,0.00016075443,0.00073710043,0.00019192981,0.0023758793,0.00030814423],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006456139,0.0003725878,0.00027055628,0.002507007,0.00030893067,0.001613022,0.00032267606,0.00052889535,0.0028238236],"category_scores_gemma":[0.0038250121,0.00022871004,0.00026967246,0.004789538,0.00017453269,0.0012133099,0.0006125914,0.0008721573,0.0021004514],"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":[0.001017663,0.00015525901,0.6038409,0.00063684635,0.00023757969,0.0010088296,0.00218414,0.009199503,0.0036692182,0.0067223115,0.23771994,0.13360786],"study_design_scores_gemma":[0.00001135049,0.00005611064,0.90418667,0.00003738551,0.000040415976,0.00024535594,0.00043936342,0.003714233,0.000795177,0.00023206387,0.09021222,0.000029590961],"about_ca_topic_score_codex":0.03919789,"about_ca_topic_score_gemma":0.035904214,"teacher_disagreement_score":0.03919789,"about_ca_system_score_codex":0.0014149487,"about_ca_system_score_gemma":0.00059284834,"threshold_uncertainty_score":0.07793945},"labels":[],"label_agreement":null},{"id":"W2284463633","doi":"10.1016/j.jbankfin.2015.08.002","title":"Option valuation with observable volatility and jump dynamics","year":2015,"lang":"en","type":"preprint","venue":"Journal of Banking & Finance","topic":"Stochastic processes and financial applications","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":"Bank of Canada; University of Toronto","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Volatility (finance); Jump; Quadratic variation; Econometrics; Stochastic volatility; Jump diffusion; Valuation (finance); Mathematics; Forward volatility; Valuation of options; Economics; Statistics; Finance; Physics","score_opus":0.05646865895960374,"score_gpt":0.24993800775516034,"score_spread":0.1934693487955566,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2284463633","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1698204,0.00045152073,0.82408065,0.00059710426,0.00006991146,0.00003142085,0.00020184438,0.00014753132,0.0045995265],"genre_scores_gemma":[0.9757185,0.00022583122,0.018969087,0.000064071115,0.00008640577,0.000031933298,0.00013960067,0.000026956879,0.004737611],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999226,0.00029389808,0.000044439395,0.00014720115,0.00017401397,0.00011443513],"domain_scores_gemma":[0.99706984,0.001772952,0.00041696712,0.00031199356,0.00022822236,0.00019999986],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021395884,0.0006577552,0.0009946532,0.00054890703,0.00027239992,0.00245526,0.0011172311,0.0014728304,0.0024477118],"category_scores_gemma":[0.007943181,0.0003906063,0.0011568575,0.0007402717,0.001288364,0.0034536712,0.0010902528,0.0017235702,0.00020412722],"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":[0.00008329204,0.000077011384,0.002693949,0.000064822765,0.000060815088,0.00037958586,0.00009600121,0.44237784,0.0038352013,0.5402362,0.00060134294,0.009494017],"study_design_scores_gemma":[0.000007828789,0.000010597748,0.00031728746,0.0000025142972,0.0000052006953,0.000032274595,0.0000046919886,0.9259108,0.000200056,0.07333317,0.00016819949,0.000007384421],"about_ca_topic_score_codex":0.0025266344,"about_ca_topic_score_gemma":0.000998625,"teacher_disagreement_score":0.0025266344,"about_ca_system_score_codex":0.00091732177,"about_ca_system_score_gemma":0.00069710374,"threshold_uncertainty_score":0.011315346},"labels":[],"label_agreement":null},{"id":"W2288730101","doi":"10.1109/cdc.2015.7402363","title":"On the generation of conditional densities in nonlinear filtering for McKean-Vlasov systems","year":2015,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"","keywords":"Conditional probability distribution; Nonlinear system; Measure (data warehouse); Applied mathematics; Mathematics; Term (time); Conditional expectation; Stochastic differential equation; State (computer science); Stochastic process; Mathematical optimization; Computer science; Algorithm; Physics; Statistics","score_opus":0.14896576292254668,"score_gpt":0.25395500035832863,"score_spread":0.10498923743578195,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2288730101","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.032931346,0.00057576055,0.9621275,0.0010757054,0.00006926124,0.000048591497,0.000108874934,0.00008337261,0.002979659],"genre_scores_gemma":[0.8638233,0.002172112,0.12030679,0.0006528783,0.0005597624,0.0003699031,0.00056750915,0.00017161538,0.011376105],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982364,0.00082337525,0.0000850404,0.00033813983,0.00032789705,0.00018912689],"domain_scores_gemma":[0.9796246,0.016623657,0.0015615548,0.00048698756,0.0011756755,0.00052756164],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00734656,0.0011908414,0.0018718712,0.0017649326,0.0010370144,0.002535021,0.0018532198,0.002798016,0.0025194078],"category_scores_gemma":[0.031388924,0.0011693003,0.0017771706,0.0013866422,0.004674811,0.00414774,0.0028419003,0.0024225104,0.00025341887],"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":[0.0000576365,0.00004496044,0.0013318214,0.000120214965,0.0000685676,0.000148409,0.000321372,0.34769538,0.0009309501,0.6407377,0.00081650657,0.00772642],"study_design_scores_gemma":[0.000008027167,0.000009514205,0.00018990396,0.000014624952,0.00000814033,0.000013519319,0.000013243589,0.90845186,0.00014897519,0.090918496,0.00020519401,0.000018505682],"about_ca_topic_score_codex":0.014092192,"about_ca_topic_score_gemma":0.005911621,"teacher_disagreement_score":0.014092192,"about_ca_system_score_codex":0.0031069533,"about_ca_system_score_gemma":0.0017783296,"threshold_uncertainty_score":0.03885275},"labels":[],"label_agreement":null},{"id":"W2290449317","doi":"10.1007/978-3-540-44671-2_14","title":"On the martingale problem for super-Brownian motion","year":2001,"lang":"en","type":"book-chapter","venue":"Lecture notes in mathematics","topic":"Stochastic processes and financial applications","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 British Columbia","funders":"","keywords":"Martingale (probability theory); Brownian motion; Martingale representation theorem; Mathematics; Local martingale; Calculus (dental); Simple (philosophy); Geometric Brownian motion; Brownian excursion; Mathematical economics; Pure mathematics; Applied mathematics; Diffusion process; Computer science; Philosophy; Epistemology; Medicine; Statistics","score_opus":0.03660723516954163,"score_gpt":0.22398936540323844,"score_spread":0.18738213023369682,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2290449317","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06757315,0.009571206,0.83303094,0.019775867,0.0011559781,0.00012967117,0.0004041977,0.00019268725,0.068166345],"genre_scores_gemma":[0.64655274,0.015696347,0.23293644,0.0044941087,0.005234006,0.0008917479,0.0015873524,0.0007625676,0.09184471],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985719,0.0007691725,0.00008486753,0.0002127937,0.00023702158,0.00012428041],"domain_scores_gemma":[0.9894995,0.0087910965,0.00035241095,0.00033065796,0.00046919344,0.00055700867],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0062801423,0.0017601002,0.0030862791,0.002302922,0.0012858234,0.0031957456,0.0024817314,0.0046506426,0.00926178],"category_scores_gemma":[0.018106082,0.0012171627,0.0020994502,0.002569901,0.0047052875,0.009210536,0.0034277125,0.0066894884,0.0006878692],"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":[0.000028571365,0.000029824547,0.00011096508,0.000096360694,0.000022492106,0.00005449117,0.00007961272,0.0071386844,0.00019997521,0.9860926,0.0024106412,0.0037357206],"study_design_scores_gemma":[0.000017278724,0.000012323277,0.00008927098,0.000026964455,0.00000731681,0.000021618005,0.000019647689,0.035295952,0.0000555061,0.9630318,0.0014125165,0.000009941109],"about_ca_topic_score_codex":0.0021621913,"about_ca_topic_score_gemma":0.0015486851,"teacher_disagreement_score":0.00926178,"about_ca_system_score_codex":0.0024371,"about_ca_system_score_gemma":0.0022763135,"threshold_uncertainty_score":0.03321296},"labels":[],"label_agreement":null},{"id":"W2292133254","doi":"10.3390/jrfm9010002","title":"VaR and CVaR Implied in Option Prices","year":2016,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Swiss Finance Institute","keywords":"CVAR; Expected shortfall; Economics; Econometrics; Portfolio; Measure (data warehouse); Risk measure; Value at risk; Value (mathematics); Financial economics; Risk management; Mathematics; Computer science; Statistics; Finance","score_opus":0.009836735392272837,"score_gpt":0.19866606850426188,"score_spread":0.18882933311198905,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2292133254","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05011873,0.0017095937,0.9308123,0.0010094878,0.00021706065,0.000041549367,0.00062248553,0.00046482633,0.015004019],"genre_scores_gemma":[0.86907095,0.0030856137,0.11282198,0.000416011,0.00063962716,0.00021899065,0.0012612003,0.00036056247,0.012125057],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9946976,0.001581756,0.0004069492,0.0009931329,0.0019715494,0.00034903578],"domain_scores_gemma":[0.9764191,0.016803084,0.002124975,0.0018786187,0.0024223605,0.0003518108],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0052627814,0.0008433223,0.0011400144,0.0023401368,0.0004156142,0.0041047684,0.0015238558,0.0020873453,0.0066491175],"category_scores_gemma":[0.051837545,0.0006367587,0.0012422286,0.0031782386,0.0019920233,0.0059632617,0.0011829957,0.003907367,0.0015041084],"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":[0.00005538025,0.000044974,0.003021431,0.00015476122,0.00009301321,0.00031024843,0.00018498114,0.120926015,0.0033765598,0.82048273,0.0017034948,0.0496464],"study_design_scores_gemma":[0.000011737803,0.00003631407,0.003731615,0.00006508511,0.000026484158,0.00035954226,0.000045166707,0.22709702,0.0011549243,0.76443523,0.0029616533,0.000075271135],"about_ca_topic_score_codex":0.0010524758,"about_ca_topic_score_gemma":0.00062302157,"teacher_disagreement_score":0.0066491175,"about_ca_system_score_codex":0.0008681241,"about_ca_system_score_gemma":0.00077444024,"threshold_uncertainty_score":0.027832568},"labels":[],"label_agreement":null},{"id":"W2292219073","doi":"10.1109/cdc.2015.7403050","title":"Team-optimal solution of finite number of mean-field coupled LQG subsystems","year":2015,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":70,"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":"Linear-quadratic-Gaussian control; Riccati equation; Linear-quadratic regulator; Optimal control; Control theory (sociology); Algebraic Riccati equation; Gaussian; Field (mathematics); Mathematics; Controller (irrigation); Optimal projection equations; Linear system; Kalman filter; Function (biology); Computer science; Mathematical optimization; Applied mathematics; Control (management); Differential equation; Mathematical analysis","score_opus":0.041205725147443265,"score_gpt":0.24792449828808005,"score_spread":0.2067187731406368,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2292219073","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.083105676,0.0003091454,0.9074292,0.00046956746,0.000056516725,0.00007484266,0.000114838826,0.00018626232,0.008253919],"genre_scores_gemma":[0.9708707,0.00012219335,0.025028301,0.000078232835,0.00002469957,0.00019598025,0.00010748217,0.000039600633,0.0035328884],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994017,0.00021413178,0.000027051747,0.00014132826,0.00008732278,0.00012850964],"domain_scores_gemma":[0.9976179,0.0014820623,0.0003708123,0.00008822184,0.00028754043,0.00015339059],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016416595,0.001108426,0.002014642,0.00049853255,0.00063693715,0.0012987736,0.0009843778,0.0017315167,0.0021391555],"category_scores_gemma":[0.003300475,0.00072980474,0.0009547139,0.0005041454,0.0016825742,0.0006850489,0.0019354941,0.0010684248,0.00021060997],"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":[0.00003893623,0.000010365596,0.00026323332,0.000034012606,0.000032022723,0.000053850647,0.000044002158,0.9909083,0.00039820213,0.006341443,0.00023109987,0.001644446],"study_design_scores_gemma":[0.000014092021,0.00001828732,0.00005762112,0.0000028068755,0.000004210622,0.0000033996378,0.000011135742,0.9970282,0.00006205583,0.0027082497,0.00008654517,0.000003360316],"about_ca_topic_score_codex":0.012360769,"about_ca_topic_score_gemma":0.0058600386,"teacher_disagreement_score":0.012360769,"about_ca_system_score_codex":0.0011811188,"about_ca_system_score_gemma":0.001462433,"threshold_uncertainty_score":0.024577677},"labels":[],"label_agreement":null},{"id":"W2292233143","doi":"10.1142/s0219493716500234","title":"A regime-switching model with jumps and its application to bond pricing and insurance","year":2016,"lang":"en","type":"article","venue":"Stochastics and Dynamics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":3,"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":"Mathematics; Laplace transform; Martingale (probability theory); Cox process; Bond; Exponential function; Affine transformation; Jump; Bond valuation; Counting process; Applied mathematics; Statistical physics; Mathematical analysis; Pure mathematics; Poisson process; Economics; Statistics; Poisson distribution; Physics","score_opus":0.010695928834329124,"score_gpt":0.20268157445108587,"score_spread":0.19198564561675674,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2292233143","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16898558,0.001619372,0.80981666,0.002555309,0.00031474422,0.00006077764,0.00018864044,0.00022287536,0.016236123],"genre_scores_gemma":[0.97166306,0.000967794,0.019348884,0.00020510436,0.00031101546,0.00006787415,0.00009482034,0.00002842159,0.0073131374],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993191,0.00024018296,0.000033117045,0.00012853787,0.00016677845,0.00011229431],"domain_scores_gemma":[0.9977598,0.00147125,0.00030538638,0.0001141792,0.0001615792,0.00018771687],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019148716,0.00046684963,0.0009978646,0.00088185444,0.000666152,0.0014752524,0.0011361473,0.0020990525,0.003151406],"category_scores_gemma":[0.005495127,0.00038039061,0.001217048,0.00085071276,0.001468531,0.0017106688,0.0010988362,0.0021131379,0.0002462704],"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":[0.000052820953,0.0001002009,0.0017613266,0.00006500813,0.000076930664,0.00047075952,0.00018429397,0.1513853,0.0031939647,0.8347195,0.001186557,0.0068033054],"study_design_scores_gemma":[0.000020627947,0.00004199518,0.0005172345,0.000012387958,0.000027617993,0.00013629803,0.000032289718,0.82413274,0.0002671509,0.17382102,0.0009633753,0.000027204649],"about_ca_topic_score_codex":0.0036003157,"about_ca_topic_score_gemma":0.0018884607,"teacher_disagreement_score":0.0036003157,"about_ca_system_score_codex":0.0009985756,"about_ca_system_score_gemma":0.0010351165,"threshold_uncertainty_score":0.010542512},"labels":[],"label_agreement":null},{"id":"W2292262371","doi":"","title":"Pricing By Fourier Transform: An Overview","year":2010,"lang":"en","type":"article","venue":"Les Cahiers du GERAD","topic":"Stochastic processes and financial applications","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":"Fourier transform; Mathematics; Mathematical analysis","score_opus":0.02107109869880028,"score_gpt":0.22680140758451167,"score_spread":0.2057303088857114,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2292262371","genre_codex":"review","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"review","genre_consensus":"review","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0044278833,0.68834513,0.22939129,0.00378953,0.002235536,0.00006367122,0.00014890487,0.00023859215,0.07135955],"genre_scores_gemma":[0.074596375,0.82295245,0.07186277,0.001603294,0.011230026,0.000136221,0.0002423855,0.0002463747,0.017130021],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99906,0.00027956147,0.000078474106,0.00013821661,0.00038557578,0.00005823542],"domain_scores_gemma":[0.99888736,0.00081317103,0.00005281007,0.00008082958,0.00013908093,0.000026848247],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015238915,0.0013011904,0.0012032837,0.0028600474,0.0004579308,0.0025111146,0.00094084797,0.0027615146,0.004738543],"category_scores_gemma":[0.0029755388,0.00078065123,0.0014249132,0.0031764416,0.0017890749,0.0047105337,0.001207402,0.003468628,0.0027148165],"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":[0.000064361564,0.00015013585,0.00078777655,0.0019351699,0.00007604156,0.00034122285,0.00022398592,0.012724561,0.0022034904,0.64427656,0.01433154,0.32288513],"study_design_scores_gemma":[0.00003182847,0.00018231498,0.0018548272,0.0012809718,0.00006310061,0.001958266,0.000116058225,0.033162553,0.0020535823,0.48906144,0.47011063,0.00012437925],"about_ca_topic_score_codex":0.0013619718,"about_ca_topic_score_gemma":0.00044671164,"teacher_disagreement_score":0.004738543,"about_ca_system_score_codex":0.0011487714,"about_ca_system_score_gemma":0.00082326296,"threshold_uncertainty_score":0.015851974},"labels":[],"label_agreement":null},{"id":"W2292395334","doi":"10.1109/cdc.2015.7402911","title":"ε-Nash equilibria for partially observed LQG mean field games with major agent: Partial observations by all agents","year":2015,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"","keywords":"Minor (academic); Linear-quadratic-Gaussian control; Nash equilibrium; Population; Mean field theory; Mathematics; State (computer science); Multi-agent system; Optimal control; Control theory (sociology); Mathematical optimization; Computer science; Control (management); Physics; Algorithm; Artificial intelligence; Law","score_opus":0.15496348681447245,"score_gpt":0.26772539053264865,"score_spread":0.11276190371817621,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2292395334","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08457586,0.00018771568,0.91006815,0.0005829436,0.00003575455,0.00011470682,0.00015411632,0.00015383013,0.004126814],"genre_scores_gemma":[0.9605469,0.00020991598,0.03379906,0.00017418517,0.000036528403,0.0002722955,0.00012734719,0.000034321936,0.004799442],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9985336,0.0005888539,0.000072866256,0.00037595,0.00020405349,0.00022469102],"domain_scores_gemma":[0.9923499,0.0053385533,0.0010347309,0.00031687063,0.00059270515,0.00036715646],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032835742,0.0015987555,0.0016952899,0.00073753926,0.0007233435,0.0018375018,0.0015948003,0.0018533072,0.0028958856],"category_scores_gemma":[0.013782623,0.0007471143,0.0011278652,0.00041374814,0.0025912789,0.0021153651,0.002505972,0.001714458,0.00035664067],"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":[0.00024961092,0.00008245854,0.0023767182,0.00015526713,0.00014169021,0.0004153342,0.00038442368,0.7765821,0.0028127853,0.20262922,0.0008611639,0.013309231],"study_design_scores_gemma":[0.000029203766,0.000055049226,0.00027645865,0.000012386342,0.00001713737,0.000032077118,0.000046380243,0.93969244,0.00031641868,0.05924931,0.00025266246,0.00002042591],"about_ca_topic_score_codex":0.007114143,"about_ca_topic_score_gemma":0.0040594223,"teacher_disagreement_score":0.007114143,"about_ca_system_score_codex":0.0016748363,"about_ca_system_score_gemma":0.0013173285,"threshold_uncertainty_score":0.017365396},"labels":[],"label_agreement":null},{"id":"W2293489109","doi":"10.1145/2830556.2830564","title":"GPU option pricing","year":2015,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Computer science; Valuation of options; Parallel computing; Finance; Business","score_opus":0.06278793690634081,"score_gpt":0.23628494523511565,"score_spread":0.17349700832877485,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2293489109","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06668971,0.00089177745,0.87701005,0.0013632762,0.0005799347,0.00009455917,0.00035570527,0.002720839,0.050294165],"genre_scores_gemma":[0.667142,0.0007682649,0.3123695,0.00043690958,0.00018554779,0.00011413794,0.00061998557,0.00047956768,0.017884156],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99967873,0.00006972787,0.00001560029,0.000048087757,0.00014491528,0.000042926316],"domain_scores_gemma":[0.99948263,0.00014258143,0.000025375564,0.00013928612,0.00015813303,0.000051941006],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003895086,0.00044152094,0.00068358803,0.00053023046,0.0004502838,0.0017778322,0.0011952969,0.0008007311,0.011051149],"category_scores_gemma":[0.0022995009,0.0002637468,0.00049451273,0.0011220537,0.0004170191,0.0014539189,0.0007888761,0.0011020115,0.0017519647],"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":[0.0003955159,0.0002573693,0.0046045245,0.000154461,0.0001488331,0.00050422386,0.00015436482,0.4158388,0.019746458,0.2904847,0.025637144,0.24207364],"study_design_scores_gemma":[0.000029938394,0.000020785297,0.00026521125,0.000007026497,0.000008197964,0.0000917406,0.000015963455,0.9558257,0.002351046,0.030956596,0.010418311,0.000009498368],"about_ca_topic_score_codex":0.0046428903,"about_ca_topic_score_gemma":0.004084309,"teacher_disagreement_score":0.011051149,"about_ca_system_score_codex":0.000656208,"about_ca_system_score_gemma":0.00066288345,"threshold_uncertainty_score":0.03696978},"labels":[],"label_agreement":null},{"id":"W2299786512","doi":"","title":"Option Valuation with Volatility Components, Fat Tails, and Nonlinear Pricing Kernels","year":2014,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"University of Toronto","funders":"","keywords":"Valuation of options; Stochastic discount factor; Volatility (finance); Econometrics; Valuation (finance); Kernel (algebra); Economics; Finite difference methods for option pricing; Stochastic volatility; Mathematics; Black–Scholes model; Capital asset pricing model; Finance","score_opus":0.058805140771524614,"score_gpt":0.2931356996541458,"score_spread":0.23433055888262122,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2299786512","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6095952,0.00042331198,0.38665462,0.00040820157,0.00004923111,0.000028426608,0.0001296743,0.00016982376,0.0025415618],"genre_scores_gemma":[0.96661377,0.00014352564,0.0317336,0.000036173384,0.000036631103,0.000014538477,0.00011392913,0.000039958766,0.0012678117],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990361,0.0004771896,0.00005417303,0.00015135585,0.00014375994,0.00013746979],"domain_scores_gemma":[0.98703176,0.00968208,0.0011434783,0.0012204539,0.0005403161,0.00038202704],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034390124,0.0009701013,0.0009761671,0.0008562204,0.00031532507,0.003289241,0.0010675448,0.0015812931,0.0018051603],"category_scores_gemma":[0.021180626,0.00043301497,0.0016772562,0.0010916928,0.0010905525,0.005312009,0.0015700886,0.001872928,0.00023091983],"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":[0.0002833909,0.0001579108,0.009935347,0.000059634454,0.0001137301,0.0002203286,0.00008500366,0.8926209,0.0017718521,0.0773368,0.0004462061,0.016968893],"study_design_scores_gemma":[0.00000812193,0.000021155693,0.00046645393,0.0000038777152,0.000008504747,0.000021881477,0.0000063425377,0.979146,0.0002294882,0.020022068,0.000057547342,0.000008576242],"about_ca_topic_score_codex":0.0031387375,"about_ca_topic_score_gemma":0.0018705575,"teacher_disagreement_score":0.0034390124,"about_ca_system_score_codex":0.0007774042,"about_ca_system_score_gemma":0.0007557199,"threshold_uncertainty_score":0.018187463},"labels":[],"label_agreement":null},{"id":"W2300693185","doi":"10.2139/ssrn.1640811","title":"Variance Swap for Local Lévy Based Stochastic Volatility with Delay","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Variance swap; Realized variance; Econometrics; Stochastic volatility; Volatility swap; Swap (finance); Volatility (finance); Variance (accounting); Economics; Forward volatility; Variance risk premium; Implied volatility; Mathematics; Financial economics; Statistics; Volatility risk premium; Accounting; Finance","score_opus":0.009523515203021131,"score_gpt":0.2114391951649815,"score_spread":0.20191567996196036,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2300693185","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2846249,0.0015529529,0.7019723,0.0018585534,0.00036263233,0.00010090666,0.00022589038,0.00045044473,0.008851405],"genre_scores_gemma":[0.9700435,0.0007305506,0.012930248,0.0002900647,0.00025107173,0.00009354954,0.00017289165,0.00018867923,0.015299432],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99909115,0.00032378265,0.00005133471,0.00019321265,0.0001774284,0.00016303529],"domain_scores_gemma":[0.99412644,0.0035636255,0.000724828,0.0003330508,0.0004970356,0.0007550731],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0046836114,0.0012873753,0.002085632,0.0022427645,0.00089289754,0.0031411306,0.002003751,0.0031506617,0.006546797],"category_scores_gemma":[0.01193923,0.0008601967,0.0018879646,0.0014302417,0.0035466922,0.0057976926,0.0030653118,0.0027861716,0.0005785214],"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":[0.00019729968,0.000077589524,0.0013634675,0.00011595223,0.00010921766,0.000695503,0.00013673643,0.14249317,0.0046663103,0.84281546,0.0013480538,0.005981305],"study_design_scores_gemma":[0.000049693626,0.00005284055,0.0005464618,0.000013066761,0.000042748346,0.0002714022,0.00003996454,0.8104271,0.0004838286,0.18766774,0.00035383954,0.000051384195],"about_ca_topic_score_codex":0.0014408056,"about_ca_topic_score_gemma":0.0010504704,"teacher_disagreement_score":0.006546797,"about_ca_system_score_codex":0.0019804433,"about_ca_system_score_gemma":0.0014228636,"threshold_uncertainty_score":0.024769604},"labels":[],"label_agreement":null},{"id":"W2301067609","doi":"10.2139/ssrn.2705324","title":"Non-Affine GARCH Option Pricing Models, Variance Dependent Kernels, and Diffusion Limits","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Econometrics; Affine transformation; Autoregressive conditional heteroskedasticity; Variance (accounting); Mathematics; Valuation of options; Diffusion; Economics; Statistical physics; Physics; Volatility (finance)","score_opus":0.029016585737261125,"score_gpt":0.22758321128588224,"score_spread":0.19856662554862112,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2301067609","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3425017,0.0052347267,0.6331119,0.003952589,0.00047241326,0.000048727612,0.00035530425,0.00047738286,0.0138452845],"genre_scores_gemma":[0.9719101,0.0019245488,0.011220549,0.00015788116,0.00046401468,0.000035571993,0.0002259491,0.00009644678,0.013964945],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987519,0.00052657403,0.00008194614,0.00023028965,0.00022967246,0.00017968703],"domain_scores_gemma":[0.99021727,0.0055918414,0.0017753851,0.0008313852,0.0008571409,0.0007270434],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0035996737,0.0014708044,0.0024719986,0.0017898594,0.00091349933,0.005322336,0.0029514788,0.0037760197,0.0041254805],"category_scores_gemma":[0.017860914,0.0010711668,0.0015729736,0.0022992732,0.002821412,0.009444743,0.0021509144,0.0037615611,0.0006351068],"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":[0.0000884131,0.00010803671,0.0019534426,0.000098161625,0.00008344753,0.00031697814,0.0001589414,0.099974535,0.0009534293,0.88877916,0.0011451526,0.0063402425],"study_design_scores_gemma":[0.000017452277,0.000020673373,0.00064509915,0.0000109003595,0.000025645555,0.00011460912,0.000032313736,0.51154906,0.00012913949,0.48710418,0.00031596376,0.000034987726],"about_ca_topic_score_codex":0.0036924495,"about_ca_topic_score_gemma":0.0021802948,"teacher_disagreement_score":0.005322336,"about_ca_system_score_codex":0.0012726524,"about_ca_system_score_gemma":0.0011637012,"threshold_uncertainty_score":0.019037127},"labels":[],"label_agreement":null},{"id":"W2303626380","doi":"10.2139/ssrn.2754246","title":"Option-Implied Equity Premium Predictions via Entropic Tilting","year":2016,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"","keywords":"Economics; Equity (law); Equity premium puzzle; Econometrics; Financial economics; Risk premium; Political science","score_opus":0.01773116276953517,"score_gpt":0.23499842426135942,"score_spread":0.21726726149182424,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2303626380","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.87655574,0.00017749937,0.11675645,0.00067706517,0.00010159072,0.000019982588,0.00029122847,0.000384183,0.0050362833],"genre_scores_gemma":[0.9983354,0.00003334864,0.0010950759,0.000031904994,0.000028364257,0.0000026850064,0.00006841248,0.000019388932,0.00038542954],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997168,0.00007677962,0.000013791807,0.00006541076,0.00005331359,0.00007390101],"domain_scores_gemma":[0.9952565,0.0031816964,0.0004924065,0.0003680284,0.0003089042,0.00039248707],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015059041,0.00057316164,0.0007826508,0.0005703744,0.00026194696,0.001570567,0.0008933972,0.0012161598,0.0052285586],"category_scores_gemma":[0.011690872,0.00044555552,0.00053330074,0.00035426577,0.0006566932,0.0026198095,0.0010414425,0.0015402209,0.00052190037],"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":[0.00046322588,0.00015269117,0.02282667,0.00007589068,0.00011575932,0.00053049834,0.00016770356,0.8457835,0.0047305604,0.10425961,0.0025664736,0.0183275],"study_design_scores_gemma":[0.000008798822,0.000009862712,0.0016611401,0.000003971193,0.0000050185504,0.0000142502395,0.000006682278,0.9763204,0.00020798964,0.021726882,0.000024885183,0.000010114709],"about_ca_topic_score_codex":0.0021910947,"about_ca_topic_score_gemma":0.0017128468,"teacher_disagreement_score":0.0052285586,"about_ca_system_score_codex":0.00041627997,"about_ca_system_score_gemma":0.00043973268,"threshold_uncertainty_score":0.017491221},"labels":[],"label_agreement":null},{"id":"W2305704813","doi":"10.1016/j.matcom.2016.12.004","title":"Stratified Monte Carlo simulation of Markov chains","year":2016,"lang":"en","type":"preprint","venue":"Mathematics and Computers in Simulation","topic":"Stochastic processes and financial applications","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":"Conseil National de la Recherche Scientifique; Agence Universitaire de la Francophonie","keywords":"Markov chain Monte Carlo; Variance reduction; Latin hypercube sampling; Markov chain; Stratified sampling; Monte Carlo method; Markov chain mixing time; Hypercube; Computer science; Mathematical optimization; State space; Variance (accounting); Hybrid Monte Carlo; Statistical physics; Sampling (signal processing); Importance sampling; Applied mathematics; Measure (data warehouse); Algorithm; Mathematics; Variable-order Markov model; Markov model; Statistics; Parallel computing; Physics; Data mining","score_opus":0.037487371930207625,"score_gpt":0.2580294456577315,"score_spread":0.22054207372752388,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2305704813","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18144827,0.00040429624,0.8113302,0.00036429823,0.00010036442,0.000136715,0.00037377243,0.00045598403,0.0053860308],"genre_scores_gemma":[0.9026903,0.0002853156,0.093096904,0.0001436886,0.000055775763,0.00024279837,0.0006519212,0.000109150846,0.0027242133],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9983394,0.001007887,0.00007798703,0.0001728048,0.00021303324,0.000188936],"domain_scores_gemma":[0.98975474,0.007033906,0.0006550716,0.0013166971,0.0008181751,0.00042139066],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028123949,0.0005084516,0.001291064,0.0010905525,0.00074741873,0.0019001467,0.0011892959,0.001387623,0.0039654556],"category_scores_gemma":[0.017167808,0.0008151749,0.0010949919,0.00094202836,0.0017320442,0.0018305742,0.0013955388,0.0012416047,0.00053700735],"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":[0.00018021722,0.00006160831,0.0024193614,0.000043163087,0.00006591647,0.00010823728,0.00010190239,0.74043375,0.0007294608,0.25012434,0.00078787596,0.0049442006],"study_design_scores_gemma":[0.00001522398,0.00000804252,0.0001620554,0.0000070529795,0.000007671578,0.000009820532,0.0000066453035,0.9571288,0.00019712221,0.042174272,0.00027737935,0.000005978153],"about_ca_topic_score_codex":0.009392159,"about_ca_topic_score_gemma":0.0075620064,"teacher_disagreement_score":0.009392159,"about_ca_system_score_codex":0.0016225622,"about_ca_system_score_gemma":0.0019908177,"threshold_uncertainty_score":0.01867503},"labels":[],"label_agreement":null},{"id":"W2307108697","doi":"10.3386/t0300","title":"Volatility Comovement: A Multifrequency Approach","year":2004,"lang":"en","type":"preprint","venue":"National Bureau of Economic Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"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 British Columbia","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Volatility (finance); Econometrics; Economics; Computer science","score_opus":0.36732750835856726,"score_gpt":0.45161216313058244,"score_spread":0.08428465477201519,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2307108697","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18160349,0.00024172463,0.8140989,0.00047583718,0.000038541213,0.000028855906,0.00011925134,0.00024172853,0.0031516224],"genre_scores_gemma":[0.91396976,0.00015292337,0.08460959,0.00007016501,0.000043501394,0.000025627422,0.00006515658,0.00005424518,0.0010089781],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99960595,0.00014655944,0.000019346553,0.00008426841,0.000091356545,0.000052547675],"domain_scores_gemma":[0.99895006,0.00049702113,0.0002049622,0.00018969034,0.000095350915,0.00006296958],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011713582,0.0004275342,0.0005536062,0.0011161907,0.0003594327,0.0011911954,0.0008143539,0.0010269975,0.0027140765],"category_scores_gemma":[0.005431171,0.00028017172,0.0006992968,0.0010596521,0.00045150082,0.0016662349,0.0011882727,0.00085627224,0.00019781193],"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":[0.0001569841,0.0001632775,0.01566113,0.000067904686,0.00014439589,0.00032716035,0.00038083617,0.5320354,0.011428259,0.32984772,0.0009419742,0.108845025],"study_design_scores_gemma":[0.000011212608,0.000027756236,0.001965004,0.0000074406275,0.000014526033,0.00005175321,0.00002750218,0.9521198,0.0006148587,0.044458237,0.00068501633,0.000016857548],"about_ca_topic_score_codex":0.0024638507,"about_ca_topic_score_gemma":0.0016768363,"teacher_disagreement_score":0.0027140765,"about_ca_system_score_codex":0.00055931363,"about_ca_system_score_gemma":0.0004011497,"threshold_uncertainty_score":0.009079456},"labels":[],"label_agreement":null},{"id":"W2308445741","doi":"10.2139/ssrn.2663989","title":"Structure and Estimation of LLvy Subordinated Hierarchical Archimedean Copulas (LSHAC): Theory and Empirical Tests","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Mathematics; Econometrics; Copula (linguistics); Estimation; Applied mathematics; Statistical physics; Statistics; Economics; Physics","score_opus":0.017853385910305233,"score_gpt":0.261049377647262,"score_spread":0.24319599173695677,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2308445741","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.30819002,0.00087349606,0.6881911,0.0003219917,0.00003829629,0.00008234321,0.00023626503,0.00028316537,0.001783257],"genre_scores_gemma":[0.93728155,0.00043753826,0.060489677,0.00009659739,0.00006520728,0.00007019926,0.00048406553,0.00012122419,0.0009538823],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99807125,0.0011434781,0.000079691636,0.00031421892,0.00020560811,0.0001857238],"domain_scores_gemma":[0.97504324,0.017739633,0.0027631556,0.0019063044,0.0016773472,0.0008702788],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0073383646,0.00097156037,0.0013237674,0.0020495611,0.00066448975,0.0023110183,0.002031075,0.0013851138,0.0024122475],"category_scores_gemma":[0.034245797,0.0010160591,0.0012655925,0.0015727219,0.0017809998,0.0031573526,0.0018603695,0.0019617614,0.0003328244],"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":[0.00026834477,0.00031555933,0.04731632,0.00031617624,0.0005683948,0.00041402696,0.0007576736,0.6541427,0.0043440773,0.2360315,0.002176726,0.05334846],"study_design_scores_gemma":[0.000017728082,0.00004271048,0.0031952802,0.000028680695,0.00003661065,0.000032529657,0.000060202776,0.95040727,0.0003698419,0.045516863,0.00027146997,0.000020836975],"about_ca_topic_score_codex":0.0038037645,"about_ca_topic_score_gemma":0.0021858446,"teacher_disagreement_score":0.0073383646,"about_ca_system_score_codex":0.0008498285,"about_ca_system_score_gemma":0.0020549158,"threshold_uncertainty_score":0.03880942},"labels":[],"label_agreement":null},{"id":"W2312608297","doi":"10.1111/mafi.12077","title":"FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS","year":2014,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","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":"Kootenay Association for Science & Technology","funders":"","keywords":"Boundary (topology); Applied mathematics; Numerical integration; Mathematics; Stochastic game; Gaussian; Mathematical optimization; Computer science; Mathematical analysis; Mathematical economics; Physics","score_opus":0.0206159044445331,"score_gpt":0.21776167893098675,"score_spread":0.19714577448645365,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2312608297","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012460624,0.00016743135,0.98570627,0.00019774518,0.0000492514,0.000020746009,0.000019308143,0.00017915119,0.0011994508],"genre_scores_gemma":[0.4364898,0.0004713988,0.55642843,0.00021977899,0.00014631245,0.00017742954,0.00010648457,0.00021105936,0.005749244],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99952054,0.00018652175,0.000018308976,0.00003733083,0.00020073097,0.000036511163],"domain_scores_gemma":[0.99868804,0.0006503933,0.00014977762,0.00014877667,0.00027709256,0.000086017186],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018207817,0.0005926275,0.001028521,0.0006442871,0.00052455807,0.001109168,0.0014560734,0.0018118686,0.0021268467],"category_scores_gemma":[0.0045386516,0.00043212267,0.0007821498,0.0006766707,0.0010050371,0.0016410649,0.0011859253,0.0018236892,0.0005241093],"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":[0.00003970243,0.00004522957,0.0005316136,0.000042692987,0.000030176436,0.00010751949,0.00006919375,0.87278634,0.0029579469,0.09913697,0.00088557985,0.023367098],"study_design_scores_gemma":[0.0000037515235,0.0000029322719,0.000019052408,0.0000013883683,7.903573e-7,0.000005904734,0.0000011440225,0.9958484,0.000094433315,0.0038550145,0.00016468615,0.0000025333848],"about_ca_topic_score_codex":0.0051300675,"about_ca_topic_score_gemma":0.0043796953,"teacher_disagreement_score":0.0051300675,"about_ca_system_score_codex":0.0008671163,"about_ca_system_score_gemma":0.0011166417,"threshold_uncertainty_score":0.010200381},"labels":[],"label_agreement":null},{"id":"W2315773907","doi":"10.3934/jimo.2016002","title":"Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model","year":2016,"lang":"en","type":"article","venue":"Journal of Industrial and Management Optimization","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Portfolio optimization; Portfolio; Computer science; Hidden Markov model; Asset (computer security); Consumption (sociology); Markov chain; Markov model; Econometrics; Financial economics; Artificial intelligence; Economics; Machine learning; Computer security","score_opus":0.045556809903543896,"score_gpt":0.22933510934883586,"score_spread":0.18377829944529195,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2315773907","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10654044,0.00051973574,0.88832074,0.0010112074,0.00005347792,0.000034163026,0.00012963972,0.000086477354,0.0033041865],"genre_scores_gemma":[0.9588105,0.00050363364,0.03438904,0.00010054659,0.000075687145,0.0000879821,0.00014009752,0.0000261157,0.005866389],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99916077,0.0003614238,0.000038593367,0.00018922296,0.00013793624,0.00011208256],"domain_scores_gemma":[0.9965758,0.002624752,0.00040644055,0.00010715081,0.00017826623,0.000107541775],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022564717,0.0008770633,0.0015364834,0.00045260222,0.0003381633,0.0014669319,0.0011598449,0.0020426004,0.0018235077],"category_scores_gemma":[0.006973398,0.0006688193,0.0009798855,0.0007208486,0.0013689864,0.0018228341,0.0010372028,0.0013658883,0.0001839885],"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":[0.00007008521,0.000045643956,0.001106012,0.000059062764,0.00007277964,0.00022330352,0.000065077686,0.8988151,0.00090641883,0.093085565,0.00032864776,0.0052223788],"study_design_scores_gemma":[0.000010129236,0.000011171836,0.000119716424,0.0000033510873,0.00000920406,0.0000074141226,0.0000036902907,0.98590994,0.00009416323,0.013751578,0.00007452384,0.000005139052],"about_ca_topic_score_codex":0.0064710295,"about_ca_topic_score_gemma":0.0030054543,"teacher_disagreement_score":0.0064710295,"about_ca_system_score_codex":0.0013486217,"about_ca_system_score_gemma":0.0010726516,"threshold_uncertainty_score":0.012866735},"labels":[],"label_agreement":null},{"id":"W2316037164","doi":"10.1080/10920277.2004.10596150","title":"Martingale Valuation of Cash Flows for Insurance and Interest Models","year":2004,"lang":"en","type":"article","venue":"North American Actuarial Journal","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Economics; Martingale pricing; Martingale (probability theory); Valuation (finance); Bond; Arbitrage; Econometrics; Financial economics; Cash flow; Numéraire; Interest rate; Libor; Loan; Actuarial science; Terminal value; Local martingale; Operating cash flow; Mathematics; Finance; Applied mathematics","score_opus":0.0632455767844608,"score_gpt":0.25146104888866305,"score_spread":0.18821547210420225,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2316037164","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.008732968,0.00328669,0.97476566,0.0013133043,0.0003434769,0.00005096271,0.00018877858,0.000070116046,0.011248049],"genre_scores_gemma":[0.563593,0.01051533,0.39390773,0.00064129935,0.0023723168,0.0006036746,0.0009657149,0.0001770859,0.027223809],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.998445,0.00088907534,0.000076354074,0.00011562385,0.00036524585,0.00010859473],"domain_scores_gemma":[0.99746644,0.0016866904,0.00018157582,0.00024098696,0.0002465701,0.0001777362],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0052369037,0.0012848593,0.0011504528,0.0015096134,0.00074745005,0.0034077712,0.0011288706,0.0016569304,0.0046995897],"category_scores_gemma":[0.010083773,0.0005059111,0.0015014948,0.0015668805,0.00289639,0.0054129013,0.0017236056,0.0033791906,0.0006279878],"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":[0.000005337474,0.000010733692,0.000057803205,0.000026769014,0.000007217663,0.0000230845,0.000031705098,0.0052369395,0.0001913784,0.990069,0.0007501473,0.0035898238],"study_design_scores_gemma":[0.000008981503,0.0000145591885,0.00008827947,0.000022177153,0.0000061271194,0.00004058639,0.000014657042,0.06211642,0.00009622473,0.93332195,0.004259504,0.000010507172],"about_ca_topic_score_codex":0.0010411841,"about_ca_topic_score_gemma":0.0007995143,"teacher_disagreement_score":0.0052369037,"about_ca_system_score_codex":0.0019528014,"about_ca_system_score_gemma":0.0014844065,"threshold_uncertainty_score":0.027695775},"labels":[],"label_agreement":null},{"id":"W2324833241","doi":"10.1002/num.21836","title":"Continuous time mean‐variance optimal portfolio allocation under jump diffusion: An numerical impulse control approach","year":2013,"lang":"en","type":"article","venue":"Numerical Methods for Partial Differential Equations","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Hamilton–Jacobi–Bellman equation; Viscosity solution; Mathematics; Jump diffusion; Monotone polygon; Efficient frontier; Partial differential equation; Mathematical optimization; Portfolio; Applied mathematics; Optimal control; Jump; Mathematical analysis; Economics; Finance","score_opus":0.037126315150682924,"score_gpt":0.30442006892483875,"score_spread":0.2672937537741558,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2324833241","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.008649451,0.00040583062,0.9850975,0.00046088095,0.0000766206,0.000046060108,0.000026497153,0.000072488365,0.0051646065],"genre_scores_gemma":[0.5313538,0.0009941001,0.45263553,0.0003612028,0.00013936112,0.0005622697,0.00011972207,0.0001441317,0.013689861],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996524,0.00016053398,0.000015521613,0.000033033728,0.00010530425,0.000033248554],"domain_scores_gemma":[0.9987571,0.0008541868,0.00012140291,0.00006115394,0.00014112267,0.0000649738],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001633358,0.0006854609,0.0009716409,0.0006781423,0.00046124915,0.00121551,0.0009192251,0.0017707319,0.0031515888],"category_scores_gemma":[0.004015271,0.00044720844,0.00081754907,0.0006381852,0.0017099124,0.00092948496,0.0014963277,0.0015459483,0.0003056023],"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":[0.00002270812,0.000031370186,0.00029196605,0.00007140465,0.000024343142,0.000073131916,0.00006211694,0.90975976,0.0013501738,0.0782547,0.00045256186,0.009605765],"study_design_scores_gemma":[0.000004756912,0.0000046138166,0.000011495167,0.000004316908,0.0000018377713,0.000004284723,0.0000024640976,0.9951519,0.00008844818,0.0044374685,0.00028565965,0.000002679872],"about_ca_topic_score_codex":0.0038375533,"about_ca_topic_score_gemma":0.002540171,"teacher_disagreement_score":0.0038375533,"about_ca_system_score_codex":0.0010597102,"about_ca_system_score_gemma":0.0015740839,"threshold_uncertainty_score":0.010543108},"labels":[],"label_agreement":null},{"id":"W2326980820","doi":"10.4153/cmb-2006-021-2","title":"The Ergodic Hilbert Transform for Admissible Processes","year":2006,"lang":"en","type":"article","venue":"Canadian Mathematical Bulletin","topic":"Stochastic processes and financial applications","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":"Mathematics; Ergodic theory; Hilbert transform; Pure mathematics; Invertible matrix; Bounded function; Stationary ergodic process; Measure (data warehouse); Mathematical analysis; Invariant measure","score_opus":0.015412950479347938,"score_gpt":0.2002241971891868,"score_spread":0.18481124670983887,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2326980820","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2861042,0.0017409595,0.63504124,0.0024225465,0.00033125535,0.00005690469,0.0001667575,0.00023138872,0.07390481],"genre_scores_gemma":[0.9850086,0.00037641663,0.008070846,0.00009243173,0.00012668085,0.000021754046,0.000066211986,0.000028278348,0.0062088673],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99900097,0.0003056569,0.000037232687,0.00010687359,0.0003809349,0.00016831802],"domain_scores_gemma":[0.99758506,0.0012063613,0.00028345195,0.00017734688,0.00042820463,0.00031943177],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018749331,0.00045618502,0.0005385251,0.0013793671,0.0006133067,0.0023145305,0.0004830548,0.0007822698,0.004867875],"category_scores_gemma":[0.0048030084,0.00015772386,0.00055992196,0.0008041549,0.0036513659,0.0024270907,0.001734161,0.001572022,0.00044798624],"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":[0.000009722085,0.000007982767,0.00010457032,0.000011318069,0.000004901399,0.000051668107,0.00006148708,0.003099275,0.0007363973,0.99372417,0.0002233852,0.0019651798],"study_design_scores_gemma":[0.000008877151,0.000017790515,0.00016924254,0.000012009868,0.0000043848254,0.000073243275,0.000045306966,0.05130143,0.00096181355,0.9458548,0.0015411847,0.00000994593],"about_ca_topic_score_codex":0.0014262008,"about_ca_topic_score_gemma":0.0005268852,"teacher_disagreement_score":0.004867875,"about_ca_system_score_codex":0.0010862858,"about_ca_system_score_gemma":0.0012127657,"threshold_uncertainty_score":0.016284704},"labels":[],"label_agreement":null},{"id":"W2327101775","doi":"10.1007/978-1-4939-2867-5_5","title":"Martingales in Continuous Time","year":2015,"lang":"en","type":"book-chapter","venue":"Probability and its applications","topic":"Stochastic processes and financial applications","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":"Computer science","score_opus":0.04948527352672639,"score_gpt":0.2269216936164739,"score_spread":0.17743642008974753,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2327101775","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009483925,0.15787883,0.5925645,0.0067998003,0.005078902,0.000056219465,0.0005043916,0.00043924685,0.22719418],"genre_scores_gemma":[0.40163404,0.19041114,0.12725717,0.003777798,0.0136325825,0.0004523058,0.0011752659,0.00065042777,0.26100925],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994506,0.00019320716,0.00003596049,0.0000883347,0.00019997769,0.000031942407],"domain_scores_gemma":[0.999054,0.0006901888,0.000048707825,0.00006937648,0.000098934775,0.000038694085],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011386529,0.0014369724,0.0010760408,0.0016503746,0.00038964843,0.0025436007,0.00071345223,0.0014285755,0.005813317],"category_scores_gemma":[0.0032614896,0.000536937,0.0005361187,0.0026629434,0.0024221786,0.002614966,0.0008814067,0.0028504124,0.0016564961],"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":[0.0000036963218,0.000009058862,0.000040292354,0.000084163206,0.0000062056665,0.000025973151,0.00006218786,0.001852486,0.00014578771,0.9714391,0.00829467,0.018036408],"study_design_scores_gemma":[0.000004658075,0.000008630878,0.00012667535,0.0000826059,0.000005247609,0.000051218973,0.000019065934,0.005922118,0.000101954094,0.94655234,0.047117848,0.00000777319],"about_ca_topic_score_codex":0.0011526154,"about_ca_topic_score_gemma":0.0007830537,"teacher_disagreement_score":0.005813317,"about_ca_system_score_codex":0.0013239691,"about_ca_system_score_gemma":0.0009968656,"threshold_uncertainty_score":0.019447505},"labels":[],"label_agreement":null},{"id":"W2327377056","doi":"10.1080/16843703.2014.11673336","title":"High Performance Computing for a Financial Application Using Fast Fourier Transform","year":2014,"lang":"en","type":"article","venue":"Quality Technology & Quantitative Management","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Fast Fourier transform; Computer science; Prime-factor FFT algorithm; Computation; Cooley–Tukey FFT algorithm; Algorithm; Selection (genetic algorithm); Fourier transform; Split-radix FFT algorithm; Exploit; Parallel computing; Mathematics; Fourier analysis; Short-time Fourier transform; Artificial intelligence","score_opus":0.04641678016352845,"score_gpt":0.29904511501015896,"score_spread":0.2526283348466305,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2327377056","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0071625616,0.0011794779,0.9690018,0.0009332863,0.00038473803,0.000099740406,0.00018115906,0.0036598,0.017397458],"genre_scores_gemma":[0.18792304,0.0019798619,0.7982102,0.00027153624,0.00025784405,0.00026999312,0.00043427903,0.0007334591,0.009919827],"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999268,0.00013367397,0.00004574423,0.00006408648,0.00044692514,0.00004158479],"domain_scores_gemma":[0.9990891,0.00031209816,0.000055435477,0.00018860927,0.00031392503,0.00004086761],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00076499005,0.0005759178,0.0004776134,0.000932955,0.00055519276,0.0015225998,0.00073055073,0.0006866902,0.011799307],"category_scores_gemma":[0.0037499303,0.0002163612,0.00045479342,0.0019248311,0.00051359826,0.001617874,0.0010079666,0.0012264387,0.0042493036],"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":[0.00022494252,0.00013047522,0.0022901199,0.0006034457,0.00011689546,0.0006206581,0.00032376652,0.08898855,0.040814087,0.23669918,0.049791496,0.57939637],"study_design_scores_gemma":[0.00006137808,0.00008322086,0.0010486293,0.00011379555,0.000030057785,0.0004124003,0.000070663795,0.7765307,0.018755896,0.09397591,0.10886395,0.00005335759],"about_ca_topic_score_codex":0.00094606157,"about_ca_topic_score_gemma":0.0008450445,"teacher_disagreement_score":0.011799307,"about_ca_system_score_codex":0.00051116775,"about_ca_system_score_gemma":0.0008449241,"threshold_uncertainty_score":0.03947264},"labels":[],"label_agreement":null},{"id":"W2328343277","doi":"10.1115/imece2003-55648","title":"Asymptotic Analysis of Nonlinear Stochastic Equations With Rapidly Oscillating and Decaying Components","year":2003,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Nonlinear system; Limiting; Quadratic equation; Markov process; Martingale (probability theory); Applied mathematics; Stochastic process; Mathematics; Noise (video); Statistical physics; Mathematical analysis; Control theory (sociology); Physics; Computer science; Quantum mechanics; Geometry; Engineering","score_opus":0.0319045974682587,"score_gpt":0.2279865424189738,"score_spread":0.19608194495071507,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2328343277","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4181943,0.0015392142,0.55895686,0.0022890414,0.00010688544,0.00006926097,0.00013440067,0.00025677824,0.018453287],"genre_scores_gemma":[0.98289305,0.00056795735,0.00873281,0.0001156473,0.00011457281,0.00006854634,0.000115967036,0.000054632503,0.0073367553],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994356,0.00023236727,0.000029077852,0.00005770613,0.0001779606,0.000067190354],"domain_scores_gemma":[0.99597067,0.0025585785,0.0005631176,0.000143795,0.00054798916,0.00021590386],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018519934,0.00074139604,0.0008087654,0.00094977795,0.0004903252,0.001000665,0.0010011785,0.0012384433,0.0014217076],"category_scores_gemma":[0.013270066,0.00048600032,0.00073541165,0.00043671223,0.0024054972,0.001431201,0.002145352,0.0011601449,0.00019516116],"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":[0.00012922102,0.00007475473,0.003520948,0.00020494297,0.00012147948,0.0005976972,0.00038972782,0.66747206,0.0075759366,0.3108066,0.0009797444,0.008126818],"study_design_scores_gemma":[0.000008185149,0.000013661216,0.00047597967,0.000008354965,0.0000075608054,0.00003376099,0.000022257394,0.96996474,0.00019039003,0.029126627,0.00013670906,0.000011772516],"about_ca_topic_score_codex":0.0071579274,"about_ca_topic_score_gemma":0.0028554734,"teacher_disagreement_score":0.0071579274,"about_ca_system_score_codex":0.0011089942,"about_ca_system_score_gemma":0.0009358213,"threshold_uncertainty_score":0.014232516},"labels":[],"label_agreement":null},{"id":"W2329210871","doi":"10.3934/jimo.2014.10.41","title":"Catastrophe equity put options understochastic volatility and catastrophe-dependent jumps","year":2013,"lang":"en","type":"article","venue":"Journal of Industrial and Management Optimization","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Stochastic volatility; Valuation of options; Equity (law); Heston model; Monte Carlo method; Volatility (finance); Economics; Applied mathematics; Econometrics; Mathematical economics; SABR volatility model; Mathematics; Computer science; Statistics","score_opus":0.053792854418880945,"score_gpt":0.23669715903447344,"score_spread":0.18290430461559248,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2329210871","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5262696,0.00085317483,0.45420882,0.0012904658,0.0001423479,0.00006618927,0.0003197908,0.00016557476,0.016684067],"genre_scores_gemma":[0.99336034,0.00017529243,0.0039431597,0.000049036553,0.000050742405,0.000025745598,0.00005874249,0.000009735592,0.0023271092],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996106,0.00012372746,0.000022251867,0.000065969354,0.00010552332,0.0000718234],"domain_scores_gemma":[0.99875593,0.0006626025,0.00022920863,0.00010217796,0.00015717518,0.00009289915],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00079363456,0.00053384877,0.0007237359,0.00048874755,0.00033048115,0.001102567,0.0009644994,0.0016501766,0.0017046648],"category_scores_gemma":[0.0040274826,0.000369429,0.00075411703,0.0004223154,0.0010151883,0.0023120057,0.0010226532,0.0015073976,0.000116941526],"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":[0.00006078888,0.0000520055,0.003571058,0.00007593156,0.000045961006,0.0009457088,0.00010362452,0.6143417,0.0032326693,0.37274212,0.00078381976,0.004044723],"study_design_scores_gemma":[0.000009388485,0.000021624312,0.00086294604,0.0000043369514,0.000009122517,0.00012275194,0.00001516577,0.9554217,0.00021876031,0.04300319,0.0002978351,0.000013189802],"about_ca_topic_score_codex":0.0020755306,"about_ca_topic_score_gemma":0.0010565112,"teacher_disagreement_score":0.0020755306,"about_ca_system_score_codex":0.00046920165,"about_ca_system_score_gemma":0.000490501,"threshold_uncertainty_score":0.0057026744},"labels":[],"label_agreement":null},{"id":"W2329342429","doi":"10.4213/tvp4234","title":"Аналитическое доказательство тождества Печерского - Рогозина и факторизации Винера - Хопфа","year":2010,"lang":"ru","type":"article","venue":"Теория вероятностей и ее применения","topic":"Stochastic processes and financial applications","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":"Business","score_opus":0.01753763445357495,"score_gpt":0.21595062534996648,"score_spread":0.19841299089639153,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2329342429","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.20220321,0.0065243365,0.30652395,0.006399219,0.0012046611,0.00019559426,0.00052045577,0.0004149866,0.47601357],"genre_scores_gemma":[0.8767849,0.0023828347,0.08212262,0.00017961054,0.00020222274,0.00016449862,0.00013216649,0.0001307188,0.03790032],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988819,0.00024894634,0.000052181982,0.00016282154,0.0005397015,0.000114579154],"domain_scores_gemma":[0.9986418,0.00052465935,0.00011945281,0.00019108485,0.00042259367,0.00010050008],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009539366,0.00029385823,0.00029529195,0.0009772079,0.0010175189,0.0035498787,0.00047214728,0.00087103783,0.01027943],"category_scores_gemma":[0.0040140776,0.0003769238,0.00039108822,0.001068885,0.0021544634,0.001998088,0.00083081814,0.0013815457,0.0024813297],"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":[0.000037821817,0.00002916095,0.00066366576,0.00007193478,0.000013248236,0.000102469334,0.00080876524,0.0010895997,0.0038511956,0.9450512,0.0014311977,0.046849623],"study_design_scores_gemma":[0.00003448143,0.000048650174,0.0027383608,0.00008821868,0.000045614997,0.00042763574,0.0014911059,0.005707463,0.007259475,0.8576093,0.12449573,0.0000539853],"about_ca_topic_score_codex":0.0023330995,"about_ca_topic_score_gemma":0.0025483065,"teacher_disagreement_score":0.01027943,"about_ca_system_score_codex":0.0010426044,"about_ca_system_score_gemma":0.0019598643,"threshold_uncertainty_score":0.034388065},"labels":[],"label_agreement":null},{"id":"W2334236958","doi":"10.1093/imanum/drr025","title":"Pathwise convergence rate for numerical solutions of stochastic differential equations","year":2011,"lang":"en","type":"article","venue":"IMA Journal of Numerical Analysis","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"Air Force Office of Scientific Research; National Science Foundation","keywords":"Mathematics; Convergence (economics); Rate of convergence; Stochastic differential equation; Applied mathematics; Mathematical analysis","score_opus":0.06695145054633575,"score_gpt":0.25002374334635596,"score_spread":0.18307229280002021,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2334236958","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.021425037,0.0020116712,0.9678334,0.00077073294,0.00014584816,0.00010548769,0.0000532568,0.00023607502,0.0074184486],"genre_scores_gemma":[0.4906774,0.0061492566,0.48379058,0.0006191551,0.00028128535,0.0009939884,0.00049259845,0.00068807055,0.016307648],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99607134,0.0018953797,0.00025196263,0.0004848652,0.0010671857,0.00022917907],"domain_scores_gemma":[0.9679198,0.022871837,0.0019227319,0.0014216395,0.004980998,0.0008829203],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.013185227,0.0018570635,0.0013999003,0.0029478623,0.001070386,0.0027220142,0.0020880974,0.0022280514,0.004138303],"category_scores_gemma":[0.05482574,0.00071662973,0.002141826,0.0012769976,0.0041484535,0.0045420052,0.0042995024,0.004873805,0.0009020925],"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":[0.00013732213,0.000068366746,0.002065848,0.00050338975,0.0000995162,0.00027117718,0.0005318478,0.16688779,0.0066201203,0.79761016,0.0012228732,0.0239816],"study_design_scores_gemma":[0.000018673385,0.00009444913,0.00035557066,0.00014951215,0.000029361898,0.00015366732,0.00007288294,0.8255571,0.003187052,0.16734535,0.0029936957,0.000042641852],"about_ca_topic_score_codex":0.0017828854,"about_ca_topic_score_gemma":0.0007696907,"teacher_disagreement_score":0.013185227,"about_ca_system_score_codex":0.002031334,"about_ca_system_score_gemma":0.002171094,"threshold_uncertainty_score":0.069731},"labels":[],"label_agreement":null},{"id":"W2335995148","doi":"10.1007/978-1-4939-2867-5_20","title":"Control of a Single Jump","year":2015,"lang":"en","type":"book-chapter","venue":"Probability and its applications","topic":"Stochastic processes and financial applications","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":"Jump; Control (management); Control theory (sociology); Computer science; Physics; Artificial intelligence","score_opus":0.0684623346166992,"score_gpt":0.2266843746481611,"score_spread":0.1582220400314619,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2335995148","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.087476574,0.0023136558,0.8253648,0.0021766543,0.0012125603,0.000063552456,0.00017512473,0.00041793974,0.08079901],"genre_scores_gemma":[0.9358441,0.0013232362,0.017481258,0.00028507283,0.00064874574,0.00008872509,0.00006484485,0.000095464406,0.044168618],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99968743,0.000056830562,0.0000126759205,0.00011430949,0.000084096806,0.000044652188],"domain_scores_gemma":[0.99934524,0.000336992,0.00008279917,0.000073705494,0.00008345063,0.000077821496],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007511653,0.00068869704,0.000809359,0.000631784,0.0004636925,0.001998942,0.0011844345,0.0013593821,0.0076300036],"category_scores_gemma":[0.0021159288,0.0003119055,0.00060757104,0.00045925291,0.0016286921,0.0016462463,0.0013880837,0.0016351568,0.0005015496],"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":[0.00007549144,0.00009738082,0.00019423533,0.00013095926,0.000053897813,0.00012261372,0.00010209472,0.08292046,0.00935814,0.874356,0.0029063355,0.029682549],"study_design_scores_gemma":[0.000035457837,0.00007197739,0.0002553668,0.00002292216,0.000027965509,0.000059877886,0.000022413087,0.6718188,0.0016347239,0.32264033,0.0033820653,0.000028136421],"about_ca_topic_score_codex":0.0010497841,"about_ca_topic_score_gemma":0.00043447618,"teacher_disagreement_score":0.0076300036,"about_ca_system_score_codex":0.0005664417,"about_ca_system_score_gemma":0.0005571725,"threshold_uncertainty_score":0.025524855},"labels":[],"label_agreement":null},{"id":"W2341442346","doi":"10.1007/978-1-4939-2867-5_17","title":"Markov Properties of SDEs","year":2015,"lang":"en","type":"book-chapter","venue":"Probability and its applications","topic":"Stochastic processes and financial applications","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":"Computer science; Mathematics","score_opus":0.09039252730510354,"score_gpt":0.22411403115738102,"score_spread":0.1337215038522775,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2341442346","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.072260454,0.008080323,0.8265951,0.0030557837,0.00038629957,0.00009154058,0.0008844838,0.0002666531,0.08837934],"genre_scores_gemma":[0.89315546,0.009301404,0.053620055,0.00071259396,0.0011110712,0.00036903055,0.0012210058,0.0002608954,0.04024853],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988319,0.00036471864,0.000074950294,0.00023714278,0.0003718965,0.000119414835],"domain_scores_gemma":[0.9930997,0.004933271,0.0005076343,0.00036436194,0.0008117765,0.00028321],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017650654,0.00089495577,0.0011020084,0.0017552143,0.0006909197,0.00297771,0.00081851834,0.0011659935,0.0064607863],"category_scores_gemma":[0.00839726,0.0006574453,0.0012032368,0.0014559978,0.0024484338,0.0031945975,0.0014380319,0.003099993,0.0006882285],"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":[0.00000596286,0.000010712695,0.00018345415,0.00003433903,0.0000105146455,0.00002385954,0.000058951082,0.009342475,0.00019323398,0.9861761,0.0009391136,0.0030212933],"study_design_scores_gemma":[0.000006026263,0.0000052394744,0.00012320917,0.000017302067,0.00000390287,0.000022698243,0.000014812473,0.04839972,0.000082482096,0.94964033,0.0016773195,0.0000069148728],"about_ca_topic_score_codex":0.0036811975,"about_ca_topic_score_gemma":0.002049574,"teacher_disagreement_score":0.0064607863,"about_ca_system_score_codex":0.0019872636,"about_ca_system_score_gemma":0.0016068752,"threshold_uncertainty_score":0.021613479},"labels":[],"label_agreement":null},{"id":"W2343508738","doi":"10.1080/14697688.2016.1167281","title":"Numerical methods for dynamic Bertrand oligopoly and American options under regime switching","year":2016,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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":"Hamilton–Jacobi–Bellman equation; Oligopoly; Partial differential equation; Mathematics; Applied mathematics; Viscosity solution; Mathematical economics; Mathematical optimization; Economics; Optimal control; Mathematical analysis; Cournot competition","score_opus":0.04293855994814803,"score_gpt":0.3481922981050046,"score_spread":0.3052537381568566,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2343508738","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.01653439,0.00095589994,0.9741983,0.0007646984,0.00015937864,0.00009247461,0.000072387695,0.00022475242,0.00699778],"genre_scores_gemma":[0.45271674,0.0011111217,0.53389114,0.00026552685,0.00014226916,0.00054661685,0.00020668103,0.00023901655,0.010880912],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995284,0.0002215014,0.000026867683,0.000046859634,0.00013735089,0.00003900254],"domain_scores_gemma":[0.99783784,0.001433714,0.00022046347,0.00013009901,0.00027696678,0.00010101988],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017014279,0.0007209205,0.0008545838,0.0009853574,0.00090434076,0.0011843261,0.0011224626,0.001930848,0.0039034088],"category_scores_gemma":[0.0059166644,0.00046043954,0.00086957,0.0009193977,0.0016743316,0.00108493,0.0014811116,0.0018478982,0.00043633897],"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":[0.000041271083,0.000052287694,0.0008081708,0.00010722929,0.000029614368,0.00008120247,0.00014599964,0.88273513,0.0013107341,0.09402122,0.0008882875,0.0197789],"study_design_scores_gemma":[0.0000073964657,0.000004311416,0.00003345494,0.0000074624713,0.0000014562406,0.000005831766,0.0000091966085,0.99015933,0.00008156688,0.00902549,0.000660797,0.000003615567],"about_ca_topic_score_codex":0.010525232,"about_ca_topic_score_gemma":0.00779989,"teacher_disagreement_score":0.010525232,"about_ca_system_score_codex":0.0013320994,"about_ca_system_score_gemma":0.0018376547,"threshold_uncertainty_score":0.020927906},"labels":[],"label_agreement":null},{"id":"W2346862396","doi":"10.21314/jem.2016.140","title":"Pricing crude oil options using Lévy processes","year":2016,"lang":"en","type":"article","venue":"The Journal of Energy Markets","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Lévy process; Futures contract; Jump diffusion; Volatility (finance); Econometrics; Crude oil; Skewness; Economics; Variance-gamma distribution; Distribution (mathematics); Normal distribution; Jump; Financial economics; Mathematics; Statistics; Physics; Engineering","score_opus":0.028926006250700957,"score_gpt":0.2256099069418485,"score_spread":0.19668390069114752,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2346862396","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7986392,0.00020773264,0.19852062,0.0004521003,0.00003757251,0.000057921923,0.00006401792,0.00019770654,0.0018230437],"genre_scores_gemma":[0.989076,0.00007521873,0.010227143,0.000034149485,0.00001595382,0.000017625129,0.000057233272,0.000018284603,0.00047852375],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991973,0.0004424058,0.00004271726,0.00007034361,0.00017282071,0.00007431537],"domain_scores_gemma":[0.9913299,0.006984295,0.0006715625,0.00030349012,0.00045445567,0.0002562369],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00399861,0.00075646414,0.0010050308,0.0010579469,0.0003880711,0.0014157015,0.0010663677,0.0014867733,0.001467994],"category_scores_gemma":[0.017485095,0.00038802667,0.00086037786,0.00081502384,0.0011213201,0.0025359602,0.0008188534,0.0013396536,0.00012646432],"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":[0.00013799062,0.00008095048,0.0055996715,0.000030167714,0.00005563772,0.00020529937,0.000046968333,0.9617483,0.0018931406,0.024256501,0.00014754689,0.0057977857],"study_design_scores_gemma":[0.000011713743,0.000014891764,0.0003444427,0.00000253701,0.0000041520093,0.000010923043,0.0000066916064,0.9944793,0.00038323877,0.0046992004,0.00003524321,0.000007667415],"about_ca_topic_score_codex":0.00903389,"about_ca_topic_score_gemma":0.0043210345,"teacher_disagreement_score":0.00903389,"about_ca_system_score_codex":0.0009888673,"about_ca_system_score_gemma":0.0008695832,"threshold_uncertainty_score":0.021146894},"labels":[],"label_agreement":null},{"id":"W2356149558","doi":"","title":"Estimations of Term Structure of Interest Rate Model Based on EKF and UKF Approaches","year":2009,"lang":"en","type":"article","venue":"Journal of systems management","topic":"Stochastic processes and financial applications","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; Extended Kalman filter; Kalman filter; Term (time); Computer science; Cox–Ingersoll–Ross model; Short-rate model; Interest rate; Econometrics; Control theory (sociology); Mathematics; Artificial intelligence; Economics","score_opus":0.07512329191020438,"score_gpt":0.2318048302134139,"score_spread":0.15668153830320952,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2356149558","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023559695,0.0002901808,0.9751027,0.000057891768,0.000019681152,0.000011939727,0.00006673815,0.00018830544,0.00070289214],"genre_scores_gemma":[0.72026443,0.0009164743,0.27574688,0.000051903036,0.000075830096,0.000091908034,0.00058538537,0.00007598009,0.0021912379],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99948454,0.00017337892,0.000047672387,0.00011585345,0.00012509947,0.00005346549],"domain_scores_gemma":[0.9988708,0.00064691884,0.0001739838,0.00009147185,0.00019535351,0.000021442653],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001344389,0.0007142901,0.0009615308,0.0010660898,0.00027810122,0.0010824085,0.0009290808,0.0010445466,0.0008837833],"category_scores_gemma":[0.006935406,0.0003803877,0.0007365268,0.0007373362,0.0003522807,0.0019262569,0.00045565673,0.000902135,0.00040473338],"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":[0.00005216396,0.000026584012,0.004782641,0.00008527564,0.00007491207,0.00008246602,0.00012661243,0.867189,0.0020572823,0.016485373,0.0004467289,0.10859098],"study_design_scores_gemma":[0.000004268997,0.000010100078,0.00090588117,0.00000932802,0.000007910129,0.000027987066,0.000012111208,0.9945081,0.0005403025,0.0035462861,0.00041309634,0.000014580788],"about_ca_topic_score_codex":0.012813261,"about_ca_topic_score_gemma":0.0070587806,"teacher_disagreement_score":0.012813261,"about_ca_system_score_codex":0.0006353014,"about_ca_system_score_gemma":0.00079384824,"threshold_uncertainty_score":0.02547735},"labels":[],"label_agreement":null},{"id":"W2358473584","doi":"","title":"CLASSIFICATION OF RANDOM TIMES AND APPLICATIONS","year":2016,"lang":"fr","type":"preprint","venue":"HAL (Le Centre pour la Communication Scientifique Directe)","topic":"Stochastic processes and financial applications","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":"Computer science","score_opus":0.016958031406868825,"score_gpt":0.21336736445727203,"score_spread":0.1964093330504032,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2358473584","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14555979,0.012024722,0.7678837,0.0052589695,0.000905608,0.00015523926,0.000666448,0.00047851508,0.06706703],"genre_scores_gemma":[0.7665103,0.00877796,0.1904524,0.0010816981,0.0029926589,0.00031235756,0.0013056396,0.00025248886,0.028314512],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99849236,0.00040644818,0.0001875504,0.00038717221,0.00037928228,0.00014724846],"domain_scores_gemma":[0.9938267,0.0028733213,0.00089821446,0.0006727325,0.0009882479,0.0007406125],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019182303,0.0006566854,0.000876228,0.0036734268,0.0010619244,0.003454152,0.00070077856,0.0012797859,0.0036779286],"category_scores_gemma":[0.0088694515,0.00034937213,0.0010498991,0.0028340346,0.0025935895,0.0040732934,0.0016355297,0.0025124683,0.0007906574],"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":[0.000016403661,0.000014328202,0.00073718105,0.00007347013,0.000007896087,0.00006621541,0.000112294496,0.0023304657,0.00047061307,0.9741906,0.0016513921,0.02032921],"study_design_scores_gemma":[0.000006145116,0.000028794755,0.00084277097,0.00005204404,0.0000080531345,0.00021882584,0.00005593541,0.020193474,0.00035709905,0.9649725,0.013250269,0.0000142509725],"about_ca_topic_score_codex":0.0007839507,"about_ca_topic_score_gemma":0.00032231663,"teacher_disagreement_score":0.0036779286,"about_ca_system_score_codex":0.0013037701,"about_ca_system_score_gemma":0.00062278204,"threshold_uncertainty_score":0.012303889},"labels":[],"label_agreement":null},{"id":"W2367066442","doi":"","title":"Pinning of Vortices for a Variational Problem Related to the Superconductivity with Thermal Noise","year":2002,"lang":"en","type":"article","venue":"东北数学(英文版)","topic":"Stochastic processes and financial applications","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":"Superconductivity; Vortex; Thermal; Noise (video); Zero (linguistics); Minification; Physics; Condensed matter physics; Mathematics; Computer science; Mathematical optimization; Mechanics; Artificial intelligence; Thermodynamics","score_opus":0.03302808456001173,"score_gpt":0.21382059151342056,"score_spread":0.18079250695340882,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2367066442","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24461576,0.0015077816,0.7435071,0.0025483822,0.00013467358,0.00009767166,0.000070637,0.000059338967,0.007458736],"genre_scores_gemma":[0.9128425,0.0012134376,0.0748899,0.00039140406,0.00032752144,0.0003011979,0.00019049124,0.00018132581,0.009662178],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99924266,0.00044878107,0.00003506694,0.00011651129,0.0000834447,0.000073584015],"domain_scores_gemma":[0.9959561,0.0030485364,0.0004216236,0.0000901993,0.0002489846,0.000234506],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002986189,0.0008619489,0.0010227979,0.0011143693,0.0008547198,0.0014969861,0.0010818328,0.0019713815,0.0023759832],"category_scores_gemma":[0.011962648,0.0006306301,0.00082784524,0.0006125147,0.0037683984,0.0027500456,0.0021803551,0.0012512911,0.00012657387],"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":[0.00010274028,0.00006331148,0.0013287462,0.00029187844,0.00008261313,0.00025839967,0.0002453224,0.17787348,0.0049827485,0.80657864,0.0010901486,0.0071020485],"study_design_scores_gemma":[0.000022164591,0.000058718768,0.00061664014,0.000042253505,0.000020025607,0.00008836808,0.00008135253,0.7476423,0.0008457719,0.24992228,0.0006341379,0.000025914913],"about_ca_topic_score_codex":0.0016379226,"about_ca_topic_score_gemma":0.001095382,"teacher_disagreement_score":0.002986189,"about_ca_system_score_codex":0.00092021807,"about_ca_system_score_gemma":0.0010540135,"threshold_uncertainty_score":0.015792668},"labels":[],"label_agreement":null},{"id":"W2368890362","doi":"10.1155/2017/9693153","title":"Malliavin Differentiability of Solutions of SPDEs with Lévy White Noise","year":2017,"lang":"en","type":"preprint","venue":"International Journal of Stochastic Analysis","topic":"Stochastic processes and financial applications","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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Malliavin calculus; Mathematics; White noise; Differentiable function; Stochastic partial differential equation; Stochastic differential equation; Mathematical analysis; Lipschitz continuity; Multiplicative noise; Sigma; Applied mathematics; Partial differential equation; Physics; Computer science","score_opus":0.03569008148628011,"score_gpt":0.26251204234437203,"score_spread":0.22682196085809192,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2368890362","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2139994,0.0010340812,0.7654889,0.0026138353,0.00023203266,0.000094563016,0.00019170328,0.00015943448,0.016185988],"genre_scores_gemma":[0.93548423,0.0010752502,0.03828875,0.00044760134,0.0002176437,0.00021532463,0.00020515405,0.0001013999,0.023964522],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993368,0.00017340784,0.000044753575,0.00015030545,0.00016298085,0.00013176407],"domain_scores_gemma":[0.99774545,0.0010051432,0.00044919306,0.000084173036,0.00041378115,0.00030218385],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017002167,0.0012593062,0.0011640493,0.0013861331,0.00078459235,0.0022150688,0.0014129895,0.0023645048,0.0024028542],"category_scores_gemma":[0.0071376474,0.0005061812,0.0017494431,0.00069058785,0.0026995789,0.0021671,0.0023512398,0.0024210312,0.0002633518],"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":[0.00005819892,0.00006173868,0.001981184,0.00010832335,0.00008267192,0.0006044408,0.00034437468,0.1298464,0.0067765857,0.8551565,0.0008064515,0.00417316],"study_design_scores_gemma":[0.000026578598,0.000043866527,0.00039063577,0.000026707597,0.000021775313,0.000106496234,0.000084994586,0.8121868,0.000867779,0.18529284,0.0009197327,0.000031756008],"about_ca_topic_score_codex":0.0061845025,"about_ca_topic_score_gemma":0.0026657183,"teacher_disagreement_score":0.0061845025,"about_ca_system_score_codex":0.0017575986,"about_ca_system_score_gemma":0.0019411175,"threshold_uncertainty_score":0.012752295},"labels":[],"label_agreement":null},{"id":"W2371604242","doi":"","title":"European option pricing for GARCH dynamic infinite activity Lévy processes based on parameter learning","year":2014,"lang":"en","type":"article","venue":"Systems Engineering - Theory & Practice","topic":"Stochastic processes and financial applications","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":"Lévy process; Valuation of options; Stochastic volatility; Econometrics; Autoregressive conditional heteroskedasticity; Jump; Valuation (finance); Mathematics; Volatility (finance); Black–Scholes model; Economics; Applied mathematics; Finance","score_opus":0.015198813914167619,"score_gpt":0.2303965991224898,"score_spread":0.2151977852083222,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2371604242","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07075459,0.00056531106,0.9251649,0.0004563276,0.00005600469,0.00002795665,0.00006814922,0.00013437081,0.002772428],"genre_scores_gemma":[0.9539858,0.00061579933,0.039859667,0.00011608072,0.00007803762,0.00007501556,0.00021234098,0.000055884433,0.0050013955],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990814,0.0003548312,0.000044689474,0.00022644748,0.0001913426,0.00010123881],"domain_scores_gemma":[0.9985442,0.0008835602,0.00019893143,0.00009524231,0.00018756354,0.00009045904],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021141225,0.0007755188,0.0011800419,0.00073177775,0.00045943444,0.0017825791,0.0015651515,0.0017366267,0.0023469098],"category_scores_gemma":[0.006397468,0.0004580812,0.0013059984,0.0007782747,0.0011633454,0.0031907475,0.0009674918,0.0018075472,0.0002507446],"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":[0.00004638696,0.000047950904,0.002320929,0.00005593596,0.00006848987,0.00022400325,0.00008210567,0.81597126,0.0011354168,0.16333833,0.00061874505,0.016090382],"study_design_scores_gemma":[0.000003739262,0.0000070148817,0.00013820158,0.0000030874503,0.0000052867445,0.000018648427,0.0000036818624,0.98464936,0.00008025872,0.01497894,0.00010579693,0.00000592884],"about_ca_topic_score_codex":0.0056041447,"about_ca_topic_score_gemma":0.0031834913,"teacher_disagreement_score":0.0056041447,"about_ca_system_score_codex":0.0012360811,"about_ca_system_score_gemma":0.00109043,"threshold_uncertainty_score":0.011180639},"labels":[],"label_agreement":null},{"id":"W2380189701","doi":"10.1142/s0219024916500321","title":"EFFICIENT HEDGING OF PATH–DEPENDENT OPTIONS","year":2016,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Path dependent; Path (computing); Asian option; Econometrics; Expected shortfall; Residual; Mathematical optimization; Interval (graph theory); Valuation of options; Computer science; Mathematics; Economics; Risk management; Mathematical economics; Algorithm; Finance","score_opus":0.009001355148528699,"score_gpt":0.21871703466629486,"score_spread":0.20971567951776615,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2380189701","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.01693332,0.00019024948,0.98203,0.000047759546,0.000021069754,0.000019391828,0.000016699416,0.00007395097,0.0006675688],"genre_scores_gemma":[0.5311459,0.00037556147,0.46449155,0.00007330811,0.000063520434,0.00007055097,0.0001377448,0.000086197935,0.003555726],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994248,0.00021982887,0.000034743192,0.00009439901,0.00019662832,0.000029629162],"domain_scores_gemma":[0.99894124,0.0006213593,0.00008792685,0.00021596787,0.00009239223,0.000041121133],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016373043,0.00050489703,0.0007801396,0.0005007388,0.0002590735,0.0009352544,0.0011677103,0.0008723958,0.0022156653],"category_scores_gemma":[0.0033437046,0.0004613349,0.00068067305,0.0005544616,0.0006552603,0.0017063292,0.0011269512,0.0012711575,0.00022111322],"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":[0.00026382032,0.0001307434,0.001601458,0.00018287645,0.00015223029,0.00044177478,0.00022035142,0.6077473,0.023612007,0.18017176,0.0010608077,0.18441491],"study_design_scores_gemma":[0.000017197464,0.000045602155,0.00023293225,0.0000076893775,0.00000951375,0.0000693044,0.000008878317,0.9685868,0.002049447,0.027922878,0.001035203,0.000014434176],"about_ca_topic_score_codex":0.00028822586,"about_ca_topic_score_gemma":0.00034860443,"teacher_disagreement_score":0.0022156653,"about_ca_system_score_codex":0.00036434963,"about_ca_system_score_gemma":0.0003238694,"threshold_uncertainty_score":0.008659005},"labels":[],"label_agreement":null},{"id":"W2394745735","doi":"10.2139/ssrn.2155820","title":"Delayed Heston Model: Improvement of the Volatility Surface Fitting","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Heston model; Stochastic volatility; Volatility (finance); Econometrics; Implied volatility; Economics; SABR volatility model","score_opus":0.015982766642390928,"score_gpt":0.2199280741405381,"score_spread":0.20394530749814718,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2394745735","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.027063763,0.00019825174,0.9707045,0.00010379335,0.00006684309,0.000016088856,0.00006546002,0.0004679513,0.0013133741],"genre_scores_gemma":[0.740565,0.0003940061,0.2527876,0.00011393896,0.00012015557,0.00006848732,0.0004167062,0.0004980312,0.005036076],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997428,0.00011983086,0.000013954849,0.000054763193,0.000051561474,0.000017021324],"domain_scores_gemma":[0.9991111,0.0004595382,0.000054104505,0.00015810832,0.00017181067,0.000045307086],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010943287,0.0005068463,0.0007860958,0.00032044583,0.00022198627,0.00069347257,0.0010303137,0.0010379025,0.002231869],"category_scores_gemma":[0.0038853586,0.00031781435,0.00069781626,0.00044622563,0.00020052637,0.001134524,0.00080155756,0.0011855565,0.00067286374],"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":[0.00027170527,0.00008898764,0.0012799681,0.00009330664,0.0000802706,0.000130364,0.000079464604,0.87330425,0.0076987683,0.020647062,0.002107726,0.094218224],"study_design_scores_gemma":[0.0000049075643,0.0000058642886,0.000048959406,0.0000013229268,0.0000037159302,0.0000087164,0.0000015844765,0.9979704,0.00036794663,0.0013388919,0.0002444604,0.0000032323042],"about_ca_topic_score_codex":0.0019912925,"about_ca_topic_score_gemma":0.00089792564,"teacher_disagreement_score":0.002231869,"about_ca_system_score_codex":0.00021200902,"about_ca_system_score_gemma":0.00054695614,"threshold_uncertainty_score":0.007466316},"labels":[],"label_agreement":null},{"id":"W2401196766","doi":"10.1002/asmb.2179","title":"Principal component models with stochastic mean‐reverting levels. Pricing and covariance surface improvements","year":2016,"lang":"en","type":"article","venue":"Applied Stochastic Models in Business and Industry","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Stochastic volatility; Mean reversion; Covariance; Stochastic modelling; Econometrics; Covariance matrix; Principal component analysis; Mathematics; Heston model; Stochastic process; Covariance function; SABR volatility model; Volatility (finance); Applied mathematics; Statistics","score_opus":0.04722945566026735,"score_gpt":0.2209668725646152,"score_spread":0.17373741690434785,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2401196766","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.020679746,0.0006308339,0.97430575,0.00037079948,0.00007601922,0.000033162738,0.000113895694,0.0002982589,0.0034914857],"genre_scores_gemma":[0.8007485,0.0012435495,0.18458936,0.00020225934,0.000186561,0.00019041628,0.00037055655,0.00037221232,0.012096695],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99872977,0.0005574635,0.00006465549,0.00019392255,0.00035576447,0.000098413126],"domain_scores_gemma":[0.9970119,0.0014660266,0.0005640951,0.00044260843,0.00037835585,0.00013712207],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023337866,0.0012744288,0.0013290726,0.0008453598,0.00041355475,0.0021662351,0.0013991212,0.0020631892,0.0031464803],"category_scores_gemma":[0.007993505,0.0008648637,0.001836331,0.0010435162,0.0013086998,0.0028283359,0.0016778614,0.0026280133,0.0008527597],"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":[0.00003546129,0.00003644334,0.00057805254,0.00005257494,0.000052119256,0.00007558938,0.000048937603,0.7297228,0.0014352972,0.2539821,0.0009978113,0.0129828295],"study_design_scores_gemma":[0.000005097972,0.000009883901,0.00009057621,0.0000029248733,0.0000061358132,0.000018841345,0.0000028954657,0.95733374,0.00013913163,0.041798446,0.00058287446,0.000009526572],"about_ca_topic_score_codex":0.003579015,"about_ca_topic_score_gemma":0.0017727889,"teacher_disagreement_score":0.003579015,"about_ca_system_score_codex":0.00095753523,"about_ca_system_score_gemma":0.0009525248,"threshold_uncertainty_score":0.012342393},"labels":[],"label_agreement":null},{"id":"W2402764513","doi":"","title":"Le modèle canadien de gestion de la dette","year":2008,"lang":"fr","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Political science; Humanities; Philosophy","score_opus":0.02722999974156126,"score_gpt":0.19933138545828263,"score_spread":0.17210138571672137,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2402764513","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12666301,0.0061041582,0.42978525,0.028761158,0.0012086377,0.00020932117,0.0042778165,0.0012116007,0.40177903],"genre_scores_gemma":[0.7352878,0.0037645504,0.020228311,0.00080552907,0.00024419854,0.00020970977,0.0010201602,0.00019250422,0.23824729],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.999199,0.00023640018,0.00002953699,0.00019462705,0.00020037456,0.00014013515],"domain_scores_gemma":[0.99876225,0.0005266854,0.00014489086,0.0001379408,0.00028437434,0.0001439282],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010790336,0.0007863558,0.0008540151,0.0009948375,0.001374061,0.0050925435,0.0020913093,0.0028692915,0.037993234],"category_scores_gemma":[0.0049777,0.0006165689,0.0013258765,0.001495926,0.0018032154,0.003578423,0.0020521649,0.0027131399,0.003940532],"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":[0.00008923969,0.000034610253,0.0027152342,0.000114095565,0.00007626077,0.00021784627,0.00052414875,0.2627691,0.0003237258,0.71295226,0.007454169,0.012729265],"study_design_scores_gemma":[0.000077170356,0.00009050637,0.0026669314,0.00015133392,0.00010408798,0.00027224486,0.0006243239,0.4865998,0.00024174235,0.41706383,0.09201857,0.00008952943],"about_ca_topic_score_codex":0.16308933,"about_ca_topic_score_gemma":0.08127047,"teacher_disagreement_score":0.83691067,"about_ca_system_score_codex":0.005543153,"about_ca_system_score_gemma":0.0063843415,"threshold_uncertainty_score":0.32428008},"labels":[],"label_agreement":null},{"id":"W2408413591","doi":"10.1142/s2424786316500018","title":"Valuation of CMS range notes in a multifactor LIBOR market model","year":2016,"lang":"en","type":"article","venue":"International Journal of Financial Engineering","topic":"Stochastic processes and financial applications","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":"Libor; Valuation (finance); Martingale (probability theory); LIBOR market model; Econometrics; Swap (finance); Interest rate swap; Martingale pricing; Economics; Risk-neutral measure; Financial economics; Computer science; Actuarial science; Interest rate; Mathematics; Local martingale; Applied mathematics; Finance","score_opus":0.029316882240295952,"score_gpt":0.22974501232451466,"score_spread":0.20042813008421873,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2408413591","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.26139393,0.0009802644,0.7241444,0.001084296,0.0000854177,0.000054338874,0.00015527284,0.0001805391,0.011921588],"genre_scores_gemma":[0.9697025,0.00048798232,0.022323485,0.00008202896,0.00011316196,0.00003665757,0.000072709816,0.000033977674,0.0071475357],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993136,0.00031808796,0.0000281293,0.00010311275,0.00014788048,0.00008922243],"domain_scores_gemma":[0.9984951,0.0006758726,0.00031329977,0.00011756004,0.00016110534,0.00023713359],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027073119,0.0008754135,0.0011687881,0.00096219237,0.00049614,0.0026633788,0.0019364423,0.0025690089,0.003558628],"category_scores_gemma":[0.0051342696,0.00047900376,0.0009923276,0.00076090917,0.0016246669,0.0063932748,0.00122633,0.0020908576,0.0003041513],"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":[0.00010541128,0.00005233442,0.0011512969,0.00005282563,0.000036916834,0.0006357841,0.00012297036,0.22056101,0.0030342485,0.76673216,0.00080144167,0.006713503],"study_design_scores_gemma":[0.000016243013,0.00003069013,0.00020927604,0.0000072023386,0.000007885185,0.00009494281,0.000027128615,0.910696,0.00018111074,0.08835383,0.00035313127,0.000022510927],"about_ca_topic_score_codex":0.0018191661,"about_ca_topic_score_gemma":0.00095392205,"teacher_disagreement_score":0.003558628,"about_ca_system_score_codex":0.0012964809,"about_ca_system_score_gemma":0.0009329057,"threshold_uncertainty_score":0.014317811},"labels":[],"label_agreement":null},{"id":"W2418154789","doi":"10.21314/jor.2014.293","title":"Conditional value-at-risk-based optimal partial hedging","year":2014,"lang":"en","type":"article","venue":"The Journal of Risk","topic":"Stochastic processes and financial applications","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":"Value at risk; Value (mathematics); Economics; Expected shortfall; Econometrics; Mathematics; Actuarial science; Risk management; Financial economics; Portfolio; Statistics; Finance","score_opus":0.014701670012309584,"score_gpt":0.21550360343664862,"score_spread":0.20080193342433905,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2418154789","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15196145,0.0008156748,0.8408801,0.00033878157,0.000044042048,0.00006967949,0.00007030996,0.00013058478,0.0056894477],"genre_scores_gemma":[0.97317797,0.00019545596,0.024700133,0.000054345564,0.000018969124,0.000035700697,0.000051258125,0.000020953357,0.0017451379],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993911,0.00027306782,0.00003573123,0.00010017267,0.00012663823,0.000073253024],"domain_scores_gemma":[0.9984806,0.00096109824,0.0001300148,0.000120897166,0.00020503593,0.00010229496],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002140841,0.00071366475,0.001427152,0.00044099748,0.00029045588,0.0012879985,0.0008741777,0.0009469223,0.0022945777],"category_scores_gemma":[0.0046207285,0.0004660655,0.0006146134,0.0004448398,0.0008840823,0.0013308948,0.0009920346,0.00084738084,0.00014039307],"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":[0.00017290037,0.00006619922,0.00079613086,0.00013031912,0.00007118767,0.00013873074,0.00007909088,0.9145109,0.0042958115,0.048448283,0.00065077096,0.030639747],"study_design_scores_gemma":[0.000015307429,0.00009324181,0.00026129102,0.000013839242,0.000017897597,0.000029482493,0.00001595782,0.98359483,0.0009641237,0.014724571,0.00025853442,0.0000110439005],"about_ca_topic_score_codex":0.0009562497,"about_ca_topic_score_gemma":0.00054289884,"teacher_disagreement_score":0.0022945777,"about_ca_system_score_codex":0.00070724596,"about_ca_system_score_gemma":0.000932624,"threshold_uncertainty_score":0.011321962},"labels":[],"label_agreement":null},{"id":"W2418286003","doi":"10.1142/s201013921650018x","title":"Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution","year":2016,"lang":"en","type":"article","venue":"Quarterly Journal of Finance","topic":"Stochastic processes and financial applications","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":"Concordia University","funders":"","keywords":"Discretization; Jump diffusion; Transaction cost; Portfolio; Selection (genetic algorithm); Discrete time and continuous time; Jump; Mathematical optimization; Jump process; Asset (computer security); Diffusion; Infinity; Mathematics; Time horizon; Computer science; Applied mathematics; Economics; Finance; Mathematical analysis; Statistics; Physics","score_opus":0.0082181839296336,"score_gpt":0.202009718781661,"score_spread":0.19379153485202738,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2418286003","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12227512,0.0007495174,0.8584926,0.0017328014,0.00013983311,0.00012142436,0.00013558118,0.00014670801,0.016206302],"genre_scores_gemma":[0.8091124,0.00039140126,0.18368323,0.00021305766,0.00005992455,0.0002255468,0.00009773626,0.00005786536,0.006158881],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99973434,0.00011357755,0.000016265423,0.00003822577,0.00006670381,0.00003085511],"domain_scores_gemma":[0.99750274,0.0017511299,0.00024671172,0.00013227647,0.00022415123,0.00014295733],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015106328,0.00039511634,0.0007545789,0.0005805491,0.00042101386,0.001327562,0.0009608238,0.0025078095,0.0033410613],"category_scores_gemma":[0.007793066,0.00042202545,0.00056605664,0.00062231976,0.001499313,0.0012831368,0.0011463669,0.0016054705,0.00020250637],"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":[0.000021844447,0.000032462514,0.0004911583,0.000042500673,0.000011791424,0.00007506699,0.00003890801,0.93870366,0.00057371147,0.056227315,0.00027797752,0.0035036267],"study_design_scores_gemma":[0.000011790155,0.000003987484,0.000034539768,0.000005361306,0.0000015585307,0.000007058375,0.000005538682,0.9937768,0.00006818535,0.005932521,0.00015011648,0.0000025774561],"about_ca_topic_score_codex":0.0058061313,"about_ca_topic_score_gemma":0.00294146,"teacher_disagreement_score":0.0058061313,"about_ca_system_score_codex":0.0010959932,"about_ca_system_score_gemma":0.001360448,"threshold_uncertainty_score":0.011544645},"labels":[],"label_agreement":null},{"id":"W2419540706","doi":"10.1142/s2010139216500191","title":"Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics II: Economic Implications","year":2016,"lang":"en","type":"article","venue":"Quarterly Journal of Finance","topic":"Stochastic processes and financial applications","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":"Concordia University","funders":"","keywords":"Portfolio; Economics; Econometrics; Asset (computer security); Transaction cost; Volatility (finance); Asset allocation; Jump diffusion; Expected utility hypothesis; Jump; Solvency; Microeconomics; Financial economics; Market liquidity; Monetary economics; Computer science","score_opus":0.0081522584457293,"score_gpt":0.20673924222152087,"score_spread":0.19858698377579156,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2419540706","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.38591558,0.001751635,0.5920489,0.0030497662,0.00008972322,0.00016612781,0.00015858423,0.000114495495,0.016705198],"genre_scores_gemma":[0.9774032,0.00056738936,0.015491089,0.000108334956,0.00006406518,0.00008458081,0.000048170405,0.000028220866,0.0062049506],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99944013,0.00024671608,0.000033602362,0.00007923189,0.00009702048,0.00010328525],"domain_scores_gemma":[0.9954829,0.0031658288,0.0005081566,0.00019317694,0.00025641918,0.00039353428],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002093684,0.00074969,0.0012882763,0.00074650225,0.00043137275,0.0026663342,0.0012829229,0.0017649864,0.004802908],"category_scores_gemma":[0.009519311,0.0005671345,0.0011719329,0.00063927914,0.0018432348,0.0034965868,0.0019073017,0.0021047706,0.00024209269],"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":[0.00009512183,0.000103152,0.0023036436,0.00012373141,0.00007911291,0.00059558824,0.00013002801,0.43625668,0.002202078,0.5483579,0.0009836709,0.0087692505],"study_design_scores_gemma":[0.000043055512,0.000036181216,0.00061782234,0.00001997886,0.00002221967,0.00009976673,0.000038172184,0.8265671,0.0003005192,0.17196342,0.0002711315,0.000020629932],"about_ca_topic_score_codex":0.0023613293,"about_ca_topic_score_gemma":0.0011396208,"teacher_disagreement_score":0.004802908,"about_ca_system_score_codex":0.0012769458,"about_ca_system_score_gemma":0.000681091,"threshold_uncertainty_score":0.016067326},"labels":[],"label_agreement":null},{"id":"W2424392360","doi":"10.1080/02626667.2015.1093636","title":"On the probability of exceeding a given river flow threshold","year":2015,"lang":"en","type":"article","venue":"Hydrological Sciences Journal","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"","keywords":"Flow (mathematics); Poisson process; Poisson distribution; Mathematics; Statistics; Value (mathematics); Diffusion; Statistical physics; Applied mathematics; Physics; Geometry","score_opus":0.1312619716974795,"score_gpt":0.2624388478575865,"score_spread":0.13117687616010698,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2424392360","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.73167366,0.0012087192,0.2526812,0.0023221876,0.00012059346,0.00008120078,0.0010974301,0.00027933583,0.010535627],"genre_scores_gemma":[0.99245054,0.0005423002,0.0049460274,0.000087653956,0.00010011934,0.00003035353,0.00027628837,0.00002773368,0.0015389759],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9985499,0.00039603197,0.00010307502,0.00046415513,0.00024505836,0.00024174643],"domain_scores_gemma":[0.9245578,0.063835695,0.006798647,0.0017034345,0.0021307294,0.0009737733],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0053113312,0.00031373906,0.00091008685,0.0019335818,0.0003292729,0.002164808,0.00112678,0.0015031369,0.004071224],"category_scores_gemma":[0.058578428,0.00033390912,0.00048605198,0.0015452058,0.0016991793,0.0026327304,0.00088511006,0.001368119,0.0003418051],"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":[0.0006998881,0.00008563893,0.1042973,0.00024049742,0.0002685774,0.0008714111,0.00046934455,0.6908914,0.0039556487,0.15124696,0.0037979875,0.043175355],"study_design_scores_gemma":[0.000047593945,0.00013655252,0.03486108,0.00009037646,0.00010063125,0.0004097988,0.00022209605,0.9067052,0.0017853136,0.054282963,0.0012766303,0.00008180491],"about_ca_topic_score_codex":0.006733314,"about_ca_topic_score_gemma":0.0025118778,"teacher_disagreement_score":0.006733314,"about_ca_system_score_codex":0.0010265367,"about_ca_system_score_gemma":0.0006619731,"threshold_uncertainty_score":0.028089285},"labels":[],"label_agreement":null},{"id":"W2424681277","doi":"10.3390/jrfm15090388","title":"A Fourier Interpolation Method for Numerical Solution of FBSDEs: Global Convergence, Stability, and Higher Order Discretizations","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":true,"route_about_ca":false,"ca_institutions":"Concordia University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Discretization; Mathematics; Interpolation (computer graphics); Richardson extrapolation; Extrapolation; Convergence (economics); Applied mathematics; Fast Fourier transform; Fourier transform; Mathematical analysis; Numerical analysis; Algorithm; Computer science; Motion (physics)","score_opus":0.017891224683157396,"score_gpt":0.25459731056797485,"score_spread":0.23670608588481745,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2424681277","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.004638955,0.00019087426,0.9927562,0.0000963685,0.00005639715,0.000018596813,0.000018041932,0.000068512934,0.002156112],"genre_scores_gemma":[0.2356178,0.00077359943,0.7572977,0.00013066572,0.00010763923,0.00018721267,0.0001139591,0.0001608467,0.0056105372],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99948174,0.00018395203,0.00003291486,0.000042564294,0.00022325078,0.000035598885],"domain_scores_gemma":[0.99876165,0.0007200711,0.00008449059,0.00010708894,0.00028141218,0.00004523672],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001900779,0.0004514369,0.00058822235,0.00051944645,0.00049724337,0.0006942211,0.00072552444,0.00093267375,0.0014608477],"category_scores_gemma":[0.0044877413,0.00021693918,0.0008301115,0.00057498016,0.0008501415,0.00087209704,0.00087967457,0.0016136188,0.00041197668],"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":[0.00010086856,0.00007851074,0.0011632859,0.00019653057,0.000039200586,0.0002505154,0.00024451595,0.58682466,0.015231356,0.30853462,0.0018483427,0.08548757],"study_design_scores_gemma":[0.0000036134923,0.000011141045,0.000048891456,0.000009508325,0.000002180461,0.000024831723,0.000005123578,0.99185306,0.0007120286,0.005979314,0.0013449282,0.000005402831],"about_ca_topic_score_codex":0.0032056875,"about_ca_topic_score_gemma":0.0021121255,"teacher_disagreement_score":0.0032056875,"about_ca_system_score_codex":0.00059199944,"about_ca_system_score_gemma":0.0013545912,"threshold_uncertainty_score":0.010052383},"labels":[],"label_agreement":null},{"id":"W2430247074","doi":"10.4213/tvp5044","title":"Явное описание функций полезности типа HARA и отвечающих им оптимальных портфелей","year":2016,"lang":"ru","type":"article","venue":"Теория вероятностей и ее применения","topic":"Stochastic processes and financial applications","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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematical economics; Computer science; Economics","score_opus":0.026372990541119294,"score_gpt":0.2128242171550986,"score_spread":0.1864512266139793,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2430247074","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.056576323,0.0105761215,0.14211717,0.015628505,0.0018172918,0.00024292775,0.0014952456,0.0007076021,0.7708388],"genre_scores_gemma":[0.64779514,0.011037139,0.10439168,0.0024663992,0.0008789371,0.00064135867,0.0010969974,0.00086308277,0.23082921],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9961681,0.0008146727,0.00016645167,0.00087364326,0.0014974008,0.00047973046],"domain_scores_gemma":[0.9960828,0.00094407226,0.00040086312,0.0006972999,0.0014072726,0.00046772507],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022930421,0.00073550415,0.00065938424,0.0022561452,0.0037887713,0.010420236,0.0014492887,0.002422227,0.04679235],"category_scores_gemma":[0.006654861,0.0008685275,0.0009182286,0.0018903328,0.0054637995,0.006801518,0.0040334337,0.0030293756,0.013742276],"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":[0.00012770531,0.00008733172,0.002820197,0.00040580131,0.00005242515,0.00037751617,0.0020836983,0.0014091044,0.008394206,0.890317,0.013353206,0.0805718],"study_design_scores_gemma":[0.000040278974,0.000114493145,0.0061174165,0.00040132884,0.00008659374,0.0007126493,0.004749831,0.0029359383,0.013395974,0.44500214,0.52627164,0.00017174856],"about_ca_topic_score_codex":0.0057926513,"about_ca_topic_score_gemma":0.005521543,"teacher_disagreement_score":0.04679235,"about_ca_system_score_codex":0.0037016773,"about_ca_system_score_gemma":0.0055177636,"threshold_uncertainty_score":0.15653604},"labels":[],"label_agreement":null},{"id":"W2432534447","doi":"10.1111/irfi.12086","title":"A Simplified Quadrature Approach for Computing Bermudan Option Prices","year":2016,"lang":"en","type":"article","venue":"International Review of Finance","topic":"Stochastic processes and financial applications","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":"HEC Montréal","funders":"","keywords":"Quadrature (astronomy); Smoothing; Geometric Brownian motion; Grid; Context (archaeology); Jump; Mathematical optimization; Mathematics; Computer science; Applied mathematics; Econometrics; Diffusion process; Geometry; Statistics; Engineering","score_opus":0.030364914798305085,"score_gpt":0.27828369796144015,"score_spread":0.24791878316313506,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2432534447","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009681887,0.0002196485,0.98785686,0.00013322076,0.000059382717,0.000019340252,0.000026565447,0.00009779031,0.0019052426],"genre_scores_gemma":[0.27518353,0.00045540062,0.7182838,0.0002128547,0.00011970303,0.00015866532,0.00013725356,0.00014908085,0.005299801],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993979,0.00024214055,0.000032409356,0.00004669903,0.00021688432,0.00006406254],"domain_scores_gemma":[0.9987739,0.0007047778,0.00006446225,0.00011379211,0.00027761684,0.0000655043],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022970845,0.0004592967,0.0009169312,0.0007513525,0.00041848578,0.001167067,0.0013463751,0.0012345985,0.0029800977],"category_scores_gemma":[0.0060951407,0.0003666544,0.00062418735,0.000829709,0.00076524814,0.0010365088,0.0009999417,0.0013446247,0.0007023816],"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":[0.00015069898,0.00007830748,0.0010952704,0.00011300521,0.000057940437,0.0003508668,0.0001230976,0.73852694,0.0100371605,0.18691464,0.0015329864,0.061019123],"study_design_scores_gemma":[0.000009042633,0.000009066838,0.00006674284,0.000005945276,0.0000034957507,0.000014852839,0.0000033973124,0.9901248,0.00031346202,0.008794702,0.0006504347,0.0000039860256],"about_ca_topic_score_codex":0.0050148144,"about_ca_topic_score_gemma":0.0051280987,"teacher_disagreement_score":0.0050148144,"about_ca_system_score_codex":0.0008035689,"about_ca_system_score_gemma":0.0009753197,"threshold_uncertainty_score":0.012148321},"labels":[],"label_agreement":null},{"id":"W2438912517","doi":"10.21002/icmr.v4i1.3665","title":"Market Price of Risk Analysis from Three Major Industrial Countries on the Stability of the Brennan-Schwartz Model","year":2012,"lang":"en","type":"article","venue":"Indonesian Capital Market Review","topic":"Stochastic processes and financial applications","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":"Emerging markets; Economics; Financial economics; Stability (learning theory); Econometrics; Macroeconomics; Computer science","score_opus":0.03562497326368052,"score_gpt":0.22219162764071787,"score_spread":0.18656665437703734,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2438912517","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.66041654,0.007343057,0.2586854,0.0027628175,0.00017579623,0.00009605795,0.00042760736,0.00018840768,0.06990433],"genre_scores_gemma":[0.98475605,0.0025140361,0.008130305,0.00010909208,0.00008313213,0.00004329111,0.00024526508,0.00003272934,0.004086085],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997925,0.00005760399,0.000013361402,0.000033898177,0.00007361889,0.000029013985],"domain_scores_gemma":[0.99937564,0.00030751328,0.00009682659,0.000024035982,0.00015789155,0.00003809032],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010773281,0.00027457584,0.00038957567,0.0011522268,0.00029694915,0.0009965636,0.0003944989,0.0003318628,0.0022051213],"category_scores_gemma":[0.0026822304,0.00010898739,0.00072084833,0.00070200686,0.0004376493,0.0009654109,0.00044342724,0.00056780176,0.0002046573],"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":[0.00012633693,0.000050744628,0.019622525,0.00024922824,0.00018073716,0.0012196983,0.00057028455,0.17873192,0.0045868712,0.7453213,0.0064608916,0.042879496],"study_design_scores_gemma":[0.000031476826,0.00010516259,0.02111217,0.000085003165,0.00013376639,0.00042386242,0.00043203236,0.7784004,0.002165216,0.18650919,0.010535563,0.00006612084],"about_ca_topic_score_codex":0.0044274717,"about_ca_topic_score_gemma":0.001606531,"teacher_disagreement_score":0.0044274717,"about_ca_system_score_codex":0.00061165326,"about_ca_system_score_gemma":0.0005769757,"threshold_uncertainty_score":0.008803368},"labels":[],"label_agreement":null},{"id":"W2443429865","doi":"10.4134/bkms.b150283","title":"A RECURSIVE METHOD FOR DISCRETELY MONITORED GEOMETRIC ASIAN OPTION PRICES","year":2016,"lang":"en","type":"article","venue":"Bulletin of the Korean Mathematical Society","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Mathematics; Asian option; Volatility (finance); Applied mathematics; Fourier transform; Multivariate statistics; Heston model; Work (physics); Valuation of options; Stochastic volatility; Mathematical optimization; Econometrics; Mathematical analysis; Statistics; SABR volatility model","score_opus":0.023791733582793864,"score_gpt":0.2502839567282107,"score_spread":0.22649222314541684,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2443429865","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0055975406,0.00007086327,0.99368554,0.00004082228,0.000017988365,0.000014700493,0.000013749832,0.00012186725,0.0004369448],"genre_scores_gemma":[0.2803349,0.0003041295,0.71597546,0.00006931402,0.000060474118,0.00018925332,0.0001309475,0.00015125761,0.002784263],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997421,0.00010839663,0.000013660857,0.00004233888,0.0000737527,0.000019741527],"domain_scores_gemma":[0.99932337,0.0003549376,0.00007050084,0.0000647701,0.00014387097,0.000042565913],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00085203716,0.0004548578,0.0005793179,0.0006064799,0.00033081404,0.00070609327,0.0011453142,0.0009233988,0.0024709783],"category_scores_gemma":[0.002959387,0.0003058384,0.0006881465,0.0005682649,0.0005410379,0.0010174434,0.0006979696,0.0012489145,0.00041126274],"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":[0.00009807241,0.00008430915,0.0018240301,0.00014460516,0.00008681834,0.00031646658,0.0001895909,0.6695834,0.016743407,0.1755019,0.0014993971,0.13392806],"study_design_scores_gemma":[0.000006158384,0.000009388552,0.00007190121,0.0000033120064,0.0000037764398,0.000024669978,0.0000031050758,0.9948007,0.0004142289,0.004293081,0.00036338472,0.0000063573875],"about_ca_topic_score_codex":0.0033680943,"about_ca_topic_score_gemma":0.0030143016,"teacher_disagreement_score":0.0033680943,"about_ca_system_score_codex":0.00046610634,"about_ca_system_score_gemma":0.00079988874,"threshold_uncertainty_score":0.008266211},"labels":[],"label_agreement":null},{"id":"W2461176000","doi":"10.54503//0002-3043-2022.57.2-44-55","title":"On the inverse LQG homing problem","year":2022,"lang":"en","type":"article","venue":"Proceedings of NAS RA Mathematics","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Linear-quadratic-Gaussian control; Optimal control; Inverse problem; Homing (biology); Control theory (sociology); Inverse; Mathematics; Mathematical optimization; Computer science; Applied mathematics; Control (management); Mathematical analysis; Physics; Artificial intelligence","score_opus":0.03309854112697194,"score_gpt":0.21011504997803013,"score_spread":0.17701650885105819,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2461176000","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0250713,0.0009474415,0.9624282,0.0012486707,0.00013854154,0.00005514271,0.00010456107,0.00012612954,0.009880149],"genre_scores_gemma":[0.79092264,0.0022401072,0.17971301,0.0009557535,0.00063803245,0.00050272513,0.00046491725,0.00046999956,0.024092808],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984244,0.0007079851,0.00006413016,0.00041257904,0.00025046102,0.00014052392],"domain_scores_gemma":[0.99552333,0.0034008208,0.00030712003,0.000198899,0.00032688704,0.00024295706],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003606131,0.0012198577,0.0017571236,0.0009289613,0.00061779976,0.0019458726,0.0009953523,0.0022321884,0.0070712473],"category_scores_gemma":[0.0119756395,0.00042278512,0.0010249428,0.00083438796,0.0028611068,0.0030626769,0.0022019814,0.002428943,0.00063361856],"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":[0.00021731401,0.000103836945,0.000766794,0.00028306947,0.00007222378,0.00024577323,0.00028361977,0.28879967,0.0025118096,0.6666144,0.0032079602,0.036893398],"study_design_scores_gemma":[0.00003715404,0.00011112181,0.00022826082,0.00003791952,0.000016423859,0.00005618794,0.00006161147,0.5777363,0.00054269907,0.4190975,0.0020473984,0.00002742571],"about_ca_topic_score_codex":0.0018005171,"about_ca_topic_score_gemma":0.000552692,"teacher_disagreement_score":0.0070712473,"about_ca_system_score_codex":0.0011606048,"about_ca_system_score_gemma":0.0010523971,"threshold_uncertainty_score":0.023655713},"labels":[],"label_agreement":null},{"id":"W2463698316","doi":"10.5539/ijsp.v5n4p119","title":"Computation of the Survival Probability of Brownian Motion with Drift When the Absorbing Boundary is a Piecewise Affine or Piecewise Exponential Function of Time","year":2016,"lang":"en","type":"article","venue":"International Journal of Statistics and Probability","topic":"Stochastic processes and financial applications","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":"Mathematics; Piecewise; Brownian motion; Boundary (topology); Geometric Brownian motion; Mathematical analysis; Interval (graph theory); Exponential function; Sequence (biology); Affine transformation; Computation; Applied mathematics; Diffusion process; Pure mathematics; Algorithm; Combinatorics; Computer science; Statistics","score_opus":0.022017652529799193,"score_gpt":0.22282523627017356,"score_spread":0.20080758374037436,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2463698316","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12985614,0.0003025619,0.86648256,0.00020069114,0.00004021624,0.000026039952,0.000078465,0.00028054384,0.0027328546],"genre_scores_gemma":[0.8832387,0.00036928136,0.11092078,0.000045576962,0.000040521336,0.00007040784,0.00025072065,0.0001021661,0.00496178],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997987,0.000056213517,0.000013912614,0.00004494629,0.00004890436,0.00003734115],"domain_scores_gemma":[0.9971763,0.00220582,0.00018908465,0.00009410798,0.00018659467,0.00014798205],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017073774,0.00041839766,0.0005861963,0.0011178709,0.00043269643,0.0010031526,0.0009771865,0.00094716274,0.0027663303],"category_scores_gemma":[0.008506544,0.00033986915,0.0005765774,0.00053892715,0.0011237967,0.0009339966,0.0008823205,0.00093809725,0.00033180616],"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":[0.00013547925,0.000028199067,0.005881917,0.00010808498,0.000038243496,0.0004887629,0.0002678215,0.8288904,0.0033122757,0.13938993,0.0007833414,0.020675493],"study_design_scores_gemma":[0.000004103205,0.000008919352,0.00038319954,0.000008153305,0.0000050405542,0.000052527586,0.000018149829,0.9847103,0.00046267014,0.014154749,0.00018560466,0.000006594611],"about_ca_topic_score_codex":0.00360229,"about_ca_topic_score_gemma":0.002129225,"teacher_disagreement_score":0.00360229,"about_ca_system_score_codex":0.0008618971,"about_ca_system_score_gemma":0.00087128684,"threshold_uncertainty_score":0.009254336},"labels":[],"label_agreement":null},{"id":"W2464518005","doi":"10.2139/ssrn.2155823","title":"Pricing and Hedging of Volatility Swap in the Delayed Heston Model: Part 2","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Variance swap; Volatility swap; Heston model; Stochastic volatility; Implied volatility; Volatility (finance); Volatility smile; Swap (finance); Interest rate swap; Econometrics; Financial economics; Economics; SABR volatility model; Finance","score_opus":0.021266139272901673,"score_gpt":0.23013452650482777,"score_spread":0.2088683872319261,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2464518005","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.55236804,0.0071963845,0.4013739,0.0038227271,0.00086841057,0.000121457175,0.00035591912,0.00019165198,0.033701546],"genre_scores_gemma":[0.9612442,0.0022273662,0.006576172,0.0002598829,0.00046310804,0.00006055175,0.00020956932,0.00009456628,0.02886472],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996099,0.00017266156,0.000021968943,0.000073125615,0.000057476376,0.000065040505],"domain_scores_gemma":[0.9981693,0.0010162708,0.00024942675,0.00012820853,0.00017634642,0.00026044052],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018979812,0.0015642435,0.0019636042,0.0008598235,0.0005073596,0.0028765518,0.0013909334,0.0026691498,0.0057812794],"category_scores_gemma":[0.005725614,0.0008186966,0.0021611422,0.00073102006,0.0019408062,0.003970816,0.0016076098,0.0021771064,0.00036371851],"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":[0.00016720824,0.00013914936,0.0022267934,0.00026139186,0.00018248153,0.0008803712,0.00021790767,0.53612196,0.0054205833,0.44397882,0.0025678496,0.00783545],"study_design_scores_gemma":[0.000027059717,0.000045271878,0.00085825316,0.000012682477,0.000035883226,0.00011394545,0.000023957262,0.91134816,0.00025427467,0.08689528,0.00035668552,0.000028546872],"about_ca_topic_score_codex":0.0020492617,"about_ca_topic_score_gemma":0.0010531442,"teacher_disagreement_score":0.0057812794,"about_ca_system_score_codex":0.00070529094,"about_ca_system_score_gemma":0.00089694484,"threshold_uncertainty_score":0.019340336},"labels":[],"label_agreement":null},{"id":"W2465279495","doi":"10.1017/jpr.2016.19","title":"Boundary crossing probabilities for high-dimensional Brownian motion","year":2016,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Mathematics; Brownian motion; Boundary (topology); Markov chain; Mathematical analysis; Markov process; Statistical physics; Statistics; Physics","score_opus":0.028117750660036626,"score_gpt":0.22266745956704115,"score_spread":0.19454970890700451,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2465279495","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3448695,0.00089370814,0.6377389,0.00057973457,0.00014315853,0.00006776623,0.00009883286,0.0002774117,0.015331047],"genre_scores_gemma":[0.9672272,0.00029526412,0.028465547,0.00009944643,0.000053393855,0.000059068814,0.00009132352,0.000065420514,0.003643288],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99893314,0.00035967055,0.000050265444,0.00021748026,0.00029352208,0.00014595239],"domain_scores_gemma":[0.99368215,0.0029033993,0.0010126164,0.00048322196,0.00094089925,0.0009777742],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003312912,0.0005058612,0.00077001174,0.0020747513,0.00089755614,0.002045869,0.0011423081,0.0014594614,0.0053104972],"category_scores_gemma":[0.014857262,0.0003228893,0.00089697697,0.00072772894,0.00315103,0.003766503,0.0023655738,0.0026190022,0.00045420876],"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":[0.00007839047,0.000048844868,0.0021110617,0.00009052681,0.00002879342,0.0002509883,0.0002695887,0.11169687,0.004880106,0.87273943,0.00085434294,0.006951203],"study_design_scores_gemma":[0.000012537095,0.000023838145,0.00095147936,0.000023177308,0.0000068859754,0.00012815109,0.000048023034,0.71114385,0.0013150546,0.28563213,0.0006846321,0.000030341027],"about_ca_topic_score_codex":0.00163632,"about_ca_topic_score_gemma":0.0005180118,"teacher_disagreement_score":0.0053104972,"about_ca_system_score_codex":0.001482772,"about_ca_system_score_gemma":0.00058506156,"threshold_uncertainty_score":0.017765403},"labels":[],"label_agreement":null},{"id":"W2465685962","doi":"","title":"Numerical methods for long-term impulse control problems in finance","year":2008,"lang":"en","type":"dissertation","venue":"UWSpace (University of Waterloo)","topic":"Stochastic processes and financial applications","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":"Vesting; Variational inequality; Put option; Impulse control; Valuation of options; Call option; Mathematical optimization; Actuarial science; Strike price; Computer science; Mathematics; Mathematical economics; Economics; Finance","score_opus":0.019164920660348413,"score_gpt":0.24350908916388123,"score_spread":0.2243441685035328,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2465685962","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00076500454,0.001434502,0.9888827,0.0004281655,0.00020917339,0.0000792667,0.000045347108,0.0001931518,0.007962637],"genre_scores_gemma":[0.07471373,0.004263377,0.8951345,0.0003902522,0.00054979714,0.0012262879,0.000254272,0.0004942819,0.022973463],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99883205,0.00052409014,0.000073099516,0.00009284742,0.0004162486,0.000061634324],"domain_scores_gemma":[0.99650383,0.0022203769,0.0002749074,0.00026271955,0.0006481007,0.00009004429],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030811161,0.001249178,0.0010676805,0.0017467778,0.00089447206,0.0017909646,0.0015745342,0.002236116,0.009571095],"category_scores_gemma":[0.00871206,0.0005515258,0.0013007543,0.0016555989,0.0021060188,0.0017246135,0.0023550068,0.0038180395,0.0025459854],"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":[0.000030889376,0.00007506717,0.00052350655,0.00044754194,0.000055137047,0.00013744914,0.00023399468,0.23396052,0.0020256562,0.68559134,0.006955647,0.069963254],"study_design_scores_gemma":[0.00002315811,0.000016635997,0.00010230778,0.00010531144,0.000009332634,0.000048754784,0.000041150855,0.82129437,0.00044000955,0.15922526,0.018676609,0.00001708815],"about_ca_topic_score_codex":0.0031317153,"about_ca_topic_score_gemma":0.0031091028,"teacher_disagreement_score":0.009571095,"about_ca_system_score_codex":0.0013822892,"about_ca_system_score_gemma":0.0021028996,"threshold_uncertainty_score":0.032018542},"labels":[],"label_agreement":null},{"id":"W2467135209","doi":"10.5539/ijsp.v5n4p150","title":"Estimation of Smooth Functions via Convex Programs","year":2016,"lang":"en","type":"article","venue":"International Journal of Statistics and Probability","topic":"Stochastic processes and financial applications","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":"Mathematics; Regular polygon; Mathematical optimization; Convergence (economics); Convex function; Limit (mathematics); Applied mathematics; Function (biology); Sensitivity (control systems); Convex optimization; Mathematical analysis; Geometry","score_opus":0.023202471605745657,"score_gpt":0.24628249176211958,"score_spread":0.22308002015637393,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2467135209","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00341976,0.00013517507,0.99563,0.00016087442,0.0000080172285,0.000020130188,0.000028195469,0.00009588732,0.00050185976],"genre_scores_gemma":[0.30191448,0.0010326982,0.6905284,0.00031176818,0.00012296105,0.00058115437,0.0004931396,0.00054563663,0.004469738],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99693704,0.0017523011,0.00011617464,0.0004234097,0.0005889182,0.00018215133],"domain_scores_gemma":[0.9839219,0.01362388,0.00076908333,0.000454673,0.0009925682,0.00023798885],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006842274,0.0022087134,0.0024474266,0.0021462515,0.0007119872,0.0030007132,0.0017211812,0.0027738342,0.0023503508],"category_scores_gemma":[0.028522542,0.0018294906,0.001864431,0.0016388233,0.0030812188,0.0028851936,0.002942176,0.00420868,0.00047718154],"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":[0.000031786127,0.000026023115,0.00031944297,0.00008900741,0.000035294026,0.000056509634,0.000057181966,0.9492482,0.0005938263,0.03767611,0.0005609338,0.011305619],"study_design_scores_gemma":[0.0000032760493,0.00000689618,0.000037464128,0.00000986295,0.000002789901,0.000006668529,0.000005211317,0.9838644,0.00017917577,0.015697597,0.00018211473,0.0000045648353],"about_ca_topic_score_codex":0.004880005,"about_ca_topic_score_gemma":0.0031984842,"teacher_disagreement_score":0.006842274,"about_ca_system_score_codex":0.0022297683,"about_ca_system_score_gemma":0.0024183607,"threshold_uncertainty_score":0.0361858},"labels":[],"label_agreement":null},{"id":"W2467506637","doi":"10.2139/ssrn.2389046","title":"Estimation of Affine Jump-Diffusions Using Realized Variance and Bipower Variation in Empirical Characteristic Function Method","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Royal Bank of Canada","funders":"","keywords":"Mathematics; Affine transformation; Jump; Jump diffusion; Variation (astronomy); Variance (accounting); Estimation; Applied mathematics; Function (biology); Statistics; Econometrics; Economics; Geometry; Physics","score_opus":0.020808336047786487,"score_gpt":0.2739842426377992,"score_spread":0.2531759065900127,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2467506637","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10420318,0.00012585576,0.89520615,0.00005766043,0.000013115909,0.000013700909,0.000047281865,0.000118064134,0.00021500429],"genre_scores_gemma":[0.88991034,0.00025252177,0.108256735,0.000023801369,0.000039727947,0.000045674336,0.00027246083,0.00006521628,0.0011335809],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992095,0.0004033986,0.000049975406,0.00016080278,0.00010899217,0.00006722618],"domain_scores_gemma":[0.9920219,0.0062325737,0.0007472397,0.00040280237,0.00038913148,0.00020621394],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027692849,0.0006236634,0.0011995655,0.0014781542,0.0003155608,0.0012599516,0.001104263,0.001087086,0.00091278896],"category_scores_gemma":[0.012630632,0.00070576224,0.0010617003,0.0009167359,0.00065435853,0.0018204431,0.0012524544,0.0013548963,0.00019452636],"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":[0.00028974732,0.00012382751,0.016280938,0.00018046134,0.00035881493,0.00022993652,0.00015709075,0.8124573,0.0077653443,0.092026114,0.00043854595,0.06969182],"study_design_scores_gemma":[0.0000055178393,0.000013606863,0.0010236773,0.0000037990337,0.000008455376,0.000012871494,0.0000037710734,0.9919424,0.00031761953,0.006603571,0.000054276974,0.000010421725],"about_ca_topic_score_codex":0.0024604355,"about_ca_topic_score_gemma":0.0014626154,"teacher_disagreement_score":0.0027692849,"about_ca_system_score_codex":0.00049003505,"about_ca_system_score_gemma":0.0007825993,"threshold_uncertainty_score":0.0146455765},"labels":[],"label_agreement":null},{"id":"W2468085853","doi":"10.48550/arxiv.1607.00682","title":"Large time asymptotics for the parabolic Anderson model driven by space and time correlated noise","year":2016,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Army Research Office; Division of Mathematical Sciences; National Science Foundation","keywords":"Mathematics; Brownian motion; Fractional Brownian motion; Dimension (graph theory); Covariance; Mathematical analysis; Hurst exponent; Heat kernel; Lyapunov exponent; Kernel (algebra); Gaussian noise; Gaussian; Noise (video); Mathematical physics; Statistical physics; Applied mathematics; Pure mathematics; Physics; Nonlinear system; Statistics; Quantum mechanics","score_opus":0.03807418785277091,"score_gpt":0.16923665917506717,"score_spread":0.13116247132229625,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2468085853","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6385966,0.002450935,0.32727692,0.0073107304,0.00030101265,0.000073425916,0.00023250253,0.00040376573,0.023354094],"genre_scores_gemma":[0.9837599,0.0006703174,0.0060834303,0.00023618284,0.00013773427,0.000061284336,0.000111684625,0.0000716606,0.008867955],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99967766,0.00011337621,0.000013071749,0.000045824556,0.00008262002,0.000067469286],"domain_scores_gemma":[0.99775934,0.0009906066,0.0004572915,0.00009093447,0.0002897201,0.0004120228],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015237209,0.0010213052,0.00094425865,0.0012657124,0.00085979316,0.0018677856,0.0016399762,0.0020805607,0.0024405874],"category_scores_gemma":[0.0066535557,0.0005057368,0.0009322704,0.0005972722,0.0028616958,0.0023504267,0.002249345,0.0018570909,0.00023787309],"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":[0.000078574594,0.000055491084,0.0020508866,0.00010223245,0.000088217676,0.00055228773,0.0002886016,0.25234884,0.005038918,0.73562574,0.0016752217,0.002094924],"study_design_scores_gemma":[0.000013953034,0.000015264259,0.00036026625,0.000011476226,0.000011681479,0.00004140018,0.000046163,0.9152026,0.00017535768,0.08382819,0.00027569567,0.000017843377],"about_ca_topic_score_codex":0.007867742,"about_ca_topic_score_gemma":0.0036924582,"teacher_disagreement_score":0.007867742,"about_ca_system_score_codex":0.0017469134,"about_ca_system_score_gemma":0.0014528552,"threshold_uncertainty_score":0.015643895},"labels":[],"label_agreement":null},{"id":"W2470369492","doi":"10.21314/jcf.2007.163","title":"Numerical methods for controlled Hamilton-Jacobi-Bellman PDEs in finance","year":2007,"lang":"en","type":"article","venue":"The Journal of Computational Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":183,"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":"Hamilton–Jacobi–Bellman equation; Discretization; Viscosity solution; Valuation of options; Nonlinear system; Mathematics; Piecewise; Monotone polygon; Convergence (economics); Mathematical optimization; Optimal control; Applied mathematics; Computer science; Economics; Mathematical analysis","score_opus":0.030143981957512694,"score_gpt":0.3208224368678663,"score_spread":0.2906784549103536,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2470369492","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.006434804,0.0021855778,0.97949743,0.00114152,0.0002666061,0.00010066096,0.00007906939,0.00015887865,0.010135481],"genre_scores_gemma":[0.38787004,0.003271867,0.57756907,0.0005450863,0.00035302565,0.0010920118,0.00025053901,0.00028614717,0.028762165],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99938893,0.0002908508,0.000037562346,0.00006313461,0.00017750009,0.000042000524],"domain_scores_gemma":[0.99816114,0.00123277,0.00020499906,0.00009805271,0.00021815316,0.00008486921],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022057898,0.0009886416,0.0011003468,0.0008878041,0.00097367546,0.0014958562,0.0014550546,0.002300607,0.004739294],"category_scores_gemma":[0.006005184,0.0005557871,0.00093322893,0.0010181129,0.0023670369,0.0013720414,0.0019409133,0.0020581246,0.000618852],"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":[0.000043440956,0.000046960664,0.00046622212,0.0002337609,0.00003612203,0.000095491894,0.00013899541,0.62123376,0.0018899528,0.35255453,0.0018802071,0.02138053],"study_design_scores_gemma":[0.000020605088,0.00000802557,0.000049468326,0.00002123963,0.000003787401,0.000011206181,0.00001149805,0.95645154,0.00022223976,0.0410332,0.0021597843,0.0000074879204],"about_ca_topic_score_codex":0.008574469,"about_ca_topic_score_gemma":0.0060372353,"teacher_disagreement_score":0.008574469,"about_ca_system_score_codex":0.0019957912,"about_ca_system_score_gemma":0.0021944467,"threshold_uncertainty_score":0.017049074},"labels":[],"label_agreement":null},{"id":"W2473619851","doi":"10.21314/jcf.2007.169","title":"Robust numerical valuation of European and American options under the CGMY process","year":2007,"lang":"en","type":"article","venue":"The Journal of Computational Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":75,"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":"Applied mathematics; Mathematics; Biconjugate gradient stabilized method; Discretization; Convergence (economics); Quadratic variation; Mathematical finance; Valuation of options; Mathematical optimization; Mathematical analysis; Iterative method; Econometrics; Finance","score_opus":0.051652701743291646,"score_gpt":0.26794901088245693,"score_spread":0.21629630913916528,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2473619851","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16275662,0.00040456702,0.8301847,0.0006336664,0.00009487725,0.00004426173,0.000070023845,0.00014415779,0.005667087],"genre_scores_gemma":[0.9227209,0.00016347671,0.07481601,0.00005588754,0.00003643559,0.00005190344,0.000054120403,0.000030261988,0.0020710258],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999485,0.00026836927,0.000022100468,0.000043939122,0.00013878483,0.000041777723],"domain_scores_gemma":[0.99846727,0.00086861156,0.00025534636,0.00011612095,0.00016703947,0.00012563656],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002122141,0.0005322478,0.0007122912,0.000532583,0.00035281715,0.001344973,0.0009799163,0.0014821006,0.0008777317],"category_scores_gemma":[0.007189818,0.00027424935,0.00045837232,0.00046945977,0.0018499997,0.0011531876,0.0013993963,0.0011496186,0.00010368007],"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":[0.000066804,0.000017823262,0.00078050233,0.000023511342,0.000018818888,0.00010407521,0.000037853668,0.9290825,0.0012925729,0.062311925,0.0001729106,0.006090631],"study_design_scores_gemma":[0.0000041583153,0.000006558828,0.000042544776,0.0000018790315,9.562365e-7,0.0000069010935,0.000002207618,0.9965341,0.00012104078,0.0031822538,0.00009493055,0.0000023879127],"about_ca_topic_score_codex":0.0048434054,"about_ca_topic_score_gemma":0.0022394867,"teacher_disagreement_score":0.0048434054,"about_ca_system_score_codex":0.0006985199,"about_ca_system_score_gemma":0.0009642752,"threshold_uncertainty_score":0.011223078},"labels":[],"label_agreement":null},{"id":"W2476023678","doi":"10.7434/mser.v1i1.16203","title":"Quantile hedging of equity-linked life insurance contracts: stochastic interest rate environment","year":2011,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Life insurance; Jump diffusion; Interest rate; Economics; Actuarial science; Valuation (finance); Equity (law); Rendleman–Bartter model; Quantile; Econometrics; Jump; Financial economics; Finance","score_opus":0.11214258084116707,"score_gpt":0.2508144730109299,"score_spread":0.13867189216976283,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2476023678","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4812114,0.0018461938,0.5094157,0.0009203174,0.000076459495,0.000057497327,0.00014062975,0.00013682175,0.0061950544],"genre_scores_gemma":[0.9898369,0.00033958355,0.008089154,0.000040499493,0.000026857826,0.000014328737,0.000057672165,0.00001729535,0.0015777698],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99904746,0.00051980006,0.000038441915,0.00013099269,0.0001397284,0.00012354483],"domain_scores_gemma":[0.997239,0.0018039546,0.00044402888,0.00012884606,0.00017583864,0.00020836615],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032603755,0.0006235422,0.0010898114,0.00055243785,0.0003984204,0.0019821206,0.0011601864,0.001702934,0.002071766],"category_scores_gemma":[0.009440387,0.00051830965,0.00089123496,0.0006977345,0.001240253,0.0023868869,0.0012022204,0.0013918822,0.000118076496],"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":[0.00011589524,0.0000690728,0.0023152174,0.000056828787,0.000048844067,0.000508813,0.00011439556,0.86346453,0.0020804629,0.12129435,0.00042742488,0.009504084],"study_design_scores_gemma":[0.00001001939,0.000021724827,0.00039564096,0.0000042129236,0.0000072802654,0.00003292427,0.000012144386,0.9809333,0.00013365164,0.018320061,0.00012148967,0.000007631122],"about_ca_topic_score_codex":0.0031409794,"about_ca_topic_score_gemma":0.0011214659,"teacher_disagreement_score":0.0032603755,"about_ca_system_score_codex":0.0012359068,"about_ca_system_score_gemma":0.0006505216,"threshold_uncertainty_score":0.01724273},"labels":[],"label_agreement":null},{"id":"W2479838387","doi":"10.1109/acc.2016.7526093","title":"On Mean Field Games and nonlinear filtering for agents with individual-state partial observations","year":2016,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"","keywords":"Linear-quadratic-Gaussian control; Nonlinear system; Nash equilibrium; Gaussian; Mathematical optimization; Control theory (sociology); Mean field theory; Game theory; Mathematics; Population; Applied mathematics; Limit (mathematics); State (computer science); Computer science; Optimal control; Mathematical economics; Artificial intelligence; Control (management); Algorithm; Mathematical analysis","score_opus":0.06434607191922158,"score_gpt":0.24426676584925228,"score_spread":0.17992069393003068,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2479838387","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.044314828,0.0008317608,0.94002664,0.0018603004,0.00011697513,0.00007847072,0.00015545948,0.00007090023,0.012544747],"genre_scores_gemma":[0.9142016,0.001719043,0.06313964,0.0006844621,0.00034641757,0.00046989167,0.00023006155,0.00007152366,0.019137375],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9985324,0.00077164604,0.000056379584,0.00022885944,0.00022667536,0.00018401426],"domain_scores_gemma":[0.99510765,0.003800006,0.0005011678,0.00011711463,0.00028018028,0.00019382144],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029172935,0.0015095975,0.0017564178,0.0009302598,0.0006914582,0.0018113236,0.00123353,0.0025219112,0.003268948],"category_scores_gemma":[0.008180346,0.000478225,0.0011586915,0.0008202646,0.003674989,0.0026407936,0.0018008257,0.0019045513,0.00032363544],"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":[0.00006082763,0.00005744262,0.0005772965,0.000115563395,0.000069585556,0.00018030524,0.00019731623,0.38237372,0.001000313,0.60749555,0.0011078228,0.0067641875],"study_design_scores_gemma":[0.000025522115,0.000042284497,0.00026017716,0.000016195436,0.000013572128,0.00002792549,0.00003596018,0.7420313,0.00009975003,0.25663364,0.0007892961,0.000024436871],"about_ca_topic_score_codex":0.009525122,"about_ca_topic_score_gemma":0.0043196995,"teacher_disagreement_score":0.009525122,"about_ca_system_score_codex":0.0025831147,"about_ca_system_score_gemma":0.0017727603,"threshold_uncertainty_score":0.018939376},"labels":[],"label_agreement":null},{"id":"W2483206954","doi":"10.1007/978-3-319-32408-1_5","title":"CTM and Variance, Volatility, and Covariance and Correlation Swaps for the Classical Heston Model","year":2016,"lang":"en","type":"book-chapter","venue":"SpringerBriefs in mathematics","topic":"Stochastic processes and financial applications","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":"Variance swap; Stochastic volatility; Heston model; Volatility swap; Volatility (finance); Econometrics; Covariance; Swap (finance); Economics; Implied volatility; Variance (accounting); Forward volatility; Covariance and correlation; Index (typography); Mathematics; Financial economics; SABR volatility model; Finance; Statistics; Computer science; Accounting; Random variable","score_opus":0.039058433891665995,"score_gpt":0.23023699958735003,"score_spread":0.19117856569568403,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2483206954","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.047521956,0.044891227,0.74795514,0.011433779,0.004337094,0.000053924625,0.0005487512,0.00042457663,0.14283364],"genre_scores_gemma":[0.70622134,0.024539545,0.09440001,0.002368345,0.0071071093,0.00019175911,0.0008326809,0.00071384263,0.1636254],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994593,0.00022651866,0.000027043245,0.000096953336,0.00014877574,0.00004140642],"domain_scores_gemma":[0.9988896,0.0006202565,0.0001235913,0.0001461593,0.00012525512,0.00009512853],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001984314,0.0013674424,0.0009959234,0.001173227,0.0006691311,0.0023130125,0.0011789656,0.0024693452,0.009097563],"category_scores_gemma":[0.0050971145,0.0005413902,0.0013423548,0.0016456203,0.0028148913,0.0042609833,0.0014771052,0.0045034136,0.0015026289],"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":[0.0000049681466,0.000005701073,0.000059072037,0.000024538247,0.0000060401912,0.000027180096,0.000028675011,0.0058432627,0.00015616413,0.98619705,0.002522771,0.0051246723],"study_design_scores_gemma":[0.00000243419,0.0000049475816,0.00011786949,0.000014457388,0.0000030914646,0.00004548705,0.000008225497,0.03871462,0.000048915146,0.95659685,0.004431544,0.0000116946585],"about_ca_topic_score_codex":0.0020046283,"about_ca_topic_score_gemma":0.0012627412,"teacher_disagreement_score":0.009097563,"about_ca_system_score_codex":0.0019205658,"about_ca_system_score_gemma":0.0012384616,"threshold_uncertainty_score":0.03043443},"labels":[],"label_agreement":null},{"id":"W2483266773","doi":"10.1007/978-3-642-31407-0","title":"Lévy Matters II","year":2012,"lang":"en","type":"book","venue":"Lecture notes in mathematics","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Mathematics; Volume (thermodynamics); Key (lock); Mathematical economics; Mathematics education; Calculus (dental); Computer science; Medicine","score_opus":0.02402169297733044,"score_gpt":0.22258804511488517,"score_spread":0.19856635213755472,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2483266773","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.011984134,0.006226511,0.014195713,0.0049300515,0.0018679168,0.000032187596,0.00019062763,0.00024612137,0.9603268],"genre_scores_gemma":[0.162453,0.0037160628,0.0024092786,0.0016522537,0.0017351647,0.000065689455,0.00028076966,0.00021995146,0.8274678],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9997975,0.000027519163,0.0000075625544,0.000041792424,0.00009649192,0.000029121467],"domain_scores_gemma":[0.99974996,0.0000544931,0.00002226584,0.000051356117,0.00007633635,0.00004548191],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00022484236,0.0005830303,0.000486605,0.00085082225,0.0008860792,0.0024774626,0.0003563652,0.0008091061,0.033971284],"category_scores_gemma":[0.0011385389,0.00018531759,0.00032639937,0.0006082356,0.0011359119,0.0020832731,0.0012059417,0.0017167479,0.01209308],"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":[0.000014539047,0.000014251758,0.00013154835,0.000025065317,0.000006138468,0.00006169212,0.00013821389,0.00035716052,0.00047429858,0.91507465,0.047611296,0.036091127],"study_design_scores_gemma":[0.000007466137,0.000014213658,0.00035742982,0.000025765703,0.0000047891394,0.00016884683,0.000064285356,0.0008860937,0.00030768916,0.77339566,0.22476079,0.000007095861],"about_ca_topic_score_codex":0.00083800696,"about_ca_topic_score_gemma":0.00062421086,"teacher_disagreement_score":0.033971284,"about_ca_system_score_codex":0.0010227413,"about_ca_system_score_gemma":0.00071656244,"threshold_uncertainty_score":0.113645256},"labels":[],"label_agreement":null},{"id":"W2488216061","doi":"10.1142/9789812770639_0006","title":"Stochastic Control Methods for the Problem of Optimal Compensation of Executives","year":2007,"lang":"en","type":"book-chapter","venue":"Interdisciplinary mathematical sciences","topic":"Stochastic processes and financial applications","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":"Compensation (psychology); Control (management); Stochastic control; Business; Computer science; Mathematical optimization; Optimal control; Control theory (sociology); Mathematics; Psychology; Artificial intelligence","score_opus":0.08801575403842535,"score_gpt":0.36655809349096435,"score_spread":0.27854233945253903,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2488216061","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.002806408,0.0026629136,0.9871862,0.001378414,0.0003537134,0.000033847606,0.00006736442,0.000061412975,0.0054497006],"genre_scores_gemma":[0.5218263,0.012916635,0.3931361,0.0011813045,0.004068691,0.0009910869,0.0007393183,0.00045507788,0.06468547],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9981505,0.0010080158,0.000087269866,0.00025311107,0.0003619948,0.00013911148],"domain_scores_gemma":[0.9943693,0.004576736,0.00032205763,0.00014396688,0.0004364279,0.00015148791],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004743243,0.0019386976,0.0020020343,0.0012737644,0.00067607284,0.002084199,0.0024614623,0.0030557388,0.006765466],"category_scores_gemma":[0.014698087,0.00097526493,0.0014518816,0.0015065015,0.0023341107,0.0022117326,0.0014563972,0.0034660017,0.0005304468],"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":[0.000043865624,0.00006051117,0.00027085782,0.0001806239,0.000094860756,0.000049412844,0.00011717864,0.3312577,0.00039996117,0.62887007,0.0063180234,0.03233691],"study_design_scores_gemma":[0.000028648234,0.00001472432,0.00011404499,0.00003565174,0.00001553258,0.00001221241,0.000014457894,0.69761074,0.00010620059,0.29957786,0.0024542678,0.00001564521],"about_ca_topic_score_codex":0.008362241,"about_ca_topic_score_gemma":0.0058320346,"teacher_disagreement_score":0.008362241,"about_ca_system_score_codex":0.0023415966,"about_ca_system_score_gemma":0.003136241,"threshold_uncertainty_score":0.025084972},"labels":[],"label_agreement":null},{"id":"W2490025961","doi":"10.1007/978-3-319-32408-1_4","title":"Change of Time Method (CTM) and Black-Scholes Formula","year":2016,"lang":"en","type":"book-chapter","venue":"SpringerBriefs in mathematics","topic":"Stochastic processes and financial applications","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":"Black–Scholes model; Martingale (probability theory); Mathematics; Mathematical proof; Cash flow; Mathematical economics; Applied mathematics; Valuation of options; Log-normal distribution; Econometrics; Economics; Finance; Statistics","score_opus":0.046467147456532555,"score_gpt":0.2504107851570359,"score_spread":0.20394363770050336,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2490025961","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009458343,0.014055019,0.9359864,0.0031582308,0.0017353887,0.000046940087,0.00025993842,0.00029843126,0.035001278],"genre_scores_gemma":[0.34858593,0.017126935,0.5081778,0.0012578528,0.0046650493,0.00028806666,0.000560157,0.0016250176,0.11771313],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992268,0.0002861537,0.000034360608,0.00012946909,0.00027912672,0.000044178872],"domain_scores_gemma":[0.9988557,0.0006110029,0.0001322552,0.0001550903,0.00017314611,0.00007279355],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017941113,0.00084251584,0.0010597454,0.0015300928,0.0005670181,0.0018520991,0.0015903882,0.0015623196,0.007733866],"category_scores_gemma":[0.0057107788,0.00037478705,0.0011715144,0.001671432,0.0022181293,0.003462864,0.0011922665,0.0042750468,0.0017222802],"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":[0.000010378029,0.000009593935,0.00008796534,0.000051472536,0.000008726552,0.000025244899,0.00003217523,0.0035052851,0.0003945434,0.97466415,0.0033082115,0.017902145],"study_design_scores_gemma":[0.000013200386,0.000017112015,0.00025514426,0.00002860792,0.00001237826,0.00008743401,0.0000108202585,0.07715566,0.00047363396,0.9016373,0.020287829,0.000020954745],"about_ca_topic_score_codex":0.0017714882,"about_ca_topic_score_gemma":0.0011682571,"teacher_disagreement_score":0.007733866,"about_ca_system_score_codex":0.0011989739,"about_ca_system_score_gemma":0.0009085256,"threshold_uncertainty_score":0.02587229},"labels":[],"label_agreement":null},{"id":"W2496333006","doi":"10.1142/9789814383318_0012","title":"On the Polynomial–Normal model and option pricing","year":2012,"lang":"en","type":"book-chapter","venue":"Advances in statistics, probability and actuarial science","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Mathematical economics; Economics; Econometrics; Applied mathematics","score_opus":0.03311908800980316,"score_gpt":0.24710534462293093,"score_spread":0.21398625661312776,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2496333006","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012702101,0.04043435,0.7552785,0.012731371,0.0025144238,0.000040508257,0.00040502296,0.0003402445,0.17555352],"genre_scores_gemma":[0.5268005,0.06087889,0.14559738,0.0030644916,0.009746051,0.00013342936,0.00093223044,0.00059374,0.25225323],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995426,0.00015753198,0.000020440888,0.00006956894,0.00017431697,0.000035540605],"domain_scores_gemma":[0.9991818,0.0005399006,0.000048768117,0.00007775196,0.00011477303,0.000037024376],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012079058,0.0010688041,0.0008789288,0.0007882621,0.00049519667,0.001977649,0.0012547021,0.0021239715,0.0074586165],"category_scores_gemma":[0.003769333,0.0004578773,0.0007817209,0.0019127167,0.0024648225,0.0041588633,0.00076753844,0.0033920875,0.0019318296],"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":[0.000006526756,0.000012694059,0.000074446994,0.000028562014,0.000006747379,0.000042180618,0.000034961253,0.008770934,0.00012496428,0.97062397,0.0076896837,0.0125843],"study_design_scores_gemma":[0.0000023110429,0.0000037445873,0.00005658757,0.00000951716,0.000002183351,0.00003645636,0.000005839825,0.016320262,0.00002720547,0.9744737,0.009056279,0.0000058326727],"about_ca_topic_score_codex":0.0033049346,"about_ca_topic_score_gemma":0.002115956,"teacher_disagreement_score":0.0074586165,"about_ca_system_score_codex":0.001311438,"about_ca_system_score_gemma":0.0009393749,"threshold_uncertainty_score":0.024951577},"labels":[],"label_agreement":null},{"id":"W2496400173","doi":"10.1017/cbo9780511807336.015","title":"Concluding Thoughts and Next Steps","year":2012,"lang":"en","type":"book-chapter","venue":"Cambridge University Press eBooks","topic":"Stochastic processes and financial applications","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":"Psychology; Computer science","score_opus":0.05603515207501933,"score_gpt":0.19712439522171268,"score_spread":0.14108924314669335,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2496400173","genre_codex":"commentary","genre_gemma":"commentary","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"commentary","genre_consensus":"commentary","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0029247296,0.091116235,0.014279764,0.5232565,0.10271889,0.00019135652,0.0012835552,0.000723892,0.26350516],"genre_scores_gemma":[0.062439278,0.11424027,0.032396622,0.17370883,0.045764137,0.00082564994,0.0030827345,0.00078882324,0.56675357],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9978859,0.0005775151,0.00013114284,0.00041077044,0.000608261,0.00038654794],"domain_scores_gemma":[0.9919784,0.0019474564,0.00032261456,0.00063767825,0.0037028089,0.0014110388],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043570627,0.0010054201,0.00084499374,0.0017006528,0.0028487039,0.007643653,0.0027554191,0.0045709973,0.09828192],"category_scores_gemma":[0.014533319,0.0003083234,0.00090706645,0.0014222811,0.0023517155,0.0100479,0.0038684222,0.006409221,0.03385316],"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":[0.00013929248,0.00009407955,0.0003474213,0.0005895745,0.000018219065,0.00022157909,0.0010995722,0.00051516027,0.00030910282,0.21572962,0.6786373,0.10229907],"study_design_scores_gemma":[0.000011180174,0.000026844384,0.00030278158,0.0009766446,0.000007989432,0.0001417262,0.0022175289,0.00019032061,0.00017378438,0.122246824,0.8736805,0.000023882038],"about_ca_topic_score_codex":0.0027196037,"about_ca_topic_score_gemma":0.0042681657,"teacher_disagreement_score":0.09828192,"about_ca_system_score_codex":0.003527095,"about_ca_system_score_gemma":0.004073798,"threshold_uncertainty_score":0.32878578},"labels":[],"label_agreement":null},{"id":"W2497351389","doi":"10.24033/bsmf.2424","title":"Interpolation sur des perturbations d’ensembles produits","year":2002,"lang":"fr","type":"article","venue":"Bulletin de la Société mathématique de France","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Cartesian product; Mathematics; Lemma (botany); Conjecture; Interpolation (computer graphics); Generalization; Algebraic number; Product (mathematics); Discrete mathematics; Combinatorics; Pure mathematics; Mathematical analysis; Computer science; Geometry","score_opus":0.016173126645628824,"score_gpt":0.23093653458666613,"score_spread":0.21476340794103732,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2497351389","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5967856,0.0014457864,0.3628006,0.0026229455,0.0007857195,0.000086059554,0.00049481646,0.0007216406,0.03425682],"genre_scores_gemma":[0.90067166,0.002035338,0.052194525,0.00036568768,0.0014077174,0.00021177178,0.0006520499,0.00041884853,0.042042453],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99750453,0.0010261133,0.00006638515,0.00045992358,0.00067458197,0.00026850167],"domain_scores_gemma":[0.9940171,0.0033404424,0.00054903596,0.00034557623,0.00090863317,0.0008392359],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031847851,0.003583403,0.0022023187,0.0045047263,0.0027461816,0.004796744,0.0012807553,0.0035537432,0.005229454],"category_scores_gemma":[0.0105223525,0.0012165763,0.0027191122,0.0022580954,0.0053552333,0.0042353985,0.002001634,0.010194908,0.0013169722],"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":[0.0010445769,0.00016637071,0.0019778116,0.000188834,0.00018762985,0.0017601844,0.0012631958,0.093875095,0.03285355,0.837636,0.0030227678,0.02602399],"study_design_scores_gemma":[0.00024994102,0.0004998444,0.006635239,0.00008744698,0.00006426738,0.0014243574,0.00069442997,0.5473932,0.017899046,0.41134095,0.013508721,0.00020259399],"about_ca_topic_score_codex":0.014583455,"about_ca_topic_score_gemma":0.006555713,"teacher_disagreement_score":0.014583455,"about_ca_system_score_codex":0.0055375644,"about_ca_system_score_gemma":0.0011253576,"threshold_uncertainty_score":0.04017806},"labels":[],"label_agreement":null},{"id":"W2497975354","doi":"10.21314/jcf.2016.310","title":"Numerical solution of the Hamilton–Jacobi–Bellman formulation for continuous-time mean–variance asset allocation under stochastic volatility","year":2016,"lang":"en","type":"article","venue":"The Journal of Computational Finance","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Hamilton–Jacobi–Bellman equation; Viscosity solution; Stochastic volatility; Mathematics; Mathematical optimization; Applied mathematics; Partial differential equation; Efficient frontier; Volatility (finance); Portfolio; Bellman equation; Mathematical analysis; Econometrics; Economics; Finance","score_opus":0.021686800555041352,"score_gpt":0.2366306246014543,"score_spread":0.21494382404641293,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2497975354","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.026707176,0.0005705733,0.9649597,0.0006651084,0.000097542026,0.000047600242,0.000062320825,0.00007196071,0.006818069],"genre_scores_gemma":[0.6698987,0.00079053914,0.3191009,0.0001936967,0.00008765533,0.00031311545,0.0001452032,0.00008702961,0.009383213],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99975485,0.00010444476,0.000013477896,0.000030083876,0.000067770765,0.000029349287],"domain_scores_gemma":[0.99935097,0.000404771,0.0000740994,0.000038493403,0.00008561189,0.000045985194],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011081182,0.00058225286,0.00076679717,0.0003552,0.00044378286,0.0009889271,0.0008106947,0.0017272242,0.00239757],"category_scores_gemma":[0.0024926935,0.00033530474,0.00060368946,0.0004835111,0.0011459991,0.0008996941,0.0011175382,0.0011778151,0.00020521577],"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":[0.000021329533,0.000019790965,0.00028105313,0.000054677028,0.000011586142,0.000070679635,0.000047782425,0.92625844,0.0013582647,0.065967396,0.00046406954,0.005444906],"study_design_scores_gemma":[0.000003951442,0.000004242486,0.000018832643,0.0000029211424,0.0000010886632,0.0000046279897,0.0000027345664,0.99656725,0.0001162705,0.003088213,0.00018766747,0.0000021429823],"about_ca_topic_score_codex":0.0036679162,"about_ca_topic_score_gemma":0.0024815765,"teacher_disagreement_score":0.0036679162,"about_ca_system_score_codex":0.0007778317,"about_ca_system_score_gemma":0.0015621908,"threshold_uncertainty_score":0.008020639},"labels":[],"label_agreement":null},{"id":"W2498665351","doi":"10.1007/978-3-540-36259-3_3","title":"Set-Indexed Processes: Distributions and Weak Convergence","year":2003,"lang":"en","type":"book-chapter","venue":"Lecture notes in mathematics","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Mathematics; Convergence (economics); Applied mathematics; Weak convergence; Statistical physics; Mathematical economics; Computer science; Economics","score_opus":0.0263936251991452,"score_gpt":0.22743369642053327,"score_spread":0.20104007122138806,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2498665351","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.051119544,0.008149734,0.8774735,0.0033386066,0.0008278144,0.000059402777,0.00033625378,0.00023289974,0.058462266],"genre_scores_gemma":[0.7802462,0.0124934055,0.1337384,0.0011986168,0.002712687,0.00038858506,0.0007107877,0.00038570966,0.06812562],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99872476,0.00034243753,0.00009711835,0.00021983018,0.0005418428,0.00007396052],"domain_scores_gemma":[0.99376255,0.004079223,0.0005056097,0.0004094927,0.0009265097,0.00031662677],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030098197,0.0010859128,0.0014490446,0.002634142,0.00094468344,0.0052095954,0.0015040883,0.0019318912,0.005870835],"category_scores_gemma":[0.011752385,0.0007251398,0.0011424707,0.0036191586,0.0034222747,0.0065285303,0.0023286175,0.004418313,0.0012420753],"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":[0.000012378514,0.0000095817995,0.00009934902,0.000042573203,0.000012203618,0.000029941366,0.00009211339,0.0018288415,0.00030040919,0.990261,0.0011623405,0.0061492235],"study_design_scores_gemma":[0.0000066478146,0.000010964826,0.00008957142,0.000012006932,0.000006104189,0.00006894203,0.000022075748,0.011568245,0.00013597784,0.9858046,0.002268727,0.000006054405],"about_ca_topic_score_codex":0.00040398247,"about_ca_topic_score_gemma":0.00028365556,"teacher_disagreement_score":0.005870835,"about_ca_system_score_codex":0.0014424052,"about_ca_system_score_gemma":0.0008044814,"threshold_uncertainty_score":0.019639969},"labels":[],"label_agreement":null},{"id":"W2500366253","doi":"10.1093/acprof:oso/9780199829699.003.0002","title":"Modern Portfolio Theory","year":2013,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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":"Efficient frontier; Modern portfolio theory; Portfolio; Capital asset pricing model; Post-modern portfolio theory; Economics; Portfolio optimization; Normality; Econometrics; Mathematical economics; Risk aversion (psychology); Computer science; Expected utility hypothesis; Financial economics; Replicating portfolio; Mathematics; Statistics","score_opus":0.026974596766753196,"score_gpt":0.19654529108338198,"score_spread":0.16957069431662877,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2500366253","genre_codex":"other","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009160654,0.09812024,0.3328209,0.011955957,0.0021729376,0.000090231646,0.00063753064,0.0002916143,0.5447499],"genre_scores_gemma":[0.40112287,0.14852749,0.12420459,0.005233723,0.009266457,0.00037399042,0.0013862974,0.0002989877,0.3095856],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99937433,0.00017009008,0.000027868842,0.00010361822,0.00028228015,0.000041833056],"domain_scores_gemma":[0.9995964,0.00018723242,0.00002603855,0.000067995,0.00009682821,0.000025375331],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009703227,0.00076192786,0.00068638305,0.0011630001,0.0005801163,0.0026078683,0.0007125414,0.0013594577,0.012571575],"category_scores_gemma":[0.0018355654,0.00026667715,0.00050263177,0.0012756718,0.0017561293,0.0025004453,0.001028523,0.0019809166,0.0042941],"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":[0.00000306843,0.000009118697,0.00009229746,0.000054028118,0.000009662922,0.0000234028,0.000051412295,0.0024703438,0.00012449009,0.95376366,0.010953603,0.032444827],"study_design_scores_gemma":[0.0000022069098,0.0000072054786,0.00010785253,0.000055939498,0.0000025050767,0.000047923946,0.00001222912,0.0029831924,0.00005302234,0.9246486,0.07207521,0.000004113051],"about_ca_topic_score_codex":0.0006698671,"about_ca_topic_score_gemma":0.00038802484,"teacher_disagreement_score":0.012571575,"about_ca_system_score_codex":0.0014273687,"about_ca_system_score_gemma":0.0008229676,"threshold_uncertainty_score":0.042056084},"labels":[],"label_agreement":null},{"id":"W2500950844","doi":"10.1090/ulect/051/07","title":"Large deviations for zeros","year":2009,"lang":"en","type":"book-chapter","venue":"University lecture series","topic":"Stochastic processes and financial applications","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":"Econometrics; Mathematics; Economics; Statistics","score_opus":0.014658993919903884,"score_gpt":0.17608527667693044,"score_spread":0.16142628275702656,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2500950844","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.037113696,0.015965033,0.7639336,0.011030761,0.002667332,0.00005394056,0.00050003914,0.0010644154,0.16767122],"genre_scores_gemma":[0.71825284,0.012159595,0.070513,0.0023479643,0.0047695288,0.0003572004,0.0008592536,0.0012696534,0.1894709],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99891865,0.00042242874,0.00006302256,0.00020718215,0.00030852156,0.00008021056],"domain_scores_gemma":[0.992358,0.0053481054,0.0005151406,0.0009011138,0.00057829125,0.0002993539],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027193413,0.0015380263,0.0017052306,0.0027654462,0.0009572447,0.003298443,0.001260921,0.0022441146,0.015521913],"category_scores_gemma":[0.016805869,0.00072067074,0.001293432,0.002236812,0.0031860569,0.005710121,0.0027838503,0.005557393,0.002967406],"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":[0.000011189864,0.0000056317276,0.00009002811,0.000042988428,0.000011711208,0.000030847037,0.000042225594,0.0021538236,0.00015393866,0.98725986,0.0035275174,0.0066702664],"study_design_scores_gemma":[0.0000062543213,0.000005536769,0.00012775915,0.00002677648,0.0000066167686,0.000056734643,0.000012547622,0.014382814,0.00010027664,0.9816753,0.0035910942,0.000008279863],"about_ca_topic_score_codex":0.00061805034,"about_ca_topic_score_gemma":0.00051720516,"teacher_disagreement_score":0.015521913,"about_ca_system_score_codex":0.0013690882,"about_ca_system_score_gemma":0.00061613834,"threshold_uncertainty_score":0.051925957},"labels":[],"label_agreement":null},{"id":"W2501326810","doi":"10.1007/978-3-319-30379-6_50","title":"Pricing Options with Hybrid Stochastic Volatility Models","year":2016,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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":"Control variates; Stochastic volatility; Estimator; Valuation of options; Monte Carlo method; Econometrics; Volatility (finance); Mathematics; Economics; Hybrid Monte Carlo; Markov chain Monte Carlo; Statistics","score_opus":0.03556434599384672,"score_gpt":0.20298720865770845,"score_spread":0.16742286266386172,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2501326810","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02064982,0.0077247997,0.9323485,0.0009362193,0.0006425771,0.000027072529,0.00013891287,0.00039247377,0.037139677],"genre_scores_gemma":[0.7148732,0.008905738,0.17417006,0.0004778912,0.0019222271,0.00011862336,0.0005098889,0.00042289865,0.0985994],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99957246,0.00014219203,0.000021410371,0.00004582673,0.00019761977,0.000020506477],"domain_scores_gemma":[0.9995184,0.00030367647,0.000040737967,0.000053577656,0.000058563342,0.000024995748],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00087526336,0.00087248185,0.0007793902,0.0005262408,0.00018634797,0.0020345566,0.0009792579,0.0011668013,0.0052129645],"category_scores_gemma":[0.0019752309,0.00048717283,0.00093288353,0.00079899945,0.00076442456,0.0024040295,0.001103374,0.0016102102,0.0010946263],"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":[0.000044125572,0.000034942874,0.00024198068,0.00010186878,0.00008847087,0.00011474615,0.00004704953,0.18451951,0.0024837914,0.7511994,0.0050962726,0.056027904],"study_design_scores_gemma":[0.000012695366,0.00001517454,0.000105614025,0.000017474453,0.000013941019,0.00010295793,0.0000063782763,0.5863448,0.00035051446,0.40616602,0.0068463488,0.000018244056],"about_ca_topic_score_codex":0.00046548745,"about_ca_topic_score_gemma":0.00037854875,"teacher_disagreement_score":0.0052129645,"about_ca_system_score_codex":0.00040452043,"about_ca_system_score_gemma":0.00025850133,"threshold_uncertainty_score":0.017439127},"labels":[],"label_agreement":null},{"id":"W2502483914","doi":"10.1142/9789812772213_0008","title":"On Simple Binomial Approximations for Two Variable Functions in Finance Applications","year":2007,"lang":"en","type":"book-chapter","venue":"Advanced in quantitative analysis of finance and accounting","topic":"Stochastic processes and financial applications","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 Northern British Columbia; Brock University","funders":"","keywords":"Simple (philosophy); Variable (mathematics); Mathematics; Binomial (polynomial); Applied mathematics; Mathematical economics; Binomial coefficient; Binomial distribution; Negative binomial distribution; Econometrics; Computer science; Statistics; Discrete mathematics; Mathematical analysis; Epistemology; Philosophy","score_opus":0.03812477864276622,"score_gpt":0.2959211450210231,"score_spread":0.2577963663782569,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2502483914","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.068729386,0.002346803,0.89296645,0.00095107045,0.00037036365,0.00007231579,0.00008753574,0.00020353349,0.034272555],"genre_scores_gemma":[0.7857752,0.0026602016,0.18480317,0.000571102,0.0003178105,0.00021603612,0.00022490055,0.00028205177,0.025149664],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99893516,0.00053843623,0.000028499768,0.00006413176,0.0003305018,0.00010340648],"domain_scores_gemma":[0.9953198,0.003605916,0.00020925493,0.0002527102,0.0004679002,0.00014440909],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0041917097,0.0006613129,0.0008544172,0.0012360798,0.00060814345,0.0014233834,0.0011925526,0.001350392,0.0053430456],"category_scores_gemma":[0.013041409,0.00034827425,0.00087954383,0.0012662617,0.0019290688,0.0020667946,0.001318654,0.002242595,0.0009399649],"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":[0.000048144986,0.000036661826,0.0005287735,0.00006285221,0.000012456451,0.00015636375,0.000121231256,0.15017264,0.0009828412,0.8376841,0.0016581565,0.00853582],"study_design_scores_gemma":[0.000008717102,0.000012060959,0.00014673946,0.00002430857,0.00000428001,0.00004073304,0.000016249433,0.8575326,0.00021388431,0.14057417,0.0014178997,0.000008272784],"about_ca_topic_score_codex":0.0032344626,"about_ca_topic_score_gemma":0.0018381316,"teacher_disagreement_score":0.0053430456,"about_ca_system_score_codex":0.0012163074,"about_ca_system_score_gemma":0.00074039487,"threshold_uncertainty_score":0.02216816},"labels":[],"label_agreement":null},{"id":"W2511279549","doi":"10.1109/isit.2016.7541649","title":"Continuity and robustness to incorrect priors in estimation and control","year":2016,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Queen's University","funders":"","keywords":"Robustness (evolution); Bounded function; Mathematics; Probabilistic logic; Mathematical optimization; Optimal control; Total variation; Convergence (economics); Prior probability; Robust control; Weak convergence; Control theory (sociology); Applied mathematics; Computer science; Bayesian probability; Control system; Statistics; Control (management); Mathematical analysis; Artificial intelligence","score_opus":0.010519837405615006,"score_gpt":0.20869357395754576,"score_spread":0.19817373655193074,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2511279549","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.034312177,0.00044063988,0.9616906,0.0010826666,0.000040140025,0.000033002354,0.00005799312,0.0001485968,0.0021941443],"genre_scores_gemma":[0.9387911,0.000607601,0.05698393,0.0003260303,0.00010838339,0.00015295096,0.00017266843,0.00016730078,0.0026901043],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9897154,0.0047180415,0.00060734816,0.0021545002,0.0021129122,0.00069171545],"domain_scores_gemma":[0.92386764,0.057011526,0.007304143,0.006303817,0.0043045897,0.0012082973],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.017079826,0.001529739,0.0018822585,0.0018764472,0.001108322,0.0035774645,0.0028848092,0.0035258501,0.0017512809],"category_scores_gemma":[0.09546469,0.0011965835,0.0018821672,0.0010060186,0.008049787,0.007778883,0.005574242,0.0051969215,0.00025072214],"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":[0.00020182751,0.00005629505,0.0030791138,0.00018481739,0.00016931162,0.00034419287,0.00039820763,0.58934635,0.0027672637,0.38617107,0.00042777724,0.01685385],"study_design_scores_gemma":[0.000019541465,0.00012620872,0.0007958203,0.00004875892,0.000021427475,0.000086084845,0.000044800618,0.80619675,0.0017032719,0.19039537,0.000527406,0.000034428827],"about_ca_topic_score_codex":0.002703641,"about_ca_topic_score_gemma":0.00074800407,"teacher_disagreement_score":0.017079826,"about_ca_system_score_codex":0.002791848,"about_ca_system_score_gemma":0.001875906,"threshold_uncertainty_score":0.09032786},"labels":[],"label_agreement":null},{"id":"W2511591060","doi":"10.4310/cms.2016.v14.n7.a8","title":"Option replication in discrete time with the cost of illiquidity","year":2016,"lang":"en","type":"article","venue":"Communications in Mathematical Sciences","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Replication (statistics); Discrete time and continuous time; Mathematics; Econometrics; Statistical physics; Economics; Mathematical economics; Applied mathematics; Physics; Statistics","score_opus":0.08083911000699481,"score_gpt":0.30558871202126514,"score_spread":0.22474960201427033,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2511591060","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2388346,0.0005626929,0.7557689,0.0007328086,0.00012789901,0.000043085656,0.000106825,0.00017808966,0.0036450974],"genre_scores_gemma":[0.9712195,0.00019509702,0.023967938,0.00006149542,0.00004738376,0.000053328673,0.000055757275,0.00003961316,0.0043599755],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99872416,0.00042505455,0.00009071675,0.00029685564,0.0003113463,0.00015190052],"domain_scores_gemma":[0.99126583,0.004051075,0.0022468087,0.0013280619,0.0005744555,0.0005338028],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023981174,0.0007044855,0.0012347214,0.0005373289,0.00043986097,0.0021364386,0.00213508,0.0016336542,0.0031702572],"category_scores_gemma":[0.013462665,0.00055430393,0.0011446658,0.00065191253,0.0017728953,0.003589473,0.0014474763,0.0018469976,0.00035935067],"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":[0.00031316132,0.0000882155,0.0027880652,0.00009532022,0.00009892413,0.0013279936,0.00022352516,0.5533869,0.011114006,0.41993293,0.0005659856,0.010065004],"study_design_scores_gemma":[0.00002762534,0.000035751586,0.00018560179,0.0000049350433,0.000013759089,0.00008040157,0.0000131146235,0.9493837,0.0007884677,0.049193073,0.00025544333,0.000018198685],"about_ca_topic_score_codex":0.0017321075,"about_ca_topic_score_gemma":0.00079495227,"teacher_disagreement_score":0.0031702572,"about_ca_system_score_codex":0.0011612324,"about_ca_system_score_gemma":0.00066428044,"threshold_uncertainty_score":0.012682617},"labels":[],"label_agreement":null},{"id":"W2518862996","doi":"10.1142/s021902491650045x","title":"SIMPLIFIED HEDGE FOR PATH-DEPENDENT DERIVATIVES","year":2016,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Greeks; Hedge; Path dependent; Stochastic volatility; Volatility (finance); Replicating portfolio; Path (computing); Econometrics; Mathematical optimization; Valuation of options; Mathematics; Black–Scholes model; Mathematical economics; Economics; Computer science; Financial economics","score_opus":0.014359834726677168,"score_gpt":0.23831156794206385,"score_spread":0.22395173321538667,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2518862996","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.100630544,0.00036467123,0.89165044,0.00013546512,0.000049823,0.000049927497,0.00008299941,0.00013866555,0.006897394],"genre_scores_gemma":[0.8679168,0.0003068832,0.1254776,0.00007430342,0.000039224666,0.000063172934,0.00015853891,0.000057474375,0.0059060673],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99936837,0.0001758914,0.00004346051,0.0000881207,0.00027780962,0.000046346577],"domain_scores_gemma":[0.99906784,0.0003877968,0.00010901363,0.00026627097,0.00012042129,0.000048770507],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001092915,0.0004349117,0.0005590045,0.00052394223,0.0002570672,0.0010934377,0.0006129897,0.000725585,0.004886857],"category_scores_gemma":[0.0036499558,0.0002388592,0.00074912055,0.00046148442,0.0007420085,0.0019172637,0.001222107,0.0011526835,0.00036395164],"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":[0.00026595785,0.000086760876,0.0013940578,0.00013444312,0.00009577798,0.0005987014,0.00018178292,0.32219914,0.016948607,0.56316525,0.0013484362,0.09358111],"study_design_scores_gemma":[0.00003111853,0.00017570547,0.0005758455,0.000020391903,0.000027930859,0.000267604,0.00003446942,0.6910543,0.003111451,0.29953486,0.0051339264,0.000032401906],"about_ca_topic_score_codex":0.00036332468,"about_ca_topic_score_gemma":0.00035874092,"teacher_disagreement_score":0.004886857,"about_ca_system_score_codex":0.00033875814,"about_ca_system_score_gemma":0.00032806845,"threshold_uncertainty_score":0.016348183},"labels":[],"label_agreement":null},{"id":"W2519369116","doi":"10.1016/j.frl.2016.09.009","title":"Closed-form solutions for options with random initiation under asset price monitoring","year":2016,"lang":"en","type":"article","venue":"Finance research letters","topic":"Stochastic processes and financial applications","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":"York University","funders":"Natural Sciences and Engineering Research Council of Canada; National Research Foundation of Korea","keywords":"Hedge; Derivative (finance); Valuation (finance); Asset (computer security); Event (particle physics); Economics; Context (archaeology); Econometrics; Financial economics; Hedge fund; Derivatives market; Actuarial science; Business; Finance; Computer science; Futures contract","score_opus":0.11919801658544037,"score_gpt":0.31887961227705025,"score_spread":0.19968159569160987,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2519369116","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0257603,0.0011417229,0.96157247,0.002275961,0.00014592284,0.00012763253,0.00026358353,0.0001844734,0.008528036],"genre_scores_gemma":[0.6989735,0.003405309,0.25855446,0.00096738007,0.0005226022,0.0010061536,0.0011716663,0.0005864338,0.034812517],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981502,0.00088138704,0.000096393866,0.00032649768,0.00029362174,0.00025192878],"domain_scores_gemma":[0.97536534,0.019245958,0.002134476,0.0007554286,0.001729262,0.0007695539],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006169512,0.0020022772,0.0020360297,0.0016762113,0.0007640178,0.00448687,0.00324738,0.006765553,0.009302613],"category_scores_gemma":[0.04867147,0.0016585215,0.0019521799,0.0017807455,0.0033479168,0.0054496136,0.0031102055,0.004409437,0.000886648],"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":[0.000078260746,0.000113554765,0.00085002335,0.0002476551,0.00008504811,0.00028193544,0.00026561748,0.41557238,0.0010787676,0.56459874,0.0031138572,0.013714194],"study_design_scores_gemma":[0.000026833115,0.000013970137,0.00016408692,0.000047190646,0.000014668853,0.0000644813,0.000056538658,0.82080376,0.00021430521,0.17800099,0.00056685676,0.000026385831],"about_ca_topic_score_codex":0.0040680235,"about_ca_topic_score_gemma":0.00423531,"teacher_disagreement_score":0.009302613,"about_ca_system_score_codex":0.002305156,"about_ca_system_score_gemma":0.0037611858,"threshold_uncertainty_score":0.03262788},"labels":[],"label_agreement":null},{"id":"W2521209685","doi":"10.1093/imamat/hxw035","title":"Pricing options in a Markov regime switching model with a random acceleration for the volatility","year":2016,"lang":"en","type":"article","venue":"IMA Journal of Applied Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"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":"Australian Research Council; Natural Sciences and Engineering Research Council of Canada","keywords":"Valuation of options; Implied volatility; Local volatility; Stochastic volatility; Markov chain; Monte Carlo method; Markov chain Monte Carlo; Call option; Volatility smile; Volatility (finance); Mathematics; Econometrics; Applied mathematics; Mathematical optimization; Economics; Computer science","score_opus":0.03249010994873467,"score_gpt":0.23770032855578196,"score_spread":0.2052102186070473,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2521209685","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.22266142,0.00062531716,0.7664614,0.0010733709,0.00013376362,0.000066365035,0.000115598166,0.00021577229,0.008647032],"genre_scores_gemma":[0.9706063,0.00046311785,0.021809211,0.00012667025,0.00009731383,0.0001044502,0.00007737115,0.000029440831,0.006686056],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99904877,0.00044583107,0.00004027116,0.00013543655,0.00019444329,0.00013521769],"domain_scores_gemma":[0.998137,0.0011909908,0.00026620968,0.00009959232,0.00014837344,0.00015786967],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002070076,0.0006652327,0.0016371796,0.00076358404,0.00072693976,0.0018144973,0.0011671247,0.0019879094,0.0031822158],"category_scores_gemma":[0.004012698,0.000619039,0.0018177727,0.0007964916,0.0016666721,0.0021469411,0.0012267436,0.0020906248,0.0002764171],"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":[0.00010047734,0.00006573428,0.0015342952,0.00004782449,0.000084473264,0.00041251336,0.00013217641,0.65586644,0.002831345,0.3342779,0.00044142752,0.0042053475],"study_design_scores_gemma":[0.0000150640235,0.000018366945,0.00012263499,0.0000035993617,0.000009715341,0.000024962803,0.0000074706154,0.98007286,0.00009824026,0.019482678,0.0001330765,0.000011407614],"about_ca_topic_score_codex":0.0051034633,"about_ca_topic_score_gemma":0.002949215,"teacher_disagreement_score":0.0051034633,"about_ca_system_score_codex":0.00095058006,"about_ca_system_score_gemma":0.00092595554,"threshold_uncertainty_score":0.010947704},"labels":[],"label_agreement":null},{"id":"W2521633341","doi":"","title":"Computational Finance and Finance Economics with Maple","year":2013,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Maple; Portfolio; Stock exchange; Computational finance; Finance; Computer science; Economics","score_opus":0.011917288669208919,"score_gpt":0.17878873053339991,"score_spread":0.166871441864191,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2521633341","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0011334795,0.0012369892,0.9770765,0.0013681975,0.00015732656,0.000033607757,0.00023004023,0.0023549022,0.016408985],"genre_scores_gemma":[0.07081172,0.0027707377,0.9140672,0.0006400827,0.00069399393,0.0004069766,0.0005837325,0.00094986265,0.009075655],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.998901,0.00048517698,0.00005885028,0.00012537437,0.00038279474,0.000046727393],"domain_scores_gemma":[0.9959741,0.0028335652,0.00017442387,0.000562,0.00032330886,0.00013263532],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015958148,0.0010618086,0.0008281541,0.0018331062,0.00056599866,0.0034468265,0.001245753,0.0012687257,0.01614944],"category_scores_gemma":[0.009770276,0.0005535165,0.0012266512,0.0022265192,0.0012347609,0.0038855798,0.0030929705,0.0027322385,0.0055103744],"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":[0.000051993095,0.000046225006,0.0005538683,0.0003694238,0.000095295094,0.00020611654,0.00019236244,0.07704152,0.0007115331,0.69222236,0.03033455,0.19817476],"study_design_scores_gemma":[0.000018794733,0.0000173487,0.00022253634,0.000092975264,0.000010490627,0.00018308903,0.000028964332,0.15561937,0.00072120456,0.7375278,0.10552666,0.000030814706],"about_ca_topic_score_codex":0.0008785571,"about_ca_topic_score_gemma":0.0009090651,"teacher_disagreement_score":0.01614944,"about_ca_system_score_codex":0.0005413133,"about_ca_system_score_gemma":0.0009623808,"threshold_uncertainty_score":0.054025233},"labels":[],"label_agreement":null},{"id":"W2521931003","doi":"10.1007/s11590-016-1083-8","title":"Optimization of covered call strategies","year":2016,"lang":"en","type":"article","venue":"Optimization Letters","topic":"Stochastic processes and financial applications","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":"Holland Bloorview Kids Rehabilitation Hospital; University of Toronto","funders":"Mitacs","keywords":"CVAR; Call option; Tail risk; Expected shortfall; Downside risk; Sample (material); Semivariance; Computer science; Econometrics; Optimization problem; Expected utility hypothesis; Asset (computer security); Risk measure; Economics; Financial economics; Risk management; Finance; Mathematics; Statistics","score_opus":0.014390779112488976,"score_gpt":0.19892961808768492,"score_spread":0.18453883897519593,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2521931003","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.27273247,0.0015941273,0.6734693,0.0024595077,0.00023861577,0.00010967101,0.00038768633,0.00039666248,0.04861195],"genre_scores_gemma":[0.96532726,0.0003843508,0.018970365,0.00014738864,0.00009560736,0.000082725965,0.00018006189,0.00013707168,0.014675042],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99928445,0.00033577546,0.000021499578,0.000080322,0.00013630203,0.00014175898],"domain_scores_gemma":[0.9978479,0.0015417291,0.00013254554,0.00008675026,0.00017922981,0.00021178697],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010562968,0.000990994,0.0012254793,0.0006019042,0.00033865642,0.0024867936,0.000935245,0.001963853,0.0057980088],"category_scores_gemma":[0.006098198,0.0007968271,0.0005697097,0.00064819964,0.0009045303,0.001458388,0.0013077192,0.001125749,0.00062151457],"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":[0.00028567613,0.00008431558,0.00047404115,0.00010483921,0.00007520884,0.0001828137,0.00007112283,0.8966776,0.0030221234,0.08108111,0.003516371,0.014424812],"study_design_scores_gemma":[0.00001880026,0.00002591409,0.00016999149,0.0000083729565,0.0000087317585,0.000021755443,0.000012520783,0.9827345,0.00027413332,0.016308991,0.00041036846,0.0000059039508],"about_ca_topic_score_codex":0.0015007406,"about_ca_topic_score_gemma":0.0010274681,"teacher_disagreement_score":0.0057980088,"about_ca_system_score_codex":0.0012969262,"about_ca_system_score_gemma":0.0009798543,"threshold_uncertainty_score":0.019396305},"labels":[],"label_agreement":null},{"id":"W2525115141","doi":"10.3390/risks4040035","title":"A Note on the Impact of Parameter Uncertainty on Barrier Derivatives","year":2016,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","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":"Randomness; Barrier option; Context (archaeology); Estimation; Extension (predicate logic); Covariance matrix; Econometrics; Distribution (mathematics); Mathematics; Computer science; Mathematical optimization; Economics; Statistics","score_opus":0.06479592631632419,"score_gpt":0.3018199547440658,"score_spread":0.23702402842774162,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2525115141","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13853386,0.010634878,0.7866701,0.016633946,0.0013247341,0.000068001056,0.00039217193,0.0005000987,0.045242205],"genre_scores_gemma":[0.9264209,0.0047291433,0.057798136,0.001758684,0.002095134,0.000055721724,0.0001742938,0.0004941158,0.0064738896],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99250937,0.0032779316,0.00049132115,0.0010199832,0.002211351,0.00048999314],"domain_scores_gemma":[0.89208764,0.09102925,0.004291032,0.009171232,0.0026736758,0.0007471697],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009648335,0.0011757835,0.0021787828,0.0012893025,0.0011704286,0.004142908,0.002414445,0.002573104,0.006970608],"category_scores_gemma":[0.061693467,0.0005684835,0.0028312034,0.0012324677,0.0047110924,0.007609055,0.0046824804,0.010359349,0.00046959202],"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":[0.00015829745,0.000093234696,0.0048722355,0.0004220573,0.00031239793,0.0023437603,0.00060626573,0.13504498,0.0031067193,0.8143997,0.0031784845,0.035461754],"study_design_scores_gemma":[0.00003372469,0.00020595455,0.0043303566,0.0002468981,0.00017450372,0.0013782486,0.00013307435,0.2341809,0.0033375747,0.744768,0.01097796,0.00023278804],"about_ca_topic_score_codex":0.0021872055,"about_ca_topic_score_gemma":0.0009003089,"teacher_disagreement_score":0.009648335,"about_ca_system_score_codex":0.0008333677,"about_ca_system_score_gemma":0.0006980893,"threshold_uncertainty_score":0.051025927},"labels":[],"label_agreement":null},{"id":"W2525558980","doi":"10.1515/acsc-2016-0021","title":"Optimal and Suboptimal Control of a Standard Brownian Motion","year":2016,"lang":"en","type":"article","venue":"Archives of Control Sciences","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Brownian motion; Constant (computer programming); Optimal control; Function (biology); Motion (physics); Mathematics; Motion control; Geometric Brownian motion; Control theory (sociology); Mathematical optimization; Control (management); Computer science; Diffusion process; Statistics; Artificial intelligence","score_opus":0.012753698685098996,"score_gpt":0.2121909066430776,"score_spread":0.19943720795797862,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2525558980","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.23052338,0.0013585173,0.742561,0.0019124487,0.00016436235,0.000058497655,0.00009424333,0.00021863282,0.023108944],"genre_scores_gemma":[0.9700266,0.00032847005,0.022921352,0.00013556448,0.00003558251,0.000036261725,0.000037852253,0.000039707124,0.00643849],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99917287,0.00027422863,0.000034637276,0.00022616454,0.00010938198,0.00018264988],"domain_scores_gemma":[0.9983621,0.0008634868,0.00026655526,0.00012252688,0.0002083199,0.0001770286],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021159148,0.0007408088,0.0009651078,0.0004553923,0.0004561267,0.0016942282,0.0008564236,0.0012350308,0.0030142127],"category_scores_gemma":[0.0067761154,0.00047773818,0.00043815398,0.0003748762,0.00258232,0.0014221437,0.00097126514,0.0012298169,0.00021817445],"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":[0.00018153737,0.000056884393,0.00044106346,0.000094554816,0.000052914387,0.000115327806,0.0001231037,0.73612,0.004719191,0.24467136,0.0012681596,0.012155828],"study_design_scores_gemma":[0.000051954998,0.00011788258,0.00022111501,0.000025312054,0.00002326112,0.000016773956,0.000029279001,0.90371317,0.0015096347,0.093322285,0.00094574597,0.000023625898],"about_ca_topic_score_codex":0.006815009,"about_ca_topic_score_gemma":0.0024854583,"teacher_disagreement_score":0.006815009,"about_ca_system_score_codex":0.0018419571,"about_ca_system_score_gemma":0.0020069717,"threshold_uncertainty_score":0.013550699},"labels":[],"label_agreement":null},{"id":"W2526125297","doi":"10.2139/ssrn.2975355","title":"Extracting Latent States from High Frequency Option Prices","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Simon Fraser University; Wilfrid Laurier University","funders":"","keywords":"Econometrics; Economics; Financial economics","score_opus":0.020005983298063894,"score_gpt":0.23396037153091725,"score_spread":0.21395438823285337,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2526125297","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32735834,0.0005094663,0.6678929,0.00037329862,0.000063737214,0.00003806997,0.0011131509,0.00094309135,0.0017079564],"genre_scores_gemma":[0.9405482,0.00032093856,0.05550258,0.000031405685,0.000104132996,0.000038917264,0.001740277,0.00008682005,0.0016267983],"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99962103,0.000118185366,0.000029550258,0.00008834673,0.0000835009,0.000059380196],"domain_scores_gemma":[0.9961358,0.002964195,0.00031976355,0.00031339552,0.00017008594,0.00009678901],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009626123,0.00064776733,0.0005921199,0.0021537521,0.0003467131,0.0013651685,0.00057723094,0.0012819848,0.003254992],"category_scores_gemma":[0.005263758,0.0005368725,0.0009515986,0.0014847812,0.00039440073,0.0019579327,0.0009647401,0.0015287829,0.001273736],"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":[0.0015692434,0.0009508149,0.045879394,0.00047477972,0.00049369986,0.0019023971,0.00072640216,0.24911277,0.05599601,0.0736113,0.005276986,0.56400615],"study_design_scores_gemma":[0.00002433839,0.000057110166,0.008142438,0.00001966657,0.00004566182,0.00015592213,0.000066873894,0.94934833,0.0021933182,0.03928908,0.0006326902,0.000024517914],"about_ca_topic_score_codex":0.0011946812,"about_ca_topic_score_gemma":0.0015637632,"teacher_disagreement_score":0.003254992,"about_ca_system_score_codex":0.00027532925,"about_ca_system_score_gemma":0.0004022501,"threshold_uncertainty_score":0.010888994},"labels":[],"label_agreement":null},{"id":"W2528991317","doi":"10.1155/2016/9747394","title":"Pricing Basket Options by Polynomial Approximations","year":2016,"lang":"en","type":"article","venue":"Journal of Applied Mathematics","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Chebyshev polynomials; Monte Carlo methods for option pricing; Exponential function; Applied mathematics; Monte Carlo method; Gaussian; Chebyshev filter; Multivariate statistics; Mathematics; Taylor series; Polynomial; Method of moments (probability theory); Mathematical optimization; Mathematical analysis; Statistics; Estimator; Physics","score_opus":0.019468709755589945,"score_gpt":0.21352644994304779,"score_spread":0.19405774018745783,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2528991317","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.017245444,0.0001658933,0.980183,0.00016277695,0.000037472593,0.000024246838,0.00003731864,0.00013812463,0.0020058136],"genre_scores_gemma":[0.6558391,0.0012942358,0.3297728,0.00021862383,0.000231579,0.00019450778,0.00028744712,0.00024157809,0.011920201],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99925107,0.00026380637,0.000030544972,0.000077360884,0.00029095408,0.000086208194],"domain_scores_gemma":[0.99786454,0.001159337,0.00026645878,0.00021363958,0.00036178375,0.00013427861],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021001876,0.00067625614,0.0010809123,0.00092242705,0.00044329473,0.0023377435,0.0017067273,0.0015129966,0.00455906],"category_scores_gemma":[0.009504019,0.000625558,0.0011307385,0.0014488181,0.0011900262,0.002992944,0.0012442381,0.0018040652,0.0009761368],"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":[0.00006862169,0.000051354556,0.00074976624,0.00006221064,0.00003198914,0.00015076205,0.00007881769,0.7324637,0.001293398,0.24519542,0.0010472653,0.018806705],"study_design_scores_gemma":[0.0000046559294,0.0000051246784,0.000023635921,0.0000029275936,0.0000017119239,0.000010488837,0.0000027370531,0.9870135,0.00008995013,0.012623251,0.0002189198,0.0000031631325],"about_ca_topic_score_codex":0.004465958,"about_ca_topic_score_gemma":0.0030715317,"teacher_disagreement_score":0.00455906,"about_ca_system_score_codex":0.00090359664,"about_ca_system_score_gemma":0.001246118,"threshold_uncertainty_score":0.0152516365},"labels":[],"label_agreement":null},{"id":"W2538363301","doi":"10.5539/ijsp.v5n6p22","title":"Convolution Based Unit Root Processes: a Simulation Approach","year":2016,"lang":"en","type":"article","venue":"International Journal of Statistics and Probability","topic":"Stochastic processes and financial applications","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":"Unit root; Convolution (computer science); Mathematics; Root (linguistics); Copula (linguistics); Unit (ring theory); Process (computing); Function (biology); Applied mathematics; Computer science; Statistics; Econometrics; Artificial intelligence","score_opus":0.03898984094317386,"score_gpt":0.26431289267717306,"score_spread":0.2253230517339992,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2538363301","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.26271144,0.00033943134,0.7287783,0.00053729274,0.00008720237,0.0000965511,0.00019837354,0.00053476286,0.0067166663],"genre_scores_gemma":[0.94182795,0.00018355943,0.055801943,0.00009764726,0.000035751673,0.00011906057,0.00014405767,0.00006002892,0.0017300106],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99910057,0.00047681687,0.000039103845,0.00011222501,0.00016091765,0.00011043688],"domain_scores_gemma":[0.9908516,0.0068910983,0.00070558215,0.00063982926,0.00063849747,0.00027327644],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025603946,0.0005623523,0.0012153537,0.00091305166,0.0005097006,0.0012614621,0.0017063933,0.0023353726,0.0027560387],"category_scores_gemma":[0.010966847,0.0005191799,0.00091665296,0.0010340386,0.0011171828,0.0017072407,0.0010879609,0.0014333213,0.00025227354],"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":[0.00004560637,0.000031905976,0.0008195239,0.000011995635,0.00001963774,0.000049622282,0.000030514162,0.97810215,0.00042403364,0.0182491,0.00010462784,0.0021112373],"study_design_scores_gemma":[0.0000042146225,0.000006365335,0.000033724908,0.0000015337223,0.0000018746507,0.0000047270505,0.0000016991418,0.9978726,0.00009667118,0.0019274349,0.00004614773,0.0000029337464],"about_ca_topic_score_codex":0.008765509,"about_ca_topic_score_gemma":0.003950856,"teacher_disagreement_score":0.008765509,"about_ca_system_score_codex":0.0011780019,"about_ca_system_score_gemma":0.0009887791,"threshold_uncertainty_score":0.017428994},"labels":[],"label_agreement":null},{"id":"W2549066937","doi":"10.1007/s11203-016-9151-3","title":"Estimation and testing in generalized mean-reverting processes with change-point","year":2016,"lang":"en","type":"article","venue":"Statistical Inference for Stochastic Processes","topic":"Stochastic processes and financial applications","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 Windsor","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Estimator; Applied mathematics; Consistency (knowledge bases); Inference; Statistical hypothesis testing; Mathematical optimization; Statistics; Computer science; Discrete mathematics","score_opus":0.08190576812350457,"score_gpt":0.2920443000628995,"score_spread":0.2101385319393949,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2549066937","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08245522,0.0003350581,0.9155746,0.00057248294,0.00005381553,0.00009482989,0.000101107944,0.000411488,0.00040148085],"genre_scores_gemma":[0.8158185,0.00045634498,0.18014206,0.00028406238,0.00027907875,0.00045319804,0.00078964105,0.0001890346,0.0015880583],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.961723,0.02493064,0.002102488,0.0070438157,0.0026878691,0.0015121823],"domain_scores_gemma":[0.46480092,0.50691,0.010257949,0.012469038,0.0034561746,0.0021058496],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.04967888,0.002335917,0.0060259313,0.003679054,0.0013072117,0.004900827,0.00880966,0.006229331,0.0034666588],"category_scores_gemma":[0.26461634,0.002669364,0.0049577476,0.0030446968,0.010127357,0.009083818,0.004997296,0.0053295735,0.0004884297],"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":[0.0011960082,0.00058090367,0.022680089,0.00057527516,0.0016127329,0.0015677117,0.0009897334,0.6452883,0.0018780909,0.24708202,0.0012823661,0.075266846],"study_design_scores_gemma":[0.00010779915,0.00014671034,0.001361695,0.000028503793,0.00009199382,0.00012195095,0.00005976956,0.82695067,0.0008082893,0.17012402,0.0001589203,0.00003975778],"about_ca_topic_score_codex":0.004399083,"about_ca_topic_score_gemma":0.0026765333,"teacher_disagreement_score":0.04967888,"about_ca_system_score_codex":0.0017716696,"about_ca_system_score_gemma":0.0029816153,"threshold_uncertainty_score":0.26273018},"labels":[],"label_agreement":null},{"id":"W2553004121","doi":"","title":"Margin Requirements, Bond Futures Prices and Volatilities","year":2000,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Futures contract; Economics; Volatility (finance); Margin (machine learning); Econometrics; Bond; Financial economics; Bond valuation; Volatility smile; Finance","score_opus":0.023072104030672377,"score_gpt":0.2175835683148809,"score_spread":0.1945114642842085,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2553004121","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97914714,0.00023895838,0.0153923305,0.00033560308,0.000008478381,0.0000103536,0.00013742132,0.000047381833,0.004682368],"genre_scores_gemma":[0.9985948,0.00005702331,0.00081255735,0.000009305843,0.0000047686417,0.0000060248753,0.00004024526,0.000004414447,0.0004707583],"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","domain_scores_codex":[0.99976736,0.000067229135,0.00001923586,0.0000439829,0.00006822119,0.00003412587],"domain_scores_gemma":[0.9964688,0.0016156376,0.0014842801,0.00016098107,0.000113679016,0.00015667801],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00091644947,0.00026184384,0.00031394162,0.00026748359,0.00022306219,0.0015179291,0.00028242773,0.0008185975,0.002265707],"category_scores_gemma":[0.010278678,0.00017107086,0.00025974598,0.0003456026,0.0004360265,0.0017111917,0.0006294061,0.00090258423,0.00019080425],"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":[0.0012575065,0.0003564233,0.060565706,0.0001425229,0.0001543162,0.00081997813,0.00041280387,0.6272962,0.03293813,0.24462704,0.0017955134,0.02963385],"study_design_scores_gemma":[0.00018204395,0.0005262084,0.066158615,0.000030329433,0.000100823614,0.00043232655,0.00021894998,0.7050475,0.010912206,0.21380593,0.0024936432,0.000091436676],"about_ca_topic_score_codex":0.0008676586,"about_ca_topic_score_gemma":0.0006471888,"teacher_disagreement_score":0.002265707,"about_ca_system_score_codex":0.0006112465,"about_ca_system_score_gemma":0.00030864953,"threshold_uncertainty_score":0.007579565},"labels":[],"label_agreement":null},{"id":"W2555364801","doi":"10.1007/s10114-016-5184-1","title":"A joint Laplace transform for pre-exit diffusion of occupation times","year":2016,"lang":"en","type":"article","venue":"Acta Mathematica Sinica English Series","topic":"Stochastic processes and financial applications","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":"Concordia University","funders":"","keywords":"Laplace transform; Brownian motion; Diffusion process; Skew; Homogeneous; Joint (building); Mathematics; Diffusion; Generator (circuit theory); Mathematical analysis; Heavy traffic approximation; Motion (physics); Physics; Classical mechanics; Combinatorics; Statistics; Computer science; Innovation diffusion","score_opus":0.023798630006496485,"score_gpt":0.24095480118420293,"score_spread":0.21715617117770644,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2555364801","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05914296,0.001600435,0.9208965,0.00181553,0.00045427075,0.00006051804,0.00026743504,0.00034522728,0.015417104],"genre_scores_gemma":[0.85830045,0.0036179775,0.08433513,0.00078369555,0.001209843,0.00020923288,0.0006663376,0.00044783062,0.050429467],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992255,0.00024327636,0.0000484228,0.00018338332,0.00019252858,0.00010686234],"domain_scores_gemma":[0.9922733,0.0047950554,0.0005730098,0.00044992182,0.0011990468,0.0007096398],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003939989,0.00095325056,0.0010233592,0.002391922,0.0006085302,0.0029825568,0.0018967746,0.0024837577,0.011564557],"category_scores_gemma":[0.021894865,0.00067900144,0.001346552,0.001431552,0.0030801818,0.006089502,0.0017848408,0.003248711,0.0014226123],"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":[0.000043532527,0.000040634557,0.00045970504,0.00008550529,0.00002184557,0.00015703135,0.00020242007,0.018376755,0.0018107713,0.9703169,0.0014291727,0.007055708],"study_design_scores_gemma":[0.000023810475,0.000037759124,0.0007324325,0.000049217975,0.000029091329,0.00035950652,0.000105186475,0.42791924,0.00075056613,0.5674115,0.0025184348,0.000063298954],"about_ca_topic_score_codex":0.002202697,"about_ca_topic_score_gemma":0.0011133496,"teacher_disagreement_score":0.011564557,"about_ca_system_score_codex":0.0014917544,"about_ca_system_score_gemma":0.0015615203,"threshold_uncertainty_score":0.03868729},"labels":[],"label_agreement":null},{"id":"W2557099298","doi":"10.1109/allerton.2010.5706919","title":"On optimization and convergence of observation channels and quantizers in stochastic control","year":2010,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Queen's University","funders":"","keywords":"Convergence (economics); Optimal control; Stochastic process; Stochastic optimization; Optimization problem; Mathematics; Mathematical optimization; Computer science","score_opus":0.01908911008118264,"score_gpt":0.21099615458155963,"score_spread":0.191907044500377,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2557099298","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.030737089,0.0020186612,0.95867956,0.0011810679,0.000069893154,0.00005743944,0.0001175569,0.000082785715,0.0070559266],"genre_scores_gemma":[0.9054053,0.0037465652,0.083202444,0.00035090905,0.0002937757,0.00027144505,0.00022847591,0.00017040042,0.006330685],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9963648,0.0019648606,0.00016921728,0.0006138251,0.0005930805,0.00029423437],"domain_scores_gemma":[0.9684563,0.027564652,0.00153001,0.0006065277,0.0014292673,0.0004131973],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007445873,0.0014864292,0.0017681371,0.0011852928,0.00078331225,0.002309416,0.0012512006,0.0022208982,0.0027429406],"category_scores_gemma":[0.028661922,0.000827719,0.001190448,0.0013011631,0.0063673346,0.0049717803,0.0028596502,0.002939057,0.00022011367],"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":[0.00017706769,0.00004982882,0.00057969027,0.00023058508,0.00008931894,0.00011185266,0.00025765484,0.38382083,0.0015400682,0.60020614,0.00073751627,0.0121995965],"study_design_scores_gemma":[0.000037111993,0.00010949918,0.0003906181,0.000056821948,0.000023989678,0.00004522837,0.000049737646,0.69340694,0.0006664912,0.3043417,0.00083509757,0.000036758414],"about_ca_topic_score_codex":0.0035775953,"about_ca_topic_score_gemma":0.0014923441,"teacher_disagreement_score":0.007445873,"about_ca_system_score_codex":0.0023688935,"about_ca_system_score_gemma":0.0018530037,"threshold_uncertainty_score":0.039377987},"labels":[],"label_agreement":null},{"id":"W2557903990","doi":"10.1007/978-3-319-33446-2","title":"Innovations in Derivatives Markets","year":2016,"lang":"en","type":"book","venue":"Springer proceedings in mathematics & statistics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":18,"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":"Engineering and Physical Sciences Research Council; KU Leuven; European Commission; AXA Research Fund; Global Risk Institute in Financial Services","keywords":"Business","score_opus":0.026150655607186955,"score_gpt":0.2407537599647043,"score_spread":0.21460310435751734,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2557903990","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07674422,0.13562827,0.2851003,0.013814089,0.006107913,0.00005872034,0.00045423972,0.0006263058,0.481466],"genre_scores_gemma":[0.64101976,0.04417623,0.018021695,0.00086721807,0.0056891753,0.000059458336,0.00027509438,0.00026305576,0.2896282],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99977595,0.00005337927,0.000011959206,0.00003853148,0.00010084871,0.000019372332],"domain_scores_gemma":[0.999681,0.00014581351,0.000042381176,0.000042535852,0.00005429285,0.000033866934],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00046154426,0.0005449218,0.0006259439,0.00080885744,0.0003128412,0.0019347112,0.0003522312,0.0010165825,0.008173973],"category_scores_gemma":[0.0018901043,0.00026077154,0.0003962961,0.0010876609,0.0012657407,0.0019223337,0.0008700283,0.0014443755,0.0012322647],"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":[0.000008705608,0.000015934798,0.000102897364,0.000052044696,0.000008781596,0.000048656013,0.00004607379,0.0030354713,0.00041990113,0.9557217,0.009583899,0.030955974],"study_design_scores_gemma":[0.0000059511895,0.000012704978,0.0002586498,0.000023873143,0.0000066542443,0.00009030516,0.000014539404,0.010394983,0.00016185705,0.96050555,0.028518062,0.0000068035074],"about_ca_topic_score_codex":0.0005818409,"about_ca_topic_score_gemma":0.0004585987,"teacher_disagreement_score":0.008173973,"about_ca_system_score_codex":0.0007206774,"about_ca_system_score_gemma":0.00042951485,"threshold_uncertainty_score":0.027344644},"labels":[],"label_agreement":null},{"id":"W2559256981","doi":"10.5539/jmr.v8n6p139","title":"The Risk Averse Investor's Equilibrium Equity Premium in a Semi Martingale Market with Arbitrary Jumps","year":2016,"lang":"en","type":"article","venue":"Journal of Mathematics Research","topic":"Stochastic processes and financial applications","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":"Martingale (probability theory); Risk premium; Economics; Equity premium puzzle; Econometrics; Equity (law); Mathematics; Financial economics; Applied mathematics","score_opus":0.08563233234768065,"score_gpt":0.3208908430011292,"score_spread":0.23525851065344855,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2559256981","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7850972,0.0006604176,0.19397059,0.0025130652,0.00009142703,0.000049214806,0.000093764014,0.00014083782,0.01738349],"genre_scores_gemma":[0.9900676,0.0002660963,0.004463716,0.00009938258,0.000065304666,0.000020543264,0.000024255334,0.000016829097,0.0049762474],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99956554,0.00012076473,0.000017638125,0.000088793626,0.00008871329,0.00011851287],"domain_scores_gemma":[0.9985006,0.0007093073,0.0002991677,0.000075232456,0.0001555394,0.00026019174],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017335684,0.00046919516,0.0008394043,0.0005730063,0.00048993836,0.0019727948,0.0008207396,0.0020123455,0.0033015623],"category_scores_gemma":[0.004689829,0.0003205824,0.00067357655,0.00025489996,0.0019537227,0.0033425223,0.0010151115,0.0014466267,0.0001981759],"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":[0.00009953437,0.00012362882,0.0026269031,0.00008251028,0.000056026118,0.0007345177,0.0001817675,0.042063627,0.012171876,0.9370146,0.00068594737,0.004159039],"study_design_scores_gemma":[0.000098592944,0.00021464925,0.0034515853,0.00004098224,0.000063103456,0.000459683,0.00019187409,0.5708306,0.0037447975,0.41982445,0.0010151858,0.00006446311],"about_ca_topic_score_codex":0.001653033,"about_ca_topic_score_gemma":0.0009335152,"teacher_disagreement_score":0.0033015623,"about_ca_system_score_codex":0.0010553286,"about_ca_system_score_gemma":0.0011673444,"threshold_uncertainty_score":0.0110448},"labels":[],"label_agreement":null},{"id":"W2559584224","doi":"10.1111/mafi.12201","title":"Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio","year":2018,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","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":false,"ca_institutions":"University of Toronto","funders":"Austrian Science Fund; Eidgenössische Technische Hochschule Zürich; Vienna Science and Technology Fund","keywords":"Portfolio; Post-modern portfolio theory; Portfolio optimization; Mathematical economics; Modern portfolio theory; Replicating portfolio; Market portfolio; Economics; Stock market; Portfolio insurance; Econometrics; Stochastic process; Universality (dynamical systems); Mathematics; Financial economics; Statistics; Physics","score_opus":0.012293597530703996,"score_gpt":0.21908382419616104,"score_spread":0.20679022666545704,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2559584224","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.29467893,0.015621736,0.56830686,0.009527959,0.00039393792,0.00006510836,0.00035005235,0.00035017522,0.11070518],"genre_scores_gemma":[0.9759193,0.0025038067,0.015348365,0.00025774993,0.00036372457,0.000045423338,0.00009273928,0.000046428202,0.0054225954],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993374,0.00019310457,0.000026154157,0.00012271233,0.0002142003,0.000106364176],"domain_scores_gemma":[0.9975508,0.0014062801,0.00036307497,0.00022458636,0.00025411762,0.00020114517],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021533414,0.0005834834,0.0007979992,0.0016985647,0.0006336983,0.0017400715,0.000727524,0.0013326223,0.0021948582],"category_scores_gemma":[0.008883632,0.00023540793,0.00079915783,0.0012585699,0.0024446435,0.0028640386,0.0013284385,0.0011299584,0.00018600376],"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":[0.000015444843,0.000010662598,0.00049735064,0.000034363467,0.00001810696,0.00007044904,0.00005292687,0.023808101,0.0003640128,0.96456945,0.0013536672,0.009205271],"study_design_scores_gemma":[0.0000072860444,0.000018383651,0.00043596613,0.000027730119,0.000009533429,0.00008488572,0.000012235785,0.07039535,0.00026796962,0.9262171,0.002512364,0.000011250782],"about_ca_topic_score_codex":0.0016746265,"about_ca_topic_score_gemma":0.0005874598,"teacher_disagreement_score":0.0021948582,"about_ca_system_score_codex":0.0021377453,"about_ca_system_score_gemma":0.0006885119,"threshold_uncertainty_score":0.015510559},"labels":[],"label_agreement":null},{"id":"W2561207198","doi":"10.48550/arxiv.1612.05875","title":"Unique strong solutions of Levy processes driven stochastic differential equations with discontinuous coefficients","year":2016,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Southern University of Science and Technology; Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China; Fundo para o Desenvolvimento das Ciências e da Tecnologia; National Science Foundation","keywords":"Uniqueness; Stochastic differential equation; Lévy process; Mathematics; Jump; Brownian motion; Geometric Brownian motion; Jump process; Differential equation; Mathematical analysis; Differential (mechanical device); Applied mathematics; Diffusion process; Economics; Physics; Statistics","score_opus":0.07694542538431157,"score_gpt":0.18412584225123574,"score_spread":0.10718041686692417,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2561207198","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.31586468,0.0010991173,0.6708172,0.0016859835,0.0002565168,0.00008291024,0.00012643292,0.00010617133,0.0099610835],"genre_scores_gemma":[0.9454886,0.0008823757,0.04289439,0.0002116244,0.00014535012,0.00017417528,0.000090894646,0.000045405453,0.010067192],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99958915,0.00014579762,0.000025905947,0.00007650049,0.00009933048,0.00006338353],"domain_scores_gemma":[0.99812955,0.0008828434,0.00038547302,0.00006884574,0.00031892594,0.00021435008],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013154666,0.00093989953,0.00074459746,0.0011261377,0.0005509313,0.0014969064,0.0010672061,0.0017443623,0.0018831822],"category_scores_gemma":[0.00597271,0.00067994755,0.0010297396,0.00053008494,0.0022140583,0.0018404602,0.0026499007,0.0017684081,0.00022976639],"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":[0.00005098886,0.000050406645,0.0011064437,0.00014777758,0.00008997001,0.0005076315,0.00029414735,0.0689873,0.011778807,0.9097918,0.00097805,0.006216678],"study_design_scores_gemma":[0.00009710596,0.00010328086,0.000756015,0.000055758956,0.00003680191,0.00039226067,0.00018367554,0.5685763,0.002741865,0.42499518,0.0020020877,0.000059811155],"about_ca_topic_score_codex":0.0007063588,"about_ca_topic_score_gemma":0.0005793295,"teacher_disagreement_score":0.0018831822,"about_ca_system_score_codex":0.0006554046,"about_ca_system_score_gemma":0.0012418618,"threshold_uncertainty_score":0.0069568753},"labels":[],"label_agreement":null},{"id":"W2561272573","doi":"10.1137/140984154","title":"On Stochastic Stability of a Class of non-Markovian Processes and Applications in Quantization","year":2017,"lang":"en","type":"article","venue":"SIAM Journal on Control and Optimization","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Queen's University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Ergodicity; Markov process; Exponential stability; Class (philosophy); Applied mathematics; Stochastic process; Stability (learning theory); Quantization (signal processing); Control theory (sociology); Measure (data warehouse); Statistical physics; Noise (video); Control (management); Computer science; Algorithm; Statistics; Nonlinear system","score_opus":0.014329233287927986,"score_gpt":0.23254194286428287,"score_spread":0.21821270957635489,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2561272573","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10980986,0.007456367,0.8568112,0.0024560718,0.00028226365,0.00006877904,0.00012376238,0.00011868628,0.022872888],"genre_scores_gemma":[0.9661874,0.0045538396,0.024257928,0.00020449287,0.00039717474,0.00009446357,0.00009562586,0.000059332255,0.0041498207],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99914443,0.0003166942,0.000054056898,0.0001640791,0.00023760324,0.00008310717],"domain_scores_gemma":[0.99375665,0.004507083,0.0007095596,0.00019797086,0.0006298723,0.00019884239],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002222544,0.00065827504,0.0010024217,0.0011589096,0.0008139105,0.0013401321,0.00073476613,0.0011029437,0.0020921314],"category_scores_gemma":[0.008990602,0.00024879046,0.00088180025,0.0010564247,0.0031869838,0.00196934,0.0012943317,0.001536465,0.00017353587],"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":[0.000030076942,0.000027347107,0.0006045389,0.00012727517,0.000036616082,0.00015144687,0.0002522467,0.098413944,0.0030788053,0.8881852,0.0006543444,0.008438317],"study_design_scores_gemma":[0.000011166916,0.000033523906,0.00043067208,0.000039221904,0.000010851459,0.0000634766,0.000055609748,0.5059677,0.0005556827,0.49172434,0.001086159,0.000021587493],"about_ca_topic_score_codex":0.0023580012,"about_ca_topic_score_gemma":0.0010511051,"teacher_disagreement_score":0.0023580012,"about_ca_system_score_codex":0.0011484321,"about_ca_system_score_gemma":0.00091177976,"threshold_uncertainty_score":0.011754036},"labels":[],"label_agreement":null},{"id":"W2562809503","doi":"10.1515/apjri-2019-0006","title":"Dynamic Hedging Strategies Based on Changing Pricing Parameters for Compound Ratchets","year":2019,"lang":"en","type":"article","venue":"Asia-Pacific Journal of Risk and Insurance","topic":"Stochastic processes and financial applications","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":"Issuer; Equity (law); Product (mathematics); Business; Order (exchange); Equity capital; Microeconomics; Computer science; Economics; Initial public offering; Finance; Mathematics","score_opus":0.011858758347607532,"score_gpt":0.21882463380428815,"score_spread":0.20696587545668063,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2562809503","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7086859,0.00023428048,0.28700197,0.00016233709,0.00005012822,0.00007920571,0.000048963735,0.00015836256,0.0035788692],"genre_scores_gemma":[0.9925922,0.00003647171,0.006603046,0.000009807402,0.0000048275824,0.000012008068,0.000010681041,0.000006358549,0.00072468666],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99966097,0.000119482494,0.000019683399,0.0000760319,0.000063071864,0.000060851515],"domain_scores_gemma":[0.99707735,0.0015940293,0.000594157,0.0003051341,0.00024191075,0.00018746937],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018636795,0.00047745588,0.000601393,0.00047775573,0.0002502724,0.0010333325,0.0006954826,0.00077258673,0.0022107016],"category_scores_gemma":[0.006074435,0.00024499334,0.0004620302,0.0002743257,0.00093485875,0.0012168904,0.0005917227,0.0008041905,0.00016368556],"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":[0.0005388585,0.00026491695,0.0073835775,0.00007643489,0.000089561414,0.0004929032,0.00017996381,0.8277046,0.02277076,0.09881468,0.00082256744,0.040861152],"study_design_scores_gemma":[0.000012216623,0.00010961793,0.00059737416,0.000004283145,0.000012386898,0.000059454836,0.000019409666,0.98985773,0.0011082618,0.008009875,0.00019596955,0.000013432469],"about_ca_topic_score_codex":0.00083381217,"about_ca_topic_score_gemma":0.0005564131,"teacher_disagreement_score":0.0022107016,"about_ca_system_score_codex":0.00050998735,"about_ca_system_score_gemma":0.0003211569,"threshold_uncertainty_score":0.009856164},"labels":[],"label_agreement":null},{"id":"W2564162096","doi":"10.5539/ijsp.v6n1p59","title":"First-passage Time Estimation of Diffusion Processes through Time-Varying Boundaries with an Application in Finance","year":2016,"lang":"en","type":"article","venue":"International Journal of Statistics and Probability","topic":"Stochastic processes and financial applications","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":true,"route_about_ca":false,"ca_institutions":"Université du Québec à Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"First-hitting-time model; Stochastic differential equation; Mathematics; Local time; Applied mathematics; Brownian motion; Homogeneous; Diffusion; Diffusion process; Monte Carlo method; Path (computing); Mathematical optimization; Mathematical analysis; Computer science; Statistics; Physics","score_opus":0.013430717029163408,"score_gpt":0.23991799550822576,"score_spread":0.22648727847906236,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2564162096","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.01579944,0.00024268335,0.98326474,0.00013109186,0.000018226783,0.000017901182,0.000017873139,0.000092535265,0.0004155207],"genre_scores_gemma":[0.5924851,0.0009355624,0.40155643,0.00013572467,0.00009765286,0.00016478506,0.00022192107,0.00013350199,0.0042693084],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99928755,0.00031188104,0.000028959645,0.00016553896,0.00014471442,0.0000613492],"domain_scores_gemma":[0.9895461,0.008716001,0.00062623236,0.0003865633,0.00043891766,0.00028610395],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0038690434,0.00069942017,0.0015380145,0.0014844673,0.000802368,0.0014440687,0.0018302151,0.0020889144,0.0018262471],"category_scores_gemma":[0.01725153,0.0006720248,0.0013132497,0.0009467283,0.0018496396,0.003144254,0.0015245577,0.0025056025,0.000297112],"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":[0.00002819171,0.000028544217,0.0011829614,0.000047377715,0.00003881891,0.00010535875,0.00007131119,0.8954167,0.0010007033,0.09166993,0.000196849,0.010213347],"study_design_scores_gemma":[0.000003171963,0.000008173251,0.00009430947,0.000005203713,0.00000313205,0.000019410347,0.0000044797634,0.9840193,0.0002356569,0.015446228,0.00015415339,0.000006738467],"about_ca_topic_score_codex":0.006146344,"about_ca_topic_score_gemma":0.002773436,"teacher_disagreement_score":0.006146344,"about_ca_system_score_codex":0.0015041255,"about_ca_system_score_gemma":0.001361079,"threshold_uncertainty_score":0.020461679},"labels":[],"label_agreement":null},{"id":"W2565074320","doi":"10.7151/dmdico.1186","title":"A general class of McKean-Vlasov stochastic evolution equations driven by Brownian motion and L\\`evy process and controlled by L\\`evy measure","year":2016,"lang":"en","type":"article","venue":"Discussiones Mathematicae Differential Inclusions Control and Optimization","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Brownian motion; Measure (data warehouse); Class (philosophy); Stochastic process; Motion (physics); Process (computing); Mathematics; Statistical physics; Mathematical analysis; Classical mechanics; Applied mathematics; Physics; Computer science; Statistics; Artificial intelligence","score_opus":0.008552711375443682,"score_gpt":0.21109221561438177,"score_spread":0.20253950423893807,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2565074320","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.46746922,0.0033869515,0.49871266,0.002686216,0.00036360032,0.0001505871,0.00031085676,0.000106638436,0.0268133],"genre_scores_gemma":[0.9673951,0.001160019,0.021196624,0.00024437835,0.00028715964,0.00013576288,0.00016536521,0.000024814732,0.009390793],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995803,0.000090029025,0.000022739427,0.0001442882,0.00007870404,0.000083948464],"domain_scores_gemma":[0.99954396,0.00013470228,0.00013911743,0.00003144538,0.000052636904,0.00009797977],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007576199,0.0008642998,0.00088516413,0.0007946255,0.0006170477,0.0018042652,0.0007956666,0.0015838185,0.0018744816],"category_scores_gemma":[0.0014485795,0.00028542674,0.0012249249,0.00038211592,0.0017319632,0.0021836034,0.0013482294,0.0013331091,0.00010143629],"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":[0.000043796408,0.00008147556,0.0023232852,0.00015615995,0.00010516287,0.00059417734,0.00016602829,0.057926252,0.008183484,0.9233292,0.0010245983,0.0060664257],"study_design_scores_gemma":[0.00008812158,0.00013174945,0.002607628,0.00003768689,0.000050863207,0.0006603399,0.00018792816,0.5484802,0.0017788586,0.44030657,0.0056192116,0.000050838764],"about_ca_topic_score_codex":0.0015718171,"about_ca_topic_score_gemma":0.0007524603,"teacher_disagreement_score":0.0018744816,"about_ca_system_score_codex":0.0008898523,"about_ca_system_score_gemma":0.00085434807,"threshold_uncertainty_score":0.006456375},"labels":[],"label_agreement":null},{"id":"W2565687861","doi":"10.1080/03610926.2015.1100740","title":"An FFT approach for option pricing under a regime-switching stochastic interest rate model","year":2016,"lang":"en","type":"article","venue":"Communication in Statistics- Theory and Methods","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Rendleman–Bartter model; Stochastic volatility; Markov chain; Interest rate; Logarithm; Econometrics; Fast Fourier transform; Valuation of options; Volatility (finance); Short-rate model; Markov process; Mathematics; Applied mathematics; Computer science; Mathematical optimization; Economics; Algorithm; Statistics; Finance","score_opus":0.1065876455163307,"score_gpt":0.3766223705753187,"score_spread":0.270034725058988,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2565687861","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.019780912,0.00039871517,0.9758631,0.00024277912,0.000061116414,0.000016563621,0.000040709743,0.0000746634,0.003521348],"genre_scores_gemma":[0.84115815,0.0017311905,0.14665423,0.00019068948,0.0003509986,0.00015012891,0.00017605141,0.00011917927,0.009469465],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996038,0.0001912308,0.000020326392,0.000044277174,0.000104812716,0.000035437584],"domain_scores_gemma":[0.99906796,0.00066204066,0.00008748847,0.00005552266,0.0000850585,0.000041914864],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011600102,0.0006123897,0.00093147624,0.00067284994,0.00038144918,0.0009221833,0.00095773366,0.0012403405,0.0032224937],"category_scores_gemma":[0.0039656404,0.000303633,0.0010764479,0.0006719288,0.00080979406,0.0020482976,0.0006816166,0.0013539786,0.00034605214],"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":[0.000032539574,0.000049351613,0.00066933176,0.00006534374,0.0000520221,0.00030220216,0.000078096804,0.5816285,0.002595275,0.40016466,0.0005573511,0.013805325],"study_design_scores_gemma":[0.0000019431532,0.0000035040896,0.00004165154,0.0000018951196,0.0000020608284,0.000014120741,0.0000023367816,0.97688067,0.000046952122,0.02286498,0.00013674283,0.0000030971503],"about_ca_topic_score_codex":0.003651319,"about_ca_topic_score_gemma":0.0015987022,"teacher_disagreement_score":0.003651319,"about_ca_system_score_codex":0.00067419856,"about_ca_system_score_gemma":0.00076173875,"threshold_uncertainty_score":0.0107803345},"labels":[],"label_agreement":null},{"id":"W2566550076","doi":"10.6291/aiapm.2006.02.09","title":"Multinomial Approximating Models for Options","year":2006,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Northern British Columbia","funders":"","keywords":"Multinomial distribution; Bounding overwatch; Mathematical optimization; Computation; Approximations of π; Computer science; Applied mathematics; Mathematics; Econometrics; Algorithm; Artificial intelligence","score_opus":0.04106786660700835,"score_gpt":0.22561426634810897,"score_spread":0.18454639974110063,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2566550076","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07829694,0.0010393681,0.90989166,0.00203261,0.00015946188,0.00008303893,0.00025617948,0.00023367735,0.008006983],"genre_scores_gemma":[0.86427915,0.0011268567,0.11044599,0.0004342539,0.0001784552,0.00035517022,0.00043027312,0.00014930268,0.022600558],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9969567,0.001831093,0.00011405554,0.00036777256,0.0004606314,0.00026970013],"domain_scores_gemma":[0.9856625,0.010614397,0.0012295115,0.0009861112,0.0009624921,0.0005450498],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0066538495,0.0008103035,0.0020859584,0.001401439,0.0010633791,0.0024738396,0.0041349223,0.002773995,0.010093836],"category_scores_gemma":[0.03469463,0.00079608714,0.0013414143,0.0018319383,0.0030313535,0.004918693,0.0024884583,0.004018453,0.0010462756],"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":[0.000055214885,0.000032991138,0.0010372741,0.00005321482,0.000021068909,0.00011057884,0.00021291024,0.30826452,0.0002147881,0.682375,0.001227906,0.006394536],"study_design_scores_gemma":[0.000011634997,0.000007525485,0.0001201657,0.000016581324,0.0000048357138,0.000034359302,0.000027212658,0.84220105,0.00005691176,0.15693092,0.00057930895,0.000009472998],"about_ca_topic_score_codex":0.008147142,"about_ca_topic_score_gemma":0.0068024495,"teacher_disagreement_score":0.010093836,"about_ca_system_score_codex":0.0029513568,"about_ca_system_score_gemma":0.00083120813,"threshold_uncertainty_score":0.03518933},"labels":[],"label_agreement":null},{"id":"W2568282999","doi":"10.1007/s00780-003-0109-0","title":"On the Malliavin approach to Monte Carlo approximation of conditional expectations","year":2004,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":83,"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":"Mathematics; Mathematical finance; Applied mathematics; Sobolev space; Uniqueness; Conditional expectation; Exponential function; Separable space; Conditional variance; Variance reduction; Exponential family; Function (biology); Mathematical optimization; Monte Carlo method; Mathematical analysis; Statistics; Econometrics; Finance","score_opus":0.02721867444638676,"score_gpt":0.21496258802502066,"score_spread":0.1877439135786339,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2568282999","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.003706205,0.0008548234,0.990914,0.00075979583,0.00014001831,0.000020904421,0.00004081848,0.00012386718,0.0034396183],"genre_scores_gemma":[0.43894625,0.0050648637,0.53172094,0.0015842877,0.0015249072,0.00044904207,0.00052818353,0.0008347563,0.019346729],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9971169,0.0017317437,0.00014996642,0.00024091102,0.000577624,0.00018285784],"domain_scores_gemma":[0.97551167,0.020805212,0.0007696708,0.0011311356,0.0013050213,0.00047726688],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008144527,0.0013860468,0.002634959,0.0024164142,0.0012158608,0.0032818846,0.0042497334,0.0036516103,0.004786575],"category_scores_gemma":[0.045003008,0.0017253681,0.0020507504,0.0025119295,0.0059903697,0.0057266266,0.0038086276,0.0064836843,0.0007866308],"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":[0.00003513238,0.000027000171,0.00036527033,0.000058721194,0.000049836985,0.000061212035,0.000117235424,0.17592916,0.00019191774,0.8159851,0.0010542372,0.006125204],"study_design_scores_gemma":[0.000009304475,0.0000053084104,0.00006000409,0.000016681613,0.000007756369,0.0000135879745,0.000009267926,0.64610326,0.000057171135,0.35292578,0.0007760632,0.000015828395],"about_ca_topic_score_codex":0.017137166,"about_ca_topic_score_gemma":0.012462111,"teacher_disagreement_score":0.017137166,"about_ca_system_score_codex":0.0033038978,"about_ca_system_score_gemma":0.0027863162,"threshold_uncertainty_score":0.04307288},"labels":[],"label_agreement":null},{"id":"W2569429662","doi":"10.1007/s11147-016-9127-x","title":"Implied volatility and skewness surface","year":2017,"lang":"en","type":"article","venue":"Review of Derivatives Research","topic":"Stochastic processes and financial applications","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":"Bank of Canada","funders":"","keywords":"Skewness; Econometrics; Volatility (finance); Implied volatility; Forward volatility; Economics; Mathematics","score_opus":0.17379389639648474,"score_gpt":0.4071753408062602,"score_spread":0.23338144440977548,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2569429662","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.030159907,0.78167945,0.13929988,0.00699237,0.0016290842,0.000021158656,0.00043288915,0.00019171326,0.039593574],"genre_scores_gemma":[0.38599306,0.575176,0.017055957,0.0010495409,0.006080015,0.000033256038,0.00064709265,0.00010923625,0.013855898],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995523,0.00010965198,0.00004338398,0.000099796525,0.00016919908,0.000025631774],"domain_scores_gemma":[0.9990584,0.00050171954,0.00011275913,0.00008454157,0.00020893612,0.000033595843],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009007105,0.00049773126,0.00094025244,0.0015151196,0.00021608062,0.0026056985,0.0005161788,0.0010437906,0.0026535895],"category_scores_gemma":[0.004365007,0.00029963691,0.0004370181,0.0020460228,0.0014605791,0.0027793068,0.0006829339,0.0017551007,0.0006105463],"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":[0.000050660816,0.000030362175,0.001479469,0.0010530635,0.000090100526,0.00015985717,0.00009475678,0.017067129,0.0036306395,0.69078535,0.0125805065,0.2729781],"study_design_scores_gemma":[0.000013114088,0.00003808192,0.0037606263,0.0004946721,0.00007116749,0.000621669,0.0000696054,0.026494825,0.0013963924,0.847015,0.11996589,0.000059002563],"about_ca_topic_score_codex":0.0005107669,"about_ca_topic_score_gemma":0.00030037542,"teacher_disagreement_score":0.0026535895,"about_ca_system_score_codex":0.00055738736,"about_ca_system_score_gemma":0.0006665032,"threshold_uncertainty_score":0.008877158},"labels":[],"label_agreement":null},{"id":"W2571136727","doi":"10.1109/cdc.2016.7799341","title":"Linear-quadratic mean field teams with a major agent","year":2016,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":false,"ca_institutions":"Carleton University","funders":"","keywords":"Mathematical optimization; Uniqueness; Optimal control; Population; Mathematics; Field (mathematics); Mean field theory; Quadratic equation; Stochastic differential equation; Computer science; Applied mathematics; Mathematical analysis; Pure mathematics","score_opus":0.017677354005562203,"score_gpt":0.21405986746156005,"score_spread":0.19638251345599786,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2571136727","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09603268,0.00016770102,0.8957568,0.0010720256,0.0000741107,0.000069229136,0.00004647248,0.00007304666,0.0067080343],"genre_scores_gemma":[0.9417948,0.00012015606,0.049133386,0.0001822029,0.00009259237,0.00019394714,0.00005733624,0.000023358474,0.008402137],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982963,0.00083566224,0.00004579293,0.0004035509,0.00022832317,0.00019033247],"domain_scores_gemma":[0.9972367,0.0015411425,0.00045174998,0.00014625545,0.00027922192,0.00034486275],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030738073,0.0007928896,0.001423769,0.00039419136,0.00082706346,0.0015517361,0.0013802253,0.0018863856,0.0027233337],"category_scores_gemma":[0.005636329,0.0005139131,0.0008220828,0.00039588075,0.0019063987,0.0016090177,0.0019941763,0.001255982,0.00031921608],"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":[0.00012071488,0.00009641235,0.0009143376,0.00005926535,0.000063774096,0.00023839335,0.00014498792,0.88277346,0.0014536688,0.10517055,0.00091936573,0.00804512],"study_design_scores_gemma":[0.000029055058,0.000063216714,0.00009833615,0.0000036494698,0.000007077286,0.000019468172,0.00003520621,0.9715651,0.00012700268,0.0276798,0.00036362212,0.000008358508],"about_ca_topic_score_codex":0.0049985833,"about_ca_topic_score_gemma":0.0023124963,"teacher_disagreement_score":0.0049985833,"about_ca_system_score_codex":0.0012749328,"about_ca_system_score_gemma":0.0011190291,"threshold_uncertainty_score":0.016256034},"labels":[],"label_agreement":null},{"id":"W2571199586","doi":"10.1109/cdc.2016.7798420","title":"On the stochastic Minimum Principle for hybrid systems","year":2016,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"","keywords":"Hybrid system; State space; Stochastic control; Class (philosophy); Dimension (graph theory); Control theory (sociology); Hamiltonian system; State (computer science); Mathematics; Stochastic process; Hamiltonian (control theory); Optimal control; Continuous-time stochastic process; Maximum principle; Mathematical optimization; Applied mathematics; Computer science; Stochastic optimization; Control (management); Mathematical analysis; Pure mathematics","score_opus":0.03679359602515088,"score_gpt":0.23277095036807827,"score_spread":0.1959773543429274,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2571199586","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.017664671,0.0018818843,0.9531295,0.0014368962,0.00014082575,0.000046061054,0.00015522541,0.000077255834,0.0254677],"genre_scores_gemma":[0.8239893,0.0038731573,0.15358305,0.00072651287,0.00084488245,0.00043074207,0.0004146173,0.00025810843,0.015879698],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987274,0.0005257171,0.000054682954,0.00021091176,0.0003714588,0.00010989646],"domain_scores_gemma":[0.99790704,0.001498084,0.00014632582,0.000103308135,0.0002502565,0.00009500288],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026901762,0.0010636471,0.001256524,0.0009775087,0.0006644416,0.0015741646,0.0012266488,0.0017370608,0.0044804867],"category_scores_gemma":[0.003964584,0.0005795824,0.0014482023,0.00081518653,0.0031229432,0.002280374,0.0025523505,0.0029603648,0.0005529449],"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":[0.000015445628,0.0000122996,0.00010873376,0.000070592854,0.000027648011,0.00007304246,0.00007406362,0.05212273,0.001234927,0.9410178,0.0008457238,0.00439706],"study_design_scores_gemma":[0.000013977502,0.000035683548,0.0001411294,0.000024629711,0.0000071197746,0.000042872554,0.000021052529,0.19030626,0.00020182702,0.806746,0.002446135,0.000013312189],"about_ca_topic_score_codex":0.0013944242,"about_ca_topic_score_gemma":0.0007468541,"teacher_disagreement_score":0.0044804867,"about_ca_system_score_codex":0.0012368431,"about_ca_system_score_gemma":0.0010659249,"threshold_uncertainty_score":0.01498872},"labels":[],"label_agreement":null},{"id":"W2571411811","doi":"10.1080/10920277.2016.1245623","title":"Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach","year":2017,"lang":"en","type":"article","venue":"North American Actuarial Journal","topic":"Stochastic processes and financial applications","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":"University of Toronto","funders":"","keywords":"Liberian dollar; Variable (mathematics); Portfolio; Annuity; Metamodeling; Econometrics; Computer science; Replicating portfolio; Economics; Portfolio optimization; Mathematics; Finance; Pension; Life annuity","score_opus":0.04740031528599306,"score_gpt":0.27775619472027635,"score_spread":0.2303558794342833,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2571411811","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012357493,0.000045252913,0.9869077,0.000043428838,0.000006806123,0.000017747578,0.000033118664,0.00016383699,0.00042455638],"genre_scores_gemma":[0.54412395,0.0001638069,0.4540684,0.000084191845,0.000024692541,0.00013800687,0.00025485698,0.00008389464,0.0010581592],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996965,0.00009850679,0.00002413177,0.000060756083,0.00008524442,0.000035007473],"domain_scores_gemma":[0.9992834,0.00037461775,0.00008419054,0.000107931795,0.00011075306,0.00003914257],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010953601,0.0005612056,0.0010051745,0.0007348358,0.0003145078,0.0011152235,0.0010083561,0.00082871306,0.0019654843],"category_scores_gemma":[0.0027641698,0.00046758578,0.00096611393,0.00055400364,0.000335819,0.0012023648,0.0009741942,0.00095261727,0.0002801971],"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":[0.000027223588,0.000027300703,0.0010987687,0.000027389262,0.000023363891,0.00004412525,0.000029331359,0.95544714,0.0023992676,0.009056086,0.00018026782,0.031639803],"study_design_scores_gemma":[0.0000019832087,0.0000058746527,0.000064834734,0.0000019152603,0.0000020043217,0.0000075919465,0.0000032432208,0.99718887,0.0002863249,0.0023118884,0.00012293842,0.000002575063],"about_ca_topic_score_codex":0.002845302,"about_ca_topic_score_gemma":0.0022359523,"teacher_disagreement_score":0.002845302,"about_ca_system_score_codex":0.0005779163,"about_ca_system_score_gemma":0.00095220946,"threshold_uncertainty_score":0.006575227},"labels":[],"label_agreement":null},{"id":"W2580974691","doi":"10.7151/dmdico.1171","title":"Optimal control of general McKean-Vlasov stochastic evolution equations on Hilbert spaces and necessary conditions of optimality","year":2015,"lang":"en","type":"article","venue":"Discussiones Mathematicae Differential Inclusions Control and Optimization","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Hilbert space; Mathematics; Applied mathematics; Optimal control; Vlasov equation; Mathematical optimization; Mathematical analysis; Physics; Plasma","score_opus":0.018332943839214952,"score_gpt":0.24124265546128293,"score_spread":0.22290971162206796,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2580974691","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.23881169,0.0014714005,0.73861015,0.0026235806,0.00016421227,0.00017113179,0.00021090763,0.000102694605,0.017834345],"genre_scores_gemma":[0.9604341,0.0007085008,0.032075677,0.00019897483,0.00009830149,0.000267778,0.00012496112,0.000051340463,0.006040349],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986462,0.0004617868,0.00009568505,0.00028946536,0.0002982029,0.00020868266],"domain_scores_gemma":[0.99812084,0.0009098164,0.00034353536,0.00009249419,0.0003500031,0.00018324018],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032072573,0.0010301704,0.0014583068,0.0010183855,0.0006918761,0.002156171,0.0011114182,0.0016357524,0.002219455],"category_scores_gemma":[0.0066032517,0.00050409994,0.0011991599,0.00050048827,0.003598207,0.002777724,0.0025727456,0.0018677687,0.00013664659],"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":[0.00005808539,0.000043090127,0.00046242346,0.00012824123,0.000041252155,0.00012389671,0.00016542633,0.06633388,0.0038653843,0.9253226,0.00034960572,0.0031061636],"study_design_scores_gemma":[0.000059456128,0.00012663196,0.0005847239,0.000047998663,0.000018725908,0.000052587326,0.00013262186,0.50017935,0.002088537,0.49547276,0.0012049631,0.00003168581],"about_ca_topic_score_codex":0.0023918538,"about_ca_topic_score_gemma":0.0011841734,"teacher_disagreement_score":0.0032072573,"about_ca_system_score_codex":0.0019856158,"about_ca_system_score_gemma":0.0022631655,"threshold_uncertainty_score":0.016961753},"labels":[],"label_agreement":null},{"id":"W2582272558","doi":"10.1142/s0219024917500054","title":"OPTIMAL TRADING STRATEGIES WITH LIMIT ORDERS","year":2017,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"Simon Fraser University","funders":"","keywords":"Limit (mathematics); Trading strategy; Order book; Volatility (finance); Pairs trade; Order (exchange); Market manipulation; Position (finance); Algorithmic trading; Mathematical optimization; Computer science; Stochastic control; Optimal control; Economics; Mathematical economics; Financial economics; Mathematics; Alternative trading system; Finance","score_opus":0.01433185579787432,"score_gpt":0.235669271224928,"score_spread":0.22133741542705368,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2582272558","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18745573,0.001062672,0.78688234,0.0014171602,0.00011407,0.00012832502,0.00039001575,0.00022877978,0.022320898],"genre_scores_gemma":[0.9594708,0.00052776124,0.02642074,0.000099376215,0.000054295306,0.000179019,0.0001313421,0.000029847657,0.013086786],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99920815,0.0002817964,0.000050586616,0.000167647,0.0001719708,0.000119750795],"domain_scores_gemma":[0.9982994,0.0008610704,0.00040316686,0.000096220436,0.00013335794,0.000206683],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011650193,0.0009302465,0.0013339003,0.00053113006,0.00048808553,0.0025573266,0.0017156793,0.0021795419,0.003818885],"category_scores_gemma":[0.0045043714,0.0006463822,0.00083272276,0.00051587087,0.0013755143,0.002260701,0.0011023076,0.001275107,0.00045310427],"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":[0.00011684683,0.00008776338,0.0008012405,0.00006385214,0.00003922521,0.0003388464,0.00012324641,0.8402762,0.0015474679,0.14981683,0.0007577342,0.006030693],"study_design_scores_gemma":[0.000028886438,0.00005277291,0.00012862711,0.000007253131,0.000009579722,0.00002817547,0.00001529557,0.9657609,0.000116888485,0.033292454,0.00054835645,0.000010741926],"about_ca_topic_score_codex":0.0030953577,"about_ca_topic_score_gemma":0.0017264023,"teacher_disagreement_score":0.003818885,"about_ca_system_score_codex":0.0011025775,"about_ca_system_score_gemma":0.0010706292,"threshold_uncertainty_score":0.012775481},"labels":[],"label_agreement":null},{"id":"W25823103","doi":"10.1007/978-3-0348-0097-6_3","title":"Backward Stochastic Difference Equations with Finite States","year":2011,"lang":"en","type":"book-chapter","venue":"Progress in probability","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Nonlinear system; Mathematics; Representation (politics); Finite difference; Applied mathematics; State (computer science); Mathematical analysis; Physics; Algorithm; Law","score_opus":0.05624897796514395,"score_gpt":0.23158257117896705,"score_spread":0.1753335932138231,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W25823103","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.008742906,0.0050247484,0.93848616,0.0015146266,0.00092823105,0.000032191216,0.00054995733,0.000178309,0.044542897],"genre_scores_gemma":[0.42842495,0.01580752,0.2480714,0.0011254175,0.0014984896,0.0004673057,0.002453632,0.00048888475,0.30166233],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999673,0.00008548869,0.000021366466,0.0000558426,0.00014517036,0.000019227315],"domain_scores_gemma":[0.9992279,0.00049462344,0.000055657096,0.00005573109,0.00013859704,0.000027521406],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00090706645,0.00093619584,0.0011095433,0.0005468964,0.0003711936,0.001447038,0.0011201863,0.0015099798,0.00798699],"category_scores_gemma":[0.0026531934,0.0005595955,0.0007747171,0.0010011256,0.0013195819,0.0021122661,0.0010958372,0.0026662722,0.0015575658],"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":[0.000007657289,0.000013528045,0.00009739543,0.000044468317,0.000009984006,0.00003295541,0.000050505536,0.02583949,0.00036218486,0.95756626,0.0029023949,0.013073046],"study_design_scores_gemma":[0.000020204336,0.0000118100725,0.00014031866,0.00003851245,0.000014360726,0.000058295493,0.000012973537,0.21350853,0.00045415538,0.7673959,0.018327352,0.000017608356],"about_ca_topic_score_codex":0.0030130236,"about_ca_topic_score_gemma":0.002592492,"teacher_disagreement_score":0.00798699,"about_ca_system_score_codex":0.0010727288,"about_ca_system_score_gemma":0.0011792493,"threshold_uncertainty_score":0.026719153},"labels":[],"label_agreement":null},{"id":"W258373760","doi":"10.2139/ssrn.1986855","title":"Stability of Sigma-Martingale Densities in L Log L Under an Equivalent Change of Measure","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Mathematics; Sigma; Martingale (probability theory); Measure (data warehouse); Statistics; Econometrics; Physics; Computer science; Data mining","score_opus":0.1045169844461516,"score_gpt":0.24542503673149277,"score_spread":0.14090805228534117,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W258373760","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6442855,0.00086593087,0.32487914,0.0054699928,0.0004216517,0.000117737894,0.0004619527,0.0007209003,0.022777246],"genre_scores_gemma":[0.97888523,0.00054097874,0.010544621,0.0005379434,0.00046310396,0.00012835409,0.000288511,0.000195293,0.008415969],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9974063,0.0009032844,0.00012898265,0.0005780146,0.0005342375,0.00044911986],"domain_scores_gemma":[0.9758793,0.0129628545,0.0034303004,0.0010884622,0.003563456,0.0030755978],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005018171,0.001205956,0.0017660502,0.0037940303,0.0023436663,0.005739251,0.0022137403,0.0027948285,0.006009651],"category_scores_gemma":[0.029379003,0.00069288426,0.0022663136,0.0012748471,0.0061541083,0.006335091,0.0036762028,0.0034089666,0.00063024135],"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":[0.00024690197,0.00012599821,0.0011518976,0.00006282262,0.0000516583,0.00028853794,0.00040783786,0.009445549,0.003811728,0.9794567,0.0010490348,0.0039012828],"study_design_scores_gemma":[0.00009581528,0.00017951237,0.0015101155,0.000028930908,0.000031954285,0.00026752445,0.00020750707,0.24100403,0.0015920501,0.75427234,0.0007117159,0.00009855057],"about_ca_topic_score_codex":0.003932599,"about_ca_topic_score_gemma":0.0015117307,"teacher_disagreement_score":0.006009651,"about_ca_system_score_codex":0.0035711518,"about_ca_system_score_gemma":0.0027798896,"threshold_uncertainty_score":0.026538968},"labels":[],"label_agreement":null},{"id":"W2585044456","doi":"10.1111/itor.12424","title":"Good deal indices in asset pricing: actuarial and financial implications","year":2017,"lang":"en","type":"article","venue":"International Transactions in Operational Research","topic":"Stochastic processes and financial applications","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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Arbitrage; Sequence (biology); Economics; Measure (data warehouse); Asset (computer security); Variance (accounting); Mathematical economics; Capital asset pricing model; Financial market; Actuarial science; Econometrics; Financial economics; Computer science; Finance","score_opus":0.11495078328808549,"score_gpt":0.382154623605315,"score_spread":0.2672038403172295,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2585044456","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28526056,0.0032460273,0.6947157,0.001686857,0.00020306252,0.00012286063,0.00015244243,0.00024856653,0.014363925],"genre_scores_gemma":[0.8712041,0.00051396276,0.12629908,0.00015432219,0.00011914261,0.000064084226,0.0000998825,0.00007459552,0.0014708859],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983783,0.0008135918,0.00010346678,0.00014649185,0.00048796445,0.00007025619],"domain_scores_gemma":[0.9842978,0.011413714,0.001558703,0.0011593597,0.0009557852,0.00061460165],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0064070984,0.0006609301,0.00079996046,0.0019034005,0.00038339413,0.0023615349,0.00071785663,0.0010486201,0.0018814775],"category_scores_gemma":[0.022617867,0.00029070635,0.000370504,0.0012817023,0.001982451,0.004766976,0.0017744445,0.0018407141,0.00022573853],"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":[0.00036021278,0.00016915209,0.0077740094,0.00015271886,0.00010021108,0.00022906235,0.00023651146,0.34467036,0.00557534,0.5700237,0.0018626456,0.06884607],"study_design_scores_gemma":[0.000034497138,0.00013563228,0.0017277676,0.000025155501,0.000020942995,0.00008631059,0.00005592634,0.7036001,0.0022681078,0.29049018,0.0015199056,0.000035492776],"about_ca_topic_score_codex":0.00050011656,"about_ca_topic_score_gemma":0.00028964924,"teacher_disagreement_score":0.0064070984,"about_ca_system_score_codex":0.00077391387,"about_ca_system_score_gemma":0.00035688133,"threshold_uncertainty_score":0.033884346},"labels":[],"label_agreement":null},{"id":"W2585322953","doi":"10.3233/mas-170405","title":"Correlated multivariate Poisson processes and extreme measures","year":2017,"lang":"en","type":"article","venue":"Model Assisted Statistics and Applications","topic":"Stochastic processes and financial applications","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":"IBM (Canada); University of Toronto","funders":"","keywords":"Multivariate statistics; Poisson distribution; Multivariate analysis; Statistics; Poisson regression; Multivariate analysis of variance; Mathematics; Econometrics; Medicine; Environmental health","score_opus":0.08617028140430873,"score_gpt":0.27055148657726125,"score_spread":0.18438120517295253,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2585322953","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.038233917,0.0016765764,0.9454514,0.0012389972,0.0001836015,0.00004896131,0.00020421433,0.00011935313,0.0128429765],"genre_scores_gemma":[0.84883314,0.0041952953,0.12894405,0.00091014133,0.0010282425,0.00033684145,0.00055947644,0.00013206006,0.015060747],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99721247,0.0012107531,0.00012214022,0.00051445054,0.0007457842,0.00019446624],"domain_scores_gemma":[0.99094826,0.0048828367,0.0020978642,0.00059499196,0.0010387542,0.00043728203],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032029245,0.0007881998,0.001087416,0.001854231,0.00079286087,0.0021968412,0.0012615324,0.0021123064,0.0043234457],"category_scores_gemma":[0.01636547,0.00051688484,0.0012780244,0.0024078772,0.0031980583,0.0038131007,0.0025152876,0.0033521338,0.0005573027],"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":[0.000009526176,0.000012162943,0.00078673224,0.00003401073,0.000021040287,0.00013710847,0.00010439001,0.018592618,0.00030385933,0.97573924,0.00061013014,0.003649055],"study_design_scores_gemma":[0.000009199292,0.000015222599,0.00063157175,0.000021102604,0.000009268227,0.00015522091,0.000041934094,0.0837085,0.00014631677,0.91268396,0.0025607764,0.00001692088],"about_ca_topic_score_codex":0.0012983277,"about_ca_topic_score_gemma":0.00066243944,"teacher_disagreement_score":0.0043234457,"about_ca_system_score_codex":0.0010456602,"about_ca_system_score_gemma":0.0010003486,"threshold_uncertainty_score":0.016938925},"labels":[],"label_agreement":null},{"id":"W2588142092","doi":"10.2140/memocs.2016.4.373","title":"On stochastic distributions and currents","year":2016,"lang":"en","type":"article","venue":"Mathematics and Mechanics of Complex Systems","topic":"Stochastic processes and financial applications","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":"Otto von Guericke University Magdeburg; Freie Universität Berlin; Bilkent Üniversitesi; Centre National de la Recherche Scientifique; Akademie Věd České Republiky; Université de Lyon; Universität Wien; McGill University; Universidad Rey Juan Carlos; Louisiana State University; University of Pittsburgh; Wayne State University; Vanderbilt University; Indian National Science Academy; Carnegie Mellon University; University of North Carolina at Chapel Hill; Universität zu Köln; Università degli Studi di Pavia; Universität Duisburg-Essen; University of Southern California","keywords":"Statistical physics; Physics","score_opus":0.045789170240501734,"score_gpt":0.239335463632167,"score_spread":0.1935462933916653,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2588142092","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.100564145,0.05605717,0.58365864,0.035288613,0.0065037473,0.00013101519,0.0007648855,0.0004166232,0.21661523],"genre_scores_gemma":[0.8535036,0.02310971,0.030767838,0.003981969,0.010812501,0.00022246555,0.0004823129,0.00027551822,0.076844126],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990471,0.0003631003,0.000041990883,0.0002268309,0.0002144246,0.00010650449],"domain_scores_gemma":[0.9979645,0.0011578294,0.00016106718,0.00013284326,0.00040090713,0.0001828259],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014022026,0.0007656398,0.00081036834,0.0016942661,0.0012456581,0.002319899,0.0007366556,0.001267484,0.006801718],"category_scores_gemma":[0.0058529726,0.00039442762,0.0009853167,0.0013330773,0.0035523793,0.004369971,0.0017883792,0.0025542583,0.0009589151],"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":[0.0000048562047,0.0000054980273,0.00011640151,0.00002915121,0.000006519891,0.000043579148,0.00009079367,0.0013513796,0.0001736524,0.9926373,0.0026153987,0.002925614],"study_design_scores_gemma":[0.000004481893,0.000013844873,0.00018748976,0.000030891722,0.000004651187,0.00008592712,0.000039391547,0.0059790667,0.00007338859,0.97953004,0.014042657,0.000008065176],"about_ca_topic_score_codex":0.0017864268,"about_ca_topic_score_gemma":0.0009124511,"teacher_disagreement_score":0.006801718,"about_ca_system_score_codex":0.0024101245,"about_ca_system_score_gemma":0.0009186797,"threshold_uncertainty_score":0.022754014},"labels":[],"label_agreement":null},{"id":"W2592188807","doi":"10.4236/jmf.2017.71011","title":"An Explicit Solution for a Portfolio Selection Problem with Stochastic Volatility","year":2017,"lang":"en","type":"article","venue":"Journal of Mathematical Finance","topic":"Stochastic processes and financial applications","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":"Laurentian University","funders":"","keywords":"Portfolio; Economics; Stochastic volatility; Econometrics; Volatility (finance); Risk aversion (psychology); Mean reversion; Portfolio optimization; Asset (computer security); Brownian motion; Capital asset pricing model; Financial economics; Expected utility hypothesis; Mathematics; Computer science; Statistics","score_opus":0.03576415510088465,"score_gpt":0.2696765751260504,"score_spread":0.23391242002516577,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2592188807","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.029886227,0.0007020936,0.9583465,0.0014266102,0.00011277615,0.00006172237,0.00008012668,0.000046216457,0.009337767],"genre_scores_gemma":[0.7012788,0.0014466536,0.27458525,0.00047378856,0.00027333535,0.0004195143,0.00023991519,0.000100006284,0.021182692],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99949324,0.00022589683,0.000022114164,0.00009618321,0.00009333125,0.00006914577],"domain_scores_gemma":[0.99864775,0.0010296217,0.00010432901,0.00003532585,0.00011710119,0.00006592215],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013705617,0.0008804653,0.0009041275,0.0005323752,0.00040984186,0.0014614007,0.00074627355,0.0028160105,0.0044310256],"category_scores_gemma":[0.0056257956,0.0004931457,0.0008071001,0.00053277623,0.000862487,0.0015784596,0.0014739452,0.0017785091,0.00029378093],"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":[0.00005457915,0.000100573656,0.0008443898,0.00022005153,0.00005295646,0.00029141322,0.00014065634,0.68015873,0.0020403822,0.2960667,0.0021255424,0.01790397],"study_design_scores_gemma":[0.00002210638,0.000024808052,0.00013292028,0.000019824156,0.000011305595,0.000047875354,0.000028680826,0.9505675,0.00021277457,0.047755167,0.0011672713,0.000009768895],"about_ca_topic_score_codex":0.0021463344,"about_ca_topic_score_gemma":0.0014616464,"teacher_disagreement_score":0.0044310256,"about_ca_system_score_codex":0.00074130704,"about_ca_system_score_gemma":0.0014380072,"threshold_uncertainty_score":0.0148233175},"labels":[],"label_agreement":null},{"id":"W2596270135","doi":"10.3934/dcdsb.2017100","title":"Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model","year":2017,"lang":"en","type":"article","venue":"Discrete and Continuous Dynamical Systems - B","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Jump diffusion; Jump; Diffusion; Markov process; Statistical physics; Applied mathematics; Mathematical economics; Mathematics; Computer science; Physics; Statistics; Thermodynamics; Quantum mechanics","score_opus":0.010645274027336928,"score_gpt":0.22297346225004933,"score_spread":0.2123281882227124,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2596270135","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19696666,0.0016891907,0.7709905,0.003684507,0.0001993475,0.000077211604,0.00018398865,0.00013904044,0.026069554],"genre_scores_gemma":[0.9538571,0.0009725083,0.027336268,0.00022996755,0.00016514541,0.000080227874,0.00009019179,0.000046777226,0.017221805],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992083,0.00032361652,0.000038620747,0.00015245086,0.00015337748,0.00012370005],"domain_scores_gemma":[0.9985164,0.0007977113,0.00021439284,0.0000873514,0.00015477862,0.00022948084],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021224036,0.000915458,0.0018005524,0.0008656148,0.000800872,0.002200206,0.0016936009,0.0026966867,0.003545543],"category_scores_gemma":[0.003982219,0.00049664814,0.0017786041,0.00067336246,0.002842761,0.0031084837,0.0017223016,0.0024239062,0.0003089784],"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":[0.000037211943,0.0000506316,0.0003728329,0.000048220532,0.00003453615,0.00024133203,0.00009668995,0.109241635,0.001389541,0.8859208,0.00066706585,0.0018994685],"study_design_scores_gemma":[0.000017285727,0.00002775912,0.00017164896,0.000010198462,0.00001270824,0.000059288453,0.000020092797,0.7582163,0.00016679586,0.24087813,0.00039928197,0.00002040999],"about_ca_topic_score_codex":0.0033540241,"about_ca_topic_score_gemma":0.001623981,"teacher_disagreement_score":0.003545543,"about_ca_system_score_codex":0.0016138615,"about_ca_system_score_gemma":0.0013826783,"threshold_uncertainty_score":0.011861026},"labels":[],"label_agreement":null},{"id":"W2597613201","doi":"10.1080/14697688.2017.1406131","title":"Interest rate trees: extensions and applications","year":2018,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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":"Short rate; Interest rate; Econometrics; Range (aeronautics); Short-rate model; Volatility (finance); Tree (set theory); Rendleman–Bartter model; Economics; Flexibility (engineering); Function (biology); Interest rate derivative; Arbitrage; Computer science; Mathematical economics; Mathematics; Financial economics; Yield curve; Statistics; Finance; Engineering","score_opus":0.07433689627365851,"score_gpt":0.2906531722159699,"score_spread":0.2163162759423114,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2597613201","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009818334,0.00067260844,0.9818242,0.00030813034,0.00008956506,0.000025478783,0.00014489026,0.0002872408,0.006829569],"genre_scores_gemma":[0.36933613,0.0037847247,0.6139388,0.00031198678,0.00041651793,0.00016751312,0.0006366409,0.0004418643,0.010965782],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990939,0.00037401525,0.00010426349,0.00014974303,0.0002248278,0.000053236432],"domain_scores_gemma":[0.99718755,0.00155002,0.00032922614,0.0003712414,0.00043056457,0.00013136576],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019065493,0.0006696041,0.00079881214,0.0010741237,0.00060319866,0.0015141505,0.0013640671,0.00131358,0.004612253],"category_scores_gemma":[0.008075104,0.00048567288,0.0016757724,0.0019281245,0.0009329733,0.0032890018,0.0014079638,0.0025035038,0.0017572156],"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":[0.000036436824,0.000038227474,0.00048071417,0.00006852498,0.000019285862,0.0001398631,0.00025858975,0.18779582,0.00097378646,0.756089,0.0020506694,0.052049145],"study_design_scores_gemma":[0.0000121614985,0.00002152619,0.00012365007,0.000047662576,0.000009931076,0.00016311555,0.000025835492,0.45827213,0.00033604377,0.526223,0.01473947,0.000025474399],"about_ca_topic_score_codex":0.0016872663,"about_ca_topic_score_gemma":0.0009094775,"teacher_disagreement_score":0.004612253,"about_ca_system_score_codex":0.0006965755,"about_ca_system_score_gemma":0.0004796578,"threshold_uncertainty_score":0.015429556},"labels":[],"label_agreement":null},{"id":"W2600394393","doi":"10.1145/3129130","title":"Green Simulation","year":2017,"lang":"en","type":"article","venue":"ACM Transactions on Modeling and Computer Simulation","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":43,"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":"Estimator; Stochastic simulation; Computer science; Weighting; Convergence (economics); Simulation modeling; Kriging; Mathematical optimization; Mean squared error; Applied mathematics; Mathematics; Statistics; Machine learning","score_opus":0.06756534662439492,"score_gpt":0.27382441710832073,"score_spread":0.2062590704839258,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2600394393","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0039018467,0.00020042123,0.9874922,0.000568325,0.00016820198,0.00024236937,0.00027460462,0.00060037675,0.006551723],"genre_scores_gemma":[0.2233685,0.0006117046,0.7644337,0.0012967929,0.0001930765,0.0026855276,0.0008691074,0.0005942305,0.0059473454],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.98540884,0.010413396,0.00044832967,0.0012136141,0.0021176557,0.00039818496],"domain_scores_gemma":[0.95184964,0.033048976,0.002089125,0.00929221,0.0028998998,0.0008201559],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01590125,0.0010783349,0.0014739282,0.0016978161,0.00067584676,0.0028822331,0.003061016,0.0021767002,0.011819072],"category_scores_gemma":[0.06019573,0.0006563231,0.0017404684,0.001554994,0.0022614207,0.0030488593,0.0036479947,0.0029998247,0.0017996553],"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":[0.00031437093,0.00021655217,0.0036098727,0.00035340607,0.00029194745,0.000121441924,0.0002716253,0.40359646,0.0015834173,0.50026345,0.0070453845,0.08233213],"study_design_scores_gemma":[0.00013748168,0.00018093562,0.00048505646,0.00010781309,0.000060507606,0.00006293272,0.000045243996,0.635896,0.0014889066,0.33896536,0.022525309,0.00004450154],"about_ca_topic_score_codex":0.0017882141,"about_ca_topic_score_gemma":0.0018357876,"teacher_disagreement_score":0.01590125,"about_ca_system_score_codex":0.0016965672,"about_ca_system_score_gemma":0.002961433,"threshold_uncertainty_score":0.08409488},"labels":[],"label_agreement":null},{"id":"W2602626856","doi":"10.1007/s11147-024-09203-2","title":"A two-factor structural model for valuing corporate securities","year":2024,"lang":"en","type":"article","venue":"Review of Derivatives Research","topic":"Stochastic processes and financial applications","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","keywords":"Valuation (finance); Short-rate model; Econometrics; Geometric Brownian motion; Discretization; Mathematical economics; Mathematical optimization; Mathematics; Computer science; Economics; Applied mathematics; Finance; Volatility (finance)","score_opus":0.26213411877857623,"score_gpt":0.41170134088786514,"score_spread":0.1495672221092889,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2602626856","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.061104078,0.0018674661,0.92611533,0.0026535164,0.00012416331,0.00006162636,0.0005202358,0.0002199583,0.007333699],"genre_scores_gemma":[0.892934,0.0032311436,0.07599978,0.0002409085,0.00034578124,0.00020411525,0.00082132715,0.00012566113,0.02609723],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989655,0.00052451214,0.00004764731,0.00022912798,0.00012264373,0.0001105741],"domain_scores_gemma":[0.9967632,0.0023819518,0.00032036466,0.0001552664,0.0002489075,0.00013026776],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023503497,0.0013111689,0.002284086,0.0010880827,0.00061709184,0.0031327934,0.0027169436,0.0042375973,0.0049502966],"category_scores_gemma":[0.0076693,0.0010280468,0.0018643138,0.001773915,0.0020229965,0.0046884334,0.0014650292,0.0028012693,0.0009201795],"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":[0.00007116285,0.00006948176,0.0012351752,0.000088926165,0.000089757574,0.00016106165,0.00015116062,0.5996802,0.000916541,0.38601682,0.0012401929,0.010279527],"study_design_scores_gemma":[0.00002701669,0.00002652301,0.00030811338,0.000011293691,0.00002288715,0.000030140965,0.000014777661,0.86196816,0.00006588247,0.13692328,0.0005814443,0.000020460515],"about_ca_topic_score_codex":0.009488253,"about_ca_topic_score_gemma":0.007927423,"teacher_disagreement_score":0.009488253,"about_ca_system_score_codex":0.0018114608,"about_ca_system_score_gemma":0.0015790707,"threshold_uncertainty_score":0.018866062},"labels":[],"label_agreement":null},{"id":"W2602937143","doi":"10.1007/s11203-017-9168-2","title":"Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter","year":2017,"lang":"en","type":"article","venue":"Statistical Inference for Stochastic Processes","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":120,"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":"Simons Foundation; National Science Foundation","keywords":"Mathematics; Fractional Brownian motion; Hurst exponent; Estimator; Ornstein–Uhlenbeck process; Central limit theorem; Ergodic theory; Applied mathematics; Limit (mathematics); Mathematical analysis; Brownian motion; Stochastic process; Statistics","score_opus":0.06771866653184226,"score_gpt":0.33097039206606815,"score_spread":0.2632517255342259,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2602937143","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07369923,0.00038468846,0.9250486,0.00015804062,0.00003938668,0.000018652812,0.000053855496,0.00013191799,0.00046563198],"genre_scores_gemma":[0.8960516,0.00058568415,0.100753345,0.00010268637,0.00008935468,0.0000759418,0.0004606431,0.00012875581,0.0017518655],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99850464,0.0006492143,0.00011128949,0.00038228105,0.00019023535,0.00016235792],"domain_scores_gemma":[0.9869971,0.0103939865,0.0008539702,0.00089120347,0.00059931196,0.0002643039],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0068276175,0.0010301783,0.0017219532,0.0017365228,0.0007757761,0.002229816,0.0016766343,0.0022307138,0.0012182954],"category_scores_gemma":[0.035563555,0.0008958678,0.001690643,0.0009987325,0.0017115786,0.0044618347,0.0015296239,0.00226168,0.00024406565],"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":[0.00020074456,0.00010346717,0.0052257967,0.000121989724,0.0002310514,0.00016767303,0.00020291185,0.8316091,0.0039027387,0.12623194,0.0005629688,0.03143964],"study_design_scores_gemma":[0.000005350128,0.0000071336503,0.000312014,0.0000075732346,0.0000099398885,0.000015917574,0.000010455381,0.96714246,0.00045152087,0.031914048,0.00011048124,0.0000130630215],"about_ca_topic_score_codex":0.0040926947,"about_ca_topic_score_gemma":0.0022148718,"teacher_disagreement_score":0.0068276175,"about_ca_system_score_codex":0.0010733268,"about_ca_system_score_gemma":0.001281499,"threshold_uncertainty_score":0.036108375},"labels":[],"label_agreement":null},{"id":"W2604535674","doi":"10.1017/jpr.2016.84","title":"Stochastic impulse control of exchange rates with Freidlin–Wentzell perturbations","year":2017,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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":"Mathematics; Abandonment (legal); Exchange rate; Impulse control; Impulse (physics); Large deviations theory; Impulse response; Function (biology); Econometrics; Economics; Mathematical analysis; Statistics; Finance","score_opus":0.026550448653920863,"score_gpt":0.23302930747988043,"score_spread":0.20647885882595957,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2604535674","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28250158,0.0009100466,0.68880665,0.0042742286,0.00025058977,0.00009985545,0.00016273222,0.00037958135,0.0226147],"genre_scores_gemma":[0.9851022,0.0002387987,0.008289057,0.00018013682,0.000051070943,0.000058709804,0.00002940106,0.00003674372,0.006013822],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99904305,0.0004333263,0.000034320554,0.00017255986,0.00016218633,0.00015448898],"domain_scores_gemma":[0.9951082,0.0033149538,0.00072459923,0.00019678782,0.00038154793,0.00027396582],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028332367,0.0010045461,0.0011148412,0.00080805586,0.0005067101,0.0019623206,0.0011965329,0.0025062952,0.0034121156],"category_scores_gemma":[0.014129559,0.0006237443,0.00089448015,0.00041570395,0.0032612125,0.0020494598,0.0014804566,0.0023952571,0.0002643288],"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":[0.00014390743,0.00004635924,0.0011389015,0.00006476081,0.000057360896,0.00027723925,0.00012761778,0.55638635,0.0026944086,0.4345558,0.0010104552,0.0034968057],"study_design_scores_gemma":[0.000029273977,0.00003331875,0.00036602825,0.000013865737,0.000010120945,0.000026188573,0.000027041851,0.93712133,0.00036148314,0.0616261,0.00035831347,0.000026902282],"about_ca_topic_score_codex":0.0075711906,"about_ca_topic_score_gemma":0.0026730557,"teacher_disagreement_score":0.0075711906,"about_ca_system_score_codex":0.0024755604,"about_ca_system_score_gemma":0.0010747659,"threshold_uncertainty_score":0.017961502},"labels":[],"label_agreement":null},{"id":"W2609317542","doi":"10.2139/ssrn.2403067","title":"Modeling the Short Rate: The Real and Risk-Neutral Worlds","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Econometrics; Computer science; Economics","score_opus":0.013424836544540257,"score_gpt":0.21508162678505047,"score_spread":0.2016567902405102,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2609317542","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2845377,0.008811795,0.6637606,0.0145285,0.0006948777,0.000046738045,0.00037664332,0.00017768404,0.027065434],"genre_scores_gemma":[0.97629035,0.0040878416,0.011251894,0.00020249875,0.0006195232,0.000031387663,0.000095689764,0.000051409996,0.0073694987],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99928683,0.00040966566,0.000034449127,0.000107221706,0.00010824656,0.000053573516],"domain_scores_gemma":[0.99701536,0.0019407796,0.00045453786,0.0001311278,0.00015377381,0.00030448753],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022539138,0.000939566,0.0008703749,0.0006534517,0.0003274819,0.0034111254,0.0015049808,0.0027768062,0.002423196],"category_scores_gemma":[0.0105013875,0.00046098037,0.00066781515,0.00058209803,0.0015508499,0.005339871,0.0011303509,0.0019312965,0.00026800125],"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":[0.00008987542,0.000065290675,0.0016529226,0.0000842793,0.00007796948,0.00023689715,0.00023586603,0.46539667,0.00068729784,0.52159077,0.0012730124,0.008609157],"study_design_scores_gemma":[0.000020949288,0.000033133263,0.00032810288,0.00002139126,0.000026065842,0.000063470754,0.000061969724,0.6762127,0.000081781945,0.32192534,0.0012033802,0.0000217234],"about_ca_topic_score_codex":0.0025544455,"about_ca_topic_score_gemma":0.0016490262,"teacher_disagreement_score":0.0034111254,"about_ca_system_score_codex":0.00088957045,"about_ca_system_score_gemma":0.000719593,"threshold_uncertainty_score":0.011920035},"labels":[],"label_agreement":null},{"id":"W2609534460","doi":"10.1142/s0219024917500170","title":"ROBUST ASSET ALLOCATION FOR LONG-TERM TARGET-BASED INVESTING","year":2017,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"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":"Standard deviation; Econometrics; Asset allocation; Expected shortfall; Expected utility hypothesis; Geometric Brownian motion; Large deviations theory; Brownian motion; Mathematics; Expected value; Quadratic equation; Investment strategy; Mathematical optimization; Economics; Statistics; Portfolio; Diffusion process; Financial economics; Finance; Market liquidity","score_opus":0.033190712264552266,"score_gpt":0.2600029776098269,"score_spread":0.2268122653452746,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2609534460","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.29003966,0.00062089326,0.70545363,0.0003139695,0.000027540778,0.00005449773,0.00008429704,0.00028004605,0.0031253644],"genre_scores_gemma":[0.9776192,0.00011172513,0.020832732,0.000040734532,0.000012772966,0.000034236225,0.000053990174,0.000032653013,0.0012618741],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99882156,0.00052552053,0.000064397675,0.00024127962,0.00020485162,0.00014236977],"domain_scores_gemma":[0.99415046,0.0036391704,0.0010793164,0.0005725699,0.0003257636,0.00023264627],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0042136367,0.00068063353,0.0012583721,0.000547051,0.00027533897,0.0014204875,0.0013019411,0.0012617506,0.0017781716],"category_scores_gemma":[0.0152891725,0.00045674393,0.000595924,0.000457821,0.00093645544,0.0021807742,0.0010162301,0.0011607994,0.00029125006],"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":[0.00019447056,0.0000915166,0.0020462049,0.000049402286,0.00008560333,0.00012707882,0.0000745239,0.9241595,0.0029784003,0.050050464,0.00043979927,0.019703012],"study_design_scores_gemma":[0.000012786052,0.00007228045,0.0005109042,0.0000058206415,0.000009605763,0.000030040394,0.000008952114,0.9799058,0.00043750947,0.018857222,0.00013952219,0.0000095149535],"about_ca_topic_score_codex":0.0013733611,"about_ca_topic_score_gemma":0.0007363247,"teacher_disagreement_score":0.0042136367,"about_ca_system_score_codex":0.0010356782,"about_ca_system_score_gemma":0.00053349294,"threshold_uncertainty_score":0.02228409},"labels":[],"label_agreement":null},{"id":"W2610623818","doi":"10.2139/ssrn.2959808","title":"Improved Global Minimum Variance Portfolio via Tail Eigenvalues Amplification","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Portfolio; Mathematics; Variance (accounting); Eigenvalues and eigenvectors; Minimum-variance unbiased estimator; Econometrics; Statistics; Financial economics; Economics; Physics; Accounting","score_opus":0.017301326424423898,"score_gpt":0.24380957524153374,"score_spread":0.22650824881710985,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2610623818","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08871539,0.00035441644,0.8990499,0.00023532883,0.000104109335,0.000024792742,0.00003841235,0.0004744011,0.011003382],"genre_scores_gemma":[0.90025324,0.00024023239,0.08814746,0.00014069796,0.00008263487,0.000038191778,0.00006236382,0.00010770858,0.010927524],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997085,0.000095903466,0.000015457455,0.000054453223,0.000090366426,0.000035318684],"domain_scores_gemma":[0.99954575,0.00017495255,0.00005168713,0.00009612884,0.00007613342,0.000055253342],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00062239484,0.00064277585,0.0007810378,0.00045473923,0.00024070093,0.0010492571,0.00050609006,0.00081315654,0.0032849496],"category_scores_gemma":[0.0016788162,0.00026501418,0.00049446983,0.0004968392,0.00042146462,0.0011588797,0.0012275133,0.0006661012,0.0005723204],"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":[0.0007094739,0.00024446426,0.0020064863,0.00020284689,0.0002291785,0.0005448455,0.00010709063,0.42524904,0.08106476,0.27001223,0.0049123135,0.21471733],"study_design_scores_gemma":[0.000035533038,0.00010223988,0.00034607566,0.000008640375,0.000037581616,0.00016670438,0.0000080676755,0.9337884,0.004002702,0.06061383,0.0008739834,0.000016193924],"about_ca_topic_score_codex":0.00011541297,"about_ca_topic_score_gemma":0.00016187532,"teacher_disagreement_score":0.0032849496,"about_ca_system_score_codex":0.00020034671,"about_ca_system_score_gemma":0.00029814514,"threshold_uncertainty_score":0.010989308},"labels":[],"label_agreement":null},{"id":"W2611115694","doi":"10.1142/s0219024917500315","title":"ON MEAN–VARIANCE HEDGING UNDER PARTIAL OBSERVATIONS AND TERMINAL WEALTH CONSTRAINTS","year":2017,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada; Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada","keywords":"Martingale (probability theory); Terminal (telecommunication); Mathematics; Square-integrable function; Martingale representation theorem; Representation (politics); Mean squared error; Variance (accounting); Incomplete markets; Brownian motion; Constraint (computer-aided design); Mathematical optimization; Minification; Applied mathematics; Geometric Brownian motion; Computer science; Economics; Mathematical analysis; Diffusion process; Statistics","score_opus":0.02826858635684419,"score_gpt":0.26441319198334107,"score_spread":0.23614460562649686,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2611115694","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.048933394,0.0024144675,0.94416726,0.0011896911,0.000088096735,0.0000655624,0.00016291015,0.00006011991,0.0029186127],"genre_scores_gemma":[0.8401054,0.0031019787,0.14784811,0.0003768913,0.00033797754,0.00029047093,0.0005369707,0.00014492258,0.0072571733],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99829906,0.0009484716,0.00007356783,0.0003456391,0.00020264377,0.00013059619],"domain_scores_gemma":[0.99094486,0.007715498,0.0005264125,0.00022692728,0.0003553698,0.00023099512],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0055121253,0.001551646,0.002603704,0.0007297356,0.00044508136,0.0020564555,0.0015804599,0.0022930587,0.0024686756],"category_scores_gemma":[0.013930143,0.0010935492,0.001135132,0.0013103711,0.0020713068,0.0034560352,0.0016827857,0.0021856376,0.00017676468],"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":[0.00022323229,0.0001239632,0.0018975902,0.0005416783,0.00028074603,0.00071932183,0.000246247,0.673488,0.0023991244,0.28511,0.0017831975,0.033186883],"study_design_scores_gemma":[0.000038371396,0.00008911727,0.0005506039,0.00005754425,0.00004121737,0.00009322644,0.000038508904,0.8581956,0.0004968832,0.13965936,0.0007025457,0.000037125166],"about_ca_topic_score_codex":0.0022258086,"about_ca_topic_score_gemma":0.0010553584,"teacher_disagreement_score":0.0055121253,"about_ca_system_score_codex":0.0011384473,"about_ca_system_score_gemma":0.0014000282,"threshold_uncertainty_score":0.029151201},"labels":[],"label_agreement":null},{"id":"W2613233453","doi":"10.1007/s00186-017-0589-x","title":"Portfolio optimization for a large investor under partial information and price impact","year":2017,"lang":"en","type":"article","venue":"Mathematical Methods of Operations Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"Engineering and Physical Sciences Research Council; Natural Sciences and Engineering Research Council of Canada","keywords":"Utility maximization problem; Stochastic control; Portfolio; Mathematical optimization; Maximization; Complete information; Portfolio optimization; Optimal control; Computer science; Markov chain; Optimization problem; Utility maximization; Economics; Econometrics; Mathematical economics; Mathematics; Financial economics","score_opus":0.1889138845939967,"score_gpt":0.4734145068552124,"score_spread":0.28450062226121575,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2613233453","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15695076,0.001594489,0.8257114,0.0057916977,0.00023798963,0.00009188698,0.00041590608,0.00022464794,0.008981185],"genre_scores_gemma":[0.9188825,0.0015564766,0.04969357,0.00042389124,0.00063733093,0.00018665084,0.0005043785,0.00015231848,0.027962841],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986337,0.0006664662,0.0000700237,0.00022782078,0.00023686135,0.00016513336],"domain_scores_gemma":[0.98994803,0.007845051,0.0009124912,0.00030025237,0.00043512328,0.00055912987],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0048374766,0.0016627937,0.003132789,0.0012501082,0.0005534941,0.0035179718,0.0017138206,0.0041176225,0.0028943233],"category_scores_gemma":[0.020148473,0.0015095738,0.0012985169,0.0015373351,0.0020469637,0.0046812096,0.002808076,0.002430959,0.00031008266],"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":[0.00021079459,0.00012132803,0.0016155024,0.00014139937,0.00020667566,0.000556429,0.00007047004,0.84791476,0.0010368048,0.135395,0.0022591732,0.0104716215],"study_design_scores_gemma":[0.000025270972,0.00003128934,0.0002532679,0.0000052736104,0.000027080296,0.0000501104,0.000009656975,0.9635473,0.000119941,0.035754986,0.000163177,0.000012609792],"about_ca_topic_score_codex":0.002906547,"about_ca_topic_score_gemma":0.0015550044,"teacher_disagreement_score":0.0048374766,"about_ca_system_score_codex":0.0014280541,"about_ca_system_score_gemma":0.0016162243,"threshold_uncertainty_score":0.025583386},"labels":[],"label_agreement":null},{"id":"W2613385373","doi":"10.48550/arxiv.1702.00910","title":"An implicit numerical scheme for a class of backward doubly stochastic differential equations","year":2017,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Malliavin calculus; Mathematics; Stochastic differential equation; Convergence (economics); Class (philosophy); Generator (circuit theory); Applied mathematics; Representation (politics); Scheme (mathematics); Sequence (biology); Product (mathematics); Rate of convergence; Differential equation; Mathematical analysis; Stochastic partial differential equation; Computer science; Power (physics); Geometry","score_opus":0.1114426502308088,"score_gpt":0.22622694418875924,"score_spread":0.11478429395795044,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2613385373","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.027952163,0.0002741213,0.96657836,0.0003778729,0.00011937491,0.00007812672,0.0000500638,0.00006425819,0.004505747],"genre_scores_gemma":[0.55232584,0.00046734072,0.43130624,0.00023600184,0.000110966525,0.00041646135,0.00014514146,0.000079489095,0.014912564],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999616,0.00014875422,0.00002511734,0.000053334406,0.0001214787,0.000035248726],"domain_scores_gemma":[0.9992581,0.00035589634,0.00011346251,0.000077307,0.00012798632,0.00006738748],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013537593,0.000532565,0.00071264186,0.00046831896,0.00058092445,0.001034834,0.0011933709,0.0017228264,0.0019904682],"category_scores_gemma":[0.0035361585,0.00029008285,0.00072577375,0.00028833144,0.0014633163,0.0012912307,0.0021258602,0.0016484249,0.0003073871],"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":[0.00008713019,0.00008401425,0.001379293,0.00014318891,0.000029552364,0.00024433224,0.00028886748,0.44475132,0.010138805,0.52308124,0.0006117646,0.019160539],"study_design_scores_gemma":[0.000013837295,0.000017341825,0.00003601729,0.000008969432,0.0000026376522,0.000019969211,0.0000081037715,0.9811445,0.00040730104,0.017147841,0.0011876274,0.000005942601],"about_ca_topic_score_codex":0.0023068849,"about_ca_topic_score_gemma":0.0015478161,"teacher_disagreement_score":0.0023068849,"about_ca_system_score_codex":0.00086459913,"about_ca_system_score_gemma":0.0011205967,"threshold_uncertainty_score":0.007159412},"labels":[],"label_agreement":null},{"id":"W2613904765","doi":"10.5430/afr.v6n2p190","title":"Subordinated Binomial Option Pricing with Stochastic Arrival Intensity and Untraded Underlying Asset","year":2017,"lang":"en","type":"article","venue":"Accounting and Finance Research","topic":"Stochastic processes and financial applications","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":"Futures contract; Stylized fact; Econometrics; Sample (material); Economics; Constant (computer programming); Matching (statistics); Intensity (physics); Asset (computer security); Mathematics; Computer science; Statistics; Financial economics","score_opus":0.11611550178939942,"score_gpt":0.3321789778518372,"score_spread":0.21606347606243778,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2613904765","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5412824,0.00049135217,0.44895867,0.00071420416,0.00016293298,0.000118791344,0.00039880132,0.00033348086,0.007539425],"genre_scores_gemma":[0.9672998,0.00019900542,0.029106421,0.0001198095,0.00009366461,0.000046783403,0.00019703257,0.000022717844,0.0029147463],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982326,0.0006463863,0.00009651571,0.0003749249,0.00041845106,0.00023113226],"domain_scores_gemma":[0.99435717,0.0023317125,0.0012996278,0.0011623676,0.000480185,0.00036888936],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0047281315,0.0008740274,0.0019878566,0.0008180887,0.0003500476,0.002635528,0.0036318433,0.0017737867,0.003971951],"category_scores_gemma":[0.010624571,0.00062928314,0.0018003458,0.00152882,0.0011213227,0.003539623,0.001667723,0.003244057,0.00056204473],"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":[0.00038231516,0.000357576,0.013708327,0.000118766446,0.00017576915,0.0007714587,0.00031531724,0.7121718,0.00403911,0.23195209,0.0011140079,0.03489344],"study_design_scores_gemma":[0.000029967947,0.00005580694,0.0012598947,0.000004959992,0.000017745315,0.00007204681,0.0000122564925,0.97667783,0.00024687365,0.021336151,0.0002679313,0.000018404528],"about_ca_topic_score_codex":0.005242085,"about_ca_topic_score_gemma":0.002943416,"teacher_disagreement_score":0.005242085,"about_ca_system_score_codex":0.0008621752,"about_ca_system_score_gemma":0.00089212245,"threshold_uncertainty_score":0.025005102},"labels":[],"label_agreement":null},{"id":"W2614276857","doi":"10.1080/13504851.2017.1324606","title":"Option valuation with liquidity risk and jumps","year":2017,"lang":"en","type":"article","venue":"Applied Economics Letters","topic":"Stochastic processes and financial applications","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":"York University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Market liquidity; Econometrics; Valuation (finance); Economics; Hedge; Liquidity risk; Jump; Minification; Jump diffusion; Markov chain; Valuation of options; Discrete time and continuous time; Actuarial science; Mathematics; Mathematical optimization; Finance; Statistics","score_opus":0.025628972079662533,"score_gpt":0.20158652542035388,"score_spread":0.17595755334069135,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2614276857","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.112764604,0.0008332749,0.8754808,0.0010970844,0.00010989975,0.000050939674,0.0001354048,0.0001295568,0.009398513],"genre_scores_gemma":[0.96317863,0.00039124637,0.028437514,0.00007889503,0.00012060393,0.00005176056,0.000075171396,0.000019776815,0.007646418],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994006,0.00026155525,0.00003133688,0.00008303086,0.00016034057,0.00006304786],"domain_scores_gemma":[0.99909985,0.00053971785,0.00010288728,0.000089112116,0.00007820738,0.000090209156],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011827473,0.00067117036,0.0010119587,0.00050990976,0.00040280327,0.0019430233,0.0012765932,0.0025038882,0.0024087045],"category_scores_gemma":[0.0033530917,0.0003771905,0.0010812264,0.0006691438,0.001385119,0.0026752825,0.0013405809,0.001956719,0.00021198762],"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":[0.000080536294,0.000058894762,0.00069938763,0.00005741865,0.00004516936,0.00055899326,0.000111635425,0.43990377,0.004581203,0.5452281,0.00052326045,0.008151658],"study_design_scores_gemma":[0.000017673156,0.000021491094,0.00012521146,0.000004744423,0.00000813136,0.00006828774,0.000007512759,0.8866039,0.00027293488,0.11247994,0.0003781571,0.000012030845],"about_ca_topic_score_codex":0.0010940384,"about_ca_topic_score_gemma":0.0006086189,"teacher_disagreement_score":0.0025038882,"about_ca_system_score_codex":0.000712353,"about_ca_system_score_gemma":0.00067584834,"threshold_uncertainty_score":0.008057952},"labels":[],"label_agreement":null},{"id":"W2618774218","doi":"10.2139/ssrn.2952132","title":"Hedge and Speculate: Replicating Option Payoffs with Limit and Market Orders","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Hedge; Limit (mathematics); Business; Financial economics; Hedge fund; Economics; Actuarial science; Microeconomics; Finance; Mathematics","score_opus":0.01272796045298584,"score_gpt":0.21396887827909206,"score_spread":0.2012409178261062,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2618774218","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.57387227,0.00046754826,0.41858283,0.0016294483,0.00017145733,0.000072879586,0.00017628056,0.00040586098,0.0046214852],"genre_scores_gemma":[0.97862786,0.00016138828,0.017220834,0.00009480464,0.00007585861,0.00005215267,0.00009140091,0.000062263876,0.0036134527],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990828,0.00049393816,0.00005543809,0.00013903892,0.00015263188,0.000076090466],"domain_scores_gemma":[0.9784864,0.017139371,0.0013233926,0.0014895629,0.0006022693,0.0009589747],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0050822524,0.0007317275,0.0013262692,0.0008069025,0.00065474934,0.0025915697,0.0019033499,0.0037059337,0.0041670534],"category_scores_gemma":[0.047572896,0.0010568363,0.0012013923,0.000678408,0.002280134,0.005478199,0.0017954252,0.0025027392,0.000296939],"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":[0.00043033267,0.00009497804,0.0046225917,0.00007984181,0.00010836307,0.00091875944,0.0005917791,0.51331896,0.0013282397,0.46394852,0.0013848438,0.013172814],"study_design_scores_gemma":[0.00002394708,0.000024998983,0.00021248304,0.0000054902284,0.000009286047,0.000059004855,0.000021292291,0.87181014,0.00012260197,0.12759438,0.000103196806,0.000013101547],"about_ca_topic_score_codex":0.0017390837,"about_ca_topic_score_gemma":0.0010099871,"teacher_disagreement_score":0.0050822524,"about_ca_system_score_codex":0.0007296361,"about_ca_system_score_gemma":0.00069524074,"threshold_uncertainty_score":0.02687782},"labels":[],"label_agreement":null},{"id":"W2618849763","doi":"10.1108/mf-11-2016-0330","title":"Forecasting the yield curve of government bonds: a dynamic factor approach","year":2017,"lang":"en","type":"article","venue":"Managerial Finance","topic":"Stochastic processes and financial applications","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; Brock University","funders":"","keywords":"Kalman filter; Dynamic factor; Econometrics; Yield curve; Robustness (evolution); Factor analysis; Economics; Portfolio; Sample (material); Government bond; Computer science; Bond; Financial economics; Finance; Artificial intelligence","score_opus":0.049497607436738505,"score_gpt":0.22657049656316264,"score_spread":0.17707288912642413,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2618849763","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24312608,0.0011925234,0.745808,0.0009963627,0.00007549144,0.00007540913,0.00076119497,0.00041610378,0.0075488095],"genre_scores_gemma":[0.9482088,0.00096000405,0.048498675,0.000048840702,0.000045096145,0.00003337018,0.00059126766,0.000044909022,0.0015689558],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99949753,0.00013862572,0.000037374924,0.00017419111,0.00011001331,0.00004230548],"domain_scores_gemma":[0.99888843,0.00053431187,0.00018796434,0.00010488644,0.00024550478,0.00003878971],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013037508,0.00071215315,0.0005814941,0.0015256432,0.0003068211,0.0016471635,0.0008579861,0.0009764369,0.0012344122],"category_scores_gemma":[0.0076707215,0.00044662328,0.000689578,0.001762321,0.0003678097,0.0021288493,0.0006847891,0.0009826247,0.0003329044],"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":[0.000084606225,0.000050813454,0.022618428,0.000060418246,0.000103027305,0.00013029945,0.00016502071,0.8614694,0.0013529748,0.018127162,0.0013415789,0.09449621],"study_design_scores_gemma":[0.000004223951,0.000020469459,0.0031286601,0.0000150876485,0.000022680173,0.000025432197,0.000038266135,0.9874198,0.0003036305,0.008051664,0.0009533274,0.000016640728],"about_ca_topic_score_codex":0.023409242,"about_ca_topic_score_gemma":0.007834573,"teacher_disagreement_score":0.023409242,"about_ca_system_score_codex":0.001090897,"about_ca_system_score_gemma":0.00093525654,"threshold_uncertainty_score":0.046545982},"labels":[],"label_agreement":null},{"id":"W2619575618","doi":"10.1007/s10473-019-0104-y","title":"Long-Time Asymptotic of Stable Dawson-Watanabe Processes in Supercritical Regimes","year":2019,"lang":"en","type":"preprint","venue":"Acta Mathematica Scientia","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Supercritical fluid; Mathematical physics; Domain (mathematical analysis); Physics; Moment (physics); Mathematics; Zero (linguistics); Measure (data warehouse); Mathematical analysis; Thermodynamics; Classical mechanics","score_opus":0.027228039920042003,"score_gpt":0.24151740084569848,"score_spread":0.21428936092565648,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2619575618","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.76855886,0.002964747,0.17538498,0.0024413601,0.00030013654,0.00006554612,0.00025418165,0.0003975223,0.04963265],"genre_scores_gemma":[0.9890565,0.0005204756,0.0041267094,0.000111422545,0.00014752377,0.000046492365,0.0000957802,0.00004994767,0.005845124],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99969244,0.000083984785,0.000018933619,0.000055679575,0.000076468874,0.00007251232],"domain_scores_gemma":[0.9958834,0.0019073004,0.00060704444,0.00022136394,0.000694761,0.0006861582],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001289835,0.00062451104,0.0009886642,0.0022689623,0.0011576407,0.0022525545,0.0010188401,0.0012592725,0.0053439983],"category_scores_gemma":[0.011599352,0.00041167752,0.0007567414,0.0007855181,0.0023887143,0.002474588,0.0020175818,0.0018787724,0.0004826008],"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":[0.00012342761,0.000056549277,0.0017464097,0.00010861195,0.000050648505,0.00021156603,0.0003602288,0.019593386,0.004753134,0.9666775,0.0013822822,0.00493629],"study_design_scores_gemma":[0.000057096207,0.000045473993,0.0023273502,0.000058112222,0.000038492042,0.00018099166,0.00021308303,0.4068381,0.001263925,0.58724165,0.0016860805,0.0000495849],"about_ca_topic_score_codex":0.002399439,"about_ca_topic_score_gemma":0.0013857775,"teacher_disagreement_score":0.0053439983,"about_ca_system_score_codex":0.0013526388,"about_ca_system_score_gemma":0.00087712385,"threshold_uncertainty_score":0.01787746},"labels":[],"label_agreement":null},{"id":"W2619966544","doi":"10.6000/1929-7092.2017.06.19","title":"Correlations between the Market Price of Interest Rate Risk and Bond Yields","year":2017,"lang":"en","type":"article","venue":"Journal of Reviews on Global Economics","topic":"Stochastic processes and financial applications","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; Interest rate risk; Interest rate; Bond valuation; Yield curve; Market risk; Bond; Treasury; Econometrics; Bond market; Financial economics; Market price; Interest rate derivative; Market depth; Monetary economics; Microeconomics; Finance","score_opus":0.07438151577304757,"score_gpt":0.2797794495640179,"score_spread":0.20539793379097032,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2619966544","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97670025,0.0015694379,0.015971601,0.00047475068,0.000034897523,0.000030291514,0.0006376779,0.00006736869,0.00451372],"genre_scores_gemma":[0.99641174,0.0008942271,0.0011683438,0.000036570247,0.00008032593,0.000016040784,0.0008121101,0.00001843039,0.000562345],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9980718,0.00065699755,0.0002010262,0.00042584975,0.0004947223,0.00014958186],"domain_scores_gemma":[0.93962294,0.033973113,0.019706462,0.0028236227,0.0032422226,0.00063166243],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0042699026,0.00042229585,0.0006569445,0.0014989667,0.00021470341,0.0016619562,0.0005559187,0.0007316951,0.0018108237],"category_scores_gemma":[0.047190715,0.00036191492,0.00058300333,0.0021259442,0.0007715295,0.0021007264,0.0007440662,0.0015618972,0.00051577896],"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":[0.00027191947,0.0001515726,0.9236195,0.0001203894,0.00069953845,0.0006284751,0.00035294562,0.02570573,0.0020578057,0.022021808,0.001251077,0.023119152],"study_design_scores_gemma":[0.000033569995,0.00021305376,0.8890794,0.00006243962,0.00023608824,0.0006504189,0.0002609623,0.08211656,0.0026041346,0.022802185,0.0018379167,0.00010327839],"about_ca_topic_score_codex":0.002096981,"about_ca_topic_score_gemma":0.0013777274,"teacher_disagreement_score":0.0042699026,"about_ca_system_score_codex":0.00046865872,"about_ca_system_score_gemma":0.00040076041,"threshold_uncertainty_score":0.022581637},"labels":[],"label_agreement":null},{"id":"W2625583303","doi":"","title":"Improving Lattice Schemes Through Bias Reduction","year":2005,"lang":"en","type":"article","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Discretization; Mathematics; Lattice (music); Applied mathematics; Mathematical optimization; Mathematical analysis; Physics","score_opus":0.06441042438750014,"score_gpt":0.3021586630479581,"score_spread":0.23774823866045794,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2625583303","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.019812495,0.00035872197,0.9756457,0.00024755887,0.00013547085,0.000056869187,0.000046450747,0.00051144627,0.0031852904],"genre_scores_gemma":[0.2389944,0.00041282736,0.75541925,0.00028220454,0.00012766488,0.00021609555,0.00016557815,0.00046055118,0.0039214185],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980332,0.00089138205,0.00010563973,0.00013706359,0.0007203623,0.00011232644],"domain_scores_gemma":[0.99419844,0.0030833443,0.00034000524,0.0011472562,0.0010394746,0.00019138432],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043732314,0.0006239887,0.001047454,0.0011429655,0.0006132135,0.0012990785,0.001460413,0.0016004972,0.0033235284],"category_scores_gemma":[0.016902452,0.00048255248,0.00086070347,0.00088889216,0.0011266989,0.002234511,0.0029074054,0.0021793107,0.001234642],"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":[0.00039544265,0.00024217021,0.002988989,0.00023412654,0.00009399885,0.00009012993,0.00033326313,0.52802664,0.014680248,0.21942909,0.0046705757,0.22881538],"study_design_scores_gemma":[0.000029431609,0.0000280682,0.000073199924,0.00001086653,0.0000058327096,0.000015622307,0.000008546857,0.97290784,0.0012584743,0.024153668,0.001498396,0.000009986782],"about_ca_topic_score_codex":0.002038429,"about_ca_topic_score_gemma":0.0018144405,"teacher_disagreement_score":0.0043732314,"about_ca_system_score_codex":0.0008420035,"about_ca_system_score_gemma":0.0010212546,"threshold_uncertainty_score":0.023128152},"labels":[],"label_agreement":null},{"id":"W26624297","doi":"10.2139/ssrn.910969","title":"The Economic Value of Using Realized Volatility in the Index Options Market","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Wilfrid Laurier University","funders":"","keywords":"Index (typography); Volatility (finance); Economics; Financial economics; Value (mathematics); Econometrics; Statistics; Mathematics; Computer science","score_opus":0.012362418376178044,"score_gpt":0.2311043277539686,"score_spread":0.21874190937779056,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W26624297","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7010117,0.010832565,0.19523004,0.040159676,0.0019063532,0.000066647815,0.0006330207,0.00042729863,0.049732614],"genre_scores_gemma":[0.9859029,0.0014351773,0.009475083,0.00023996137,0.0008008692,0.000009512974,0.00008375502,0.00004815916,0.002004611],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9982128,0.0011131959,0.00009405014,0.00015214742,0.0003685198,0.000059293998],"domain_scores_gemma":[0.96244884,0.030175755,0.0018061245,0.0030797417,0.0017738076,0.00071572035],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006157758,0.0007313142,0.000711822,0.0013006149,0.0004785656,0.004121472,0.0012713724,0.002613893,0.0038031533],"category_scores_gemma":[0.049252048,0.00034846156,0.0005136259,0.0016175661,0.0019666154,0.010061512,0.0016189304,0.0032386035,0.00038461314],"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":[0.002756996,0.00039625636,0.022165075,0.00030055226,0.00036061183,0.00075107155,0.00019430205,0.15176557,0.0026804467,0.6847236,0.0049951915,0.12891032],"study_design_scores_gemma":[0.00014267305,0.00014371159,0.00390637,0.00007546572,0.00011260704,0.00012169769,0.00012532917,0.48035297,0.0017314008,0.5107144,0.0025010866,0.000072258306],"about_ca_topic_score_codex":0.0015118236,"about_ca_topic_score_gemma":0.001038307,"teacher_disagreement_score":0.006157758,"about_ca_system_score_codex":0.00087628816,"about_ca_system_score_gemma":0.00068277615,"threshold_uncertainty_score":0.032565713},"labels":[],"label_agreement":null},{"id":"W2694107147","doi":"10.48550/arxiv.1706.06980","title":"Higher-order derivative of intersection local time for two independent fractional Brownian motions","year":2017,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Intersection (aeronautics); Fractional Brownian motion; Mathematics; Order (exchange); Brownian motion; Derivative (finance); Local time; Exponential function; Fractional calculus; Hurst exponent; Pure mathematics; Combinatorics; Mathematical analysis; Mathematical physics; Statistics","score_opus":0.07581978908792836,"score_gpt":0.20864743264208876,"score_spread":0.1328276435541604,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2694107147","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.56893677,0.0012773849,0.40679935,0.0010723955,0.00009942825,0.0000674384,0.00013670643,0.00023057323,0.021379994],"genre_scores_gemma":[0.975519,0.00029304816,0.018898446,0.00011969073,0.000081229846,0.00004609554,0.00010149152,0.000076521166,0.004864327],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990472,0.00018991949,0.00004848897,0.00021819214,0.00027068277,0.00022552811],"domain_scores_gemma":[0.99388736,0.0025966666,0.0011243642,0.00031831485,0.0006881899,0.0013851884],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024934995,0.000776821,0.0009815188,0.0025105223,0.0012927244,0.0023096576,0.0014798816,0.0012053875,0.0045398017],"category_scores_gemma":[0.011043627,0.0004847086,0.0013907162,0.00085542817,0.0037040876,0.004932377,0.0022084024,0.0035068782,0.00030610006],"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":[0.00010343792,0.000052675365,0.0032459935,0.00007833628,0.000037527527,0.000622179,0.00054174446,0.012769676,0.006410616,0.97197276,0.00041001223,0.003754958],"study_design_scores_gemma":[0.00005547417,0.00014476555,0.009528463,0.00005955473,0.00006958823,0.001005396,0.00043078544,0.38145655,0.006400213,0.59730273,0.0033809773,0.00016552088],"about_ca_topic_score_codex":0.00210422,"about_ca_topic_score_gemma":0.0015296995,"teacher_disagreement_score":0.0045398017,"about_ca_system_score_codex":0.0025191107,"about_ca_system_score_gemma":0.00095653813,"threshold_uncertainty_score":0.018277526},"labels":[],"label_agreement":null},{"id":"W2730790764","doi":"10.1142/s0219493718500296","title":"A comparison theorem for stochastic equations of optional semimartingales","year":2017,"lang":"en","type":"article","venue":"Stochastics and Dynamics","topic":"Stochastic processes and financial applications","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; Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Class (philosophy); Applied mathematics; Semimartingale; Mathematical finance; Simple (philosophy); Finance; Computer science","score_opus":0.04894285154984015,"score_gpt":0.29792300837918323,"score_spread":0.24898015682934307,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2730790764","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07151262,0.00249757,0.8973662,0.0017734795,0.00044902248,0.00011348866,0.00033874268,0.00016486712,0.025783993],"genre_scores_gemma":[0.7890918,0.002823528,0.18049003,0.0010205082,0.0009753701,0.00045859258,0.0006403354,0.00030312824,0.024196673],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9976332,0.0010333185,0.0001353071,0.0003942937,0.0005857289,0.00021808727],"domain_scores_gemma":[0.9908632,0.0061252853,0.00082362996,0.00028972604,0.0012827875,0.0006153514],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009375989,0.0010284691,0.0010854173,0.0024243745,0.0008192889,0.0020902676,0.0017282795,0.0016533328,0.0075962082],"category_scores_gemma":[0.01691922,0.00034484317,0.0020230138,0.001340678,0.0022679286,0.0064495998,0.0027486507,0.003504489,0.0004981528],"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":[0.000027456204,0.000014063756,0.00023884104,0.00006813087,0.00002940075,0.000049807877,0.00006809956,0.00471118,0.0011096875,0.9892982,0.00045411766,0.003930974],"study_design_scores_gemma":[0.00003553825,0.00011578382,0.0007136681,0.000060834078,0.000030995154,0.00014254996,0.000051069233,0.15757972,0.00097304035,0.836188,0.0040768385,0.00003199161],"about_ca_topic_score_codex":0.001029063,"about_ca_topic_score_gemma":0.000572021,"teacher_disagreement_score":0.009375989,"about_ca_system_score_codex":0.002097668,"about_ca_system_score_gemma":0.0017459157,"threshold_uncertainty_score":0.04958558},"labels":[],"label_agreement":null},{"id":"W2731702480","doi":"10.1017/asb.2018.7","title":"LOCAL HEDGING OF VARIABLE ANNUITIES IN THE PRESENCE OF BASIS RISK","year":2018,"lang":"en","type":"article","venue":"Astin Bulletin","topic":"Stochastic processes and financial applications","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":"Concordia University; Actua; Université Laval","funders":"","keywords":"CVAR; Diversification (marketing strategy); Hedge; Econometrics; Expected shortfall; Economics; Basis risk; Value at risk; Actuarial science; Market neutral; Model risk; Profitability index; Equity (law); Economic capital; Variable (mathematics); Risk management; Portfolio; Business; Financial economics; Microeconomics; Mathematics; Finance; Capital asset pricing model","score_opus":0.01581951600592603,"score_gpt":0.20549879528975792,"score_spread":0.18967927928383188,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2731702480","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03749582,0.00013076156,0.9612228,0.000050792863,0.000011075845,0.0000096091235,0.0000147088795,0.000066892535,0.0009975155],"genre_scores_gemma":[0.91425335,0.0001527469,0.08215212,0.00003760721,0.000026740492,0.000028156132,0.000038984555,0.00005302976,0.0032573733],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997626,0.00009900022,0.00000963832,0.00004516901,0.000056381734,0.000027186301],"domain_scores_gemma":[0.999385,0.0003526817,0.00006867708,0.00008659039,0.000062213025,0.000044848795],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012862612,0.00029752104,0.0009576291,0.00026338492,0.00018690174,0.0008541535,0.0006983092,0.00056673575,0.0017600601],"category_scores_gemma":[0.0015803387,0.0002709502,0.00060157984,0.0003079905,0.0005788672,0.0008009861,0.0010299751,0.0010316923,0.00016135644],"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":[0.00010012008,0.000031143147,0.0008414196,0.000056014964,0.00004704731,0.00019374922,0.00006552636,0.9068383,0.008780283,0.04039874,0.0004929831,0.042154714],"study_design_scores_gemma":[0.000002272804,0.000019077126,0.000069584,0.0000028803472,0.0000047594626,0.000019975734,0.0000051572606,0.99291766,0.00075504876,0.006016448,0.00018389183,0.0000033235342],"about_ca_topic_score_codex":0.00053681876,"about_ca_topic_score_gemma":0.0005776938,"teacher_disagreement_score":0.0017600601,"about_ca_system_score_codex":0.00036139673,"about_ca_system_score_gemma":0.00034608564,"threshold_uncertainty_score":0.0068024993},"labels":[],"label_agreement":null},{"id":"W2733047115","doi":"10.1007/s00245-017-9437-x","title":"Discrete-Time Mean Field Partially Observable Controlled Systems Subject to Common Noise","year":2017,"lang":"en","type":"article","venue":"Applied Mathematics & Optimization","topic":"Stochastic processes and financial applications","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 Calgary","funders":"University of Hong Kong; Imperial College London","keywords":"Mathematics; Observable; Mean field theory; Field (mathematics); Stochastic control; Discrete time and continuous time; Noise (video); Kalman filter; Applied mathematics; Mathematical analysis; Mathematical optimization; Optimal control; Pure mathematics; Statistics; Computer science","score_opus":0.02340240854172735,"score_gpt":0.23613918864884453,"score_spread":0.2127367801071172,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2733047115","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13818224,0.0011582796,0.8329964,0.003840054,0.00072404725,0.00029354484,0.0010319406,0.00074176065,0.02103172],"genre_scores_gemma":[0.97077674,0.0005858743,0.007802883,0.00030375604,0.0001698409,0.00030849976,0.00030520067,0.00008577153,0.019661376],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99666923,0.001088796,0.00016773019,0.0009818677,0.00063108426,0.00046117953],"domain_scores_gemma":[0.98991853,0.0052546854,0.0020516878,0.0003766665,0.0017533005,0.0006451595],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030101486,0.0030646827,0.0054802177,0.0019791515,0.0014114334,0.005777266,0.0025535151,0.006593878,0.0048131435],"category_scores_gemma":[0.013068903,0.0014942375,0.0018276323,0.0017378086,0.0053668153,0.0027148796,0.0053435625,0.0027602674,0.00055022415],"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":[0.0004169453,0.00012443098,0.0015534565,0.00035791838,0.00027006998,0.00077160593,0.00034229163,0.8222364,0.0030309572,0.16422966,0.0012920569,0.0053741527],"study_design_scores_gemma":[0.00010695661,0.000120774384,0.0005120111,0.0000228386,0.000061043596,0.000058699963,0.00005346446,0.9775984,0.0003555284,0.020573027,0.00049209944,0.00004508505],"about_ca_topic_score_codex":0.018386869,"about_ca_topic_score_gemma":0.0074043525,"teacher_disagreement_score":0.018386869,"about_ca_system_score_codex":0.0029619301,"about_ca_system_score_gemma":0.0031866615,"threshold_uncertainty_score":0.0365597},"labels":[],"label_agreement":null},{"id":"W2735805631","doi":"10.2139/ssrn.891127","title":"An Empirical Comparison of Affine and Non-Affine Models for Equity Index Options","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"McGill University; University of Toronto","funders":"","keywords":"Affine transformation; Affine shape adaptation; Econometrics; Affine combination; Computer science; Affine hull; Mathematics; Stochastic volatility; Applied mathematics; Volatility (finance); Affine space; Pure mathematics","score_opus":0.04548300217348807,"score_gpt":0.32456296413281877,"score_spread":0.2790799619593307,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2735805631","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9819494,0.0008924057,0.013079422,0.0004520875,0.000037213904,0.000025153402,0.0002947403,0.000094975934,0.0031746097],"genre_scores_gemma":[0.99730265,0.00020880258,0.00095952686,0.0000247912,0.00003855842,0.0000071751347,0.00040152943,0.000023443179,0.001033619],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989178,0.0005655736,0.00009093896,0.00017126999,0.00015871595,0.000095636984],"domain_scores_gemma":[0.9654136,0.028303446,0.0028794433,0.0018264677,0.00081159116,0.0007654775],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006527368,0.000620737,0.0009274145,0.0010090498,0.0004485787,0.0036977788,0.0021310141,0.0013828599,0.0068352427],"category_scores_gemma":[0.02795865,0.0003409144,0.0011410057,0.0013556948,0.0008433179,0.0036388123,0.0011922631,0.0014364142,0.0007268507],"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":[0.0046343203,0.0013300424,0.1811948,0.0005661614,0.0007775842,0.0011223014,0.0014118546,0.488708,0.004114164,0.24903576,0.0065812496,0.060523797],"study_design_scores_gemma":[0.00015376345,0.00038094475,0.0402114,0.000037718313,0.00020434751,0.00027166615,0.00054537255,0.88000673,0.0008226719,0.07580257,0.0014946634,0.00006817501],"about_ca_topic_score_codex":0.002627967,"about_ca_topic_score_gemma":0.0023475674,"teacher_disagreement_score":0.0068352427,"about_ca_system_score_codex":0.0010520814,"about_ca_system_score_gemma":0.00038859175,"threshold_uncertainty_score":0.034520388},"labels":[],"label_agreement":null},{"id":"W2736652635","doi":"10.4236/am.2017.87077","title":"Estimation of Stochastic Volatility with a Compensated Poisson Jump Using Quadratic Variation","year":2017,"lang":"en","type":"article","venue":"Applied Mathematics","topic":"Stochastic processes and financial applications","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 Cape Town; Kwame Nkrumah University of Science and Technology; International Development Research Centre; Government of Canada","keywords":"Quadratic variation; Stochastic volatility; Volatility (finance); Jump; Econometrics; Mathematics; SABR volatility model; Forward volatility; Poisson distribution; Quadratic equation; Martingale (probability theory); Standard deviation; Local volatility; Applied mathematics; Statistics; Physics","score_opus":0.04504375905042212,"score_gpt":0.2528749457360917,"score_spread":0.20783118668566958,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2736652635","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0981465,0.0001048547,0.901125,0.00007266848,0.000016906335,0.000023986664,0.000042990156,0.00009004229,0.0003770112],"genre_scores_gemma":[0.8938063,0.00011918863,0.104603484,0.00003963004,0.00005960395,0.000047234134,0.00020965411,0.00003903923,0.0010759892],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988306,0.0004116152,0.00006631795,0.0001872275,0.00041806969,0.00008618359],"domain_scores_gemma":[0.99716103,0.0019844505,0.00029251052,0.00017347543,0.00029780742,0.00009077071],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001978063,0.00045477846,0.000767676,0.0009401118,0.0002173456,0.0007845063,0.0012667786,0.0008635058,0.0004898046],"category_scores_gemma":[0.007946403,0.0004944618,0.00074190914,0.0007836097,0.00048027135,0.0010922754,0.0011900851,0.0008108508,0.00010164407],"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":[0.00020486765,0.00013237169,0.010208022,0.00010578883,0.00016826708,0.00026971134,0.00007898819,0.8956035,0.016871573,0.02250028,0.000350585,0.053506047],"study_design_scores_gemma":[0.000003718325,0.000021938191,0.00092686235,0.0000012104073,0.000003604409,0.000022924622,0.0000014384791,0.99666214,0.00056196965,0.0017382905,0.000049321312,0.000006615319],"about_ca_topic_score_codex":0.0023826463,"about_ca_topic_score_gemma":0.0011516946,"teacher_disagreement_score":0.0023826463,"about_ca_system_score_codex":0.00040929893,"about_ca_system_score_gemma":0.00053028023,"threshold_uncertainty_score":0.010461152},"labels":[],"label_agreement":null},{"id":"W2737095237","doi":"10.5539/jmr.v9n4p185","title":"Existence Conditions of Super-Replication Cost in a Multinomial Model","year":2017,"lang":"en","type":"article","venue":"Journal of Mathematics Research","topic":"Stochastic processes and financial applications","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":"Multinomial distribution; Mathematics; Replication (statistics); Inverse; Limit (mathematics); Gaussian; Bounded function; Martingale (probability theory); Jump; Mathematical economics; Applied mathematics; Econometrics; Mathematical optimization; Mathematical analysis; Statistics","score_opus":0.32309355890259234,"score_gpt":0.43302987498312523,"score_spread":0.10993631608053289,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2737095237","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.36369097,0.0009003704,0.61997014,0.0017359315,0.00009744516,0.000105768355,0.00016373023,0.00021742353,0.013118146],"genre_scores_gemma":[0.9615429,0.0003721872,0.030280098,0.00018177643,0.00007783209,0.00013652287,0.00009912738,0.00007065927,0.007238881],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99796534,0.0006448825,0.00010834482,0.00038310274,0.0004997343,0.00039856217],"domain_scores_gemma":[0.9898149,0.005712307,0.0016286572,0.0008566108,0.0009978705,0.0009895791],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003470773,0.0006025887,0.0012296366,0.00093360414,0.0010069074,0.001697067,0.0029913483,0.0021724354,0.007410684],"category_scores_gemma":[0.017713062,0.0005482302,0.0015190098,0.0005609251,0.0024088717,0.0060155788,0.0025511878,0.00364151,0.00041598917],"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":[0.00010305497,0.000059331218,0.0019695563,0.00008824986,0.000029401042,0.00058437703,0.00026922452,0.05547874,0.0037934661,0.9304455,0.00078575016,0.0063933567],"study_design_scores_gemma":[0.000034662102,0.000076197044,0.0009354668,0.000031139014,0.000026139212,0.00037953394,0.000098356395,0.6733416,0.00097385043,0.32288814,0.0011629266,0.000051979172],"about_ca_topic_score_codex":0.0024750012,"about_ca_topic_score_gemma":0.0013864296,"teacher_disagreement_score":0.007410684,"about_ca_system_score_codex":0.001632809,"about_ca_system_score_gemma":0.0014198945,"threshold_uncertainty_score":0.024791181},"labels":[],"label_agreement":null},{"id":"W2738316842","doi":"","title":"Résolution numérique de problèmes de complémentarité linéaire et évaluation d'options américaines","year":2002,"lang":"fr","type":"article","venue":"Les Cahiers du GERAD","topic":"Stochastic processes and financial applications","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":"Linear complementarity problem; Valuation (finance); Mathematics; Discretization; Mathematical optimization; Complementarity theory; Mixed complementarity problem; Complementarity (molecular biology); Applied mathematics; Computer science; Algorithm; Nonlinear system; Economics; Finance; Mathematical analysis; Physics","score_opus":0.035754904458440116,"score_gpt":0.23139113703065484,"score_spread":0.1956362325722147,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2738316842","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1180717,0.00054547004,0.87110245,0.0012210348,0.00010272103,0.00009864276,0.00009921336,0.00025917424,0.008499597],"genre_scores_gemma":[0.7120336,0.00035903152,0.27975088,0.00016209106,0.00012209515,0.00025202453,0.0001881055,0.000152114,0.0069800117],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99804544,0.0012022151,0.000044425386,0.0001783768,0.00035779978,0.00017179803],"domain_scores_gemma":[0.98842645,0.009705651,0.00031607144,0.00025196865,0.00095931155,0.00034058763],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005025375,0.0010627932,0.0016604933,0.0012284325,0.00084825495,0.0035837146,0.0010627599,0.0028721127,0.0037287753],"category_scores_gemma":[0.01743041,0.00047119477,0.0008589485,0.0010688681,0.0027958187,0.0015788354,0.0016679117,0.0040752087,0.00035338133],"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":[0.00020520111,0.0000909552,0.0008776921,0.000108877925,0.000041282932,0.00012418299,0.00017097665,0.89892393,0.0017673046,0.07785702,0.0009802293,0.018852325],"study_design_scores_gemma":[0.00001738724,0.000008856024,0.00006105646,0.0000056794443,0.0000014025889,0.000008903106,0.000013570361,0.99444616,0.00045222847,0.004711262,0.00027026326,0.0000032284547],"about_ca_topic_score_codex":0.022034572,"about_ca_topic_score_gemma":0.008682111,"teacher_disagreement_score":0.022034572,"about_ca_system_score_codex":0.0024971291,"about_ca_system_score_gemma":0.001976262,"threshold_uncertainty_score":0.043812633},"labels":[],"label_agreement":null},{"id":"W2742435143","doi":"10.1016/j.ejor.2017.08.002","title":"Universal recurrence algorithm for computing Nuttall, generalized Marcum and incomplete Toronto functions and moments of a noncentral χ 2 random variable","year":2017,"lang":"en","type":"article","venue":"European Journal of Operational Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"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":"Fundação para a Ciência e a Tecnologia","keywords":"Variable (mathematics); Variety (cybernetics); Algorithm; Computer science; Moment (physics); Mathematics; Artificial intelligence; Mathematical analysis","score_opus":0.08310522167949963,"score_gpt":0.3208781496755416,"score_spread":0.237772927996042,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2742435143","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00719073,0.00012170405,0.99018914,0.00008261417,0.000045191016,0.000037726615,0.000101188765,0.0013920445,0.0008396627],"genre_scores_gemma":[0.13356902,0.00012704174,0.8624076,0.000092202186,0.0000599565,0.00022641635,0.00049709924,0.00057761034,0.0024431148],"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9988188,0.00037513557,0.00013844244,0.00021935476,0.00030435924,0.00014384359],"domain_scores_gemma":[0.9959176,0.0018632245,0.00031659426,0.0009049258,0.0008518553,0.00014575751],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022429288,0.0008290128,0.0013320113,0.0021324109,0.001027153,0.0019626587,0.0021435388,0.0011644918,0.0067612217],"category_scores_gemma":[0.014173125,0.0005717242,0.0011679176,0.0021092552,0.0009966699,0.0023206472,0.0020656716,0.0015615952,0.002681918],"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":[0.00041558302,0.00013241763,0.0019975454,0.00028864143,0.0001209088,0.00021362412,0.00042468045,0.16710414,0.0075128167,0.28009948,0.010604075,0.53108615],"study_design_scores_gemma":[0.00006728841,0.00005132524,0.00025115648,0.000023244407,0.00003228835,0.000090023634,0.000048601363,0.8945079,0.004050046,0.097503684,0.0033434462,0.0000310735],"about_ca_topic_score_codex":0.004466554,"about_ca_topic_score_gemma":0.007715857,"teacher_disagreement_score":0.0067612217,"about_ca_system_score_codex":0.0012811365,"about_ca_system_score_gemma":0.0029306016,"threshold_uncertainty_score":0.022618532},"labels":[],"label_agreement":null},{"id":"W2743282600","doi":"10.3390/jrfm10030016","title":"Global Hedging through Post-Decision State Variables","year":2017,"lang":"en","type":"article","venue":"MDPI (MDPI AG)","topic":"Stochastic processes and financial applications","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":"HEC Montréal","funders":"","keywords":"Greeks; Transaction cost; Portfolio; Dynamic programming; State variable; Computer science; Variable (mathematics); Mathematical optimization; Project portfolio management; Database transaction; Maturity (psychological); Reduction (mathematics); State (computer science); Operations research; Economics; Mathematics; Finance; Financial economics; Algorithm","score_opus":0.029705946526412577,"score_gpt":0.26223287756938274,"score_spread":0.23252693104297018,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2743282600","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.008878158,0.000088149085,0.9892833,0.00006715628,0.000023575063,0.000017914686,0.000030216523,0.0000943284,0.0015171698],"genre_scores_gemma":[0.6830831,0.00053646613,0.30499825,0.00015100266,0.00007507309,0.00019596195,0.000292464,0.00017293185,0.010494711],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99955183,0.00016904256,0.00002399926,0.00009474365,0.0000880626,0.00007236658],"domain_scores_gemma":[0.9986744,0.00092672225,0.00010991788,0.000132691,0.00010913116,0.000047164354],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00202022,0.0013313593,0.0011864982,0.00043314567,0.00033313615,0.0020459702,0.00069063366,0.00079882814,0.00720586],"category_scores_gemma":[0.0029819654,0.00057507685,0.0010404696,0.0004969614,0.0011693771,0.0027790822,0.00141355,0.0020284324,0.00046776969],"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":[0.00011161046,0.00005388068,0.00068101793,0.00008564158,0.000047603116,0.00009141058,0.000082500075,0.8746675,0.001806504,0.07804222,0.00069287536,0.043637287],"study_design_scores_gemma":[0.000009192124,0.000030910694,0.00009503348,0.000010883922,0.000011000483,0.000011745543,0.000010806044,0.9738017,0.0009900219,0.024439782,0.0005823711,0.0000065171666],"about_ca_topic_score_codex":0.0017235571,"about_ca_topic_score_gemma":0.0016685406,"teacher_disagreement_score":0.00720586,"about_ca_system_score_codex":0.00054070354,"about_ca_system_score_gemma":0.0011033703,"threshold_uncertainty_score":0.024106026},"labels":[],"label_agreement":null},{"id":"W2745234609","doi":"10.2139/ssrn.1611793","title":"Multivariate Option Pricing with Time Varying Volatility and Correlations","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Center for Interuniversity Research and Analysis on Organizations; HEC Montréal","funders":"Danmarks Grundforskningsfond; National Research Foundation","keywords":"Multivariate statistics; Econometrics; Volatility (finance); Economics; Implied volatility; Stochastic volatility; Financial economics; Mathematics; Statistics","score_opus":0.008936432352128976,"score_gpt":0.20616348837582615,"score_spread":0.19722705602369717,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2745234609","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28008866,0.002137136,0.7082685,0.0023871947,0.0002806649,0.00006144353,0.00036696834,0.00050221523,0.005907172],"genre_scores_gemma":[0.9730583,0.0010668068,0.017334895,0.00013902225,0.0003724699,0.000057121415,0.00021415518,0.000097641205,0.007659627],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99652314,0.0016612503,0.00019319722,0.0005280527,0.0006834214,0.00041101067],"domain_scores_gemma":[0.97296,0.017723275,0.0046484056,0.0019518337,0.0014893484,0.0012271602],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007993593,0.0019410508,0.002744761,0.0018598824,0.0007080113,0.004868739,0.0026445198,0.00426228,0.0037237054],"category_scores_gemma":[0.033069752,0.0017996647,0.0021029557,0.0033797189,0.0027808563,0.009519702,0.0024497819,0.004197561,0.00046026424],"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":[0.00024840952,0.00013615211,0.0044343774,0.000081624414,0.00018531473,0.0011966976,0.00011991479,0.36881697,0.0018977729,0.6125444,0.0010754799,0.009262817],"study_design_scores_gemma":[0.000024535764,0.000024970323,0.00091604935,0.000007958838,0.000028115963,0.00020040228,0.000013124634,0.89919806,0.0002261105,0.09913058,0.00018638192,0.000043760218],"about_ca_topic_score_codex":0.0026580985,"about_ca_topic_score_gemma":0.0020826496,"teacher_disagreement_score":0.007993593,"about_ca_system_score_codex":0.0013732734,"about_ca_system_score_gemma":0.0011691132,"threshold_uncertainty_score":0.042274654},"labels":[],"label_agreement":null},{"id":"W2746226534","doi":"","title":"American Bond Options Close to Expiry","year":2017,"lang":"en","type":"article","venue":"Acta Mathematica Universitatis Comenianae","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Vasicek model; Put option; Boundary (topology); Bond; Random walk; Mathematics; Mathematical economics; Expression (computer science); Applied mathematics; Computer science; Economics; Financial economics; Mathematical analysis; Statistics; Finance","score_opus":0.028730078980268487,"score_gpt":0.24769339310456046,"score_spread":0.21896331412429196,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2746226534","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.67093575,0.0024403697,0.2785039,0.0025148094,0.00025547296,0.000036932564,0.00006526832,0.0001325801,0.04511493],"genre_scores_gemma":[0.979274,0.00061110186,0.01135587,0.00012604547,0.00011834938,0.00002360608,0.000046538153,0.00004184148,0.008402647],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996182,0.00013856475,0.00001696642,0.00008817207,0.00008347431,0.000054586817],"domain_scores_gemma":[0.9986393,0.00047193226,0.00032571572,0.00010561017,0.00015721183,0.00030015552],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001271335,0.0005010465,0.0007432444,0.000518747,0.0007308011,0.002023113,0.0009899065,0.0016662532,0.0032802522],"category_scores_gemma":[0.0060853963,0.00035967937,0.0005461945,0.0004343524,0.0017126903,0.0036181633,0.0018178845,0.0029002952,0.00034018295],"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":[0.00018023934,0.00012693145,0.0018888904,0.00007607957,0.000025975523,0.00096136547,0.0004977002,0.07958728,0.0075574247,0.90036577,0.00072606606,0.008006284],"study_design_scores_gemma":[0.000051481453,0.00013319416,0.001548851,0.000060962353,0.00002152523,0.00038158274,0.0002772294,0.4362272,0.0025814392,0.5556301,0.0030391824,0.000047232577],"about_ca_topic_score_codex":0.0009178656,"about_ca_topic_score_gemma":0.0004565265,"teacher_disagreement_score":0.0032802522,"about_ca_system_score_codex":0.0006621327,"about_ca_system_score_gemma":0.00043759006,"threshold_uncertainty_score":0.010973513},"labels":[],"label_agreement":null},{"id":"W2746745048","doi":"","title":"Pricing vulnerable options with constant elasticity of variance versus stochastic elasticity of variance","year":2017,"lang":"en","type":"article","venue":"ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Constant elasticity of variance model; Elasticity (physics); Leverage (statistics); Econometrics; Economics; Black–Scholes model; Arbitrage; Variance (accounting); Stochastic volatility; Mathematics; Financial economics; Volatility (finance); Statistics; SABR volatility model","score_opus":0.08893371383840108,"score_gpt":0.3388337726554953,"score_spread":0.2499000588170942,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2746745048","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2683749,0.00027472235,0.72620255,0.0007619545,0.000088369,0.00003718652,0.000047148023,0.00009907577,0.0041140676],"genre_scores_gemma":[0.98021,0.00020857884,0.017373284,0.000093188326,0.000092460665,0.000024460905,0.000038953403,0.000031235057,0.0019279629],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99919957,0.00032695688,0.00004471373,0.00013748666,0.00018685385,0.000104499115],"domain_scores_gemma":[0.9969938,0.0016016087,0.0005696252,0.0004342693,0.00019383116,0.00020686832],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019607067,0.000642047,0.0009554347,0.00071629725,0.00028492865,0.0017321546,0.0014518547,0.0019682702,0.0019140645],"category_scores_gemma":[0.009307845,0.00041644607,0.0012885547,0.00052785286,0.0016978872,0.0044155223,0.0014633413,0.0020680577,0.00018160813],"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":[0.00010472558,0.00007801091,0.0031243835,0.00004963913,0.000066753,0.00091997895,0.00012763924,0.3689755,0.008089139,0.6120684,0.00037279728,0.006023073],"study_design_scores_gemma":[0.000014369748,0.000026731459,0.00041040103,0.0000052583077,0.000009990437,0.00011390819,0.000018826198,0.9085825,0.0006357361,0.08997175,0.00019174741,0.0000186993],"about_ca_topic_score_codex":0.000755779,"about_ca_topic_score_gemma":0.00038843125,"teacher_disagreement_score":0.0019682702,"about_ca_system_score_codex":0.000498304,"about_ca_system_score_gemma":0.00053892046,"threshold_uncertainty_score":0.01036936},"labels":[],"label_agreement":null},{"id":"W2750170748","doi":"","title":"Weakly chained matrices and impulse control","year":2015,"lang":"en","type":"article","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Mathematics; Optimal control; Impulse control; Mathematical optimization; Stochastic control; Applied mathematics; Variable (mathematics); Mathematical analysis","score_opus":0.061888619244716295,"score_gpt":0.1604854812602551,"score_spread":0.09859686201553881,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2750170748","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07867218,0.00032031367,0.9092778,0.00088044564,0.00007963062,0.000035568315,0.00006325482,0.0000841116,0.0105866445],"genre_scores_gemma":[0.94138265,0.00036692445,0.049729485,0.00017726005,0.00005714016,0.00006613279,0.00004925964,0.000032518667,0.008138661],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99924695,0.00031855577,0.000033840835,0.00012356986,0.00017424497,0.00010286072],"domain_scores_gemma":[0.99737036,0.0014848114,0.0004669269,0.0002253689,0.0002759327,0.00017659186],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013290561,0.00050069246,0.00041182514,0.00044516643,0.00036100415,0.0011848605,0.0006960804,0.00090842304,0.0035593095],"category_scores_gemma":[0.0045893937,0.00030714745,0.0004870584,0.00041334485,0.0023340397,0.0015115984,0.0013512077,0.0014159846,0.0002570606],"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":[0.000049836453,0.000031060765,0.00045419883,0.00005353743,0.000023951983,0.00007072469,0.00011211534,0.35076803,0.0024987692,0.63865817,0.00037850914,0.00690104],"study_design_scores_gemma":[0.000015131035,0.000041581094,0.00009993333,0.000011918808,0.0000033996214,0.000011851334,0.000023065737,0.7948204,0.0006036501,0.20371476,0.0006446658,0.000009634523],"about_ca_topic_score_codex":0.0036075602,"about_ca_topic_score_gemma":0.0022013036,"teacher_disagreement_score":0.0036075602,"about_ca_system_score_codex":0.001170495,"about_ca_system_score_gemma":0.0011593992,"threshold_uncertainty_score":0.011907101},"labels":[],"label_agreement":null},{"id":"W2750303663","doi":"10.1142/s0219199718500220","title":"Droplet breakup in the liquid drop model with background potential","year":2018,"lang":"en","type":"preprint","venue":"Communications in Contemporary Mathematics","topic":"Stochastic processes and financial applications","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":"McGill University; McMaster University","funders":"","keywords":"Breakup; Drop (telecommunication); Liquid drop; Semi-empirical mass formula; Regularization (linguistics); Physics; Limit (mathematics); Kernel (algebra); Statistical physics; Mathematical physics; Mathematical analysis; Mathematics; Mechanics; Quantum mechanics; Combinatorics","score_opus":0.17533211072430258,"score_gpt":0.3112582889415444,"score_spread":0.13592617821724182,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2750303663","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.774854,0.002171147,0.19435175,0.00321272,0.00030803852,0.0000893174,0.00037310933,0.00039841406,0.024241488],"genre_scores_gemma":[0.9775743,0.00047762055,0.00729312,0.00023644946,0.00011859981,0.000069005364,0.0001933547,0.000082586244,0.01395497],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99975246,0.00006498499,0.000009511863,0.00004949038,0.000045591067,0.000077890865],"domain_scores_gemma":[0.999137,0.000195175,0.00018569353,0.00004299095,0.00010826967,0.0003308994],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005682205,0.0011188675,0.0016369607,0.0011251791,0.00086127484,0.0023031137,0.0018397087,0.0028049375,0.003341449],"category_scores_gemma":[0.0021250006,0.0004881602,0.0012005441,0.0005140562,0.002177557,0.0029330463,0.0018000768,0.0013150828,0.000321363],"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":[0.00028251382,0.00021098023,0.0024277712,0.00017789034,0.00012050594,0.001667234,0.00018414872,0.2736899,0.011000854,0.703398,0.0031229795,0.0037172593],"study_design_scores_gemma":[0.0000556306,0.000049873364,0.0003668307,0.000012762036,0.000021818752,0.000118540156,0.000051190153,0.93622345,0.00049779325,0.062156927,0.00041080915,0.000034313503],"about_ca_topic_score_codex":0.0068289144,"about_ca_topic_score_gemma":0.0039728642,"teacher_disagreement_score":0.0068289144,"about_ca_system_score_codex":0.001282934,"about_ca_system_score_gemma":0.0008935648,"threshold_uncertainty_score":0.013578296},"labels":[],"label_agreement":null},{"id":"W2753990649","doi":"10.1142/s2424786317500281","title":"Analytical pricing formulas for discretely sampled generalized variance swaps under stochastic time change","year":2017,"lang":"en","type":"article","venue":"International Journal of Financial Engineering","topic":"Stochastic processes and financial applications","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":"Bank of Canada; University of Ottawa","funders":"","keywords":"Subordinator; Mathematics; Applied mathematics; Semigroup; Eigenfunction; Variance (accounting); Lévy process; Derivative (finance); Econometrics; Mathematical analysis; Economics; Financial economics; Physics","score_opus":0.04905151522187126,"score_gpt":0.2735667629440561,"score_spread":0.2245152477221848,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2753990649","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.060306475,0.0006780355,0.9309818,0.0007542131,0.00014849205,0.000055570672,0.0000701414,0.0002003323,0.0068049743],"genre_scores_gemma":[0.8972567,0.0011058268,0.08620444,0.00041783985,0.00021785634,0.00019383754,0.00012323342,0.00018724737,0.01429303],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99959654,0.00015933353,0.000022708979,0.000045857734,0.00011575324,0.00005986432],"domain_scores_gemma":[0.99884343,0.000571545,0.00016943987,0.00011335833,0.00019433637,0.000107918335],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019747063,0.00075912743,0.0010097572,0.0010247871,0.0004894753,0.001588446,0.001599542,0.0019225193,0.004758331],"category_scores_gemma":[0.00554494,0.00047007125,0.0013741663,0.0008677536,0.0018577141,0.0034299903,0.0010234002,0.0017247177,0.0005115677],"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":[0.0000262439,0.00004990563,0.0005975146,0.00005434601,0.000033060373,0.00028731636,0.00014510109,0.22030924,0.0033091537,0.76546097,0.0015445526,0.008182555],"study_design_scores_gemma":[0.000009861601,0.000008992055,0.000113847345,0.0000054833877,0.000007698041,0.00007423223,0.000016419153,0.88857675,0.00018466388,0.11058773,0.00040278045,0.000011536177],"about_ca_topic_score_codex":0.0015324688,"about_ca_topic_score_gemma":0.00118738,"teacher_disagreement_score":0.004758331,"about_ca_system_score_codex":0.0011458478,"about_ca_system_score_gemma":0.00094484864,"threshold_uncertainty_score":0.015918195},"labels":[],"label_agreement":null},{"id":"W2754202923","doi":"10.1016/j.insmatheco.2017.09.002","title":"Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process","year":2017,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Actua; Simon Fraser University","funders":"Natural Science Foundation of Hebei Province; Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Life insurance; Probabilistic logic; Portfolio; Econometrics; Stock (firearms); Exponential function; Shot noise; Economics; Exponential utility; Equity (law); Mathematical economics; Actuarial science; Computer science; Mathematics; Financial economics; Statistics","score_opus":0.026590107899461785,"score_gpt":0.23234855726913364,"score_spread":0.20575844936967186,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2754202923","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.456841,0.0008320741,0.53243685,0.0021120873,0.00023484953,0.00007600316,0.000121370154,0.00020925711,0.007136542],"genre_scores_gemma":[0.9761332,0.00041084507,0.011556898,0.0001486272,0.00012823528,0.000037329806,0.00008120536,0.000040958206,0.011462534],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99881077,0.00041721584,0.000053127027,0.00026377264,0.0002788932,0.0001763383],"domain_scores_gemma":[0.99491584,0.002880533,0.00063356827,0.0002547336,0.00047141523,0.00084386725],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0037516225,0.0011273581,0.0019193891,0.0014200174,0.00057581597,0.0027690781,0.0024714144,0.004662918,0.0035076176],"category_scores_gemma":[0.012835634,0.00091255805,0.0015906375,0.0008406891,0.0029420601,0.0049041836,0.0019601404,0.0022949916,0.00029912428],"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":[0.0004616163,0.00028094868,0.0047593107,0.00017864775,0.00023870947,0.0018857515,0.00031943616,0.3386667,0.009795959,0.63014627,0.0013745956,0.011892094],"study_design_scores_gemma":[0.000037821563,0.000090413,0.00088011776,0.000012520828,0.000043697317,0.00024615033,0.000036702553,0.9240373,0.0005109708,0.07387246,0.00019157928,0.000040328556],"about_ca_topic_score_codex":0.0027127217,"about_ca_topic_score_gemma":0.0013352844,"teacher_disagreement_score":0.004662918,"about_ca_system_score_codex":0.001565162,"about_ca_system_score_gemma":0.0012544582,"threshold_uncertainty_score":0.019840717},"labels":[],"label_agreement":null},{"id":"W2755439746","doi":"10.1142/s2424786317500219","title":"Dynamic mean variance asset allocation: Tests for robustness","year":2017,"lang":"en","type":"article","venue":"International Journal of Financial Engineering","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":25,"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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Bond; Asset allocation; Econometrics; Portfolio; Volatility (finance); Investment strategy; Economics; Mathematics; Market liquidity; Financial economics; Finance","score_opus":0.02185987469695367,"score_gpt":0.25913923222832824,"score_spread":0.23727935753137458,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2755439746","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9455569,0.0006096528,0.046400998,0.0007159504,0.00014771675,0.0003164125,0.00078796205,0.00023525335,0.0052292338],"genre_scores_gemma":[0.9927003,0.00007673143,0.0059114443,0.00010021704,0.000044994653,0.00017087044,0.00048571156,0.000049191076,0.00046054905],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.98887503,0.0057800906,0.0006633496,0.002478839,0.0013446908,0.0008580329],"domain_scores_gemma":[0.71156067,0.24332462,0.019545032,0.02008481,0.0035288115,0.0019560873],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.035064984,0.0011706059,0.001886532,0.0018184028,0.0009137914,0.0027110348,0.0033184101,0.0023809276,0.006277346],"category_scores_gemma":[0.12564898,0.0004766235,0.0027011042,0.0012589721,0.0031156924,0.0029194702,0.0030649332,0.0030803413,0.000531688],"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":[0.01587158,0.002637286,0.11200745,0.0010267296,0.012341226,0.0015014992,0.0007539531,0.6610546,0.007545244,0.10962659,0.0070091668,0.06862462],"study_design_scores_gemma":[0.0014447975,0.00257363,0.02341128,0.000096236465,0.0012127608,0.00030355257,0.00055041537,0.8995876,0.005122978,0.06335008,0.002216195,0.00013044929],"about_ca_topic_score_codex":0.0017390472,"about_ca_topic_score_gemma":0.00043969497,"teacher_disagreement_score":0.035064984,"about_ca_system_score_codex":0.0011732745,"about_ca_system_score_gemma":0.0009837332,"threshold_uncertainty_score":0.18544358},"labels":[],"label_agreement":null},{"id":"W2756490792","doi":"10.31390/cosa.3.1.04","title":"Stochastic heat equation with infinite dimensional fractional noise: L_{2}-theory","year":2009,"lang":"en","type":"article","venue":"Communications on Stochastic Analysis","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Mathematics; Sequence (biology); Uniqueness; Heat equation; Brownian motion; Fractional Brownian motion; Malliavin calculus; Stochastic calculus; Type (biology); Mathematical analysis; Geometric Brownian motion; Stochastic differential equation; Diffusion process; Stochastic partial differential equation; Partial differential equation","score_opus":0.0393728807141048,"score_gpt":0.2612349234552314,"score_spread":0.2218620427411266,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2756490792","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10671939,0.0076094284,0.8419514,0.0059820632,0.0009930402,0.00006447016,0.00015896508,0.00013958476,0.036381677],"genre_scores_gemma":[0.9235443,0.0034619416,0.039275356,0.0011365915,0.0013920618,0.00017202484,0.00017965112,0.00010012651,0.030738015],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999236,0.0003143457,0.000033276632,0.00010915671,0.00020427846,0.000103031016],"domain_scores_gemma":[0.9988914,0.0004967293,0.00018798534,0.000061154584,0.00022389779,0.00013889116],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018573109,0.0010479066,0.0015008821,0.0011202012,0.000897457,0.0025630936,0.001172522,0.0018545585,0.0017674075],"category_scores_gemma":[0.0032455097,0.00038220736,0.0012860616,0.00091580086,0.0032846092,0.0027564596,0.0020433431,0.0017399399,0.00021740487],"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":[0.000018238043,0.000015538635,0.00023830179,0.000062345105,0.000025719419,0.000092394745,0.00007391713,0.034969117,0.0008822096,0.9614703,0.0005228377,0.0016290463],"study_design_scores_gemma":[0.000018953635,0.00003198165,0.0002622549,0.000025705725,0.000018298735,0.00007383975,0.000044017783,0.4771488,0.00024167336,0.5201473,0.0019596678,0.000027544995],"about_ca_topic_score_codex":0.0031899998,"about_ca_topic_score_gemma":0.0012149538,"teacher_disagreement_score":0.0031899998,"about_ca_system_score_codex":0.001854418,"about_ca_system_score_gemma":0.0014703501,"threshold_uncertainty_score":0.013454795},"labels":[],"label_agreement":null},{"id":"W2757059185","doi":"","title":"When do Systematic Gains Uniquely Determine the Number of Marriages between Different Types in the Choo-Siow matching model? Sufficient Conditions for a Unique Equilibrium","year":2011,"lang":"en","type":"dissertation","venue":"TSpace","topic":"Stochastic processes and financial applications","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":"Uniqueness; Mathematical economics; Mathematics; Context (archaeology); Matching (statistics); Population; Function (biology); Polynomial; Applied mathematics; Econometrics; Mathematical analysis; Statistics","score_opus":0.06327327272877331,"score_gpt":0.32287851088260056,"score_spread":0.25960523815382724,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2757059185","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6078879,0.00025139854,0.37113056,0.0026505797,0.00003837423,0.00014082444,0.00042458417,0.0001664751,0.017309247],"genre_scores_gemma":[0.9677969,0.00025190462,0.025335755,0.0001831698,0.00004073296,0.00018542584,0.00014896443,0.000043994933,0.006013148],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988129,0.00033224706,0.000069509464,0.00032243732,0.00015796648,0.00030485127],"domain_scores_gemma":[0.9918126,0.0045999247,0.0018178547,0.0006569361,0.00042299918,0.00068969495],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0038204691,0.0004232837,0.0019425359,0.0010209419,0.0011210243,0.0023482118,0.0017174622,0.0022697914,0.0074948864],"category_scores_gemma":[0.018928107,0.0006586108,0.0008137674,0.0008501407,0.0033412392,0.006280967,0.0022852677,0.0019048941,0.00082868495],"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":[0.00015896292,0.000100508536,0.005289255,0.00008618195,0.000033918994,0.00018439144,0.0005267667,0.01848066,0.002552166,0.9561224,0.0009522589,0.0155124655],"study_design_scores_gemma":[0.00007669651,0.0000595781,0.0020471031,0.00002585669,0.000015038684,0.00016271329,0.00041481518,0.1255263,0.00091339194,0.86971986,0.0009922924,0.000046384874],"about_ca_topic_score_codex":0.0017965006,"about_ca_topic_score_gemma":0.001641139,"teacher_disagreement_score":0.0074948864,"about_ca_system_score_codex":0.0013787984,"about_ca_system_score_gemma":0.00142106,"threshold_uncertainty_score":0.025072932},"labels":[],"label_agreement":null},{"id":"W2758115407","doi":"10.5539/jmr.v9n5p133","title":"L\\'{e}vy Process, Proportional Transaction Costs and Foreign Exchange","year":2017,"lang":"en","type":"article","venue":"Journal of Mathematics Research","topic":"Stochastic processes and financial applications","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":"Mathematics; Transaction cost; Lambda; Portfolio; Stock exchange; Foreign exchange; Econometrics; Stock (firearms); Combinatorics; Mathematical economics; Finance; Economics; Monetary economics","score_opus":0.14768956390806368,"score_gpt":0.37199233550622796,"score_spread":0.22430277159816428,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2758115407","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.50631666,0.0037306075,0.46256986,0.0056145354,0.0002474897,0.00013785837,0.00025124138,0.00015162975,0.020980118],"genre_scores_gemma":[0.975004,0.0014704936,0.010735337,0.00014414736,0.00015800507,0.00008748232,0.00010928098,0.000040105842,0.012251158],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990208,0.0004969782,0.000040918476,0.0001681136,0.0001181278,0.0001549688],"domain_scores_gemma":[0.9954136,0.0029540753,0.0009864476,0.00012446014,0.00016732952,0.0003541123],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00246072,0.0014476692,0.0017949842,0.00074561604,0.00046237852,0.002914529,0.0017630383,0.0024756817,0.004953532],"category_scores_gemma":[0.009483804,0.00060495525,0.00093937316,0.00074752845,0.0019803236,0.0037734914,0.0017167839,0.0022942482,0.00034953022],"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":[0.00025770586,0.00019831693,0.0031911605,0.00016654853,0.00013708993,0.0009251342,0.00013635063,0.51536167,0.0011811587,0.46695068,0.0014971996,0.009997055],"study_design_scores_gemma":[0.00009706128,0.00010348163,0.00056931,0.00002267967,0.00005569,0.00014692552,0.000053609336,0.87146276,0.00027850232,0.12657247,0.00060750433,0.000029960987],"about_ca_topic_score_codex":0.0036471027,"about_ca_topic_score_gemma":0.0019284235,"teacher_disagreement_score":0.004953532,"about_ca_system_score_codex":0.0012465412,"about_ca_system_score_gemma":0.0009887641,"threshold_uncertainty_score":0.016571224},"labels":[],"label_agreement":null},{"id":"W2761953470","doi":"10.1016/j.jedc.2017.09.007","title":"Dynamic derivative strategies with stochastic interest rates and model uncertainty","year":2017,"lang":"en","type":"article","venue":"Journal of Economic Dynamics and Control","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University; Western University","funders":"","keywords":"Economics; Ambiguity; Interest rate; Econometrics; Volatility (finance); Bond; Incomplete markets; Portfolio; Short-rate model; Rendleman–Bartter model; Stochastic volatility; Financial economics; Microeconomics; Monetary economics; Computer science; Finance","score_opus":0.017735964589876165,"score_gpt":0.24655571686515246,"score_spread":0.2288197522752763,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2761953470","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17750312,0.0018685902,0.7954551,0.0037293246,0.00022219101,0.00006021187,0.00017668669,0.00020899526,0.020775719],"genre_scores_gemma":[0.9741402,0.00059118593,0.014390514,0.00016139499,0.00009361801,0.000053199987,0.0000759671,0.000052156676,0.010441697],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998865,0.0005650456,0.00006435191,0.00017651309,0.00020810626,0.000120971046],"domain_scores_gemma":[0.99153334,0.0067185797,0.0007245023,0.00031337282,0.00036240736,0.0003479014],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033312058,0.0014826907,0.0021642705,0.0010503613,0.00061264564,0.004449197,0.0018427637,0.0038022646,0.0034783562],"category_scores_gemma":[0.016521374,0.0013802015,0.0011130844,0.0009734812,0.002523525,0.0048826435,0.002437092,0.002262726,0.00032497325],"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":[0.000085592095,0.00006513311,0.00041703874,0.00006465632,0.00007817456,0.0003257017,0.0001045764,0.5866407,0.00044543648,0.40606028,0.0008585096,0.004854163],"study_design_scores_gemma":[0.000023591085,0.000029874445,0.00009551994,0.0000084479825,0.00001681587,0.00005093323,0.000016181337,0.8736129,0.000080407626,0.12572241,0.00032583217,0.000017159442],"about_ca_topic_score_codex":0.0029193703,"about_ca_topic_score_gemma":0.001433685,"teacher_disagreement_score":0.004449197,"about_ca_system_score_codex":0.0017917729,"about_ca_system_score_gemma":0.0012674134,"threshold_uncertainty_score":0.017617285},"labels":[],"label_agreement":null},{"id":"W2763446786","doi":"10.1108/jrf-09-2016-0125","title":"Bond valuation for generalized Langevin processes with integrated Lévy noise","year":2017,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Vasicek model; Bond valuation; Zero-coupon bond; Stochastic differential equation; Bond; Interest rate; Short-rate model; Bond market; Mathematical economics; Economics; Econometrics; Applied mathematics; Mathematics; Finance","score_opus":0.04054590372521309,"score_gpt":0.2582658565617088,"score_spread":0.2177199528364957,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2763446786","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07649262,0.0010859476,0.9158087,0.00097243564,0.00015656023,0.000052911466,0.00011082171,0.00011322095,0.0052067563],"genre_scores_gemma":[0.9273995,0.0014301043,0.057145037,0.0003226591,0.00019427699,0.0001124643,0.00017304468,0.00007549402,0.013147452],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.998934,0.00038062883,0.000055265726,0.00024398945,0.00026838173,0.00011776615],"domain_scores_gemma":[0.9970566,0.0016274636,0.00048475523,0.00026447157,0.00038614307,0.0001806173],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034534596,0.00085912447,0.0012127097,0.00082768785,0.0004589921,0.0027456305,0.0014703878,0.0021740566,0.0037085211],"category_scores_gemma":[0.010912322,0.0005666105,0.0018120455,0.00074739207,0.0020131136,0.0038098942,0.0015834407,0.0026381086,0.00036018857],"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":[0.000057377776,0.000058868554,0.0016752866,0.000083404106,0.0000769068,0.00025264235,0.00013751576,0.18067957,0.002878268,0.802372,0.00089620077,0.010832052],"study_design_scores_gemma":[0.000014607618,0.00002584307,0.00031540435,0.000018223564,0.000016393145,0.00007120511,0.000020440295,0.83496654,0.00034845504,0.16332155,0.000858957,0.00002240968],"about_ca_topic_score_codex":0.0025085623,"about_ca_topic_score_gemma":0.0011206629,"teacher_disagreement_score":0.0037085211,"about_ca_system_score_codex":0.0012501421,"about_ca_system_score_gemma":0.0011551105,"threshold_uncertainty_score":0.018263876},"labels":[],"label_agreement":null},{"id":"W2763580169","doi":"10.1186/s40929-017-0015-x","title":"Credit contingent interest rate swap pricing","year":2017,"lang":"en","type":"article","venue":"Mathematics-in-Industry Case Studies","topic":"Stochastic processes and financial applications","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":"Fields Institute for Research in Mathematical Sciences; St. Joseph's Care Group; York University; Royal Bank of Canada","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Counterparty; Credit default swap; Credit valuation adjustment; Credit risk; Default; Swap (finance); Actuarial science; Interest rate swap; Economics; Credit default swap index; Econometrics; Business; Finance; Credit reference","score_opus":0.13847055928316038,"score_gpt":0.322520794476926,"score_spread":0.18405023519376562,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2763580169","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03053844,0.0016457516,0.9173548,0.0006964554,0.0002500799,0.00009523417,0.0002402856,0.0003188928,0.048860025],"genre_scores_gemma":[0.89566207,0.0013937799,0.08208912,0.00017003648,0.00023354412,0.000095872456,0.0003232648,0.00010426019,0.01992808],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989838,0.0003044519,0.000047550086,0.00018195489,0.00038385452,0.0000984652],"domain_scores_gemma":[0.99915767,0.00027670673,0.000105514955,0.00016164746,0.00024135369,0.000057179703],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012017373,0.0006800849,0.0007008577,0.0005146553,0.00043329925,0.0023483292,0.0012477897,0.0016332289,0.0051728226],"category_scores_gemma":[0.005069925,0.00031557857,0.0010687358,0.00083487114,0.0010119322,0.0023519057,0.0007895789,0.0019114946,0.00081015757],"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":[0.000029177701,0.00003893246,0.0009219084,0.00005213108,0.00002475217,0.0002508119,0.000070605296,0.20374121,0.0024069964,0.75721645,0.0031426894,0.032104373],"study_design_scores_gemma":[0.000011900772,0.000019947402,0.00040486746,0.000015516174,0.00000903051,0.00014554977,0.00001800689,0.8568827,0.0006101539,0.13616751,0.005690844,0.000024021723],"about_ca_topic_score_codex":0.0024705152,"about_ca_topic_score_gemma":0.00092531566,"teacher_disagreement_score":0.0051728226,"about_ca_system_score_codex":0.001111487,"about_ca_system_score_gemma":0.0009155937,"threshold_uncertainty_score":0.017304778},"labels":[],"label_agreement":null},{"id":"W2765235371","doi":"10.1002/fut.21761","title":"Heston‐Type Stochastic Volatility with a Markov Switching Regime","year":2015,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","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":"Mount Royal University","funders":"","keywords":"Heston model; Stochastic volatility; Markov chain; Economics; Volatility (finance); Econometrics; Implied volatility; SABR volatility model; Volatility smile; Mathematics; Applied mathematics; Statistics","score_opus":0.027624321174769238,"score_gpt":0.23224917014588436,"score_spread":0.20462484897111513,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2765235371","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24719556,0.0004497812,0.72828233,0.0010093807,0.00017273928,0.000060311457,0.000132365,0.00019484674,0.022502651],"genre_scores_gemma":[0.9835067,0.00014003062,0.010631903,0.00008538425,0.00004938062,0.000044499877,0.000041047122,0.00001984417,0.005481203],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99943966,0.00020631042,0.000020998274,0.00008612405,0.00015645966,0.00009051711],"domain_scores_gemma":[0.99920624,0.000355071,0.00015416362,0.00006126576,0.0001091924,0.00011403371],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012225099,0.00045743538,0.0007834238,0.0005049425,0.0004153926,0.001259215,0.00076287676,0.0011825986,0.0033132036],"category_scores_gemma":[0.0021710931,0.00042866913,0.0011641751,0.00036299333,0.0015375892,0.0014300524,0.0010509478,0.0014482753,0.00028367422],"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":[0.000073158306,0.00006254483,0.0009260786,0.000036824003,0.0000509376,0.00023364845,0.00007884458,0.49918482,0.0038445375,0.4917687,0.0006808232,0.0030590657],"study_design_scores_gemma":[0.00001356464,0.000017376791,0.00010310428,0.0000037953334,0.000005847603,0.000021430911,0.0000052511837,0.96635354,0.00024215244,0.033028774,0.00019340719,0.000011715763],"about_ca_topic_score_codex":0.0026470982,"about_ca_topic_score_gemma":0.001116422,"teacher_disagreement_score":0.0033132036,"about_ca_system_score_codex":0.000822082,"about_ca_system_score_gemma":0.00083441933,"threshold_uncertainty_score":0.011083782},"labels":[],"label_agreement":null},{"id":"W2766654939","doi":"10.48550/arxiv.1710.06729","title":"Brownian motion with general drift","year":2017,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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; Université Laval","funders":"","keywords":"Brownian motion; Bounded function; Class (philosophy); Stochastic differential equation; Mathematics; Combinatorics; Pure mathematics; Mathematical physics; Physics; Mathematical analysis; Computer science; Statistics","score_opus":0.0814366389856025,"score_gpt":0.17279700966157088,"score_spread":0.09136037067596839,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2766654939","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3089263,0.0038730109,0.6490034,0.0039382814,0.0006552438,0.0001043371,0.000397906,0.00018695688,0.032914534],"genre_scores_gemma":[0.88490105,0.002527699,0.051622655,0.0006049265,0.00058187917,0.00018915639,0.00049534807,0.000092947455,0.058984295],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99960643,0.00010351801,0.000019963925,0.000113835406,0.00008760786,0.000068693276],"domain_scores_gemma":[0.9993388,0.00017924905,0.00014631431,0.000057917758,0.00012798385,0.00014976518],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011409606,0.0012043741,0.0008855155,0.0014224316,0.0006425253,0.0013414755,0.0009786885,0.0015550642,0.003033624],"category_scores_gemma":[0.0031651305,0.00036435673,0.0009379967,0.00082574645,0.0018878549,0.0022448602,0.0020142703,0.0014141263,0.00063696684],"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":[0.000027557371,0.000025962716,0.0006355337,0.000051755833,0.000022750502,0.00015627655,0.00007872751,0.024175506,0.0022503107,0.9685222,0.0011263207,0.0029270202],"study_design_scores_gemma":[0.00004940986,0.00010317913,0.0010811101,0.00002973739,0.000024345643,0.0002384894,0.000067466644,0.39279482,0.0008164442,0.59738356,0.007375952,0.00003553788],"about_ca_topic_score_codex":0.001966115,"about_ca_topic_score_gemma":0.0011389375,"teacher_disagreement_score":0.003033624,"about_ca_system_score_codex":0.0011776502,"about_ca_system_score_gemma":0.0009328319,"threshold_uncertainty_score":0.010148525},"labels":[],"label_agreement":null},{"id":"W2766900471","doi":"10.1111/mafi.12084","title":"ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME‐HOMOGENEOUS DIFFUSIONS","year":2014,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; Deutscher Akademischer Austauschdienst","keywords":"Local martingale; Martingale (probability theory); Mathematics; Mathematical proof; Doob's martingale inequality; Applied mathematics; Martingale pricing; Stochastic volatility; Martingale difference sequence; Homogeneous; Volatility (finance); Exponential function; Semimartingale; Mathematical economics; Econometrics; Mathematical analysis; Combinatorics","score_opus":0.0265752546096833,"score_gpt":0.20417710703790337,"score_spread":0.17760185242822008,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2766900471","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.25964254,0.0056473427,0.70605433,0.0035683492,0.00021397234,0.00009900744,0.00023730179,0.00025926952,0.024277983],"genre_scores_gemma":[0.9386856,0.0036644714,0.04875389,0.0005339425,0.0005044507,0.00014626438,0.00027399688,0.00013449177,0.007302964],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99867576,0.0006155197,0.0000759044,0.00019351763,0.00022343674,0.00021573162],"domain_scores_gemma":[0.9853543,0.010400479,0.0013363734,0.00077174156,0.0012825826,0.0008545052],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0073260968,0.0012695271,0.0016249563,0.0035443369,0.0010495275,0.0022880232,0.0015820619,0.0019649505,0.0022930347],"category_scores_gemma":[0.020996975,0.0006721654,0.002563236,0.0017696897,0.004394343,0.0059111645,0.003189986,0.0034949274,0.00027462456],"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":[0.000037839178,0.000038286966,0.00079341483,0.00007736836,0.000037882506,0.00017045446,0.00019582812,0.020496652,0.0012368966,0.9737932,0.00045973045,0.0026625588],"study_design_scores_gemma":[0.00003850241,0.00006551529,0.0009827107,0.000075576114,0.000049963575,0.00011416279,0.000076937475,0.3095717,0.0010096058,0.686516,0.0014503772,0.000048908536],"about_ca_topic_score_codex":0.0045202384,"about_ca_topic_score_gemma":0.0018256162,"teacher_disagreement_score":0.0073260968,"about_ca_system_score_codex":0.0019640836,"about_ca_system_score_gemma":0.0021880309,"threshold_uncertainty_score":0.03874457},"labels":[],"label_agreement":null},{"id":"W2766994191","doi":"10.3390/risks5040056","title":"Optional Defaultable Markets","year":2017,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Credit default swap; Probability of default; Arbitrage; Swap (finance); Financial market; Mathematical economics; Mathematical finance; Bond; Econometrics; Economics; Financial economics; Computer science; Actuarial science; Credit risk; Finance","score_opus":0.08974303752797337,"score_gpt":0.29480862360219423,"score_spread":0.20506558607422087,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2766994191","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13555633,0.0027024462,0.81705135,0.0022122976,0.00048976176,0.000087219596,0.00043639587,0.0002563969,0.04120793],"genre_scores_gemma":[0.9422235,0.0014928654,0.04100671,0.0004101494,0.000658284,0.00008698456,0.00026181134,0.00007789435,0.013781911],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981184,0.0005113594,0.00013240408,0.00040241927,0.00059616077,0.00023933269],"domain_scores_gemma":[0.9950121,0.0022952857,0.0008681525,0.00075928384,0.00059668673,0.00046858066],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021610844,0.0005961537,0.0009450106,0.0009791193,0.0008327803,0.002527375,0.00180687,0.0017351798,0.008443303],"category_scores_gemma":[0.009681539,0.00034546063,0.0012889347,0.00082296017,0.0031098183,0.0070236214,0.0023118607,0.002754207,0.00047406458],"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":[0.000013077618,0.000012916781,0.0002615067,0.00003871612,0.000011344297,0.00012631186,0.00003773183,0.0023030175,0.0005130623,0.9925242,0.0006567808,0.0035012478],"study_design_scores_gemma":[0.000012359636,0.000025261888,0.0002456307,0.00002064436,0.000010578434,0.0002515161,0.000023811146,0.037928984,0.0003451424,0.9580222,0.0031020413,0.000011964983],"about_ca_topic_score_codex":0.0003895008,"about_ca_topic_score_gemma":0.00036444253,"teacher_disagreement_score":0.008443303,"about_ca_system_score_codex":0.00095551525,"about_ca_system_score_gemma":0.0006472067,"threshold_uncertainty_score":0.028245628},"labels":[],"label_agreement":null},{"id":"W2767164886","doi":"10.5539/ijsp.v6n6p137","title":"A Family of Non Linear Models in a Market with Semi Markov Regimes: Application to the Commodity and the Derivative Market","year":2017,"lang":"en","type":"article","venue":"International Journal of Statistics and Probability","topic":"Stochastic processes and financial applications","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":"Army Research Office; Division of Mathematical Sciences","keywords":"Commodity; Markov chain; Heston model; Asset (computer security); Derivative (finance); Econometrics; Mathematics; Applied mathematics; Mathematical economics; Markov process; Mathematical optimization; Economics; Computer science; Financial economics; Stochastic volatility; Statistics; SABR volatility model; Finance","score_opus":0.02056097297288979,"score_gpt":0.2554517204560121,"score_spread":0.23489074748312233,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2767164886","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03683305,0.0006167054,0.9555718,0.0005802123,0.00005244736,0.00002843112,0.00007176393,0.000104675324,0.0061408943],"genre_scores_gemma":[0.85943025,0.0016558232,0.12805334,0.00026647793,0.00018427448,0.00016811362,0.0001721113,0.000087594126,0.009981983],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995566,0.00019936211,0.000022694583,0.00008001303,0.00010123955,0.000040140712],"domain_scores_gemma":[0.9983601,0.0010704333,0.00023167425,0.000106425774,0.00012586497,0.00010539624],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014045936,0.0005271509,0.00072666095,0.0005927334,0.00055683195,0.0011823687,0.0008113199,0.0011047776,0.0032895117],"category_scores_gemma":[0.004446593,0.00038865808,0.0013728623,0.0005058417,0.0012067431,0.0017372303,0.0010711413,0.0016643878,0.0002919434],"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":[0.000026638021,0.000049862956,0.00076906354,0.00006860193,0.000042478547,0.0002502569,0.00016347624,0.21182999,0.0016922213,0.7739657,0.000933432,0.010208263],"study_design_scores_gemma":[0.0000058033806,0.000019742854,0.00015051784,0.000009334326,0.000007644743,0.000081444836,0.000014509,0.85177827,0.00014850161,0.14684923,0.00092358683,0.000011388679],"about_ca_topic_score_codex":0.0019209005,"about_ca_topic_score_gemma":0.0012602906,"teacher_disagreement_score":0.0032895117,"about_ca_system_score_codex":0.00070593384,"about_ca_system_score_gemma":0.00068395457,"threshold_uncertainty_score":0.011004567},"labels":[],"label_agreement":null},{"id":"W2767271276","doi":"10.48550/arxiv.1711.02784","title":"Optimal Brownian Stopping between radially symmetric marginals in general dimensions","year":2017,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"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; Austrian Science Fund; European Commission","keywords":"Brownian motion; Martingale (probability theory); Optimal stopping; Stopping time; Mathematics; Type (biology); Order (exchange); Combinatorics; Optional stopping theorem; Physics; Applied mathematics; Mathematical optimization; Statistics","score_opus":0.11645389143788853,"score_gpt":0.2041948629544552,"score_spread":0.08774097151656665,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2767271276","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5465424,0.0010624332,0.44119185,0.001091543,0.00006629245,0.000056972065,0.00020987864,0.00028251443,0.009496191],"genre_scores_gemma":[0.9534659,0.0003612501,0.04108728,0.00011522696,0.00003057838,0.00006695417,0.00012210093,0.00011041004,0.004640269],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991197,0.00038395653,0.000050051134,0.00019176169,0.00008484578,0.0001697478],"domain_scores_gemma":[0.99714416,0.0014547146,0.00047776537,0.00016357674,0.00023119665,0.0005285761],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027480545,0.00071520347,0.0010475387,0.000934211,0.000612109,0.0018665484,0.0010447144,0.0011312648,0.002523197],"category_scores_gemma":[0.00749638,0.00070908124,0.00096741493,0.00039448892,0.002537832,0.0026255185,0.0015418871,0.0011636474,0.00025542884],"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":[0.00015866406,0.000054190852,0.0012845477,0.00008821144,0.000051320083,0.00014319413,0.00012092322,0.08615998,0.0030617558,0.9034641,0.0008658658,0.0045472905],"study_design_scores_gemma":[0.000045342542,0.000074055504,0.0009284191,0.000030782965,0.000021368132,0.00005010693,0.00008478214,0.45397675,0.001104945,0.54298526,0.0006574148,0.0000408289],"about_ca_topic_score_codex":0.0024239812,"about_ca_topic_score_gemma":0.0019777243,"teacher_disagreement_score":0.0027480545,"about_ca_system_score_codex":0.0023540591,"about_ca_system_score_gemma":0.0014166017,"threshold_uncertainty_score":0.01707995},"labels":[],"label_agreement":null},{"id":"W2767432952","doi":"10.1016/j.jmaa.2017.10.072","title":"Option pricing for a large trader with price impact and liquidity costs","year":2017,"lang":"en","type":"article","venue":"Journal of Mathematical Analysis and Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Market liquidity; Asset (computer security); Market impact; Maximization; Order (exchange); Utility maximization problem; Liquidity risk; Economics; Stochastic control; Econometrics; Value (mathematics); Utility maximization; Financial economics; Microeconomics; Optimal control; Mathematics; Mathematical optimization; Monetary economics; Computer science; Mathematical economics; Market microstructure; Finance","score_opus":0.02733465199832251,"score_gpt":0.2864164601542986,"score_spread":0.2590818081559761,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2767432952","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.42463958,0.0022856472,0.5385442,0.0098700775,0.0006275659,0.00011059737,0.00039844893,0.0006123815,0.022911448],"genre_scores_gemma":[0.96997064,0.00046945477,0.010534463,0.00020168509,0.0004987343,0.00004968214,0.00014223406,0.0000915443,0.01804151],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99824417,0.00069319824,0.00010905564,0.00030758462,0.000347207,0.00029885562],"domain_scores_gemma":[0.9864508,0.009033483,0.0012588663,0.0005875641,0.0006503543,0.002018866],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0055218735,0.002104976,0.004012177,0.0022507184,0.0014204978,0.009067664,0.0033843978,0.009955205,0.010684449],"category_scores_gemma":[0.019016346,0.001649867,0.0022134758,0.002246311,0.004954641,0.009697998,0.0034264599,0.0050454,0.00077760976],"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":[0.0006154461,0.00034776286,0.0027660655,0.00019170101,0.00019537388,0.003706454,0.00024260842,0.23532167,0.0053243833,0.73980254,0.0024793255,0.009006743],"study_design_scores_gemma":[0.00008249106,0.00005049666,0.00043690778,0.000010628109,0.000046870973,0.00036339846,0.000040114883,0.87040824,0.00020516297,0.12806562,0.0002415857,0.00004851032],"about_ca_topic_score_codex":0.002696924,"about_ca_topic_score_gemma":0.0015473363,"teacher_disagreement_score":0.010684449,"about_ca_system_score_codex":0.0019272886,"about_ca_system_score_gemma":0.0016142044,"threshold_uncertainty_score":0.035743058},"labels":[],"label_agreement":null},{"id":"W2768114813","doi":"10.2139/ssrn.3060869","title":"Optimal Short-Termism","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Quest University Canada","funders":"","keywords":"Economics; Business; Computer science","score_opus":0.022482169869508847,"score_gpt":0.24767859773275946,"score_spread":0.22519642786325061,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2768114813","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.278349,0.0026326652,0.45020467,0.022596754,0.001183872,0.0001413256,0.00080668484,0.0007812121,0.24330382],"genre_scores_gemma":[0.93994176,0.0006261131,0.019637095,0.00061353174,0.00049411674,0.00006545319,0.00015171124,0.00011808851,0.038352203],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999081,0.00027387962,0.000057783884,0.00024815626,0.00015735895,0.00018188012],"domain_scores_gemma":[0.99745876,0.0010998775,0.0002636081,0.00031416866,0.00035595798,0.0005076062],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014311207,0.0005689063,0.0011600942,0.00060270843,0.0009275768,0.0027212275,0.0010053574,0.0024620641,0.01681979],"category_scores_gemma":[0.008313407,0.00052949006,0.0005998954,0.00045148275,0.0012938984,0.0035867998,0.0021723888,0.0022218577,0.0012984482],"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":[0.00012082875,0.00007333591,0.00034713512,0.00007189758,0.000026684027,0.000051728824,0.00006375273,0.013447664,0.001480151,0.96510947,0.0051834113,0.014023989],"study_design_scores_gemma":[0.000036625108,0.000053057374,0.0004546104,0.00002064141,0.000016033839,0.0000749633,0.00007792409,0.06592659,0.00048642146,0.9294383,0.003400541,0.000014311624],"about_ca_topic_score_codex":0.0007566607,"about_ca_topic_score_gemma":0.00096731394,"teacher_disagreement_score":0.01681979,"about_ca_system_score_codex":0.0018063053,"about_ca_system_score_gemma":0.0018218845,"threshold_uncertainty_score":0.056267858},"labels":[],"label_agreement":null},{"id":"W2769229079","doi":"10.1214/16-aop1141","title":"On the boundary of the support of super-Brownian motion","year":2017,"lang":"en","type":"article","venue":"The Annals of Probability","topic":"Stochastic processes and financial applications","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":"Mathematics; Uniqueness; Brownian motion; Hausdorff dimension; Boundary (topology); Mathematical analysis; Stochastic differential equation; Generator (circuit theory); Eigenvalues and eigenvectors; Geometric Brownian motion; Motion (physics); Diffusion process; Classical mechanics","score_opus":0.14876683551929204,"score_gpt":0.29531426532470184,"score_spread":0.1465474298054098,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2769229079","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.91666555,0.0009431204,0.0663989,0.0014262181,0.000100300516,0.000018445124,0.000113029855,0.000081497725,0.014252943],"genre_scores_gemma":[0.991682,0.00028969793,0.0051286705,0.00009636592,0.00009580722,0.000023520635,0.000116378134,0.000032615422,0.0025349555],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99961096,0.00011718061,0.00001596812,0.000072050636,0.000112495094,0.00007132173],"domain_scores_gemma":[0.99676114,0.0014075665,0.00053322886,0.00018112862,0.00035462953,0.00076217635],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010836031,0.00041247832,0.0006773566,0.001270251,0.0007884338,0.0016395359,0.0011627566,0.00082575466,0.003265625],"category_scores_gemma":[0.006013911,0.000304674,0.0005399619,0.00039860405,0.002552734,0.0029824332,0.002076788,0.0015409206,0.00025317929],"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":[0.00016179083,0.0000885188,0.0037263986,0.00010372541,0.00003168915,0.00057857437,0.00038980154,0.015835458,0.0076411897,0.9657169,0.00096187013,0.004764071],"study_design_scores_gemma":[0.000038377482,0.000080089965,0.006838072,0.000064689324,0.000019733758,0.0004697292,0.00031031543,0.32056952,0.0023999212,0.66744196,0.0017212386,0.00004638117],"about_ca_topic_score_codex":0.0010668839,"about_ca_topic_score_gemma":0.00045023614,"teacher_disagreement_score":0.003265625,"about_ca_system_score_codex":0.0008332827,"about_ca_system_score_gemma":0.00046556443,"threshold_uncertainty_score":0.010924578},"labels":[],"label_agreement":null},{"id":"W2771722649","doi":"10.1007/s00291-017-0502-2","title":"Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions","year":2017,"lang":"en","type":"article","venue":"OR Spectrum","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Portfolio; Consumption (sociology); Stochastic discount factor; Economics; Expected utility hypothesis; Mathematical economics; Computer science; Microeconomics; Econometrics; Mathematical optimization; Mathematics; Financial economics; Capital asset pricing model","score_opus":0.04128172389244446,"score_gpt":0.2532613614766722,"score_spread":0.21197963758422778,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2771722649","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.36924085,0.001424614,0.59466666,0.0039291736,0.0001756138,0.00013041326,0.00097051746,0.00026166352,0.0292005],"genre_scores_gemma":[0.9371765,0.0012257993,0.025981436,0.0001928638,0.00014000449,0.00011965446,0.00043624916,0.000097335556,0.03463017],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988017,0.00058028323,0.0000516229,0.0002374846,0.00014217211,0.00018670213],"domain_scores_gemma":[0.99490535,0.0036158378,0.0006371724,0.00024067993,0.0003186661,0.0002823718],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002956501,0.0011408133,0.0016736351,0.0010453874,0.0004967317,0.0043823346,0.0019412994,0.0032940924,0.007560636],"category_scores_gemma":[0.014759881,0.0012819372,0.0014376664,0.0012351802,0.0021309482,0.0063325544,0.0015989589,0.002160917,0.00089629815],"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":[0.00017220396,0.00011373535,0.0010763016,0.00007875611,0.00007801834,0.0002890406,0.00015948956,0.24803817,0.00068422494,0.7416806,0.0018440358,0.005785365],"study_design_scores_gemma":[0.000066367356,0.000034511933,0.0006416217,0.000029179993,0.00003584979,0.00008104696,0.000087723965,0.5892274,0.00022753442,0.40883636,0.0006967814,0.000035682926],"about_ca_topic_score_codex":0.0049357763,"about_ca_topic_score_gemma":0.003171671,"teacher_disagreement_score":0.007560636,"about_ca_system_score_codex":0.0023916287,"about_ca_system_score_gemma":0.001226303,"threshold_uncertainty_score":0.025292873},"labels":[],"label_agreement":null},{"id":"W2772601807","doi":"10.1016/j.insmatheco.2018.08.003","title":"Time-consistent mean–variance portfolio optimization: A numerical impulse control approach","year":2018,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":35,"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":"Mathematical optimization; Efficient frontier; Optimal control; Discretization; Portfolio investment; Portfolio; Investment strategy; Leverage (statistics); Economics; Mathematics; Computer science; Finance; Profit (economics); Microeconomics","score_opus":0.01606216036980704,"score_gpt":0.19817750410254978,"score_spread":0.18211534373274274,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2772601807","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.011871381,0.00041619746,0.98122483,0.00073548633,0.00015842015,0.000025359797,0.000031364576,0.00008993281,0.005446992],"genre_scores_gemma":[0.7805951,0.00088204665,0.19976957,0.0005743543,0.0004907646,0.00028195066,0.00017669397,0.0002438423,0.016985666],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992329,0.00042497696,0.000031562904,0.00011389416,0.00013579238,0.000060863],"domain_scores_gemma":[0.99610317,0.0029497165,0.0002820431,0.00016134274,0.00035739853,0.00014631129],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027920003,0.0010747218,0.0018677108,0.00097349,0.00061641494,0.002302752,0.001662022,0.0037552656,0.0032305475],"category_scores_gemma":[0.011959436,0.001130073,0.0013637177,0.00094518624,0.002325365,0.002255321,0.0019853918,0.0026580733,0.0003132528],"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":[0.000033597964,0.000034512148,0.00021094551,0.000036396792,0.000059337053,0.000049573566,0.000028362994,0.93326896,0.00037377825,0.061472066,0.00044287118,0.00398956],"study_design_scores_gemma":[0.0000057164348,0.0000036788244,0.000014717234,0.0000031642846,0.00000444376,0.0000037110137,0.000002020356,0.992736,0.00003639898,0.0070973346,0.000089121604,0.0000036599836],"about_ca_topic_score_codex":0.004564551,"about_ca_topic_score_gemma":0.0027178777,"teacher_disagreement_score":0.004564551,"about_ca_system_score_codex":0.0010498646,"about_ca_system_score_gemma":0.0017546646,"threshold_uncertainty_score":0.01476568},"labels":[],"label_agreement":null},{"id":"W2773141439","doi":"10.5430/afr.v7n1p161","title":"The Pure Expectations Theory and Quarterly Interest Rate Premiums","year":2017,"lang":"en","type":"article","venue":"Accounting and Finance Research","topic":"Stochastic processes and financial applications","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":true,"ca_institutions":"","funders":"","keywords":"Economics; Maturity (psychological); Interest rate; Quarter (Canadian coin); Sample (material); Econometrics; Risk premium; Term (time); Order (exchange); Zero (linguistics); Actuarial science; Financial economics; Monetary economics; Psychology; Finance","score_opus":0.06596785956539761,"score_gpt":0.328566611086867,"score_spread":0.2625987515214694,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2773141439","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7643588,0.007832435,0.17231385,0.0055834814,0.0003091142,0.00006108277,0.00055780343,0.0002672641,0.048716165],"genre_scores_gemma":[0.9941169,0.0007455495,0.0025815715,0.00013857905,0.00022072528,0.000016580465,0.00012332719,0.000013225583,0.0020434116],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990159,0.00032374993,0.000078891,0.00019100338,0.00029248817,0.00009801509],"domain_scores_gemma":[0.9916574,0.00555606,0.001410122,0.00050411077,0.00058383035,0.00028858084],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030856072,0.0003258627,0.00055520044,0.0010313847,0.00030096047,0.0021909904,0.0005471752,0.00079086726,0.0031315994],"category_scores_gemma":[0.020208621,0.0002199689,0.0005042494,0.0007828992,0.0011374528,0.0024695047,0.000623928,0.0010545177,0.00031584405],"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":[0.00022235216,0.00011285659,0.036941778,0.00015737537,0.00013265888,0.00026963538,0.0005821814,0.015680285,0.001882521,0.8681253,0.0026927784,0.07320027],"study_design_scores_gemma":[0.00005512312,0.00014139793,0.094507195,0.000057748315,0.00007409397,0.00037650458,0.00021529153,0.05842784,0.001001116,0.84070134,0.004383171,0.000059152855],"about_ca_topic_score_codex":0.0020728083,"about_ca_topic_score_gemma":0.00056585326,"teacher_disagreement_score":0.0031315994,"about_ca_system_score_codex":0.0010428479,"about_ca_system_score_gemma":0.00034371673,"threshold_uncertainty_score":0.0163185},"labels":[],"label_agreement":null},{"id":"W2774149981","doi":"10.4324/9781315162737-5","title":"Variance and volatility swaps and futures pricing for stochastic volatility models","year":2019,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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":"Variance swap; Futures contract; Volatility swap; Stochastic volatility; Volatility (finance); Financial economics; Econometrics; Implied volatility; Forward volatility; Volatility smile; Volatility risk premium; Economics","score_opus":0.035156120210658635,"score_gpt":0.21797115805124512,"score_spread":0.18281503784058648,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2774149981","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.027529182,0.13022691,0.634033,0.0039665303,0.0040271212,0.000055562687,0.00043046568,0.000531576,0.19919969],"genre_scores_gemma":[0.47206008,0.13262232,0.16129865,0.0014176259,0.008216546,0.00017513073,0.0013780441,0.00068491336,0.22214665],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99969196,0.000075477394,0.0000122311385,0.000057172532,0.00014460424,0.000018571049],"domain_scores_gemma":[0.9997565,0.00013955579,0.00002260489,0.000027816905,0.000041681134,0.00001178724],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005634728,0.001002417,0.00061657507,0.00072663324,0.00026433487,0.0013442046,0.0005462742,0.0010937033,0.007054246],"category_scores_gemma":[0.0015656607,0.00031426112,0.0010104101,0.0015964396,0.0007395187,0.0019078082,0.00054184505,0.0017749978,0.0019168083],"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":[0.000020494655,0.00004631898,0.0006118746,0.00022861533,0.000043418564,0.00017517466,0.00009553245,0.060307845,0.0015032525,0.8127655,0.02482273,0.09937921],"study_design_scores_gemma":[0.0000062772433,0.000038992595,0.00092079985,0.00008958223,0.000026279547,0.00039764482,0.000035277237,0.24200703,0.0005133672,0.6710207,0.08491779,0.00002633994],"about_ca_topic_score_codex":0.0010879884,"about_ca_topic_score_gemma":0.00090017694,"teacher_disagreement_score":0.007054246,"about_ca_system_score_codex":0.0005496133,"about_ca_system_score_gemma":0.00050739467,"threshold_uncertainty_score":0.02359879},"labels":[],"label_agreement":null},{"id":"W2775355612","doi":"10.1016/j.jmaa.2017.12.019","title":"A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows","year":2017,"lang":"en","type":"article","venue":"Journal of Mathematical Analysis and Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"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 Calgary","funders":"Australian Research Council; Natural Sciences and Engineering Research Council of Canada","keywords":"Kolmogorov equations (Markov jump process); Mathematics; Probabilistic logic; Applied mathematics; Conditional expectation; Mathematical economics; Mathematical analysis; Econometrics; Differential equation; Statistics","score_opus":0.04062982326639897,"score_gpt":0.28691957144064956,"score_spread":0.2462897481742506,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2775355612","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023904,0.010393019,0.90465015,0.006993981,0.0059697907,0.00009165532,0.00043047656,0.00028480697,0.04728212],"genre_scores_gemma":[0.62597626,0.02452353,0.26059812,0.00382885,0.011131443,0.00031122006,0.0006775775,0.00063351117,0.072319426],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986726,0.00046172395,0.00017693799,0.00022002507,0.00038554997,0.00008310079],"domain_scores_gemma":[0.99499667,0.0034481508,0.00035009935,0.00043322257,0.0005263887,0.00024543516],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0048179557,0.0014092476,0.0017391938,0.0018114848,0.0011551611,0.0027111473,0.0016302809,0.0026651514,0.0038636334],"category_scores_gemma":[0.011937914,0.0008210227,0.0037853785,0.0016182916,0.0031489925,0.0065679913,0.0039905133,0.006324641,0.000687306],"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":[0.000025138263,0.000018725996,0.00030036035,0.00008899981,0.000042710886,0.00018399661,0.00013011812,0.007558858,0.0008888594,0.9784848,0.0024851225,0.009792268],"study_design_scores_gemma":[0.000014089293,0.000029936089,0.00032923106,0.000041098578,0.000043808996,0.00016095165,0.000023801646,0.09649153,0.00036459469,0.8942025,0.008246128,0.000052363197],"about_ca_topic_score_codex":0.0034349277,"about_ca_topic_score_gemma":0.0021423225,"teacher_disagreement_score":0.0048179557,"about_ca_system_score_codex":0.0014403934,"about_ca_system_score_gemma":0.0019097868,"threshold_uncertainty_score":0.025480151},"labels":[],"label_agreement":null},{"id":"W2778551031","doi":"10.1051/proc/201965294","title":"Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view","year":2019,"lang":"en","type":"article","venue":"ESAIM Proceedings and Surveys","topic":"Stochastic processes and financial applications","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":"Université Laval","funders":"Agence Nationale de la Recherche","keywords":"Monte Carlo method; Point (geometry); Statistical physics; Mathematical economics; Mathematics; Economics; Econometrics; Physics; Statistics; Geometry","score_opus":0.03179906852291277,"score_gpt":0.29087987472226146,"score_spread":0.2590808061993487,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2778551031","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0055585816,0.00040713957,0.99237895,0.0003163183,0.000042478317,0.000021798713,0.000020639669,0.00007311441,0.0011810212],"genre_scores_gemma":[0.46504936,0.0014814,0.5272706,0.00051408,0.0002702961,0.00033671487,0.00015230096,0.00014904088,0.00477617],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989729,0.00058485765,0.00004329549,0.00006962742,0.00027608915,0.000053227144],"domain_scores_gemma":[0.995239,0.0032958335,0.00034524556,0.0003338766,0.0005646925,0.00022127345],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029324007,0.00062971265,0.0010045278,0.00088458863,0.00049060106,0.0013252161,0.0012814837,0.0016439704,0.0024635482],"category_scores_gemma":[0.007323742,0.00044022675,0.00074186845,0.00082038966,0.0014561205,0.0012997567,0.0013695557,0.0020435136,0.00051780546],"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":[0.000103702136,0.000079393816,0.000826332,0.000104359024,0.000054848464,0.00006626874,0.00008064817,0.7057543,0.002771122,0.26757333,0.00064335036,0.021942379],"study_design_scores_gemma":[0.0000075992525,0.00000708416,0.000026584015,0.0000056106524,0.0000024192732,0.000006519895,0.0000018417502,0.98413384,0.00017025837,0.015342307,0.00029233983,0.000003639734],"about_ca_topic_score_codex":0.0034454982,"about_ca_topic_score_gemma":0.0022614917,"teacher_disagreement_score":0.0034454982,"about_ca_system_score_codex":0.00091672066,"about_ca_system_score_gemma":0.0010802833,"threshold_uncertainty_score":0.015508175},"labels":[],"label_agreement":null},{"id":"W2781726695","doi":"10.1007/978-3-319-70619-1_5","title":"The Execution Problem in Finance with Major and Minor Traders: A Mean Field Game Formulation","year":2017,"lang":"en","type":"book-chapter","venue":"Annals of the International Society of Dynamic Games","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Minor (academic); Nash equilibrium; Financial market; State (computer science); Finance; Cover (algebra); Mathematical economics; Computer science; Economics","score_opus":0.03191945726303425,"score_gpt":0.2527297909576937,"score_spread":0.22081033369465947,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2781726695","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.044704195,0.002685463,0.88878405,0.006102962,0.00049405074,0.00014616136,0.00028148363,0.000096227464,0.05670533],"genre_scores_gemma":[0.73574114,0.0037197338,0.1560107,0.0011435589,0.0015467586,0.00052095955,0.00035139726,0.00023233518,0.10073349],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987901,0.00059521344,0.000047990514,0.00020683372,0.00018902346,0.0001708605],"domain_scores_gemma":[0.99679947,0.002452134,0.00021021353,0.00009133353,0.00014667743,0.00030015822],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002583407,0.0018188364,0.0020518515,0.00071053865,0.0010159295,0.0038223695,0.0029078727,0.0049826507,0.007330342],"category_scores_gemma":[0.006547628,0.0009812247,0.0015323879,0.001046992,0.0036629378,0.005572564,0.0023914534,0.005297205,0.00057801214],"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":[0.000044074404,0.000057410994,0.00016556465,0.0000705151,0.000027906892,0.00009713848,0.00010153091,0.07972822,0.00030625955,0.9108329,0.0035664318,0.0050019445],"study_design_scores_gemma":[0.000034598732,0.000023424187,0.0000818409,0.000023737806,0.000014963982,0.000044767985,0.00003957877,0.27380443,0.00007750898,0.7238226,0.0020149052,0.000017678956],"about_ca_topic_score_codex":0.0034218016,"about_ca_topic_score_gemma":0.0030710879,"teacher_disagreement_score":0.007330342,"about_ca_system_score_codex":0.0020911759,"about_ca_system_score_gemma":0.002862338,"threshold_uncertainty_score":0.024522364},"labels":[],"label_agreement":null},{"id":"W2782603341","doi":"10.1109/cdc.2017.8263635","title":"An optimal execution problem in finance targeting the market trading speed: An MFG formulation","year":2017,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"","keywords":"Trading strategy; Nash equilibrium; Financial market; Stock market; Market impact; Best response; Market microstructure; Computer science; Mathematical optimization; Econometrics; Mathematical economics; Economics; Finance; Mathematics; Context (archaeology); Order (exchange)","score_opus":0.03156142440630301,"score_gpt":0.2557453541290333,"score_spread":0.22418392972273032,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2782603341","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.041743115,0.0006627352,0.9459982,0.0015757615,0.000065954075,0.00008396109,0.00016342387,0.00009191199,0.009615023],"genre_scores_gemma":[0.90335023,0.0005160549,0.08245748,0.00033639921,0.00012641838,0.00035587436,0.00018197688,0.00008928478,0.012586178],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995641,0.0001923818,0.000019784713,0.00009389926,0.000074072814,0.00005570451],"domain_scores_gemma":[0.99853516,0.0010848265,0.0001404445,0.00003407942,0.00013151733,0.00007396798],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016652786,0.0009811368,0.001277444,0.0006103733,0.00032206325,0.0013262137,0.0008663512,0.0023763042,0.0031470533],"category_scores_gemma":[0.0049435743,0.00046945398,0.00060770515,0.00054196897,0.0014131988,0.0014007643,0.0010118874,0.0010644869,0.0002180507],"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":[0.000028631137,0.000024858751,0.0003328292,0.000050656312,0.000019260975,0.000059229216,0.00003510591,0.95634216,0.00045365153,0.036730796,0.00051104085,0.0054117977],"study_design_scores_gemma":[0.00000625067,0.000013603993,0.000075920616,0.0000048847733,0.0000034242714,0.0000067280125,0.0000071426634,0.9883851,0.000043392924,0.011260191,0.0001901301,0.000003214637],"about_ca_topic_score_codex":0.0068745124,"about_ca_topic_score_gemma":0.003503232,"teacher_disagreement_score":0.0068745124,"about_ca_system_score_codex":0.001356199,"about_ca_system_score_gemma":0.0013333077,"threshold_uncertainty_score":0.013668954},"labels":[],"label_agreement":null},{"id":"W2782994633","doi":"10.1109/cdc.2017.8264119","title":"A mean field game — Hybrid systems approach to optimal execution problems in finance with stopping times","year":2017,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"","keywords":"Nash equilibrium; Computer science; Optimal control; Stock market; Game theory; Sequential game; Market manipulation; Stochastic control; Market impact; Financial market; Mathematical optimization; Mathematical economics; Finance; Economics; Market microstructure; Mathematics","score_opus":0.029440947443608,"score_gpt":0.21894189952719914,"score_spread":0.18950095208359113,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2782994633","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009118005,0.0003698563,0.985336,0.0003681448,0.00005234596,0.00002958131,0.00002369072,0.000028618382,0.0046737413],"genre_scores_gemma":[0.8384811,0.0011710956,0.14596123,0.0003310534,0.00026439704,0.00033112807,0.0000901964,0.00006076934,0.013308991],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993755,0.0003355133,0.000027875894,0.00010258231,0.000105284525,0.00005325906],"domain_scores_gemma":[0.9989166,0.00079269795,0.00010351872,0.000031358824,0.000086998676,0.000068748144],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014472654,0.0009897306,0.00091352116,0.0006936091,0.000400437,0.0012393969,0.0009960685,0.0014853665,0.0021471933],"category_scores_gemma":[0.0025584213,0.0003721249,0.00092981843,0.00051740045,0.0016965728,0.0012462835,0.0010871647,0.0013033927,0.00016645316],"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":[0.00003260787,0.000040493513,0.000464084,0.00009673914,0.00006343612,0.00009345257,0.00009533493,0.6070802,0.0013208254,0.3795438,0.0006767119,0.010492406],"study_design_scores_gemma":[0.000009322906,0.00005302575,0.0001037682,0.000008855992,0.000009369978,0.000019902584,0.0000145135855,0.8966417,0.00014492942,0.10219661,0.0007873499,0.000010669181],"about_ca_topic_score_codex":0.00254344,"about_ca_topic_score_gemma":0.0015990919,"teacher_disagreement_score":0.00254344,"about_ca_system_score_codex":0.0011166837,"about_ca_system_score_gemma":0.0010281369,"threshold_uncertainty_score":0.008102119},"labels":[],"label_agreement":null},{"id":"W2783316388","doi":"10.1016/j.sysconle.2022.105196","title":"Mean-field backward stochastic differential equations and applications","year":2022,"lang":"en","type":"article","venue":"Systems & Control Letters","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":25,"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; Norges Forskningsråd; Vetenskapsrådet","keywords":"Mathematics; Stochastic differential equation; Brownian motion; Uniqueness; Mean field theory; Field (mathematics); Mathematical physics; Combinatorics; Mathematical analysis; Pure mathematics; Physics; Quantum mechanics; Statistics","score_opus":0.013656266372447733,"score_gpt":0.19896020992400545,"score_spread":0.18530394355155771,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2783316388","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.033285644,0.012071883,0.9180163,0.004455,0.0006897668,0.000047893132,0.00023242325,0.00016190192,0.031039178],"genre_scores_gemma":[0.823518,0.014052653,0.10932768,0.0012979951,0.0012632651,0.00027624023,0.00045087177,0.00014689377,0.049666353],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99944943,0.000224999,0.000027831096,0.00008955315,0.00015559414,0.0000524738],"domain_scores_gemma":[0.9981844,0.0011034287,0.00019366144,0.000057824152,0.00032901982,0.00013164362],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001665936,0.0010350696,0.001162013,0.0009516244,0.0006420449,0.0012233894,0.00082360546,0.0020694742,0.0034841113],"category_scores_gemma":[0.0050948467,0.00039817076,0.00125848,0.0012233299,0.0014376307,0.0015557728,0.0016787834,0.0018811837,0.0004534571],"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":[0.000022955204,0.00003543963,0.0006950913,0.00014079883,0.000037839476,0.0001486484,0.00012266201,0.12702183,0.0010676088,0.8614449,0.0015069157,0.007755303],"study_design_scores_gemma":[0.000018268913,0.000028758146,0.00030467275,0.000038413054,0.000014105926,0.00011549999,0.00004192194,0.6195225,0.00024727284,0.37325394,0.00639254,0.00002217054],"about_ca_topic_score_codex":0.0063384227,"about_ca_topic_score_gemma":0.0026585928,"teacher_disagreement_score":0.0063384227,"about_ca_system_score_codex":0.0015525727,"about_ca_system_score_gemma":0.0013223503,"threshold_uncertainty_score":0.0126030445},"labels":[],"label_agreement":null},{"id":"W2784215397","doi":"10.1109/cdc.2017.8264120","title":"Mean field games with poisson point processes and impulse control","year":2017,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"","keywords":"Impulse control; Impulse (physics); Poisson distribution; Markov process; Stationary distribution; Applied mathematics; Impulse response; Mathematics; Mathematical optimization; Compound Poisson process; Markov decision process; Computer science; Stationary state; Statistical physics; Markov chain; Poisson process; Mathematical analysis; Statistics; Physics; Classical mechanics","score_opus":0.014441172449019329,"score_gpt":0.2187642972765185,"score_spread":0.20432312482749918,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2784215397","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.20217107,0.00092279434,0.76794076,0.0024267854,0.00034501232,0.00014199683,0.00024222663,0.00019465406,0.025614677],"genre_scores_gemma":[0.9620965,0.000556778,0.019749975,0.00027633598,0.00020445502,0.0001813734,0.00008941967,0.000029222116,0.016815998],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99772793,0.0010917127,0.000087064946,0.00031139754,0.00037861077,0.0004033036],"domain_scores_gemma":[0.99501365,0.00363136,0.0005905881,0.00014624592,0.00027786312,0.00034021752],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029791074,0.0010513774,0.0020433597,0.0011340015,0.0007608783,0.002631778,0.0020725676,0.0034174933,0.0038416784],"category_scores_gemma":[0.008861223,0.000742052,0.0013152775,0.0009434538,0.0029304856,0.0028464415,0.0014054164,0.0020574958,0.00038487246],"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":[0.000093650255,0.00006921358,0.0007285929,0.00006204301,0.000068322006,0.00037516648,0.000112232396,0.3663791,0.0007991565,0.62680924,0.0008100199,0.0036932256],"study_design_scores_gemma":[0.000054189357,0.000055967394,0.00021345592,0.0000129347545,0.000018385623,0.00007498505,0.000043488213,0.8038627,0.00014853131,0.19486275,0.0006195599,0.00003303251],"about_ca_topic_score_codex":0.0075439345,"about_ca_topic_score_gemma":0.0036840301,"teacher_disagreement_score":0.0075439345,"about_ca_system_score_codex":0.0024525754,"about_ca_system_score_gemma":0.0017112952,"threshold_uncertainty_score":0.017794788},"labels":[],"label_agreement":null},{"id":"W2784603855","doi":"10.1214/20-aap1634","title":"Ergodic robust maximization of asymptotic growth","year":2021,"lang":"en","type":"preprint","venue":"The Annals of Applied Probability","topic":"Stochastic processes and financial applications","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":"Quest University Canada","funders":"FP7 People: Marie-Curie Actions; National Science Foundation","keywords":"Econometrics; Maximization; Ergodic theory; Trading strategy; Economics; Market capitalization; Covariance; Utility maximization; Mathematics; Mathematical economics; Mathematical optimization; Stock market; Statistics","score_opus":0.11180571197766032,"score_gpt":0.25822720508087693,"score_spread":0.14642149310321662,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2784603855","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09834048,0.00062983355,0.8870375,0.0013290938,0.00006490867,0.000040127827,0.00024327259,0.00035014667,0.011964656],"genre_scores_gemma":[0.96517277,0.00044309956,0.028121375,0.00014329677,0.000079291836,0.000079454505,0.00020395538,0.00016062304,0.005596143],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99899,0.00041491096,0.000044424785,0.0002337768,0.00017820098,0.00013875685],"domain_scores_gemma":[0.9946666,0.003582987,0.0007762506,0.00028782804,0.0004336527,0.00025272794],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030532468,0.0011595195,0.0012529327,0.00074945355,0.00030915195,0.0019119341,0.0011063116,0.0013593677,0.0019551644],"category_scores_gemma":[0.016209371,0.0005214014,0.0007556162,0.00063222816,0.001805565,0.0022688124,0.0017583075,0.0010980394,0.0003667687],"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":[0.00006486052,0.000027256601,0.0005177436,0.000105168634,0.000053144246,0.000118383505,0.00006745746,0.8350184,0.0030627777,0.15237902,0.00082059245,0.007765214],"study_design_scores_gemma":[0.0000056484155,0.000022819824,0.00011142913,0.0000086141035,0.000005932182,0.000015981203,0.000009591552,0.955043,0.0005786607,0.04397546,0.00021275294,0.000010021996],"about_ca_topic_score_codex":0.0028368456,"about_ca_topic_score_gemma":0.0012980457,"teacher_disagreement_score":0.0030532468,"about_ca_system_score_codex":0.0019807175,"about_ca_system_score_gemma":0.0011416228,"threshold_uncertainty_score":0.016147316},"labels":[],"label_agreement":null},{"id":"W2784992369","doi":"10.3390/jrfm13040065","title":"Forecasting the Term Structure of Interest Rates with Dynamic Constrained Smoothing B-Splines","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Fundação de Amparo à Pesquisa do Estado de São Paulo","keywords":"Yield curve; Term (time); Econometrics; Predictability; Stylized fact; Forward rate; Parametric statistics; Interest rate; Economics; Mathematics; Smoothing; Statistics; Finance","score_opus":0.02783914629306,"score_gpt":0.21751363048926278,"score_spread":0.18967448419620278,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2784992369","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.31455868,0.00070654805,0.6812343,0.00036128957,0.00006385045,0.00003431274,0.00036456063,0.0006026911,0.0020737797],"genre_scores_gemma":[0.9331207,0.00049549696,0.06418717,0.00004148899,0.000032759795,0.00003602753,0.0006506231,0.00007150814,0.0013641998],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996018,0.00013720425,0.000030233883,0.000075488795,0.00011072393,0.000044534947],"domain_scores_gemma":[0.99843854,0.0008493037,0.00020214242,0.00016825084,0.00027380977,0.00006810356],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002179009,0.000503261,0.0005836152,0.0010451742,0.0002301639,0.00087829016,0.00064395834,0.0007265398,0.00072575646],"category_scores_gemma":[0.007542003,0.00035243842,0.0008078842,0.0012260105,0.0003237774,0.00097955,0.00064902543,0.0012329838,0.00025990454],"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":[0.00009015985,0.000042096417,0.008051332,0.000035247856,0.00004590554,0.000050802773,0.00005808907,0.9205822,0.001839116,0.012175208,0.00063717825,0.05639262],"study_design_scores_gemma":[0.0000036266638,0.0000097324555,0.00073578546,0.0000038064784,0.000003611884,0.0000050393087,0.0000038775884,0.99611807,0.00025052528,0.0026256866,0.00023369258,0.0000065048207],"about_ca_topic_score_codex":0.011813933,"about_ca_topic_score_gemma":0.0068196035,"teacher_disagreement_score":0.011813933,"about_ca_system_score_codex":0.0004128715,"about_ca_system_score_gemma":0.00077663444,"threshold_uncertainty_score":0.02349037},"labels":[],"label_agreement":null},{"id":"W2786850658","doi":"10.1109/ssci.2017.8280981","title":"A parallel firefly meta-heuristics algorithm for financial option pricing","year":2017,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Firefly algorithm; Speedup; Firefly protocol; Heuristics; Computer science; Computation; Heuristic; Parallel algorithm; Parallel computing; Mathematical optimization; Algorithm; Mathematics; Artificial intelligence","score_opus":0.08249262300210236,"score_gpt":0.2762948239804019,"score_spread":0.19380220097829953,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2786850658","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.015845854,0.00026135423,0.97862065,0.00019583323,0.00008683635,0.000091218244,0.00004701741,0.0007019528,0.0041492363],"genre_scores_gemma":[0.20903555,0.00024338362,0.78662336,0.00016738859,0.00004940853,0.00022017128,0.00012288503,0.00016403706,0.0033738774],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99972326,0.00007139951,0.000011703602,0.000050216142,0.000094354466,0.000049054193],"domain_scores_gemma":[0.9997186,0.000121368525,0.000030977066,0.00003692998,0.0000640553,0.000028125784],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007087698,0.0006056582,0.00073064957,0.00058847055,0.0005062256,0.00062481704,0.001197603,0.0009426842,0.0023317402],"category_scores_gemma":[0.0011871624,0.00039770317,0.0007727786,0.000550011,0.0004080299,0.00067240605,0.00049446727,0.00086803926,0.00053373736],"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":[0.00012519384,0.00011949188,0.0006707591,0.00008447151,0.00007497805,0.00008295073,0.000055663564,0.8776741,0.005916632,0.013115334,0.0026958992,0.09938454],"study_design_scores_gemma":[0.00002888818,0.000021316071,0.00005636388,0.0000036865426,0.000007827279,0.000020185229,0.000004313344,0.995937,0.0008076491,0.0020835018,0.001024622,0.0000046648333],"about_ca_topic_score_codex":0.004203599,"about_ca_topic_score_gemma":0.0038947652,"teacher_disagreement_score":0.004203599,"about_ca_system_score_codex":0.0008526979,"about_ca_system_score_gemma":0.0015154652,"threshold_uncertainty_score":0.00835824},"labels":[],"label_agreement":null},{"id":"W2788096234","doi":"10.1142/s0219024918500061","title":"EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING","year":2018,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":9,"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":"Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada","keywords":"Stochastic volatility; Heston model; Stochastic differential equation; Valuation of options; Jump diffusion; Applied mathematics; SABR volatility model; Barrier option; Monte Carlo method; Computer science; Mathematics; Mathematical optimization; Volatility (finance); Jump; Econometrics","score_opus":0.017648323536931076,"score_gpt":0.2368373140124638,"score_spread":0.21918899047553272,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2788096234","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.006537059,0.00028664232,0.9893265,0.00018213301,0.0000744148,0.00002675968,0.000021984848,0.00004740397,0.0034971554],"genre_scores_gemma":[0.5190209,0.0016753023,0.46037704,0.00041345845,0.00028733746,0.00042342604,0.00021317072,0.00023541779,0.017353913],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99912447,0.00050162786,0.00003698167,0.00006616649,0.00021231695,0.00005851342],"domain_scores_gemma":[0.996564,0.0022823235,0.00024234623,0.0002465202,0.0005140711,0.00015076407],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022943344,0.00093259296,0.0008538048,0.0010522782,0.00047697013,0.0013017656,0.0011670676,0.0016303516,0.004230786],"category_scores_gemma":[0.011573642,0.00075596984,0.0011827225,0.000816605,0.0017910278,0.0022388392,0.002052539,0.0022935956,0.00055228727],"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":[0.00002413362,0.00002868837,0.00043995798,0.00005455015,0.00002832919,0.00006332999,0.00007658853,0.5850609,0.00073092093,0.4014478,0.00057195826,0.011472936],"study_design_scores_gemma":[0.0000041995227,0.000007723368,0.00002770673,0.000007954775,0.0000024966466,0.0000115658995,0.000005200611,0.9522534,0.00015234358,0.046936363,0.00058544753,0.0000056082486],"about_ca_topic_score_codex":0.0020230187,"about_ca_topic_score_gemma":0.001311423,"teacher_disagreement_score":0.004230786,"about_ca_system_score_codex":0.0008611439,"about_ca_system_score_gemma":0.0011218522,"threshold_uncertainty_score":0.014153421},"labels":[],"label_agreement":null},{"id":"W2788106397","doi":"10.1007/978-3-319-67068-3_28","title":"Quadratic Hedging with Mixed State and Control Constraints","year":2018,"lang":"en","type":"book-chapter","venue":"Lecture notes in control and information sciences - proceedings","topic":"Stochastic processes and financial applications","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":"Mathematical optimization; Quadratic programming; Stochastic control; Optimal control; Quadratic equation; Portfolio; Constraint (computer-aided design); State (computer science); Mathematics; Convex optimization; Regular polygon; Computer science; Finance; Economics","score_opus":0.01303542785905432,"score_gpt":0.2030362059141689,"score_spread":0.1900007780551146,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2788106397","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.018709512,0.001429928,0.96256703,0.00064932037,0.0001823804,0.000044558095,0.00016914014,0.0001434606,0.016104612],"genre_scores_gemma":[0.871309,0.0013441592,0.06673937,0.00039508767,0.00035379393,0.00017925147,0.00055324374,0.00016911523,0.058957055],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990879,0.00032599692,0.000060386472,0.00016664973,0.00027200815,0.00008704123],"domain_scores_gemma":[0.9981298,0.0012955371,0.00014839432,0.0001470443,0.00019635912,0.000082952334],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021669422,0.0014188841,0.0017660528,0.00039569396,0.00031249336,0.0027175678,0.0014539424,0.0018508971,0.0075149895],"category_scores_gemma":[0.0047562355,0.0012542503,0.0010026853,0.00090393197,0.0011329293,0.0024899938,0.0023040923,0.0021907196,0.00073236023],"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":[0.00020905814,0.00010322937,0.0003783359,0.00036827035,0.0001756125,0.00022984402,0.00010182104,0.71543795,0.002526509,0.23522049,0.003685068,0.04156381],"study_design_scores_gemma":[0.000029677896,0.00007995292,0.00015751587,0.000014851059,0.000019751726,0.000035270677,0.0000065071195,0.9321114,0.00032159121,0.0660693,0.0011391835,0.000015087835],"about_ca_topic_score_codex":0.0012661013,"about_ca_topic_score_gemma":0.0009941658,"teacher_disagreement_score":0.0075149895,"about_ca_system_score_codex":0.0006534315,"about_ca_system_score_gemma":0.0007818286,"threshold_uncertainty_score":0.025140107},"labels":[],"label_agreement":null},{"id":"W2788911476","doi":"10.1007/s10479-018-2761-y","title":"Mixed-asset portfolio allocation under mean-reverting asset returns","year":2018,"lang":"en","type":"article","venue":"Annals of Operations Research","topic":"Stochastic processes and financial applications","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":"Université Laval","funders":"Agence Nationale de la Recherche","keywords":"Mean reversion; Portfolio; Asset allocation; Asset (computer security); Stochastic investment model; Theory of computation; Capital asset pricing model; Economics; Computer science; Econometrics; Financial economics; Algorithm","score_opus":0.3366580378507829,"score_gpt":0.4153375755108499,"score_spread":0.07867953766006697,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2788911476","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09730742,0.0006467853,0.89927655,0.0003594525,0.000068849506,0.00005596993,0.00006901484,0.00013890883,0.00207711],"genre_scores_gemma":[0.90848744,0.00073780713,0.0843594,0.00010763826,0.00016749141,0.00015292996,0.00016988404,0.00008503332,0.005732348],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9974476,0.0014735351,0.00014461656,0.0003517017,0.00036808735,0.00021446239],"domain_scores_gemma":[0.9901177,0.006992966,0.0010222245,0.0006376104,0.000799908,0.0004295697],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0060462067,0.0011869774,0.0021566758,0.0009584671,0.0002610325,0.0033544367,0.0017027874,0.0016800737,0.002586489],"category_scores_gemma":[0.021588333,0.0009338733,0.0009903027,0.0009520707,0.0010714057,0.0049053356,0.0016392003,0.0012780909,0.000478857],"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":[0.0005228419,0.00018340528,0.0025773433,0.00021690536,0.00044717197,0.00023068985,0.0000868202,0.71525353,0.0035869153,0.22259215,0.0011828798,0.053119346],"study_design_scores_gemma":[0.00003448137,0.00007711527,0.00044542344,0.000010632964,0.000037639296,0.000055876688,0.000009288389,0.93266976,0.0005128433,0.06593509,0.00019856062,0.000013253928],"about_ca_topic_score_codex":0.0003993486,"about_ca_topic_score_gemma":0.00032802275,"teacher_disagreement_score":0.0060462067,"about_ca_system_score_codex":0.0008649127,"about_ca_system_score_gemma":0.0009587475,"threshold_uncertainty_score":0.031975746},"labels":[],"label_agreement":null},{"id":"W2789740919","doi":"10.48550/arxiv.1803.00108","title":"Martingale decomposition of a $L^2$ space with nonlinear stochastic integrals","year":2018,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Martingale (probability theory); Mathematics; Nonlinear system; Integrator; Martingale difference sequence; Applied mathematics; Local martingale; Bounded function; Decomposition; Generalization; Mathematical optimization; Mathematical analysis; Pure mathematics; Computer science; Physics","score_opus":0.05689401466474544,"score_gpt":0.19138090441053557,"score_spread":0.13448688974579012,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2789740919","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09487735,0.00059778086,0.89237064,0.00051983923,0.000084424144,0.000042474046,0.00017784687,0.00006455614,0.011265075],"genre_scores_gemma":[0.836353,0.0011646654,0.1340966,0.00025336412,0.00032281643,0.00019952146,0.0003620769,0.00014583081,0.027102098],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995466,0.00014775607,0.000024521489,0.00009106591,0.00011777512,0.00007229377],"domain_scores_gemma":[0.9993994,0.0001750521,0.00013106459,0.000051738793,0.00012963997,0.00011315543],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014108643,0.0010756252,0.00066220626,0.0013547532,0.00039986285,0.0014320231,0.00061653485,0.00085168367,0.0029794131],"category_scores_gemma":[0.0018719567,0.00031125496,0.0009877415,0.0005142407,0.0013631377,0.002398049,0.0012335924,0.001432,0.00032838792],"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":[0.000037464804,0.000027382244,0.0006122503,0.000054747594,0.000024917103,0.000119810546,0.00011485141,0.035371084,0.0036689031,0.9540989,0.0005044333,0.005365311],"study_design_scores_gemma":[0.000012487527,0.00005201013,0.0010264381,0.000018601784,0.000012160829,0.00011759874,0.000057871293,0.4720888,0.000983093,0.522411,0.0031950604,0.00002484877],"about_ca_topic_score_codex":0.0012992183,"about_ca_topic_score_gemma":0.0008471055,"teacher_disagreement_score":0.0029794131,"about_ca_system_score_codex":0.00093631045,"about_ca_system_score_gemma":0.00077255256,"threshold_uncertainty_score":0.009967208},"labels":[],"label_agreement":null},{"id":"W2789997224","doi":"10.3390/risks6010014","title":"A Risk-Based Approach for Asset Allocation with A Defaultable Share","year":2018,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","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":"York University","funders":"Australian Research Council; Natural Sciences and Engineering Research Council of Canada","keywords":"Risk measure; Measure (data warehouse); Mathematical optimization; Computer science; Stochastic differential equation; Markov process; Dynamic risk measure; Portfolio; Time consistency; Asset allocation; Economics; Mathematics; Actuarial science; Finance; Applied mathematics","score_opus":0.061324712589276215,"score_gpt":0.267013266438597,"score_spread":0.2056885538493208,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2789997224","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0017823733,0.00020471946,0.99543166,0.00018896349,0.00002994596,0.000034928937,0.000014294944,0.000024126271,0.0022891376],"genre_scores_gemma":[0.4483155,0.0014018893,0.53287727,0.00035340726,0.0003538649,0.0005151848,0.00012326759,0.00019403444,0.01586557],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99810493,0.00089736097,0.00008846361,0.000327711,0.00046124702,0.00012032186],"domain_scores_gemma":[0.99837697,0.001080153,0.00017329716,0.00008338441,0.00017444376,0.00011168021],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003993433,0.001726856,0.0018938908,0.0010568056,0.00064524385,0.0019959898,0.0027890378,0.0022768269,0.0063491776],"category_scores_gemma":[0.0055730552,0.0010456294,0.0019393446,0.00076135626,0.0019856298,0.0031260697,0.002265418,0.0028023578,0.0005828411],"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":[0.00003930387,0.000074159085,0.0002794742,0.00015384743,0.00008534226,0.00014303962,0.00012087755,0.73127836,0.0014410204,0.24831353,0.0009715874,0.017099524],"study_design_scores_gemma":[0.000017072607,0.00004902697,0.00007446178,0.000026267611,0.000026279187,0.00005144631,0.000015594958,0.91600573,0.0003125736,0.08180086,0.0016051916,0.000015537462],"about_ca_topic_score_codex":0.0018936078,"about_ca_topic_score_gemma":0.0015093985,"teacher_disagreement_score":0.0063491776,"about_ca_system_score_codex":0.0024895545,"about_ca_system_score_gemma":0.0021317839,"threshold_uncertainty_score":0.021240115},"labels":[],"label_agreement":null},{"id":"W2790031605","doi":"10.48550/arxiv.1803.01032","title":"Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion","year":2018,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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 Alberta","funders":"National Science Foundation","keywords":"Mathematics; Fractional Brownian motion; Malliavin calculus; Stochastic differential equation; Hurst exponent; Estimator; Strong consistency; Applied mathematics; Nonlinear system; Consistency (knowledge bases); Geometric Brownian motion; Ergodic theory; Lipschitz continuity; Dissipative system; Mathematical analysis; Brownian motion; Differential equation; Stochastic partial differential equation; Statistics; Diffusion process; Physics; Computer science","score_opus":0.06904418484413677,"score_gpt":0.20301008642544932,"score_spread":0.13396590158131255,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2790031605","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.037645407,0.0005059778,0.96022576,0.00067933515,0.000056266275,0.000016576556,0.00005691883,0.000079320256,0.0007343967],"genre_scores_gemma":[0.8534815,0.0014204409,0.13833791,0.0003555438,0.00031243145,0.00014488828,0.0004032408,0.00017782072,0.0053663454],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99864405,0.00054957165,0.000088686975,0.0003145636,0.0002809096,0.00012223137],"domain_scores_gemma":[0.99091107,0.0069953324,0.0010220114,0.00030858614,0.00057939027,0.00018365275],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0056343777,0.0012665524,0.0015364351,0.0013215943,0.0005157025,0.0016273096,0.0015992138,0.0020042926,0.00097152294],"category_scores_gemma":[0.024727225,0.00073558826,0.0011494774,0.00086657074,0.0026368843,0.0021253312,0.0025992498,0.0019077138,0.0001749941],"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":[0.00013240188,0.000058310718,0.0048892973,0.00024287352,0.00028976722,0.00028582895,0.0002068385,0.78328544,0.0059559434,0.18209498,0.00090347347,0.021654814],"study_design_scores_gemma":[0.00000610264,0.00001060626,0.00028240302,0.000008305616,0.000009533212,0.000015024174,0.0000069558873,0.9723952,0.0005375073,0.026544288,0.00017126878,0.000012758721],"about_ca_topic_score_codex":0.0044098324,"about_ca_topic_score_gemma":0.0023371375,"teacher_disagreement_score":0.0056343777,"about_ca_system_score_codex":0.0011103463,"about_ca_system_score_gemma":0.0014196694,"threshold_uncertainty_score":0.029797792},"labels":[],"label_agreement":null},{"id":"W2790776451","doi":"10.1109/globalsip.2017.8309091","title":"Interactive Gaussian-sum filtering for estimating systematic risk in financial econometrics","year":2017,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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; Toronto Metropolitan University; Concordia University","funders":"","keywords":"Econometrics; Gaussian; Computer science; Financial econometrics; Finance; Economics; Financial market","score_opus":0.04809084196613855,"score_gpt":0.26814170373296536,"score_spread":0.2200508617668268,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2790776451","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.004083418,0.00011438326,0.9954259,0.00004677602,0.000016835464,0.0000074122154,0.000014587287,0.0000766474,0.00021408568],"genre_scores_gemma":[0.40046456,0.0011626992,0.59297615,0.00021131027,0.00023760732,0.00015664281,0.0003107658,0.00010842118,0.0043718517],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99913555,0.0002638408,0.000050439005,0.00022540205,0.00024698224,0.00007776259],"domain_scores_gemma":[0.99826413,0.0011735213,0.00017874337,0.0001689583,0.00015653294,0.000058173267],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022081113,0.0009067821,0.00083077577,0.0011261029,0.00041182985,0.0009807667,0.0014372099,0.001376524,0.0013006248],"category_scores_gemma":[0.006860012,0.00046701406,0.0013335496,0.0012214077,0.0011711541,0.0015379552,0.0011805816,0.0014773421,0.0003874425],"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":[0.00014286488,0.00009870306,0.00379733,0.00017448139,0.00021186471,0.00021459488,0.00023219708,0.6427401,0.0109359715,0.14439858,0.0011890713,0.19586419],"study_design_scores_gemma":[0.0000073643837,0.000028877776,0.00058794173,0.000009273168,0.000021011834,0.000037136208,0.000008700583,0.9745276,0.0017729388,0.02206749,0.0009116564,0.000020002059],"about_ca_topic_score_codex":0.004760352,"about_ca_topic_score_gemma":0.0039762864,"teacher_disagreement_score":0.004760352,"about_ca_system_score_codex":0.0007892765,"about_ca_system_score_gemma":0.0009290949,"threshold_uncertainty_score":0.011677742},"labels":[],"label_agreement":null},{"id":"W2791385497","doi":"10.1002/asmb.2318","title":"Malliavin calculus in a binomial framework","year":2018,"lang":"en","type":"article","venue":"Applied Stochastic Models in Business and Industry","topic":"Stochastic processes and financial applications","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":"Australian Research Council; Social Sciences and Humanities Research Council of Canada","keywords":"Malliavin calculus; Martingale (probability theory); Mathematics; Calculus (dental); Martingale pricing; Applied mathematics; Binomial (polynomial); Stochastic differential equation; Binomial distribution; Representation (politics); Mathematical economics; Econometrics; Local martingale; Differential equation; Mathematical analysis; Statistics; Stochastic partial differential equation","score_opus":0.03787691189937693,"score_gpt":0.23787742606084322,"score_spread":0.2000005141614663,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2791385497","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.029630845,0.0027592855,0.90067637,0.0028760093,0.00056010106,0.000055793847,0.00026124215,0.00022945831,0.062950894],"genre_scores_gemma":[0.7704413,0.004686648,0.15789138,0.0015292185,0.0013200941,0.0002449183,0.00032473213,0.00018917864,0.06337255],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99912506,0.00027722336,0.000037301827,0.000108528264,0.00033158727,0.00012035161],"domain_scores_gemma":[0.9991425,0.00043997643,0.00008401539,0.000079401005,0.00014923979,0.00010482022],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019242109,0.00047579128,0.00088409916,0.00089203694,0.00072188844,0.0019668872,0.0010595144,0.001184377,0.005151736],"category_scores_gemma":[0.0034092097,0.00029505615,0.0010407314,0.0009487985,0.0020201663,0.0029006815,0.0011644863,0.002075499,0.0007158881],"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":[0.0000029631863,0.000004381235,0.000033447115,0.000006751964,0.0000030563385,0.00001917558,0.000024044504,0.0048302254,0.00015123481,0.993425,0.0004324943,0.0010672528],"study_design_scores_gemma":[0.000010789849,0.000008512014,0.000071929484,0.000008213285,0.000004186686,0.000030209325,0.00001214272,0.092461966,0.000093948205,0.9035249,0.0037634964,0.000009778151],"about_ca_topic_score_codex":0.0041761515,"about_ca_topic_score_gemma":0.0023542396,"teacher_disagreement_score":0.005151736,"about_ca_system_score_codex":0.0016202234,"about_ca_system_score_gemma":0.0016406141,"threshold_uncertainty_score":0.017234325},"labels":[],"label_agreement":null},{"id":"W2795119224","doi":"10.5539/ijef.v10n5p1","title":"American Option Valuation Methods","year":2018,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Stochastic processes and financial applications","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":"Trinomial; Binomial options pricing model; Valuation (finance); Mathematics; Computation; Monte Carlo methods for option pricing; Applied mathematics; Quadratic equation; Monte Carlo method; Binomial (polynomial); Finite difference; Trinomial tree; Finite difference methods for option pricing; Finite difference method; Valuation of options; Econometrics; Mathematical optimization; Statistics; Algorithm; Economics; Discrete mathematics; Mathematical analysis; Black–Scholes model; Finance; Geometry","score_opus":0.04587288785593588,"score_gpt":0.31917188058121654,"score_spread":0.2732989927252807,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2795119224","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00371138,0.0012085729,0.9780592,0.00034194536,0.00018314872,0.0000879302,0.0001102385,0.0001413847,0.016156385],"genre_scores_gemma":[0.2459519,0.0028769649,0.7268755,0.0004880678,0.0004246882,0.00062050624,0.0004590258,0.00020972946,0.022093754],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9940837,0.0035736787,0.0002481598,0.00034195112,0.0015812309,0.00017136724],"domain_scores_gemma":[0.9918989,0.0051192213,0.00043705184,0.0008591105,0.0014259326,0.00025986668],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008203395,0.00096593896,0.0009725384,0.0018330117,0.0009127481,0.0027560205,0.0021134003,0.0013299703,0.010504242],"category_scores_gemma":[0.022999197,0.00037608788,0.0010178065,0.0023228629,0.0011635382,0.002940357,0.0023266599,0.00239103,0.0021765365],"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":[0.000059636015,0.0000860115,0.001230623,0.00014999528,0.00007448647,0.000052710475,0.00013220146,0.07302055,0.0004149766,0.7529295,0.0058250246,0.16602431],"study_design_scores_gemma":[0.000043522574,0.000053641612,0.00041758505,0.00013277275,0.00003435939,0.00018647192,0.000056123474,0.5814514,0.00046729282,0.38873264,0.028380916,0.000043293443],"about_ca_topic_score_codex":0.0019561474,"about_ca_topic_score_gemma":0.0013826762,"teacher_disagreement_score":0.010504242,"about_ca_system_score_codex":0.00094788946,"about_ca_system_score_gemma":0.0015581049,"threshold_uncertainty_score":0.043384254},"labels":[],"label_agreement":null},{"id":"W2795296448","doi":"10.1016/j.spa.2018.03.016","title":"Linear Volterra backward stochastic integral equations","year":2018,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":32,"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":"Mathematics; Volterra integral equation; Kernel (algebra); Brownian motion; Integral equation; Mathematical analysis; Measure (data warehouse); Poisson distribution; Stochastic integral; Malliavin calculus; Stochastic process; Geometric Brownian motion; Applied mathematics; Stochastic differential equation; Diffusion process; Pure mathematics; Partial differential equation; Stochastic partial differential equation; Statistics","score_opus":0.029679281732209576,"score_gpt":0.24447375301794877,"score_spread":0.2147944712857392,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2795296448","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0185931,0.0044440506,0.951254,0.002392198,0.0004996969,0.00003707266,0.00034697782,0.00024077017,0.022192132],"genre_scores_gemma":[0.6788669,0.010466763,0.14061525,0.0014546087,0.0012859674,0.00031538264,0.0009783736,0.00044392643,0.16557284],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99938893,0.00021289998,0.000033486056,0.00008758955,0.0002224809,0.000054703836],"domain_scores_gemma":[0.9981741,0.0011362238,0.00017760007,0.00007140597,0.00036070414,0.00007999423],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015088322,0.0012234581,0.0019349857,0.0012029341,0.00055554317,0.002607645,0.0014270562,0.0028963003,0.0062559363],"category_scores_gemma":[0.005344954,0.0007574178,0.0011574267,0.0018699452,0.0017620618,0.0025762292,0.0017019575,0.0028566169,0.0011218955],"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":[0.00001925317,0.000046222267,0.00032979314,0.00010066547,0.000033919252,0.00009518498,0.00013755141,0.10775329,0.0010008338,0.87453693,0.0023592631,0.013587157],"study_design_scores_gemma":[0.000017544959,0.000008535926,0.00020219416,0.000029811441,0.000025044423,0.000093468974,0.000029563003,0.62151414,0.00032074781,0.374197,0.0035362486,0.000025691594],"about_ca_topic_score_codex":0.0060616834,"about_ca_topic_score_gemma":0.0033721146,"teacher_disagreement_score":0.0062559363,"about_ca_system_score_codex":0.0015812636,"about_ca_system_score_gemma":0.001959301,"threshold_uncertainty_score":0.020928144},"labels":[],"label_agreement":null},{"id":"W2796205850","doi":"10.1108/jdqs-04-2009-b0003","title":"Information Content of Adjusted Implied Volatility in the KOSPI 200 Index Options Market","year":2009,"lang":"en","type":"article","venue":"Journal of Derivatives and Quantitative Studies 선물연구","topic":"Stochastic processes and financial applications","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":"Volatility (finance); Implied volatility; Volatility risk premium; Forward volatility; Economics; Econometrics; Volatility smile; Realized variance; Volatility swap; Jump; Volatility risk; Financial economics; Variance swap","score_opus":0.10020120154002561,"score_gpt":0.3039467153057582,"score_spread":0.20374551376573258,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2796205850","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8983904,0.0008047955,0.09688554,0.0003828658,0.00003816036,0.000017913771,0.00033741805,0.00011604388,0.0030269953],"genre_scores_gemma":[0.9957567,0.0003457349,0.003233812,0.000023009123,0.00003684271,0.000009530365,0.00022231652,0.000011895201,0.00036020292],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99942696,0.00015685808,0.000044329925,0.00010173461,0.00020080464,0.00006935673],"domain_scores_gemma":[0.98702747,0.010198708,0.0012395898,0.0005172097,0.0008740287,0.00014305377],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016234748,0.0003611961,0.0005036684,0.0012350532,0.00020203079,0.0010540391,0.00055851374,0.00055766077,0.0013030525],"category_scores_gemma":[0.021806546,0.00022005888,0.00028486835,0.0010018703,0.0004461031,0.0029481607,0.000491533,0.0007075999,0.00014723396],"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":[0.0016727139,0.0002477746,0.07364216,0.0004821966,0.0003474061,0.0015127774,0.0009135565,0.4516229,0.055873476,0.23054434,0.0021005706,0.18104008],"study_design_scores_gemma":[0.000019150926,0.000105736304,0.025136366,0.00003705434,0.000060599916,0.00026356333,0.00005768021,0.9080103,0.0053583486,0.060333658,0.0005456471,0.00007197652],"about_ca_topic_score_codex":0.0010470424,"about_ca_topic_score_gemma":0.0005889856,"teacher_disagreement_score":0.0016234748,"about_ca_system_score_codex":0.00048245108,"about_ca_system_score_gemma":0.00039480967,"threshold_uncertainty_score":0.00858587},"labels":[],"label_agreement":null},{"id":"W2796329978","doi":"10.3390/risks6020031","title":"An Optimal Investment Strategy for Insurers in Incomplete Markets","year":2018,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","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 Calgary","funders":"University of Calgary","keywords":"Hamilton–Jacobi–Bellman equation; Incomplete markets; Uniqueness; Exponential utility; Bellman equation; Monte Carlo method; Mathematics; Mathematical economics; Stochastic volatility; Stochastic differential equation; Expected utility hypothesis; Economics; Volatility (finance); Mathematical optimization; Applied mathematics; Econometrics; Microeconomics; Mathematical analysis","score_opus":0.10561084746904019,"score_gpt":0.31440593438146314,"score_spread":0.20879508691242293,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2796329978","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.305305,0.0011956269,0.68229103,0.0020292518,0.000054196786,0.00015424333,0.00021700579,0.0001248617,0.008628672],"genre_scores_gemma":[0.9444697,0.0006594771,0.04695547,0.0001422861,0.00004476138,0.00016586961,0.00014000456,0.000039507955,0.0073828925],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99907047,0.0004476378,0.000046525238,0.0001625981,0.00013233865,0.00014041623],"domain_scores_gemma":[0.99758637,0.0016423826,0.00036579973,0.00007800442,0.00012091809,0.000206483],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027054392,0.0010304434,0.00191884,0.0007106145,0.00055669236,0.0020521777,0.0013680897,0.0032729188,0.0029508811],"category_scores_gemma":[0.0065734386,0.0010289542,0.0009476664,0.00051808666,0.0016243855,0.0023906857,0.0012208422,0.0014518242,0.00026772596],"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":[0.00012439939,0.000076354416,0.001081095,0.000106460764,0.000095209296,0.00028248888,0.00013782253,0.8561213,0.0014002931,0.13470297,0.000502637,0.0053689387],"study_design_scores_gemma":[0.000035759833,0.000043963795,0.00014879086,0.000016309166,0.000015634567,0.000019479032,0.00002561975,0.9729418,0.00020141428,0.02627861,0.00026120435,0.000011278965],"about_ca_topic_score_codex":0.0057207188,"about_ca_topic_score_gemma":0.0034931225,"teacher_disagreement_score":0.0057207188,"about_ca_system_score_codex":0.0021609457,"about_ca_system_score_gemma":0.002454153,"threshold_uncertainty_score":0.015678883},"labels":[],"label_agreement":null},{"id":"W2797983141","doi":"10.1007/s11009-011-9217-z","title":"Backward Stochastic Difference Equations for a Single Jump Process","year":2011,"lang":"en","type":"article","venue":"Methodology And Computing In Applied Probability","topic":"Stochastic processes and financial applications","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 Calgary","funders":"Australian Research Council","keywords":"Mathematics; Jump; Uniqueness; Jump process; Finite state; State space; Nonlinear system; Markov chain; Applied mathematics; Markov process; Finite difference; State (computer science); Space (punctuation); Work (physics); Mathematical analysis; Statistics; Algorithm","score_opus":0.27781636836227774,"score_gpt":0.3082576679015929,"score_spread":0.03044129953931518,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2797983141","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.01838273,0.0007969886,0.972717,0.0010253075,0.00042301876,0.00005465352,0.00025020787,0.00009201526,0.006258154],"genre_scores_gemma":[0.6039431,0.00305544,0.28240576,0.0009872934,0.0007519587,0.0005173398,0.0011248132,0.00042237976,0.10679184],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99941814,0.00016375196,0.000044906603,0.00012898275,0.0001923128,0.000051979034],"domain_scores_gemma":[0.9973564,0.0017147015,0.00020220371,0.000120335906,0.00046637453,0.00013993037],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025063786,0.00082737603,0.0017389487,0.0011211471,0.0005588053,0.0019528349,0.002099662,0.003226041,0.007732365],"category_scores_gemma":[0.007926017,0.00073183567,0.0015114421,0.0011526457,0.0016466532,0.0029946065,0.0020642811,0.0036101649,0.0009082832],"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":[0.000039172963,0.000053383705,0.00055767276,0.000102832775,0.00005700915,0.00012010211,0.00014478074,0.16456231,0.001857519,0.8194114,0.001357756,0.011735901],"study_design_scores_gemma":[0.000021038304,0.000010935752,0.00017913846,0.00001638832,0.000024185583,0.00004491267,0.000012603393,0.85745436,0.0003240453,0.14028245,0.0016098063,0.00002020941],"about_ca_topic_score_codex":0.0066977064,"about_ca_topic_score_gemma":0.0048717456,"teacher_disagreement_score":0.007732365,"about_ca_system_score_codex":0.0015576251,"about_ca_system_score_gemma":0.0026871264,"threshold_uncertainty_score":0.025867343},"labels":[],"label_agreement":null},{"id":"W2800505204","doi":"10.1142/s0219025720500058","title":"Regularity properties of the stochastic flow of a skew fractional Brownian motion","year":2020,"lang":"en","type":"preprint","venue":"Infinite Dimensional Analysis Quantum Probability and Related Topics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":3,"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":"Universitetet i Oslo; Queen's University","keywords":"Fractional Brownian motion; Mathematics; Geometric Brownian motion; Hurst exponent; Skew; Brownian motion; Stochastic differential equation; Stochastic calculus; Brownian excursion; Bounded variation; Bounded function; Flow (mathematics); Mathematical analysis; Differentiable function; Reflected Brownian motion; Diffusion process; Applied mathematics; Differential equation; Stochastic partial differential equation; Computer science; Geometry","score_opus":0.040638962242142536,"score_gpt":0.2166899643234788,"score_spread":0.17605100208133628,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2800505204","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.36683145,0.0010563917,0.61994356,0.0011115917,0.00020813325,0.00006204947,0.00018675216,0.00013512533,0.010464899],"genre_scores_gemma":[0.9648878,0.00066738075,0.029705897,0.00014978202,0.00025152898,0.000057258436,0.00016835869,0.000091708476,0.004020273],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99941385,0.00017477122,0.000041752683,0.00013433122,0.0001603693,0.0000749785],"domain_scores_gemma":[0.99679935,0.0013887887,0.00070038234,0.00026402462,0.00052858505,0.0003189036],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021982715,0.00068202266,0.00068557984,0.001579998,0.0004986072,0.0012409366,0.0006495772,0.00084170984,0.0014374673],"category_scores_gemma":[0.0066525475,0.0002685763,0.0011255167,0.0004762645,0.0026027483,0.0024423886,0.0014056272,0.0019768388,0.0001679124],"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":[0.000060378457,0.000041653482,0.0022002324,0.000122157,0.000039256764,0.00041507103,0.00031180942,0.04397336,0.022186378,0.9240544,0.00044446255,0.006150854],"study_design_scores_gemma":[0.000021426364,0.000096763935,0.0027270603,0.000032781038,0.000020374056,0.00035616395,0.00006892185,0.5980565,0.0044127344,0.39239815,0.0017602665,0.000048932838],"about_ca_topic_score_codex":0.0006887945,"about_ca_topic_score_gemma":0.00026931913,"teacher_disagreement_score":0.0021982715,"about_ca_system_score_codex":0.0007548335,"about_ca_system_score_gemma":0.00070214097,"threshold_uncertainty_score":0.011625648},"labels":[],"label_agreement":null},{"id":"W2802565084","doi":"","title":"INCORPORATION OF CONDITIONAL VALUE-AT-RISK INTO MEAN-VARIANCE OPTIMIZATION FOR PORTFOLIOS OF HEDGE FUNDS","year":2017,"lang":"en","type":"article","venue":"Summit (Simon Fraser University)","topic":"Stochastic processes and financial applications","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; Actuarial science; Econometrics; Value at risk; Value (mathematics); Expected shortfall; Economics; Variance (accounting); Mathematics; Business; Financial economics; Risk management; Statistics; Portfolio; Finance; Accounting","score_opus":0.02117859238787766,"score_gpt":0.21615250579962095,"score_spread":0.19497391341174328,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2802565084","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.015985219,0.00022135772,0.9820312,0.00018824064,0.000019849616,0.000026699807,0.000019543497,0.00005242806,0.0014553694],"genre_scores_gemma":[0.74685746,0.0006153681,0.24824242,0.0001559327,0.0000757579,0.00019431993,0.00011188594,0.00013085047,0.0036160054],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998836,0.00057818653,0.00005057732,0.00018574775,0.00023289566,0.00011659145],"domain_scores_gemma":[0.99807966,0.0012213894,0.00025712923,0.000103749604,0.00026756543,0.00007044837],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031026953,0.0013113555,0.001433266,0.00065834034,0.00042864113,0.0014935341,0.0010339578,0.0012369356,0.000909156],"category_scores_gemma":[0.0077996724,0.0007845908,0.0011738435,0.0006388385,0.0009498875,0.0020697303,0.0013750107,0.0017285362,0.00012331318],"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":[0.000011480328,0.000018557763,0.0005309843,0.000022782486,0.000029418099,0.000018039125,0.00002121278,0.969389,0.00045881982,0.022546932,0.00016849332,0.0067842067],"study_design_scores_gemma":[0.000001864605,0.000013357253,0.000108399654,0.000004289387,0.0000067322367,0.0000052610226,0.0000039410834,0.9911556,0.00017661676,0.008387043,0.00013138341,0.000005553675],"about_ca_topic_score_codex":0.0046897084,"about_ca_topic_score_gemma":0.004629562,"teacher_disagreement_score":0.0046897084,"about_ca_system_score_codex":0.0014936321,"about_ca_system_score_gemma":0.002235914,"threshold_uncertainty_score":0.016408801},"labels":[],"label_agreement":null},{"id":"W2807539753","doi":"10.1002/jae.2630","title":"Risk‐neutral moment‐based estimation of affine option pricing models","year":2018,"lang":"en","type":"article","venue":"Journal of Applied Econometrics","topic":"Stochastic processes and financial applications","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":"Université du Québec à Montréal; Bank of Canada","funders":"","keywords":"Valuation of options; Affine transformation; Cumulant; Econometrics; Stochastic volatility; Valuation (finance); Estimation; Generalized method of moments; Moment (physics); Computer science; Volatility (finance); Risk neutral; Economics; Mathematical optimization; Panel data; Mathematics; Finance; Statistics","score_opus":0.037367479770919115,"score_gpt":0.2291922326651153,"score_spread":0.19182475289419618,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2807539753","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05706876,0.0001315066,0.94111985,0.00013422099,0.000013603302,0.000020550799,0.00016147245,0.00025536312,0.0010946825],"genre_scores_gemma":[0.8512067,0.00019842,0.14636695,0.00005790984,0.000048564714,0.00007076185,0.0005783878,0.000102965554,0.0013693122],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99878174,0.00070710026,0.00007049994,0.00014183139,0.00022655082,0.000072255825],"domain_scores_gemma":[0.99493563,0.0036193393,0.0005907187,0.00048813014,0.00028391904,0.00008212513],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029686366,0.00044162912,0.0008320383,0.0009393807,0.00022559178,0.0011499418,0.0010956915,0.0006556751,0.002535134],"category_scores_gemma":[0.013649695,0.0005898308,0.0009694296,0.0007887712,0.00042229547,0.0013973714,0.0009372007,0.0014556228,0.00042804214],"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":[0.000061194616,0.00003877929,0.003495266,0.00004434131,0.00013277229,0.00008669245,0.000059057864,0.9054233,0.0022466485,0.05923431,0.0005976351,0.02858014],"study_design_scores_gemma":[0.0000032179742,0.0000072951,0.0005373614,0.0000052538926,0.0000052144783,0.000009602223,0.0000041818553,0.9846848,0.00039355113,0.0141502265,0.00018957662,0.000009617124],"about_ca_topic_score_codex":0.003139602,"about_ca_topic_score_gemma":0.0020823334,"teacher_disagreement_score":0.003139602,"about_ca_system_score_codex":0.0004526499,"about_ca_system_score_gemma":0.0007541889,"threshold_uncertainty_score":0.015699863},"labels":[],"label_agreement":null},{"id":"W2807919458","doi":"","title":"Valuation of callable convertible bonds using binomial trees model with default risk, convertible hedging and arbitrage, duration and convexity.","year":2018,"lang":"en","type":"dissertation","venue":"Figshare","topic":"Stochastic processes and financial applications","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 arbitrage; Callable bond; Bond valuation; Embedded option; Short-rate model; Econometrics; Interest rate swap; Financial economics; Market neutral; Economics; Interest rate risk; Binomial options pricing model; Interest rate; Bond; Portfolio; Valuation of options; Finance; Volatility (finance); Capital asset pricing model; Arbitrage pricing theory","score_opus":0.0627864496491639,"score_gpt":0.255652637953039,"score_spread":0.19286618830387509,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2807919458","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.25928494,0.0021715774,0.7185173,0.000644199,0.00012062403,0.00009387599,0.00019790405,0.000085424785,0.018884188],"genre_scores_gemma":[0.96656644,0.001163115,0.023016606,0.00005695572,0.00008010686,0.000066741835,0.0001560391,0.000022730994,0.008871361],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99963117,0.00012586197,0.000018989962,0.00006978322,0.00010029387,0.00005387382],"domain_scores_gemma":[0.999265,0.00037112148,0.00016280822,0.000038626553,0.00008141572,0.00008102765],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011168295,0.0008084999,0.0008281072,0.00067066296,0.00042634437,0.001982264,0.0012012561,0.0011346774,0.002111607],"category_scores_gemma":[0.0030485073,0.00046216988,0.0012816284,0.00068012904,0.0008248279,0.0030732038,0.00073023816,0.001579106,0.0001662555],"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":[0.00006726151,0.00006704825,0.0032826099,0.000070612514,0.000052747913,0.00051088067,0.00013231908,0.65146923,0.0029299175,0.3299809,0.00078735466,0.01064915],"study_design_scores_gemma":[0.000008222297,0.00002565583,0.00036397082,0.00000823365,0.000014798694,0.000084493615,0.000015241685,0.96540684,0.00014776955,0.033537455,0.0003773561,0.000009977988],"about_ca_topic_score_codex":0.0041550933,"about_ca_topic_score_gemma":0.0025560705,"teacher_disagreement_score":0.0041550933,"about_ca_system_score_codex":0.00096920744,"about_ca_system_score_gemma":0.0007735957,"threshold_uncertainty_score":0.0082618},"labels":[],"label_agreement":null},{"id":"W2839502115","doi":"10.1142/s238262662050001x","title":"Nash Equilibrium for Risk-Averse Investors in a Market Impact Game with Transient Price Impact","year":2019,"lang":"en","type":"article","venue":"Market Microstructure and Liquidity","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":12,"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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Nash equilibrium; Uniqueness; Price of stability; Epsilon-equilibrium; Market impact; Best response; Game theory; Transient (computer programming)","score_opus":0.0087489851037635,"score_gpt":0.21802759434123817,"score_spread":0.20927860923747466,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2839502115","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4064263,0.0003163856,0.54298335,0.0012381198,0.000064776024,0.00012701702,0.0001276699,0.00010756052,0.048608832],"genre_scores_gemma":[0.979871,0.0001534915,0.013233726,0.000082811064,0.000015754567,0.000092852664,0.000024780446,0.000018170438,0.006507417],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995689,0.0001894937,0.000013654662,0.00005466643,0.00007222723,0.00010105347],"domain_scores_gemma":[0.9990421,0.00056180544,0.00015160453,0.000026563725,0.00008258592,0.00013541164],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00102001,0.0007555957,0.0006885172,0.00048554468,0.0006254418,0.0017834498,0.0008575349,0.0016869988,0.004756712],"category_scores_gemma":[0.0032254586,0.0003272927,0.0005991771,0.00032337112,0.0019923502,0.0019868833,0.001373172,0.0009884523,0.00028779998],"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":[0.0001299504,0.00007843535,0.00054867385,0.000058028018,0.00003891079,0.0003711219,0.00021374521,0.26117018,0.0023790693,0.7309683,0.0007864229,0.0032571794],"study_design_scores_gemma":[0.00006556038,0.00006700057,0.00018646587,0.000015993524,0.000015646177,0.000057074903,0.00011261252,0.7907912,0.00034237595,0.20766708,0.0006574368,0.000021546592],"about_ca_topic_score_codex":0.004020656,"about_ca_topic_score_gemma":0.0027919633,"teacher_disagreement_score":0.004756712,"about_ca_system_score_codex":0.0018155695,"about_ca_system_score_gemma":0.0011125363,"threshold_uncertainty_score":0.01591283},"labels":[],"label_agreement":null},{"id":"W2883796362","doi":"10.1007/s00526-019-1563-7","title":"PDE methods for optimal Skorokhod embeddings","year":2019,"lang":"en","type":"preprint","venue":"Calculus of Variations and Partial Differential Equations","topic":"Stochastic processes and financial applications","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":"University of British Columbia","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Embedding; Sobolev space; Embedding problem; Optimal stopping; Measure (data warehouse); Applied mathematics; Boundary (topology); Mathematical optimization; Probability measure; Brownian motion; Constructive; Mathematical analysis; Process (computing); Computer science","score_opus":0.053192236679342475,"score_gpt":0.32922745409535575,"score_spread":0.2760352174160133,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2883796362","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023231326,0.003691443,0.95488006,0.0013645581,0.0006023854,0.000058227633,0.00024209925,0.0001255858,0.01580421],"genre_scores_gemma":[0.58078444,0.006893947,0.34697035,0.00085867394,0.001331985,0.0005091843,0.00092786906,0.00084293983,0.060880627],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99930394,0.00031950892,0.000046950285,0.00011790204,0.00014768413,0.00006394349],"domain_scores_gemma":[0.9982346,0.00090863026,0.00015482958,0.00016045482,0.0003382811,0.00020307314],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021236057,0.001381066,0.0014849748,0.0022308498,0.0006615754,0.0025943667,0.0013172451,0.0015358529,0.0056753005],"category_scores_gemma":[0.0071197357,0.00062364206,0.0013036714,0.0010653386,0.0021542113,0.0036993814,0.0032723914,0.0034610578,0.00087081123],"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":[0.00007642936,0.000064464024,0.00023744357,0.00018284268,0.000040761584,0.000035805977,0.00014398864,0.022951925,0.0015466176,0.9498555,0.0028153458,0.022048919],"study_design_scores_gemma":[0.000027358194,0.000036106514,0.00014919222,0.00005088898,0.000015576668,0.00002747056,0.0000618665,0.2768437,0.0003621252,0.71722007,0.005184993,0.000020722622],"about_ca_topic_score_codex":0.0020433539,"about_ca_topic_score_gemma":0.001833469,"teacher_disagreement_score":0.0056753005,"about_ca_system_score_codex":0.0015323187,"about_ca_system_score_gemma":0.0012888642,"threshold_uncertainty_score":0.018985748},"labels":[],"label_agreement":null},{"id":"W2884095293","doi":"10.4213/tvp5433","title":"Log-optimal portfolio without NFLVR: existence, complete characterization, and duality","year":2022,"lang":"ru","type":"article","venue":"Теория вероятностей и ее применения","topic":"Stochastic processes and financial applications","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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Characterization (materials science); Portfolio; Duality (order theory); Binary logarithm; Log-log plot; Mathematics; Combinatorics; Economics; Financial economics; Materials science; Nanotechnology","score_opus":0.03810362300391312,"score_gpt":0.23452004132699827,"score_spread":0.19641641832308515,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2884095293","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15147446,0.0029875615,0.7326312,0.0056492374,0.00021784099,0.00013883377,0.0010265434,0.0004131854,0.10546116],"genre_scores_gemma":[0.8778837,0.0035082237,0.08147508,0.0008182376,0.0004334739,0.0003432896,0.0010034817,0.00019925628,0.034335233],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99819237,0.0007453025,0.000089024375,0.00030409062,0.00041701182,0.00025223728],"domain_scores_gemma":[0.9955562,0.0025704233,0.00058719015,0.00030053698,0.00051604625,0.0004696867],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033001408,0.001067288,0.0014877617,0.0019972068,0.0008006369,0.003993435,0.0010445323,0.0015737001,0.0062851943],"category_scores_gemma":[0.014955141,0.00068946765,0.0012686544,0.0013669392,0.0023026427,0.005958498,0.0031882157,0.0032717972,0.0008266179],"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":[0.00007979292,0.00005977091,0.00073751784,0.00012393812,0.000027395588,0.00009980862,0.000084726664,0.019903822,0.0005293534,0.96229196,0.0026185657,0.013443315],"study_design_scores_gemma":[0.000022076978,0.000065393026,0.00042627542,0.00005584354,0.000014611682,0.00017651252,0.0000523016,0.09687378,0.0003493142,0.8987763,0.0031673012,0.000020376803],"about_ca_topic_score_codex":0.0013542352,"about_ca_topic_score_gemma":0.0008411522,"teacher_disagreement_score":0.0062851943,"about_ca_system_score_codex":0.0023844424,"about_ca_system_score_gemma":0.0030250365,"threshold_uncertainty_score":0.021026075},"labels":[],"label_agreement":null},{"id":"W2884733838","doi":"10.1080/17442508.2018.1499100","title":"Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model","year":2018,"lang":"en","type":"article","venue":"Stochastics","topic":"Stochastic processes and financial applications","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":"Canadian Imperial Bank of Commerce (Canada)","funders":"","keywords":"Lipschitz continuity; Applied mathematics; Viscosity; Exponential function; Stochastic game; Mathematics; Convergence (economics); Stability (learning theory); Markov chain; Consistency (knowledge bases); Asset (computer security); Function (biology); Mathematical economics; Computer science; Mathematical analysis; Economics; Physics; Thermodynamics; Discrete mathematics","score_opus":0.0280348774681466,"score_gpt":0.22113866467196472,"score_spread":0.19310378720381813,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2884733838","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.35573187,0.0024595964,0.62908083,0.0030376944,0.00020233032,0.00005115112,0.000049888546,0.00006609656,0.00932059],"genre_scores_gemma":[0.97568345,0.0007449942,0.018244538,0.00016843429,0.00012695478,0.000048186732,0.000032202923,0.00001938335,0.004931972],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994728,0.00027252975,0.00002257164,0.00006988525,0.0000915957,0.000070693524],"domain_scores_gemma":[0.99819404,0.0009878689,0.00041307986,0.000058392066,0.00014655213,0.00020013296],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001706931,0.0008914804,0.0008126256,0.0008681456,0.00058064016,0.0017386292,0.0010836873,0.0024681897,0.0012088611],"category_scores_gemma":[0.0069394037,0.0005203449,0.0010937393,0.0004324144,0.0021565927,0.0025452431,0.0018325993,0.0015232495,0.00010122825],"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":[0.00006716767,0.00006591402,0.0013930106,0.000071514885,0.00008316864,0.00048921315,0.00018759261,0.2942322,0.0050002774,0.69462055,0.0003723576,0.0034170025],"study_design_scores_gemma":[0.000027840812,0.00003146403,0.0002233004,0.000014405819,0.000011788462,0.000048974292,0.000026513342,0.8894561,0.00024104428,0.10962574,0.00027729745,0.00001559668],"about_ca_topic_score_codex":0.0028473025,"about_ca_topic_score_gemma":0.0013959941,"teacher_disagreement_score":0.0028473025,"about_ca_system_score_codex":0.00095216953,"about_ca_system_score_gemma":0.0009774226,"threshold_uncertainty_score":0.009027183},"labels":[],"label_agreement":null},{"id":"W2884868499","doi":"10.24148/wp2018-09","title":"Extrapolating Long-Maturity Bond Yields for Financial Risk Measurement","year":2018,"lang":"en","type":"article","venue":"Federal Reserve Bank of San Francisco, Working Paper Series","topic":"Stochastic processes and financial applications","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":"Bond; Yield curve; Yield (engineering); Maturity (psychological); Economics; Econometrics; Interest rate risk; Financial market; Interest rate; Risk management; Fixed income; Actuarial science; Bond market; Financial economics; Finance","score_opus":0.04904270145500105,"score_gpt":0.24505190957428488,"score_spread":0.19600920811928382,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2884868499","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21058837,0.00094692013,0.7762236,0.00046218728,0.00013034588,0.00011011977,0.0022613187,0.0013289613,0.007948171],"genre_scores_gemma":[0.8802422,0.0010530538,0.11409271,0.0000923468,0.00004601539,0.0001173266,0.0024371503,0.00021522322,0.0017039229],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999316,0.0002734361,0.000055803917,0.0001087577,0.00021595081,0.000030135094],"domain_scores_gemma":[0.9970016,0.0012655575,0.00045163915,0.00054254045,0.00064087857,0.00009783939],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025571673,0.00090506097,0.00036554557,0.0013390178,0.00027109517,0.0010791436,0.0008383792,0.00077484443,0.0017001178],"category_scores_gemma":[0.02183256,0.00034580845,0.0006081304,0.0017331772,0.00026519262,0.0025139302,0.0009080245,0.0012478177,0.0007357572],"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":[0.00011936703,0.000081611885,0.027601643,0.000103462284,0.00009736508,0.00020252798,0.00021230054,0.85755926,0.004284409,0.03547542,0.003675189,0.07058743],"study_design_scores_gemma":[0.000008134953,0.00003769723,0.0064924806,0.000052317762,0.000017187404,0.000093267474,0.000056689583,0.9526471,0.0039845374,0.033117674,0.0034504198,0.000042582094],"about_ca_topic_score_codex":0.00481871,"about_ca_topic_score_gemma":0.0027908313,"teacher_disagreement_score":0.00481871,"about_ca_system_score_codex":0.0007615848,"about_ca_system_score_gemma":0.0005786314,"threshold_uncertainty_score":0.013523757},"labels":[],"label_agreement":null},{"id":"W2886364687","doi":"10.1090/proc/14511","title":"Small time asymptotics for Brownian motion with singular drift","year":2019,"lang":"lv","type":"article","venue":"Proceedings of the American Mathematical Society","topic":"Stochastic processes and financial applications","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":"CAE (Canada)","funders":"","keywords":"Brownian motion; Mathematics; Reflected Brownian motion; Geometric Brownian motion; Statistical physics; Mathematical analysis; Classical mechanics; Physics; Diffusion process; Computer science; Statistics","score_opus":0.014112413926547619,"score_gpt":0.20038202906932398,"score_spread":0.18626961514277637,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2886364687","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.046796083,0.005127557,0.8642458,0.0063354233,0.0012723472,0.00008937664,0.0004239313,0.00069024327,0.07501929],"genre_scores_gemma":[0.75473905,0.008638217,0.115378104,0.003651503,0.00298056,0.00060983823,0.0010699907,0.001186152,0.111746594],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980959,0.00055037375,0.00009063064,0.00037599745,0.0006361152,0.00025099184],"domain_scores_gemma":[0.99028355,0.0055173896,0.0008761589,0.0006187958,0.0016858539,0.0010181938],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0052527706,0.0014848857,0.0014677906,0.003567289,0.0014266872,0.0029997886,0.002552461,0.0019744686,0.009814728],"category_scores_gemma":[0.02327387,0.00061566517,0.0034433424,0.0014843958,0.0037301178,0.005340221,0.0047297943,0.006016177,0.0019671968],"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":[0.000012536616,0.00001772403,0.00034326193,0.00008173684,0.000030785402,0.00012181843,0.00011082274,0.005427413,0.0007644421,0.98581624,0.0027034217,0.004569682],"study_design_scores_gemma":[0.000010010112,0.000024474344,0.00047275543,0.000055695407,0.000023928267,0.00012380794,0.000053709577,0.0986154,0.00037581316,0.8955855,0.004630901,0.000027999855],"about_ca_topic_score_codex":0.0032528576,"about_ca_topic_score_gemma":0.00216999,"teacher_disagreement_score":0.009814728,"about_ca_system_score_codex":0.002813632,"about_ca_system_score_gemma":0.002135524,"threshold_uncertainty_score":0.032833576},"labels":[],"label_agreement":null},{"id":"W2886715177","doi":"10.1002/asmb.2380","title":"Mean‐variance hedging with basis risk","year":2018,"lang":"en","type":"article","venue":"Applied Stochastic Models in Business and Industry","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China; Natural Science Foundation of Shandong Province; China Scholarship Council; Society of Actuaries","keywords":"Basis risk; Basis (linear algebra); Variance (accounting); Econometrics; Stochastic differential equation; Mathematics; Risk management; Economics; Actuarial science; Malliavin calculus; Asset (computer security); Mathematical economics; Quadratic equation; Time consistency; Applied mathematics; Computer science; Differential equation; Capital asset pricing model; Finance; Stochastic partial differential equation","score_opus":0.028200469887204323,"score_gpt":0.21093258425996753,"score_spread":0.1827321143727632,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2886715177","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.098886415,0.0007833474,0.8874158,0.0008810822,0.00017290123,0.000032700977,0.000054187065,0.00013058913,0.011642997],"genre_scores_gemma":[0.9759846,0.00026385576,0.017179118,0.00007797717,0.00006936426,0.000024433744,0.00003198511,0.000028600425,0.00634011],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992329,0.00028726255,0.00003904813,0.00012604866,0.00021615806,0.00009848637],"domain_scores_gemma":[0.997895,0.0012969177,0.00021642151,0.00016580467,0.0003033296,0.00012257448],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002026464,0.00063035515,0.0010718497,0.0004940736,0.00044297014,0.0018764543,0.00090337184,0.0014542505,0.0027076618],"category_scores_gemma":[0.0065108943,0.00041322314,0.0007984362,0.00061375817,0.0015060524,0.0017469582,0.0013716036,0.0016505591,0.00019212397],"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":[0.000085990025,0.000056144745,0.0011187022,0.000071493094,0.000044656797,0.0002968477,0.00009596549,0.5960828,0.0030012452,0.38442895,0.0011567333,0.0135604935],"study_design_scores_gemma":[0.000009710534,0.000022872866,0.00019130552,0.000007361483,0.000007111354,0.000040912517,0.000011961647,0.90611863,0.0002768875,0.092962965,0.00033676325,0.000013474711],"about_ca_topic_score_codex":0.0024616742,"about_ca_topic_score_gemma":0.0011154622,"teacher_disagreement_score":0.0027076618,"about_ca_system_score_codex":0.00084884884,"about_ca_system_score_gemma":0.0009267521,"threshold_uncertainty_score":0.010717094},"labels":[],"label_agreement":null},{"id":"W2886908152","doi":"10.1214/19-ecp237","title":"Improved Hölder continuity near the boundary of one-dimensional super-Brownian motion","year":2019,"lang":"en","type":"article","venue":"Electronic Communications in Probability","topic":"Stochastic processes and financial applications","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 British Columbia","funders":"","keywords":"Mathematics; Brownian motion; Boundary (topology); Hölder condition; Mathematical analysis; Motion (physics); Geometry; Classical mechanics; Statistics; Physics","score_opus":0.023578840012645205,"score_gpt":0.23889013057352845,"score_spread":0.21531129056088325,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2886908152","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.64057565,0.0021801211,0.32004848,0.0020018693,0.00029958948,0.0000383563,0.00020285585,0.00024368521,0.03440941],"genre_scores_gemma":[0.973146,0.0006410442,0.017586954,0.00024313304,0.00019596859,0.0000387378,0.00014392042,0.000106085754,0.007898137],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99932456,0.00018205967,0.000031277796,0.00012262698,0.00020174588,0.00013760473],"domain_scores_gemma":[0.9965442,0.0012504518,0.0005666325,0.0003760412,0.0005271715,0.00073545927],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023597828,0.0006508556,0.00086025085,0.001670817,0.00075518823,0.0016844928,0.0014129336,0.0009325214,0.0037212914],"category_scores_gemma":[0.0070522,0.00030326413,0.0011252338,0.0005833105,0.002556,0.0037074257,0.0026137847,0.0024274334,0.0003916208],"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":[0.00013667981,0.00003815312,0.0016854076,0.00011151343,0.000027396822,0.00066496397,0.00048267454,0.017031115,0.012937328,0.960638,0.00092992577,0.0053168386],"study_design_scores_gemma":[0.000039522627,0.00017961196,0.004693831,0.000053327945,0.00004192898,0.00060040306,0.00021971918,0.26504597,0.0050470126,0.7204395,0.003572396,0.000066692555],"about_ca_topic_score_codex":0.0013031159,"about_ca_topic_score_gemma":0.0006129479,"teacher_disagreement_score":0.0037212914,"about_ca_system_score_codex":0.0009824426,"about_ca_system_score_gemma":0.00056219124,"threshold_uncertainty_score":0.012479842},"labels":[],"label_agreement":null},{"id":"W2886934062","doi":"10.1017/s1446181118000160","title":"INTEGRAL EQUATION FORMULATION FOR SHOUT OPTIONS","year":2018,"lang":"en","type":"article","venue":"The ANZIAM Journal","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Valuation (finance); Boundary value problem; Asset (computer security); Boundary (topology); Mathematical economics; Computer science; Actuarial science; Economics; Mathematics; Mathematical analysis; Finance; Computer security","score_opus":0.08442243490545281,"score_gpt":0.281936954370893,"score_spread":0.19751451946544019,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2886934062","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.025794094,0.0021476748,0.9088913,0.0030456136,0.0005214405,0.0000880694,0.0002616714,0.000091625116,0.05915853],"genre_scores_gemma":[0.67243904,0.0032192115,0.22810712,0.0017880723,0.00093005085,0.00053517945,0.00050833705,0.00027328063,0.09219971],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994911,0.00014087783,0.000025747653,0.00007949356,0.00020197242,0.000060766833],"domain_scores_gemma":[0.9991603,0.00039796828,0.000090099566,0.00005070784,0.00020658958,0.000094462805],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012997203,0.00084471476,0.00095163495,0.000943719,0.0006637881,0.002320696,0.0013874315,0.0026973241,0.00895451],"category_scores_gemma":[0.0035313177,0.0004274411,0.0011192466,0.00077268697,0.00180451,0.0030099868,0.0014751245,0.0028932432,0.00080267154],"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":[0.000021685657,0.00004115725,0.00032842363,0.0000584876,0.000017275534,0.00023838705,0.00017162204,0.08708507,0.0020766428,0.90366066,0.0015240397,0.004776604],"study_design_scores_gemma":[0.000021291042,0.000016989532,0.00017663381,0.000030225137,0.000009022419,0.00008877048,0.000058383623,0.707023,0.0003733366,0.28775632,0.004425827,0.000020212354],"about_ca_topic_score_codex":0.003606676,"about_ca_topic_score_gemma":0.0023397105,"teacher_disagreement_score":0.00895451,"about_ca_system_score_codex":0.0011640582,"about_ca_system_score_gemma":0.0011012171,"threshold_uncertainty_score":0.029955745},"labels":[],"label_agreement":null},{"id":"W2887574199","doi":"10.1016/j.najef.2018.07.004","title":"Efficient control variate methods with applications to exotic options pricing under subordinated Brownian motion models","year":2018,"lang":"en","type":"article","venue":"The North American Journal of Economics and Finance","topic":"Stochastic processes and financial applications","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":"National Natural Science Foundation of China","keywords":"Control variates; Exotic option; Asian option; Variance (accounting); Variance reduction; Econometrics; Brownian motion; Mathematics; Random variate; Valuation of options; Inverse Gaussian distribution; Asset (computer security); Monte Carlo method; Exponential function; Geometric Brownian motion; Monte Carlo methods for option pricing; Economics; Statistics; Computer science; Random variable; Markov chain Monte Carlo; Accounting; Hybrid Monte Carlo; Diffusion process; Mathematical analysis","score_opus":0.02880650209169463,"score_gpt":0.24453762306001817,"score_spread":0.21573112096832353,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2887574199","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.005429216,0.0003430974,0.993052,0.00017806349,0.000069800655,0.000016589642,0.000016500493,0.00006741803,0.000827396],"genre_scores_gemma":[0.3339015,0.0018837743,0.648204,0.00032072296,0.0006096416,0.00037060847,0.000220959,0.0004918437,0.013997066],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99854785,0.00091072096,0.0000700504,0.00013994037,0.00025739855,0.00007412117],"domain_scores_gemma":[0.9904874,0.0074490253,0.00045254212,0.0004210765,0.0008008101,0.00038914435],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0054274094,0.0013659702,0.001962686,0.002026388,0.0006956752,0.0018122524,0.0019396777,0.0019505278,0.0041557364],"category_scores_gemma":[0.01651554,0.0011219077,0.0012184376,0.0019380039,0.0024118721,0.0025459465,0.0033647188,0.0031567735,0.00042659623],"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":[0.00013360869,0.0001725875,0.0006542379,0.00014945307,0.00012213603,0.00012864936,0.00016044405,0.28862822,0.0020366511,0.6425937,0.0017055573,0.06351479],"study_design_scores_gemma":[0.000016561831,0.000017304934,0.00006484634,0.0000070395567,0.000010080873,0.000012017739,0.0000057757784,0.9310211,0.00020121504,0.067820475,0.00081248855,0.000011189433],"about_ca_topic_score_codex":0.002573682,"about_ca_topic_score_gemma":0.0029573306,"teacher_disagreement_score":0.0054274094,"about_ca_system_score_codex":0.0007834794,"about_ca_system_score_gemma":0.0014806731,"threshold_uncertainty_score":0},"labels":[],"label_agreement":null},{"id":"W2889577829","doi":"10.1007/s00245-018-9523-8","title":"Mean–Variance Asset–Liability Management Problem Under Non-Markovian Regime-Switching Models","year":2018,"lang":"en","type":"article","venue":"Applied Mathematics & Optimization","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":32,"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 differential equation; Mathematics; Geometric Brownian motion; Asset (computer security); Efficient frontier; Markov process; Variance (accounting); Brownian motion; Liability; Mathematical economics; Applied mathematics; Mathematical optimization; Economics; Finance; Computer science; Portfolio; Diffusion process","score_opus":0.020830862626635308,"score_gpt":0.220828079145162,"score_spread":0.1999972165185267,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2889577829","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.34873247,0.0018260223,0.6247397,0.008732689,0.0002733655,0.00018034682,0.0006757672,0.0002490168,0.01459061],"genre_scores_gemma":[0.97755605,0.00046021762,0.012398953,0.00020889318,0.00014940643,0.00011020869,0.00020481122,0.00004398804,0.008867548],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99805814,0.0009251295,0.00009583321,0.00039082998,0.00022952606,0.0003005636],"domain_scores_gemma":[0.9841724,0.012903949,0.0013527776,0.00025037295,0.00061518745,0.0007053737],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0050027,0.0008650059,0.0030440006,0.0012642834,0.0007051126,0.0033252824,0.0020818866,0.004928779,0.004080511],"category_scores_gemma":[0.015193222,0.001329332,0.0013451095,0.000994593,0.0021119025,0.00309579,0.00213187,0.0024242257,0.00023767471],"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":[0.0002814596,0.00015490889,0.0022126373,0.00018008998,0.0002496049,0.000534954,0.00011303023,0.860363,0.0009093715,0.126135,0.001653733,0.007212154],"study_design_scores_gemma":[0.000033190652,0.00003466383,0.00045510478,0.000011173235,0.000028056205,0.000045646895,0.000020457783,0.9610724,0.000114866765,0.037987042,0.00017943997,0.00001799286],"about_ca_topic_score_codex":0.005318858,"about_ca_topic_score_gemma":0.003291751,"teacher_disagreement_score":0.005318858,"about_ca_system_score_codex":0.002064522,"about_ca_system_score_gemma":0.0021764208,"threshold_uncertainty_score":0.026457071},"labels":[],"label_agreement":null},{"id":"W2890026519","doi":"10.1007/s10884-018-9705-8","title":"Convergence to Equilibrium in Fokker–Planck Equations","year":2018,"lang":"en","type":"article","venue":"Journal of Dynamics and Differential Equations","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":15,"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 Alberta","funders":"Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China; Jilin University; University of Alberta","keywords":"Mathematics; Semigroup; Fokker–Planck equation; Uniqueness; Convergence (economics); Ordinary differential equation; Applied mathematics; Markov chain; Generalization; Lyapunov function; Weak convergence; Partial differential equation; Markov process; Statistical physics; Mathematical analysis; Differential equation; Statistics; Nonlinear system; Physics","score_opus":0.024611052624468388,"score_gpt":0.24847432830197022,"score_spread":0.22386327567750183,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2890026519","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.258773,0.005393675,0.66442436,0.0109029235,0.0008979488,0.00016568451,0.00038707597,0.00071387936,0.058341436],"genre_scores_gemma":[0.9154746,0.0038836263,0.0468185,0.0010315409,0.000678773,0.00033248635,0.0005371667,0.00044368076,0.030799674],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99866855,0.00065321825,0.0000875786,0.0001885538,0.00020975861,0.00019227012],"domain_scores_gemma":[0.9839244,0.012103635,0.0010610473,0.00049437396,0.0016096671,0.0008069428],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0039720116,0.0014180129,0.0024323622,0.0029705777,0.0019455318,0.0044181123,0.002244812,0.0037065253,0.0072696498],"category_scores_gemma":[0.035044007,0.0009992584,0.0022686492,0.0013230477,0.005060877,0.006520899,0.0053197118,0.0040014237,0.0008077483],"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":[0.000083426865,0.00005658991,0.0009165192,0.00016651538,0.00006979236,0.0001936282,0.00037289903,0.074133,0.0009317797,0.9170536,0.0019144065,0.0041079535],"study_design_scores_gemma":[0.000043549924,0.00002833999,0.0004132739,0.000040141276,0.00002348491,0.00006428937,0.00009352603,0.42143655,0.0002050076,0.57667446,0.0009465629,0.000030805426],"about_ca_topic_score_codex":0.010707448,"about_ca_topic_score_gemma":0.002818387,"teacher_disagreement_score":0.010707448,"about_ca_system_score_codex":0.002693166,"about_ca_system_score_gemma":0.0022590593,"threshold_uncertainty_score":0.02431941},"labels":[],"label_agreement":null},{"id":"W2890364094","doi":"10.3934/dcdss.2019040","title":"Barycentric spectral domain decomposition methods for valuing a class of infinite activity Lévy models","year":2018,"lang":"en","type":"article","venue":"Discrete and Continuous Dynamical Systems - S","topic":"Stochastic processes and financial applications","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":"Barycentric coordinate system; Mathematics; Domain decomposition methods; Applied mathematics; Spectral method; Domain (mathematical analysis); Spurious relationship; Mathematical analysis; Algorithm; Mathematical optimization; Geometry; Finite element method; Physics","score_opus":0.021137454029005437,"score_gpt":0.2923653637949273,"score_spread":0.2712279097659218,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2890364094","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0037753363,0.00018053157,0.9948998,0.000050233702,0.000024114166,0.000011993383,0.000016658374,0.000045218843,0.0009961353],"genre_scores_gemma":[0.26433212,0.00088522193,0.7291669,0.00010050312,0.00007826489,0.00023679546,0.00019166169,0.00018405102,0.004824502],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997365,0.00012625335,0.000012735725,0.00002319765,0.00007117508,0.000030186959],"domain_scores_gemma":[0.9994407,0.00030392755,0.000051896444,0.00004049713,0.00011609933,0.000046882342],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008539916,0.0006841994,0.0007547116,0.0010004124,0.0003513259,0.0010462193,0.0008984409,0.00081750733,0.0020752165],"category_scores_gemma":[0.0016982405,0.00038702996,0.00082315394,0.00076889497,0.00088785274,0.00091780093,0.0011142428,0.0013967461,0.0005290426],"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":[0.000046779456,0.000059416514,0.00069027283,0.00013781463,0.000053666063,0.00011293645,0.000103477796,0.6929888,0.0040320414,0.23116654,0.0016375439,0.06897073],"study_design_scores_gemma":[0.0000033571482,0.0000048525985,0.000029911494,0.0000058903493,0.00000202848,0.0000112318285,0.0000065761997,0.98353094,0.00017321114,0.015511052,0.00071715086,0.0000038049743],"about_ca_topic_score_codex":0.0028663464,"about_ca_topic_score_gemma":0.0027576787,"teacher_disagreement_score":0.0028663464,"about_ca_system_score_codex":0.0006864746,"about_ca_system_score_gemma":0.0009835066,"threshold_uncertainty_score":0.006942332},"labels":[],"label_agreement":null},{"id":"W2891031088","doi":"10.1142/s2424786318500020","title":"Analytical pricing of discrete arithmetic Asian options under generalized CIR process with time change","year":2018,"lang":"en","type":"article","venue":"International Journal of Financial Engineering","topic":"Stochastic processes and financial applications","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":"Bank of Canada; University of Ottawa","funders":"","keywords":"Asian option; Jump diffusion; Nonlinear system; Applied mathematics; Mathematics; Jump; Transformation (genetics); Eigenfunction; Discrete time and continuous time; Process (computing); Jump process; Moment (physics); Function (biology); Fourier transform; Lévy process; Valuation of options; Mathematical optimization; Econometrics; Computer science; Mathematical analysis; Statistics; Eigenvalues and eigenvectors","score_opus":0.019967752483114456,"score_gpt":0.2456987145531177,"score_spread":0.22573096207000326,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2891031088","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14955314,0.0010728231,0.8342099,0.0008786606,0.00017954879,0.00005077749,0.00009161425,0.00016207134,0.013801443],"genre_scores_gemma":[0.96683717,0.0008107905,0.022983816,0.0001144173,0.00014819935,0.00006150597,0.00008217044,0.000057479214,0.008904435],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995919,0.0001632848,0.000019284793,0.000059919897,0.000104584215,0.000060969935],"domain_scores_gemma":[0.9991559,0.00030886361,0.00019183852,0.000081485116,0.00016169374,0.00010009658],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013334912,0.0008657104,0.0008805135,0.000785606,0.00034642065,0.0014532773,0.0012609847,0.0014876937,0.002627036],"category_scores_gemma":[0.0030792698,0.00040564552,0.0013453074,0.00087058893,0.0014085108,0.0025057432,0.00089488673,0.0015442093,0.0002548679],"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":[0.000038404913,0.00003787309,0.00084868644,0.00007356335,0.000045657882,0.00062676606,0.00013462642,0.53753424,0.0058233403,0.44896606,0.000743693,0.0051270467],"study_design_scores_gemma":[0.000004932606,0.000012738822,0.00012443497,0.0000033365468,0.0000068774357,0.00005942512,0.000008089084,0.97542155,0.00015051362,0.02404176,0.00015628464,0.000010025542],"about_ca_topic_score_codex":0.002593196,"about_ca_topic_score_gemma":0.0012724227,"teacher_disagreement_score":0.002627036,"about_ca_system_score_codex":0.0008356722,"about_ca_system_score_gemma":0.0008023603,"threshold_uncertainty_score":0.008788347},"labels":[],"label_agreement":null},{"id":"W2891660064","doi":"10.3386/w20115","title":"Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility","year":2014,"lang":"en","type":"preprint","venue":"National Bureau of Economic Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":21,"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":"Affine transformation; Term (time); Stochastic volatility; Econometrics; Volatility (finance); SABR volatility model; Estimation; Affine term structure model; Economics; Mathematics; Financial economics; Computer science; Yield curve; Physics","score_opus":0.2160324875153983,"score_gpt":0.413590713699739,"score_spread":0.19755822618434069,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2891660064","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.016201895,0.000086734515,0.9832192,0.00006385274,0.0000079866595,0.000007254571,0.000049574763,0.000113870636,0.0002496098],"genre_scores_gemma":[0.6101137,0.0005599456,0.38610944,0.00014320527,0.00011694707,0.00013742226,0.00076810434,0.00021545049,0.0018357284],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99830437,0.0008853865,0.00010169964,0.0002821019,0.0003182261,0.00010816706],"domain_scores_gemma":[0.994548,0.0035237714,0.0009630837,0.00055546855,0.00028383033,0.00012582554],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003829368,0.0007613265,0.0009514885,0.0008571653,0.0002691428,0.0013169572,0.0014853899,0.0009775409,0.0017191358],"category_scores_gemma":[0.0171198,0.0009984262,0.0010741098,0.0010741947,0.0008179706,0.002811039,0.002202724,0.0016467747,0.00031249513],"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":[0.000035043988,0.000037209156,0.0026734076,0.000047745074,0.00012035055,0.00009841525,0.00006743776,0.8946485,0.002280879,0.07024249,0.00045799592,0.029290566],"study_design_scores_gemma":[0.0000031186635,0.000009225546,0.0002940347,0.0000038637486,0.0000041558646,0.000010501416,0.0000043041864,0.9782729,0.00027645854,0.020947218,0.00016596286,0.000008306527],"about_ca_topic_score_codex":0.002569944,"about_ca_topic_score_gemma":0.0026119046,"teacher_disagreement_score":0.003829368,"about_ca_system_score_codex":0.0005362715,"about_ca_system_score_gemma":0.0011047671,"threshold_uncertainty_score":0.02025193},"labels":[],"label_agreement":null},{"id":"W2891732023","doi":"10.1287/moor.2020.1101","title":"Time-Consistent Conditional Expectation Under Probability Distortion","year":2021,"lang":"en","type":"preprint","venue":"Mathematics of Operations Research","topic":"Stochastic processes and financial applications","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":"National Science Foundation","keywords":"Conditional expectation; Nonlinear system; Mathematics; Conditional probability; Conditional probability distribution; Distortion (music); Regular conditional probability; Applied mathematics; Conditional variance; Mathematical economics; Random variable; Econometrics; Computer science; Statistics; Probability mass function; Physics","score_opus":0.16555775197349826,"score_gpt":0.3471680561921715,"score_spread":0.18161030421867325,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2891732023","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04106225,0.00021424731,0.94621325,0.0012293183,0.000113271715,0.000024998231,0.00022759684,0.00011925181,0.01079573],"genre_scores_gemma":[0.88196784,0.000678268,0.1019715,0.00049700873,0.00027132648,0.00010457905,0.00037537699,0.00016516815,0.013968876],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99837816,0.0005176188,0.00010247192,0.0003432972,0.000481388,0.00017707687],"domain_scores_gemma":[0.99549675,0.0020043289,0.00082440634,0.00063997897,0.00071284565,0.00032169363],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025867303,0.0006591207,0.0006269448,0.0007035399,0.00047334642,0.0018881434,0.0014419999,0.0010352136,0.0042297957],"category_scores_gemma":[0.0106206015,0.00033053788,0.0011338114,0.0008810993,0.002625371,0.0056808977,0.002212603,0.0020833325,0.0005410833],"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":[0.0000149991065,0.000007756554,0.0003139199,0.000020302037,0.00001255002,0.0000801509,0.00007371295,0.01813909,0.000763064,0.97737485,0.00038235105,0.0028172762],"study_design_scores_gemma":[0.000010841596,0.000030845535,0.00032619655,0.000011914046,0.000012593681,0.00011657414,0.000037043283,0.2309431,0.0009747843,0.765205,0.0023047908,0.000026353282],"about_ca_topic_score_codex":0.0019098159,"about_ca_topic_score_gemma":0.00091598375,"teacher_disagreement_score":0.0042297957,"about_ca_system_score_codex":0.0018779347,"about_ca_system_score_gemma":0.0012172613,"threshold_uncertainty_score":0.014150023},"labels":[],"label_agreement":null},{"id":"W2893255013","doi":"10.1142/s2424786318500275","title":"Optimal dynamic pairs trading of futures under a two-factor mean-reverting model","year":2018,"lang":"en","type":"article","venue":"International Journal of Financial Engineering","topic":"Stochastic processes and financial applications","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":"McMaster University","funders":"","keywords":"Futures contract; Mean reversion; Trading strategy; Pairs trade; Volatility (finance); Utility maximization; Maximization; Economics; Spot contract; Utility maximization problem; Econometrics; Mathematical economics; Mathematical optimization; Computer science; Mathematics; Algorithmic trading; Financial economics; Alternative trading system","score_opus":0.01833411610659963,"score_gpt":0.2414465109389982,"score_spread":0.22311239483239856,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2893255013","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.58076924,0.00089513353,0.40858647,0.0012804805,0.000095916235,0.000064102234,0.00013879438,0.000138738,0.008031083],"genre_scores_gemma":[0.98258865,0.00015358685,0.014305184,0.000046393965,0.000014854106,0.000031182713,0.000046284415,0.000026396498,0.0027874063],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993793,0.00028689066,0.00002809726,0.00013861568,0.00007665999,0.000090448906],"domain_scores_gemma":[0.99809426,0.0012313109,0.0002799363,0.00006822332,0.000113152484,0.00021303416],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019091453,0.0009383878,0.0016627634,0.00035706902,0.0004796967,0.0017892434,0.0011195537,0.0022703875,0.0028126517],"category_scores_gemma":[0.006146662,0.0009264086,0.00091535645,0.0003391467,0.0013645231,0.0026403014,0.001230765,0.0013174622,0.00019406987],"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":[0.00020404649,0.00005203634,0.0009105117,0.0000496862,0.000052046613,0.00038428427,0.0000785293,0.9301269,0.002437154,0.06118408,0.00042293465,0.0040977714],"study_design_scores_gemma":[0.000029241286,0.000038974795,0.00012469759,0.0000033740603,0.000008353149,0.000030186973,0.000016539694,0.986285,0.00018987582,0.013152239,0.00010897466,0.000012559082],"about_ca_topic_score_codex":0.0032924989,"about_ca_topic_score_gemma":0.0012936256,"teacher_disagreement_score":0.0032924989,"about_ca_system_score_codex":0.0010726833,"about_ca_system_score_gemma":0.0010066911,"threshold_uncertainty_score":0.010096669},"labels":[],"label_agreement":null},{"id":"W2895048164","doi":"10.1007/978-981-10-8046-3_5","title":"Large-Scale Stochastic Impulsive Systems with Time Delay","year":2018,"lang":"en","type":"book-chapter","venue":"Nonlinear physical science","topic":"Stochastic processes and financial applications","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":"Interconnection; Property (philosophy); Stability (learning theory); Nonlinear system; Scale (ratio); Computer science; Control theory (sociology); Perturbation (astronomy); Stochastic process; Focus (optics); Mathematics; Mathematical optimization; Telecommunications; Physics","score_opus":0.012615199360600087,"score_gpt":0.22100640081684234,"score_spread":0.20839120145624224,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2895048164","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05080547,0.010804606,0.81817144,0.0019731808,0.0015862563,0.00003842518,0.00024281596,0.0005209854,0.115856744],"genre_scores_gemma":[0.84176326,0.012946014,0.035847727,0.00043227625,0.0018788958,0.0000953185,0.00039704837,0.00019141426,0.10644802],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9998679,0.00002264895,0.000007273113,0.000028271961,0.000063401574,0.000010470896],"domain_scores_gemma":[0.9996006,0.00025208897,0.000045085133,0.000029404682,0.000048148788,0.00002469324],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00025138707,0.00063401187,0.00042770564,0.00043791492,0.00019946326,0.001109082,0.00044853234,0.00081462116,0.0029108755],"category_scores_gemma":[0.0010012406,0.00028395889,0.00038477522,0.00060128036,0.0007702202,0.00093802484,0.0007060758,0.0009354883,0.0004465577],"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":[0.000024995168,0.000023958799,0.0003056364,0.00016783628,0.000056043333,0.00026776356,0.0001205444,0.17056288,0.004686409,0.78763735,0.0058548753,0.030291744],"study_design_scores_gemma":[0.0000122476395,0.000028983151,0.00040294093,0.000029838908,0.000022545639,0.00021273486,0.000032560914,0.46856722,0.0009700459,0.50851506,0.02118083,0.000025012218],"about_ca_topic_score_codex":0.0005102691,"about_ca_topic_score_gemma":0.00033048718,"teacher_disagreement_score":0.0029108755,"about_ca_system_score_codex":0.00044487242,"about_ca_system_score_gemma":0.00029463248,"threshold_uncertainty_score":0.009737849},"labels":[],"label_agreement":null},{"id":"W2896164167","doi":"10.1111/mafi.12237","title":"Mean‐field games with differing beliefs for algorithmic trading","year":2020,"lang":"en","type":"preprint","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":18,"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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Nash equilibrium; Mathematical economics; Construct (python library); Volatility (finance); Stochastic differential equation; Repeated game; Computer science; Mathematical optimization; Econometrics; Economics; Mathematics; Game theory; Applied mathematics","score_opus":0.04323813939451191,"score_gpt":0.24449705286130125,"score_spread":0.20125891346678934,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2896164167","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28750482,0.00023142234,0.70347464,0.0015846317,0.000063959174,0.000110106535,0.000104902196,0.00014545169,0.0067801136],"genre_scores_gemma":[0.95469165,0.00007483689,0.042495407,0.00021277752,0.00004242709,0.00012478628,0.00006558571,0.0000313609,0.002261102],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99745864,0.0015802508,0.00008519217,0.00029994882,0.0003396414,0.00023643966],"domain_scores_gemma":[0.98283124,0.014495383,0.0011336956,0.0004389833,0.00052871584,0.00057196943],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0059275925,0.00088512775,0.001839919,0.0011790122,0.0010456095,0.0021785311,0.0018605634,0.0026088108,0.0032601259],"category_scores_gemma":[0.024845313,0.00057407195,0.0012223078,0.00057331024,0.0030663102,0.0027373638,0.0019068886,0.0022639697,0.00020025027],"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":[0.00012397382,0.00008783919,0.0011765852,0.000037012782,0.00005968228,0.00013728827,0.000157299,0.70417815,0.0006316697,0.2890702,0.0005343137,0.0038059661],"study_design_scores_gemma":[0.000015670883,0.0000142626095,0.000083179395,0.0000049245673,0.0000032895857,0.000007637466,0.000012829466,0.9249047,0.000054981836,0.07480965,0.000081541235,0.000007295258],"about_ca_topic_score_codex":0.005367775,"about_ca_topic_score_gemma":0.0043566697,"teacher_disagreement_score":0.0059275925,"about_ca_system_score_codex":0.0027689503,"about_ca_system_score_gemma":0.0014060175,"threshold_uncertainty_score":0.031348467},"labels":[],"label_agreement":null},{"id":"W2896457704","doi":"10.1016/j.sysconle.2020.104734","title":"Convex analysis for LQG systems with applications to major–minor LQG mean–field game systems","year":2020,"lang":"en","type":"preprint","venue":"Systems & Control Letters","topic":"Stochastic processes and financial applications","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":"McGill University; University of Toronto; HEC Montréal","funders":"Fonds de recherche du Québec – Nature et technologies; Natural Sciences and Engineering Research Council of Canada","keywords":"Linear-quadratic-Gaussian control; Minor (academic); Optimal projection equations; Nash equilibrium; Optimal control; Convex optimization; Control theory (sociology); Regular polygon; Game theory; Mathematical optimization; Controller (irrigation); Field (mathematics); Computer science; Mathematics; Control (management); Mathematical economics; Artificial intelligence","score_opus":0.025291034058451446,"score_gpt":0.22624613463654214,"score_spread":0.20095510057809068,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2896457704","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0077110697,0.0009301724,0.98368996,0.0011439384,0.00012822382,0.000036650337,0.00009138966,0.000058281632,0.006210305],"genre_scores_gemma":[0.805004,0.003941415,0.15613796,0.0011069727,0.0011040554,0.000437983,0.0005056359,0.0004627664,0.031299207],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988176,0.0006263123,0.000048840946,0.00018938883,0.00021508963,0.0001028179],"domain_scores_gemma":[0.9962049,0.002428334,0.00029955895,0.00012693938,0.0007095664,0.00023073252],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002868116,0.00220151,0.0018119272,0.0012969552,0.0006207314,0.002568309,0.0010087164,0.0016103259,0.0050489604],"category_scores_gemma":[0.007298002,0.00067488477,0.0014689694,0.001121011,0.0025428582,0.002071083,0.0026476057,0.0028215717,0.00049647444],"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":[0.0000778761,0.000069064314,0.00038072237,0.0001937183,0.00009115447,0.00014557331,0.00019954216,0.40242183,0.0024679243,0.5729403,0.0043265945,0.016685855],"study_design_scores_gemma":[0.000007743276,0.000025711935,0.00014425998,0.0000124969365,0.000009569679,0.00001893998,0.00002793121,0.8450422,0.0001597411,0.15343879,0.0010987341,0.00001387281],"about_ca_topic_score_codex":0.005827919,"about_ca_topic_score_gemma":0.0029228064,"teacher_disagreement_score":0.005827919,"about_ca_system_score_codex":0.0020568536,"about_ca_system_score_gemma":0.0015619069,"threshold_uncertainty_score":0.016890466},"labels":[],"label_agreement":null},{"id":"W2897088789","doi":"10.1007/s10957-018-1411-5","title":"The Valuation of American Passport Options: A Viscosity Solution Approach","year":2018,"lang":"en","type":"article","venue":"Journal of Optimization Theory and Applications","topic":"Stochastic processes and financial applications","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":"York University","funders":"National Natural Science Foundation of China","keywords":"Viscosity solution; Uniqueness; Variational inequality; Convexity; Theory of computation; Mathematics; Valuation of options; Valuation (finance); Mathematical economics; Viscosity; Put option; Mathematical optimization; Applied mathematics; Actuarial science; Mathematical analysis; Econometrics; Economics; Finance","score_opus":0.024412122416141598,"score_gpt":0.24706060888106768,"score_spread":0.22264848646492608,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2897088789","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15231809,0.0033169405,0.8000703,0.006181779,0.0005281057,0.00007817303,0.000103927916,0.00007920026,0.037323404],"genre_scores_gemma":[0.93010676,0.0014843774,0.049678404,0.0003092869,0.00052163604,0.00007751827,0.0000621246,0.00006910159,0.017690824],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999368,0.00038904182,0.000023051029,0.00007246667,0.000091581984,0.000055930755],"domain_scores_gemma":[0.9981401,0.0012076728,0.000189721,0.00007008138,0.0001564344,0.00023603144],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018905965,0.0012793362,0.0013680585,0.0013497563,0.0008316939,0.0047441614,0.0014103464,0.0042424533,0.003313468],"category_scores_gemma":[0.009533961,0.0009130712,0.0011527411,0.0009933729,0.0029371756,0.0061909887,0.002013127,0.0030491203,0.00016121773],"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":[0.00006733882,0.000048101665,0.00036598268,0.000057328212,0.00004588322,0.0002471097,0.00016609934,0.143024,0.001299587,0.8453918,0.0012974365,0.007989393],"study_design_scores_gemma":[0.000019458363,0.000023473325,0.00014995768,0.000028605762,0.00001594606,0.00006930802,0.000053621232,0.7254898,0.00020322968,0.27263668,0.0012870635,0.000022845119],"about_ca_topic_score_codex":0.0023424479,"about_ca_topic_score_gemma":0.0013221968,"teacher_disagreement_score":0.0047441614,"about_ca_system_score_codex":0.0013480772,"about_ca_system_score_gemma":0.0012758601,"threshold_uncertainty_score":0.011084676},"labels":[],"label_agreement":null},{"id":"W2897981342","doi":"10.1007/s10959-019-00934-9","title":"Sojourn Times of Gaussian Processes with Trend","year":2019,"lang":"en","type":"article","venue":"Journal of Theoretical Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":22,"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":"Narodowe Centrum Nauki; Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung","keywords":"Mathematics; Combinatorics; Gaussian; Gaussian process; Function (biology); Mathematical physics; Physics; Quantum mechanics","score_opus":0.012286786470146175,"score_gpt":0.21242562877018237,"score_spread":0.2001388423000362,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2897981342","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.51412356,0.0015783723,0.47469875,0.0013938762,0.0004290385,0.000106652566,0.00041904487,0.00057290983,0.0066778148],"genre_scores_gemma":[0.9726714,0.0010788398,0.015005335,0.00016179007,0.0002209456,0.000098713055,0.00037807864,0.0002190895,0.01016578],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999172,0.00018595913,0.00005979816,0.00017755466,0.00020137161,0.00020333013],"domain_scores_gemma":[0.98408806,0.010875184,0.0017297408,0.0006994969,0.0017220344,0.00088547426],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004802983,0.0008988125,0.0012727537,0.0026757927,0.00095271633,0.00232182,0.0021038244,0.0019649523,0.00390405],"category_scores_gemma":[0.030952154,0.0009887273,0.0011939041,0.0017122851,0.002041114,0.0043697176,0.0012385702,0.0021193104,0.00053949765],"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":[0.00026388973,0.00008252275,0.005252403,0.00016051672,0.00010625921,0.0005226176,0.0007335575,0.13521796,0.005705397,0.8370328,0.0016286586,0.01329332],"study_design_scores_gemma":[0.000030168614,0.00004528284,0.0028161034,0.000054125598,0.000063012274,0.00025371628,0.00014133268,0.795042,0.0010505327,0.19963668,0.0007958062,0.000071299444],"about_ca_topic_score_codex":0.0029192735,"about_ca_topic_score_gemma":0.0023203492,"teacher_disagreement_score":0.004802983,"about_ca_system_score_codex":0.0017918258,"about_ca_system_score_gemma":0.0015328659,"threshold_uncertainty_score":0.025400937},"labels":[],"label_agreement":null},{"id":"W2898545526","doi":"10.1007/s00245-021-09792-6","title":"A Stochastic Maximum Principle for Control Problems Constrained by the Stochastic Navier–Stokes Equations","year":2021,"lang":"en","type":"preprint","venue":"Applied Mathematics & Optimization","topic":"Stochastic processes and financial applications","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":"Ducks Unlimited Canada","funders":"International Max Planck Research School for Environmental, Cellular and Molecular Microbiology; International Max Planck Research School for Advanced Methods in Process and Systems Engineering; Friedrich-Schiller-Universität Jena","keywords":"Mathematics; Stochastic control; Optimal control; Maximum principle; Control (management); Applied mathematics; Navier–Stokes equations; Adjoint equation; Stochastic differential equation; Mathematical optimization; Mathematical analysis; Partial differential equation; Computer science; Physics","score_opus":0.026968046360241093,"score_gpt":0.23959113087039063,"score_spread":0.21262308451014955,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2898545526","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.024342265,0.0015995463,0.9619307,0.0015431114,0.000121758145,0.00007074348,0.00008841282,0.00005016923,0.0102533735],"genre_scores_gemma":[0.83535105,0.003282079,0.14501996,0.00072643504,0.00079160853,0.0007514445,0.00029147437,0.00026754948,0.01351836],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99835557,0.00084453786,0.000057208053,0.00023875186,0.00037972355,0.00012409482],"domain_scores_gemma":[0.996979,0.0021561303,0.00028827085,0.00007717681,0.00033928468,0.0001600184],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0049870065,0.0017666448,0.0018525083,0.0013053997,0.00070755667,0.0022812323,0.0014370484,0.0025552534,0.0022596947],"category_scores_gemma":[0.00700499,0.00093468075,0.0018771018,0.0008553532,0.00330806,0.0022636263,0.0038807108,0.0024059033,0.00021538435],"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":[0.000058429297,0.000060142087,0.00027626206,0.0002512476,0.000113354916,0.00011967665,0.00011211552,0.38377443,0.005224782,0.60208327,0.0011581641,0.006768112],"study_design_scores_gemma":[0.00002089861,0.000051222134,0.0001772449,0.00004096614,0.000014790544,0.00002240655,0.000018633364,0.8515586,0.00040525573,0.14650218,0.0011696218,0.000018100958],"about_ca_topic_score_codex":0.001979371,"about_ca_topic_score_gemma":0.00093657995,"teacher_disagreement_score":0.0049870065,"about_ca_system_score_codex":0.0015150561,"about_ca_system_score_gemma":0.0018894029,"threshold_uncertainty_score":0.026374102},"labels":[],"label_agreement":null},{"id":"W2899086116","doi":"10.4171/pm/2023","title":"Fourier approximation methods for first-order nonlocal mean-field games","year":2019,"lang":"en","type":"article","venue":"Portugaliae Mathematica","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"","keywords":"Mathematics; Fourier series; Saddle point; Discretization; Fourier transform; Saddle; Subspace topology; Applied mathematics; Mathematical analysis; Mathematical optimization; Geometry","score_opus":0.03602410647067237,"score_gpt":0.29489480982177635,"score_spread":0.25887070335110396,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2899086116","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0053599286,0.00061503885,0.98931396,0.00039933922,0.00008272051,0.000024321176,0.000029311348,0.000043908323,0.004131352],"genre_scores_gemma":[0.5613553,0.002761837,0.39686012,0.0006058575,0.00036585238,0.0005141883,0.00022499071,0.00042186966,0.036889873],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995697,0.00023093587,0.000014205357,0.00004110802,0.00010415728,0.00003991247],"domain_scores_gemma":[0.99868256,0.0009126515,0.000102735394,0.000066631095,0.00015477029,0.00008060749],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018834091,0.0011357421,0.0010464141,0.000946044,0.00047561532,0.0011269512,0.0011905221,0.0017072578,0.0031017354],"category_scores_gemma":[0.004214501,0.00044969528,0.001034377,0.00049110403,0.0017094323,0.0018084904,0.001528756,0.0022921152,0.00054418447],"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":[0.000028026481,0.00004200774,0.00026552114,0.00011603877,0.00004040731,0.00008600707,0.00012847321,0.39110163,0.0017719973,0.5949418,0.0014905763,0.009987482],"study_design_scores_gemma":[0.0000039699676,0.0000059886215,0.000022964066,0.000007600811,0.000002441331,0.000009829963,0.000010272154,0.9554877,0.00009670696,0.04370965,0.0006380195,0.0000048393795],"about_ca_topic_score_codex":0.0037460236,"about_ca_topic_score_gemma":0.0031259344,"teacher_disagreement_score":0.0037460236,"about_ca_system_score_codex":0.0013901402,"about_ca_system_score_gemma":0.0009786438,"threshold_uncertainty_score":0.010376334},"labels":[],"label_agreement":null},{"id":"W2899277624","doi":"10.1108/jrf-07-2017-0114","title":"A multi-factor HJM and PCA approach to risk management of VIX futures","year":2018,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Stochastic processes and financial applications","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":"Surrey Place Centre; Université Laval","funders":"","keywords":"Futures contract; Heath–Jarrow–Morton framework; Econometrics; Volatility (finance); Economics; Portfolio; Financial economics","score_opus":0.02427175960567294,"score_gpt":0.2326155325036286,"score_spread":0.20834377289795566,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2899277624","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.01942869,0.00045444572,0.977357,0.00037081866,0.00009904311,0.000055183966,0.000065206594,0.0001232689,0.002046265],"genre_scores_gemma":[0.55763304,0.0012302645,0.43298173,0.00014823642,0.0003256988,0.00016867908,0.00024446743,0.00013018321,0.0071376166],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991067,0.000371856,0.000045456196,0.00017266849,0.00024054312,0.000062650215],"domain_scores_gemma":[0.9989666,0.0005394801,0.00013971576,0.00009263703,0.00021478531,0.00004679231],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017737716,0.00089385477,0.0006875729,0.0011306405,0.00050961773,0.0015896714,0.0011313161,0.0009224592,0.0025378088],"category_scores_gemma":[0.004598205,0.00047876843,0.0013823977,0.0010706813,0.0006398052,0.0013230817,0.0010676053,0.0017575467,0.00037301588],"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":[0.0001230335,0.00011178698,0.004989281,0.00019871687,0.00024284665,0.0003142178,0.00023538806,0.7186385,0.003869767,0.10708112,0.0025664768,0.16162889],"study_design_scores_gemma":[0.0000035417077,0.000028998258,0.0010075094,0.000010386394,0.000014478575,0.000035342597,0.00001943601,0.98459965,0.00033347792,0.013060504,0.0008691787,0.000017584627],"about_ca_topic_score_codex":0.0045708367,"about_ca_topic_score_gemma":0.0027649032,"teacher_disagreement_score":0.0045708367,"about_ca_system_score_codex":0.0007040094,"about_ca_system_score_gemma":0.001159475,"threshold_uncertainty_score":0.009380758},"labels":[],"label_agreement":null},{"id":"W2899369261","doi":"10.1007/978-3-319-99719-3_43","title":"Modelling Asynchronous Assets with Jump-Diffusion Processes","year":2018,"lang":"en","type":"book-chapter","venue":"Springer proceedings in mathematics & statistics","topic":"Stochastic processes and financial applications","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":"Jump diffusion; Econometrics; Geometric Brownian motion; Multivariate statistics; Jump; Asset (computer security); Portfolio; Index (typography); Poisson distribution; Computer science; Diffusion process; Mathematics; Economics; Statistics; Financial economics","score_opus":0.030583615379225174,"score_gpt":0.22285040238154993,"score_spread":0.19226678700232475,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2899369261","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.046335287,0.0014004573,0.9461567,0.0005709045,0.00021756795,0.000024580253,0.00010745925,0.00017605063,0.0050109564],"genre_scores_gemma":[0.8991485,0.002902114,0.07476424,0.00010590445,0.00045998406,0.00009427443,0.0003234649,0.00014690342,0.022054667],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997036,0.00010605243,0.000025456977,0.00006343046,0.00006820572,0.000033211814],"domain_scores_gemma":[0.99835664,0.0013088601,0.00013166723,0.000058773916,0.000073494375,0.00007056106],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010215242,0.0008809394,0.0009138859,0.00050393754,0.0002413568,0.0021144324,0.0011477513,0.0017620812,0.0034969803],"category_scores_gemma":[0.0047564907,0.00064605084,0.0008388674,0.00062191836,0.00080209883,0.0021242443,0.0012687801,0.0014382072,0.00042098074],"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":[0.000060755934,0.000047897443,0.0008439547,0.000100707046,0.000058597994,0.00017043957,0.00007192521,0.74763805,0.0022165189,0.22901946,0.0010831659,0.018688636],"study_design_scores_gemma":[0.000007294292,0.000008033238,0.00006741567,0.0000046371797,0.0000069601892,0.000017880659,0.0000038239937,0.94904137,0.00013907986,0.05025971,0.00043924985,0.000004535729],"about_ca_topic_score_codex":0.0018259448,"about_ca_topic_score_gemma":0.0013801917,"teacher_disagreement_score":0.0034969803,"about_ca_system_score_codex":0.00049056456,"about_ca_system_score_gemma":0.000486499,"threshold_uncertainty_score":0.011698544},"labels":[],"label_agreement":null},{"id":"W2902620140","doi":"10.5539/jmr.v10n6p108","title":"Markov Chain Monte Carlo Method for Estimating Implied Volatility in Option Pricing","year":2018,"lang":"en","type":"article","venue":"Journal of Mathematics Research","topic":"Stochastic processes and financial applications","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":"Implied volatility; Valuation of options; Stochastic volatility; Volatility smile; Econometrics; Volatility (finance); Black–Scholes model; Local volatility; Mathematics; Call option; SABR volatility model; Markov chain Monte Carlo; Forward volatility; Stock market; Monte Carlo method; Economics; Statistics","score_opus":0.139696687228176,"score_gpt":0.40807700932217356,"score_spread":0.26838032209399754,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2902620140","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.005650275,0.000109978486,0.9932708,0.00004109286,0.000023605839,0.000048113947,0.000054053886,0.0002531804,0.00054890505],"genre_scores_gemma":[0.24711135,0.00040900442,0.7486362,0.000098327175,0.00008348063,0.00047025952,0.00072644977,0.0001422093,0.0023226845],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986708,0.0006728717,0.000068366055,0.0001848251,0.00032176022,0.00008133604],"domain_scores_gemma":[0.99572253,0.0032642144,0.00017831362,0.00020711905,0.000541154,0.000086657914],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027791443,0.00062853296,0.00090245093,0.0013610992,0.0007017927,0.0010724826,0.001365173,0.0011593385,0.0030283662],"category_scores_gemma":[0.0096681705,0.00061866385,0.0008955154,0.0013307863,0.0007172088,0.0013331369,0.0008246444,0.0019954029,0.0006144804],"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":[0.00011978262,0.000080174505,0.0025820555,0.000096310934,0.000100232945,0.00012765333,0.00008775954,0.8697668,0.0018454428,0.06263512,0.0009899234,0.061568763],"study_design_scores_gemma":[0.000009619559,0.000010266007,0.00013334303,0.0000072290054,0.0000054378197,0.000017452976,0.0000027778751,0.9927698,0.00036013077,0.0063410527,0.00033437472,0.000008541416],"about_ca_topic_score_codex":0.009187771,"about_ca_topic_score_gemma":0.0078493245,"teacher_disagreement_score":0.009187771,"about_ca_system_score_codex":0.00081189955,"about_ca_system_score_gemma":0.0019908187,"threshold_uncertainty_score":0.018268585},"labels":[],"label_agreement":null},{"id":"W2903042244","doi":"10.1142/s0219024918500115","title":"DYNAMIC MEAN–VARIANCE OPTIMIZATION PROBLEMS WITH DETERMINISTIC INFORMATION","year":2018,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"Eidgenössische Technische Hochschule Zürich; Swiss Finance Institute; McMaster University","keywords":"Semimartingale; Martingale (probability theory); Variance (accounting); Applied mathematics; Mathematics; Transformation (genetics); Portfolio; Exponential function; Mathematical optimization; Integrable system; Mathematical economics; Computer science; Pure mathematics; Economics; Mathematical analysis","score_opus":0.005637810215579766,"score_gpt":0.20287183650116541,"score_spread":0.19723402628558565,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2903042244","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.062197056,0.002288337,0.921089,0.00295781,0.00021471438,0.00006561978,0.0002451009,0.00011951588,0.010822862],"genre_scores_gemma":[0.8567321,0.0016923026,0.122628115,0.00053522724,0.00038093262,0.00031717893,0.00039526913,0.00010276097,0.01721623],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989518,0.0004316366,0.00004993665,0.00022794357,0.00019184763,0.0001468641],"domain_scores_gemma":[0.9960576,0.0030894538,0.00037007156,0.00011409023,0.00021117086,0.00015759353],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025334912,0.0012665241,0.0019101677,0.0009074991,0.00041806512,0.0020034697,0.0012416058,0.002949529,0.002452419],"category_scores_gemma":[0.009108398,0.0009270002,0.0011847025,0.0011934043,0.0016053636,0.0017169032,0.0017872324,0.001859462,0.00023218509],"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":[0.00006687373,0.00007229575,0.0005597662,0.00014242972,0.000118270655,0.00020381346,0.000064691,0.8353361,0.00065375306,0.14940137,0.0013094033,0.012071167],"study_design_scores_gemma":[0.000025787507,0.000033015895,0.00014237732,0.0000150402275,0.000015941587,0.000024950215,0.000011729684,0.92779773,0.00014317302,0.07117073,0.0006036335,0.000015788652],"about_ca_topic_score_codex":0.0033217047,"about_ca_topic_score_gemma":0.0018466226,"teacher_disagreement_score":0.0033217047,"about_ca_system_score_codex":0.0013303725,"about_ca_system_score_gemma":0.001609449,"threshold_uncertainty_score":0.013398588},"labels":[],"label_agreement":null},{"id":"W2905076412","doi":"10.1007/s10959-019-00971-4","title":"A Drawdown Reflected Spectrally Negative Lévy Process","year":2019,"lang":"en","type":"preprint","venue":"Journal of Theoretical Probability","topic":"Stochastic processes and financial applications","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":"Laplace transform; Infimum and supremum; Excursion; Lévy process; Process (computing); Capital (architecture); Measure (data warehouse); Mathematics; Scale (ratio); Mathematical analysis; Laplace–Stieltjes transform; Applied mathematics; Econometrics; Mathematical optimization; Economics; Computer science; Physics; Fourier transform; Quantum mechanics; Geography","score_opus":0.02622726920694046,"score_gpt":0.2693566252323601,"score_spread":0.24312935602541963,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2905076412","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.510144,0.0005407232,0.46575502,0.001493461,0.00048806684,0.00007098551,0.00025813404,0.00041224062,0.02083745],"genre_scores_gemma":[0.97689974,0.00019216462,0.008094558,0.00016392035,0.00013470353,0.00002266762,0.00008890362,0.000054121945,0.014349234],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99964476,0.0000838832,0.000018248702,0.00008743194,0.00011104667,0.000054643628],"domain_scores_gemma":[0.99790835,0.0007445445,0.0002661266,0.00016498902,0.00048117022,0.0004348893],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00076494267,0.00067801797,0.0008588789,0.0011584482,0.0007084568,0.002065423,0.0011664795,0.0020455068,0.00586352],"category_scores_gemma":[0.004660588,0.00036924414,0.0007690056,0.0006548966,0.0017246298,0.0019734344,0.001305363,0.001602265,0.0007991281],"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":[0.00023642683,0.0001387224,0.0023187618,0.00007154546,0.000067638015,0.0015771346,0.0002699261,0.036900483,0.022781663,0.924385,0.002040418,0.009212277],"study_design_scores_gemma":[0.00006974853,0.00010376863,0.0010503844,0.000017315004,0.00004813743,0.0011500911,0.00008610872,0.64988863,0.002476203,0.34318748,0.0018507775,0.00007132131],"about_ca_topic_score_codex":0.0009599266,"about_ca_topic_score_gemma":0.00044649665,"teacher_disagreement_score":0.00586352,"about_ca_system_score_codex":0.0007072635,"about_ca_system_score_gemma":0.0005775553,"threshold_uncertainty_score":0.019615412},"labels":[],"label_agreement":null},{"id":"W2907467494","doi":"10.1016/j.jmaa.2018.12.067","title":"On explicit local solutions of Itô diffusions","year":2019,"lang":"en","type":"article","venue":"Journal of Mathematical Analysis and Applications","topic":"Stochastic processes and financial applications","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; University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Stochastic differential equation; Differentiable function; Brownian motion; Equivalence (formal languages); Pure mathematics; Applied mathematics; Mathematical analysis","score_opus":0.0181668604435453,"score_gpt":0.2240271242419672,"score_spread":0.2058602637984219,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2907467494","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28815362,0.0053679864,0.637893,0.0030605998,0.00074720185,0.00007543582,0.00018095612,0.00025052569,0.064270586],"genre_scores_gemma":[0.914675,0.002935249,0.034226526,0.00044926823,0.00049262913,0.000094819596,0.000180992,0.00021361692,0.046731837],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995912,0.0001582478,0.000027365137,0.000060296356,0.00009357266,0.00006938334],"domain_scores_gemma":[0.99691147,0.0018429902,0.0003516315,0.00015700285,0.0004252786,0.00031154862],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015500084,0.0011450802,0.0011866139,0.0018631978,0.0007369403,0.00203931,0.001015687,0.001659444,0.0051871724],"category_scores_gemma":[0.008799191,0.00056434487,0.0010271589,0.0010446511,0.0022927804,0.0034463333,0.0027587845,0.0024885067,0.0005613286],"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":[0.000035537094,0.00002830396,0.00022714207,0.00007025275,0.000016725175,0.00017274043,0.00020504867,0.012334347,0.00175018,0.9804326,0.0008089043,0.003918203],"study_design_scores_gemma":[0.000038563096,0.000039182443,0.0003276322,0.00005897788,0.000021810623,0.00017980933,0.00012578804,0.17519407,0.0006737589,0.8208856,0.0024253945,0.000029379364],"about_ca_topic_score_codex":0.00110008,"about_ca_topic_score_gemma":0.0011075848,"teacher_disagreement_score":0.0051871724,"about_ca_system_score_codex":0.0010357571,"about_ca_system_score_gemma":0.0006589084,"threshold_uncertainty_score":0.017352879},"labels":[],"label_agreement":null},{"id":"W2907599768","doi":"10.2139/ssrn.3126428","title":"State Price Density Estimation with an Application to the Recovery Theorem","year":2018,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Estimation; Density estimation; State (computer science); Mathematics; Econometrics; Mathematical economics; Economics; Computer science; Statistics; Estimator; Algorithm","score_opus":0.00782740898792227,"score_gpt":0.21305487124345127,"score_spread":0.205227462255529,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2907599768","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0021663932,0.00010693189,0.9969023,0.00016192386,0.0000250305,0.00001793323,0.0000308049,0.000129357,0.0004592439],"genre_scores_gemma":[0.28254014,0.0012504247,0.7035324,0.00028497202,0.00044588896,0.0004264013,0.0007410284,0.000478828,0.010299867],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985886,0.0008283458,0.00006834426,0.00022099954,0.0002251616,0.0000685125],"domain_scores_gemma":[0.98466414,0.01312613,0.00047665442,0.0009568967,0.0006395661,0.00013655837],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005573936,0.0011208032,0.0021225337,0.0016006823,0.0006649604,0.0015476297,0.002325905,0.0025658023,0.004996065],"category_scores_gemma":[0.033450577,0.0013739766,0.0019468571,0.0017735839,0.0019970958,0.004066546,0.003587514,0.0043735406,0.0013372417],"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":[0.00018649963,0.00018198288,0.0013235187,0.00023324185,0.00021514096,0.00026626157,0.0002273876,0.462117,0.0028274271,0.390052,0.0037286284,0.13864106],"study_design_scores_gemma":[0.0000138319465,0.000014220562,0.0001278232,0.000009405162,0.000012509477,0.000036283254,0.0000052593455,0.95338655,0.0003455221,0.045557734,0.0004740203,0.000016870737],"about_ca_topic_score_codex":0.003951817,"about_ca_topic_score_gemma":0.002173491,"teacher_disagreement_score":0.005573936,"about_ca_system_score_codex":0.0006339529,"about_ca_system_score_gemma":0.0015222671,"threshold_uncertainty_score":0.029478192},"labels":[],"label_agreement":null},{"id":"W2910730446","doi":"10.1007/s11424-018-8095-7","title":"The Stochastic Maximum Principle for a Jump-Diffusion Mean-Field Model Involving Impulse Controls and Applications in Finance","year":2019,"lang":"en","type":"article","venue":"Journal of Systems Science and Complexity","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"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":"York University","keywords":"Complex system; Jump diffusion; Impulse (physics); Jump; Statistical physics; Mean field theory; Field (mathematics); Computer science; Mathematics; Physics; Classical mechanics; Artificial intelligence; Condensed matter physics; Pure mathematics; Quantum mechanics","score_opus":0.04249485804407601,"score_gpt":0.2628489924606272,"score_spread":0.2203541344165512,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2910730446","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.028746597,0.0021946086,0.9527911,0.0035933822,0.00018424662,0.00007656554,0.00017284136,0.00012149514,0.012119109],"genre_scores_gemma":[0.8023108,0.005705777,0.16292974,0.0009976104,0.0010750365,0.000489059,0.00041938928,0.0004433885,0.025629193],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985567,0.0007881398,0.0000623803,0.00022958423,0.0002470478,0.000116234056],"domain_scores_gemma":[0.99072814,0.0077336836,0.0004905312,0.00016406845,0.00049463415,0.00038905896],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005973975,0.002224937,0.003562057,0.0019336997,0.0011612356,0.0034480847,0.0027600625,0.0046790615,0.0034903367],"category_scores_gemma":[0.013932337,0.0016586904,0.0032903543,0.0015723035,0.0043626553,0.006017161,0.0042566056,0.0042287013,0.00033949074],"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":[0.000058599122,0.00007012781,0.00026555458,0.0002633067,0.00015741815,0.00013546902,0.00013283551,0.20345816,0.001682092,0.7866913,0.0015260526,0.005559075],"study_design_scores_gemma":[0.000025813111,0.00003403116,0.00016503439,0.000030196896,0.00002716582,0.000040052793,0.000016524204,0.57611495,0.00012600869,0.42264348,0.00074357865,0.000033125038],"about_ca_topic_score_codex":0.0031567449,"about_ca_topic_score_gemma":0.0019910224,"teacher_disagreement_score":0.005973975,"about_ca_system_score_codex":0.0021732624,"about_ca_system_score_gemma":0.0034844622,"threshold_uncertainty_score":0.0315938},"labels":[],"label_agreement":null},{"id":"W2910964753","doi":"10.1057/s41260-018-00106-0","title":"Portfolio optimization with covered calls","year":2019,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"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":"Mitacs","keywords":"Portfolio optimization; Expected shortfall; Tail risk; Downside risk; Portfolio; Asset allocation; Expected return; Semivariance; Efficient frontier; Risk–return spectrum; Call option; Rate of return on a portfolio; Econometrics; Computer science; Actuarial science; Economics; Financial economics; Mathematics; Statistics","score_opus":0.008679204708795669,"score_gpt":0.18901325226999388,"score_spread":0.18033404756119822,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2910964753","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3007222,0.0024297116,0.6609418,0.003444784,0.00056184706,0.000107375476,0.00049975613,0.00043721485,0.030855391],"genre_scores_gemma":[0.95578927,0.00046890206,0.02237954,0.00015762898,0.00038224855,0.00007259287,0.00028824536,0.000077672354,0.02038385],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989342,0.00055559585,0.00003310246,0.00014931246,0.00018254791,0.00014517947],"domain_scores_gemma":[0.99685305,0.0023160563,0.00021536025,0.00016560248,0.0002023323,0.00024765034],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015733729,0.0011836388,0.0019789801,0.00081065844,0.00044749392,0.0022895792,0.0010286612,0.0028193654,0.00439389],"category_scores_gemma":[0.010638118,0.00094274536,0.0009808836,0.0009999641,0.0009187537,0.00201495,0.0018325618,0.0014144811,0.00044318553],"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":[0.0003878998,0.00011894981,0.0011203715,0.00009879011,0.00017788478,0.00037793882,0.00004709478,0.88364154,0.001087238,0.08533532,0.0042257225,0.023381332],"study_design_scores_gemma":[0.00002927119,0.00004299514,0.00025488515,0.0000074839427,0.000019083927,0.000035257755,0.000007040706,0.96888566,0.000118355725,0.030223913,0.00036963576,0.000006441375],"about_ca_topic_score_codex":0.0014657674,"about_ca_topic_score_gemma":0.0009352102,"teacher_disagreement_score":0.00439389,"about_ca_system_score_codex":0.00066853093,"about_ca_system_score_gemma":0.0005539028,"threshold_uncertainty_score":0.014698982},"labels":[],"label_agreement":null},{"id":"W2911501058","doi":"10.3390/jrfm12010026","title":"Geometric No-Arbitrage Analysis in the Dynamic Financial Market with Transaction Costs","year":2019,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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 Natural Science Foundation of China","keywords":"Arbitrage; Fundamental theorem of asset pricing; Index arbitrage; Fixed income arbitrage; Risk arbitrage; Covered interest arbitrage; Transaction cost; Economics; Mathematical economics; Arbitrage pricing theory; Microeconomics; Financial economics; Finance; Interest rate parity; Interest rate; Capital asset pricing model","score_opus":0.004284711046068119,"score_gpt":0.18412505359451262,"score_spread":0.1798403425484445,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2911501058","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.26347747,0.002701578,0.68187916,0.0028176925,0.00017573946,0.00007547943,0.00013926566,0.000116996394,0.048616566],"genre_scores_gemma":[0.9714256,0.0008253116,0.022073587,0.000120325785,0.00015768393,0.00005330978,0.00008060023,0.00003778633,0.0052257744],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99910444,0.00032170044,0.000038576945,0.00017319666,0.0002505838,0.00011146642],"domain_scores_gemma":[0.9983902,0.00065809936,0.00039086927,0.00016220528,0.00023964206,0.00015896877],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013195782,0.00067334034,0.0007546501,0.00095452025,0.00064414955,0.0018342494,0.0010509533,0.0010991178,0.0043658875],"category_scores_gemma":[0.004980393,0.00028920168,0.0009241923,0.0006519855,0.0027569183,0.005603581,0.0013251429,0.0013830331,0.00026909608],"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":[0.000009242125,0.000004387216,0.000126745,0.00001362359,0.00000728503,0.00006249996,0.000027463933,0.015657721,0.00028553413,0.9816436,0.00020491952,0.0019570657],"study_design_scores_gemma":[0.000007997644,0.000020648682,0.00026631716,0.0000075208054,0.00000610371,0.00006193722,0.000025617663,0.12999734,0.00014805306,0.8682328,0.001213476,0.000012130345],"about_ca_topic_score_codex":0.0010825637,"about_ca_topic_score_gemma":0.0005331915,"teacher_disagreement_score":0.0043658875,"about_ca_system_score_codex":0.0012527484,"about_ca_system_score_gemma":0.00078673917,"threshold_uncertainty_score":0.014605343},"labels":[],"label_agreement":null},{"id":"W2911650095","doi":"10.1109/cdc.2018.8619499","title":"Mean Field Game Systems with Common and Latent Processes","year":2018,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Toronto; McGill University","funders":"","keywords":"Nash equilibrium; Best response; Markov process; Game theory; Computer science; Markov chain; Limit (mathematics); Strategy; Mathematical optimization; Sequential game; Markov decision process; Mathematical economics; Mathematics; Machine learning; Statistics","score_opus":0.0242311842352705,"score_gpt":0.21392070180397008,"score_spread":0.18968951756869956,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2911650095","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13719861,0.00030828646,0.85124654,0.0011918868,0.00005786623,0.00009562864,0.00018801444,0.00014069173,0.009572537],"genre_scores_gemma":[0.95037055,0.00028441005,0.037856698,0.00018552312,0.000077862765,0.00026106177,0.00011264293,0.000034568497,0.010816722],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99774003,0.0011253556,0.00007312573,0.00044848456,0.00033455735,0.00027835704],"domain_scores_gemma":[0.9960985,0.0025458045,0.00062353536,0.00019983057,0.00023375107,0.0002985291],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027475555,0.0011576953,0.0017145012,0.0007958345,0.0007329876,0.0021009513,0.0017755292,0.0023053852,0.0027465313],"category_scores_gemma":[0.006826518,0.00062640733,0.0012317178,0.0005291581,0.0033443307,0.0028826527,0.001842826,0.0020987762,0.00028267046],"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":[0.00005311332,0.000046366084,0.0005475813,0.00004302552,0.000049604507,0.00022073807,0.0001572464,0.24292484,0.0012821062,0.7514535,0.00048471414,0.0027371754],"study_design_scores_gemma":[0.000024822986,0.00002879297,0.00019973803,0.000005845955,0.000012458817,0.000029297147,0.000031987445,0.84021,0.00014294659,0.15879807,0.0004973815,0.000018614604],"about_ca_topic_score_codex":0.005557728,"about_ca_topic_score_gemma":0.0038784184,"teacher_disagreement_score":0.005557728,"about_ca_system_score_codex":0.0025215512,"about_ca_system_score_gemma":0.001364004,"threshold_uncertainty_score":0.018295169},"labels":[],"label_agreement":null},{"id":"W2911775485","doi":"10.1017/s0269964818000530","title":"A CLOSED-FORM GARCH VALUATION MODEL FOR POWER EXCHANGE OPTIONS WITH COUNTERPARTY RISK","year":2019,"lang":"en","type":"article","venue":"Probability in the Engineering and Informational Sciences","topic":"Stochastic processes and financial applications","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":"National Natural Science Foundation of China; University of International Business and Economics; University of Winnipeg","keywords":"Counterparty; Credit risk; Valuation (finance); Credit valuation adjustment; Econometrics; Actuarial science; Mathematics; Economics; Finance","score_opus":0.032540332386180794,"score_gpt":0.22751606001450558,"score_spread":0.1949757276283248,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2911775485","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08831261,0.0005278881,0.9045946,0.0010213747,0.00010383419,0.00003494334,0.00011358325,0.00016419613,0.0051269857],"genre_scores_gemma":[0.9735246,0.00028488657,0.02065579,0.00009075378,0.00009583883,0.0000508705,0.00008230029,0.000025271067,0.005189719],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99924797,0.0003893261,0.00002728162,0.00012565186,0.00013683259,0.00007292848],"domain_scores_gemma":[0.99886394,0.0006466588,0.00016771237,0.00009231788,0.000150262,0.0000791483],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017382933,0.0006181458,0.0010923283,0.00063534075,0.00046264325,0.0020223479,0.001635958,0.0020244853,0.0026945933],"category_scores_gemma":[0.0037344974,0.00044076546,0.00086992804,0.0008300316,0.0013375806,0.0021485197,0.0008830522,0.0017446887,0.00020122027],"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":[0.000032660202,0.000040854193,0.0008445144,0.000029525569,0.000041537936,0.00036713027,0.00007856294,0.7259915,0.0012376003,0.2647073,0.00068239187,0.005946467],"study_design_scores_gemma":[0.0000054562497,0.0000058786413,0.000058913847,0.0000015887408,0.000003843046,0.000017300235,0.000003854686,0.98127466,0.000046195375,0.018465342,0.00011212182,0.0000048570932],"about_ca_topic_score_codex":0.0036067255,"about_ca_topic_score_gemma":0.0018659123,"teacher_disagreement_score":0.0036067255,"about_ca_system_score_codex":0.0010558738,"about_ca_system_score_gemma":0.0007425574,"threshold_uncertainty_score":0.009193063},"labels":[],"label_agreement":null},{"id":"W2912018425","doi":"10.5539/jmr.v11n1p76","title":"Solving Arbitrage Problem on the Financial Market Under the Mixed Fractional Brownian Motion With Hurst Parameter H ∈]1/2,3/4[","year":2019,"lang":"en","type":"article","venue":"Journal of Mathematics Research","topic":"Stochastic processes and financial applications","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":"","keywords":"Fractional Brownian motion; Mathematics; Arbitrage; Hurst exponent; Uniqueness; Martingale (probability theory); Brownian motion; Geometric Brownian motion; Martingale representation theorem; Diffusion process; Mathematical economics; Applied mathematics; Mathematical analysis; Finance; Economics; Statistics","score_opus":0.07449515906824668,"score_gpt":0.2882515921872093,"score_spread":0.21375643311896264,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2912018425","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28334767,0.0027626448,0.70483166,0.001972272,0.0001736885,0.00008717331,0.00006979446,0.000048768085,0.006706364],"genre_scores_gemma":[0.9158415,0.0013925674,0.07395147,0.00022535207,0.00028581842,0.00017607924,0.00014074708,0.00005069587,0.007935847],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99921465,0.0003823887,0.00003666469,0.00014024778,0.00009456349,0.00013138787],"domain_scores_gemma":[0.998664,0.00088469835,0.00016952853,0.000040460487,0.00011279151,0.00012860818],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025528434,0.0009662565,0.0017117327,0.0008455435,0.000777917,0.0018844957,0.0010115245,0.0024958907,0.0017809956],"category_scores_gemma":[0.0052233604,0.0005823139,0.0016373604,0.0005483245,0.0016403862,0.0030212193,0.001988427,0.0017454412,0.0000888833],"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":[0.00022634664,0.00014633746,0.003652019,0.00053050986,0.00023756096,0.0015663152,0.00052650674,0.43307963,0.007614311,0.5333742,0.0017469701,0.017299278],"study_design_scores_gemma":[0.00004183383,0.00007619957,0.0004476484,0.000016088712,0.000025433754,0.000112424226,0.000069308946,0.91182524,0.00047952688,0.08642402,0.00046059562,0.000021648615],"about_ca_topic_score_codex":0.003298896,"about_ca_topic_score_gemma":0.0014002203,"teacher_disagreement_score":0.003298896,"about_ca_system_score_codex":0.00069946115,"about_ca_system_score_gemma":0.0013372226,"threshold_uncertainty_score":0.013500869},"labels":[],"label_agreement":null},{"id":"W2912332256","doi":"10.1109/cdc.2018.8619589","title":"Optimal Stochastic Teams with Infinitely Many Decision Makers and Mean-Field Teams","year":2018,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Queen's University","funders":"","keywords":"Convergence (economics); Sequence (biology); Countable set; Limit (mathematics); Computer science; Mathematical optimization; Field (mathematics); Optimal control; Optimal decision; Class (philosophy); Mathematics; Mathematical economics; Discrete mathematics; Economics; Artificial intelligence","score_opus":0.014044544219862143,"score_gpt":0.2251158196495155,"score_spread":0.21107127542965334,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2912332256","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21283406,0.00033770804,0.77151096,0.001151709,0.000106668806,0.000060818,0.00015859991,0.00008420262,0.013755327],"genre_scores_gemma":[0.9371005,0.0002556056,0.056007404,0.00016443706,0.00008290887,0.00015413144,0.00013065904,0.000025691368,0.006078703],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9975504,0.0011025917,0.000108882414,0.00052876316,0.00034323396,0.00036607552],"domain_scores_gemma":[0.99362916,0.0035933221,0.0013520437,0.00035004318,0.00040153856,0.0006738938],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003592339,0.00074334437,0.0014868277,0.00074798625,0.0008357861,0.001430675,0.0013756846,0.0016599906,0.0038929991],"category_scores_gemma":[0.013312829,0.00053350645,0.0011572151,0.00058820867,0.002487398,0.0022444467,0.0015207909,0.0015825741,0.0003098297],"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":[0.00009563423,0.00006622759,0.0010873793,0.00007747725,0.000069139685,0.00018092846,0.00015206996,0.4797768,0.0006343063,0.5110192,0.0008232742,0.006017542],"study_design_scores_gemma":[0.00005234691,0.00007983595,0.00035004204,0.000022227396,0.000016708324,0.00004643942,0.00009443918,0.6857447,0.0002805645,0.31259337,0.00069990585,0.00001948255],"about_ca_topic_score_codex":0.0019996853,"about_ca_topic_score_gemma":0.0011070485,"teacher_disagreement_score":0.0038929991,"about_ca_system_score_codex":0.00150275,"about_ca_system_score_gemma":0.0012858093,"threshold_uncertainty_score":0.018998325},"labels":[],"label_agreement":null},{"id":"W2916494295","doi":"10.1002/cjs.11537","title":"The entropic measure transform","year":2020,"lang":"en","type":"preprint","venue":"Canadian Journal of Statistics","topic":"Stochastic processes and financial applications","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":true,"route_about_ca":true,"ca_institutions":"Concordia University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Semimartingale; Measure (data warehouse); Bond valuation; Futures contract; Bond; Mathematics; Characterization (materials science); Probability measure; Affine transformation; Applied mathematics; Mathematical economics; Econometrics; Economics; Computer science; Financial economics; Finance; Pure mathematics; Discrete mathematics","score_opus":0.03874307186589987,"score_gpt":0.20653408681385843,"score_spread":0.16779101494795856,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2916494295","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.059969984,0.0021327143,0.88354105,0.0026703065,0.00026786045,0.00007448025,0.0003887971,0.00016241631,0.050792415],"genre_scores_gemma":[0.8897378,0.0022413924,0.07631642,0.00064688164,0.0007795518,0.00020134378,0.00032384237,0.00023186463,0.029520823],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991818,0.0002600831,0.000042183477,0.0001666082,0.00022354316,0.00012573572],"domain_scores_gemma":[0.9978593,0.0010850888,0.00033659025,0.00020778098,0.00029084546,0.00022037404],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017632842,0.0009105119,0.0008524469,0.0013906797,0.000646682,0.0023065063,0.001022433,0.0013087328,0.00899364],"category_scores_gemma":[0.0067193606,0.00031621192,0.0010739139,0.0007477154,0.0028040812,0.0040105483,0.0023206563,0.002519095,0.0008491295],"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":[0.0000062245363,0.000013718535,0.00015603725,0.000026408492,0.000009759557,0.00005397154,0.000046547855,0.013402479,0.0005993156,0.9816009,0.00062304194,0.00346161],"study_design_scores_gemma":[0.0000074558543,0.000021647227,0.00028502557,0.000020238256,0.000007236613,0.00008142355,0.000029962479,0.1413453,0.00042010914,0.85485923,0.0029064904,0.000015846712],"about_ca_topic_score_codex":0.0019122052,"about_ca_topic_score_gemma":0.0008169568,"teacher_disagreement_score":0.00899364,"about_ca_system_score_codex":0.0015930709,"about_ca_system_score_gemma":0.0013466611,"threshold_uncertainty_score":0.030086696},"labels":[],"label_agreement":null},{"id":"W2921421400","doi":"10.1007/s10543-019-00747-6","title":"Weak backward error analysis for stochastic Hamiltonian Systems","year":2019,"lang":"en","type":"article","venue":"BIT Numerical Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"MacEwan University","funders":"Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Hamiltonian system; Discretization; Ergodic theory; Hamiltonian (control theory); Invariant (physics); Applied mathematics; Symplectic geometry; Discretization error; Numerical approximation; Error analysis; Numerical analysis; Mathematical analysis; Mathematical physics; Mathematical optimization","score_opus":0.03707954119187995,"score_gpt":0.2472527597454245,"score_spread":0.21017321855354454,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2921421400","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03843596,0.0014655285,0.94694,0.0022892137,0.00047546992,0.000048026897,0.00012611705,0.00011552662,0.010104184],"genre_scores_gemma":[0.8024291,0.0023396465,0.13366847,0.000904174,0.0007665784,0.00027737138,0.0005346338,0.0004878786,0.058592085],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99854136,0.00078230887,0.000074014446,0.00014489998,0.0003441547,0.0001133113],"domain_scores_gemma":[0.9901751,0.006305813,0.0009316362,0.00045369106,0.001415386,0.00071829616],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0055093393,0.0016062817,0.0017281355,0.002691178,0.00088197965,0.0025883794,0.0019137374,0.002771096,0.0048509426],"category_scores_gemma":[0.019692563,0.0007722942,0.0010435221,0.0011358594,0.00482577,0.0042622294,0.00538608,0.0030449512,0.00041415027],"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":[0.00007276912,0.000051240746,0.00048793206,0.00013184203,0.00007643577,0.00006526186,0.00013033074,0.10905469,0.0012941705,0.88242745,0.00093740015,0.005270418],"study_design_scores_gemma":[0.000019344,0.000017152288,0.00014054663,0.000028565139,0.0000110747715,0.000015591842,0.000022209562,0.68832976,0.0002887691,0.31047633,0.0006330911,0.0000175199],"about_ca_topic_score_codex":0.0060353265,"about_ca_topic_score_gemma":0.003705765,"teacher_disagreement_score":0.0060353265,"about_ca_system_score_codex":0.0021287936,"about_ca_system_score_gemma":0.0023902114,"threshold_uncertainty_score":0.029136479},"labels":[],"label_agreement":null},{"id":"W2922021540","doi":"10.1080/14697688.2021.1881598","title":"Active and Passive Portfolio Management with Latent Factors","year":2019,"lang":"en","type":"preprint","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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 Toronto","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Unobservable; Portfolio; Markov chain; Computer science; Semimartingale; Mathematical optimization; Uniqueness; Econometrics; Economics; Mathematics; Machine learning; Finance; Applied mathematics","score_opus":0.03967872453143073,"score_gpt":0.2520735324185054,"score_spread":0.21239480788707465,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2922021540","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.048266493,0.0010949902,0.946171,0.00075090217,0.000112089576,0.000029424544,0.000091007365,0.00009713152,0.0033870062],"genre_scores_gemma":[0.9227579,0.0013502034,0.058013353,0.00014608233,0.00057593326,0.00008706867,0.00018904205,0.00006919472,0.016811216],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9980286,0.000923888,0.00008462583,0.00041253353,0.00038910995,0.00016128288],"domain_scores_gemma":[0.9934103,0.004289895,0.00089213485,0.0006414681,0.00044536756,0.00032081924],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0049694097,0.001175752,0.0012276898,0.0007013962,0.0003584317,0.0036878495,0.0016124408,0.0016456195,0.003577898],"category_scores_gemma":[0.015164731,0.00066439254,0.0008448114,0.000843955,0.0019057383,0.005843602,0.0019693354,0.0015606722,0.00037339068],"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":[0.00027921,0.00023842863,0.0033217953,0.00020741626,0.00019596581,0.000116469106,0.00013688227,0.19292372,0.002953109,0.7392307,0.0020887079,0.05830748],"study_design_scores_gemma":[0.000037703303,0.00007268216,0.000661301,0.000020197742,0.000040857678,0.000043031556,0.000016779108,0.73627913,0.00054298533,0.26143694,0.00083023374,0.000018091261],"about_ca_topic_score_codex":0.0005372331,"about_ca_topic_score_gemma":0.0004698654,"teacher_disagreement_score":0.0049694097,"about_ca_system_score_codex":0.00066425104,"about_ca_system_score_gemma":0.000743129,"threshold_uncertainty_score":0.026281059},"labels":[],"label_agreement":null},{"id":"W2924363894","doi":"10.22215/etd/2014-10054","title":"Integrals, Jump-Diffusion Processes and Monte Carlo Simulation","year":2014,"lang":"en","type":"dissertation","venue":"","topic":"Stochastic processes and financial applications","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":"Jump diffusion; Integrator; Brownian motion; Jump; Statistical physics; Mathematics; Stochastic calculus; Diffusion; Diffusion process; Applied mathematics; Fractional Brownian motion; Calculus (dental); Riemann–Stieltjes integral; Stochastic process; Computer science; Mathematical analysis; Integral equation; Physics; Statistics; Innovation diffusion","score_opus":0.020555729160157264,"score_gpt":0.2430984682808698,"score_spread":0.22254273912071254,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2924363894","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.035922658,0.025449315,0.8604936,0.007970896,0.0010809823,0.000079351186,0.00023977368,0.00046853532,0.068295],"genre_scores_gemma":[0.7984518,0.024993632,0.12624218,0.001030783,0.0013160595,0.00024908356,0.00035242073,0.0003042104,0.047059793],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99943227,0.00025794562,0.000030446092,0.00007280411,0.00016573038,0.000040755516],"domain_scores_gemma":[0.99719006,0.002277665,0.00014495294,0.000117476055,0.00017684152,0.000093043745],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016927659,0.0005032852,0.0007596673,0.00084022933,0.0003953335,0.0017047825,0.00060368347,0.0011790381,0.0044515166],"category_scores_gemma":[0.0073357085,0.00030967142,0.0006515883,0.0011041136,0.0020874885,0.001690602,0.0011133548,0.0022521217,0.0005119062],"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":[0.000015041638,0.000020972502,0.0006950108,0.000092113005,0.000037179736,0.000037210095,0.000098243894,0.14692043,0.00020176686,0.8342927,0.0022398613,0.01534942],"study_design_scores_gemma":[0.0000059388194,0.0000126332,0.00030056,0.00007281728,0.0000099092385,0.000022533275,0.000025825364,0.26262656,0.00016680604,0.7288928,0.007851423,0.000012290636],"about_ca_topic_score_codex":0.003101588,"about_ca_topic_score_gemma":0.0017843863,"teacher_disagreement_score":0.0044515166,"about_ca_system_score_codex":0.0013781381,"about_ca_system_score_gemma":0.0010433388,"threshold_uncertainty_score":0.014891803},"labels":[],"label_agreement":null},{"id":"W2928306472","doi":"10.48550/arxiv.1803.04094","title":"Mean Field Games with Partial Information for Algorithmic Trading","year":2018,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"University of Toronto","funders":"","keywords":"Statistical arbitrage; Nash equilibrium; Mathematical economics; Computer science; Trading strategy; Stochastic differential equation; Arbitrage; Limit (mathematics); Bayesian game; Mathematical optimization; Sequential game; Game theory; Mathematics; Applied mathematics; Economics; Econometrics; Finance; Capital asset pricing model","score_opus":0.0598912368067883,"score_gpt":0.17664011544472064,"score_spread":0.11674887863793233,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2928306472","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.041667223,0.0012151935,0.9368535,0.0027079668,0.00015033195,0.000094152965,0.0002323551,0.00012057068,0.016958652],"genre_scores_gemma":[0.85433835,0.0019957703,0.12968427,0.00066394545,0.00037108423,0.0005237401,0.00028028837,0.0000947805,0.01204775],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987814,0.0007196277,0.000046579116,0.00016874964,0.0001897759,0.00009394696],"domain_scores_gemma":[0.9959441,0.0031847476,0.00038473058,0.00015792476,0.00014781949,0.00018080021],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022065225,0.0013834777,0.0013734965,0.00095174595,0.0009053365,0.0021137071,0.0012308359,0.002582617,0.004737675],"category_scores_gemma":[0.009594234,0.0005245073,0.0014019215,0.0009202093,0.0026387083,0.003079296,0.0017159774,0.0028634912,0.00037512573],"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":[0.000032351752,0.000041799216,0.000522794,0.00007692364,0.000043611122,0.000110761284,0.00009356961,0.22217064,0.0005878593,0.77001756,0.0012697463,0.0050324555],"study_design_scores_gemma":[0.000016684293,0.00001699687,0.000113302245,0.000015274622,0.000007762048,0.000021546875,0.000020983567,0.54538333,0.00007516583,0.45323715,0.0010795814,0.000012199495],"about_ca_topic_score_codex":0.003267968,"about_ca_topic_score_gemma":0.0031333684,"teacher_disagreement_score":0.004737675,"about_ca_system_score_codex":0.002198488,"about_ca_system_score_gemma":0.0013071913,"threshold_uncertainty_score":0.015951216},"labels":[],"label_agreement":null},{"id":"W29331937","doi":"10.1016/j.jmbbm.2017.12.024","title":"On the Bachelier{DrawDown equation and Az ema-Yor martingales","year":2008,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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; Zoetis","keywords":"Semimartingale; Mathematics; Martingale (probability theory); Brownian motion; Stochastic differential equation; Mathematical finance; Mathematical economics; Context (archaeology); Pure mathematics; Applied mathematics; Calculus (dental); Economics; Financial economics","score_opus":0.06494354435535143,"score_gpt":0.2085858092788572,"score_spread":0.14364226492350576,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W29331937","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12853415,0.027783778,0.6585604,0.008217196,0.0037079891,0.0004043368,0.003545964,0.0024617098,0.16678448],"genre_scores_gemma":[0.5756309,0.013536149,0.17635572,0.0020652937,0.0012993132,0.00044741933,0.0026586035,0.0010154161,0.22699112],"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99890196,0.0002658923,0.000057869696,0.0002496508,0.00036026695,0.00016444403],"domain_scores_gemma":[0.999035,0.00039867006,0.00011544991,0.00011291349,0.00030199558,0.000035958186],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016902585,0.0009404455,0.00075581856,0.0016118821,0.00053082895,0.0012902871,0.0015595484,0.0013982654,0.02617037],"category_scores_gemma":[0.0052129696,0.0004869022,0.00079748797,0.0010684778,0.00094795495,0.0021591326,0.0014144508,0.0015407988,0.015881935],"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":[0.00064994907,0.00023705934,0.033741713,0.0007577385,0.0001556463,0.0012578269,0.0006747421,0.05222224,0.014471729,0.2671926,0.048982285,0.5796565],"study_design_scores_gemma":[0.00010731387,0.0004101801,0.05925934,0.0005780706,0.00015300467,0.0024477409,0.000632387,0.44506872,0.015774438,0.08817492,0.38708493,0.00030898247],"about_ca_topic_score_codex":0.0066433027,"about_ca_topic_score_gemma":0.0049928357,"teacher_disagreement_score":0.02617037,"about_ca_system_score_codex":0.0008378105,"about_ca_system_score_gemma":0.0007359227,"threshold_uncertainty_score":0.08754861},"labels":[],"label_agreement":null},{"id":"W2935748429","doi":"10.3390/jrfm12020059","title":"Efficient Numerical Pricing of American Call Options Using Symmetry Arguments","year":2019,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":true,"route_about_ca":false,"ca_institutions":"Western University","funders":"","keywords":"Mean squared error; Monte Carlo method; Monte Carlo methods for option pricing; Econometrics; Volatility (finance); Mathematics; Regression; Valuation of options; Order (exchange); Polynomial; Symmetry (geometry); Sample size determination; Asset (computer security); Mathematical optimization; Computer science; Applied mathematics; Statistics; Economics; Finance","score_opus":0.010768931712974081,"score_gpt":0.22276472053140137,"score_spread":0.2119957888184273,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2935748429","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.025654929,0.00007277626,0.9724779,0.000113719965,0.000025466428,0.00002846594,0.00002488433,0.00027420773,0.0013275535],"genre_scores_gemma":[0.5662037,0.00018156828,0.43150893,0.000085623265,0.000071692884,0.00010810829,0.000117441574,0.00019048911,0.001532434],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9979183,0.0012328916,0.000086759515,0.00010650658,0.0005653963,0.00009019308],"domain_scores_gemma":[0.99346364,0.0042173886,0.00060496334,0.0008855665,0.0006856336,0.0001428474],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0050283945,0.0005866189,0.00090251374,0.0008254825,0.00039165572,0.00087999017,0.0011036778,0.00076817983,0.001801449],"category_scores_gemma":[0.020989478,0.00041167106,0.0007216659,0.00063594844,0.0010182846,0.0017728768,0.0012334436,0.0012326791,0.00061227824],"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":[0.0002573723,0.00010458424,0.0017846395,0.000082729,0.000062632425,0.0001378223,0.00007765402,0.7519356,0.008436668,0.14373383,0.0010868162,0.092299566],"study_design_scores_gemma":[0.000009436474,0.000013386799,0.00010534365,0.0000025104835,0.00000231497,0.000014725887,0.0000021635053,0.9886481,0.0009102333,0.010126405,0.0001601763,0.000005279755],"about_ca_topic_score_codex":0.0015629848,"about_ca_topic_score_gemma":0.0011022005,"teacher_disagreement_score":0.0050283945,"about_ca_system_score_codex":0.00055584934,"about_ca_system_score_gemma":0.0012241715,"threshold_uncertainty_score":0.02659303},"labels":[],"label_agreement":null},{"id":"W2936144510","doi":"10.1002/cjs.11495","title":"Price bias and common practice in option pricing","year":2019,"lang":"en","type":"article","venue":"Canadian Journal of Statistics","topic":"Stochastic processes and financial applications","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":true,"route_about_ca":true,"ca_institutions":"HEC Montréal; Simon Fraser University","funders":"Natural Sciences and Engineering Research Council of Canada; HEC Montréal; Simon Fraser University","keywords":"Unobservable; Econometrics; Estimator; Economics; Valuation of options; Volatility (finance); Stock price; Jump; Statistics; Mathematics","score_opus":0.02859128272642483,"score_gpt":0.2276466029220783,"score_spread":0.19905532019565347,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2936144510","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.083656,0.008490036,0.8673045,0.011507709,0.0008143659,0.00013078119,0.00031899268,0.00062839064,0.027149279],"genre_scores_gemma":[0.82657564,0.003287815,0.16118184,0.0018008963,0.0011493985,0.000242913,0.00029384517,0.0004018678,0.005065792],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.96806777,0.012885049,0.002332164,0.0058021746,0.010034403,0.000878534],"domain_scores_gemma":[0.8158695,0.12602383,0.014777559,0.03114788,0.01125407,0.0009271194],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.039044265,0.0007099934,0.0016188363,0.0030350867,0.0016174413,0.005182414,0.003217299,0.0039744023,0.005749922],"category_scores_gemma":[0.26016483,0.00088095496,0.0013375366,0.0039622006,0.009363459,0.010985751,0.0044519478,0.0057964697,0.0010599958],"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":[0.000110700064,0.000066458524,0.014412628,0.0002743487,0.000178865,0.00039100987,0.0012428699,0.01330709,0.00076696323,0.8912187,0.004230546,0.07379983],"study_design_scores_gemma":[0.0000317429,0.000044641878,0.0038409333,0.0001886103,0.000040687384,0.0004389712,0.00011837774,0.06335784,0.00135469,0.9243128,0.006198249,0.00007244862],"about_ca_topic_score_codex":0.0030706178,"about_ca_topic_score_gemma":0.0016621795,"teacher_disagreement_score":0.039044265,"about_ca_system_score_codex":0.0028425842,"about_ca_system_score_gemma":0.0013404922,"threshold_uncertainty_score":0.20648825},"labels":[],"label_agreement":null},{"id":"W2936677704","doi":"10.1080/17442508.2019.1602129","title":"Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition","year":2019,"lang":"en","type":"article","venue":"Stochastics","topic":"Stochastic processes and financial applications","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":"University of Alberta","funders":"","keywords":"Uniqueness; Mathematics; Monotonic function; Stochastic differential equation; Lipschitz continuity; Semimartingale; Class (philosophy); Applied mathematics; Mathematical analysis; Computer science","score_opus":0.027559278062125273,"score_gpt":0.2467462783185186,"score_spread":0.21918700025639334,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2936677704","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19058093,0.0021100712,0.79044986,0.0024602532,0.00018275874,0.00012519649,0.00023501244,0.00009240491,0.013763507],"genre_scores_gemma":[0.8711552,0.002363634,0.11215855,0.00039114722,0.00028841526,0.00034512006,0.00023959792,0.00010186728,0.012956378],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99881893,0.00048454944,0.00008689026,0.00022148437,0.00023211718,0.00015602287],"domain_scores_gemma":[0.9964792,0.0020492638,0.00051012397,0.00012665745,0.0005684054,0.0002664446],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032877752,0.00067313056,0.0009087568,0.00087062456,0.0007227155,0.0013553746,0.0011407129,0.0013892555,0.0024354153],"category_scores_gemma":[0.009235813,0.0005001058,0.0017456167,0.00055509567,0.002188993,0.0032073245,0.0022254346,0.0021867028,0.00027306116],"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":[0.000044500626,0.00003805048,0.0012401177,0.0002028882,0.000047422738,0.00026007596,0.00027363264,0.0181735,0.007563671,0.9630461,0.000765982,0.00834415],"study_design_scores_gemma":[0.000053471107,0.00012254012,0.0015329703,0.000100806734,0.000040846957,0.000475649,0.0001513652,0.39113736,0.003028023,0.6000692,0.0032410377,0.000046670008],"about_ca_topic_score_codex":0.0011736215,"about_ca_topic_score_gemma":0.00079716585,"teacher_disagreement_score":0.0032877752,"about_ca_system_score_codex":0.0008376457,"about_ca_system_score_gemma":0.0017644673,"threshold_uncertainty_score":0.017387629},"labels":[],"label_agreement":null},{"id":"W2937029074","doi":"10.3390/jrfm12020069","title":"Arbitrage Free Approximations to Candidate Volatility Surface Quotations","year":2019,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"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; Volatility (finance); Inversion (geology); Econometrics; Economics; Forward volatility; Stochastic volatility; Arbitrage; Calibration; Mathematics; Computer science; Financial economics; Statistics; Geology","score_opus":0.008328824794550802,"score_gpt":0.20114921455625337,"score_spread":0.19282038976170257,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2937029074","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07036566,0.00023175468,0.92432946,0.00028504792,0.000044708813,0.00003599038,0.00008386229,0.0002412535,0.0043823267],"genre_scores_gemma":[0.8914967,0.00023968995,0.10258866,0.00006236863,0.000038448357,0.000086390326,0.00028098622,0.00016198278,0.005044792],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99892503,0.0005290827,0.00005124655,0.000115330025,0.0002547358,0.0001245546],"domain_scores_gemma":[0.99191976,0.006044805,0.0005251557,0.00064667524,0.0006527238,0.00021092607],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0045228894,0.0006152358,0.0008090451,0.0013843924,0.0004775595,0.0022170458,0.0016746529,0.0014196429,0.0052503175],"category_scores_gemma":[0.026354382,0.0005821835,0.00081872276,0.001003228,0.0016327525,0.0022795645,0.0016630271,0.0017137807,0.0007275486],"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":[0.000113811046,0.000025336256,0.001044769,0.000053274343,0.00002164836,0.0001312219,0.0001294724,0.77209395,0.00088097167,0.20830446,0.00057154126,0.016629446],"study_design_scores_gemma":[0.000003176766,0.000004683695,0.000065377346,0.000005229606,9.548229e-7,0.000007950125,0.0000068581703,0.9793407,0.00012260673,0.02028488,0.00015406997,0.0000035570731],"about_ca_topic_score_codex":0.0023530605,"about_ca_topic_score_gemma":0.0014763796,"teacher_disagreement_score":0.0052503175,"about_ca_system_score_codex":0.00093783095,"about_ca_system_score_gemma":0.0010038753,"threshold_uncertainty_score":0.023919642},"labels":[],"label_agreement":null},{"id":"W2941143749","doi":"10.2139/ssrn.2991828","title":"Optimal Asset Allocation for Retirement Savings: Deterministic vs. Adaptive Strategies","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Asset allocation; Asset (computer security); Economics; Optimal allocation; Actuarial science; Microeconomics; Econometrics; Business; Computer science; Finance; Mathematical optimization; Mathematics; Portfolio; Computer security","score_opus":0.03291217579106196,"score_gpt":0.2697628532305111,"score_spread":0.23685067743944913,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2941143749","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.30711195,0.0020123513,0.6747232,0.0023824286,0.0001423451,0.0001523563,0.00020017865,0.00019604586,0.013079224],"genre_scores_gemma":[0.9771689,0.00044471945,0.018954584,0.00011455189,0.000048079284,0.000073313,0.000043295157,0.00001822939,0.0031343368],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996026,0.00019821331,0.000022797129,0.00006519927,0.000046057085,0.00006506423],"domain_scores_gemma":[0.9981139,0.0013982946,0.0001828231,0.00008834402,0.00011585169,0.00010069324],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017448075,0.0004713426,0.00076551735,0.00044068316,0.00021616468,0.0010684183,0.00073851336,0.0010925282,0.0036598118],"category_scores_gemma":[0.008023903,0.0003470092,0.00040993406,0.00033419128,0.0005046877,0.00113954,0.00070319965,0.00068808,0.00036625055],"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":[0.00043168757,0.00017204095,0.0016875836,0.00013698013,0.00011029444,0.000076234595,0.0001063849,0.83228904,0.0011080338,0.094328344,0.002052817,0.067500584],"study_design_scores_gemma":[0.00007377458,0.00009219264,0.00070312497,0.000028333694,0.000037457303,0.000027162368,0.000037038713,0.9451532,0.00031653696,0.052915625,0.00060206203,0.000013536153],"about_ca_topic_score_codex":0.0019361426,"about_ca_topic_score_gemma":0.0017153404,"teacher_disagreement_score":0.0036598118,"about_ca_system_score_codex":0.0007145873,"about_ca_system_score_gemma":0.001195434,"threshold_uncertainty_score":0.012243271},"labels":[],"label_agreement":null},{"id":"W2943061550","doi":"10.1007/978-3-030-11590-6_3","title":"Proportional Transaction Costs: An Introduction","year":2019,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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":"Transaction cost; Arbitrage; Economics; Asset (computer security); Database transaction; Financial economics; Microeconomics; Asian option; Business; Valuation of options; Actuarial science; Computer science","score_opus":0.023291267034849315,"score_gpt":0.20864986181737127,"score_spread":0.18535859478252195,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2943061550","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0032880115,0.123251684,0.31007347,0.007110651,0.0058568064,0.00023387457,0.0009208055,0.000507475,0.5487572],"genre_scores_gemma":[0.065309316,0.15473327,0.104921825,0.002858805,0.010093053,0.0005568334,0.0011482358,0.00079654343,0.6595821],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99931014,0.00014878802,0.000056605233,0.000119390446,0.00031762396,0.000047544712],"domain_scores_gemma":[0.99884844,0.000687351,0.000070799026,0.00013029276,0.0002206352,0.000042455868],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008366104,0.0013847373,0.00090008596,0.0023765247,0.00054560706,0.0030734858,0.0013927507,0.002069422,0.043022566],"category_scores_gemma":[0.0030379016,0.0007348761,0.0007258567,0.0037703805,0.0015479265,0.006466887,0.0013198339,0.0027580552,0.011755348],"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":[0.0000100343395,0.00006179888,0.000071553055,0.00026682368,0.000008407753,0.00008329013,0.00006585543,0.0019775517,0.00032422505,0.8070086,0.06022604,0.1298957],"study_design_scores_gemma":[0.0000051567245,0.000023539296,0.00018619225,0.00028372387,0.000010779501,0.0003923484,0.00003745632,0.003751914,0.00029121814,0.63620764,0.35878995,0.000020139778],"about_ca_topic_score_codex":0.00080463313,"about_ca_topic_score_gemma":0.00082044164,"teacher_disagreement_score":0.043022566,"about_ca_system_score_codex":0.001428379,"about_ca_system_score_gemma":0.0012137862,"threshold_uncertainty_score":0.14392483},"labels":[],"label_agreement":null},{"id":"W2943358785","doi":"10.1007/978-3-030-11590-6_6","title":"Stochastic Dominance and Further Theoretical and Empirical Option Research","year":2019,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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":"Economics; Stochastic dominance; Arbitrage; Valuation of options; Financial economics; Volatility (finance); Empirical research; Dominance (genetics); Econometrics; Robustness (evolution); Black–Scholes model; Stochastic volatility; Index (typography); Mathematical economics; Computer science; Mathematics; Statistics","score_opus":0.06570877088196267,"score_gpt":0.30303517899989485,"score_spread":0.23732640811793218,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2943358785","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.024119794,0.070006885,0.34340432,0.014563065,0.0021599256,0.000038650047,0.00036758583,0.00014740815,0.5451924],"genre_scores_gemma":[0.54554427,0.062479943,0.0738717,0.002493226,0.0061810794,0.000103700986,0.0005763611,0.00031519492,0.30843458],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992725,0.00025225294,0.000030175655,0.00006515736,0.0003245541,0.00005534813],"domain_scores_gemma":[0.9982035,0.0013442694,0.00006344089,0.00011087906,0.00020766204,0.000070279275],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014920024,0.0008481802,0.0008594749,0.0013982028,0.0007105539,0.003237414,0.00084221124,0.0012053244,0.0102773635],"category_scores_gemma":[0.0045378525,0.00042062855,0.0005582923,0.0025671364,0.0027421124,0.0048668585,0.0011050066,0.0021966551,0.0015470535],"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":[0.0000034203147,0.000015039543,0.000046384157,0.000029161587,0.000004234624,0.000014609432,0.000034815417,0.0019379926,0.000095711315,0.9784362,0.0056609767,0.013721401],"study_design_scores_gemma":[9.720562e-7,0.0000024401209,0.0000486416,0.0000130037615,0.0000014207183,0.00002599935,0.000013344129,0.0033898782,0.000034029053,0.9836827,0.012784961,0.0000025569273],"about_ca_topic_score_codex":0.0012959581,"about_ca_topic_score_gemma":0.0015678223,"teacher_disagreement_score":0.0102773635,"about_ca_system_score_codex":0.0016395351,"about_ca_system_score_gemma":0.0011693949,"threshold_uncertainty_score":0.03438121},"labels":[],"label_agreement":null},{"id":"W2944433903","doi":"10.1111/mafi.12384","title":"Noncausal affine processes with applications to derivative pricing","year":2023,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","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":"Concordia University; University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada; Agence Nationale de la Recherche","keywords":"Affine transformation; Term (time); Derivative (finance); Computer science; Valuation of options; Mathematical economics; Affine term structure model; Econometrics; Applied mathematics; Mathematics; Economics; Pure mathematics; Financial economics; Yield curve; Physics","score_opus":0.03561337852069545,"score_gpt":0.25606715523380286,"score_spread":0.2204537767131074,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2944433903","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.052969925,0.0017973989,0.93346745,0.0014200838,0.0001976776,0.000021316406,0.00009133701,0.000101896905,0.009932876],"genre_scores_gemma":[0.9351258,0.0017766353,0.05255042,0.00014420137,0.00049351616,0.00004619853,0.000063572435,0.000050088238,0.009749546],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994784,0.00020357255,0.00003143732,0.00006878176,0.0001734852,0.000044297383],"domain_scores_gemma":[0.9974865,0.0015776972,0.00038655134,0.00016499651,0.00024628083,0.00013802314],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014248324,0.00068187615,0.0005942553,0.0008342385,0.00040468166,0.0014352683,0.0005909289,0.0010458112,0.003634061],"category_scores_gemma":[0.0054389606,0.00037546738,0.000897681,0.0009727228,0.0017806125,0.0018605775,0.0009985346,0.0018397281,0.00020401222],"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":[0.0000069989333,0.000019055433,0.00026278838,0.000019816218,0.0000096030435,0.00012318899,0.000066411885,0.061093222,0.0005304959,0.9335634,0.00032827564,0.0039766724],"study_design_scores_gemma":[0.0000072481243,0.000015296824,0.00016579505,0.000006961412,0.0000059805725,0.00005137448,0.00001765156,0.40323454,0.000173989,0.59489495,0.0014152965,0.000010811319],"about_ca_topic_score_codex":0.0029196288,"about_ca_topic_score_gemma":0.0016763684,"teacher_disagreement_score":0.003634061,"about_ca_system_score_codex":0.0010576738,"about_ca_system_score_gemma":0.0007112469,"threshold_uncertainty_score":0.012157142},"labels":[],"label_agreement":null},{"id":"W2944606932","doi":"10.48550/arxiv.1905.04843","title":"Periodic solutions of stochastic differential equations driven by Levy noises","year":2019,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Concordia University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Irreducibility; Uniqueness; Ergodicity; Stochastic differential equation; Mathematics; Property (philosophy); Applied mathematics; Differential equation; Mathematical analysis; Pure mathematics","score_opus":0.08298970687438209,"score_gpt":0.17939145642754364,"score_spread":0.09640174955316155,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2944606932","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6298552,0.0012120546,0.35909936,0.0010070015,0.00028184245,0.00005949295,0.00010450761,0.00013486257,0.008245635],"genre_scores_gemma":[0.9853673,0.00046775973,0.009344579,0.00009657353,0.000091918344,0.00007161633,0.00006650524,0.000017510027,0.004476228],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996001,0.00011627221,0.000036880345,0.00007038431,0.0001131924,0.00006326924],"domain_scores_gemma":[0.9992111,0.0003404806,0.00020095073,0.000042970318,0.000120755874,0.00008372352],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00087250053,0.00054196536,0.00052738766,0.00061430794,0.0003761924,0.0008464323,0.00050480437,0.0009097249,0.0010043518],"category_scores_gemma":[0.0024707185,0.00028359363,0.0007623335,0.0003443381,0.0013431369,0.0007383508,0.00093361444,0.0006379404,0.000099363984],"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":[0.00011526963,0.00006803302,0.0033789363,0.00018464902,0.0001449031,0.0017911389,0.00053167535,0.28107813,0.041652314,0.663901,0.0007467545,0.0064071314],"study_design_scores_gemma":[0.00006165807,0.00007101845,0.0011222684,0.00002296509,0.00002759977,0.00024449933,0.000111783236,0.83281416,0.003400907,0.16101304,0.0010733128,0.000036764315],"about_ca_topic_score_codex":0.0014791489,"about_ca_topic_score_gemma":0.00073375256,"teacher_disagreement_score":0.0014791489,"about_ca_system_score_codex":0.00045261625,"about_ca_system_score_gemma":0.00073208637,"threshold_uncertainty_score":0.0046142936},"labels":[],"label_agreement":null},{"id":"W2945462967","doi":"10.48550/arxiv.1905.07545","title":"A sharp $L_p$-regularity result for second-order stochastic partial differential equations with unbounded and fully degenerate leading coefficients","year":2019,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Uniqueness; Order (exchange); Sobolev space; Degenerate energy levels; Combinatorics; Space (punctuation); Stochastic differential equation; Mathematics; Physics; Mathematical physics; Mathematical analysis; Quantum mechanics","score_opus":0.08268612704610842,"score_gpt":0.1954694241280348,"score_spread":0.11278329708192639,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2945462967","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12882519,0.0026901476,0.80853313,0.008065037,0.0006979452,0.00012662302,0.00054279517,0.00030275763,0.050216366],"genre_scores_gemma":[0.89800876,0.0024011028,0.06465531,0.0017266496,0.0008140216,0.00032295106,0.00057902955,0.00033480258,0.031157417],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990608,0.00032846967,0.000052550586,0.00019550082,0.00018302153,0.00017968124],"domain_scores_gemma":[0.9962914,0.0016191928,0.00057099987,0.00026464163,0.0006397158,0.00061403814],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029479787,0.0019020577,0.0012607054,0.0016581054,0.0012679133,0.0021177821,0.0017628864,0.0018757873,0.0033574365],"category_scores_gemma":[0.00971631,0.0007329206,0.0036002165,0.0005837888,0.004330612,0.004804563,0.005301148,0.005553961,0.0005627461],"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":[0.00007866239,0.000051039966,0.0012365627,0.00022910332,0.000085912354,0.0005545469,0.00030086987,0.021761667,0.0068284604,0.96226007,0.0026658378,0.0039472897],"study_design_scores_gemma":[0.000042502077,0.00010365141,0.0010559283,0.00008098427,0.00005205135,0.00038156268,0.00018330087,0.44809154,0.0027363203,0.5436613,0.0035369017,0.000074098934],"about_ca_topic_score_codex":0.0019488308,"about_ca_topic_score_gemma":0.00093437475,"teacher_disagreement_score":0.0033574365,"about_ca_system_score_codex":0.0012970003,"about_ca_system_score_gemma":0.0015292845,"threshold_uncertainty_score":0.0155905485},"labels":[],"label_agreement":null},{"id":"W2946438760","doi":"10.3390/math7050447","title":"Inhomogeneous Random Evolutions: Limit Theorems and Financial Applications","year":2019,"lang":"en","type":"article","venue":"Mathematics","topic":"Stochastic processes and financial applications","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 Calgary","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Limit (mathematics); Central limit theorem; Asset (computer security); Diffusion; Lévy process; Financial market; Financial distress; Mathematical finance; Statistical physics; Stochastic process; Mathematical economics; Economics; Mathematics; Applied mathematics; Econometrics; Financial economics; Computer science; Finance; Physics; Mathematical analysis; Quantum mechanics; Financial system","score_opus":0.012922621290600992,"score_gpt":0.1956577770672256,"score_spread":0.1827351557766246,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2946438760","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08176537,0.008781986,0.880139,0.0023601372,0.0003073607,0.00006426497,0.00016397213,0.00018985342,0.026228048],"genre_scores_gemma":[0.8836823,0.0087457225,0.08830314,0.0008248925,0.0011024495,0.00025992314,0.000263416,0.0001458227,0.016672356],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99929714,0.00027059662,0.00005413233,0.000116104566,0.00019538302,0.00006667782],"domain_scores_gemma":[0.9954815,0.002836318,0.0006589793,0.00020281108,0.0005065031,0.0003138696],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026793808,0.0008197083,0.0007015881,0.0020473152,0.00060003466,0.0013615692,0.0008413262,0.0012110544,0.0018900981],"category_scores_gemma":[0.009036615,0.00034552172,0.0010949299,0.0012167171,0.0021833635,0.0028642903,0.0017952783,0.002220822,0.000279412],"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":[0.0000054577126,0.000014717244,0.0004267333,0.00005139631,0.000016820353,0.000102313345,0.00007446599,0.008148715,0.00087391515,0.9860384,0.0004493652,0.0037977726],"study_design_scores_gemma":[0.00001315776,0.00002490849,0.0006144329,0.00002971511,0.00001718172,0.00030355595,0.00003696497,0.20044298,0.00046136207,0.7946643,0.0033703812,0.000021096825],"about_ca_topic_score_codex":0.0010868096,"about_ca_topic_score_gemma":0.0006075771,"teacher_disagreement_score":0.0026793808,"about_ca_system_score_codex":0.001036658,"about_ca_system_score_gemma":0.00046143628,"threshold_uncertainty_score":0.014170051},"labels":[],"label_agreement":null},{"id":"W2948008988","doi":"10.2139/ssrn.3259654","title":"Forecasting Market Index Volatility Using Ross-Recovered Distributions","year":2018,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Bishop's University; Université Laval","funders":"","keywords":"Volatility (finance); Index (typography); Econometrics; Financial economics; Economics; Computer science","score_opus":0.030446115508479425,"score_gpt":0.24328487466304682,"score_spread":0.2128387591545674,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2948008988","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7613519,0.00032942393,0.23544088,0.000215504,0.000062006286,0.000022821023,0.00016818159,0.0005209791,0.0018882358],"genre_scores_gemma":[0.9836692,0.00010866667,0.0150178615,0.000016440012,0.000031287018,0.000008500294,0.00019820732,0.0000441192,0.00090562686],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99980587,0.00007136626,0.000010731398,0.00003390364,0.00004803602,0.000030076862],"domain_scores_gemma":[0.99831414,0.0010479876,0.00023569468,0.00015298059,0.00018029989,0.00006900651],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011728454,0.00057097134,0.0006628133,0.00083714264,0.00015530812,0.0006949715,0.000540001,0.0008725504,0.0008645118],"category_scores_gemma":[0.006368071,0.0003700222,0.00061893486,0.0004701445,0.00030489918,0.0012911962,0.00045560198,0.0008392364,0.00024731658],"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":[0.00048942614,0.00005939207,0.008321108,0.0000333289,0.00010199003,0.00015457803,0.000044484095,0.9395011,0.0060876235,0.0123437615,0.0006612803,0.032201953],"study_design_scores_gemma":[0.000004968332,0.0000071522286,0.00036253736,7.030919e-7,0.0000029585076,0.0000055471332,7.783602e-7,0.9984428,0.000351717,0.00078779255,0.000029889588,0.0000031668615],"about_ca_topic_score_codex":0.0035809556,"about_ca_topic_score_gemma":0.0028905512,"teacher_disagreement_score":0.0035809556,"about_ca_system_score_codex":0.00040974165,"about_ca_system_score_gemma":0.00034542606,"threshold_uncertainty_score":0},"labels":[],"label_agreement":null},{"id":"W2948748945","doi":"10.5539/jmr.v11n3p94","title":"Backward Stochastic Volterra Integral Equations With Non-Lipschitz Time Delayed Generators","year":2019,"lang":"en","type":"article","venue":"Journal of Mathematics Research","topic":"Stochastic processes and financial applications","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":"Mathematics; Lipschitz continuity; Uniqueness; Volterra integral equation; Volterra equations; Applied mathematics; Mathematical analysis; Integral equation; Nonlinear system","score_opus":0.06168427723643867,"score_gpt":0.3027092634040131,"score_spread":0.24102498616757445,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2948748945","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03838606,0.00097424106,0.95048255,0.00074505917,0.00023348251,0.00004912619,0.000097966586,0.00005159636,0.008979937],"genre_scores_gemma":[0.8704279,0.0019618506,0.101728484,0.00032141196,0.00024792796,0.00015807564,0.00021226738,0.00010931424,0.024832696],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997074,0.00007283234,0.00001891681,0.000071109505,0.000088605986,0.000041093997],"domain_scores_gemma":[0.9991435,0.0004632389,0.00013347834,0.00003900578,0.00016041615,0.000060332266],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010436743,0.0009562652,0.0010088149,0.0005654411,0.00049832586,0.0013942961,0.0011198438,0.0013425555,0.0021911405],"category_scores_gemma":[0.0034499546,0.000437065,0.0012117963,0.00048847485,0.0012954213,0.0023400155,0.0013672651,0.002355558,0.00032549974],"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":[0.000054604967,0.0000418194,0.000729126,0.0001521567,0.000046015117,0.0005271123,0.00020794995,0.10611379,0.009414311,0.87164116,0.00076547626,0.010306559],"study_design_scores_gemma":[0.000027847607,0.0000398948,0.00023549846,0.00002578653,0.000025955957,0.0002669639,0.000039118502,0.807774,0.0019804658,0.18759146,0.0019658832,0.000027036065],"about_ca_topic_score_codex":0.0018174034,"about_ca_topic_score_gemma":0.0012747627,"teacher_disagreement_score":0.0021911405,"about_ca_system_score_codex":0.0009896047,"about_ca_system_score_gemma":0.0013647128,"threshold_uncertainty_score":0.00733006},"labels":[],"label_agreement":null},{"id":"W2949202582","doi":"10.48550/arxiv.1411.7991","title":"Existence and Uniqueness of a Steady State for an OTC Market with Several Assets","year":2014,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Fonds de recherche du Québec – Nature et technologies","keywords":"Uniqueness; Ode; Ordinary differential equation; Steady state (chemistry); Class (philosophy); Mathematics; Mathematical economics; State (computer science); Applied mathematics; Economics; Mathematical analysis; Differential equation; Computer science; Chemistry; Algorithm","score_opus":0.08162098854861796,"score_gpt":0.19079624603748102,"score_spread":0.10917525748886306,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2949202582","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.30127376,0.0011514764,0.64860344,0.004931583,0.00020512597,0.00013597649,0.00046703446,0.00022641459,0.043005243],"genre_scores_gemma":[0.93046147,0.0009653078,0.056346707,0.00033533826,0.00012923697,0.00024894785,0.00017187108,0.00005678641,0.011284403],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996791,0.000085023814,0.000013370032,0.00008274172,0.00005564969,0.000084132924],"domain_scores_gemma":[0.99808913,0.0009726697,0.00034798874,0.0001048427,0.00026150767,0.00022380076],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012201761,0.0005098065,0.000806869,0.00080576644,0.0012010925,0.002592043,0.0008093432,0.002330904,0.0063596913],"category_scores_gemma":[0.004382732,0.00037753012,0.00089192187,0.0006222483,0.002114854,0.0025509852,0.0018334244,0.001747177,0.0006482985],"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":[0.000045923818,0.00008932568,0.0015162262,0.00008681066,0.000036346784,0.0003392492,0.0002380667,0.044334117,0.0035663855,0.94223195,0.001504117,0.006011544],"study_design_scores_gemma":[0.00004703228,0.000100456265,0.0010852505,0.000076625314,0.00004099811,0.00025564036,0.00023525696,0.49891403,0.0015773625,0.49278533,0.004831065,0.000050956503],"about_ca_topic_score_codex":0.0019915786,"about_ca_topic_score_gemma":0.0013389859,"teacher_disagreement_score":0.0063596913,"about_ca_system_score_codex":0.0013591821,"about_ca_system_score_gemma":0.0017328836,"threshold_uncertainty_score":0.021275282},"labels":[],"label_agreement":null},{"id":"W2949220570","doi":"10.48550/arxiv.0902.3316","title":"Backward SDEs with superquadratic growth","year":2009,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Bounded function; Stochastic differential equation; Mathematics; Generator (circuit theory); Terminal (telecommunication); Applied mathematics; Mathematical analysis; Computer science; Power (physics)","score_opus":0.06750318031143049,"score_gpt":0.15746184936101876,"score_spread":0.08995866904958827,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2949220570","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3187381,0.00082213565,0.65365297,0.0019846926,0.00013315443,0.0001198315,0.00044061962,0.00021404712,0.023894412],"genre_scores_gemma":[0.95390284,0.0004230131,0.023467962,0.00028612072,0.00011935718,0.00014821623,0.00022959748,0.000053185264,0.021369709],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99933285,0.00018392972,0.000030053892,0.00012942318,0.00018850763,0.00013528219],"domain_scores_gemma":[0.99779236,0.0011219019,0.0004211307,0.00009615919,0.00029742697,0.00027090206],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013126875,0.0009798243,0.0010587086,0.00086189416,0.0006760835,0.001884468,0.00088136713,0.0013609792,0.0057983715],"category_scores_gemma":[0.0046974425,0.00046047373,0.0012116054,0.0005851469,0.0020187458,0.0023096455,0.0017468659,0.0019218103,0.0004343681],"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":[0.000057737725,0.00004136163,0.00092885154,0.000075816315,0.000028389964,0.00030031925,0.00014076353,0.09105593,0.0030347446,0.8999095,0.000738224,0.0036883052],"study_design_scores_gemma":[0.00003183253,0.000035071564,0.00036135764,0.000012692596,0.000008373627,0.000089550085,0.000046262423,0.71605587,0.0005639586,0.28173766,0.001036968,0.000020418856],"about_ca_topic_score_codex":0.003022159,"about_ca_topic_score_gemma":0.002203956,"teacher_disagreement_score":0.0057983715,"about_ca_system_score_codex":0.0015016941,"about_ca_system_score_gemma":0.0011595384,"threshold_uncertainty_score":0.019397497},"labels":[],"label_agreement":null},{"id":"W2949268241","doi":"10.48550/arxiv.1612.01664","title":"On the existence of optimal controls for backward stochastic partial differential equations","year":2016,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Natural Science Foundation of Zhejiang Province; National Natural Science Foundation of China","keywords":"Uniqueness; Mathematics; Monotonic function; Continuation; Stochastic differential equation; Applied mathematics; Hamiltonian (control theory); Stochastic partial differential equation; Optimal control; Partial differential equation; Stochastic control; Hamiltonian system; Mathematical analysis; Mathematical optimization; Computer science","score_opus":0.11446643960684066,"score_gpt":0.19865248149270662,"score_spread":0.08418604188586595,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2949268241","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06796999,0.0027590876,0.91040754,0.001933746,0.00017177168,0.0000936634,0.000109194196,0.00010819926,0.016446844],"genre_scores_gemma":[0.9050388,0.0036221591,0.07874932,0.0004538979,0.00029746874,0.00038573405,0.00020532125,0.00015999649,0.01108739],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99842703,0.00074485724,0.00007263058,0.00029301492,0.000260771,0.00020176818],"domain_scores_gemma":[0.99451786,0.0038354325,0.0005633278,0.00016150529,0.000615339,0.00030648202],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0049040257,0.0017308085,0.0016495404,0.0018835033,0.0010687312,0.0024705082,0.0012349548,0.0022927218,0.0026440094],"category_scores_gemma":[0.015189042,0.0007894424,0.0014311669,0.0008717523,0.0049424646,0.0029360515,0.0032515624,0.0026201946,0.00018965919],"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":[0.000058396396,0.000042589996,0.00035962567,0.00020795272,0.000052702482,0.00016431192,0.00022670787,0.105551735,0.0027407047,0.88242227,0.0006991203,0.007473822],"study_design_scores_gemma":[0.000040702376,0.00007309016,0.00030094152,0.00009457704,0.00002766153,0.00005375379,0.00008284507,0.57485133,0.001029348,0.42190394,0.0015066698,0.00003511382],"about_ca_topic_score_codex":0.0034764612,"about_ca_topic_score_gemma":0.0014060677,"teacher_disagreement_score":0.0049040257,"about_ca_system_score_codex":0.0018056339,"about_ca_system_score_gemma":0.0022314165,"threshold_uncertainty_score":0.025935292},"labels":[],"label_agreement":null},{"id":"W2949381643","doi":"10.48550/arxiv.math/0401041","title":"On Vervaat and Vervaat-error type processes for partial sums and renewals","year":2004,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Mathematics; Type (biology); Stochastic process; Applied mathematics; Wiener process; Space (punctuation); Random variable; Point process; Pure mathematics; Statistics; Computer science","score_opus":0.12527333552651987,"score_gpt":0.2019570219467815,"score_spread":0.07668368642026163,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2949381643","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.33182824,0.00564646,0.63755953,0.0016673198,0.00037035914,0.00008346232,0.000105787956,0.00021935019,0.022519538],"genre_scores_gemma":[0.9328919,0.0035709694,0.045756496,0.00037340212,0.0005856074,0.00014160958,0.00023457548,0.00019034202,0.016255042],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9975262,0.0010237808,0.00013634942,0.0003047241,0.00068740215,0.00032137643],"domain_scores_gemma":[0.98700607,0.008331501,0.0016313788,0.000710278,0.0015393498,0.0007814832],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007391691,0.0011675734,0.0016513672,0.003133702,0.0010992849,0.0038146807,0.0020552669,0.0021194124,0.0023554415],"category_scores_gemma":[0.028539537,0.0006348711,0.0019043738,0.0020982437,0.0058928453,0.0046974826,0.0028379585,0.003193131,0.00046218088],"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":[0.00003515802,0.000022971399,0.0008675811,0.0000511158,0.000034766348,0.00017031241,0.00021161769,0.024778709,0.0013422074,0.96910334,0.0002875956,0.0030945935],"study_design_scores_gemma":[0.000019647669,0.0000535163,0.0007295972,0.000058517755,0.00002750693,0.00025610818,0.000082691375,0.29232386,0.00093733124,0.70380753,0.0016586254,0.00004497559],"about_ca_topic_score_codex":0.0021531824,"about_ca_topic_score_gemma":0.0012268516,"teacher_disagreement_score":0.007391691,"about_ca_system_score_codex":0.0016696046,"about_ca_system_score_gemma":0.0010422682,"threshold_uncertainty_score":0.039091468},"labels":[],"label_agreement":null},{"id":"W2949543223","doi":"10.1017/s0021900200005301","title":"On the First Passage time for Brownian Motion Subordinated by a Lévy Process","year":2009,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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; McMaster University","funders":"","keywords":"Subordinator; Lévy process; Brownian motion; Mathematics; Class (philosophy); Inverse Gaussian distribution; Applied mathematics; Limit (mathematics); First-hitting-time model; Inverse; Gaussian process; Scheme (mathematics); Fractional Brownian motion; Calculus (dental); Gaussian; Computer science; Mathematical analysis; Physics; Statistics; Distribution (mathematics)","score_opus":0.015677892788435465,"score_gpt":0.21197394049066143,"score_spread":0.19629604770222597,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2949543223","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06897719,0.0026829573,0.9152703,0.0010297198,0.00032070855,0.000061093175,0.00006336832,0.00016222661,0.0114323925],"genre_scores_gemma":[0.7745157,0.005356334,0.19651717,0.000643636,0.0007540445,0.00026410574,0.00025492496,0.00039551198,0.021298582],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990055,0.00043797604,0.00004955368,0.00014687215,0.0002453671,0.00011483883],"domain_scores_gemma":[0.99423766,0.0039184997,0.0005286606,0.0003176133,0.0005478161,0.00044979088],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004196437,0.00094600616,0.00118237,0.001687292,0.0010942818,0.0019104369,0.0013159373,0.00147712,0.003799304],"category_scores_gemma":[0.017432002,0.0003857437,0.001763296,0.0011231573,0.0036727937,0.003830949,0.0015968789,0.0027006613,0.0007755983],"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":[0.000042848424,0.000024518433,0.0005505631,0.00008667978,0.000025301315,0.00017318447,0.0002053473,0.068416074,0.0015636211,0.92440325,0.0005525509,0.003956173],"study_design_scores_gemma":[0.000024157061,0.000063763786,0.00031750512,0.000042187232,0.00001889683,0.00013626947,0.000041018426,0.52872735,0.0006028683,0.46752474,0.0024724957,0.000028798866],"about_ca_topic_score_codex":0.002833707,"about_ca_topic_score_gemma":0.0011239654,"teacher_disagreement_score":0.004196437,"about_ca_system_score_codex":0.0016321121,"about_ca_system_score_gemma":0.0011924442,"threshold_uncertainty_score":0.022193134},"labels":[],"label_agreement":null},{"id":"W2949578584","doi":"10.48550/arxiv.1403.5685","title":"Trajectory Based Models, Arbitrage and Continuity","year":2014,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Arbitrage; Trajectory; Statistical arbitrage; Portfolio; Index arbitrage; Trading strategy; Mathematical economics; Formalism (music); Computer science; Mathematical optimization; Mathematics; Risk arbitrage; Econometrics; Economics; Arbitrage pricing theory; Financial economics; Capital asset pricing model","score_opus":0.07458654586816282,"score_gpt":0.16465119520055335,"score_spread":0.09006464933239053,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2949578584","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.032158297,0.0013235179,0.95034426,0.0017421123,0.00009083636,0.000022566193,0.00017062544,0.00011258214,0.014035166],"genre_scores_gemma":[0.90796316,0.0018343483,0.0739856,0.00040683986,0.00032099645,0.000118840544,0.00039780128,0.00012866722,0.014843674],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987418,0.0004502353,0.00006421579,0.0002391095,0.00037230985,0.0001324572],"domain_scores_gemma":[0.99675936,0.001810295,0.00043107514,0.0005027233,0.0002813743,0.00021514707],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001609961,0.0008076055,0.00090911664,0.0007791997,0.00074293214,0.001832561,0.0014480023,0.002113345,0.0044391444],"category_scores_gemma":[0.007045481,0.00039949233,0.0011445481,0.0008392052,0.0028010134,0.0047033383,0.002105495,0.0032563906,0.0004689146],"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":[0.0000075003163,0.000010453993,0.00028818016,0.000027267452,0.0000129542805,0.00009940025,0.00007162304,0.038824227,0.0003322963,0.9571345,0.0005059557,0.0026856503],"study_design_scores_gemma":[0.0000050646463,0.000016137219,0.00015605247,0.0000112776115,0.0000049657824,0.00007259363,0.000016555925,0.1612509,0.0001461081,0.8362517,0.0020606462,0.000008076643],"about_ca_topic_score_codex":0.0024120135,"about_ca_topic_score_gemma":0.0011551479,"teacher_disagreement_score":0.0044391444,"about_ca_system_score_codex":0.0014768626,"about_ca_system_score_gemma":0.0011046055,"threshold_uncertainty_score":0.014850438},"labels":[],"label_agreement":null},{"id":"W2949675914","doi":"10.48550/arxiv.1402.1953","title":"Pricing Currency Derivatives with Markov-modulated Levy Dynamics","year":2014,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Mathematics; Poisson distribution; Lévy process; Applied mathematics; Measure (data warehouse); Jump; Foreign exchange; Distribution (mathematics); Martingale (probability theory); Exchange rate; Currency; Exponential function; Econometrics; Mathematical economics; Economics; Mathematical analysis; Statistics; Computer science; Finance; Physics","score_opus":0.04966560135605835,"score_gpt":0.17067394405517897,"score_spread":0.12100834269912061,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2949675914","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.30902338,0.000844489,0.6792022,0.0013717355,0.00031500368,0.00006306713,0.00008960971,0.00021549888,0.008875078],"genre_scores_gemma":[0.96539295,0.00039692668,0.029036406,0.00014932003,0.000096929965,0.00003966565,0.000037626272,0.000034366836,0.004815743],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996251,0.00014597649,0.0000231457,0.000049959293,0.00011206804,0.000043842927],"domain_scores_gemma":[0.9989655,0.0005272583,0.00019969867,0.00009017449,0.000113972106,0.00010340133],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012787622,0.00060391455,0.00075103756,0.0005953114,0.0003947639,0.0022313327,0.00089161977,0.0017195966,0.0029808586],"category_scores_gemma":[0.006524511,0.0004098379,0.0010068801,0.0005440701,0.0011175862,0.0025827202,0.0012426457,0.0011622637,0.00022988206],"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":[0.00009281923,0.00006835307,0.0023193092,0.00005138249,0.00006150981,0.000627497,0.0001377248,0.392488,0.0049481397,0.58778787,0.00092166173,0.0104956925],"study_design_scores_gemma":[0.000031846543,0.000021021393,0.00023640186,0.000006933938,0.000008264797,0.00007355655,0.000011917025,0.9099037,0.0003658495,0.088928655,0.0003967585,0.000015114813],"about_ca_topic_score_codex":0.0018550925,"about_ca_topic_score_gemma":0.0014277434,"teacher_disagreement_score":0.0029808586,"about_ca_system_score_codex":0.00095058326,"about_ca_system_score_gemma":0.0006713533,"threshold_uncertainty_score":0.009971976},"labels":[],"label_agreement":null},{"id":"W2949913325","doi":"10.48550/arxiv.1403.5247","title":"Portfolio Optimization in Affine Models with Markov Switching","year":2014,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Affine transformation; Semimartingale; Markov chain; Mathematical optimization; Leverage (statistics); Markov process; Stochastic volatility; Hamilton–Jacobi–Bellman equation; Markov property; Applied mathematics; Mathematics; Stochastic discount factor; Incomplete markets; Mathematical economics; Computer science; Markov model; Econometrics; Economics; Capital asset pricing model; Volatility (finance); Bellman equation; Microeconomics","score_opus":0.05201833467155769,"score_gpt":0.16196540708374552,"score_spread":0.10994707241218782,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2949913325","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16196172,0.0018454801,0.82102543,0.0018344279,0.00013038346,0.00005791373,0.00037868362,0.0002193388,0.0125466855],"genre_scores_gemma":[0.9704276,0.0010314523,0.015396063,0.00017156126,0.00012518969,0.00010273663,0.0002323126,0.0000429111,0.012470247],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99927145,0.00028814122,0.000034471308,0.00015164728,0.000120322075,0.00013406944],"domain_scores_gemma":[0.9976774,0.0014869721,0.00045657024,0.000078644014,0.00011835593,0.00018206076],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001744579,0.0010935575,0.0015550895,0.0008458626,0.00042382188,0.0019619528,0.001098875,0.0018007348,0.0034940522],"category_scores_gemma":[0.0051662014,0.00087148027,0.0011471218,0.00095501053,0.0015774906,0.0016858501,0.0015948466,0.0015363876,0.0003100052],"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":[0.0000582429,0.00004252689,0.00086070324,0.000055994024,0.00006645461,0.00019622422,0.000050903265,0.8306472,0.0005786087,0.16357416,0.00049136096,0.003377632],"study_design_scores_gemma":[0.000013418011,0.000016214255,0.00011830297,0.0000047597546,0.000008083592,0.00001143641,0.000006927516,0.96453565,0.000054961292,0.035023645,0.0001989053,0.000007626099],"about_ca_topic_score_codex":0.00858379,"about_ca_topic_score_gemma":0.0057904716,"teacher_disagreement_score":0.00858379,"about_ca_system_score_codex":0.0014028316,"about_ca_system_score_gemma":0.0011182273,"threshold_uncertainty_score":0.01706767},"labels":[],"label_agreement":null},{"id":"W2949999225","doi":"10.48550/arxiv.1102.3992","title":"Some linear SPDEs driven by a fractional noise with Hurst index greater than 1/2","year":2011,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Hurst exponent; Mathematics; Random field; Connection (principal bundle); Type (biology); Gaussian noise; Generator (circuit theory); Mathematical analysis; Pure mathematics; Physics; Statistics; Algorithm; Geometry","score_opus":0.06423435263458015,"score_gpt":0.16845843141345407,"score_spread":0.10422407877887392,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2949999225","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.72020054,0.0008728753,0.2584109,0.002254057,0.00018733133,0.00010292564,0.00023987846,0.00013402646,0.017597403],"genre_scores_gemma":[0.9804175,0.00032311698,0.010138943,0.00021631135,0.00009581024,0.00008185695,0.000097847624,0.000022592754,0.008605982],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99965227,0.0000887551,0.000020757083,0.00007944651,0.000067860106,0.00009098759],"domain_scores_gemma":[0.9991386,0.00028204217,0.00023990015,0.000029370804,0.0001480167,0.0001619848],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006858926,0.0007021918,0.00089889206,0.00094509387,0.00094826974,0.0015409992,0.00083636044,0.001667399,0.0015968782],"category_scores_gemma":[0.0020578934,0.00040745575,0.001284165,0.00043200215,0.0019651693,0.0011262043,0.0015887817,0.0013319408,0.00015060963],"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":[0.00020002949,0.00010888055,0.006271469,0.00020838574,0.00016627496,0.0028589647,0.0006553944,0.20141046,0.0209376,0.7603728,0.001712613,0.0050970805],"study_design_scores_gemma":[0.000071403054,0.000112208145,0.0014226475,0.000027996204,0.000043666543,0.0004042794,0.0002781753,0.8773719,0.0020389566,0.11695655,0.0012061002,0.00006611976],"about_ca_topic_score_codex":0.004822892,"about_ca_topic_score_gemma":0.0024820133,"teacher_disagreement_score":0.004822892,"about_ca_system_score_codex":0.001148546,"about_ca_system_score_gemma":0.00093581947,"threshold_uncertainty_score":0.0095896125},"labels":[],"label_agreement":null},{"id":"W2950018752","doi":"10.48550/arxiv.0905.4360","title":"Weak convergence towards two independent Gaussian processes from a unique Poisson process","year":2009,"lang":"en","type":"preprint","venue":"ArXiv.org","topic":"Stochastic processes and financial applications","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":"Poisson distribution; Gaussian process; Convergence (economics); Gaussian; Statistical physics; Mathematics; Applied mathematics; Poisson process; Process (computing); Weak convergence; Gaussian random field; Compound Poisson process; Econometrics; Computer science; Physics; Statistics; Economics; Quantum mechanics","score_opus":0.05048362868200283,"score_gpt":0.276027603579282,"score_spread":0.22554397489727918,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2950018752","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.22143202,0.00058558455,0.76676005,0.00079141156,0.00010435185,0.00008110764,0.00005985689,0.00013510935,0.010050497],"genre_scores_gemma":[0.8679684,0.0010584783,0.119015455,0.00037262574,0.00021260873,0.00034241035,0.0001831652,0.0001501999,0.010696651],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9973003,0.0008703186,0.00010186669,0.0004909145,0.00096135924,0.0002753077],"domain_scores_gemma":[0.989489,0.005118586,0.0014848781,0.00066193886,0.0019874226,0.0012581307],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0067872414,0.001490343,0.0014430982,0.0040746224,0.0014239529,0.002989638,0.0020343252,0.00213935,0.0018230086],"category_scores_gemma":[0.022200577,0.0008211178,0.0023708856,0.001137819,0.0063122585,0.004126317,0.0058004195,0.004188894,0.0003511769],"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":[0.00007513328,0.00006927334,0.0013404286,0.00007095846,0.000064813605,0.0004085496,0.0007031285,0.03597668,0.0049643205,0.951137,0.00031892,0.0048708194],"study_design_scores_gemma":[0.00005123608,0.00010997166,0.001018805,0.000056952842,0.000033348922,0.00037194276,0.00024018221,0.44994655,0.0028343073,0.5433951,0.00187788,0.00006368885],"about_ca_topic_score_codex":0.0019513515,"about_ca_topic_score_gemma":0.0008241939,"teacher_disagreement_score":0.0067872414,"about_ca_system_score_codex":0.0026910692,"about_ca_system_score_gemma":0.0015092756,"threshold_uncertainty_score":0.03589481},"labels":[],"label_agreement":null},{"id":"W2950091718","doi":"10.2139/ssrn.2909938","title":"On American VIX Options under the Generalized 3/2 and 1/2 Models","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Center for Interuniversity Research and Analysis on Organizations; Quest University Canada","funders":"","keywords":"Econometrics; Economics; Mathematics; Applied mathematics","score_opus":0.026481044270467397,"score_gpt":0.24886319223763834,"score_spread":0.22238214796717093,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2950091718","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.57088333,0.005354356,0.33118606,0.008974456,0.0012627782,0.00012410889,0.00048796643,0.00039857646,0.0813284],"genre_scores_gemma":[0.9650989,0.0016807239,0.007450426,0.000575336,0.0008555403,0.000090872636,0.00029139957,0.00015462762,0.023802249],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9978917,0.0011515417,0.00006652971,0.00017680485,0.00028576943,0.00042769825],"domain_scores_gemma":[0.9927462,0.0036066337,0.0012945127,0.00040576485,0.00060774246,0.0013391135],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004802386,0.0025296647,0.003202398,0.0026067398,0.0017884371,0.0045769806,0.002872162,0.0047845496,0.00876635],"category_scores_gemma":[0.011705988,0.0009510693,0.0024798634,0.0018029131,0.0054649347,0.0077324533,0.0033863701,0.0044140136,0.0007072556],"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":[0.00009150013,0.000041919713,0.00038753223,0.000033073386,0.000024845871,0.00023325527,0.000087968896,0.0642771,0.0004219037,0.9314756,0.0010828726,0.001842306],"study_design_scores_gemma":[0.000036639773,0.000032326963,0.00036742035,0.000025042285,0.0000129758555,0.0001009569,0.000051761013,0.41620293,0.00008458102,0.5826212,0.00041722023,0.00004685503],"about_ca_topic_score_codex":0.006619938,"about_ca_topic_score_gemma":0.003861769,"teacher_disagreement_score":0.00876635,"about_ca_system_score_codex":0.002325053,"about_ca_system_score_gemma":0.002187907,"threshold_uncertainty_score":0.02932638},"labels":[],"label_agreement":null},{"id":"W2950178275","doi":"10.48550/arxiv.1603.09329","title":"Pricing occupation-time options in a mixed-exponential jump-diffusion model","year":2016,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Jump diffusion; Jump; Exponential function; Quantile; Diffusion; Order (exchange); Double exponential function; Exponential distribution; Applied mathematics; Econometrics; Mathematics; Diffusion process; Mathematical economics; Statistical physics; Economics; Computer science; Innovation diffusion; Statistics; Physics; Mathematical analysis; Finance; Thermodynamics","score_opus":0.03847594235191506,"score_gpt":0.29199886488745724,"score_spread":0.2535229225355422,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2950178275","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11671744,0.0011613186,0.87451905,0.0008256789,0.00014600808,0.00003618061,0.00008185486,0.000110255474,0.006402292],"genre_scores_gemma":[0.9277353,0.0013523671,0.057848573,0.0002606599,0.00028834652,0.00009162763,0.00014705658,0.00008017891,0.012195861],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993913,0.00026441194,0.00003671628,0.000073294555,0.00016072855,0.000073545016],"domain_scores_gemma":[0.99789053,0.001395674,0.00017536334,0.0000992829,0.00019192367,0.00024733046],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001998322,0.00088254624,0.00089975714,0.00091947353,0.00039184038,0.0020567568,0.00155012,0.0017972856,0.003982707],"category_scores_gemma":[0.007114476,0.0005191017,0.0014175113,0.0008256843,0.0014055911,0.0032851102,0.001359136,0.0022022652,0.000403901],"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":[0.000056076893,0.00006427188,0.0014832084,0.00010316117,0.000050795843,0.00045392234,0.00020365264,0.1137399,0.003269812,0.8746689,0.00057171274,0.005334649],"study_design_scores_gemma":[0.000016530534,0.000025818466,0.00028223556,0.000013626542,0.000016631275,0.00016842147,0.000028673936,0.824697,0.0003696123,0.1739232,0.0004374063,0.000020751044],"about_ca_topic_score_codex":0.0014150067,"about_ca_topic_score_gemma":0.0011089715,"teacher_disagreement_score":0.003982707,"about_ca_system_score_codex":0.0007463191,"about_ca_system_score_gemma":0.00058584166,"threshold_uncertainty_score":0.013323426},"labels":[],"label_agreement":null},{"id":"W2950571254","doi":"10.1007/s10473-019-0315-2","title":"Some Recent Progress on Stochastic Heat Equations","year":2019,"lang":"en","type":"article","venue":"Acta Mathematica Scientia","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Uniqueness; Mathematics; Square-integrable function; Moment (physics); Covariance; Stochastic differential equation; Applied mathematics; Heat equation; Gaussian; Integrable system; Class (philosophy); Stochastic partial differential equation; Mathematical analysis; Partial differential equation; Physics; Classical mechanics; Computer science","score_opus":0.033612212917456676,"score_gpt":0.24888120583440781,"score_spread":0.21526899291695115,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2950571254","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.015734259,0.7381304,0.12351472,0.024008395,0.020273086,0.00003996824,0.00044074975,0.00019234787,0.077666186],"genre_scores_gemma":[0.18357907,0.64569026,0.03566543,0.005000315,0.0760838,0.00011639138,0.00062262133,0.00029879852,0.05294328],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99906987,0.0002946865,0.00009690539,0.0001546249,0.00030310804,0.00008081089],"domain_scores_gemma":[0.9976653,0.0013493072,0.00013122718,0.00022717484,0.00050376053,0.00012325653],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030841231,0.0012589403,0.001885874,0.0029996622,0.00080593926,0.0029882623,0.0014256082,0.0019549904,0.007252903],"category_scores_gemma":[0.0047904383,0.0007213328,0.0017272958,0.0052855867,0.0031105427,0.0054183053,0.0022005236,0.003977637,0.0016976254],"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":[0.00008304674,0.00006347649,0.00031450772,0.002197525,0.00013028979,0.00013119174,0.00022021939,0.011392264,0.0010908458,0.8575276,0.022088544,0.10476053],"study_design_scores_gemma":[0.000037552614,0.000054321587,0.0005163534,0.00038140165,0.00009400701,0.00018487145,0.00006790011,0.019041877,0.0008942558,0.7554851,0.22318628,0.000056080156],"about_ca_topic_score_codex":0.0012650959,"about_ca_topic_score_gemma":0.00082863803,"teacher_disagreement_score":0.007252903,"about_ca_system_score_codex":0.0015586651,"about_ca_system_score_gemma":0.0013754246,"threshold_uncertainty_score":0.024263382},"labels":[],"label_agreement":null},{"id":"W2950757329","doi":"10.6084/m9.figshare.13143604","title":"Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters","year":2020,"lang":"en","type":"dataset","venue":"Figshare","topic":"Stochastic processes and financial applications","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; Simon Fraser University","funders":"","keywords":"Stochastic volatility; Jump; Particle filter; Mathematics; Likelihood function; Nonlinear system; Jump diffusion; Volatility (finance); Econometrics; Applied mathematics; Cluster analysis; Maximum likelihood; Statistical physics; Kalman filter; Statistics; Physics","score_opus":0.16933555840323902,"score_gpt":0.2979204713079564,"score_spread":0.12858491290471738,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2950757329","genre_codex":"methods","genre_gemma":"dataset","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"dataset","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.22115675,0.0035775874,0.58267635,0.0030033302,0.0003919908,0.0003927669,0.17171331,0.00985346,0.0072345273],"genre_scores_gemma":[0.45071784,0.0010326408,0.25690496,0.00044043292,0.00011848992,0.0006617816,0.284919,0.000440698,0.0047641527],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992379,0.00029647036,0.00006282035,0.00020502321,0.00014454062,0.000053405518],"domain_scores_gemma":[0.99837804,0.0009870955,0.000103478495,0.00024058393,0.00025950113,0.000031407384],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025192806,0.0009841922,0.0009361584,0.0018249368,0.00039067594,0.0014194625,0.0015085442,0.0015510131,0.0021507374],"category_scores_gemma":[0.00879714,0.00043778133,0.001105476,0.0015385139,0.00041079978,0.0012412794,0.0007653039,0.00084845175,0.0013760482],"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":[0.00026738743,0.00017673805,0.0090378355,0.000381451,0.00019976645,0.00013944921,0.000062812505,0.88446814,0.0012176736,0.011833034,0.039917342,0.052298352],"study_design_scores_gemma":[0.00005647425,0.000017468816,0.0014039427,0.000019728142,0.000012745124,0.00003474914,0.00001660538,0.98492396,0.00083432224,0.006736599,0.005925951,0.000017452712],"about_ca_topic_score_codex":0.026197955,"about_ca_topic_score_gemma":0.02532043,"teacher_disagreement_score":0.026197955,"about_ca_system_score_codex":0.0016608451,"about_ca_system_score_gemma":0.0010939211,"threshold_uncertainty_score":0.052090943},"labels":[],"label_agreement":null},{"id":"W2950771032","doi":"10.2139/ssrn.3075837","title":"Partial Differential Equation Pricing of Contingent Claims Under Stochastic Correlation","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Canada Research Chairs; University of Toronto; Fleming College","funders":"","keywords":"Mathematics; Stochastic differential equation; Correlation; Econometrics; Applied mathematics; Partial differential equation; Mathematical economics; Economics; Mathematical analysis","score_opus":0.029001454220691846,"score_gpt":0.24248925516905703,"score_spread":0.2134878009483652,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2950771032","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.38615966,0.0023226815,0.59154356,0.006266013,0.0005595327,0.00013957443,0.0004409807,0.0004396177,0.012128372],"genre_scores_gemma":[0.9768544,0.0011421079,0.008378065,0.00018715247,0.00039693151,0.00008624671,0.0002687022,0.00009062996,0.01259568],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99703133,0.0012459343,0.00016506757,0.00036942752,0.0006615782,0.00052663154],"domain_scores_gemma":[0.979916,0.014039899,0.0020596979,0.00088316563,0.0014357913,0.0016655431],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006659825,0.0014831066,0.0032747628,0.0022409672,0.00089622,0.0063140234,0.0023213485,0.0052570286,0.00542436],"category_scores_gemma":[0.028897937,0.0017100427,0.0025072086,0.0020489662,0.0042229346,0.007045008,0.003068995,0.0038266717,0.0004727803],"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":[0.00016850048,0.00015389916,0.002458052,0.00012890618,0.0001564941,0.000971304,0.00016791608,0.2411822,0.0018655688,0.74659425,0.0013069058,0.0048461007],"study_design_scores_gemma":[0.00004366796,0.00002877421,0.0005335582,0.000014326332,0.00002712644,0.00011757429,0.000021810993,0.8776882,0.00022090046,0.12110669,0.00015916357,0.000038154834],"about_ca_topic_score_codex":0.006304535,"about_ca_topic_score_gemma":0.0034659787,"teacher_disagreement_score":0.006659825,"about_ca_system_score_codex":0.002841187,"about_ca_system_score_gemma":0.0035438351,"threshold_uncertainty_score":0.03522092},"labels":[],"label_agreement":null},{"id":"W2950866951","doi":"10.48550/arxiv.1305.0722","title":"A note on the series representation for the density of the supremum of a stable process","year":2013,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Infimum and supremum; Irrational number; Mathematics; Lebesgue measure; Series (stratigraphy); Absolute convergence; Measure (data warehouse); Simple (philosophy); Representation (politics); Lebesgue integration; Alternating series; Pure mathematics; Combinatorics; Discrete mathematics; Mathematical analysis; Power series; Computer science","score_opus":0.09286034497527242,"score_gpt":0.19824431334069445,"score_spread":0.10538396836542203,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2950866951","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05717033,0.0034504218,0.89218396,0.0029656265,0.0013145162,0.000046660924,0.00022142894,0.00033593076,0.04231111],"genre_scores_gemma":[0.8205613,0.005469578,0.14659056,0.002154634,0.0044980836,0.00023222606,0.00027581037,0.00050238916,0.019715449],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99907076,0.0002448686,0.00006297262,0.00018726895,0.00036232438,0.00007182193],"domain_scores_gemma":[0.9959908,0.0026804628,0.0002674831,0.00039589163,0.00035847884,0.00030690143],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029391493,0.0010771212,0.0011146208,0.0021041618,0.0007888971,0.0018375794,0.0013472032,0.0012207387,0.00421745],"category_scores_gemma":[0.012518226,0.00038946478,0.0013192439,0.0014160784,0.0036794508,0.0042796247,0.002449889,0.004865011,0.00072147476],"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":[0.000026868755,0.000015605709,0.00023441434,0.0000628811,0.000012939202,0.0001563451,0.00014533564,0.0023655263,0.0028374149,0.98463655,0.0013820118,0.008124091],"study_design_scores_gemma":[0.00001948762,0.00012460444,0.0007599862,0.00003962151,0.000034794255,0.00052273145,0.0000532967,0.0791043,0.0032902523,0.90525025,0.010752771,0.000047825404],"about_ca_topic_score_codex":0.00077415764,"about_ca_topic_score_gemma":0.00035821067,"teacher_disagreement_score":0.00421745,"about_ca_system_score_codex":0.0010349039,"about_ca_system_score_gemma":0.00044876005,"threshold_uncertainty_score":0.015543878},"labels":[],"label_agreement":null},{"id":"W2950879978","doi":"10.48550/arxiv.1305.0725","title":"Asian options and meromorphic Levy processes","year":2013,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"York University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Lévy process; Mellin transform; Laplace transform; Asian option; Inverse Gaussian distribution; Applied mathematics; Exotic option; Exponential function; Meromorphic function; Distribution (mathematics); Inverse; Mathematics; Product (mathematics); Mathematical optimization; Valuation of options; Econometrics; Mathematical analysis","score_opus":0.09117101248763589,"score_gpt":0.17074968496008627,"score_spread":0.07957867247245039,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2950879978","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2319266,0.0006263202,0.7579354,0.00054819963,0.00008481497,0.000029445475,0.000061107756,0.0002049857,0.00858303],"genre_scores_gemma":[0.9091768,0.00051331386,0.08212125,0.00013181294,0.00010941472,0.00004095456,0.00010424268,0.00006428131,0.007737949],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997701,0.00009038674,0.00001121946,0.00003227569,0.00008083722,0.000015278285],"domain_scores_gemma":[0.99944013,0.00027046533,0.00010071471,0.000051841806,0.00007751245,0.000059296344],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000758909,0.0005000608,0.000381734,0.00086239824,0.00026402657,0.0010310463,0.0007168852,0.000922127,0.0027244189],"category_scores_gemma":[0.0034134015,0.0002421229,0.0005369244,0.00060206343,0.0009382162,0.0020842538,0.00090498937,0.0010264209,0.00031861497],"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":[0.000034912453,0.000032989763,0.0016464526,0.0000431651,0.000025967753,0.00044080726,0.00013289474,0.16350402,0.004083307,0.8109049,0.0007239857,0.018426565],"study_design_scores_gemma":[0.000014748379,0.000020049092,0.00053975685,0.000009054122,0.000004523468,0.00020846794,0.000035027082,0.6348202,0.00084618706,0.36227372,0.0012130518,0.000015201458],"about_ca_topic_score_codex":0.0008248201,"about_ca_topic_score_gemma":0.00062825985,"teacher_disagreement_score":0.0027244189,"about_ca_system_score_codex":0.00037625694,"about_ca_system_score_gemma":0.00034695628,"threshold_uncertainty_score":0.009114027},"labels":[],"label_agreement":null},{"id":"W2951050581","doi":"10.48550/arxiv.1701.00196","title":"Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance","year":2017,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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; Hong Kong Polytechnic University","keywords":"Linear-quadratic-Gaussian control; Mathematics; Stochastic differential equation; Nash equilibrium; Robust control; Gaussian; Mathematical optimization; Applied mathematics; Control theory (sociology); State space; Optimal control; Computer science; Nonlinear system; Control (management); Physics; Artificial intelligence","score_opus":0.08871261170668455,"score_gpt":0.18495075465249955,"score_spread":0.096238142945815,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2951050581","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.043166235,0.00026323635,0.9492032,0.0008334045,0.000064823675,0.000057429057,0.00013560848,0.00012042453,0.0061556944],"genre_scores_gemma":[0.9676802,0.00018513703,0.024944132,0.00016610524,0.00005847632,0.00014824924,0.00008637922,0.0000319776,0.0066993707],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986318,0.00057707937,0.0000416159,0.0003048681,0.0002383276,0.00020623548],"domain_scores_gemma":[0.99765563,0.0015500186,0.0003883763,0.00009184077,0.0001806076,0.00013336871],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022447926,0.0013368687,0.001834273,0.0004409746,0.00047936506,0.0015311022,0.001480685,0.0019893688,0.001506533],"category_scores_gemma":[0.0049614585,0.00052938616,0.00079442677,0.00050382013,0.0017828752,0.0014514087,0.0016635323,0.0015364944,0.00019666736],"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":[0.000074890915,0.000030372896,0.0002859122,0.00004295893,0.00003902684,0.00013996137,0.000045126795,0.9165719,0.00075762905,0.077867806,0.0005132206,0.0036313124],"study_design_scores_gemma":[0.000014089282,0.00002062883,0.0000692378,0.000003054778,0.0000043410114,0.000008918022,0.000007832277,0.9823706,0.00010260377,0.0172031,0.00018870714,0.0000069294047],"about_ca_topic_score_codex":0.009201416,"about_ca_topic_score_gemma":0.004480821,"teacher_disagreement_score":0.009201416,"about_ca_system_score_codex":0.0018956078,"about_ca_system_score_gemma":0.0014941158,"threshold_uncertainty_score":0.018295705},"labels":[],"label_agreement":null},{"id":"W2951134419","doi":"10.48550/arxiv.1706.04844","title":"On the minimizers of energy forms with completely monotone kernel","year":2017,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Mathematics; Monotone polygon; Minification; Kernel (algebra); Constraint (computer-aided design); Domain (mathematical analysis); Monotonic function; Fredholm integral equation; Applied mathematics; Mathematical analysis; Midpoint; Integral equation; Mathematical optimization; Pure mathematics; Geometry","score_opus":0.09537144955235445,"score_gpt":0.175506115379267,"score_spread":0.08013466582691255,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2951134419","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.45381835,0.0014891723,0.5266905,0.0022257715,0.00007532542,0.00008723989,0.00014049243,0.0001118628,0.01536137],"genre_scores_gemma":[0.94050074,0.001191463,0.045918252,0.00025226915,0.00012807321,0.00019197247,0.00024916945,0.00020904676,0.01135911],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994467,0.00026130228,0.000025153975,0.00010253924,0.00008684252,0.00007746138],"domain_scores_gemma":[0.9977684,0.001347343,0.00033162563,0.00008686147,0.00023819879,0.00022757739],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022563138,0.0011648546,0.0009984861,0.0012170381,0.00054239715,0.0019906359,0.00090613303,0.0016674179,0.0022262502],"category_scores_gemma":[0.007904741,0.00059214927,0.00090895203,0.00060059736,0.0026716068,0.0028570069,0.0020154794,0.0012950598,0.00018911294],"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":[0.000103994265,0.00010227025,0.001565111,0.00022552465,0.000095770396,0.00024296653,0.0002210715,0.15783939,0.0059959483,0.82334226,0.0013717567,0.008893935],"study_design_scores_gemma":[0.000030689807,0.00007969978,0.00066828675,0.000046500132,0.000023332173,0.000094815674,0.00010840699,0.6623534,0.0010422068,0.33469307,0.0008295117,0.000030042762],"about_ca_topic_score_codex":0.0010412451,"about_ca_topic_score_gemma":0.00066755305,"teacher_disagreement_score":0.0022563138,"about_ca_system_score_codex":0.0015352294,"about_ca_system_score_gemma":0.0009603351,"threshold_uncertainty_score":0.011932671},"labels":[],"label_agreement":null},{"id":"W2951437293","doi":"10.1142/s0219024919500225","title":"PORTFOLIO OPTIMIZATION WITH PERFORMANCE RATIOS","year":2019,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Portfolio; Mathematical optimization; Portfolio optimization; Martingale (probability theory); Measure (data warehouse); Mathematics; Fractional programming; Stochastic control; Benchmark (surveying); Optimization problem; Selection (genetic algorithm); Computer science; Applied mathematics; Optimal control; Nonlinear programming; Economics; Finance","score_opus":0.005210377853328775,"score_gpt":0.18933501874650402,"score_spread":0.18412464089317523,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2951437293","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.024500081,0.005456288,0.9450711,0.0025446832,0.00032003946,0.00007245537,0.00013282086,0.00016800172,0.021734579],"genre_scores_gemma":[0.8921165,0.0051453104,0.080228,0.00047271058,0.0007818097,0.00026657915,0.000208113,0.00016744579,0.020613585],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9962663,0.0023891171,0.00010155456,0.00040814042,0.0005342975,0.0003005879],"domain_scores_gemma":[0.9965487,0.0024790803,0.00038624264,0.00014178878,0.0002366648,0.00020761497],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0047632405,0.0032411984,0.002540549,0.0013181863,0.00053670316,0.0034126525,0.0015750786,0.0034891411,0.003910174],"category_scores_gemma":[0.015462347,0.0007923031,0.0012703829,0.0017171067,0.002180546,0.003795135,0.002541707,0.0025073718,0.0005765631],"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":[0.00007382263,0.00007327077,0.00036329008,0.00019198545,0.00009820771,0.0001466585,0.000046916644,0.6118081,0.0006715274,0.3722401,0.0017549227,0.012531219],"study_design_scores_gemma":[0.000035956262,0.000072706134,0.00011340461,0.00002746046,0.000020690817,0.000039698814,0.000013324565,0.8249261,0.00017747984,0.17320429,0.0013503551,0.000018599025],"about_ca_topic_score_codex":0.0017747045,"about_ca_topic_score_gemma":0.000647634,"teacher_disagreement_score":0.0047632405,"about_ca_system_score_codex":0.0019600545,"about_ca_system_score_gemma":0.0011565699,"threshold_uncertainty_score":0.02519077},"labels":[],"label_agreement":null},{"id":"W2951687865","doi":"10.2139/ssrn.3084186","title":"Variance and Volatility Swaps and Futures Pricing for Stochastic Volatility Models","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Variance swap; Futures contract; Volatility swap; Stochastic volatility; Volatility (finance); Financial economics; Volatility risk premium; Forward volatility; Volatility smile; Economics; Econometrics; Implied volatility","score_opus":0.02368897160299103,"score_gpt":0.24258839061267382,"score_spread":0.2188994190096828,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2951687865","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18289934,0.014323067,0.77318686,0.0062826313,0.0012972549,0.00004975253,0.0002943014,0.00023185946,0.02143496],"genre_scores_gemma":[0.9301933,0.0085420925,0.033144742,0.0004062756,0.0018004916,0.00008728877,0.00048980274,0.00024563246,0.025090385],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987637,0.0007047248,0.000074061434,0.00016467123,0.00018803787,0.00010490085],"domain_scores_gemma":[0.99484646,0.0037076068,0.00049937214,0.00026438612,0.0003801188,0.00030206947],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0036199256,0.0012775462,0.0018383407,0.0013853817,0.0008418069,0.0036950905,0.0012772438,0.0033634624,0.0047191884],"category_scores_gemma":[0.017571218,0.0008413463,0.0017239504,0.0017530684,0.0024233034,0.0064484933,0.0021753956,0.0036429395,0.00048322938],"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":[0.00005608656,0.000028785495,0.000638357,0.000072795185,0.000054144217,0.0001545037,0.00009299429,0.06085396,0.00065986364,0.9285677,0.0011599879,0.0076608616],"study_design_scores_gemma":[0.0000126846935,0.000018511611,0.00031074169,0.000015028707,0.000020093208,0.00007995555,0.000022444685,0.38811818,0.00012112763,0.61029494,0.000965984,0.000020306728],"about_ca_topic_score_codex":0.0018960806,"about_ca_topic_score_gemma":0.0015412486,"teacher_disagreement_score":0.0047191884,"about_ca_system_score_codex":0.0009376013,"about_ca_system_score_gemma":0.0013477671,"threshold_uncertainty_score":0.019144237},"labels":[],"label_agreement":null},{"id":"W2952051563","doi":"10.1007/s11009-015-9449-4","title":"A Convolution Method for Numerical Solution of Backward Stochastic Differential Equations","year":2015,"lang":"en","type":"article","venue":"Methodology And Computing In Applied Probability","topic":"Stochastic processes and financial applications","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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Stochastic differential equation; Discretization; Convolution (computer science); Fourier transform; Fast Fourier transform; Numerical analysis; Applied mathematics; Extension (predicate logic); Euler method; Euler's formula; Mathematical analysis; Algorithm; Computer science","score_opus":0.18752698464906659,"score_gpt":0.33075190510530517,"score_spread":0.14322492045623858,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2952051563","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0021134794,0.00021252455,0.9962585,0.00007524815,0.00010212893,0.000015853248,0.00001611341,0.000095015595,0.001111099],"genre_scores_gemma":[0.14152052,0.00077121385,0.84727585,0.00027059915,0.00025199415,0.00025330755,0.00014116906,0.00038611254,0.009129196],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99918896,0.00032373378,0.00007100129,0.000082709514,0.00027258284,0.00006108181],"domain_scores_gemma":[0.99720216,0.001726547,0.00013502825,0.00020975365,0.0005668342,0.00015967508],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00235497,0.00071716704,0.0011268138,0.0008608351,0.0008425532,0.001173237,0.001314508,0.0016026397,0.0028131881],"category_scores_gemma":[0.0073696543,0.0004608303,0.0013276088,0.001212025,0.0013248193,0.0016528937,0.0019883031,0.002173849,0.0007022454],"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":[0.00018817576,0.00016480443,0.00085957616,0.0003352437,0.00014751714,0.00022336113,0.00024446423,0.24190378,0.012578047,0.57781726,0.0050554895,0.16048224],"study_design_scores_gemma":[0.00001052421,0.000015492218,0.0000620163,0.000014274579,0.000012732547,0.000037957372,0.000004807965,0.96919805,0.00080082036,0.027402332,0.002429762,0.000011273162],"about_ca_topic_score_codex":0.00531958,"about_ca_topic_score_gemma":0.0033835308,"teacher_disagreement_score":0.00531958,"about_ca_system_score_codex":0.00091121526,"about_ca_system_score_gemma":0.0023964653,"threshold_uncertainty_score":0.0124543905},"labels":[],"label_agreement":null},{"id":"W2952205105","doi":"10.1017/s0021900200007336","title":"Wiener-Hopf Factorization for a Family of Lévy Processes Related to Theta Functions","year":2010,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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":"York University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Infimum and supremum; Factorization; Subordinator; Exponential function; Exponent; Measure (data warehouse); Lévy process; Series (stratigraphy); Pure mathematics; Mathematical analysis; Applied mathematics","score_opus":0.024900056013411467,"score_gpt":0.22948175162340356,"score_spread":0.2045816956099921,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2952205105","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.35535055,0.0013487209,0.6258247,0.000599356,0.00017569234,0.00007132066,0.00010841448,0.00016007257,0.016361155],"genre_scores_gemma":[0.9487061,0.0010676831,0.040231258,0.00013556641,0.00021296494,0.00007741635,0.00012095578,0.00005993887,0.009388142],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996867,0.000053939842,0.00001829863,0.000057299032,0.00010301302,0.0000807358],"domain_scores_gemma":[0.9990345,0.00030887942,0.000207741,0.00006422359,0.00018627608,0.0001984626],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001312512,0.00078048126,0.000688869,0.0014624755,0.0010365576,0.0015107464,0.00055560673,0.0009722475,0.0035588786],"category_scores_gemma":[0.003680189,0.00027215693,0.0012741898,0.0005621998,0.0019338828,0.003207125,0.0008616602,0.0012561005,0.0005542371],"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":[0.000027947372,0.000019597403,0.00063801545,0.000028914095,0.000013124152,0.00020474727,0.0001816602,0.010559063,0.0027485373,0.9813835,0.00036241577,0.0038324597],"study_design_scores_gemma":[0.00002846581,0.000057753565,0.0007329848,0.000025149273,0.00001602473,0.00041157776,0.0001314724,0.18365963,0.0015015207,0.81091565,0.0024734112,0.0000463002],"about_ca_topic_score_codex":0.001471619,"about_ca_topic_score_gemma":0.0007332234,"teacher_disagreement_score":0.0035588786,"about_ca_system_score_codex":0.0010504979,"about_ca_system_score_gemma":0.0009418623,"threshold_uncertainty_score":0.011905611},"labels":[],"label_agreement":null},{"id":"W2952310980","doi":"10.48550/arxiv.1003.1344","title":"Student's t-Distribution Based Option Sensitivities: Greeks for the Gosset Formulae","year":2010,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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 Calgary; McMaster University","funders":"","keywords":"Greeks; Black–Scholes model; Mathematics; Mathematical economics; Volatility (finance); Distribution (mathematics); Honour; Calculus (dental); Philosophy; Economics; Law; Econometrics; Financial economics; Mathematical analysis; Political science","score_opus":0.07444747712280254,"score_gpt":0.19612437520593373,"score_spread":0.12167689808313119,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2952310980","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03155783,0.00089559733,0.9451793,0.0015139957,0.00051634636,0.00003331105,0.00019907248,0.00044313745,0.019661387],"genre_scores_gemma":[0.6857605,0.0017394669,0.29228675,0.0012391921,0.00084306096,0.0001380051,0.00029290197,0.00078995636,0.016910143],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99860007,0.00043777804,0.00010238557,0.0001445138,0.0006370729,0.00007819658],"domain_scores_gemma":[0.99470043,0.0031558373,0.00046279898,0.00068782404,0.0007915017,0.00020162524],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0035439664,0.0005517075,0.0005821535,0.0012577304,0.00042940452,0.002154041,0.0010042164,0.0011074471,0.0065976554],"category_scores_gemma":[0.023961334,0.00023895827,0.0010252016,0.0011904853,0.0019311934,0.005219499,0.0017267969,0.0033495382,0.0010384356],"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":[0.00004433741,0.000018099428,0.000657046,0.000045092565,0.000017478156,0.00012891783,0.00007691813,0.023814905,0.0011984253,0.94328403,0.0023324923,0.028382288],"study_design_scores_gemma":[0.000012955723,0.000024301551,0.0005451677,0.000042815806,0.000011677415,0.00022489637,0.00002644026,0.22054999,0.0011232798,0.77045906,0.006949191,0.000030203619],"about_ca_topic_score_codex":0.0005723534,"about_ca_topic_score_gemma":0.00047069023,"teacher_disagreement_score":0.0065976554,"about_ca_system_score_codex":0.0009945097,"about_ca_system_score_gemma":0.0007176583,"threshold_uncertainty_score":0.022071421},"labels":[],"label_agreement":null},{"id":"W2952312526","doi":"10.2139/ssrn.3032980","title":"A Dimension and Variance Reduction Monte-Carlo Method for Option Pricing under Jump-Diffusion Models","year":2016,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Jump diffusion; Variance reduction; Monte Carlo method; Control variates; Dimension (graph theory); Statistical physics; Jump; Variance (accounting); Diffusion; Mathematics; Reduction (mathematics); Dimensionality reduction; Quasi-Monte Carlo method; Econometrics; Markov chain Monte Carlo; Applied mathematics; Monte Carlo molecular modeling; Computer science; Economics; Statistics; Physics; Thermodynamics; Geometry; Combinatorics","score_opus":0.022751501827938135,"score_gpt":0.2442116310044547,"score_spread":0.22146012917651656,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2952312526","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.004819864,0.00016803849,0.9939512,0.000114387345,0.000054451346,0.00003210363,0.000031488995,0.00014623489,0.0006822269],"genre_scores_gemma":[0.16482262,0.0004033696,0.8293577,0.00024116573,0.00025259322,0.00038825432,0.00026770047,0.00035228,0.0039143455],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99875975,0.00072984415,0.00005560975,0.00011386541,0.00026800425,0.00007288839],"domain_scores_gemma":[0.9931229,0.005242133,0.00020236452,0.0004472047,0.00072397885,0.00026156617],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00343372,0.0006403197,0.0015421339,0.0011858648,0.00082060596,0.0012103077,0.0020875053,0.0018861397,0.003276377],"category_scores_gemma":[0.010553734,0.00084824767,0.0014213658,0.00096767204,0.0013057645,0.0016045399,0.0021075436,0.003033167,0.0007110233],"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":[0.00028579487,0.00023249057,0.0011942126,0.00016750442,0.00020637967,0.00014750838,0.0001250043,0.7703952,0.004040645,0.14476855,0.0022424778,0.07619419],"study_design_scores_gemma":[0.000008552047,0.000007678869,0.000044102824,0.0000042480856,0.000007240047,0.000008776856,0.0000017199701,0.990884,0.00013409393,0.008646345,0.00024584838,0.000007387323],"about_ca_topic_score_codex":0.004668367,"about_ca_topic_score_gemma":0.0047605354,"teacher_disagreement_score":0.004668367,"about_ca_system_score_codex":0.0008273311,"about_ca_system_score_gemma":0.001587191,"threshold_uncertainty_score":0.01815945},"labels":[],"label_agreement":null},{"id":"W2952459764","doi":"","title":"Stochastic averaging of dynamical systems with multiple time scales forced with {\\alpha}-stable noise","year":2014,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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","keywords":"Mathematics; Statistical physics; Random variable; Dynamical systems theory; Gaussian; Noise (video); Nonlinear system; Applied mathematics; Perturbation (astronomy); Gaussian noise; Stochastic process; Physics; Statistics; Computer science; Algorithm","score_opus":0.0286640557595026,"score_gpt":0.15240992831437664,"score_spread":0.12374587255487404,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2952459764","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5450176,0.00033897787,0.44820485,0.0004275426,0.000081939164,0.000032360826,0.000059064012,0.00023224979,0.0056054546],"genre_scores_gemma":[0.9897669,0.00013622578,0.0089342715,0.000028772225,0.000037804977,0.000018867018,0.00003099038,0.000021102913,0.0010250725],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99968445,0.00011890035,0.000018564004,0.00004749453,0.000082870414,0.000047754053],"domain_scores_gemma":[0.99928004,0.00036557316,0.00017186494,0.000074035444,0.000058221587,0.00005017641],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006394662,0.00048419557,0.00061654067,0.0005079473,0.0004023458,0.0008850444,0.0005846034,0.0005639962,0.0005037248],"category_scores_gemma":[0.002378798,0.00027030593,0.00083680684,0.00032707438,0.0012783617,0.0010107654,0.000849531,0.0006135365,0.00006578354],"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":[0.000026320962,0.000019330999,0.0010516745,0.000020923611,0.000050556708,0.00015733423,0.00006169552,0.90878683,0.0062277303,0.08036175,0.00015863054,0.0030772295],"study_design_scores_gemma":[0.0000016599586,0.0000055826,0.00013191275,9.636356e-7,0.0000027324459,0.0000057909137,0.0000033625913,0.993769,0.00022804328,0.0057885703,0.00005910084,0.000003164938],"about_ca_topic_score_codex":0.0058172066,"about_ca_topic_score_gemma":0.0029529808,"teacher_disagreement_score":0.0058172066,"about_ca_system_score_codex":0.0008170277,"about_ca_system_score_gemma":0.00061761873,"threshold_uncertainty_score":0.011566699},"labels":[],"label_agreement":null},{"id":"W2952492991","doi":"10.48550/arxiv.1110.4079","title":"Initial measures for the stochastic heat equation","year":2011,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Lipschitz continuity; Measure (data warehouse); Heat equation; Generator (circuit theory); Bounded function; Mathematics; Probability measure; Sigma; White noise; Zero (linguistics); Combinatorics; Space (punctuation); Bounded variation; Mathematical analysis; Mathematical physics; Physics; Quantum mechanics; Statistics","score_opus":0.22117291730480076,"score_gpt":0.20582846241005553,"score_spread":0.01534445489474523,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2952492991","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28444728,0.0019404212,0.6639852,0.006096307,0.00038045243,0.00014119346,0.00043305854,0.00031224923,0.042263918],"genre_scores_gemma":[0.953702,0.0008896683,0.025470193,0.00038699256,0.00023495959,0.00023134863,0.00033369867,0.0001109845,0.018640133],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99941695,0.00016884542,0.000023490078,0.00009926516,0.00018011387,0.00011134933],"domain_scores_gemma":[0.9978986,0.0009266154,0.00030389184,0.00009112852,0.00040375246,0.0003759751],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001439958,0.0009372927,0.0009318335,0.0014411446,0.0011836326,0.0021921676,0.0014116135,0.0018285129,0.0031127364],"category_scores_gemma":[0.007306951,0.00047096531,0.0009587594,0.000504795,0.0035387336,0.0025344144,0.002280348,0.0020198557,0.00041356575],"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":[0.000039702754,0.000027819953,0.0005934425,0.00006054825,0.000023489187,0.00017720267,0.00015183177,0.051987458,0.0017565112,0.9424556,0.00095195015,0.0017744289],"study_design_scores_gemma":[0.00004250876,0.00004047099,0.000481359,0.00005173239,0.00001795872,0.00009432051,0.000108547945,0.56132394,0.0012446472,0.4345852,0.001968385,0.000040891347],"about_ca_topic_score_codex":0.0064715324,"about_ca_topic_score_gemma":0.0023755468,"teacher_disagreement_score":0.0064715324,"about_ca_system_score_codex":0.0027253598,"about_ca_system_score_gemma":0.0016777816,"threshold_uncertainty_score":0.01977396},"labels":[],"label_agreement":null},{"id":"W2952535300","doi":"10.48550/arxiv.1205.6721","title":"Space-time stationary solutions for the Burgers equation","year":2012,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Mathematics; Attractor; Mathematical analysis; Cauchy distribution; Random field; Burgers' equation; Vector field; Initial value problem; Action (physics); Distribution (mathematics); Applied mathematics; Partial differential equation; Physics","score_opus":0.15253950461645616,"score_gpt":0.18934156285456555,"score_spread":0.03680205823810939,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2952535300","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4076918,0.0010492875,0.572775,0.0013314106,0.00011009109,0.00006154701,0.00018873878,0.00013647173,0.01665559],"genre_scores_gemma":[0.92168385,0.0010983106,0.06306859,0.00015927361,0.0001589013,0.0001694182,0.00032692202,0.000061030172,0.013273643],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99984264,0.000040406532,0.000010013993,0.00003348165,0.000049307197,0.00002403325],"domain_scores_gemma":[0.9994252,0.00020300958,0.00014974899,0.000028910867,0.00013346148,0.000059721773],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00057276926,0.0005918039,0.00040015057,0.001442846,0.0005273417,0.0008793435,0.00049228466,0.00075326307,0.0017750199],"category_scores_gemma":[0.0025580006,0.00021510031,0.0005350199,0.0005830623,0.0012349143,0.0013532147,0.0010811327,0.0009274269,0.00031988873],"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":[0.000023945537,0.00002506952,0.0008417764,0.00006564129,0.000018858573,0.00017198468,0.00023570735,0.05012575,0.0068191662,0.9347268,0.00080523384,0.0061401795],"study_design_scores_gemma":[0.000030929354,0.000057040223,0.0005763589,0.000044468237,0.000012974658,0.00016018562,0.00010986898,0.5225249,0.0032311266,0.47074735,0.002476219,0.000028610868],"about_ca_topic_score_codex":0.0008814226,"about_ca_topic_score_gemma":0.00053345255,"teacher_disagreement_score":0.0017750199,"about_ca_system_score_codex":0.0007427354,"about_ca_system_score_gemma":0.0006890548,"threshold_uncertainty_score":0.005938053},"labels":[],"label_agreement":null},{"id":"W2952849495","doi":"10.48550/arxiv.0902.3643","title":"A Fourier transform method for spread option pricing","year":2009,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"McMaster University","funders":"","keywords":"Fourier transform; Valuation of options; Computation; Computer science; Range (aeronautics); Exotic option; Stochastic game; Variety (cybernetics); Derivative (finance); Monte Carlo methods for option pricing; Mathematical optimization; Fast Fourier transform; Asian option; Mathematical economics; Econometrics; Mathematics; Algorithm; Financial economics; Economics; Engineering","score_opus":0.054897091874909064,"score_gpt":0.3372252404208208,"score_spread":0.28232814854591176,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2952849495","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0014699997,0.0003706181,0.99476886,0.00012364722,0.00012393195,0.000020496716,0.00003901846,0.00012676849,0.0029566686],"genre_scores_gemma":[0.09801567,0.0023485518,0.8790146,0.00029458446,0.00055988587,0.00016966244,0.00030759897,0.0006096986,0.018679751],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993881,0.00017315829,0.000028988947,0.00006529614,0.00031383126,0.000030710344],"domain_scores_gemma":[0.9993394,0.0003192026,0.000039875733,0.00009860109,0.00017210675,0.000030693038],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010737936,0.0006099746,0.0006211711,0.0012386475,0.00043683278,0.0012476678,0.0008675382,0.0012592437,0.0074490886],"category_scores_gemma":[0.004202583,0.000292855,0.00090339384,0.0012866963,0.00086864043,0.0022539608,0.00091253367,0.0023351337,0.0029200078],"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":[0.000040443134,0.00007049185,0.00026694534,0.00012869028,0.00003431723,0.00021319486,0.00010440996,0.056864478,0.0122686755,0.73421884,0.007114036,0.18867545],"study_design_scores_gemma":[0.000020623314,0.00003674211,0.00018795954,0.000039220053,0.000014948665,0.00034575816,0.000021422164,0.71969825,0.0031404484,0.2517998,0.024661943,0.00003284545],"about_ca_topic_score_codex":0.0010538166,"about_ca_topic_score_gemma":0.0006777359,"teacher_disagreement_score":0.0074490886,"about_ca_system_score_codex":0.00041931838,"about_ca_system_score_gemma":0.0007436919,"threshold_uncertainty_score":0.024919689},"labels":[],"label_agreement":null},{"id":"W2952849779","doi":"10.48550/arxiv.1412.4430","title":"On the relation between optimal transport and Schrödinger bridges: A stochastic control viewpoint","year":2014,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":8,"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":"Division of Mathematical Sciences; York University","keywords":"Optimal control; Limit (mathematics); Brownian motion; Convergence (economics); Noise (video); Relation (database); Zero (linguistics); Connection (principal bundle); Statistical physics; Mathematics; Mathematical optimization; Computer science; Applied mathematics; Physics; Mathematical analysis; Quantum mechanics","score_opus":0.060561994732523335,"score_gpt":0.17314726055622437,"score_spread":0.11258526582370104,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2952849779","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.059035804,0.0026292123,0.8658396,0.010123587,0.00048077037,0.00007108982,0.00017162057,0.00010729339,0.06154097],"genre_scores_gemma":[0.86260515,0.00449638,0.10081375,0.00215181,0.0011620937,0.00032091886,0.00024521825,0.00025992407,0.027944773],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989833,0.00037452418,0.000046492576,0.00019121107,0.00027793788,0.0001265168],"domain_scores_gemma":[0.99731296,0.0016721871,0.00025921565,0.00019930406,0.00031051374,0.0002458529],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031920883,0.00091188354,0.0012183528,0.0015905935,0.0014462797,0.0025057301,0.0018188467,0.00307935,0.006535118],"category_scores_gemma":[0.0070966566,0.00045324684,0.0014361138,0.0009695708,0.005884022,0.0068024653,0.003050885,0.0033046317,0.00045253668],"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":[0.0000029579414,0.000007048441,0.0000291279,0.000016988031,0.0000028030906,0.000014392318,0.000023196004,0.0063118557,0.00017557897,0.9924198,0.00022632894,0.00076984643],"study_design_scores_gemma":[0.000005684296,0.000015536185,0.00005560534,0.00001717814,0.0000025196284,0.000015792692,0.00002221647,0.067373164,0.00012502362,0.9315279,0.00083007076,0.0000092399605],"about_ca_topic_score_codex":0.0024940502,"about_ca_topic_score_gemma":0.0010160722,"teacher_disagreement_score":0.006535118,"about_ca_system_score_codex":0.002427862,"about_ca_system_score_gemma":0.0017088702,"threshold_uncertainty_score":0.02186215},"labels":[],"label_agreement":null},{"id":"W2952886188","doi":"10.48550/arxiv.1103.1006","title":"Arbitrage and Hedging in a non probabilistic framework","year":2011,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Probabilistic logic; Arbitrage; Path (computing); Index arbitrage; Fundamental theorem of asset pricing; Computer science; Fixed income arbitrage; Mathematical economics; Mathematical optimization; Risk arbitrage; Mathematics; Economics; Econometrics; Financial economics; Arbitrage pricing theory; Artificial intelligence; Capital asset pricing model","score_opus":0.07560526760017762,"score_gpt":0.17496050200558178,"score_spread":0.09935523440540416,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2952886188","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08154909,0.003036374,0.8929475,0.003616808,0.00027602672,0.000029481766,0.00009285706,0.00006456363,0.018387359],"genre_scores_gemma":[0.9454863,0.0015726507,0.045498043,0.00029416027,0.0003374768,0.00005982952,0.00007216556,0.00004306581,0.00663632],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99672455,0.0015430761,0.0001833823,0.0004703951,0.0008503556,0.00022832377],"domain_scores_gemma":[0.99309796,0.0044766264,0.0009599267,0.0007264366,0.0004043495,0.0003347353],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0040211696,0.00075010414,0.0009029687,0.0011514116,0.0010528634,0.0031900469,0.0013426649,0.00228076,0.0035715457],"category_scores_gemma":[0.011453611,0.00050267274,0.00129143,0.0012762734,0.0054816008,0.010246213,0.0030366036,0.0031978423,0.00024045596],"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":[0.000006494698,0.000004799273,0.00012238222,0.000012616973,0.000007730435,0.00007147531,0.00004864993,0.0056914785,0.0001433157,0.99265,0.00008880337,0.0011522139],"study_design_scores_gemma":[0.0000050502867,0.000017025208,0.00014017537,0.0000074865734,0.000004528305,0.000066634835,0.000024018964,0.033087015,0.000080016725,0.96546793,0.0010924872,0.000007676791],"about_ca_topic_score_codex":0.00087864086,"about_ca_topic_score_gemma":0.00046463605,"teacher_disagreement_score":0.0040211696,"about_ca_system_score_codex":0.001459829,"about_ca_system_score_gemma":0.001085161,"threshold_uncertainty_score":0.021266222},"labels":[],"label_agreement":null},{"id":"W2952943443","doi":"10.48550/arxiv.1611.09631","title":"Cover's universal portfolio, stochastic portfolio theory and the numeraire portfolio","year":2016,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Numéraire; Portfolio; Mathematical economics; Post-modern portfolio theory; Portfolio optimization; Cover (algebra); Replicating portfolio; Modern portfolio theory; Economics; Stochastic process; Stock market; Mathematics; Econometrics; Constant (computer programming); Market portfolio; Financial economics; Computer science; Statistics","score_opus":0.032798178245974405,"score_gpt":0.171059254554645,"score_spread":0.13826107630867057,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2952943443","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.120305955,0.024005938,0.72504,0.01056963,0.000508815,0.00007324204,0.00048786646,0.00030016867,0.11870825],"genre_scores_gemma":[0.9324813,0.0085403975,0.046175543,0.00066028576,0.00109233,0.00009969632,0.00021565972,0.00010492559,0.010629787],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999206,0.00023511083,0.00003265581,0.0001751817,0.00023554242,0.000115644245],"domain_scores_gemma":[0.9980008,0.0011362146,0.0003178337,0.00020632465,0.00017912706,0.00015954088],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021311166,0.0009741769,0.0009799607,0.0018245591,0.00081710314,0.0022352566,0.00085505616,0.0022020745,0.0031539777],"category_scores_gemma":[0.008437094,0.00033179604,0.0010407591,0.0018710145,0.0031861374,0.004135739,0.0015153837,0.0016453876,0.0003475949],"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":[0.000014757077,0.000010777693,0.00035626595,0.000046517045,0.000017418342,0.000049363058,0.00004431113,0.013289499,0.0002864454,0.9748902,0.0015866541,0.009407848],"study_design_scores_gemma":[0.000005659101,0.000016229738,0.0003476096,0.000027541237,0.000007792574,0.00006288741,0.000009982721,0.028581353,0.0001992894,0.967443,0.0032879473,0.000010667654],"about_ca_topic_score_codex":0.0014630202,"about_ca_topic_score_gemma":0.00061325677,"teacher_disagreement_score":0.0031539777,"about_ca_system_score_codex":0.002430189,"about_ca_system_score_gemma":0.0008715076,"threshold_uncertainty_score":0.017632306},"labels":[],"label_agreement":null},{"id":"W2953307444","doi":"10.1017/s0022109018001229","title":"Early Exercise Decision in American Options with Dividends, Stochastic Volatility, and Jumps","year":2018,"lang":"en","type":"preprint","venue":"Journal of Financial and Quantitative Analysis","topic":"Stochastic processes and financial applications","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":"National Science Foundation","keywords":"Dividend; Volatility (finance); Transaction cost; Stochastic volatility; Financial economics; Economics; Maturity (psychological); Econometrics; Quarter (Canadian coin); Benchmark (surveying); Implied volatility; Black–Scholes model; Actuarial science; Finance; History","score_opus":0.030423122543704315,"score_gpt":0.2805398045657319,"score_spread":0.2501166820220276,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2953307444","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9832461,0.00014597115,0.016023735,0.00007606069,0.0000058070764,0.000006955226,0.000060024075,0.00001948336,0.00041581687],"genre_scores_gemma":[0.99627835,0.0000498616,0.0031544957,0.000009329345,0.0000058630285,0.000009614627,0.00010849858,0.0000057050356,0.000378357],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994814,0.00022161478,0.000035062676,0.000099427234,0.00008717547,0.000075404656],"domain_scores_gemma":[0.9915699,0.006129408,0.0011093405,0.00042349356,0.00030903405,0.00045889392],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023468884,0.00038528544,0.0006780574,0.0008408982,0.00036846596,0.0011525457,0.00072907866,0.00090632343,0.0012890613],"category_scores_gemma":[0.015034401,0.00027974063,0.0005016752,0.00053412514,0.0010570498,0.0012307457,0.0006951222,0.0008676602,0.00008162597],"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":[0.0011038113,0.0005228672,0.07199288,0.00014241628,0.00020688823,0.0013481033,0.0005205345,0.7856174,0.014108519,0.09856682,0.0010331743,0.024836604],"study_design_scores_gemma":[0.000022485492,0.000046482954,0.0050709886,0.0000064319124,0.00001045495,0.00008062591,0.00003905517,0.9814932,0.0014647618,0.011627673,0.00011975571,0.000018087028],"about_ca_topic_score_codex":0.0025641664,"about_ca_topic_score_gemma":0.0017337633,"teacher_disagreement_score":0.0025641664,"about_ca_system_score_codex":0.0005613963,"about_ca_system_score_gemma":0.00040776623,"threshold_uncertainty_score":0.012411654},"labels":[],"label_agreement":null},{"id":"W2954476139","doi":"10.31221/osf.io/fvtxd","title":"AN EFFICIENT LATTICE ALGORITHM FOR THE LIBOR MARKET MODEL","year":2019,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Libor; LIBOR market model; Valuation (finance); Computer science; Monte Carlo method; Interest rate; Algorithm; Interest rate derivative; Econometrics; Economics; Mathematics; Finance; Statistics","score_opus":0.03638482383351572,"score_gpt":0.25540578789532403,"score_spread":0.21902096406180832,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2954476139","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.004958981,0.00014715624,0.99031305,0.00020040348,0.00007061252,0.000048642996,0.00012664434,0.00063964137,0.0034949307],"genre_scores_gemma":[0.09642829,0.00033889065,0.8939994,0.00019171751,0.0001154603,0.0003215682,0.0007090333,0.00074995187,0.0071457075],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990404,0.00034464998,0.000049537408,0.00011942085,0.00032672778,0.000119226264],"domain_scores_gemma":[0.9986481,0.0007216036,0.000081220714,0.00017789313,0.00024442913,0.00012677647],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014615915,0.0008981216,0.0017498196,0.0013350124,0.00094802043,0.002290525,0.0022507044,0.0017352874,0.015418715],"category_scores_gemma":[0.0060531623,0.00060280954,0.0013179547,0.0015853137,0.0009814436,0.0031860843,0.0027897789,0.0032524015,0.0061461115],"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":[0.00022447489,0.00021355781,0.00082451035,0.00021106719,0.00007826605,0.00023470649,0.00016623575,0.41280308,0.002749536,0.34776464,0.015099524,0.21963033],"study_design_scores_gemma":[0.00005028175,0.00001642267,0.000026007756,0.00001333432,0.0000041717703,0.000034200868,0.00002376637,0.8998896,0.00026864582,0.097218886,0.002440804,0.000013755759],"about_ca_topic_score_codex":0.0048230593,"about_ca_topic_score_gemma":0.0050795577,"teacher_disagreement_score":0.015418715,"about_ca_system_score_codex":0.0010558863,"about_ca_system_score_gemma":0.0021873417,"threshold_uncertainty_score":0.051580727},"labels":[],"label_agreement":null},{"id":"W2954914941","doi":"10.1142/s021902492050003x","title":"BRANCHING PARTICLE PRICERS WITH HESTON EXAMPLES","year":2019,"lang":"en","type":"preprint","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"Université du Québec à Montréal; University of Alberta","funders":"Fonds de recherche du Québec – Nature et technologies; Natural Sciences and Engineering Research Council of Canada","keywords":"Resampling; Monte Carlo method; Branching (polymer chemistry); Particle filter; Stochastic volatility; Monte Carlo methods for option pricing; Valuation of options; Jackknife resampling; Computer science; Importance sampling; Finite difference methods for option pricing; Markov chain Monte Carlo; Mathematical optimization; Path dependent; Heston model; Volatility (finance); Algorithm; Mathematics; Applied mathematics; Econometrics; Black–Scholes model; SABR volatility model; Artificial intelligence; Statistics","score_opus":0.014260456347626146,"score_gpt":0.22522112821906284,"score_spread":0.2109606718714367,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2954914941","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.076102085,0.0004885972,0.9042344,0.00065124675,0.00017776458,0.00008187123,0.00008480459,0.00023887918,0.017940326],"genre_scores_gemma":[0.80523646,0.0004794318,0.18023774,0.00019702599,0.000106489446,0.0001502845,0.00015840815,0.00011455962,0.013319595],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991351,0.00038861667,0.000047211634,0.000084619685,0.00027054732,0.0000740634],"domain_scores_gemma":[0.99621385,0.0026603246,0.0002199389,0.00024073874,0.00042917836,0.00023592038],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024484978,0.00059563975,0.0008661015,0.00088272494,0.00058637065,0.0015887945,0.0010820383,0.0017816746,0.00704364],"category_scores_gemma":[0.009172443,0.0004740411,0.0012105423,0.0006750369,0.0013544603,0.0018720085,0.0015704473,0.00162377,0.00041894842],"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":[0.000062240615,0.000030093577,0.0007708196,0.000045262746,0.00002442902,0.00014405944,0.000100620244,0.61272055,0.0004368344,0.37605894,0.00079317443,0.008812965],"study_design_scores_gemma":[0.0000075889734,0.000008415079,0.00004628355,0.0000050948115,0.0000030902183,0.000015882018,0.0000065738636,0.9543309,0.00013557605,0.04496527,0.0004701351,0.000005144878],"about_ca_topic_score_codex":0.0031278564,"about_ca_topic_score_gemma":0.0017183414,"teacher_disagreement_score":0.00704364,"about_ca_system_score_codex":0.0010136792,"about_ca_system_score_gemma":0.0006073247,"threshold_uncertainty_score":0.023563266},"labels":[],"label_agreement":null},{"id":"W2955105953","doi":"10.3934/qfe.2019.3.440","title":"A recursive pricing method for autocallables under multivariate subordination","year":2019,"lang":"en","type":"article","venue":"Quantitative Finance and Economics","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Subordinator; Lévy process; Multivariate statistics; Subordination (linguistics); Exponential function; Eigenfunction; Measure (data warehouse); Mathematics; Econometrics; Function (biology); Applied mathematics; Class (philosophy); Mathematical economics; Computer science; Mathematical analysis; Statistics; Physics; Linguistics","score_opus":0.043826847551823145,"score_gpt":0.29589944004626645,"score_spread":0.2520725924944433,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2955105953","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.014173592,0.00011468112,0.984162,0.00010939725,0.00003204376,0.000014200726,0.000017716051,0.00008765805,0.001288756],"genre_scores_gemma":[0.6269735,0.00063795195,0.35499984,0.000235372,0.00023819647,0.00016696792,0.000119295975,0.00026421624,0.016364742],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996006,0.00016228024,0.00001762052,0.00006746794,0.00010660406,0.00004541266],"domain_scores_gemma":[0.99932694,0.00031656693,0.000099648314,0.00008938706,0.000109859924,0.000057674384],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012680872,0.00055485393,0.0008200423,0.00055259716,0.0004244367,0.00092152413,0.0014126585,0.00089448184,0.002518979],"category_scores_gemma":[0.0024728854,0.00037960178,0.0011832826,0.00044469946,0.0009452448,0.0021792618,0.0008380833,0.0015779494,0.00040351695],"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":[0.00002055134,0.000043311004,0.0006308325,0.000042361076,0.000038176073,0.00014430683,0.000117882395,0.2614242,0.0035053825,0.71547186,0.0006913176,0.017869778],"study_design_scores_gemma":[0.00000408804,0.00000874097,0.00007047484,0.0000026175414,0.0000050468916,0.000024083985,0.00000561512,0.9546893,0.00023047747,0.04434231,0.000608482,0.000008605092],"about_ca_topic_score_codex":0.003229559,"about_ca_topic_score_gemma":0.0033911949,"teacher_disagreement_score":0.003229559,"about_ca_system_score_codex":0.00090611493,"about_ca_system_score_gemma":0.0009821698,"threshold_uncertainty_score":0.008426845},"labels":[],"label_agreement":null},{"id":"W2955244297","doi":"10.2139/ssrn.3386467","title":"Regression Asset Pricing and Investment","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Capital asset pricing model; Business; Economics; Regression analysis; Investment (military); Regression; Consumption-based capital asset pricing model; Econometrics; Financial economics; Actuarial science; Statistics; Mathematics","score_opus":0.0111971916000719,"score_gpt":0.2154896749813137,"score_spread":0.20429248338124179,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2955244297","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.45041445,0.017616993,0.48026982,0.010509683,0.0005527549,0.000031633946,0.00084060733,0.0011267923,0.03863731],"genre_scores_gemma":[0.96457225,0.004284286,0.009246448,0.00017666501,0.00044655666,0.000019983758,0.00053076516,0.0001391739,0.020583767],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995765,0.00024095844,0.000015822625,0.000066146764,0.000064005464,0.000036504185],"domain_scores_gemma":[0.99592614,0.0028701234,0.0004899338,0.0002778245,0.00030491815,0.00013112267],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015129116,0.00049020955,0.00095650763,0.00095349725,0.00017322555,0.0016854634,0.0006229648,0.0010000613,0.006870819],"category_scores_gemma":[0.013531945,0.0003498776,0.00039173002,0.0013609527,0.0006838095,0.0021283713,0.0005747243,0.0015745799,0.0011209799],"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":[0.000102128615,0.00012979053,0.009819009,0.00011898462,0.00016256649,0.00020537262,0.00012102595,0.16363366,0.0016106997,0.7487926,0.00854312,0.06676098],"study_design_scores_gemma":[0.000012710676,0.00002576428,0.003861029,0.000023765113,0.000027330268,0.000107378924,0.00002588896,0.6404428,0.00038516926,0.35215083,0.0029222474,0.000015069749],"about_ca_topic_score_codex":0.0019370153,"about_ca_topic_score_gemma":0.0009772298,"teacher_disagreement_score":0.006870819,"about_ca_system_score_codex":0.000639975,"about_ca_system_score_gemma":0.0003140563,"threshold_uncertainty_score":0.02298516},"labels":[],"label_agreement":null},{"id":"W2955671774","doi":"10.1007/s10436-019-00350-3","title":"Dynamic portfolio strategies under a fully correlated jump-diffusion process","year":2019,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Stochastic processes and financial applications","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":"Econometrics; Jump; Portfolio; Stock (firearms); Covariance; Jump diffusion; Variance (accounting); Portfolio optimization; Economics; Mathematics; Mathematical finance; Statistics; Financial economics; Physics","score_opus":0.028996572599584703,"score_gpt":0.2743513179408525,"score_spread":0.24535474534126778,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2955671774","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.39099804,0.0014465093,0.5947119,0.00244047,0.00016477084,0.00010442635,0.00034352858,0.0002935269,0.009496759],"genre_scores_gemma":[0.9748005,0.00079895934,0.013037591,0.00016689237,0.00015084143,0.000067954235,0.00019099646,0.000051363764,0.01073496],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9985335,0.0004994505,0.000099859986,0.00035323482,0.0003118535,0.0002020724],"domain_scores_gemma":[0.9897585,0.0064708386,0.0017566185,0.00039642357,0.00083075603,0.0007868561],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0040758764,0.0014037498,0.0022363914,0.0015083934,0.0005155548,0.0041024415,0.0019511972,0.0036863692,0.0029167912],"category_scores_gemma":[0.01691003,0.0013133254,0.0012150395,0.0012412942,0.0020669017,0.0060733785,0.0020100598,0.0019958406,0.00043223595],"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":[0.00020777024,0.00012130185,0.0024126847,0.00013164543,0.00021345665,0.0006167881,0.00013060388,0.47814122,0.0037486646,0.50365835,0.0011717181,0.009445755],"study_design_scores_gemma":[0.000049404578,0.000047773032,0.0006607026,0.000014323889,0.00003816394,0.000100610545,0.000016732816,0.9100015,0.0002891421,0.088541605,0.00020084715,0.000039105576],"about_ca_topic_score_codex":0.0026139664,"about_ca_topic_score_gemma":0.0014538282,"teacher_disagreement_score":0.0041024415,"about_ca_system_score_codex":0.001698116,"about_ca_system_score_gemma":0.0013661582,"threshold_uncertainty_score":0.021555543},"labels":[],"label_agreement":null},{"id":"W2962721748","doi":"10.1108/sef-06-2018-0170","title":"Behavioral analysis of long-term implied volatilities","year":2019,"lang":"en","type":"article","venue":"Studies in Economics and Finance","topic":"Stochastic processes and financial applications","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; Royal Bank of Canada","funders":"","keywords":"Economics; Interest rate; Econometrics; Implied volatility; Rendleman–Bartter model; Volatility (finance); Interest rate risk; Volatility smile; Stochastic volatility; Financial economics; Actuarial science; Monetary economics","score_opus":0.04384570389718828,"score_gpt":0.28480698248402836,"score_spread":0.24096127858684008,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2962721748","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.93696624,0.00022929863,0.056932133,0.00014295231,0.000012789323,0.000042852615,0.00037375666,0.00012459914,0.0051753162],"genre_scores_gemma":[0.995557,0.000060678092,0.0034968068,0.00001652359,0.000004455776,0.000014952483,0.00019619735,0.000009075922,0.0006443424],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99954635,0.0001057678,0.000030107392,0.000093298826,0.00017722609,0.000047182133],"domain_scores_gemma":[0.99705386,0.001520521,0.00066879706,0.00027050258,0.0003856824,0.00010057135],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001035762,0.00027129866,0.00022766116,0.00054857595,0.00013967669,0.0008700159,0.0003968611,0.0003448448,0.0021454033],"category_scores_gemma":[0.0064729797,0.00012906457,0.00035557756,0.00044728623,0.000215843,0.0011958355,0.00030651092,0.0005125219,0.00025957567],"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":[0.0006409256,0.0006357529,0.62749267,0.00034883927,0.0004946487,0.000819353,0.0011740384,0.11406996,0.054321516,0.052605804,0.0013382392,0.14605828],"study_design_scores_gemma":[0.000012742038,0.00038314515,0.38896477,0.00004420359,0.00012238746,0.0005548535,0.0005139919,0.57805246,0.011577901,0.017875103,0.0018053012,0.000093133305],"about_ca_topic_score_codex":0.001063211,"about_ca_topic_score_gemma":0.0008291123,"teacher_disagreement_score":0.0021454033,"about_ca_system_score_codex":0.0003102509,"about_ca_system_score_gemma":0.00026029983,"threshold_uncertainty_score":0.0071771145},"labels":[],"label_agreement":null},{"id":"W2962799117","doi":"10.3150/16-bej816","title":"Hörmander-type theorem for Itô processes and related backward SPDEs","year":2017,"lang":"en","type":"article","venue":"Bernoulli","topic":"Stochastic processes and financial applications","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":"University of Calgary","funders":"","keywords":"Mathematics; Type (biology); Pure mathematics; Mathematical analysis; Calculus (dental)","score_opus":0.04405309544301563,"score_gpt":0.25955938480931307,"score_spread":0.21550628936629743,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2962799117","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.045600638,0.004429479,0.8710189,0.003102489,0.0008163675,0.0001082775,0.0007685156,0.00024329466,0.07391207],"genre_scores_gemma":[0.7267123,0.009794975,0.17976288,0.0021067848,0.0021433134,0.0005023911,0.0009408682,0.00034804226,0.0776884],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99922717,0.00022579817,0.000055671073,0.00014914188,0.00022912398,0.00011308826],"domain_scores_gemma":[0.99766773,0.0011784732,0.00027010438,0.000121970355,0.0004932258,0.00026850746],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003409344,0.0011851038,0.001205793,0.0025012516,0.0012157846,0.0022544423,0.0010738637,0.0016848528,0.0073297108],"category_scores_gemma":[0.007819943,0.00039486703,0.002308132,0.0013772832,0.0028628756,0.0040457943,0.0022658664,0.0033634142,0.0009891391],"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":[0.000012982739,0.000010491517,0.00016944321,0.00006377774,0.000017679977,0.00007956146,0.00008432587,0.0030466702,0.0007882627,0.9900585,0.0010887454,0.0045795157],"study_design_scores_gemma":[0.00001160828,0.00002624042,0.00035292757,0.00003731686,0.000018453535,0.00017089931,0.000038506565,0.044849698,0.0005522756,0.9486344,0.0052806498,0.000027066979],"about_ca_topic_score_codex":0.0022651001,"about_ca_topic_score_gemma":0.0015999335,"teacher_disagreement_score":0.0073297108,"about_ca_system_score_codex":0.0019679104,"about_ca_system_score_gemma":0.0016837183,"threshold_uncertainty_score":0.024520278},"labels":[],"label_agreement":null},{"id":"W2962803375","doi":"10.1016/j.spa.2018.07.001","title":"Brownian motion with drift on spaces with varying dimension","year":2018,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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 Toronto","funders":"","keywords":"Mathematics; Brownian motion; Corollary; Dimension (graph theory); Dirichlet form; Diffusion process; Mathematical analysis; Motion (physics); Fractional Brownian motion; Type (biology); Dirichlet distribution; Statistical physics; Pure mathematics; Classical mechanics; Statistics; Physics","score_opus":0.014681762558649412,"score_gpt":0.20428553266047414,"score_spread":0.18960377010182472,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2962803375","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15678155,0.016454617,0.810464,0.0043843086,0.00080903637,0.0000738168,0.00052112463,0.00021514768,0.010296359],"genre_scores_gemma":[0.88955635,0.011714632,0.07397238,0.0006740733,0.0016506916,0.00020831246,0.0007061352,0.00017963257,0.021337824],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99737227,0.0012277008,0.00018170504,0.00050060684,0.0004899289,0.0002278216],"domain_scores_gemma":[0.98496234,0.010445097,0.0016468173,0.00062629173,0.0012223399,0.0010972319],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004879505,0.002599962,0.0024945019,0.0048056208,0.0010654021,0.0046508503,0.002231078,0.004141694,0.0023909404],"category_scores_gemma":[0.020853516,0.0011993713,0.0017368046,0.00417454,0.005818567,0.0075293,0.0037689714,0.0037936736,0.000502033],"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":[0.00004547946,0.000026892627,0.0006320997,0.00013421984,0.00005290745,0.00019667609,0.00019084019,0.025587227,0.0013313533,0.9668103,0.0008425558,0.0041495725],"study_design_scores_gemma":[0.000028417368,0.000048304268,0.00078787917,0.000050510942,0.00003930676,0.00028572223,0.000102243175,0.17227131,0.00032446394,0.8236213,0.00239091,0.000049676935],"about_ca_topic_score_codex":0.0017036606,"about_ca_topic_score_gemma":0.0010892561,"teacher_disagreement_score":0.004879505,"about_ca_system_score_codex":0.0022527857,"about_ca_system_score_gemma":0.0010760399,"threshold_uncertainty_score":0.025805593},"labels":[],"label_agreement":null},{"id":"W2962918585","doi":"10.1016/j.spa.2018.03.011","title":"Exponential functionals of Lévy processes and variable annuity guaranteed benefits","year":2018,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Geometric Brownian motion; Mathematics; Exponential function; Brownian motion; Lévy process; Annuity; Econometrics; Variable (mathematics); Reflected Brownian motion; Mathematical finance; Random variable; Applied mathematics; Mathematical economics; Diffusion process; Economics; Life annuity; Finance; Mathematical analysis; Statistics","score_opus":0.02138553847525584,"score_gpt":0.21658119945019189,"score_spread":0.19519566097493604,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2962918585","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15453024,0.006396845,0.81341815,0.0038213243,0.0004240089,0.00004523046,0.0002101015,0.00016359851,0.02099059],"genre_scores_gemma":[0.93583524,0.0043713795,0.035404194,0.00045989538,0.00071891356,0.000103899154,0.00020839833,0.00011873523,0.022779396],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998747,0.0005614467,0.00006695454,0.00019440567,0.00027898682,0.00015129952],"domain_scores_gemma":[0.9901904,0.0065407334,0.0011018883,0.0004453207,0.0010256275,0.0006959892],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0048707975,0.0013264422,0.0014581097,0.001986955,0.00073729194,0.0030479422,0.0018145457,0.003098178,0.004933978],"category_scores_gemma":[0.019580765,0.0008096988,0.0012580341,0.0017016667,0.004513433,0.006932179,0.0023108632,0.0035260078,0.00042439275],"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":[0.00001636025,0.00001567669,0.00021592023,0.000031063035,0.000012854162,0.000055111686,0.00007360523,0.010898809,0.00030912747,0.9853116,0.00045783343,0.0026021316],"study_design_scores_gemma":[0.000012965914,0.000013191417,0.00031440056,0.000019542113,0.000012098615,0.00007217427,0.00004012068,0.08735504,0.000112724236,0.9111068,0.00092202635,0.000018868226],"about_ca_topic_score_codex":0.0015193629,"about_ca_topic_score_gemma":0.0010627962,"teacher_disagreement_score":0.004933978,"about_ca_system_score_codex":0.0016352446,"about_ca_system_score_gemma":0.0014539224,"threshold_uncertainty_score":0.025759578},"labels":[],"label_agreement":null},{"id":"W2962970577","doi":"10.1007/s10473-019-0314-3","title":"Uniqueness of Viscosity Solutions of Stochastic Hamilton-Jacobi Equations","year":2019,"lang":"en","type":"article","venue":"Acta Mathematica Scientia","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Hamilton–Jacobi equation; Lipschitz continuity; Uniqueness; Mathematics; Viscosity solution; Stochastic differential equation; Mathematical analysis; Applied mathematics; Viscosity; Nonlinear system; Ordinary differential equation; Bellman equation; Stochastic partial differential equation; Differential equation; Mathematical optimization; Physics","score_opus":0.03483276966437319,"score_gpt":0.23315208195639578,"score_spread":0.1983193122920226,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2962970577","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.33076462,0.005803579,0.59756255,0.0059028845,0.0008529097,0.0001979709,0.00036781537,0.00021761582,0.058330122],"genre_scores_gemma":[0.9117032,0.0025820516,0.054452326,0.00060295936,0.00049865525,0.00021884264,0.00028826407,0.00021732689,0.02943627],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99932146,0.0002708441,0.00004690286,0.000118421354,0.00012993334,0.00011235692],"domain_scores_gemma":[0.9954471,0.0026209292,0.0006147386,0.00012664772,0.0006230135,0.0005675579],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022940452,0.001287238,0.0014202583,0.0023302245,0.0014521726,0.0039392444,0.0017527312,0.002409408,0.0037511382],"category_scores_gemma":[0.013162904,0.0011363806,0.0014098395,0.0009018596,0.003524996,0.0039804983,0.0033310365,0.0025889568,0.00042829968],"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":[0.000054839613,0.000050568153,0.0004196613,0.00011337724,0.000048312464,0.00013921151,0.00025717658,0.014076789,0.0021946456,0.9782618,0.0009107533,0.003472803],"study_design_scores_gemma":[0.000039240476,0.000030027584,0.00037343125,0.000054172626,0.000016374535,0.000100247955,0.00014574255,0.106670484,0.00058411574,0.8907239,0.0012327787,0.000029431552],"about_ca_topic_score_codex":0.0018247232,"about_ca_topic_score_gemma":0.0013005424,"teacher_disagreement_score":0.0039392444,"about_ca_system_score_codex":0.0017479472,"about_ca_system_score_gemma":0.0027080728,"threshold_uncertainty_score":0.012682319},"labels":[],"label_agreement":null},{"id":"W2963098793","doi":"10.1214/21-ps1","title":"Lévy-Ito models in finance","year":2021,"lang":"en","type":"preprint","venue":"Probability Surveys","topic":"Stochastic processes and financial applications","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","funders":"Natural Sciences and Engineering Research Council of Canada; Division of Mathematical Sciences; Consejo Nacional de Ciencia y Tecnología; University of Manchester; Fields Institute for Research in Mathematical Sciences; Aspen Center for Physics; Simons Foundation","keywords":"Lévy process; Econometrics; Poisson distribution; Measure (data warehouse); Brownian motion; Economics; Capital asset pricing model; Rendleman–Bartter model; Asset (computer security); Interest rate; Variety (cybernetics); Financial market; Financial economics; Stochastic discount factor; Mathematics; Finance; Computer science; Applied mathematics; Statistics","score_opus":0.07877504706275873,"score_gpt":0.24726018354015775,"score_spread":0.16848513647739902,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2963098793","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04684361,0.087983765,0.7538281,0.0101460265,0.0010896106,0.00009099207,0.0008617023,0.00042782532,0.09872835],"genre_scores_gemma":[0.7338454,0.1019654,0.11260952,0.0023566957,0.0044623725,0.0002890834,0.0010217015,0.00014420679,0.04330558],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994006,0.00022563929,0.000030757274,0.000080232734,0.00019942872,0.000063282925],"domain_scores_gemma":[0.99934906,0.0003617916,0.00006451352,0.0000544753,0.000108367654,0.00006165647],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012969126,0.00085405295,0.0010210503,0.001550238,0.0005334518,0.001714578,0.00071555487,0.0013757404,0.003141272],"category_scores_gemma":[0.0025031143,0.00031407064,0.0007849363,0.002531765,0.0012373828,0.00299092,0.00094845495,0.0017300482,0.0008455649],"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":[0.0000030174738,0.000011829411,0.00030343755,0.00005846528,0.000009714873,0.00003738803,0.00005353504,0.0070001814,0.00013647479,0.9825048,0.0029904777,0.0068907663],"study_design_scores_gemma":[0.00000501175,0.000013999107,0.00036648623,0.000034540175,0.0000072318153,0.00009259796,0.00002659063,0.038186606,0.000054324035,0.9414674,0.019735143,0.000010093367],"about_ca_topic_score_codex":0.0026165757,"about_ca_topic_score_gemma":0.0017336378,"teacher_disagreement_score":0.003141272,"about_ca_system_score_codex":0.0013282216,"about_ca_system_score_gemma":0.0008997627,"threshold_uncertainty_score":0.0105086565},"labels":[],"label_agreement":null},{"id":"W2963191077","doi":"10.1016/j.jmaa.2017.06.047","title":"Maximum principle for quasi-linear reflected backward SPDEs","year":2017,"lang":"en","type":"article","venue":"Journal of Mathematical Analysis and Applications","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Mathematics; Maximum principle; Uniqueness; Bounded function; Domain (mathematical analysis); Mathematical analysis; Stochastic partial differential equation; Dirichlet boundary condition; Stochastic differential equation; Boundary (topology); Zero (linguistics); Partial differential equation; Applied mathematics; Mathematical optimization; Optimal control","score_opus":0.051000609853608304,"score_gpt":0.3172605543154532,"score_spread":0.26625994446184487,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2963191077","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.027207654,0.00087708817,0.94724226,0.0012886417,0.0001500068,0.0000752952,0.0002226294,0.00013353363,0.02280275],"genre_scores_gemma":[0.7656329,0.0033149861,0.17334694,0.0009664159,0.00059861544,0.0007380432,0.00065074314,0.0005785605,0.0541728],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99860173,0.0006694203,0.00006422173,0.00019179008,0.00031530138,0.000157612],"domain_scores_gemma":[0.9936201,0.0046434305,0.00042732636,0.00023841659,0.0006683543,0.0004022204],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003558021,0.0024479833,0.0022365577,0.0014383915,0.0012552544,0.0038398746,0.002438458,0.0031723042,0.008364313],"category_scores_gemma":[0.01188843,0.001364594,0.0023882508,0.0012157537,0.0037543452,0.004739346,0.0047757733,0.004722962,0.00084455987],"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":[0.00006388098,0.00003430388,0.00012627104,0.00013340505,0.00005816879,0.00008177089,0.0001015102,0.04747492,0.0018132195,0.94468266,0.001220011,0.0042098174],"study_design_scores_gemma":[0.000033690027,0.000048058086,0.00010497611,0.000037001508,0.00002234674,0.000056430777,0.000027437853,0.39611548,0.0003123186,0.6021653,0.0010503529,0.000026650192],"about_ca_topic_score_codex":0.0017308943,"about_ca_topic_score_gemma":0.0013840748,"teacher_disagreement_score":0.008364313,"about_ca_system_score_codex":0.0021287054,"about_ca_system_score_gemma":0.0025631008,"threshold_uncertainty_score":0.02798146},"labels":[],"label_agreement":null},{"id":"W2963193310","doi":"10.1016/j.jde.2016.10.009","title":"A distribution-function-valued SPDE and its applications","year":2016,"lang":"en","type":"article","venue":"Journal of Differential Equations","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"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":"Concordia University","keywords":"Mathematics; Martingale (probability theory); Uniqueness; Brownian motion; Stochastic differential equation; Mathematical analysis; Applied mathematics; Pure mathematics; Statistics","score_opus":0.025409143923002163,"score_gpt":0.2292252660731221,"score_spread":0.20381612215011993,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2963193310","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.018445807,0.0032798906,0.9608956,0.0015607713,0.0006401209,0.000034213066,0.00016891281,0.00005500672,0.01491963],"genre_scores_gemma":[0.5926357,0.012589649,0.35662797,0.0011975878,0.002515735,0.00021614952,0.000510201,0.00028060583,0.033426397],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999009,0.00040796364,0.00008644258,0.00020891344,0.00022150623,0.00006609647],"domain_scores_gemma":[0.9956318,0.002279367,0.00034955557,0.00031755405,0.0010284317,0.00039333085],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034922662,0.001136379,0.0015409199,0.0018778193,0.00086161215,0.0026682192,0.0012907855,0.0021865426,0.0038951351],"category_scores_gemma":[0.010179464,0.0005529038,0.0015129116,0.0024269081,0.0029384256,0.0038139701,0.0027476992,0.0039234795,0.000757756],"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":[0.00001700245,0.000033192046,0.000247123,0.000052303098,0.000018802897,0.00010238097,0.00007200942,0.013682108,0.0005764678,0.97229934,0.0014487539,0.011450541],"study_design_scores_gemma":[0.0000134676975,0.000031377218,0.0001504497,0.000039043323,0.000012930764,0.00023239525,0.000030297871,0.1969314,0.0001988015,0.797015,0.0053248513,0.000019931738],"about_ca_topic_score_codex":0.00089104485,"about_ca_topic_score_gemma":0.0006332944,"teacher_disagreement_score":0.0038951351,"about_ca_system_score_codex":0.0010246851,"about_ca_system_score_gemma":0.0011894058,"threshold_uncertainty_score":0.018469095},"labels":[],"label_agreement":null},{"id":"W2963263803","doi":"10.1016/j.jmaa.2018.12.047","title":"On (signed) Takagi–Landsberg functions: pth variation, maximum, and modulus of continuity","year":2018,"lang":"en","type":"article","venue":"Journal of Mathematical Analysis and Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":21,"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; Norges Forskningsråd","keywords":"Mathematics; Modulus of continuity; Bernoulli's principle; Mathematical analysis; Convolution (computer science); Oscillation (cell signaling); Absolute continuity; Modulus; Sequence (biology); Function (biology); Combinatorics; Pure mathematics; Type (biology); Geometry","score_opus":0.013367609766446456,"score_gpt":0.22618987967354875,"score_spread":0.2128222699071023,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2963263803","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15078105,0.0051969597,0.81430584,0.004180692,0.0004017768,0.000046852343,0.00018996513,0.00019038536,0.024706546],"genre_scores_gemma":[0.90260416,0.0065739024,0.07478361,0.00059698004,0.001399359,0.00015479501,0.00032213907,0.00023987652,0.013325097],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987023,0.00056668994,0.000076652934,0.00028515814,0.00023022683,0.0001389519],"domain_scores_gemma":[0.98397934,0.011550884,0.0015324304,0.0006194724,0.0012849348,0.0010330464],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006008478,0.0018797697,0.0017415001,0.0038237027,0.0012941911,0.0042982674,0.0020220408,0.0032191148,0.0042201784],"category_scores_gemma":[0.031483237,0.00086064724,0.0018024843,0.0030354545,0.006719141,0.012260229,0.003311807,0.0048773983,0.00057483686],"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":[0.000048735197,0.000024343848,0.00031403376,0.00008162645,0.000018102566,0.00010810469,0.00028475953,0.0052450723,0.0010952558,0.9854871,0.00057189935,0.006721062],"study_design_scores_gemma":[0.000013159581,0.000034721073,0.00032987865,0.000039499588,0.000014414925,0.00014648946,0.00007287181,0.046698406,0.0003697624,0.9513454,0.0009055499,0.000029819437],"about_ca_topic_score_codex":0.000756316,"about_ca_topic_score_gemma":0.00043547718,"teacher_disagreement_score":0.006008478,"about_ca_system_score_codex":0.0016121009,"about_ca_system_score_gemma":0.0013931931,"threshold_uncertainty_score":0.03177625},"labels":[],"label_agreement":null},{"id":"W2963345649","doi":"10.1007/s10473-019-0309-0","title":"Joint Hölder Continuity of Parabolic Anderson Model","year":2019,"lang":"en","type":"article","venue":"Acta Mathematica Scientia","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Hölder condition; Covariance; Space (punctuation); Mathematics; Zero (linguistics); Physics; Mathematical analysis; Combinatorics; Gaussian; Mathematical physics; Joint (building); Statistics; Quantum mechanics","score_opus":0.03656771709650962,"score_gpt":0.2304697524644139,"score_spread":0.1939020353679043,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2963345649","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.304102,0.0028009044,0.64776,0.0053336937,0.00048018285,0.00008208373,0.0006384417,0.0003442683,0.03845845],"genre_scores_gemma":[0.9464713,0.0014763634,0.017417753,0.0004350994,0.0004250698,0.000096994496,0.00043496996,0.00012069686,0.033121802],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99911076,0.00032039022,0.000044730226,0.00016657123,0.00019600384,0.00016143006],"domain_scores_gemma":[0.99669695,0.0011823504,0.00055705174,0.00023304964,0.000586923,0.00074377435],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002252891,0.0010600429,0.0018585674,0.001919422,0.0012698312,0.0029815515,0.002422521,0.0023275907,0.005494757],"category_scores_gemma":[0.00829461,0.00074964034,0.0016991543,0.001329919,0.0028962134,0.0041772206,0.0028567421,0.0026150232,0.0005889561],"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":[0.000057795784,0.00002976627,0.0006791109,0.000048173806,0.000034758235,0.00012909339,0.00011518775,0.018720157,0.0010052304,0.97668207,0.0009677399,0.0015307853],"study_design_scores_gemma":[0.00003952322,0.000041876938,0.000572035,0.000016671402,0.00003530107,0.00015124466,0.00006975441,0.39358008,0.00032582818,0.6040993,0.0010249848,0.00004334824],"about_ca_topic_score_codex":0.006443662,"about_ca_topic_score_gemma":0.0025448992,"teacher_disagreement_score":0.006443662,"about_ca_system_score_codex":0.0022302244,"about_ca_system_score_gemma":0.0018979568,"threshold_uncertainty_score":0.018381774},"labels":[],"label_agreement":null},{"id":"W2963416679","doi":"10.1137/s0040585x97t988009","title":"Explicit Description of HARA Forward Utilities and Their Optimal Portfolios","year":2017,"lang":"en","type":"article","venue":"Theory of Probability and Its Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":13,"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":"Semimartingale; Mathematics; Martingale (probability theory); Local martingale; Type (biology); Bounded function; Mathematical optimization; Mathematical economics; Applied mathematics; Econometrics; Mathematical analysis","score_opus":0.05997508110958523,"score_gpt":0.2363742731719436,"score_spread":0.17639919206235838,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2963416679","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.030729745,0.0005881069,0.95845926,0.00035766172,0.000045632623,0.00004378656,0.000084908774,0.00008456323,0.009606316],"genre_scores_gemma":[0.84467965,0.0019458018,0.13659102,0.00019983621,0.00020172072,0.00024175041,0.00021631012,0.00013297319,0.015791014],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990206,0.00042159157,0.000060635386,0.00015263895,0.00022713227,0.00011743865],"domain_scores_gemma":[0.9977702,0.001310618,0.000253393,0.00020625808,0.00027006105,0.00018957419],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027024122,0.0010539406,0.001008576,0.0011831422,0.000541432,0.0026652187,0.0011760185,0.0015985081,0.004906849],"category_scores_gemma":[0.0097473,0.0006450127,0.00096906803,0.00089325116,0.0016185058,0.005015036,0.0017528572,0.0025275345,0.00064781366],"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":[0.000010837896,0.000026744969,0.00023966937,0.0000391179,0.000011858946,0.0000765608,0.00007423953,0.042201582,0.0012865504,0.94782645,0.00038523172,0.007821126],"study_design_scores_gemma":[0.000007102606,0.000032265212,0.00019175747,0.00003158004,0.000011090977,0.000106663065,0.00004565354,0.33562788,0.000792619,0.66159433,0.0015378954,0.000021236076],"about_ca_topic_score_codex":0.00045353748,"about_ca_topic_score_gemma":0.00039306772,"teacher_disagreement_score":0.004906849,"about_ca_system_score_codex":0.0012148654,"about_ca_system_score_gemma":0.0011501691,"threshold_uncertainty_score":0.01641512},"labels":[],"label_agreement":null},{"id":"W2963691974","doi":"10.48550/arxiv.1907.10522","title":"Weak convergence and tightness of probability measures in an abstract Skorohod space","year":2019,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Mathematics; Space (punctuation); Weak convergence; Convergence (economics); Type (biology); Sample space; Probability measure; Pure mathematics; Discrete mathematics; Topology (electrical circuits); Mathematical analysis; Applied mathematics; Combinatorics; Computer science; Statistics","score_opus":0.10744343933593042,"score_gpt":0.1929803416725517,"score_spread":0.08553690233662128,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2963691974","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.38333523,0.0020768794,0.60001045,0.0009257878,0.00012174841,0.000048934813,0.00033531347,0.00009541726,0.013050234],"genre_scores_gemma":[0.94959056,0.0013082289,0.04232428,0.00018534894,0.00021937155,0.00011830021,0.0003470694,0.00006355301,0.005843287],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99776006,0.00070288294,0.00012423552,0.00046554676,0.00064952223,0.00029769118],"domain_scores_gemma":[0.9930171,0.0034784882,0.0010385843,0.00040204416,0.0010552172,0.0010086079],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033726448,0.0008996281,0.0011652674,0.0034016182,0.0011599163,0.0031871719,0.0012280295,0.0008334801,0.0029344803],"category_scores_gemma":[0.0133506,0.0004985542,0.00102481,0.0017404327,0.004172629,0.0041864603,0.0034046667,0.001974634,0.00029497233],"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":[0.0000472213,0.000027350608,0.0010616559,0.0000520297,0.000029879966,0.00008303308,0.00021133028,0.008004855,0.001707463,0.9858036,0.00021567685,0.0027558855],"study_design_scores_gemma":[0.000026741895,0.00013561992,0.0027784044,0.000046352026,0.000022893673,0.00014945859,0.0002348779,0.15598546,0.0013178623,0.8362381,0.0030109258,0.00005336459],"about_ca_topic_score_codex":0.003203989,"about_ca_topic_score_gemma":0.0012814752,"teacher_disagreement_score":0.0034016182,"about_ca_system_score_codex":0.0021051383,"about_ca_system_score_gemma":0.0012070973,"threshold_uncertainty_score":0.017836452},"labels":[],"label_agreement":null},{"id":"W2963792208","doi":"10.31390/cosa.2.2.04","title":"The stochastic heat equation driven by a Gaussian noise: germ Markov property","year":2008,"lang":"en","type":"article","venue":"Communications on Stochastic Analysis","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"Natural Sciences and Engineering Research Council of Canada; University of Ottawa","keywords":"Heat equation; Property (philosophy); Markov chain; Germ; Applied mathematics; Gaussian noise; Gaussian; Markov property; Mathematics; Noise (video); Statistical physics; Computer science; Mathematical analysis; Markov model; Physics; Statistics; Algorithm; Artificial intelligence; Philosophy","score_opus":0.04812188612682806,"score_gpt":0.25218980126537494,"score_spread":0.20406791513854688,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2963792208","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.45165783,0.0009646766,0.5307843,0.0026601637,0.00021803656,0.000051226965,0.00034211078,0.00021578676,0.013105711],"genre_scores_gemma":[0.98246884,0.0005252308,0.0102928355,0.00020951577,0.00016654789,0.00005744127,0.00015956441,0.000034082324,0.0060858647],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995844,0.000112742884,0.000015170771,0.00009087093,0.00010576921,0.00009101517],"domain_scores_gemma":[0.9988943,0.00045827904,0.000250193,0.0000713808,0.00017457645,0.00015138085],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010070868,0.00038383514,0.0008605894,0.0005874976,0.00041907444,0.0011289578,0.0008330747,0.0010441695,0.0014859671],"category_scores_gemma":[0.0026348424,0.00023536572,0.0007366307,0.00042384374,0.0021804213,0.0014063925,0.001124623,0.0009919783,0.00015082835],"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":[0.000087980865,0.000035503304,0.002604214,0.00007971683,0.000056242927,0.00043273953,0.0002365207,0.16384257,0.0065326616,0.82137287,0.0010693443,0.0036495223],"study_design_scores_gemma":[0.000032041207,0.00003851973,0.0014418956,0.000016719758,0.000017896416,0.00012325656,0.000049951217,0.7928968,0.0007631226,0.20370877,0.0008789968,0.000032011914],"about_ca_topic_score_codex":0.0066064303,"about_ca_topic_score_gemma":0.0023769916,"teacher_disagreement_score":0.0066064303,"about_ca_system_score_codex":0.0009201623,"about_ca_system_score_gemma":0.0012946139,"threshold_uncertainty_score":0.01313597},"labels":[],"label_agreement":null},{"id":"W2963898497","doi":"10.1016/j.spa.2016.10.010","title":"Stochastic differential equation for Brox diffusion","year":2016,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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 Calgary","funders":"University of Kansas; Israel Science Foundation; Simons Foundation","keywords":"Mathematics; Stochastic differential equation; Diffusion; Diffusion process; Mathematical analysis; Econometrics; Applied mathematics; Innovation diffusion; Thermodynamics; Physics; Business","score_opus":0.026255584676486882,"score_gpt":0.22482385952135467,"score_spread":0.19856827484486778,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2963898497","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12409613,0.01126959,0.8014872,0.012630186,0.001877188,0.00018872246,0.0010955986,0.0003361042,0.04701933],"genre_scores_gemma":[0.79798096,0.0065008854,0.048098747,0.0017375639,0.0013557539,0.00031294994,0.0011457591,0.00023529235,0.14263213],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994733,0.00015737466,0.00003729213,0.00013652151,0.00011855721,0.00007705702],"domain_scores_gemma":[0.9981694,0.0008890818,0.00025051122,0.00008113495,0.00041039137,0.00019948586],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018614791,0.0012095488,0.0022924927,0.0015575798,0.00085309526,0.0027474326,0.0019059351,0.0049362844,0.009696144],"category_scores_gemma":[0.006589466,0.0006483151,0.0012230141,0.0013592811,0.0023785525,0.0038674287,0.0019259691,0.003140351,0.000980928],"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":[0.000044509616,0.000044753888,0.0007344417,0.000117857286,0.000048871618,0.00027334545,0.00015115418,0.07696071,0.0021255838,0.91217536,0.0032152554,0.0041080466],"study_design_scores_gemma":[0.000055767156,0.000023914556,0.0009547945,0.00003839611,0.000031583055,0.00019963313,0.00006486679,0.66887105,0.0002429485,0.32643402,0.0030180349,0.000064991626],"about_ca_topic_score_codex":0.018063666,"about_ca_topic_score_gemma":0.007819328,"teacher_disagreement_score":0.018063666,"about_ca_system_score_codex":0.0024325554,"about_ca_system_score_gemma":0.002040401,"threshold_uncertainty_score":0.035917044},"labels":[],"label_agreement":null},{"id":"W2964211272","doi":"10.1016/j.spa.2019.01.003","title":"Nonlinear stochastic time-fractional slow and fast diffusion equations on <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" display=\"inline\" overflow=\"scroll\" id=\"d1e219\" altimg=\"si9.gif\"><mml:msup><mml:mrow><mml:mi mathvariant=\"double-struck\">R</mml:mi></mml:mrow><mml:mrow><mml:mi>d</mml:mi></mml:mrow></mml:msup></mml:math>","year":2019,"lang":"lv","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":43,"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 Alberta","funders":"Army Research Office; Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Uniqueness; Moment (physics); Nonlinear system; Mathematical analysis; Applied mathematics; Combinatorics","score_opus":0.014815940533705057,"score_gpt":0.22428696413136665,"score_spread":0.2094710235976616,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2964211272","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.037158348,0.0016837827,0.7784695,0.0056525907,0.0009656734,0.000143329,0.006169515,0.0012758559,0.16848144],"genre_scores_gemma":[0.35490933,0.00458871,0.12637968,0.0009222755,0.0006060053,0.00041226656,0.006568763,0.001298829,0.5043141],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997459,0.000053601045,0.000015552123,0.00005770093,0.00010199375,0.000025327696],"domain_scores_gemma":[0.99948406,0.0002085061,0.00007190778,0.000059169473,0.00012954492,0.000046709203],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004130577,0.00070564187,0.0006677843,0.0008843236,0.000517669,0.0020910038,0.0006998966,0.00084947265,0.04041384],"category_scores_gemma":[0.0030474626,0.00027505663,0.00095623656,0.0011358524,0.0006822005,0.0019468025,0.0010640925,0.0013972756,0.008435817],"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":[0.000050822426,0.000031130538,0.0004838033,0.00011247888,0.000021351838,0.00032260013,0.00019010605,0.052229285,0.0036620407,0.8890927,0.029681157,0.024122493],"study_design_scores_gemma":[0.00003989675,0.000016675034,0.0014282282,0.000062036146,0.000021672193,0.0002539093,0.000083101935,0.5720001,0.0028177106,0.3336843,0.089541085,0.0000511983],"about_ca_topic_score_codex":0.011900502,"about_ca_topic_score_gemma":0.008209566,"teacher_disagreement_score":0.04041384,"about_ca_system_score_codex":0.0015693778,"about_ca_system_score_gemma":0.0011324896,"threshold_uncertainty_score":0.1351977},"labels":[],"label_agreement":null},{"id":"W2964326746","doi":"10.1007/s10473-019-0306-3","title":"Hölder Continuity for the Parabolic Anderson Model with Space-Time Homogeneous Gaussian Noise","year":2019,"lang":"en","type":"article","venue":"Acta Mathematica Scientia","topic":"Stochastic processes and financial applications","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":"University of Ottawa","funders":"","keywords":"White noise; Mathematics; Measure (data warehouse); Gaussian noise; Hölder condition; Mathematical analysis; Noise (video); Space time; Gaussian; Covariance; Homogeneous; Covariance function; Space (punctuation); Constant (computer programming); Gaussian measure; Physics; Computer science; Combinatorics; Algorithm; Statistics","score_opus":0.01809843136333306,"score_gpt":0.2159055383767577,"score_spread":0.19780710701342463,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2964326746","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18922468,0.004741083,0.75218034,0.01360091,0.0007223427,0.000113601374,0.0009965182,0.00035365927,0.038066816],"genre_scores_gemma":[0.9169569,0.0041087647,0.029394438,0.0012913016,0.0012005377,0.00019104715,0.00093926716,0.00025495686,0.045662694],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99867475,0.0004972255,0.000072037554,0.00023816903,0.00026623652,0.0002516092],"domain_scores_gemma":[0.99095494,0.004692386,0.0013821529,0.0004759126,0.0011658625,0.0013288487],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0046658115,0.0020568713,0.0028028789,0.0026953763,0.0015835025,0.0046738856,0.0034883935,0.004015574,0.005792385],"category_scores_gemma":[0.014896886,0.0010957004,0.002724091,0.0016908451,0.005271936,0.0071732677,0.003955079,0.0048713638,0.00076819333],"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":[0.000060887793,0.000039423503,0.0006422528,0.00007266585,0.000058635625,0.0002310783,0.00012364556,0.021249624,0.0012575892,0.9736814,0.0012078702,0.0013748717],"study_design_scores_gemma":[0.000045114088,0.00004093208,0.0006193325,0.000026970674,0.000038654052,0.00013750394,0.0000681485,0.41014808,0.00023365418,0.5876843,0.00090692175,0.0000505156],"about_ca_topic_score_codex":0.0113667715,"about_ca_topic_score_gemma":0.0045834244,"teacher_disagreement_score":0.0113667715,"about_ca_system_score_codex":0.0031580147,"about_ca_system_score_gemma":0.003116593,"threshold_uncertainty_score":0.024675429},"labels":[],"label_agreement":null},{"id":"W2965600004","doi":"10.1142/s0219493721500258","title":"Higher order asymptotics for large deviations — Part II","year":2020,"lang":"en","type":"article","venue":"Stochastics and Dynamics","topic":"Stochastic processes and financial applications","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":"Army Research Office","keywords":"Large deviations theory; Asymptotic expansion; Rate function; Stochastic differential equation; Order (exchange); Manifold (fluid mechanics); Method of matched asymptotic expansions; Stochastic process","score_opus":0.026906565092870947,"score_gpt":0.2258330266386297,"score_spread":0.19892646154575874,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2965600004","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06528888,0.0020031673,0.84409964,0.0023160905,0.00068858545,0.000066860426,0.00015432411,0.0005880921,0.08479437],"genre_scores_gemma":[0.85509825,0.002824701,0.10386963,0.0014756824,0.0014487923,0.00023111328,0.00030067205,0.00054596504,0.03420527],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99929416,0.00019454799,0.000038278897,0.00010952857,0.0002721536,0.00009127424],"domain_scores_gemma":[0.99715483,0.0015608821,0.000253301,0.00034555377,0.0004892087,0.00019627697],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022455223,0.00080870365,0.0005411039,0.0016547565,0.0005371791,0.0017874372,0.0009006638,0.0008549458,0.006129026],"category_scores_gemma":[0.008329604,0.00022871637,0.0014336114,0.00084136863,0.0017445849,0.002632554,0.0016463975,0.0029137502,0.0010356683],"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":[0.000010175004,0.000029034054,0.00032004985,0.00008248756,0.000014295623,0.00014378267,0.00013355448,0.00905721,0.0038021107,0.9755973,0.001988869,0.008821173],"study_design_scores_gemma":[0.000006861136,0.00002893493,0.00085509603,0.00006299595,0.000012893051,0.00032735913,0.00005220272,0.22403614,0.0022996333,0.76541555,0.0068752253,0.000027116166],"about_ca_topic_score_codex":0.0007984073,"about_ca_topic_score_gemma":0.000571083,"teacher_disagreement_score":0.006129026,"about_ca_system_score_codex":0.0010806955,"about_ca_system_score_gemma":0.0006006314,"threshold_uncertainty_score":0.02050364},"labels":[],"label_agreement":null},{"id":"W2965828964","doi":"10.1007/s11203-019-09204-1","title":"Inference in a multivariate generalized mean-reverting process with a change-point","year":2019,"lang":"en","type":"article","venue":"Statistical Inference for Stochastic Processes","topic":"Stochastic processes and financial applications","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":"University of Windsor","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Estimator; Univariate; Applied mathematics; Multivariate statistics; Inference; Asymptotic distribution; Matrix (chemical analysis); Statistics; Computer science","score_opus":0.059298901426624986,"score_gpt":0.31347853561526834,"score_spread":0.25417963418864337,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2965828964","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.024782155,0.0002624068,0.97361845,0.0005419399,0.00007356114,0.00003327479,0.00006319518,0.00019327473,0.00043175815],"genre_scores_gemma":[0.7514857,0.0011479562,0.23838252,0.00077622704,0.0007924042,0.00028889618,0.0005617827,0.0002964195,0.006268098],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.988856,0.0050834315,0.0006009692,0.0032981467,0.0014320943,0.0007292941],"domain_scores_gemma":[0.8879416,0.09754946,0.005589476,0.0049333917,0.0025896498,0.0013964091],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.021056373,0.0018163432,0.0051352708,0.0037492425,0.0011170253,0.0042117406,0.0051238844,0.0055454844,0.0038193078],"category_scores_gemma":[0.08542722,0.002838261,0.005754828,0.0026427372,0.0067011397,0.008563706,0.00408382,0.005785765,0.00060396746],"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":[0.0003247795,0.00021502747,0.004684049,0.0002821954,0.00076606165,0.00077125087,0.00034069823,0.5471986,0.0017416263,0.4145643,0.0014454268,0.027666034],"study_design_scores_gemma":[0.000040073595,0.000041582964,0.0005700568,0.000018021477,0.0000614533,0.00007311372,0.000017842583,0.86568725,0.00033297116,0.13288929,0.00022809165,0.000040326508],"about_ca_topic_score_codex":0.008060002,"about_ca_topic_score_gemma":0.0055828155,"teacher_disagreement_score":0.021056373,"about_ca_system_score_codex":0.002398194,"about_ca_system_score_gemma":0.0024211097,"threshold_uncertainty_score":0.11135805},"labels":[],"label_agreement":null},{"id":"W2966323583","doi":"10.1016/j.frl.2019.07.022","title":"Exotic options pricing under special Lévy process models: A biased control variate method approach","year":2019,"lang":"en","type":"article","venue":"Finance research letters","topic":"Stochastic processes and financial applications","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":"Wilfrid Laurier University","funders":"Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Control variates; Exotic option; Monte Carlo methods for option pricing; Monte Carlo method; Variance reduction; Convergence (economics); Valuation of options; Computer science; Variance (accounting); Asset (computer security); Quasi-Monte Carlo method; Random variate; Process (computing); Binomial options pricing model; Mathematical optimization; Econometrics; Hybrid Monte Carlo; Economics; Mathematics; Markov chain Monte Carlo; Accounting; Random variable; Statistics","score_opus":0.12854983886292284,"score_gpt":0.3202151063124004,"score_spread":0.19166526744947757,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2966323583","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.018668728,0.00029184512,0.9784945,0.00027458806,0.00007970617,0.000021619499,0.000025254261,0.00007452644,0.0020692325],"genre_scores_gemma":[0.67415065,0.0013904276,0.30240595,0.0006580316,0.00087495474,0.00029309356,0.00026452547,0.0004899003,0.019472506],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99884653,0.0007534868,0.00003409958,0.000108407716,0.00017361443,0.00008390907],"domain_scores_gemma":[0.9947088,0.0031872275,0.000457425,0.00046054862,0.0007381913,0.00044782404],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004139433,0.0009582608,0.001574655,0.0019616392,0.00066362333,0.0020216848,0.00202476,0.0019234555,0.003338644],"category_scores_gemma":[0.0090133855,0.00080791075,0.001509063,0.0010461968,0.0020443168,0.0029067944,0.002701595,0.0023490654,0.0003993111],"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":[0.00009856866,0.00008683768,0.0010115749,0.00008402265,0.00011915531,0.00018376698,0.000079179255,0.11865132,0.0019673898,0.8631843,0.0010942112,0.013439714],"study_design_scores_gemma":[0.000015329295,0.000012026056,0.000091567046,0.0000067368765,0.000014964069,0.000027879007,0.000005594177,0.935301,0.00016494868,0.0639292,0.00041803758,0.000012633752],"about_ca_topic_score_codex":0.0015880701,"about_ca_topic_score_gemma":0.0015665978,"teacher_disagreement_score":0.004139433,"about_ca_system_score_codex":0.00075512996,"about_ca_system_score_gemma":0.0010895146,"threshold_uncertainty_score":0.021891713},"labels":[],"label_agreement":null},{"id":"W2967342937","doi":"10.1007/s00362-023-01515-z","title":"Inference for continuous-time long memory randomly sampled processes","year":2023,"lang":"en","type":"article","venue":"Statistical Papers","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"","keywords":"Gaussian process; Inference; Focus (optics); Gaussian; Process (computing); Computer science; Discrete time and continuous time; Discrete-time stochastic process; Algorithm; Mathematics; Applied mathematics; Stochastic process; Statistics; Continuous-time stochastic process; Artificial intelligence","score_opus":0.027278940600274772,"score_gpt":0.26498847035873757,"score_spread":0.2377095297584628,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2967342937","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05481673,0.0009427877,0.9419435,0.0009132872,0.00016556217,0.00004335082,0.000116589676,0.0003094221,0.0007488111],"genre_scores_gemma":[0.86815155,0.0015925143,0.12206834,0.0005623789,0.0008301076,0.0001897637,0.0008495897,0.00016815709,0.005587658],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9938258,0.0029361197,0.00037135716,0.0016537654,0.00075917784,0.0004537479],"domain_scores_gemma":[0.8433808,0.14404905,0.0048448783,0.0042344998,0.0022361157,0.0012546888],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.018833948,0.0011182219,0.0028086852,0.0026822342,0.0009184535,0.0041490956,0.0044943457,0.0044617644,0.0039746817],"category_scores_gemma":[0.11371875,0.0024192343,0.0021928737,0.002239589,0.004195523,0.0071999235,0.0021880276,0.0041141314,0.00048887846],"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":[0.00050190714,0.0003085959,0.008511847,0.00035771893,0.0007573074,0.000437185,0.0002980345,0.64770967,0.0011061492,0.300539,0.0015827804,0.037889753],"study_design_scores_gemma":[0.00005637621,0.000024096325,0.00053621596,0.000027886113,0.000038148602,0.00003938593,0.000019853505,0.90272313,0.00034532676,0.09596817,0.00020355926,0.000017850823],"about_ca_topic_score_codex":0.006361409,"about_ca_topic_score_gemma":0.005866417,"teacher_disagreement_score":0.018833948,"about_ca_system_score_codex":0.0024956188,"about_ca_system_score_gemma":0.002379244,"threshold_uncertainty_score":0.099604666},"labels":[],"label_agreement":null},{"id":"W2967554862","doi":"10.1142/s0219024921500357","title":"LATENCY AND LIQUIDITY RISK","year":2019,"lang":"en","type":"preprint","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Market liquidity; Latency (audio); Uniqueness; Limit (mathematics); Computer science; Liquidity risk; Stochastic differential equation; Order (exchange); Mathematical optimization; Econometrics; Economics; Mathematics; Applied mathematics; Monetary economics; Finance; Telecommunications","score_opus":0.011506448818231622,"score_gpt":0.22717033258060265,"score_spread":0.21566388376237103,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2967554862","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7910437,0.008735419,0.15977547,0.006753893,0.00038411128,0.00006217131,0.00047634952,0.0005869324,0.03218196],"genre_scores_gemma":[0.9931793,0.00077277864,0.0012482641,0.00006376808,0.00021581764,0.000014702535,0.00004830463,0.000026991678,0.0044300077],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99953985,0.000104843,0.000030955554,0.000086988555,0.000117708296,0.00011959878],"domain_scores_gemma":[0.99159384,0.005001326,0.0016675293,0.0005157234,0.0004982412,0.0007233611],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010878241,0.00046289494,0.00057296804,0.001339357,0.0005430026,0.0035079047,0.0004922016,0.0011232477,0.009120827],"category_scores_gemma":[0.012468926,0.00031730998,0.00032298136,0.0009446177,0.0012137081,0.005268976,0.0014196594,0.0017115975,0.0008046481],"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":[0.0004416514,0.00013871583,0.010454747,0.00011585532,0.00006186462,0.0006120114,0.00041068054,0.02007383,0.008599544,0.92895156,0.002603117,0.027536387],"study_design_scores_gemma":[0.00004583085,0.00006770855,0.0028420044,0.000026147023,0.000045729426,0.0005083699,0.00013921486,0.07182885,0.0014346775,0.92154354,0.0014762598,0.000041769912],"about_ca_topic_score_codex":0.00062006793,"about_ca_topic_score_gemma":0.00037396315,"teacher_disagreement_score":0.009120827,"about_ca_system_score_codex":0.00069877453,"about_ca_system_score_gemma":0.0006994304,"threshold_uncertainty_score":0.030512214},"labels":[],"label_agreement":null},{"id":"W2968510887","doi":"10.1007/s00245-019-09601-1","title":"Mean-Expectile Portfolio Selection","year":2019,"lang":"en","type":"article","venue":"Applied Mathematics & Optimization","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Portfolio; Equivalence (formal languages); Portfolio optimization; Mathematical optimization; Maximization; Efficient frontier; Upper and lower bounds; Duality (order theory); Omega; CVAR; Applied mathematics; Expected shortfall; Combinatorics; Mathematical analysis; Economics; Discrete mathematics","score_opus":0.012399713171043868,"score_gpt":0.20218077327305126,"score_spread":0.18978106010200738,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2968510887","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12736747,0.00077351625,0.8598726,0.00150226,0.00018533767,0.000075267024,0.00014248792,0.0005053305,0.0095757805],"genre_scores_gemma":[0.9114963,0.0005541526,0.06917914,0.0005369308,0.0003518376,0.00015065238,0.00029237472,0.00010034493,0.017338281],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984847,0.0008197162,0.000051133324,0.0002400172,0.00027577742,0.00012870666],"domain_scores_gemma":[0.99199075,0.005851207,0.00048123876,0.0007038269,0.0006228503,0.0003501277],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0048430534,0.0006622463,0.001343902,0.00092575623,0.0004176276,0.0014091347,0.001060891,0.0016813363,0.0060241157],"category_scores_gemma":[0.021274231,0.00049703155,0.00089641643,0.00070005364,0.00077780016,0.0019893735,0.0014382607,0.0014851721,0.0010329289],"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":[0.00064180995,0.00023926873,0.016599288,0.00019029788,0.00048350333,0.00067056663,0.00015649507,0.40402034,0.0035740861,0.37081927,0.010294912,0.19231017],"study_design_scores_gemma":[0.000067513785,0.0002385097,0.0032762485,0.000029244107,0.00004824988,0.0003909426,0.000020159534,0.82599103,0.0008971807,0.16740409,0.0016099905,0.000026782287],"about_ca_topic_score_codex":0.00023684358,"about_ca_topic_score_gemma":0.00036922374,"teacher_disagreement_score":0.0060241157,"about_ca_system_score_codex":0.00048519607,"about_ca_system_score_gemma":0.000670058,"threshold_uncertainty_score":0.025612831},"labels":[],"label_agreement":null},{"id":"W2968873685","doi":"10.1142/s242478631950018x","title":"Option pricing in a subdiffusive constant elasticity of variance (CEV) model","year":2019,"lang":"en","type":"article","venue":"International Journal of Financial Engineering","topic":"Stochastic processes and financial applications","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":"Bank of Canada; University of Ottawa","funders":"","keywords":"Subordinator; Constant elasticity of variance model; Elasticity (physics); Eigenfunction; Mathematics; Constant (computer programming); Applied mathematics; Variance (accounting); Inverse; Valuation of options; Statistical physics; Mathematical analysis; Econometrics; Economics; Physics; Computer science; Lévy process; Geometry; Thermodynamics; Eigenvalues and eigenvectors","score_opus":0.009894248092641932,"score_gpt":0.20313750749837933,"score_spread":0.1932432594057374,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2968873685","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.35744292,0.0010079334,0.6200142,0.0017013483,0.00027377313,0.00006675095,0.00013704532,0.00019379606,0.01916227],"genre_scores_gemma":[0.9824326,0.00029323218,0.009476738,0.00014073568,0.00007650731,0.00003640728,0.00004059179,0.000027200056,0.007475891],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993325,0.00022833532,0.000029437782,0.00012551494,0.00016642528,0.000117810436],"domain_scores_gemma":[0.9983726,0.00073473586,0.00028069023,0.00017539402,0.00023492394,0.0002017668],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013643736,0.000611567,0.001146349,0.000696444,0.0005332342,0.0022093682,0.0018975106,0.002630932,0.002276699],"category_scores_gemma":[0.0047429707,0.00040042726,0.0010022613,0.0005960654,0.0018070337,0.0034762148,0.0014386525,0.002081314,0.00024355241],"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":[0.00011139995,0.000084471925,0.0017586702,0.000057004414,0.00005301557,0.0007796051,0.0001692776,0.3461225,0.0047869044,0.63988954,0.0010424085,0.0051452075],"study_design_scores_gemma":[0.000016391277,0.000016525997,0.0002625009,0.0000041319286,0.0000081671005,0.00009365142,0.000020601505,0.9522653,0.00019570206,0.046755087,0.00034663422,0.000015246037],"about_ca_topic_score_codex":0.0029405456,"about_ca_topic_score_gemma":0.001263149,"teacher_disagreement_score":0.0029405456,"about_ca_system_score_codex":0.00077980733,"about_ca_system_score_gemma":0.0006201515,"threshold_uncertainty_score":0.0076162815},"labels":[],"label_agreement":null},{"id":"W2969666711","doi":"10.1080/14697688.2019.1648638","title":"Mathematical Finance: A Very Short Introduction","year":2019,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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":"Series (stratigraphy); Abolitionism; Economics; Mathematical economics; Political science; Law; Politics; Geology","score_opus":0.032105305449246946,"score_gpt":0.26145467081308826,"score_spread":0.22934936536384132,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2969666711","genre_codex":"review","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0013869283,0.7062553,0.03969357,0.035627946,0.037270084,0.00009486914,0.003222571,0.00063991826,0.17580879],"genre_scores_gemma":[0.04001256,0.5878304,0.03128648,0.023064157,0.09505875,0.00046514758,0.004607691,0.0009398434,0.21673496],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99912125,0.00020415607,0.00007451807,0.00015861192,0.00037308107,0.00006843226],"domain_scores_gemma":[0.99854666,0.00080986234,0.00009521647,0.00010501086,0.00032001548,0.00012321469],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013213847,0.0019626233,0.0013578002,0.003293034,0.00070366927,0.00270844,0.00086107873,0.0023388045,0.0267409],"category_scores_gemma":[0.0031607072,0.00087983545,0.0010022279,0.003140469,0.001781033,0.003514179,0.0014443961,0.004072829,0.017394677],"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":[0.000029960853,0.000053628373,0.0002920433,0.0009309915,0.000035024375,0.00011474429,0.00017316818,0.0013439341,0.0005340771,0.24031213,0.6168182,0.13936214],"study_design_scores_gemma":[0.000007400612,0.000026906466,0.0007132612,0.00041826602,0.0000059453114,0.0001789067,0.000026165259,0.0003546394,0.00006170127,0.1057278,0.89246523,0.000013817305],"about_ca_topic_score_codex":0.0013840734,"about_ca_topic_score_gemma":0.0011752767,"teacher_disagreement_score":0.0267409,"about_ca_system_score_codex":0.002045621,"about_ca_system_score_gemma":0.001227761,"threshold_uncertainty_score":0.08945727},"labels":[],"label_agreement":null},{"id":"W2971874761","doi":"10.2139/ssrn.3446690","title":"A Descriptive Study of High-Frequency Trade and Quote Option Data","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Kellogg's (Canada)","funders":"","keywords":"Descriptive statistics; Statistics; Computer science; Mathematics","score_opus":0.027651191762657106,"score_gpt":0.23025688897807692,"score_spread":0.20260569721541982,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2971874761","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9813642,0.00016768413,0.0046485425,0.00012102002,0.000012636842,0.0000462866,0.011852296,0.00009712414,0.0016900711],"genre_scores_gemma":[0.9756084,0.00014656149,0.0025691,0.000023001321,0.00003167206,0.000034264514,0.02050757,0.000030148549,0.0010492343],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9988519,0.00032843542,0.00019518743,0.00016070201,0.00039132778,0.00007251826],"domain_scores_gemma":[0.9735292,0.018086117,0.0035166068,0.0026457824,0.0018143125,0.00040793273],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018582286,0.00017026646,0.00021954774,0.003207954,0.0002587341,0.0009782815,0.00046045598,0.0006069396,0.002333206],"category_scores_gemma":[0.013188211,0.00015078766,0.00026006368,0.004513652,0.00024878193,0.0009204399,0.0003626217,0.00044758737,0.0011563832],"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":[0.0005955976,0.00085422763,0.9159882,0.00017455542,0.00014228806,0.0017548186,0.0012507315,0.008539601,0.008423033,0.007278478,0.0046433676,0.050355043],"study_design_scores_gemma":[0.000027059385,0.0003288341,0.95024866,0.000049075148,0.000053574724,0.0030448416,0.0012905846,0.02776872,0.0034125156,0.00244987,0.011276267,0.00004996038],"about_ca_topic_score_codex":0.00276803,"about_ca_topic_score_gemma":0.002330516,"teacher_disagreement_score":0.003207954,"about_ca_system_score_codex":0.0003751747,"about_ca_system_score_gemma":0.00031250794,"threshold_uncertainty_score":0.009827375},"labels":[],"label_agreement":null},{"id":"W2971988873","doi":"10.1137/19m1286256","title":"Robust Pricing and Hedging of Options on Multiple Assets and Its Numerics","year":2021,"lang":"en","type":"preprint","venue":"SIAM Journal on Financial Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":10,"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":"Division of Mathematical Sciences; St. John's College, University of Oxford; ShanghaiTech University; European Commission; University of Toronto; H2020 European Research Council; University of Michigan; Simons Foundation","keywords":"Martingale (probability theory); Stochastic game; Mathematical optimization; Valuation of options; Computer science; Dual (grammatical number); Arbitrage; Discretization; Asian option; Convergence (economics); Mathematical economics; Econometrics; Economics; Mathematics; Finance; Applied mathematics","score_opus":0.06205751314270653,"score_gpt":0.24528801462256708,"score_spread":0.18323050147986056,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2971988873","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10276528,0.0017818365,0.88404596,0.0021324938,0.00019357254,0.000045716963,0.0001306115,0.0001626344,0.008741852],"genre_scores_gemma":[0.9183304,0.0008036579,0.07300575,0.0001944715,0.00018255357,0.00008805911,0.00011883033,0.00012780003,0.007148519],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992409,0.00034796892,0.000034962995,0.00012206636,0.00018025689,0.00007388274],"domain_scores_gemma":[0.9974535,0.0016338464,0.00037646832,0.00015979011,0.00018912983,0.00018718041],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026183396,0.0011708345,0.0012058722,0.0009786824,0.00038908352,0.0021829314,0.0012109545,0.002547,0.0023888827],"category_scores_gemma":[0.010578223,0.0006165575,0.001419214,0.0007888738,0.0025329683,0.002660056,0.0018859153,0.0022556558,0.00020273066],"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":[0.00005856901,0.000036192985,0.00060328003,0.00009068733,0.00006953133,0.00028447688,0.00006167129,0.80603945,0.0025068189,0.1847333,0.00037942367,0.0051366556],"study_design_scores_gemma":[0.0000043058917,0.000008782962,0.000063802996,0.000005231519,0.0000038771454,0.00001724671,0.000004138997,0.9688005,0.00017158702,0.03077727,0.00013743335,0.000005824493],"about_ca_topic_score_codex":0.002325957,"about_ca_topic_score_gemma":0.0011169533,"teacher_disagreement_score":0.0026183396,"about_ca_system_score_codex":0.0010825369,"about_ca_system_score_gemma":0.00071479735,"threshold_uncertainty_score":0.0138472915},"labels":[],"label_agreement":null},{"id":"W2972078331","doi":"10.1007/s13171-019-00181-4","title":"Moments of First-Passage Places for Jump-Diffusion Processes","year":2019,"lang":"en","type":"article","venue":"Sankhya A","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Jump; Jump diffusion; Mathematics; Homogeneous; Expression (computer science); Interval (graph theory); Constant (computer programming); Diffusion; Mathematical analysis; Jump process; Statistical physics; Diffusion process; Applied mathematics; Combinatorics; Physics; Thermodynamics; Computer science; Innovation diffusion; Quantum mechanics","score_opus":0.019457819821627656,"score_gpt":0.22094755204058616,"score_spread":0.2014897322189585,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2972078331","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2519302,0.0037737184,0.73381734,0.0014220121,0.00040496432,0.00007049046,0.0004188156,0.00047258087,0.0076898504],"genre_scores_gemma":[0.96547604,0.0019782176,0.023543531,0.00012626835,0.0004188276,0.00010099205,0.00029326425,0.00019490319,0.007867951],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99883574,0.00038743575,0.000077059434,0.00023559619,0.00022688934,0.00023722716],"domain_scores_gemma":[0.98302066,0.011742158,0.001963047,0.00065169355,0.0013076944,0.0013146624],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003985,0.0010980797,0.0019796847,0.0032972894,0.001152369,0.0038776707,0.0025735642,0.0020184077,0.005446136],"category_scores_gemma":[0.021064157,0.0009336135,0.0020989738,0.0017970377,0.003868305,0.0047018183,0.0019460093,0.003743985,0.0007014036],"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":[0.0002115059,0.00006295072,0.0011996501,0.00016544752,0.000085925014,0.00034128712,0.0004925054,0.054386828,0.005075984,0.931678,0.00090978487,0.0053901197],"study_design_scores_gemma":[0.000042669202,0.00006964397,0.0017755124,0.0000620774,0.00006756288,0.00025515407,0.00012510858,0.47887686,0.0019190534,0.5156588,0.0010415276,0.0001060624],"about_ca_topic_score_codex":0.0022482418,"about_ca_topic_score_gemma":0.0015941419,"teacher_disagreement_score":0.005446136,"about_ca_system_score_codex":0.002001676,"about_ca_system_score_gemma":0.001219342,"threshold_uncertainty_score":0.02107495},"labels":[],"label_agreement":null},{"id":"W2976777697","doi":"10.3390/jrfm12040157","title":"Correcting the Bias in the Practitioner Black-Scholes Method","year":2019,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Mathematics; Monte Carlo method; Volatility (finance); Linear regression; Valuation of options; Range (aeronautics); Black–Scholes model; Econometrics; Statistics","score_opus":0.025911921394973232,"score_gpt":0.252951740963611,"score_spread":0.22703981956863778,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2976777697","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.015712012,0.00025338787,0.97978437,0.00058554736,0.00016055722,0.000046467256,0.000071347946,0.00086429133,0.0025220187],"genre_scores_gemma":[0.30305824,0.00060658035,0.68671966,0.00078293815,0.00027437965,0.00029659068,0.00022219983,0.00098948,0.007049953],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9874478,0.0058701644,0.00059990934,0.0012479883,0.0045372606,0.0002969084],"domain_scores_gemma":[0.9588926,0.025567058,0.0024942262,0.0062957946,0.0064621684,0.00028811785],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.018943591,0.0007549141,0.0008608707,0.0015717406,0.00067522895,0.0019950962,0.0017866445,0.0012227347,0.005336937],"category_scores_gemma":[0.09854299,0.0006677054,0.00071177585,0.0010771003,0.0012501129,0.00308321,0.0021591894,0.00298154,0.0015705625],"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":[0.00026809348,0.00018611026,0.028023567,0.00044260285,0.00025206126,0.0005100351,0.001249564,0.13175255,0.011718514,0.45243183,0.009686898,0.36347824],"study_design_scores_gemma":[0.00007138855,0.00017738987,0.0075596357,0.00019198847,0.000064585336,0.00046239336,0.00013413683,0.7339286,0.02362169,0.20920548,0.024428671,0.00015398985],"about_ca_topic_score_codex":0.0023833308,"about_ca_topic_score_gemma":0.0020726447,"teacher_disagreement_score":0.018943591,"about_ca_system_score_codex":0.0010280894,"about_ca_system_score_gemma":0.001704669,"threshold_uncertainty_score":0.1001845},"labels":[],"label_agreement":null},{"id":"W2976895931","doi":"10.48550/arxiv.1909.11532","title":"Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimensions","year":2019,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Curse of dimensionality; Artificial neural network; Computer science; Dimension (graph theory); Stochastic differential equation; Residual; Quadratic equation; Mathematical optimization; Function (biology); Applied mathematics; State space; State (computer science); Valuation of options; Algorithm; Mathematics; Artificial intelligence; Econometrics; Pure mathematics","score_opus":0.03542190823135259,"score_gpt":0.2934158842296873,"score_spread":0.2579939759983347,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2976895931","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.025200551,0.000619282,0.9705622,0.00061263127,0.000085961445,0.000018178029,0.00013754927,0.00017641003,0.0025872919],"genre_scores_gemma":[0.76925325,0.0012910189,0.22053951,0.00033149926,0.00020498886,0.00014365853,0.00043788966,0.00010357031,0.007694718],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9998073,0.000058981306,0.000011431659,0.000033081946,0.00006525386,0.000024032446],"domain_scores_gemma":[0.99968493,0.00014051747,0.000040741103,0.00002259325,0.00007683233,0.00003432427],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00070441567,0.00064719253,0.00071530027,0.00046361957,0.0002826804,0.0009613718,0.0012531768,0.001104273,0.0018238601],"category_scores_gemma":[0.001740745,0.0003892226,0.0006222015,0.0005633085,0.0008009372,0.0016220299,0.0012702933,0.00207094,0.00025107234],"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":[0.000023570692,0.000019917361,0.00044363478,0.000028774206,0.000026626769,0.00004099409,0.00001984838,0.92404014,0.0010984564,0.06262348,0.00067309244,0.010961495],"study_design_scores_gemma":[0.0000013847007,0.0000027958815,0.000025848543,0.000001176701,0.0000012336401,0.0000023077255,7.530469e-7,0.9928351,0.00006801889,0.0069548623,0.00010487466,0.0000015610758],"about_ca_topic_score_codex":0.007972675,"about_ca_topic_score_gemma":0.007291179,"teacher_disagreement_score":0.007972675,"about_ca_system_score_codex":0.0010895209,"about_ca_system_score_gemma":0.0012234843,"threshold_uncertainty_score":0.01585257},"labels":[],"label_agreement":null},{"id":"W2977330347","doi":"10.3905/jod.2007.681813","title":"Extracting Model-Free Volatility from Option Prices","year":2007,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":225,"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":"Volatility (finance); Nonparametric statistics; Econometrics; Implied volatility; Black–Scholes model; Smoothing; Economics; Stochastic volatility; Range (aeronautics); Volatility smile; Index (typography); Moneyness; Mathematics; Mathematical economics; Computer science; Statistics","score_opus":0.04527333774867115,"score_gpt":0.25680464297710875,"score_spread":0.2115313052284376,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2977330347","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0597358,0.00010711763,0.9376191,0.00010663207,0.000022723834,0.000025969433,0.00024671562,0.001064595,0.0010714717],"genre_scores_gemma":[0.66365635,0.00022873975,0.33228117,0.00004966329,0.00005183596,0.000107262065,0.0017076698,0.00024243885,0.001674877],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996854,0.0000854825,0.00002389428,0.00005506783,0.00012036285,0.000029799905],"domain_scores_gemma":[0.99853504,0.000992768,0.00009096603,0.00023486852,0.000116242285,0.00003008066],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010843441,0.00058506354,0.00065936765,0.0010351391,0.00031198908,0.001242254,0.0008323194,0.0009197004,0.0017347711],"category_scores_gemma":[0.009499594,0.0006821459,0.00093343033,0.0008074297,0.0003047388,0.0016752277,0.0007469673,0.0012023929,0.0006569508],"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":[0.00012062103,0.00007885845,0.0039987955,0.00011116221,0.000103533974,0.0003246906,0.0000948799,0.7494719,0.007472212,0.04616196,0.0016128651,0.19044854],"study_design_scores_gemma":[0.0000065663585,0.000008801384,0.00053679064,0.000004729859,0.0000032670546,0.000038936552,0.0000049288114,0.9812221,0.0015350562,0.016195174,0.0004351371,0.00000848328],"about_ca_topic_score_codex":0.0015062455,"about_ca_topic_score_gemma":0.0016360328,"teacher_disagreement_score":0.0017347711,"about_ca_system_score_codex":0.0003534374,"about_ca_system_score_gemma":0.00070369977,"threshold_uncertainty_score":0.0058033466},"labels":[],"label_agreement":null},{"id":"W2977417801","doi":"10.1016/j.jmaa.2019.123559","title":"Analysis of an optimal stopping problem arising from hedge fund investing","year":2019,"lang":"en","type":"article","venue":"Journal of Mathematical Analysis and Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Actua; University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; National Science Foundation","keywords":"Optimal stopping; Mathematics; Stochastic game; Convexity; Smoothness; Stopping time; Interval (graph theory); Geometric Brownian motion; Piecewise; Hedge fund; Mathematical optimization; Piecewise linear function; Continuation; Applied mathematics; Mathematical economics; Mathematical analysis; Finance; Economics; Computer science; Combinatorics; Diffusion process","score_opus":0.036397279023674976,"score_gpt":0.25960348920347126,"score_spread":0.22320621017979628,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2977417801","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17657867,0.0037767403,0.78349006,0.004961492,0.0003632885,0.00022242502,0.000328911,0.00020802203,0.030070364],"genre_scores_gemma":[0.9019939,0.0017091541,0.06500418,0.000416088,0.0004247363,0.00022230357,0.0005079704,0.00021791195,0.029503716],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9984854,0.0007609659,0.000096826814,0.0002220433,0.00024387895,0.00019093689],"domain_scores_gemma":[0.98874193,0.008749376,0.0008161508,0.00018589152,0.00075324427,0.0007534468],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005176746,0.0019789934,0.0030323018,0.0019177783,0.0010053306,0.0038523744,0.0021816501,0.005082474,0.006349707],"category_scores_gemma":[0.018346364,0.0016217597,0.002360907,0.0012809046,0.0029816579,0.003024312,0.0024857894,0.003283386,0.00025436853],"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":[0.0002839131,0.0002531961,0.002056241,0.00049910956,0.00029543246,0.0007886095,0.00035904223,0.4851688,0.0027318725,0.4929062,0.0030009272,0.011656567],"study_design_scores_gemma":[0.000042122843,0.00006939162,0.0003723015,0.00004270982,0.00005980312,0.00008896128,0.000047040434,0.90566355,0.0002366726,0.09271981,0.0006345071,0.000023094382],"about_ca_topic_score_codex":0.0049457983,"about_ca_topic_score_gemma":0.00256918,"teacher_disagreement_score":0.006349707,"about_ca_system_score_codex":0.0025025276,"about_ca_system_score_gemma":0.0032800026,"threshold_uncertainty_score":0.027377605},"labels":[],"label_agreement":null},{"id":"W2978098184","doi":"10.1016/j.spa.2019.09.014","title":"An implicit numerical scheme for a class of backward doubly stochastic differential equations","year":2019,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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 Alberta","funders":"National Science Foundation","keywords":"Mathematics; Malliavin calculus; Stochastic differential equation; Generator (circuit theory); Applied mathematics; Convergence (economics); Class (philosophy); Sequence (biology); Rate of convergence; Mathematical analysis; Differential equation; Stochastic partial differential equation; Power (physics)","score_opus":0.02047787945200717,"score_gpt":0.24593535208228195,"score_spread":0.2254574726302748,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2978098184","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.026226413,0.00023693431,0.9660672,0.00031268824,0.00022996435,0.000087796885,0.000074611446,0.00011707195,0.0066473098],"genre_scores_gemma":[0.5172489,0.00036119606,0.46201462,0.00022822719,0.00012978175,0.00044215072,0.00020326997,0.00016791369,0.019203834],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99964654,0.00013736595,0.000023677561,0.000039298728,0.000121068006,0.000031962074],"domain_scores_gemma":[0.9989987,0.00050436263,0.00011882015,0.00009718947,0.00019260167,0.000088356835],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001373121,0.00064565113,0.00096569746,0.0005037234,0.0007330163,0.0013021599,0.0016617688,0.001996863,0.0029837154],"category_scores_gemma":[0.0043461937,0.00041971973,0.0007379474,0.0004648582,0.0016629518,0.0012180709,0.0024853118,0.0020227472,0.00046583786],"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":[0.00012892444,0.00013345252,0.00078613526,0.00014193784,0.000038175323,0.00014756963,0.0002199145,0.53409964,0.0069823293,0.4260559,0.0011141334,0.03015196],"study_design_scores_gemma":[0.000015449574,0.000013770732,0.000026242818,0.0000068569757,0.0000028948803,0.000009353784,0.0000040858827,0.98904884,0.00021199886,0.009763474,0.00089197594,0.000005043794],"about_ca_topic_score_codex":0.0040027676,"about_ca_topic_score_gemma":0.003611913,"teacher_disagreement_score":0.0040027676,"about_ca_system_score_codex":0.00094518537,"about_ca_system_score_gemma":0.0016634054,"threshold_uncertainty_score":0.009981513},"labels":[],"label_agreement":null},{"id":"W2979334207","doi":"10.3390/jrfm12040159","title":"Generalized Mean-Reverting 4/2 Factor Model","year":2019,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":false,"ca_institutions":"Western University","funders":"","keywords":"Factor analysis; Principal component analysis; Measure (data warehouse); Multivariate statistics; Mathematics; Econometrics; Volatility (finance); Covariance; Component (thermodynamics); Applied mathematics; Risk measure; Value at risk; Factor (programming language); Expected shortfall; Statistics; Economics; Computer science; Risk management; Financial economics; Physics","score_opus":0.018640816718052323,"score_gpt":0.2137281895766662,"score_spread":0.19508737285861388,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2979334207","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1134149,0.00064680097,0.86510986,0.00093544537,0.00032423536,0.000076158845,0.00054459815,0.00056452275,0.018383387],"genre_scores_gemma":[0.9228396,0.0006513642,0.037364822,0.00027796652,0.00025859268,0.00015916611,0.000418445,0.00021341152,0.03781658],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999046,0.00032410663,0.000035513327,0.00022371835,0.00019403224,0.00017662186],"domain_scores_gemma":[0.9988362,0.00029897701,0.00032209075,0.00016975256,0.00023259695,0.00014045094],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014364608,0.001411383,0.0015100836,0.0008779843,0.0005194158,0.001868979,0.0022757417,0.002025742,0.0074059507],"category_scores_gemma":[0.0030544025,0.00057338865,0.0018297806,0.00089740136,0.0014224951,0.0022779321,0.0013379208,0.0019613078,0.0013791523],"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":[0.0002165607,0.00006269162,0.0020788657,0.000076536584,0.0001451408,0.00071907736,0.00019587022,0.5829543,0.0038883705,0.3939447,0.0028909356,0.012826941],"study_design_scores_gemma":[0.0000283985,0.000052679716,0.0005156312,0.000008096396,0.000032693675,0.00010696906,0.000021004842,0.93648916,0.00022044408,0.06104857,0.0014368079,0.000039597588],"about_ca_topic_score_codex":0.00804461,"about_ca_topic_score_gemma":0.0036774399,"teacher_disagreement_score":0.00804461,"about_ca_system_score_codex":0.0009961752,"about_ca_system_score_gemma":0.0010035723,"threshold_uncertainty_score":0.024775326},"labels":[],"label_agreement":null},{"id":"W2979762813","doi":"10.2139/ssrn.3333517","title":"The Government Risk Premium Puzzle","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Kellogg's (Canada)","funders":"","keywords":"Economics; Government revenue; Monetary economics; Government debt; Portfolio; Value premium; Risk premium; Bond; Government spending; Financial economics; Debt; Capital asset pricing model; Interest rate; Revenue; Finance; Welfare; Market economy","score_opus":0.00544368952352247,"score_gpt":0.18271603679531978,"score_spread":0.1772723472717973,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2979762813","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5890707,0.010168603,0.012591264,0.27340811,0.00094299205,0.000014972306,0.0006749387,0.00046087964,0.11266748],"genre_scores_gemma":[0.9878912,0.0013217073,0.0003938107,0.0024330304,0.00081491686,0.0000050143217,0.00008762518,0.00006407238,0.0069885748],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99952614,0.00011525107,0.000028852995,0.000101662255,0.00016625064,0.00006194643],"domain_scores_gemma":[0.9943294,0.003080403,0.0011270391,0.0007486778,0.00041097976,0.00030354218],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015839451,0.00024019381,0.000760817,0.00077724707,0.0005519962,0.003226814,0.00056740624,0.0031800913,0.008181484],"category_scores_gemma":[0.015808158,0.00021082978,0.0003580748,0.0010171178,0.0012896188,0.0030134579,0.0011571342,0.004459751,0.0011338941],"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":[0.00023570139,0.00009841944,0.010414585,0.00009229362,0.00008817198,0.00069741934,0.0007856915,0.0043656565,0.0012787472,0.87442136,0.046819836,0.060702156],"study_design_scores_gemma":[0.000059903003,0.000018775685,0.013112062,0.00006717076,0.000041385472,0.00033898334,0.00028543203,0.009455006,0.00031932563,0.9631979,0.013075443,0.000028590866],"about_ca_topic_score_codex":0.0017652275,"about_ca_topic_score_gemma":0.0013324711,"teacher_disagreement_score":0.008181484,"about_ca_system_score_codex":0.0010913543,"about_ca_system_score_gemma":0.000547377,"threshold_uncertainty_score":0.027369797},"labels":[],"label_agreement":null},{"id":"W2980706492","doi":"10.1214/19-aap1465","title":"Controlled reflected SDEs and Neumann problem for backward SPDEs","year":2019,"lang":"en","type":"article","venue":"The Annals of Applied Probability","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Mathematics; Uniqueness; Neumann boundary condition; Context (archaeology); Optimal control; Stochastic differential equation; Partial differential equation; Stochastic control; Boundary value problem; Nonlinear system; Bellman equation; Mathematical analysis; Stochastic partial differential equation; Applied mathematics; Mathematical optimization","score_opus":0.08071544759044919,"score_gpt":0.2806207117260574,"score_spread":0.19990526413560822,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2980706492","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14925066,0.0006826439,0.83283865,0.0014419743,0.00027604547,0.00011104042,0.00022715064,0.00008778794,0.015084122],"genre_scores_gemma":[0.9199734,0.000654788,0.055154182,0.00031460004,0.00012559227,0.00033089626,0.00024892724,0.00006280838,0.023134848],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993924,0.00021478118,0.000029871515,0.00015345168,0.00013075155,0.00007875471],"domain_scores_gemma":[0.998941,0.0004508169,0.00019819492,0.000063527674,0.00020325754,0.00014321426],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014472986,0.0011655582,0.0011530718,0.0006681141,0.00045543397,0.0017466648,0.0012680196,0.0019753228,0.0029871757],"category_scores_gemma":[0.0038004247,0.00044971376,0.0012740648,0.00033758607,0.0024227179,0.0016077405,0.0025015539,0.0018887285,0.00018610027],"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":[0.00011741375,0.00008505354,0.0010020301,0.00019057206,0.00009632987,0.00036462498,0.0002063222,0.38917598,0.009716149,0.59213704,0.000835644,0.0060728197],"study_design_scores_gemma":[0.000039112507,0.000054783643,0.00013063963,0.000019235637,0.000015669633,0.00004290342,0.000036479294,0.918187,0.0010703824,0.07954305,0.0008409147,0.000019842946],"about_ca_topic_score_codex":0.0030209739,"about_ca_topic_score_gemma":0.0014890076,"teacher_disagreement_score":0.0030209739,"about_ca_system_score_codex":0.001133311,"about_ca_system_score_gemma":0.0014078082,"threshold_uncertainty_score":0.009993076},"labels":[],"label_agreement":null},{"id":"W2983077889","doi":"10.3934/qfe.2019.4.661","title":"Trajectorial asset models with operational assumptions","year":2019,"lang":"en","type":"article","venue":"Quantitative Finance and Economics","topic":"Stochastic processes and financial applications","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":"York University; Toronto Metropolitan University","funders":"","keywords":"Trajectory; Asset (computer security); Computer science; Observable; Portfolio; Minimax; Class (philosophy); Mathematical optimization; Mathematical economics; Econometrics; Economics; Finance; Mathematics; Artificial intelligence","score_opus":0.040043925886883276,"score_gpt":0.23302782875853303,"score_spread":0.19298390287164977,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2983077889","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.022215256,0.000067916335,0.9758731,0.00010229421,0.000010259879,0.000024581628,0.00008734447,0.00011437936,0.0015048297],"genre_scores_gemma":[0.6526204,0.00024262263,0.3424518,0.00006974529,0.000047598685,0.00025373898,0.0004769918,0.00012386705,0.0037132064],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992747,0.00030895925,0.000041075586,0.00014701037,0.00014639842,0.000081917766],"domain_scores_gemma":[0.99755305,0.0016848312,0.00026842664,0.00018627252,0.00018802447,0.00011942526],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001930473,0.00083025114,0.00093184673,0.00071760634,0.00045542856,0.00203872,0.0016944782,0.001222847,0.0037555418],"category_scores_gemma":[0.008029484,0.0006550561,0.0010897346,0.00080269756,0.0015404469,0.002939159,0.0017126839,0.0018876907,0.00036027477],"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":[0.000028487315,0.000014834858,0.0004024486,0.000024245423,0.000010850103,0.000054705215,0.000040719853,0.8153574,0.00028481148,0.17895307,0.00018564498,0.0046427846],"study_design_scores_gemma":[0.000002624584,0.000010406352,0.000033562494,0.0000032499663,0.0000017899509,0.000007169834,0.000005972509,0.9522357,0.000099593475,0.047374107,0.00022258397,0.000003343753],"about_ca_topic_score_codex":0.0028865396,"about_ca_topic_score_gemma":0.0020271875,"teacher_disagreement_score":0.0037555418,"about_ca_system_score_codex":0.0015756185,"about_ca_system_score_gemma":0.0010135744,"threshold_uncertainty_score":0.012563527},"labels":[],"label_agreement":null},{"id":"W2987436375","doi":"","title":"Decomposition of risk based on the Martingale Representation Theorem for annuity and insurance portfolios","year":2019,"lang":"en","type":"dissertation","venue":"Spectrum Research Repository (Concordia University)","topic":"Stochastic processes and financial applications","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":"Martingale (probability theory); Actuarial science; Econometrics; Arbitrage; Systematic risk; Time consistency; Economics; Annuity; Mathematics; Statistics; Financial economics; Finance; Life annuity","score_opus":0.02818696919607686,"score_gpt":0.27523948134710813,"score_spread":0.24705251215103127,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2987436375","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.004877569,0.0013104535,0.9878785,0.00042265016,0.00008751633,0.000032290132,0.000072442264,0.000043382595,0.0052752355],"genre_scores_gemma":[0.53527975,0.008917458,0.43585673,0.00053762074,0.00091289025,0.0006219211,0.00060078944,0.00017447707,0.017098377],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99913615,0.0003656624,0.000042494754,0.00011517425,0.0002632069,0.000077290046],"domain_scores_gemma":[0.9984659,0.00096321513,0.00016089274,0.0001209933,0.00023763988,0.00005125446],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003601679,0.0011277415,0.0009172012,0.0015761588,0.00035627282,0.00186208,0.0008982359,0.001021345,0.0038052008],"category_scores_gemma":[0.00882023,0.0003739403,0.0017409696,0.0012577233,0.0013858553,0.002450207,0.001139548,0.0029774297,0.00062766223],"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":[0.000009025726,0.0000141830305,0.0003352745,0.000077589924,0.000025171557,0.00004670455,0.00008617285,0.05072483,0.0006844532,0.93503994,0.0011564146,0.011800227],"study_design_scores_gemma":[0.0000076260844,0.000033053937,0.00036643224,0.000057802994,0.000014879522,0.000094922514,0.00002923787,0.459448,0.00035787545,0.5364806,0.0030911562,0.000018377155],"about_ca_topic_score_codex":0.0018403218,"about_ca_topic_score_gemma":0.00095386925,"teacher_disagreement_score":0.0038052008,"about_ca_system_score_codex":0.001402913,"about_ca_system_score_gemma":0.0013789533,"threshold_uncertainty_score":0.019047737},"labels":[],"label_agreement":null},{"id":"W2988616163","doi":"10.1142/s021902491950047x","title":"HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS","year":2019,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Markov chain; Hedge; Greeks; Economics; Bond; Stochastic differential equation; Portfolio; Econometrics; Mathematical economics; Mathematics; Finance; Applied mathematics; Financial economics; Statistics","score_opus":0.006124814416700879,"score_gpt":0.21067160771449436,"score_spread":0.2045467932977935,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2988616163","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.41494337,0.0011294339,0.5752996,0.0011244816,0.00012010574,0.00006157447,0.00014227247,0.000106282634,0.007072851],"genre_scores_gemma":[0.98359156,0.00052040163,0.010048211,0.00009348172,0.00007112284,0.000049734208,0.00006198596,0.000013058453,0.005550414],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994855,0.00022430033,0.000024823603,0.00008920698,0.0001144881,0.0000616376],"domain_scores_gemma":[0.998467,0.0008625655,0.00033528457,0.000071891496,0.00012662748,0.00013653074],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019457439,0.00073743984,0.0009883996,0.00066797144,0.00041002646,0.0015952385,0.0008614156,0.0015278071,0.0017067662],"category_scores_gemma":[0.004322502,0.0005228504,0.0011830009,0.00048467558,0.0017911956,0.0019525068,0.000972228,0.0012012847,0.00014163429],"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":[0.00013850933,0.000085809304,0.0021516213,0.0000883778,0.00009029692,0.0005495937,0.00016689659,0.49111778,0.005794645,0.49254254,0.0004265969,0.006847336],"study_design_scores_gemma":[0.000014877974,0.000029728588,0.00030196534,0.0000059109307,0.0000095722335,0.000029168912,0.000008623992,0.9696554,0.00017007075,0.029619578,0.00014524438,0.000009906406],"about_ca_topic_score_codex":0.0032805686,"about_ca_topic_score_gemma":0.0017216032,"teacher_disagreement_score":0.0032805686,"about_ca_system_score_codex":0.0010125127,"about_ca_system_score_gemma":0.0008356056,"threshold_uncertainty_score":0.0102902055},"labels":[],"label_agreement":null},{"id":"W2993673477","doi":"10.1093/jjfinec/nbaa010","title":"The Term Structures of Expected Loss and Gain Uncertainty*","year":2020,"lang":"en","type":"article","venue":"Journal of Financial Econometrics","topic":"Stochastic processes and financial applications","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":"Bank of Canada","funders":"","keywords":"Term (time); Economics; Downside risk; Econometrics; Jump; Replicate; Jump diffusion; Financial economics; Mathematics; Statistics; Physics","score_opus":0.03268828762466609,"score_gpt":0.2226496247333031,"score_spread":0.189961337108637,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2993673477","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9200683,0.00056859007,0.06891315,0.00084175094,0.000044060056,0.000029659928,0.00070474646,0.0001763147,0.008653336],"genre_scores_gemma":[0.99740523,0.000071518356,0.0016547133,0.000019599467,0.000016464304,0.000007756424,0.0001344756,0.000014589805,0.0006757114],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999332,0.00015206343,0.000050648017,0.00012312099,0.00026266338,0.00007951184],"domain_scores_gemma":[0.9878457,0.0075045326,0.0025019464,0.0007419872,0.0010760439,0.00032968778],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023373286,0.00027933792,0.00036463977,0.000991949,0.00020225436,0.0018473353,0.0005931929,0.0007276478,0.002346105],"category_scores_gemma":[0.020248938,0.0002538917,0.0003728358,0.0007568165,0.0009709718,0.0025899606,0.0009028199,0.0010962663,0.00028043013],"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":[0.0006335817,0.0002214219,0.10848159,0.00031576084,0.0003125834,0.0010522756,0.0010001219,0.35005778,0.027854433,0.4209561,0.0042131827,0.084901206],"study_design_scores_gemma":[0.000028027482,0.0001531825,0.12000902,0.000057457677,0.00007627027,0.00035180667,0.00016785246,0.6271675,0.0033803328,0.2465685,0.0019060933,0.0001339958],"about_ca_topic_score_codex":0.0011563187,"about_ca_topic_score_gemma":0.001023484,"teacher_disagreement_score":0.002346105,"about_ca_system_score_codex":0.000823086,"about_ca_system_score_gemma":0.000318025,"threshold_uncertainty_score":0.012361109},"labels":[],"label_agreement":null},{"id":"W2994725358","doi":"10.33915/etd.4123","title":"Empirical Asset Pricing with Equity Tail Risk","year":2019,"lang":"en","type":"dissertation","venue":"","topic":"Stochastic processes and financial applications","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 at Albany; West Virginia University; Tulane University; York University; State University of New York","keywords":"Equity (law); Financial economics; Capital asset pricing model; Tail risk; Economics; Equity risk; Index (typography); Business; Actuarial science; Econometrics; Finance; Private equity; Computer science; Political science","score_opus":0.04121486809178253,"score_gpt":0.2937897046777958,"score_spread":0.25257483658601326,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2994725358","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13850075,0.033119507,0.73204285,0.006016958,0.0007290903,0.00014890337,0.0010987513,0.00074789434,0.08759531],"genre_scores_gemma":[0.8989674,0.021422151,0.045585424,0.0005671654,0.0023609896,0.00015302231,0.0010337143,0.00018503222,0.029725209],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993266,0.00025944147,0.00003753938,0.00010634681,0.00022305845,0.00004712459],"domain_scores_gemma":[0.99573946,0.0030470318,0.0003461608,0.00048765246,0.00029340907,0.00008625857],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026748015,0.000809938,0.0006878551,0.0009862459,0.00026145641,0.0020150794,0.00073061854,0.00096243125,0.0072831656],"category_scores_gemma":[0.019522516,0.00043803971,0.0007493133,0.0017966528,0.0008931746,0.0034831332,0.0013399585,0.002561358,0.0011036436],"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":[0.00004424752,0.000120572506,0.022812353,0.00023959369,0.000119102806,0.00034669507,0.00036815015,0.16754982,0.001107761,0.64421666,0.013347383,0.14972767],"study_design_scores_gemma":[0.000014214964,0.000052468495,0.013869461,0.00019554452,0.000030517285,0.00025965532,0.00009672547,0.4012007,0.00039051846,0.56893444,0.014915325,0.00004033406],"about_ca_topic_score_codex":0.0013287656,"about_ca_topic_score_gemma":0.0005698758,"teacher_disagreement_score":0.0072831656,"about_ca_system_score_codex":0.00054928026,"about_ca_system_score_gemma":0.0005018976,"threshold_uncertainty_score":0.02436459},"labels":[],"label_agreement":null},{"id":"W2994906333","doi":"10.1017/jpr.2019.70","title":"Martingale decomposition of an <i>L</i><sup>2</sup> space with nonlinear stochastic integrals","year":2019,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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":"Mathematics; Martingale (probability theory); Brownian motion; Nonlinear system; Bounded function; Pure mathematics; Applied mathematics; Mathematical analysis; Stochastic calculus; Stochastic integral; Stochastic differential equation; Stochastic partial differential equation","score_opus":0.013321122470880768,"score_gpt":0.22413434261908144,"score_spread":0.21081322014820067,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2994906333","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.29122084,0.0007351042,0.6869058,0.000843152,0.000103485494,0.00006466151,0.0002282206,0.000081912105,0.019816792],"genre_scores_gemma":[0.9219129,0.0006304235,0.05839422,0.000141071,0.00015579794,0.000116961775,0.0002206283,0.000086039465,0.018342016],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996544,0.000088818546,0.00001975488,0.000063567226,0.00010216743,0.00007126622],"domain_scores_gemma":[0.9993649,0.00014988339,0.00014060008,0.000030313324,0.00017134257,0.00014301906],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013851561,0.00082172244,0.0006374965,0.0014214058,0.00034572632,0.001588644,0.00052692863,0.00059460115,0.0029284537],"category_scores_gemma":[0.0013458027,0.00025612753,0.00068305986,0.00044272523,0.0012546417,0.0014850497,0.0010404509,0.0012928477,0.00022639486],"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":[0.000064241416,0.000045092795,0.0010568957,0.00007077334,0.000020203513,0.00019669032,0.00014107345,0.039976034,0.0081109,0.94434285,0.000645147,0.005330031],"study_design_scores_gemma":[0.000017035245,0.00009100037,0.0021731262,0.000032960063,0.000014128601,0.00018718079,0.000095998286,0.64719373,0.0021650782,0.34456706,0.0034283162,0.00003441982],"about_ca_topic_score_codex":0.0015201501,"about_ca_topic_score_gemma":0.0007068743,"teacher_disagreement_score":0.0029284537,"about_ca_system_score_codex":0.0010929175,"about_ca_system_score_gemma":0.000714011,"threshold_uncertainty_score":0.009796679},"labels":[],"label_agreement":null},{"id":"W2996665684","doi":"10.3905/jod.2019.1.092","title":"An Efficient Convergent Willow Tree Method for American and Exotic Option Pricing under Stochastic Volatility Models","year":2019,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Stochastic volatility; Econometrics; Rate of convergence; Exotic option; Tree (set theory); Binomial options pricing model; Volatility (finance); Mathematics; Economics; Mathematical optimization; Computer science; Valuation of options; Key (lock)","score_opus":0.04226431586588656,"score_gpt":0.27400483651155627,"score_spread":0.23174052064566972,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2996665684","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.007181393,0.00013997643,0.9913434,0.000066315944,0.0000436704,0.000022933657,0.000016683478,0.00007339813,0.0011122786],"genre_scores_gemma":[0.22429165,0.00068502827,0.76778936,0.00015386796,0.00013828934,0.00020378926,0.00019704594,0.00020033802,0.0063406257],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995004,0.00021629079,0.000027950857,0.000046959514,0.0001639209,0.000044400625],"domain_scores_gemma":[0.99905413,0.0004700417,0.000069102985,0.000076422664,0.00025078037,0.00007948201],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014795476,0.0006011173,0.0007482561,0.001079464,0.00058318285,0.0009306746,0.001003936,0.0010722122,0.0038365468],"category_scores_gemma":[0.0038721506,0.00025804873,0.0010667543,0.00096590957,0.00063657336,0.0021042959,0.0009777895,0.0015739871,0.0006842125],"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":[0.00012678665,0.00013638163,0.0020457916,0.00016001446,0.00008293378,0.00022850507,0.0002491517,0.31349117,0.008618364,0.47714522,0.0036805994,0.19403501],"study_design_scores_gemma":[0.000006931198,0.000021243573,0.000086352135,0.000007066609,0.0000055964956,0.000025759844,0.000010924352,0.97539276,0.00038453683,0.022824543,0.0012253226,0.000008880826],"about_ca_topic_score_codex":0.0021609694,"about_ca_topic_score_gemma":0.0022154346,"teacher_disagreement_score":0.0038365468,"about_ca_system_score_codex":0.00056226435,"about_ca_system_score_gemma":0.0012732398,"threshold_uncertainty_score":0.012834489},"labels":[],"label_agreement":null},{"id":"W2996710424","doi":"10.3390/jrfm12040190","title":"Bootstrapping the Early Exercise Boundary in the Least-Squares Monte Carlo Method","year":2019,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Monte Carlo method; Boundary (topology); Bootstrapping (finance); Maturity (psychological); Curse of dimensionality; Mathematical optimization; Computer science; Valuation of options; Mathematics; Econometrics; Statistics","score_opus":0.012342077020632817,"score_gpt":0.22097103182047306,"score_spread":0.20862895479984025,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2996710424","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0059357514,0.00005665945,0.993361,0.000048078593,0.000013026853,0.000023876883,0.00001131636,0.00019992459,0.0003503765],"genre_scores_gemma":[0.2384335,0.00016755932,0.759221,0.0001096469,0.00006716331,0.00030956583,0.00017630712,0.00027298724,0.0012422436],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9964862,0.002379451,0.00010386945,0.00030766873,0.00059205136,0.00013082857],"domain_scores_gemma":[0.98414755,0.012812507,0.0006090051,0.001104288,0.0010883275,0.00023825443],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007398418,0.00075103686,0.0014627464,0.0010686513,0.00063723134,0.00098014,0.0018546396,0.0012771216,0.0020781632],"category_scores_gemma":[0.03315489,0.00077813974,0.00067844713,0.0008056202,0.0014220773,0.0015666619,0.0015807699,0.002414663,0.000781429],"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":[0.00022233531,0.0001441754,0.002194643,0.00009223011,0.000072370014,0.00013300935,0.00011858245,0.8688861,0.0028748168,0.057782196,0.0009615976,0.066517875],"study_design_scores_gemma":[0.000012136139,0.000015936184,0.0001183425,0.000010415982,0.000003841441,0.000012199428,0.000003887598,0.9907115,0.0005259325,0.008232396,0.00034480466,0.000008623369],"about_ca_topic_score_codex":0.0034235173,"about_ca_topic_score_gemma":0.0029771593,"teacher_disagreement_score":0.007398418,"about_ca_system_score_codex":0.000705335,"about_ca_system_score_gemma":0.0016388032,"threshold_uncertainty_score":0.039126992},"labels":[],"label_agreement":null},{"id":"W2997188511","doi":"10.3390/jrfm13070158","title":"Pricing and Hedging American-Style Options with Deep Learning","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":68,"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":"Replication (statistics); Computer science; Point (geometry); Replicating portfolio; Upper and lower bounds; Style (visual arts); Dynamic pricing; Econometrics; Mathematical optimization; Mathematical economics; Economics; Mathematics; Microeconomics; Financial economics; Statistics; Portfolio optimization","score_opus":0.009411813417998505,"score_gpt":0.19216331212062604,"score_spread":0.18275149870262752,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2997188511","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05854562,0.00042676803,0.9384575,0.00030475343,0.000043766773,0.00001614555,0.00005864489,0.0004470934,0.001699697],"genre_scores_gemma":[0.8063869,0.0002579918,0.18828337,0.00021319807,0.00006545426,0.000056037326,0.00017923226,0.00008479972,0.00447306],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996117,0.00013841907,0.000022555945,0.000069107344,0.00011557783,0.000042742355],"domain_scores_gemma":[0.99855405,0.00097114436,0.0001334314,0.00012497503,0.00015372733,0.00006270388],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014149413,0.0006984477,0.0006763016,0.00045652516,0.0002528734,0.00092278264,0.0009813065,0.0011040017,0.001691465],"category_scores_gemma":[0.0048947334,0.00049461593,0.0004104704,0.0004792415,0.00066700834,0.0014351173,0.0010464655,0.0016227468,0.0002932087],"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":[0.000086963555,0.000059600516,0.0010253948,0.000037736845,0.000043229455,0.000058583406,0.000039083996,0.9049009,0.0018069559,0.018974435,0.0006222724,0.07234491],"study_design_scores_gemma":[0.0000023983314,0.0000063116195,0.00005357836,0.00000200049,0.0000014342099,0.0000043196906,0.0000011479294,0.9946913,0.00022102537,0.0049342224,0.0000802056,0.000002043359],"about_ca_topic_score_codex":0.0029649087,"about_ca_topic_score_gemma":0.0031863735,"teacher_disagreement_score":0.0029649087,"about_ca_system_score_codex":0.0008244252,"about_ca_system_score_gemma":0.0006956046,"threshold_uncertainty_score":0.0074830055},"labels":[],"label_agreement":null},{"id":"W2997446165","doi":"10.3934/math.2019.6.1745","title":"Multigrid method for pricing European options under the CGMY process","year":2019,"lang":"en","type":"article","venue":"AIMS Mathematics","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Multigrid method; Applied mathematics; Discretization; Fast Fourier transform; Mathematical optimization; Mathematics; Smoothing; Partial differential equation; Kernel (algebra); Matrix (chemical analysis); Computer science; Algorithm; Mathematical analysis","score_opus":0.04074317883607976,"score_gpt":0.28163920301541295,"score_spread":0.2408960241793332,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2997446165","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.017238218,0.0002581267,0.97997415,0.00027475506,0.000060543727,0.000026795033,0.0000347948,0.00012137968,0.0020112728],"genre_scores_gemma":[0.5191091,0.0004259501,0.47240564,0.00020465755,0.00009166178,0.0002490944,0.00017680853,0.00020518103,0.007131965],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997832,0.0000918101,0.0000092739065,0.000022615608,0.00007190263,0.000021159422],"domain_scores_gemma":[0.9996382,0.000161588,0.000039696013,0.000043143318,0.00008309592,0.00003436708],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006610161,0.00042545403,0.000622985,0.00052264036,0.00039656291,0.0005534236,0.000823268,0.0010374938,0.0016709452],"category_scores_gemma":[0.0016027748,0.00022841126,0.0007422921,0.00044310442,0.0007777798,0.00074822723,0.0009924117,0.0011997843,0.00033729477],"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":[0.00007244024,0.000056705696,0.0009069563,0.00007483924,0.0000451296,0.00013948968,0.00012977439,0.8474045,0.004528036,0.11277546,0.0014851347,0.032381468],"study_design_scores_gemma":[0.0000066305797,0.0000061464,0.00003528014,0.0000024772742,0.0000014286072,0.0000067654455,0.000005034451,0.9931271,0.00019944015,0.006069584,0.00053753454,0.0000025114646],"about_ca_topic_score_codex":0.004565149,"about_ca_topic_score_gemma":0.0034077812,"teacher_disagreement_score":0.004565149,"about_ca_system_score_codex":0.0005293972,"about_ca_system_score_gemma":0.0008143721,"threshold_uncertainty_score":0.009077132},"labels":[],"label_agreement":null},{"id":"W2999758166","doi":"10.2139/ssrn.3119212","title":"Large Tournament Games","year":2018,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Tournament; Mathematical economics; Computer science; Mathematics; Combinatorics","score_opus":0.012065778868712984,"score_gpt":0.225540248923678,"score_spread":0.213474470054965,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2999758166","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.42498314,0.001242346,0.4302525,0.005878347,0.00051153684,0.00035877302,0.001008902,0.0009835402,0.13478087],"genre_scores_gemma":[0.93584096,0.00029809988,0.019532546,0.00040461743,0.00017368406,0.0002410978,0.00058438425,0.00012922856,0.042795483],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99855334,0.0007302509,0.00004620009,0.0002646908,0.00018310378,0.00022240578],"domain_scores_gemma":[0.99268895,0.005020852,0.00034743635,0.0004888497,0.00027195818,0.001181949],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001646951,0.00088031177,0.0015376703,0.00080329477,0.001262042,0.004019476,0.0015863215,0.0020722393,0.024275612],"category_scores_gemma":[0.011096748,0.0004384826,0.00083744543,0.0007319845,0.0014994442,0.0026190632,0.001866648,0.00225088,0.0013407737],"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":[0.0006945134,0.00038488323,0.0018222544,0.0002060656,0.0002461294,0.00033890986,0.00027454106,0.11610863,0.0017783095,0.8086102,0.028849872,0.040685594],"study_design_scores_gemma":[0.00018882833,0.00012297668,0.000542388,0.000021212882,0.00003993908,0.00010308802,0.00008407285,0.31169885,0.00023013554,0.68188256,0.00506221,0.000023698236],"about_ca_topic_score_codex":0.0011415634,"about_ca_topic_score_gemma":0.0022451067,"teacher_disagreement_score":0.024275612,"about_ca_system_score_codex":0.0012852736,"about_ca_system_score_gemma":0.0010393932,"threshold_uncertainty_score":0.08120996},"labels":[],"label_agreement":null},{"id":"W2999879207","doi":"10.3390/jrfm13010016","title":"Equity Option Pricing with Systematic and Idiosyncratic Volatility and Jump Risks","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Natural Science Foundation of Jiangsu Province; National Natural Science Foundation of China","keywords":"Equity (law); Jump diffusion; Valuation of options; Economics; Econometrics; Jump; Systematic risk; Stochastic volatility; Financial economics; Volatility (finance); Implied volatility; Capital asset pricing model","score_opus":0.03271465600805045,"score_gpt":0.23582936891124273,"score_spread":0.20311471290319227,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2999879207","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.40698078,0.0007438383,0.58786404,0.00050365523,0.000065839835,0.000027632701,0.00009949296,0.00017403385,0.0035406307],"genre_scores_gemma":[0.9895224,0.0002114202,0.0085609155,0.000024252591,0.000039935836,0.000011006325,0.0000478776,0.000010664461,0.0015714429],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994424,0.00018820172,0.000029601664,0.00010416766,0.00014953494,0.00008615714],"domain_scores_gemma":[0.9986771,0.0008076021,0.00020500628,0.00010747519,0.00013142578,0.00007137569],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013593057,0.00063697755,0.00078897225,0.00048846717,0.00021896677,0.0011858445,0.00086094905,0.0014261384,0.001243625],"category_scores_gemma":[0.0046404605,0.00031396557,0.0010316073,0.00058464793,0.0007835855,0.0026257383,0.00069211185,0.0011913668,0.000111820154],"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":[0.000118255506,0.00007940389,0.010014512,0.000069269394,0.00014025868,0.00067162566,0.00016923188,0.7208823,0.006440837,0.22954325,0.000550419,0.031320628],"study_design_scores_gemma":[0.000005911934,0.000014266341,0.0009311415,0.0000027991377,0.000011559143,0.000060517596,0.000008097133,0.969036,0.000290207,0.029483411,0.00014620385,0.0000098850605],"about_ca_topic_score_codex":0.0025001692,"about_ca_topic_score_gemma":0.0014382148,"teacher_disagreement_score":0.0025001692,"about_ca_system_score_codex":0.00048755328,"about_ca_system_score_gemma":0.0005075727,"threshold_uncertainty_score":0.0071887374},"labels":[],"label_agreement":null},{"id":"W3000144170","doi":"10.1088/1361-6544/aba93f","title":"Numerical computations of geometric ergodicity for stochastic dynamics","year":2020,"lang":"en","type":"article","venue":"Nonlinearity","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Ergodicity; Rate of convergence; Probabilistic logic; Discretization; Stationary distribution; Dynamical systems theory; Stochastic process; Exponential function; Convergence of random variables","score_opus":0.0491897101363394,"score_gpt":0.2581366632650135,"score_spread":0.2089469531286741,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3000144170","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1961612,0.00022395987,0.7977818,0.00037777735,0.000062552106,0.000047390942,0.000054293065,0.00040901906,0.0048820535],"genre_scores_gemma":[0.9409124,0.00006770586,0.05810976,0.000030751493,0.000017964407,0.000052119634,0.000053603893,0.00007005234,0.0006855967],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995716,0.00017339269,0.000024724994,0.000049009257,0.00013894505,0.000042322656],"domain_scores_gemma":[0.9967224,0.0020855665,0.00033613225,0.00031727372,0.0003412587,0.00019740728],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020774838,0.00044211352,0.0006066427,0.0014518574,0.000526228,0.000769051,0.00087713974,0.0009908539,0.0015486395],"category_scores_gemma":[0.010894869,0.0003320644,0.00050736807,0.0005676099,0.0018657802,0.0012786936,0.0015254319,0.0011588213,0.00016786822],"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":[0.000030222105,0.000018792194,0.00090394495,0.000028576243,0.000019786788,0.000040788233,0.000037304515,0.9105883,0.0018458262,0.08331726,0.00012874177,0.0030405058],"study_design_scores_gemma":[0.0000015879202,0.00000307701,0.000047683785,0.000001723196,5.985788e-7,0.0000038819085,0.0000020549446,0.9940223,0.0002011894,0.0056664096,0.000047436773,0.0000020143207],"about_ca_topic_score_codex":0.0018546017,"about_ca_topic_score_gemma":0.0012734078,"teacher_disagreement_score":0.0020774838,"about_ca_system_score_codex":0.001100808,"about_ca_system_score_gemma":0.00062785076,"threshold_uncertainty_score":0.010986924},"labels":[],"label_agreement":null},{"id":"W3002497089","doi":"10.4236/am.2021.1211063","title":"A Rational Approximation of the Fourier Transform by Integration with Exponential Decay Multiplier","year":2021,"lang":"en","type":"preprint","venue":"Applied Mathematics","topic":"Stochastic processes and financial applications","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":"Thoth Technology (Canada); York University","funders":"National Research Council Canada; York University","keywords":"Multiplier (economics); Fourier transform; Sinc function; Rational function; Mathematics; Trigonometry; Exponential function; Order (exchange); Rational number; Trigonometric polynomial; Function (biology); Combinatorics; Discrete mathematics; Mathematical analysis","score_opus":0.01959584821728956,"score_gpt":0.20609010957198282,"score_spread":0.18649426135469327,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3002497089","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0056899665,0.00026518386,0.9912252,0.000064288,0.00006624983,0.000013278034,0.0000146394605,0.0001363604,0.0025248388],"genre_scores_gemma":[0.19759071,0.0011998145,0.79266125,0.00011976258,0.0001761291,0.00008876283,0.00009086396,0.00036158683,0.0077110245],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995639,0.00015621475,0.00001951105,0.000058638157,0.00016231314,0.000039478706],"domain_scores_gemma":[0.99965227,0.00016153681,0.000029057483,0.000055302356,0.00008416325,0.000017668632],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009914908,0.0005995101,0.000534101,0.0007533503,0.0002660651,0.00086583087,0.0007336844,0.0006351053,0.0029315853],"category_scores_gemma":[0.0025690529,0.00026564914,0.00078671216,0.00073747174,0.0008307256,0.0011636717,0.00071261614,0.0013007065,0.0014159564],"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":[0.00021776643,0.00006730294,0.0005515471,0.00025927226,0.000047583773,0.0003580562,0.00029673244,0.08537374,0.060469024,0.66065687,0.0029038654,0.18879823],"study_design_scores_gemma":[0.000028001865,0.000068065914,0.00022208189,0.000036857284,0.000020450783,0.00033068273,0.00003066947,0.9178632,0.012988063,0.055369195,0.013008125,0.00003464413],"about_ca_topic_score_codex":0.0010566858,"about_ca_topic_score_gemma":0.0006952116,"teacher_disagreement_score":0.0029315853,"about_ca_system_score_codex":0.0005034949,"about_ca_system_score_gemma":0.0005391442,"threshold_uncertainty_score":0.009807169},"labels":[],"label_agreement":null},{"id":"W3002998389","doi":"10.3390/jrfm13020018","title":"Editorial Statement for Mathematical Finance","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Mathematical finance; Statement (logic); Finance; Management science; Computer science; Mathematical economics; Economics; Epistemology; Philosophy","score_opus":0.01728398983225471,"score_gpt":0.22430623301672278,"score_spread":0.20702224318446807,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3002998389","genre_codex":"editorial","genre_gemma":"editorial","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"editorial","genre_consensus":"editorial","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.000037220823,0.0022245103,0.00030442834,0.049844176,0.9451289,0.000020126943,0.00011131698,0.00008637832,0.0022429184],"genre_scores_gemma":[0.0010428398,0.0030179468,0.0003285615,0.023098722,0.94922864,0.000043417625,0.00013321216,0.00016672302,0.022939904],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99067396,0.0011662602,0.001028703,0.0013985423,0.0049376464,0.00079483056],"domain_scores_gemma":[0.9484495,0.011137507,0.0034435822,0.0019069017,0.02820467,0.006857808],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008991133,0.0029745162,0.0026231185,0.004576648,0.0036870681,0.008846749,0.0026018189,0.010300403,0.05802248],"category_scores_gemma":[0.054536816,0.00066117797,0.0029396678,0.0015958338,0.00217361,0.0044211145,0.0020010076,0.0126509685,0.04100842],"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":[0.000021238033,0.000005258923,0.000023341438,0.00008043413,0.000009473394,0.000038609098,0.000007377795,0.000020129792,0.00004217187,0.0010257972,0.9952127,0.0035135518],"study_design_scores_gemma":[0.000026886379,0.000017302114,0.00016533813,0.00019833747,0.000017144823,0.00012168108,0.000017791483,0.00014770751,0.000108619344,0.0022331688,0.9969318,0.000014233335],"about_ca_topic_score_codex":0.0011972795,"about_ca_topic_score_gemma":0.0014625987,"teacher_disagreement_score":0.05802248,"about_ca_system_score_codex":0.004165971,"about_ca_system_score_gemma":0.0045055365,"threshold_uncertainty_score":0.19410455},"labels":[],"label_agreement":null},{"id":"W3003907138","doi":"10.5539/ijef.v12n2p65","title":"Lévy Processes in Gold Option Modeling","year":2020,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Stochastic processes and financial applications","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":"Inverse Gaussian distribution; Futures contract; Econometrics; Economics; Derivative (finance); Hedge; Inverse; Mathematical economics; Financial economics; Applied mathematics; Computer science; Mathematics; Distribution (mathematics)","score_opus":0.04116553530592124,"score_gpt":0.2343717967255878,"score_spread":0.19320626141966657,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3003907138","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05677373,0.009506595,0.9069091,0.0037664177,0.00041720553,0.00006591783,0.00022573124,0.00021036291,0.022124976],"genre_scores_gemma":[0.89828974,0.00879545,0.067757495,0.00058989524,0.0009681785,0.00022125218,0.00032735115,0.00011092406,0.022939764],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993224,0.0003469055,0.000034051336,0.00007600427,0.00016329651,0.0000572592],"domain_scores_gemma":[0.9988098,0.00074043317,0.00013135317,0.000059380633,0.00015069786,0.00010833066],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022005632,0.00082602893,0.0009560844,0.0012941707,0.0005898665,0.0018988305,0.0009562429,0.0018134235,0.0025674736],"category_scores_gemma":[0.004723975,0.0003880437,0.0009058422,0.0013201652,0.0018956881,0.002504753,0.0013488136,0.0021617273,0.00048754935],"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":[0.000013916125,0.000021437769,0.0006917218,0.000043287153,0.000022658998,0.000114486706,0.00014206799,0.18551598,0.0004420552,0.80578214,0.0010111036,0.006199171],"study_design_scores_gemma":[0.000008921386,0.000014303618,0.00013311583,0.000015680323,0.000005626004,0.000026501019,0.000025780688,0.5837149,0.00007065375,0.4140795,0.0018921884,0.0000127701105],"about_ca_topic_score_codex":0.0065583936,"about_ca_topic_score_gemma":0.002835942,"teacher_disagreement_score":0.0065583936,"about_ca_system_score_codex":0.0012031615,"about_ca_system_score_gemma":0.0010191764,"threshold_uncertainty_score":0.013040423},"labels":[],"label_agreement":null},{"id":"W3004245008","doi":"10.1017/s0022109018001321","title":"Estimation of Multivariate Asset Models with Jumps","year":2018,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Stochastic processes and financial applications","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":"Wilfrid Laurier University","funders":"","keywords":"Curse of dimensionality; Asset (computer security); Multivariate statistics; Portfolio; Econometrics; Jump; Computation; Value at risk; Estimation; Computer science; Gaussian; Asset management; Sample (material); Risk management; Mathematics; Economics; Finance; Algorithm; Artificial intelligence; Machine learning","score_opus":0.042499055836704235,"score_gpt":0.2813721518423461,"score_spread":0.23887309600564186,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3004245008","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023669211,0.00009094591,0.97579205,0.00008011931,0.000008619545,0.00001218186,0.000044413115,0.00013641288,0.0001660337],"genre_scores_gemma":[0.63461965,0.00040593167,0.36242947,0.00009723434,0.00008044276,0.00016238283,0.00042840026,0.00009190252,0.0016845976],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992567,0.00040739597,0.000036964488,0.00010291196,0.00013750014,0.000058621925],"domain_scores_gemma":[0.9959061,0.0031534268,0.00037570726,0.00029547617,0.00017058858,0.00009864599],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024099317,0.0006039767,0.000919629,0.0008524789,0.00020797351,0.0009778026,0.001384943,0.0011432251,0.0012587839],"category_scores_gemma":[0.010132555,0.0007380895,0.00095752336,0.00063054595,0.00053591514,0.0014004649,0.0015657806,0.0016458688,0.00024167319],"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":[0.000064322085,0.000056100576,0.0035401839,0.000050238337,0.00011351905,0.00009290877,0.000032764023,0.91706467,0.0019121296,0.037701428,0.000483389,0.038888257],"study_design_scores_gemma":[0.000003583984,0.000006378476,0.00019004087,0.0000017660066,0.0000024351446,0.0000069748535,0.0000011629236,0.99402726,0.00015529289,0.0055290814,0.00007177606,0.00000420064],"about_ca_topic_score_codex":0.0022908975,"about_ca_topic_score_gemma":0.0024025696,"teacher_disagreement_score":0.0024099317,"about_ca_system_score_codex":0.00038277163,"about_ca_system_score_gemma":0.0009510081,"threshold_uncertainty_score":0.012745082},"labels":[],"label_agreement":null},{"id":"W3005018724","doi":"10.3390/risks8010015","title":"Portfolio Optimization under Correlation Constraint","year":2020,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","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":"McMaster University","funders":"","keywords":"Portfolio optimization; Portfolio; Precommitment; Constraint (computer-aided design); Mathematical optimization; Post-modern portfolio theory; Economics; Computer science; Econometrics; Mathematical economics; Replicating portfolio; Mathematics; Microeconomics; Financial economics","score_opus":0.07884797801892703,"score_gpt":0.25355546928464706,"score_spread":0.17470749126572005,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3005018724","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.090412624,0.0020907326,0.88404495,0.0018597257,0.000117194555,0.00010731437,0.0003794465,0.00014501119,0.020842949],"genre_scores_gemma":[0.92228115,0.0019180957,0.05665054,0.00035752804,0.00018075458,0.00021504312,0.000405704,0.000096331125,0.017894872],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987124,0.00061049877,0.000045829238,0.00023846028,0.0001896255,0.00020308547],"domain_scores_gemma":[0.99736696,0.0018058593,0.00033653295,0.00013502287,0.00020631772,0.00014938816],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022845524,0.0011793924,0.001697943,0.00051355344,0.0003880927,0.00186901,0.0010286273,0.0017944513,0.0043489905],"category_scores_gemma":[0.007082794,0.00059201836,0.000856127,0.0011491276,0.001075448,0.0021980456,0.0012951097,0.0015828317,0.00044140566],"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":[0.00007701348,0.000055076438,0.0006937178,0.00010960728,0.000082571096,0.00018002812,0.000037077527,0.8168575,0.0005834741,0.16799296,0.0018362358,0.011494757],"study_design_scores_gemma":[0.000037491067,0.0000645384,0.00034118126,0.000019747158,0.000017871707,0.00005557788,0.000015108461,0.89539754,0.00027682527,0.10249709,0.0012618381,0.000015160784],"about_ca_topic_score_codex":0.0035077946,"about_ca_topic_score_gemma":0.0012010782,"teacher_disagreement_score":0.0043489905,"about_ca_system_score_codex":0.001374629,"about_ca_system_score_gemma":0.001665747,"threshold_uncertainty_score":0.014548838},"labels":[],"label_agreement":null},{"id":"W3007754071","doi":"10.3934/gf.2020001","title":"Modeling temperature and pricing weather derivatives based on subordinate Ornstein-Uhlenbeck processes","year":2020,"lang":"en","type":"article","venue":"Green Finance","topic":"Stochastic processes and financial applications","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":"University of Ottawa","funders":"","keywords":"Ornstein–Uhlenbeck process; Subordinator; Futures contract; Volatility (finance); Econometrics; Series (stratigraphy); Statistical physics; Economics; Mathematics; Lévy process; Applied mathematics; Stochastic process; Financial economics; Physics; Statistics; Geology","score_opus":0.028702662409331944,"score_gpt":0.21056116508136222,"score_spread":0.18185850267203027,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3007754071","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2352066,0.00043126705,0.7605352,0.00033134723,0.00013948363,0.000024734132,0.00008783232,0.00013227547,0.0031112384],"genre_scores_gemma":[0.97404027,0.00038921958,0.021877563,0.0000495594,0.00007464727,0.0000250268,0.00007132001,0.000027616283,0.003444817],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995409,0.0001354852,0.000028587769,0.00011017925,0.000112518326,0.00007231708],"domain_scores_gemma":[0.99943954,0.00023048646,0.00013838375,0.00004351777,0.00007498873,0.000073206225],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011362652,0.0006099964,0.00068644976,0.00052768586,0.0003223661,0.0012730962,0.0009513928,0.0012494153,0.0008962836],"category_scores_gemma":[0.0025250139,0.00028004486,0.001050649,0.0006149585,0.00085572456,0.0027188978,0.0006717693,0.0010867371,0.0001317149],"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":[0.000048783862,0.000050418184,0.0034389792,0.000033673754,0.00004855874,0.00021626525,0.00008164152,0.8435933,0.004595619,0.14087622,0.0002393562,0.006777217],"study_design_scores_gemma":[0.0000032783573,0.000008278561,0.0002281867,0.0000012462478,0.0000050186068,0.000017879425,0.0000050392678,0.986489,0.00021669097,0.012842317,0.00017667189,0.000006407471],"about_ca_topic_score_codex":0.0044778483,"about_ca_topic_score_gemma":0.0026920892,"teacher_disagreement_score":0.0044778483,"about_ca_system_score_codex":0.00067269086,"about_ca_system_score_gemma":0.0006753494,"threshold_uncertainty_score":0.008903563},"labels":[],"label_agreement":null},{"id":"W3008206549","doi":"10.1007/978-3-030-81843-2_13","title":"Optimal Consumption and Investment","year":2021,"lang":"en","type":"book-chapter","venue":"Springer finance","topic":"Stochastic processes and financial applications","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":"Consumption (sociology); Arbitrage; Portfolio; Investment (military); Economics; Investment portfolio; Modern portfolio theory; Microeconomics; Financial economics","score_opus":0.036112933443904094,"score_gpt":0.2171949443933274,"score_spread":0.1810820109494233,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3008206549","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0060754726,0.037262935,0.03978729,0.0128370775,0.0011172164,0.000035776575,0.0004009013,0.00013472496,0.9023486],"genre_scores_gemma":[0.17313504,0.036875658,0.010387723,0.0016136925,0.001989276,0.00010511272,0.00047713396,0.00019058412,0.77522576],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9998313,0.00004689807,0.000005784258,0.000032373573,0.00006589827,0.000017620992],"domain_scores_gemma":[0.9998903,0.000041641135,0.000010807848,0.0000233235,0.000021072232,0.0000127467265],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00034654967,0.0007747023,0.0006316569,0.0005462351,0.00033605713,0.0024828943,0.00036439914,0.0013454265,0.020115113],"category_scores_gemma":[0.0011123271,0.00034483793,0.00023843869,0.0011824269,0.0011461508,0.0021986386,0.0006917241,0.0017321224,0.0042969817],"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":[0.0000081462795,0.00002081549,0.000073903735,0.000046221805,0.000006480055,0.000015245998,0.00005074023,0.0025454916,0.00014481743,0.9186373,0.036436398,0.04201445],"study_design_scores_gemma":[0.0000033054437,0.000005266873,0.00024786516,0.000049922495,0.0000031776685,0.000017840555,0.000032749587,0.0018435715,0.00006660209,0.9149759,0.0827503,0.000003514974],"about_ca_topic_score_codex":0.0018788769,"about_ca_topic_score_gemma":0.0027599852,"teacher_disagreement_score":0.020115113,"about_ca_system_score_codex":0.0019112099,"about_ca_system_score_gemma":0.00090076803,"threshold_uncertainty_score":0.06729174},"labels":[],"label_agreement":null},{"id":"W3008942882","doi":"10.1109/wsc40007.2019.9004808","title":"Efficient Nested Simulation Of Tail Risk Measures","year":2019,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Nested loop join; Computer science; Portfolio; Nested set model; Risk management; Task (project management); Mathematical optimization; Data mining; Mathematics; Engineering; Finance","score_opus":0.02367134623655991,"score_gpt":0.21972101141099287,"score_spread":0.19604966517443295,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3008942882","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10953756,0.00006105309,0.88804305,0.00007747479,0.000018066099,0.00006275464,0.000056082987,0.0002919168,0.0018520673],"genre_scores_gemma":[0.855232,0.00004635235,0.14353317,0.000038299728,0.000007823847,0.00011072039,0.00014142258,0.0000717185,0.00081847707],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99881303,0.00062400865,0.00005381982,0.00013226317,0.00023969234,0.00013715417],"domain_scores_gemma":[0.98981106,0.0074962433,0.0006204528,0.00089226034,0.00076081586,0.00041923483],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0035525681,0.0004496269,0.00077348883,0.00049713696,0.00042439866,0.000779463,0.0011358951,0.0007358221,0.0020452978],"category_scores_gemma":[0.016503492,0.00051647285,0.00076312904,0.00029976206,0.00093585957,0.0011638142,0.0015746586,0.0011425937,0.00020522634],"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":[0.00006812503,0.00004154277,0.0019828817,0.000018002185,0.000021170332,0.000069119626,0.00006704174,0.9722921,0.0011863753,0.018756812,0.00015146277,0.0053453622],"study_design_scores_gemma":[0.0000036325678,0.0000065299287,0.00006421943,0.0000013608002,0.0000013888509,0.000004821374,0.0000028488432,0.9966859,0.0001970549,0.0029748701,0.000055460794,0.0000018774531],"about_ca_topic_score_codex":0.0048817443,"about_ca_topic_score_gemma":0.0036728736,"teacher_disagreement_score":0.0048817443,"about_ca_system_score_codex":0.0007607358,"about_ca_system_score_gemma":0.0011330616,"threshold_uncertainty_score":0.01878804},"labels":[],"label_agreement":null},{"id":"W3008957209","doi":"10.1080/0015198x.2019.1703984","title":"“In Defense of Portfolio Optimization: What If We Can Forecast?”: Author Response","year":2020,"lang":"en","type":"article","venue":"Financial Analysts Journal","topic":"Stochastic processes and financial applications","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":"Trinity College","funders":"","keywords":"Portfolio; Economics; Portfolio optimization; Econometrics; Mathematical economics; Actuarial science; Financial economics","score_opus":0.04190579561316329,"score_gpt":0.24945326260247974,"score_spread":0.20754746698931645,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3008957209","genre_codex":"commentary","genre_gemma":"commentary","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"commentary","genre_consensus":"commentary","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00008925711,0.0012454044,0.00012402242,0.9885311,0.009490603,0.000005210332,0.00008040302,0.000022749633,0.00041122065],"genre_scores_gemma":[0.0018702896,0.0014853809,0.00026805777,0.97697484,0.016764881,0.000026859963,0.000043899967,0.000027874594,0.0025378885],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99700564,0.0011191522,0.00037393285,0.0005483742,0.00067340466,0.00027949232],"domain_scores_gemma":[0.97591203,0.013708229,0.0017131692,0.0005581873,0.0067806374,0.0013277838],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005269636,0.0011817398,0.0018818267,0.0008021267,0.0024376984,0.0041837576,0.0024700097,0.032684334,0.0132706845],"category_scores_gemma":[0.050028697,0.0006520045,0.0012833709,0.0011671341,0.0029426964,0.0063845264,0.0022987507,0.036607698,0.00929782],"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":[0.00003149065,0.000009775986,0.00021080788,0.000037564285,0.00000709852,0.00007408929,0.000072826304,0.000052108295,0.000039959217,0.0012640455,0.99515957,0.0030406113],"study_design_scores_gemma":[0.00009258118,0.000046538666,0.0013577355,0.0006794271,0.000032541102,0.0005899608,0.0012355658,0.0007808089,0.00042316678,0.015554236,0.97905606,0.00015143509],"about_ca_topic_score_codex":0.005418667,"about_ca_topic_score_gemma":0.0062827743,"teacher_disagreement_score":0.032684334,"about_ca_system_score_codex":0.0024905386,"about_ca_system_score_gemma":0.0038685235,"threshold_uncertainty_score":0.04439485},"labels":[],"label_agreement":null},{"id":"W3009526543","doi":"10.1007/s11081-020-09492-0","title":"Optimization of covered calls under uncertainty","year":2020,"lang":"en","type":"article","venue":"Optimization and Engineering","topic":"Stochastic processes and financial applications","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":"IHS Markit (Canada); University of Toronto","funders":"","keywords":"Expected utility hypothesis; Portfolio; Mathematical optimization; Portfolio optimization; Computer science; Quadratic equation; Convex optimization; Optimization problem; Financial engineering; Matching (statistics); Econometrics; Regular polygon; Mathematics; Mathematical economics; Economics; Finance; Statistics","score_opus":0.018676566790180187,"score_gpt":0.18383828315075001,"score_spread":0.16516171636056984,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3009526543","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3112243,0.002062634,0.6574434,0.0041569374,0.0003719785,0.00009537068,0.0007567072,0.00046945602,0.023419209],"genre_scores_gemma":[0.9700238,0.00047387142,0.016622843,0.00015000913,0.00018749887,0.00007768237,0.00032817383,0.0002121468,0.011923895],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9984742,0.00067343254,0.00004720822,0.00021953539,0.0002749038,0.00031067256],"domain_scores_gemma":[0.9927233,0.0058470126,0.00043299905,0.00016507143,0.0004225582,0.00040902858],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019721687,0.0011558826,0.0024237344,0.00082838617,0.0005153465,0.003223405,0.0014622625,0.003085701,0.0040734946],"category_scores_gemma":[0.0121142045,0.0013156683,0.00089020253,0.0012116993,0.0016608561,0.0021542194,0.0015602093,0.0017904516,0.00039650453],"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":[0.000098408345,0.000023878361,0.00020191965,0.00003810758,0.00002392956,0.00007629942,0.000029536894,0.98010683,0.00053243455,0.01530883,0.0008809459,0.002678875],"study_design_scores_gemma":[0.000008415988,0.000010291041,0.00011057519,0.00000377604,0.0000037143193,0.000008555731,0.000008618205,0.99313897,0.000090974274,0.006479776,0.00013118924,0.0000051465777],"about_ca_topic_score_codex":0.0072771558,"about_ca_topic_score_gemma":0.0031290313,"teacher_disagreement_score":0.0072771558,"about_ca_system_score_codex":0.0023736877,"about_ca_system_score_gemma":0.0015604277,"threshold_uncertainty_score":0.017222345},"labels":[],"label_agreement":null},{"id":"W3010295203","doi":"10.3390/jrfm13030051","title":"GARCH Option Pricing Models and the Variance Risk Premium","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"National Natural Science Foundation of China; University of Otago; Auckland University of Technology, New Zealand","keywords":"Autoregressive conditional heteroskedasticity; Variance risk premium; Econometrics; Valuation of options; Conditional variance; Variance swap; Economics; Variance (accounting); Risk premium; Volatility (finance); Trinomial tree; Valuation (finance); Volatility risk premium; Stochastic volatility; Financial economics; Binomial options pricing model; Finance","score_opus":0.01856343582682607,"score_gpt":0.20190172138216206,"score_spread":0.183338285555336,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3010295203","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11102703,0.005116023,0.8599198,0.0032919557,0.00029911177,0.000028708757,0.00014023038,0.0003552089,0.019821877],"genre_scores_gemma":[0.9593581,0.001772511,0.03198238,0.0003129032,0.0004574927,0.000035249344,0.000116569325,0.00007337401,0.005891353],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99858165,0.0006929167,0.000054232733,0.00020580075,0.00035766614,0.00010769299],"domain_scores_gemma":[0.9970901,0.0018663639,0.00044892565,0.00023564648,0.00023875687,0.00012007981],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002764864,0.00085792853,0.00072556356,0.0007647014,0.00035646596,0.0018539653,0.0012633168,0.0017944701,0.0026251914],"category_scores_gemma":[0.011535705,0.00033257637,0.0008346535,0.0011300688,0.0012594092,0.003944395,0.0012579382,0.0022544242,0.00034392028],"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":[0.000020700038,0.00003494299,0.0022193226,0.000046815778,0.0000737148,0.0002305633,0.0001590326,0.11735896,0.00078996137,0.860255,0.0011783637,0.01763271],"study_design_scores_gemma":[0.000010808129,0.000027835682,0.0010656011,0.000017008082,0.000021563888,0.00013227208,0.000030085781,0.3244301,0.0002076501,0.67171615,0.0023109408,0.000029948547],"about_ca_topic_score_codex":0.0018603978,"about_ca_topic_score_gemma":0.0013102227,"teacher_disagreement_score":0.002764864,"about_ca_system_score_codex":0.00082007895,"about_ca_system_score_gemma":0.00061297184,"threshold_uncertainty_score":0.014622211},"labels":[],"label_agreement":null},{"id":"W3010944926","doi":"10.1142/s2424786320500036","title":"Willow tree algorithms for pricing VIX derivatives under stochastic volatility models","year":2020,"lang":"en","type":"article","venue":"International Journal of Financial Engineering","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Futures contract; Stochastic volatility; Valuation of options; Affine transformation; Mathematics; Fourier transform; Volatility (finance); Applied mathematics; Econometrics; Mathematical optimization; Computer science; Economics; Finance; Mathematical analysis","score_opus":0.04365547786072017,"score_gpt":0.2416850569257296,"score_spread":0.19802957906500945,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3010944926","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.011384712,0.00022157349,0.9858547,0.000089285306,0.000041435764,0.00003548308,0.0000520957,0.00061399635,0.0017067608],"genre_scores_gemma":[0.21530709,0.0005587228,0.78062946,0.00010852403,0.000061885396,0.00016161615,0.00038237797,0.0003181138,0.0024723099],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99953115,0.00012345644,0.000045729055,0.000050972332,0.00018991657,0.000058770882],"domain_scores_gemma":[0.9990313,0.00048810017,0.0001067155,0.00012475354,0.00019135309,0.00005781061],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011022703,0.000616432,0.0007099075,0.00086464203,0.0006499974,0.0012645454,0.0011983179,0.0010219291,0.004392643],"category_scores_gemma":[0.005002593,0.00027655734,0.0006853029,0.0012325493,0.00051189424,0.0023889234,0.0010124013,0.0012875152,0.0010919565],"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":[0.000157992,0.00008716447,0.0019273615,0.00010327659,0.000059101065,0.00019058055,0.00016567591,0.65599734,0.003159108,0.14073996,0.0037587406,0.19365375],"study_design_scores_gemma":[0.000011276669,0.000015705664,0.00007012205,0.0000054938655,0.000003705542,0.000022107153,0.00001250896,0.98007584,0.00039884803,0.018286139,0.0010928718,0.000005434616],"about_ca_topic_score_codex":0.0063999295,"about_ca_topic_score_gemma":0.007591501,"teacher_disagreement_score":0.0063999295,"about_ca_system_score_codex":0.0007661388,"about_ca_system_score_gemma":0.0017855272,"threshold_uncertainty_score":0.0146948695},"labels":[],"label_agreement":null},{"id":"W3011318174","doi":"10.1016/j.jde.2023.02.059","title":"Well-posedness of the deterministic transport equation with singular velocity field perturbed along fractional Brownian paths","year":2023,"lang":"en","type":"article","venue":"Journal of Differential Equations","topic":"Stochastic processes and financial applications","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":"Queen's University","funders":"","keywords":"Mathematics; Vector field; Fractional Brownian motion; Mathematical analysis; Infimum and supremum; Uniqueness; Bounded function; Brownian motion; Hurst exponent; Compact space; Geometry","score_opus":0.030756057621953797,"score_gpt":0.2306562875490509,"score_spread":0.1999002299270971,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3011318174","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.49256578,0.002637646,0.47819257,0.007134744,0.00087400246,0.000118331656,0.00042781077,0.00027597893,0.017773109],"genre_scores_gemma":[0.9695472,0.0010619564,0.015337426,0.0003765833,0.00033355097,0.00007886918,0.00039285197,0.00014815046,0.012723282],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99862313,0.0005317591,0.000083455576,0.0002908949,0.00027082654,0.00019992935],"domain_scores_gemma":[0.99177307,0.00420539,0.0013238722,0.00032681518,0.0013126337,0.0010580948],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0036670119,0.002329179,0.0024454508,0.0030922648,0.001246964,0.004248904,0.0022230526,0.004337645,0.002151589],"category_scores_gemma":[0.015135361,0.0011193479,0.0020813122,0.00082112406,0.005086285,0.005636021,0.003165213,0.0031467061,0.00024661957],"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":[0.0002956813,0.00017934406,0.0019152486,0.00019896666,0.00020919368,0.00096924003,0.0003295661,0.28394058,0.012192419,0.69586986,0.0011810025,0.0027188845],"study_design_scores_gemma":[0.000025779735,0.00003638168,0.0003953036,0.000014641842,0.000019014604,0.000097041964,0.00004568532,0.90633893,0.0005273316,0.09222641,0.00023705223,0.000036454403],"about_ca_topic_score_codex":0.008938233,"about_ca_topic_score_gemma":0.0026187878,"teacher_disagreement_score":0.008938233,"about_ca_system_score_codex":0.0025091544,"about_ca_system_score_gemma":0.0025288959,"threshold_uncertainty_score":0.019393265},"labels":[],"label_agreement":null},{"id":"W3011319117","doi":"10.1109/cdc40024.2019.9029174","title":"Linear quadratic mean field social optimization: Asymptotic solvability","year":2019,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"","keywords":"Ode; Mathematics; Riccati equation; Applied mathematics; Weighting; Optimization problem; Ordinary differential equation; Optimal control; Field (mathematics); Limit (mathematics); Linear-quadratic regulator; Algebraic Riccati equation; Mathematical optimization; Differential equation; Mathematical analysis; Pure mathematics","score_opus":0.020833280353277948,"score_gpt":0.22655369854422575,"score_spread":0.2057204181909478,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3011319117","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12059011,0.0006245818,0.8499585,0.0030944545,0.00008015243,0.00010267043,0.00017694966,0.00020660537,0.025166065],"genre_scores_gemma":[0.9632511,0.00037163965,0.022642586,0.00037470667,0.00015201786,0.0003027368,0.00019635331,0.000087168155,0.012621771],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991197,0.0003730771,0.000031103726,0.00017403877,0.00017184949,0.0001302742],"domain_scores_gemma":[0.99540603,0.0032154133,0.0005758531,0.00009829321,0.00050643523,0.00019799199],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022055025,0.001060454,0.0010568363,0.00075395644,0.0006061494,0.0013296885,0.00076093274,0.0018638275,0.0024861854],"category_scores_gemma":[0.011567654,0.00039075804,0.0011948466,0.00038114257,0.0021689888,0.0014282519,0.0021994726,0.0015128886,0.00021675434],"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":[0.000080734266,0.000099059296,0.0019009085,0.00029511927,0.00010581072,0.0004939022,0.00033151338,0.48965892,0.0049499595,0.49077263,0.0024888476,0.008822512],"study_design_scores_gemma":[0.000015545154,0.00004100222,0.00028321575,0.000013668899,0.00000802781,0.000045963505,0.000043573647,0.91162825,0.00026113016,0.08718958,0.00045922064,0.000010861875],"about_ca_topic_score_codex":0.005429752,"about_ca_topic_score_gemma":0.0018225505,"teacher_disagreement_score":0.005429752,"about_ca_system_score_codex":0.0012662164,"about_ca_system_score_gemma":0.0014792447,"threshold_uncertainty_score":0.011663973},"labels":[],"label_agreement":null},{"id":"W3011328266","doi":"10.19195/0208-4147.39.2.9","title":"Stationarity as a path property","year":2019,"lang":"en","type":"article","venue":"Probability and Mathematical Statistics","topic":"Stochastic processes and financial applications","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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Property (philosophy); Path (computing); Set (abstract data type); Mathematics; Process (computing); Distribution (mathematics); Stochastic process; Applied mathematics; Computer science; Mathematical analysis; Statistics","score_opus":0.029322427013491265,"score_gpt":0.22898239985975646,"score_spread":0.1996599728462652,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3011328266","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07870196,0.0006475091,0.9046917,0.0011517114,0.00011221484,0.00006613627,0.00032854965,0.00013539412,0.014164832],"genre_scores_gemma":[0.9081075,0.0013955334,0.08262993,0.00061215606,0.00044274124,0.00031744945,0.00058482296,0.000163447,0.0057463404],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9973158,0.00072834716,0.00013791323,0.0008671942,0.0006145323,0.00033618856],"domain_scores_gemma":[0.98694277,0.008198733,0.0019478826,0.0012451733,0.0012384873,0.00042687243],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0035636956,0.0005740933,0.0008910563,0.0017278075,0.0012777421,0.0021004963,0.0011153914,0.0012947003,0.0044783563],"category_scores_gemma":[0.013127806,0.0004089528,0.0013514935,0.0017768034,0.004444099,0.005098681,0.0021221328,0.0033369213,0.000707982],"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":[0.000030464833,0.000020428872,0.0016129097,0.00004521826,0.00004564046,0.0001406996,0.00018034823,0.013281657,0.0015664377,0.9750813,0.0007057398,0.007289157],"study_design_scores_gemma":[0.00001732183,0.000082541104,0.0012111978,0.000027095319,0.000025586802,0.00018289455,0.000059031343,0.06361312,0.0012713075,0.9294768,0.004010375,0.000022667979],"about_ca_topic_score_codex":0.0011130038,"about_ca_topic_score_gemma":0.0005166459,"teacher_disagreement_score":0.0044783563,"about_ca_system_score_codex":0.0011964052,"about_ca_system_score_gemma":0.0013903845,"threshold_uncertainty_score":0.01884687},"labels":[],"label_agreement":null},{"id":"W3012480142","doi":"10.48550/arxiv.2003.08450","title":"A Variational Analysis Approach to Solving the Merton Problem","year":2020,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Semimartingale; Complement (music); Stochastic differential equation; Expected utility hypothesis; Portfolio; Brownian motion; Mathematics; Mathematical optimization; Volatility (finance); Mathematical economics; Applied mathematics; Economics; Econometrics; Financial economics","score_opus":0.09662292350410258,"score_gpt":0.17443092125457063,"score_spread":0.07780799775046805,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3012480142","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0048343507,0.0009472437,0.984758,0.0009896086,0.00015883025,0.000029239707,0.000044850658,0.000028238333,0.008209521],"genre_scores_gemma":[0.45559922,0.003977006,0.4973216,0.0008957428,0.0009906434,0.00047990718,0.00021503343,0.00027028035,0.040250536],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993383,0.00033911082,0.000024137531,0.000110328394,0.0001287122,0.00005942418],"domain_scores_gemma":[0.9989409,0.00068868167,0.00008897201,0.00004908588,0.00013045326,0.00010196109],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020858552,0.00117651,0.00113287,0.0009414935,0.0005395231,0.001506221,0.0014647027,0.002007949,0.004009202],"category_scores_gemma":[0.0038833402,0.0005977349,0.0014093777,0.0007760278,0.0020638392,0.0017631609,0.0023195436,0.002624883,0.00036020423],"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":[0.000013298803,0.00003428549,0.00024525236,0.000106782325,0.00006333224,0.00009069813,0.00010803775,0.23417003,0.0014393197,0.7524392,0.0015664008,0.0097234305],"study_design_scores_gemma":[0.000011705126,0.000027402355,0.00008147127,0.000028207027,0.000011110509,0.00003379321,0.00002231936,0.7119497,0.0002690135,0.2844758,0.0030734362,0.000016105036],"about_ca_topic_score_codex":0.0026548633,"about_ca_topic_score_gemma":0.0022676822,"teacher_disagreement_score":0.004009202,"about_ca_system_score_codex":0.0013254742,"about_ca_system_score_gemma":0.0016384395,"threshold_uncertainty_score":0.013412178},"labels":[],"label_agreement":null},{"id":"W3014526472","doi":"10.5539/jmr.v12n2p52","title":"A Note on Stability of Stochastic Logistic Model by Incorporating the Ornstein-Uhlenbeck Process","year":2020,"lang":"en","type":"article","venue":"Journal of Mathematics Research","topic":"Stochastic processes and financial applications","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 Natural Science Foundation of China","keywords":"Mathematics; Ornstein–Uhlenbeck process; Logistic function; Stochastic differential equation; Stability (learning theory); Applied mathematics; Lyapunov function; Zero (linguistics); Function (biology); Stochastic modelling; Stochastic process; Mathematical analysis; Statistics; Nonlinear system; Computer science","score_opus":0.25318292597197795,"score_gpt":0.3716378107505332,"score_spread":0.11845488477855526,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3014526472","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09862726,0.0016350243,0.87478304,0.0016414081,0.00032856726,0.000054150372,0.000102064354,0.00020370487,0.022624724],"genre_scores_gemma":[0.955395,0.00111444,0.035303373,0.0002035718,0.00016483106,0.0000801252,0.000077294266,0.000071611204,0.0075897495],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994542,0.00019317285,0.000032353986,0.00012838408,0.0001338406,0.000058060443],"domain_scores_gemma":[0.9993369,0.00029214355,0.00011364777,0.00006275831,0.00014199727,0.000052482854],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012960958,0.00074604107,0.0007746041,0.0004766731,0.0008188058,0.0011359899,0.00076603505,0.0012391076,0.0024962965],"category_scores_gemma":[0.0033856074,0.00028475648,0.0016193135,0.0003179262,0.0012387289,0.001872568,0.0016981539,0.0015889903,0.00026844753],"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":[0.00008073173,0.00003798629,0.0025672875,0.00018067974,0.000101474296,0.00061782304,0.00029276105,0.38305372,0.01108668,0.58996373,0.0014618174,0.010555287],"study_design_scores_gemma":[0.00001367923,0.00006825579,0.00035388122,0.000022225868,0.000024745943,0.00011322168,0.00003532874,0.9093066,0.0008112966,0.08718848,0.0020360847,0.000026188372],"about_ca_topic_score_codex":0.0040406096,"about_ca_topic_score_gemma":0.0017902147,"teacher_disagreement_score":0.0040406096,"about_ca_system_score_codex":0.00055496156,"about_ca_system_score_gemma":0.0010345672,"threshold_uncertainty_score":0.008350968},"labels":[],"label_agreement":null},{"id":"W3015431408","doi":"10.48550/arxiv.2004.05096","title":"Estimation Of all parameters in the Fractional Ornstein-Uhlenbeck model under discrete observations","year":2020,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Ornstein–Uhlenbeck process; Ergodic theory; Estimator; Mathematics; Sigma; Brownian motion; Fractional Brownian motion; Malliavin calculus; Zero (linguistics); Moment (physics); Type (biology); Weak convergence; Rate of convergence; Mathematical physics; Applied mathematics; Statistical physics; Combinatorics; Pure mathematics; Mathematical analysis; Stochastic process; Physics; Statistics; Quantum mechanics; Computer science","score_opus":0.22643727898180008,"score_gpt":0.21515483169284225,"score_spread":0.011282447288957831,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3015431408","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.067485444,0.00025588815,0.93080467,0.00038866312,0.0000363444,0.000019293626,0.00009550495,0.00009885474,0.0008152635],"genre_scores_gemma":[0.9151318,0.00060461677,0.08053617,0.00011352626,0.00008093572,0.000098016324,0.00029358256,0.000043994336,0.003097237],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99865425,0.00048139368,0.00006599881,0.00035500166,0.00025832857,0.0001850942],"domain_scores_gemma":[0.99503064,0.0036608807,0.00058605074,0.00032669445,0.00023166147,0.00016398019],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0050751953,0.0009656689,0.0014777635,0.0009352628,0.0005950746,0.0016675362,0.0019324789,0.0019947763,0.0007680781],"category_scores_gemma":[0.018509487,0.00075852184,0.0011033519,0.0009035523,0.0024120468,0.0030843855,0.001833854,0.0020845314,0.0001398354],"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":[0.00014713292,0.000056627232,0.004726329,0.00011148569,0.00012363277,0.00017254814,0.00015184512,0.7868928,0.002219303,0.1797897,0.00036217223,0.025246486],"study_design_scores_gemma":[0.000009329709,0.000014898457,0.0006176558,0.00001213199,0.000013143192,0.000025380861,0.000018324456,0.9504034,0.0007153496,0.047901083,0.00024551075,0.000023810097],"about_ca_topic_score_codex":0.0067545674,"about_ca_topic_score_gemma":0.003921551,"teacher_disagreement_score":0.0067545674,"about_ca_system_score_codex":0.0013072317,"about_ca_system_score_gemma":0.0018211838,"threshold_uncertainty_score":0.026840568},"labels":[],"label_agreement":null},{"id":"W3017027175","doi":"10.1017/asb.2020.8","title":"OPTIMAL ASSET ALLOCATION FOR DC PENSION DECUMULATION WITH A VARIABLE SPENDING RULE","year":2020,"lang":"en","type":"article","venue":"Astin Bulletin","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"","keywords":"Hamilton–Jacobi–Bellman equation; Asset allocation; Bellman equation; Stochastic control; Downside risk; Pension plan; Leverage (statistics); Economics; Mathematical optimization; Dynamic programming; Asset (computer security); Pension; Econometrics; Computer science; Optimal control; Mathematics; Finance; Portfolio; Statistics","score_opus":0.03743425344608759,"score_gpt":0.22855402499607722,"score_spread":0.19111977154998963,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3017027175","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7171306,0.0005808765,0.2675616,0.0005220182,0.000042975644,0.00014657447,0.00022202247,0.00013187884,0.013661422],"genre_scores_gemma":[0.9818111,0.00009411848,0.015967475,0.000036715664,0.000007510606,0.000036500467,0.00005767174,0.000019037667,0.0019698904],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99957067,0.0001576452,0.00002104377,0.00006273014,0.000089134635,0.000098774704],"domain_scores_gemma":[0.9989176,0.00051009614,0.0001877339,0.000086978514,0.00017309262,0.00012438606],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016039563,0.00040008823,0.0008270997,0.0006123109,0.00026160927,0.0012477017,0.0007367967,0.0005941231,0.0019055344],"category_scores_gemma":[0.0037795191,0.00028313327,0.00034261958,0.0003074261,0.00058419845,0.00062361977,0.00058590755,0.0007102296,0.00019554171],"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":[0.00010399967,0.000053823576,0.0014114889,0.00003680418,0.00003334297,0.00007204602,0.000026472424,0.95965564,0.002010599,0.018736428,0.0005716329,0.01728779],"study_design_scores_gemma":[0.0000215949,0.000058651054,0.0005785141,0.0000137451025,0.00001320596,0.000018845163,0.000018864455,0.9934035,0.0013604312,0.0040062396,0.00049868424,0.000007810377],"about_ca_topic_score_codex":0.0036876353,"about_ca_topic_score_gemma":0.002158311,"teacher_disagreement_score":0.0036876353,"about_ca_system_score_codex":0.0012928083,"about_ca_system_score_gemma":0.0010856108,"threshold_uncertainty_score":0.009380043},"labels":[],"label_agreement":null},{"id":"W3017796761","doi":"10.3390/jrfm13040082","title":"Autoencoder-Based Three-Factor Model for the Yield Curve of Japanese Government Bonds and a Trading Strategy","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"","keywords":"Yield curve; Interest rate; Bond; Economics; Government bond; Yield (engineering); Autoencoder; Monetary policy; Investment (military); Maturity (psychological); Government (linguistics); Monetary economics; Econometrics; Financial economics; Artificial neural network; Artificial intelligence; Computer science; Finance","score_opus":0.046755990490623275,"score_gpt":0.22351582652883098,"score_spread":0.17675983603820772,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3017796761","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24445085,0.0008514365,0.7472552,0.0005463087,0.000101945756,0.000057323712,0.00032352365,0.00041963387,0.0059937504],"genre_scores_gemma":[0.97228336,0.00034165796,0.020496137,0.000053306707,0.000018914907,0.00007909071,0.00022492866,0.000026414114,0.006476219],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9998161,0.00003578251,0.000011226464,0.00007612018,0.000030358058,0.000030412042],"domain_scores_gemma":[0.999728,0.00011624395,0.00003901632,0.000015357018,0.00008797135,0.000013470878],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004988919,0.0007251757,0.00053448905,0.00032195548,0.00028247404,0.0006506692,0.00078960444,0.0010586563,0.0015750441],"category_scores_gemma":[0.001016077,0.00038205748,0.00079958857,0.00034910595,0.0004987165,0.00073822594,0.0003481086,0.0011945445,0.00030125616],"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":[0.000051528266,0.000027677743,0.0013801539,0.000029813204,0.00003341169,0.00008210332,0.0000637561,0.9768515,0.0019603488,0.0057591433,0.0003168417,0.013443689],"study_design_scores_gemma":[0.0000015010497,0.0000061406668,0.00022595274,0.0000015646257,0.0000050566114,0.0000063175767,0.000002260454,0.9990638,0.000126089,0.0004893505,0.00006872084,0.000003314882],"about_ca_topic_score_codex":0.025273604,"about_ca_topic_score_gemma":0.01363479,"teacher_disagreement_score":0.025273604,"about_ca_system_score_codex":0.00087589456,"about_ca_system_score_gemma":0.0007309957,"threshold_uncertainty_score":0.050252974},"labels":[],"label_agreement":null},{"id":"W3020272320","doi":"10.1002/asmb.2534","title":"The mean‐reverting 4/2 stochastic volatility model: Properties and financial applications","year":2020,"lang":"en","type":"article","venue":"Applied Stochastic Models in Business and Industry","topic":"Stochastic processes and financial applications","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":"Actua; Western University","funders":"","keywords":"Mean reversion; Stylized fact; Stochastic volatility; Econometrics; Volatility (finance); Heston model; Economics; Implied volatility; SABR volatility model; Volatility smile; Forward volatility","score_opus":0.0672534146040532,"score_gpt":0.21444989423417074,"score_spread":0.14719647963011756,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3020272320","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.41341487,0.0012115203,0.5686219,0.0013992618,0.00015249389,0.00008715571,0.0002496973,0.00024712316,0.0146160815],"genre_scores_gemma":[0.9842353,0.00032097087,0.010626116,0.00009739808,0.00010699698,0.00006049395,0.00012955045,0.000028063969,0.004395037],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99938965,0.0002432284,0.000027509564,0.0000984898,0.0001509613,0.00009015927],"domain_scores_gemma":[0.99802965,0.0010181268,0.0004196835,0.00016467014,0.00023124908,0.00013655932],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020281514,0.000630393,0.0010690108,0.0010146198,0.00034085574,0.0015822583,0.0011193127,0.001486069,0.0025774767],"category_scores_gemma":[0.0057672304,0.0003303807,0.0009914539,0.00072954886,0.0013344969,0.0015726988,0.0009872966,0.0014491224,0.0002636789],"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":[0.00005977514,0.000052672254,0.0027111208,0.000063092215,0.00007031582,0.00054580445,0.0001467155,0.4165972,0.0044553336,0.5663739,0.0010404688,0.007883648],"study_design_scores_gemma":[0.000010924494,0.000023636072,0.0005393219,0.0000063153857,0.000008544994,0.00010001774,0.00001624877,0.91848266,0.0002467068,0.08009585,0.00045312796,0.00001652541],"about_ca_topic_score_codex":0.0031620492,"about_ca_topic_score_gemma":0.000950542,"teacher_disagreement_score":0.0031620492,"about_ca_system_score_codex":0.0007319518,"about_ca_system_score_gemma":0.0007558369,"threshold_uncertainty_score":0.010726035},"labels":[],"label_agreement":null},{"id":"W3020943043","doi":"10.1198/jbes.2009.06122","title":"Volatility Components, Affine Restrictions, and Nonnormal Innovations","year":2009,"lang":"en","type":"article","venue":"Journal of Business and Economic Statistics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":100,"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; McGill University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Heteroscedasticity; Autoregressive conditional heteroskedasticity; Econometrics; Autoregressive model; Affine transformation; Valuation (finance); Volatility (finance); Economics; Valuation of options; Mathematics; Finance","score_opus":0.027052234746653952,"score_gpt":0.22767970820200012,"score_spread":0.20062747345534618,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3020943043","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92943233,0.0004898378,0.065483,0.00025356357,0.00003526408,0.00004400563,0.00017978893,0.000217421,0.0038647957],"genre_scores_gemma":[0.99111193,0.0001962508,0.00760689,0.000037277376,0.000022946964,0.000010253488,0.00032724426,0.000030597104,0.0006566796],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99746144,0.0010945993,0.00021816578,0.00038119504,0.0006400989,0.0002044305],"domain_scores_gemma":[0.96438617,0.025178978,0.0036439132,0.0047906493,0.0013881908,0.00061207596],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010065374,0.0011146718,0.0010134735,0.0014165667,0.00023795066,0.003387471,0.0012178894,0.0011158203,0.0033128443],"category_scores_gemma":[0.044032186,0.0003677988,0.0013730387,0.0016721587,0.0013542547,0.0049087536,0.0016708935,0.0014327221,0.00050316454],"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":[0.0013897151,0.00045307228,0.15562026,0.0003580689,0.0009978242,0.00073233544,0.0004767179,0.6164299,0.0042181714,0.13076398,0.001072887,0.08748704],"study_design_scores_gemma":[0.00007490962,0.00047544914,0.04236318,0.000046190726,0.00021239853,0.0003966439,0.00024824965,0.8504742,0.0031841812,0.101172596,0.0012502327,0.000101874066],"about_ca_topic_score_codex":0.0024790296,"about_ca_topic_score_gemma":0.0015658455,"teacher_disagreement_score":0.010065374,"about_ca_system_score_codex":0.0006462843,"about_ca_system_score_gemma":0.00067219906,"threshold_uncertainty_score":0.053231418},"labels":[],"label_agreement":null},{"id":"W3021054588","doi":"","title":"Pricing the CBOT T-Bonds Futures","year":2006,"lang":"fr","type":"article","venue":"Les Cahiers du GERAD","topic":"Stochastic processes and financial applications","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":"Futures contract; Interest rate; Bond; Computer science; Interest rate derivative; Hedge; Treasury; Derivative (finance); Econometrics; Markov chain; Financial engineering; Economics; Financial economics; Finance; Machine learning","score_opus":0.008753301676693637,"score_gpt":0.18668143482922686,"score_spread":0.17792813315253322,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3021054588","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0495867,0.00017486754,0.94404817,0.0003512486,0.00007684211,0.000037508897,0.00003800356,0.00015126211,0.0055354633],"genre_scores_gemma":[0.57885194,0.0002476682,0.4141785,0.000060399398,0.000042891224,0.000085492145,0.0000705199,0.0000623894,0.006400127],"study_design_codex":"simulation_or_modeling","study_design_gemma":"not_applicable","domain_scores_codex":[0.9997305,0.000106511514,0.00001225778,0.00003291778,0.00010122193,0.000016555163],"domain_scores_gemma":[0.9996346,0.0001810945,0.000045164907,0.000030584622,0.00007238182,0.00003617992],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008472335,0.000325964,0.00041859233,0.00029340165,0.00034704723,0.0008945087,0.000836861,0.0009981053,0.002712838],"category_scores_gemma":[0.0033725102,0.00025948338,0.00032227885,0.0004259065,0.00059743895,0.0009996602,0.0005982538,0.00078332267,0.0002687989],"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":[0.000071276685,0.000043017266,0.0014635217,0.00004049342,0.000012944993,0.00012513575,0.00007160282,0.8279146,0.0037339313,0.13272953,0.0010990235,0.032694884],"study_design_scores_gemma":[0.0000072885305,0.000008151581,0.000046621888,0.000002797009,9.1050816e-7,0.000016510217,0.0000045441348,0.992762,0.00023776744,0.0063136593,0.000596775,0.0000029827665],"about_ca_topic_score_codex":0.0049526505,"about_ca_topic_score_gemma":0.0031900923,"teacher_disagreement_score":0.0049526505,"about_ca_system_score_codex":0.0005783949,"about_ca_system_score_gemma":0.00089114875,"threshold_uncertainty_score":0.009847641},"labels":[],"label_agreement":null},{"id":"W3021679175","doi":"10.1093/rfs/hhx089","title":"The Factor Structure in Equity Options","year":2017,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":102,"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; University of Toronto","funders":"","keywords":"Equity (law); Economics; Financial economics; Political science; Law","score_opus":0.10611934290409414,"score_gpt":0.35810580622158794,"score_spread":0.2519864633174938,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3021679175","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17129745,0.1078093,0.61085397,0.056116335,0.0040192073,0.0001784815,0.0012624076,0.000429298,0.0480336],"genre_scores_gemma":[0.8761651,0.03966805,0.06458971,0.0029884262,0.005794434,0.00015240318,0.00072933675,0.000103439685,0.009809069],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9984756,0.0006888449,0.00009236871,0.00032059202,0.0003459019,0.000076681004],"domain_scores_gemma":[0.9936603,0.004364803,0.0004759944,0.0004083345,0.0009248307,0.00016576098],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003460109,0.0005791531,0.0004964567,0.001548464,0.00042914876,0.0026999756,0.00043937986,0.0013668948,0.0022084222],"category_scores_gemma":[0.019982375,0.00035835875,0.00075831544,0.002206346,0.0025243508,0.0029559038,0.00069547235,0.0022308656,0.0005578841],"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":[0.00009353784,0.000025393061,0.010278485,0.0003903003,0.00017660283,0.00024171226,0.0007366069,0.009450723,0.0011048904,0.7177059,0.017717378,0.2420785],"study_design_scores_gemma":[0.000016174701,0.000049760336,0.014099885,0.00026192874,0.00005224625,0.00035901763,0.00016143889,0.020579327,0.0002619777,0.93136364,0.03273846,0.00005603195],"about_ca_topic_score_codex":0.002581734,"about_ca_topic_score_gemma":0.0015222273,"teacher_disagreement_score":0.003460109,"about_ca_system_score_codex":0.0014210173,"about_ca_system_score_gemma":0.0008525452,"threshold_uncertainty_score":0.018299043},"labels":[],"label_agreement":null},{"id":"W3022546941","doi":"","title":"Optimal Hedging when the Underlying Asset Follows a Regime-Switching Markov Process","year":2012,"lang":"en","type":"article","venue":"Les Cahiers du GERAD","topic":"Stochastic processes and financial applications","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":"Recursion (computer science); Benchmark (surveying); Mathematical optimization; Asset (computer security); Markov process; Function (biology); Reduction (mathematics); Penalty method; Markov chain; Process (computing); Computer science; Bellman equation; Mathematics; Algorithm; Statistics","score_opus":0.032150131810494566,"score_gpt":0.24340103730178786,"score_spread":0.2112509054912933,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3022546941","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09641777,0.00021004681,0.90109944,0.00018567014,0.00003449498,0.00004276176,0.0000389152,0.0001219257,0.0018489717],"genre_scores_gemma":[0.92847395,0.00021814881,0.06925552,0.00005610336,0.000026354866,0.00004810771,0.00005239402,0.000022121516,0.0018473978],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994574,0.00021426588,0.000028471817,0.000097474185,0.00012348512,0.00007890223],"domain_scores_gemma":[0.9978067,0.00150789,0.00028730702,0.00021178712,0.00009700594,0.00008928292],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022637867,0.00043477863,0.00078287977,0.000308244,0.00027071676,0.00097129244,0.0009637232,0.0009239387,0.0019926822],"category_scores_gemma":[0.00521968,0.00039897324,0.0006114921,0.0004034158,0.0009319924,0.0011424299,0.0006751241,0.0010177589,0.00015609455],"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":[0.00013093339,0.00007510939,0.0011413121,0.00005617113,0.000043297452,0.000112801914,0.0000656523,0.91839045,0.0032595724,0.052623127,0.00034284175,0.023758706],"study_design_scores_gemma":[0.000012633767,0.00002609343,0.00016122316,0.0000038022836,0.000005154105,0.000013030183,0.0000033169993,0.9879099,0.00052831566,0.0112193115,0.00011221622,0.0000050455924],"about_ca_topic_score_codex":0.0016111333,"about_ca_topic_score_gemma":0.0013839271,"teacher_disagreement_score":0.0022637867,"about_ca_system_score_codex":0.0006056273,"about_ca_system_score_gemma":0.0008679417,"threshold_uncertainty_score":0.011972189},"labels":[],"label_agreement":null},{"id":"W3022744376","doi":"","title":"Forward BSDEs and backward SPDEs for utility maximization under endogenous pricing","year":2020,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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 Laval","funders":"","keywords":"Stochastic differential equation; Utility maximization problem; Economics; Asset (computer security); Utility maximization; Function (biology); Quadratic equation; Market liquidity; Exponential function; Exponential utility; Econometrics; Mathematical economics; Forward price; Maximization; Mathematics; Microeconomics; Applied mathematics; Computer science; Finance; Mathematical analysis","score_opus":0.18083887642818827,"score_gpt":0.18957774816592465,"score_spread":0.008738871737736381,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3022744376","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.034567073,0.0005669335,0.95454323,0.000878389,0.00007697595,0.00006461336,0.00015843983,0.000048538954,0.009095809],"genre_scores_gemma":[0.85079587,0.0014407655,0.122294374,0.0003531084,0.00018483789,0.0003902103,0.00029344068,0.00014525939,0.024102159],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99914527,0.00045585,0.000031843174,0.00014157065,0.000121385936,0.00010414503],"domain_scores_gemma":[0.99745554,0.0017419263,0.00022542791,0.00010440708,0.00026608552,0.00020654139],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025754182,0.0014467405,0.001507175,0.000645849,0.00046116102,0.0016984103,0.0012824148,0.0016982899,0.0044044578],"category_scores_gemma":[0.0065609016,0.0007620037,0.0017855868,0.00055565627,0.00196375,0.0020017475,0.0021833032,0.0024305463,0.0003782708],"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":[0.00007180928,0.00006881249,0.0006214755,0.00014546946,0.000073306495,0.00021149099,0.00016621724,0.4275158,0.0021369206,0.5616833,0.0010854714,0.0062199356],"study_design_scores_gemma":[0.000016037913,0.000026990225,0.000111644666,0.000012278133,0.00001309803,0.000024359091,0.000019459916,0.8884054,0.00023936758,0.110486776,0.00063346757,0.00001114981],"about_ca_topic_score_codex":0.0040780236,"about_ca_topic_score_gemma":0.0021815556,"teacher_disagreement_score":0.0044044578,"about_ca_system_score_codex":0.0017173608,"about_ca_system_score_gemma":0.0017228051,"threshold_uncertainty_score":0.014734387},"labels":[],"label_agreement":null},{"id":"W3022852817","doi":"10.48550/arxiv.1712.07383","title":"","year":2017,"lang":"en","type":"article","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Université Laval","funders":"","keywords":"Stochastic game; Applied mathematics; Monte Carlo method; Mathematics; Diffusion; Branching (polymer chemistry); Simple (philosophy); Mathematical optimization; Function (biology); Viscosity solution; Point (geometry); Computer science; Mathematical economics; Physics","score_opus":0.10792388697306425,"score_gpt":0.17367290639939456,"score_spread":0.06574901942633031,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3022852817","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.020130841,0.00020631353,0.9702701,0.0005498096,0.00023390229,0.000056384695,0.000049570903,0.00015008957,0.008352923],"genre_scores_gemma":[0.6144295,0.00039056808,0.37084398,0.00058217044,0.00027762513,0.00015889174,0.00015460163,0.00014306048,0.013019688],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99970967,0.00006709876,0.000016416465,0.000079401834,0.000096304546,0.000031052183],"domain_scores_gemma":[0.9991534,0.00019948304,0.00013667463,0.00022030574,0.00014890845,0.0001413577],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0006582641,0.0005181674,0.0004961151,0.00056713726,0.0005387443,0.00093185744,0.0010507731,0.0011835006,0.005371786],"category_scores_gemma":[0.00323362,0.00015064265,0.0005586423,0.0003037045,0.0010448183,0.0012385679,0.0016590379,0.0017254616,0.0010753605],"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":[0.00011523742,0.00013967378,0.0014272428,0.00013517612,0.000040619565,0.00020776055,0.0001620717,0.11957681,0.022144508,0.7832503,0.0028725418,0.069928095],"study_design_scores_gemma":[0.000021596532,0.00006828259,0.00022077824,0.000012848432,0.000009115214,0.00012549058,0.000011655212,0.90727586,0.003911509,0.08250948,0.005817328,0.000016086246],"about_ca_topic_score_codex":0.00084517535,"about_ca_topic_score_gemma":0.0006196068,"teacher_disagreement_score":0.9946282,"about_ca_system_score_codex":0.0004188889,"about_ca_system_score_gemma":0.00062998343,"threshold_uncertainty_score":0},"labels":[],"label_agreement":null},{"id":"W3023101956","doi":"10.1093/rfs/hhn009","title":"Mispricing of S&amp;P 500 Index Options","year":2008,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":182,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"Concordia University","funders":"","keywords":"Stochastic dominance; Index (typography); Economics; Call option; Econometrics; Financial economics; Actuarial science; Computer science","score_opus":0.09825322165943089,"score_gpt":0.301923780488423,"score_spread":0.2036705588289921,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3023101956","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9936014,0.00024840256,0.0019946548,0.00025464562,0.000015465457,0.000007795322,0.0002015577,0.000046730554,0.0036293264],"genre_scores_gemma":[0.9988305,0.000057680212,0.00035412688,0.000019628895,0.00001603886,0.0000021763883,0.000108566855,0.000005193794,0.000606048],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99816114,0.00020498283,0.00016323608,0.00023156227,0.0011099268,0.00012913467],"domain_scores_gemma":[0.9803318,0.005944782,0.009366182,0.0016406672,0.0020538133,0.0006627302],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018368539,0.00022340997,0.00044230552,0.0011105599,0.00035608758,0.0016338316,0.0006142091,0.0006453063,0.0022612293],"category_scores_gemma":[0.020147799,0.00015526918,0.00023730064,0.0010603671,0.00069391093,0.0013776795,0.0007362875,0.00086781644,0.00035835788],"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":[0.0020050595,0.00038054274,0.6713356,0.00027352775,0.00040514828,0.0040447055,0.0025443179,0.065433435,0.03261222,0.03315078,0.011481029,0.17633376],"study_design_scores_gemma":[0.0000331119,0.0005185692,0.7286674,0.00006333071,0.0000982311,0.0014342318,0.00068627746,0.22345062,0.016668772,0.020913731,0.007326205,0.00013959031],"about_ca_topic_score_codex":0.0019156365,"about_ca_topic_score_gemma":0.002678376,"teacher_disagreement_score":0.0022612293,"about_ca_system_score_codex":0.0008892654,"about_ca_system_score_gemma":0.00029272883,"threshold_uncertainty_score":0.009714305},"labels":[],"label_agreement":null},{"id":"W3023234474","doi":"10.1017/s0266466611000697","title":"A NECESSARY MOMENT CONDITION FOR THE FRACTIONAL FUNCTIONAL CENTRAL LIMIT THEOREM","year":2011,"lang":"en","type":"preprint","venue":"Econometric Theory","topic":"Stochastic processes and financial applications","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":"Queen's University","funders":"Social Sciences and Humanities Research Council of Canada; Danmarks Grundforskningsfond; National Research Foundation","keywords":"Corollary; Moment (physics); Mathematics; Limit (mathematics); Central limit theorem; Sequence (biology); Mathematical analysis; Mathematical physics; Combinatorics; Physics; Quantum mechanics; Statistics","score_opus":0.05200431272509661,"score_gpt":0.2313512455771245,"score_spread":0.17934693285202788,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3023234474","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11359311,0.002122187,0.83579004,0.010333199,0.00078177813,0.00016868871,0.0009098863,0.00072844094,0.03557265],"genre_scores_gemma":[0.91843474,0.0008693893,0.06869647,0.001726662,0.0015285332,0.0004556571,0.00043547034,0.00030231653,0.007550803],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9952434,0.001345385,0.00033623882,0.000932859,0.0012344274,0.00090771494],"domain_scores_gemma":[0.9679024,0.021010995,0.0033790132,0.002041926,0.0042075347,0.001458069],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0103390515,0.00091926195,0.0024607645,0.0019912035,0.0020515448,0.0029795847,0.0027431287,0.0028347594,0.013162595],"category_scores_gemma":[0.05016704,0.0007701659,0.0030836072,0.0011801218,0.005306542,0.007305194,0.0034767499,0.0047973087,0.0013493109],"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":[0.00012820665,0.00004002456,0.00095191726,0.00012562468,0.0000480346,0.00048573202,0.00021581945,0.006757083,0.0021821733,0.98331165,0.0016879702,0.0040657185],"study_design_scores_gemma":[0.00012672413,0.00010933348,0.001073369,0.00008310105,0.000042552074,0.0005574793,0.00010612185,0.0988158,0.003024839,0.8919219,0.0040516253,0.00008723461],"about_ca_topic_score_codex":0.0018692075,"about_ca_topic_score_gemma":0.00081619935,"teacher_disagreement_score":0.013162595,"about_ca_system_score_codex":0.002707474,"about_ca_system_score_gemma":0.0031294015,"threshold_uncertainty_score":0.054678798},"labels":[],"label_agreement":null},{"id":"W3023336381","doi":"10.1111/1540-6261.00489","title":"Telling from Discrete Data Whether the Underlying Continuous‐Time Model Is a Diffusion","year":2002,"lang":"en","type":"article","venue":"The Journal of Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":206,"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":"National Science Foundation","keywords":"Classification of discontinuities; Jump; Sampling (signal processing); Diffusion; Discrete time and continuous time; Statistical physics; Sample (material); Jump diffusion; Focus (optics); Econometrics; Diffusion process; Path (computing); Mathematics; Path dependent; Computer science; Applied mathematics; Statistics; Innovation diffusion; Mathematical analysis; Physics","score_opus":0.10369343136866634,"score_gpt":0.25615454501550383,"score_spread":0.1524611136468375,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3023336381","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.44917393,0.0011203513,0.53276795,0.010382577,0.00023562639,0.00005502892,0.0016009671,0.00028670765,0.004376866],"genre_scores_gemma":[0.97556394,0.0004530219,0.022376338,0.0003981247,0.000119177086,0.000039591065,0.0005091156,0.000027171307,0.0005134434],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983053,0.0007760226,0.00015622369,0.0003258267,0.00034500897,0.000091549715],"domain_scores_gemma":[0.9301968,0.057013147,0.0038950858,0.006008153,0.0020986178,0.0007881894],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005495622,0.0003992213,0.0009925744,0.0012283277,0.0004443162,0.0032416822,0.0013114698,0.0024902013,0.003526864],"category_scores_gemma":[0.07586199,0.00049291406,0.00057111535,0.0010626237,0.0031869295,0.0074602305,0.0011984069,0.004316491,0.00047307083],"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":[0.000628067,0.0002174954,0.049771655,0.00052847475,0.00028280646,0.0006961353,0.0011138213,0.12174457,0.004244894,0.75495094,0.004369708,0.06145138],"study_design_scores_gemma":[0.00004925539,0.000038856753,0.0051733223,0.00011215357,0.00003039579,0.00017713543,0.0002581603,0.27099532,0.0015607137,0.71994036,0.0016144508,0.00004985929],"about_ca_topic_score_codex":0.0015533534,"about_ca_topic_score_gemma":0.00059004617,"teacher_disagreement_score":0.005495622,"about_ca_system_score_codex":0.00086530874,"about_ca_system_score_gemma":0.00057714456,"threshold_uncertainty_score":0.029064},"labels":[],"label_agreement":null},{"id":"W3033694875","doi":"10.31235/osf.io/qmh9c","title":"Lattice Model for Valuation","year":2019,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Libor; LIBOR market model; Valuation (finance); Computer science; Interest rate; Monte Carlo method; Econometrics; Algorithm; Economics; Mathematics; Finance; Statistics","score_opus":0.11685394750338418,"score_gpt":0.2829114671896177,"score_spread":0.1660575196862335,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3033694875","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.010697089,0.0012700569,0.9522132,0.0017219025,0.000310204,0.000053891854,0.00027449965,0.00017985312,0.033279344],"genre_scores_gemma":[0.59177595,0.0039666346,0.34360036,0.0007933489,0.0011589442,0.00047201233,0.0007634424,0.0003479418,0.057121366],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988469,0.0004852657,0.00004789567,0.00015659117,0.00035162654,0.00011180771],"domain_scores_gemma":[0.99902415,0.00042392465,0.000095313895,0.00014842278,0.00016849328,0.00013967945],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013431861,0.0008470753,0.0015923466,0.0013178154,0.0011541574,0.003712459,0.0021626996,0.0023639875,0.012969185],"category_scores_gemma":[0.00355514,0.00043675594,0.0019251974,0.001583721,0.002798592,0.0060841106,0.0017964527,0.0041677402,0.0028200787],"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":[0.000007276249,0.000009889528,0.000048234473,0.000015160883,0.0000067046653,0.000021934768,0.00002203692,0.0149112055,0.000151467,0.98096174,0.00080373965,0.003040444],"study_design_scores_gemma":[0.000010537537,0.0000074885625,0.000021579146,0.000008174664,0.0000025951822,0.000032352702,0.000014089357,0.13426068,0.000053482498,0.86219275,0.0033862912,0.000009863629],"about_ca_topic_score_codex":0.0031100418,"about_ca_topic_score_gemma":0.00192343,"teacher_disagreement_score":0.012969185,"about_ca_system_score_codex":0.0019834389,"about_ca_system_score_gemma":0.0012203901,"threshold_uncertainty_score":0.04338628},"labels":[],"label_agreement":null},{"id":"W3034783581","doi":"10.3390/math8060963","title":"Discrete-Time Semi-Markov Random Evolutions in Asymptotic Reduced Random Media with Applications","year":2020,"lang":"en","type":"article","venue":"Mathematics","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Ergodic theory; Martingale (probability theory); Mathematics; Discrete time and continuous time; Markov chain; Statistical physics; Applied mathematics; Markov process; Mathematical analysis; Physics; Statistics","score_opus":0.016299501464346406,"score_gpt":0.205884557488272,"score_spread":0.18958505602392559,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3034783581","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14482701,0.0034733105,0.82196724,0.0014614552,0.00030253726,0.000071041766,0.00019532788,0.00031591603,0.027386216],"genre_scores_gemma":[0.9327244,0.0020642725,0.052208357,0.00020138256,0.00029718052,0.00013115366,0.00018066628,0.00006706184,0.012125539],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994814,0.00023285797,0.000026188953,0.000073462536,0.00013479921,0.00005130796],"domain_scores_gemma":[0.99840516,0.000874308,0.0002187044,0.000110336216,0.00026882408,0.00012260229],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009520507,0.00060700584,0.00075183064,0.0013622047,0.00045037115,0.0011630655,0.0007200842,0.00079827686,0.001942255],"category_scores_gemma":[0.00433467,0.00026819785,0.0009963234,0.0005018598,0.0017223286,0.0016704432,0.0010569139,0.0010447706,0.00028431645],"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":[0.000024383848,0.000021956861,0.00044018443,0.00008152115,0.000021773092,0.00020362735,0.00008647562,0.06328,0.002210454,0.92978007,0.0003748346,0.0034747382],"study_design_scores_gemma":[0.000011034586,0.000028387809,0.00035980737,0.000021871829,0.000012481556,0.00014070774,0.000042589836,0.7120047,0.0007948342,0.28468156,0.001885154,0.000016864611],"about_ca_topic_score_codex":0.002570258,"about_ca_topic_score_gemma":0.0013110202,"teacher_disagreement_score":0.002570258,"about_ca_system_score_codex":0.00084755203,"about_ca_system_score_gemma":0.00051414146,"threshold_uncertainty_score":0.0064974427},"labels":[],"label_agreement":null},{"id":"W3035467151","doi":"10.3390/jrfm13060124","title":"Pricing American Options with a Non-Constant Penalty Parameter","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Deutscher Akademischer Austauschdienst","keywords":"Penalty method; Constant (computer programming); Extension (predicate logic); Mathematical optimization; Bounded function; Term (time); Function (biology); Boundary (topology); Computer science; Focus (optics); Applied mathematics; Mathematics; Mathematical analysis","score_opus":0.012949304460543074,"score_gpt":0.20267963806373804,"score_spread":0.18973033360319497,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3035467151","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0943907,0.0006199901,0.89281696,0.00071103673,0.00022149204,0.000025265155,0.00003104255,0.00010888851,0.011074675],"genre_scores_gemma":[0.8902316,0.000485185,0.091831945,0.00021990824,0.00014304054,0.000057526908,0.00006540708,0.00007681033,0.016888557],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993218,0.00028427734,0.000031109008,0.00007936293,0.0002299414,0.000053543623],"domain_scores_gemma":[0.99871314,0.00054669636,0.00017000186,0.00015217085,0.00025922112,0.00015875821],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014121534,0.0007452655,0.00073237036,0.00039287496,0.00043520678,0.0022022182,0.0010882703,0.0021536897,0.0025573778],"category_scores_gemma":[0.0046796235,0.00027475602,0.0005437852,0.0006077723,0.0016527459,0.002953023,0.0017225582,0.0023001672,0.00033960212],"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":[0.00012425748,0.000071071736,0.000507006,0.00007071948,0.000030386464,0.00027178612,0.00013660114,0.4059942,0.005532882,0.5667771,0.0013183,0.019165684],"study_design_scores_gemma":[0.000009266,0.000023902536,0.00008203951,0.000008197737,0.0000053691774,0.000054205877,0.000016087966,0.9564355,0.00064456806,0.041404374,0.0013002522,0.00001632194],"about_ca_topic_score_codex":0.0014372317,"about_ca_topic_score_gemma":0.001066954,"teacher_disagreement_score":0.0025573778,"about_ca_system_score_codex":0.0005093842,"about_ca_system_score_gemma":0.0007872472,"threshold_uncertainty_score":0.0085552335},"labels":[],"label_agreement":null},{"id":"W3036697391","doi":"10.1111/eufm.12276","title":"Shedding light on a dark matter: Jump diffusion and option‐implied investor preferences","year":2020,"lang":"en","type":"article","venue":"European Financial Management","topic":"Stochastic processes and financial applications","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":"Concordia University; University of Lethbridge","funders":"","keywords":"Economics; Jump; Stochastic dominance; Jump diffusion; Econometrics; Yield (engineering); Risk neutral; Dominance (genetics); Diffusion; Mathematics; Physics; Chemistry; Thermodynamics","score_opus":0.024074008890563273,"score_gpt":0.1987506029529959,"score_spread":0.17467659406243263,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3036697391","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.79703844,0.0010899953,0.16756073,0.0068448987,0.00014978941,0.000024530158,0.0001759643,0.00011413258,0.027001576],"genre_scores_gemma":[0.99712855,0.000108957036,0.0022347856,0.000109341134,0.000040240397,0.0000053658923,0.000022651267,0.0000119559745,0.00033815598],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9974826,0.0014014262,0.00012924099,0.0002347483,0.000566773,0.00018522558],"domain_scores_gemma":[0.9593436,0.03224537,0.0027593016,0.0029832148,0.0019882352,0.0006802313],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0073115462,0.000395598,0.001164433,0.001004667,0.00055909797,0.0041921474,0.0013900958,0.0022010691,0.0036649813],"category_scores_gemma":[0.05360932,0.00030994523,0.0004959416,0.0008118469,0.003281484,0.006903315,0.0020610462,0.0028895866,0.00015676218],"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":[0.00015151493,0.00006158114,0.00218335,0.000051666462,0.000041483236,0.00013096641,0.00013122494,0.06699532,0.00097429473,0.9223062,0.0006139759,0.0063584605],"study_design_scores_gemma":[0.000041314146,0.00004073885,0.0012692795,0.000027843389,0.000012002274,0.000041736213,0.00011456884,0.27004337,0.00071896485,0.7272689,0.00039357302,0.000027727008],"about_ca_topic_score_codex":0.0014032485,"about_ca_topic_score_gemma":0.0006199255,"teacher_disagreement_score":0.0073115462,"about_ca_system_score_codex":0.0013562351,"about_ca_system_score_gemma":0.00082039944,"threshold_uncertainty_score":0.03866762},"labels":[],"label_agreement":null},{"id":"W3036702869","doi":"10.2139/ssrn.2138944","title":"The Cap Market, the Term Structure and the Unspanned Factors: Taking Care of Non-Linearity","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Yield curve; Volatility (finance); Economics; Econometrics; Implied volatility; Volatility smile; Affine term structure model; Term (time); Financial economics; Interest rate; Monetary economics","score_opus":0.010403708987807297,"score_gpt":0.2205570523568391,"score_spread":0.2101533433690318,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3036702869","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17466566,0.005248764,0.7599423,0.0061325543,0.00097410305,0.000044302436,0.0003003466,0.00025805266,0.05243391],"genre_scores_gemma":[0.9112651,0.0028601668,0.052041907,0.0009439528,0.0021186606,0.00007391635,0.00021940036,0.0003211999,0.030155696],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99908626,0.00030030994,0.000056060166,0.00023691266,0.00020662372,0.00011373895],"domain_scores_gemma":[0.99377465,0.0036185894,0.0009057809,0.00075277075,0.0005039632,0.00044425591],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034255597,0.0009228768,0.0016093234,0.00081816904,0.0012041063,0.004151896,0.0018892139,0.0023463804,0.0056473576],"category_scores_gemma":[0.016884493,0.000792924,0.0011150303,0.0011988806,0.0034894992,0.011628652,0.0017712218,0.005349981,0.00048491007],"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":[0.000048248672,0.000013341662,0.0004798251,0.00006260705,0.000021622473,0.00026256492,0.00011892973,0.018896058,0.0005918315,0.97231627,0.0011565819,0.006032103],"study_design_scores_gemma":[0.000016990758,0.000028974451,0.00060484716,0.000016563046,0.000024663996,0.00014995072,0.00005071449,0.09005504,0.0003615386,0.90631443,0.002345274,0.00003103555],"about_ca_topic_score_codex":0.0037621811,"about_ca_topic_score_gemma":0.0036448578,"teacher_disagreement_score":0.0056473576,"about_ca_system_score_codex":0.00085237937,"about_ca_system_score_gemma":0.0016107161,"threshold_uncertainty_score":0.018892288},"labels":[],"label_agreement":null},{"id":"W3037029241","doi":"10.1017/asb.2020.20","title":"RISK-BASED CAPITAL FOR VARIABLE ANNUITY UNDER STOCHASTIC INTEREST RATE","year":2020,"lang":"en","type":"article","venue":"Astin Bulletin","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Interest rate; Liability; Annuity; Econometrics; Interest rate risk; Actuarial science; Economics; Life annuity; Finance; Pension","score_opus":0.04154193861278891,"score_gpt":0.22103007898916616,"score_spread":0.17948814037637725,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3037029241","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.115373634,0.000349447,0.8810651,0.00023667145,0.00003350715,0.000034424444,0.000058879552,0.000090505986,0.0027577928],"genre_scores_gemma":[0.9346552,0.0003235929,0.061835606,0.000042481417,0.000040894796,0.00004333685,0.000121047284,0.00004891862,0.0028889265],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99937433,0.0002137766,0.00002904586,0.000107476604,0.00018162407,0.00009371541],"domain_scores_gemma":[0.99808973,0.0010943199,0.00023593719,0.00012710704,0.00033080298,0.00012214117],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001887685,0.00035119947,0.0007013037,0.0010658111,0.00048248353,0.0011956743,0.00090331637,0.0007171763,0.0020809744],"category_scores_gemma":[0.0065647,0.00023903941,0.00067419215,0.0007917506,0.000994829,0.0022579622,0.00093750795,0.0010594139,0.00021625642],"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":[0.0000497388,0.000030191362,0.003566203,0.000045878507,0.00002367714,0.00022482956,0.000120359924,0.7276054,0.0019693319,0.24756186,0.0007034707,0.018099023],"study_design_scores_gemma":[0.00000239134,0.000009528833,0.00036564592,0.000005189212,0.0000034895684,0.000038000566,0.00000894227,0.9596791,0.00027302804,0.039409854,0.00019961961,0.000005237583],"about_ca_topic_score_codex":0.0032512627,"about_ca_topic_score_gemma":0.0022027642,"teacher_disagreement_score":0.0032512627,"about_ca_system_score_codex":0.0012439052,"about_ca_system_score_gemma":0.00090550253,"threshold_uncertainty_score":0.009983122},"labels":[],"label_agreement":null},{"id":"W3038077610","doi":"10.1109/icc47138.2019.9123156","title":"Unconstrained Hedging within a Regime-Switching Market Model","year":2019,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Computer science; Econometrics; Economics","score_opus":0.020349335168858312,"score_gpt":0.20689768124356644,"score_spread":0.18654834607470813,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3038077610","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.22252993,0.0014790765,0.75833625,0.0017025592,0.0002065608,0.00008612354,0.000356731,0.00020198355,0.015100773],"genre_scores_gemma":[0.96990126,0.0006355243,0.019240128,0.00015062132,0.00020978012,0.000077288256,0.00012763512,0.000031497028,0.009626442],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990439,0.00034349976,0.000045437217,0.00024867797,0.0001548926,0.00016351542],"domain_scores_gemma":[0.997416,0.0015069984,0.0004936401,0.00018175044,0.00014779391,0.00025379998],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021059609,0.0008528649,0.0017825026,0.00063100073,0.0005416718,0.0023104863,0.0019788607,0.0027327922,0.0044667213],"category_scores_gemma":[0.0048451726,0.00058570906,0.001116035,0.0007314082,0.0019870847,0.0024392307,0.0014417946,0.001979191,0.000308641],"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":[0.00014215831,0.00018465589,0.0018080134,0.00016682078,0.00015279866,0.0005137668,0.00018973312,0.45261356,0.0027222128,0.5298004,0.001643386,0.0100624645],"study_design_scores_gemma":[0.000031344945,0.000056109202,0.00027415043,0.000009470009,0.000023672615,0.000044940818,0.000015474727,0.87873304,0.00014807879,0.11998159,0.0006620015,0.00002014583],"about_ca_topic_score_codex":0.00212952,"about_ca_topic_score_gemma":0.0011938,"teacher_disagreement_score":0.0044667213,"about_ca_system_score_codex":0.0008884473,"about_ca_system_score_gemma":0.0007787332,"threshold_uncertainty_score":0.014942646},"labels":[],"label_agreement":null},{"id":"W3038247543","doi":"10.48550/arxiv.1810.07551","title":"Convex Analysis for LQG Systems with Applications to Major Minor LQG\\n Mean-Field Game Systems","year":2018,"lang":"","type":"article","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":27,"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; Canada Research Chairs; University of Toronto; HEC Montréal","funders":"Fonds de recherche du Québec – Nature et technologies; Natural Sciences and Engineering Research Council of Canada","keywords":"Linear-quadratic-Gaussian control; Optimal projection equations; Minor (academic); Control theory (sociology); Optimal control; Convex optimization; Nash equilibrium; Controller (irrigation); Mathematical optimization; Regular polygon; Mathematics; Field (mathematics); Game theory; Computer science; Control (management); Mathematical economics; Artificial intelligence","score_opus":0.059380909226280025,"score_gpt":0.1861933962659436,"score_spread":0.12681248703966358,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3038247543","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0039331303,0.00043440872,0.98982024,0.0006124065,0.00006567754,0.000024758128,0.000056659926,0.00004576984,0.0050069685],"genre_scores_gemma":[0.76190066,0.0026969723,0.2094472,0.00095240615,0.0005814354,0.00050292583,0.00039800536,0.00027065145,0.02324971],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991523,0.00039132452,0.00003656952,0.00013147904,0.00019915968,0.00008922845],"domain_scores_gemma":[0.9978955,0.0012890365,0.00020283346,0.00009211453,0.0004002288,0.00012036684],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023247832,0.0015885736,0.0011976161,0.0010879522,0.00048497593,0.0017210919,0.00088010845,0.0013049708,0.003943721],"category_scores_gemma":[0.0050645806,0.000489115,0.0011584288,0.0006947202,0.0021241272,0.0013767292,0.0020740032,0.0020238236,0.0004950216],"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":[0.000028642764,0.000036768426,0.0003579781,0.00011515953,0.000048845763,0.00012009623,0.00010205119,0.57702774,0.0016147845,0.40653735,0.0026369647,0.011373572],"study_design_scores_gemma":[0.000003535867,0.000015031111,0.00007843508,0.000007951363,0.000004578161,0.000013785511,0.000013394075,0.9227215,0.00015773991,0.07591887,0.0010572793,0.000007815407],"about_ca_topic_score_codex":0.0048062755,"about_ca_topic_score_gemma":0.0027897765,"teacher_disagreement_score":0.0048062755,"about_ca_system_score_codex":0.0018900343,"about_ca_system_score_gemma":0.001266369,"threshold_uncertainty_score":0.013713241},"labels":[],"label_agreement":null},{"id":"W3038660704","doi":"10.1016/j.insmatheco.2020.06.012","title":"Demand for non-life insurance under habit formation","year":2020,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":14,"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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; China Scholarship Council; University of Waterloo; Nanyang Technological University","keywords":"Deductible; Indemnity; Habit; Life insurance; Economics; Econometrics; Actuarial science; Sensitivity (control systems); Exponential function; Mathematical economics; Mathematics; Engineering; Psychology","score_opus":0.04189575070586693,"score_gpt":0.2215609216849147,"score_spread":0.17966517097904777,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3038660704","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.946638,0.00020007514,0.04619118,0.001102099,0.000017642524,0.000017811613,0.00023433287,0.000056784214,0.0055421884],"genre_scores_gemma":[0.99712723,0.00006252716,0.00075544964,0.00003658443,0.000008299346,0.0000059571926,0.00005638912,0.0000041821013,0.0019433728],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9998282,0.000050539962,0.000009572684,0.000040663635,0.000023062259,0.000048066195],"domain_scores_gemma":[0.99843246,0.0007615506,0.0004204607,0.00010412364,0.000104438994,0.00017698825],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005173555,0.00020678496,0.0004185217,0.000174742,0.00016752617,0.00078459905,0.0005767277,0.001095092,0.0037425426],"category_scores_gemma":[0.0030579474,0.00018876199,0.00033544033,0.00022385559,0.00036431768,0.00092906045,0.000340956,0.00054378447,0.00033864385],"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":[0.0005276783,0.00052520074,0.09495395,0.00025164726,0.00023506052,0.003983786,0.0007918704,0.50471425,0.024694799,0.3215885,0.0041870056,0.043546226],"study_design_scores_gemma":[0.000042698586,0.00019560296,0.027475039,0.00001519664,0.000034244193,0.00049429864,0.00029374965,0.8800935,0.00089434296,0.08944857,0.000977659,0.00003520153],"about_ca_topic_score_codex":0.0022055958,"about_ca_topic_score_gemma":0.0020496733,"teacher_disagreement_score":0.0037425426,"about_ca_system_score_codex":0.00053631776,"about_ca_system_score_gemma":0.0003449497,"threshold_uncertainty_score":0.012520075},"labels":[],"label_agreement":null},{"id":"W3042544839","doi":"10.2478/jamsi-2020-0002","title":"The ruin problem for a Wiener process with state-dependent jumps","year":2020,"lang":"en","type":"article","venue":"Journal of Applied Mathematics Statistics and Informatics","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"","keywords":"Mathematics; Jump; Jump diffusion; Moment (physics); Interval (graph theory); Wiener process; Ordinary differential equation; State (computer science); Function (biology); Diffusion process; Jump process; Differential equation; Differential (mechanical device); Mathematical analysis; Diffusion; Combinatorics; Physics; Quantum mechanics; Thermodynamics; Algorithm; Computer science; Innovation diffusion","score_opus":0.01650281399690648,"score_gpt":0.21437212115114093,"score_spread":0.19786930715423445,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3042544839","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.31653893,0.002270229,0.65986496,0.0051015406,0.00034045865,0.00011274351,0.00028316522,0.00018354399,0.015304356],"genre_scores_gemma":[0.9729076,0.0005840092,0.013045924,0.0002044336,0.000226225,0.00012129317,0.00014033534,0.00008157602,0.012688481],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99814975,0.00093445607,0.000092599774,0.00029500868,0.00022223343,0.00030594188],"domain_scores_gemma":[0.984822,0.012414268,0.0010947975,0.0003098922,0.0005418742,0.0008172682],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007181753,0.0008660062,0.002761953,0.0016936662,0.0012700133,0.0031141436,0.0018955348,0.0043288358,0.0054008104],"category_scores_gemma":[0.015936231,0.00083936355,0.0011208593,0.000594268,0.0039425297,0.0034334348,0.0027534175,0.002627807,0.0002564085],"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":[0.0003722731,0.00011670549,0.0019279368,0.00014437932,0.00011739837,0.0010270646,0.00030154074,0.29617202,0.0022031707,0.6912285,0.0016881981,0.0047008526],"study_design_scores_gemma":[0.00005044805,0.00003454632,0.0002842184,0.000020664622,0.000017144419,0.00006370411,0.0000447176,0.8905261,0.0002674975,0.10826069,0.00040278805,0.00002757353],"about_ca_topic_score_codex":0.005244965,"about_ca_topic_score_gemma":0.0021662342,"teacher_disagreement_score":0.007181753,"about_ca_system_score_codex":0.002075669,"about_ca_system_score_gemma":0.0015088071,"threshold_uncertainty_score":0.037981153},"labels":[],"label_agreement":null},{"id":"W3046565141","doi":"10.11575/prism/38048","title":"Semi-Markov Switching Levy Processes and their Applications in Finance","year":2020,"lang":"en","type":"dissertation","venue":"Open MIND","topic":"Stochastic processes and financial applications","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 Calgary","keywords":"Markov chain; Computer science; Economics; Business; Machine learning","score_opus":0.03190772307266516,"score_gpt":0.26425806687129333,"score_spread":0.23235034379862818,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3046565141","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03710219,0.014765672,0.92471176,0.003317342,0.00081868167,0.00007568669,0.00058403617,0.0004140177,0.018210623],"genre_scores_gemma":[0.85255593,0.023755185,0.0958963,0.0010731721,0.0020109862,0.00048588446,0.00092836743,0.00018562964,0.023108639],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991109,0.000368453,0.000055306995,0.00014651941,0.00020697377,0.00011182255],"domain_scores_gemma":[0.99295956,0.005393211,0.0005558408,0.00019833643,0.0005454427,0.00034754965],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002561396,0.0013222251,0.0016788393,0.0017587292,0.00075688784,0.0020280068,0.0012292922,0.0023487278,0.005999346],"category_scores_gemma":[0.009477509,0.00051638746,0.0021965024,0.0016576414,0.0023516014,0.0020869004,0.0015437617,0.003235754,0.000821762],"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":[0.00003753042,0.000055720262,0.0018860523,0.00022804731,0.0000744896,0.00019369727,0.00020867946,0.13294116,0.0006346185,0.84832275,0.002154265,0.013263021],"study_design_scores_gemma":[0.000016245396,0.000030760973,0.0003165565,0.000056988723,0.000019673957,0.000060965012,0.00003940261,0.5216913,0.00009740574,0.47531322,0.0023299323,0.000027507192],"about_ca_topic_score_codex":0.007106629,"about_ca_topic_score_gemma":0.0032504206,"teacher_disagreement_score":0.007106629,"about_ca_system_score_codex":0.0018300829,"about_ca_system_score_gemma":0.0015326492,"threshold_uncertainty_score":0.020069838},"labels":[],"label_agreement":null},{"id":"W3047082415","doi":"10.1137/20m1357639","title":"Pricing Options under Rough Volatility with Backward SPDEs","year":2022,"lang":"en","type":"preprint","venue":"SIAM Journal on Financial Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"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; Deutsche Forschungsgemeinschaft; University of Calgary","keywords":"Uniqueness; Mathematics; Valuation of options; Stochastic volatility; Applied mathematics; Volatility (finance); Partial differential equation; Nonlinear system; Markov process; Implied volatility; Stochastic differential equation; Mathematical economics; Mathematical optimization; Econometrics; Mathematical analysis; Physics","score_opus":0.048577501645227616,"score_gpt":0.25558247670782486,"score_spread":0.20700497506259724,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3047082415","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.30371258,0.0011607627,0.68308866,0.0008768676,0.00015711851,0.000045347373,0.0000934007,0.00012341233,0.0107418755],"genre_scores_gemma":[0.95731306,0.0006151981,0.033533644,0.00014683073,0.00009506496,0.00005050037,0.000088724526,0.000044653636,0.008112418],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993718,0.0002536865,0.00002973107,0.00006945868,0.00019367044,0.00008149829],"domain_scores_gemma":[0.99898833,0.0004234761,0.00020030864,0.00008267327,0.00013633365,0.00016883483],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001547181,0.00084920926,0.0013393863,0.000758892,0.00063549797,0.0021029697,0.00083693373,0.0015243364,0.0018739285],"category_scores_gemma":[0.0042408803,0.00056103896,0.0016235721,0.0005112479,0.0021602334,0.0033732622,0.0022443603,0.00204449,0.00020130376],"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":[0.000059652462,0.000036553884,0.0009179341,0.000051411476,0.000054173423,0.00026817803,0.00009293591,0.38606077,0.0027509255,0.6061799,0.0002594126,0.0032680728],"study_design_scores_gemma":[0.000011893102,0.00002633213,0.00012034815,0.0000068037284,0.0000074634104,0.0000374355,0.000016904636,0.8959191,0.00020478081,0.10332676,0.0003115225,0.00001055511],"about_ca_topic_score_codex":0.002648209,"about_ca_topic_score_gemma":0.0013557799,"teacher_disagreement_score":0.002648209,"about_ca_system_score_codex":0.0008470293,"about_ca_system_score_gemma":0.00088208506,"threshold_uncertainty_score":0.008182406},"labels":[],"label_agreement":null},{"id":"W3047397683","doi":"10.5267/j.ac.2020.7.010","title":"Pricing model for Indonesia government bond","year":2020,"lang":"en","type":"article","venue":"Accounting","topic":"Stochastic processes and financial applications","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; Economics; Yield curve; Government bond; Forward rate; Interest rate; Bond valuation; Econometrics; Treasury; Yield (engineering); Financial economics; Asset (computer security); Monetary economics; Finance; Computer science","score_opus":0.03846847328316157,"score_gpt":0.21815069177275445,"score_spread":0.17968221848959287,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3047397683","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14008342,0.002425488,0.73310214,0.004761064,0.0005586113,0.00024800142,0.0021878777,0.0007635114,0.11586987],"genre_scores_gemma":[0.8825244,0.0012904014,0.022861158,0.00023910216,0.0002058665,0.00029926017,0.00093429076,0.00016927239,0.0914763],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993343,0.00015632952,0.000038093716,0.0001766838,0.00019486497,0.000099617115],"domain_scores_gemma":[0.9993851,0.00018691724,0.00011044157,0.00003648933,0.0002245875,0.0000564485],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00096111855,0.000789647,0.0010999218,0.0008957787,0.00069179304,0.002509726,0.0021021422,0.0028475202,0.01751676],"category_scores_gemma":[0.0027349293,0.00038302003,0.0011531783,0.00094592816,0.0008215091,0.0027320422,0.00079681235,0.0019707107,0.002358315],"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":[0.00011684842,0.00009959485,0.0028753073,0.00012220083,0.000042177748,0.0012272529,0.00029993223,0.6179753,0.002413747,0.3471051,0.009522386,0.018200165],"study_design_scores_gemma":[0.000016957854,0.000025191723,0.0005280306,0.000012404976,0.0000128779675,0.00026705296,0.000037773498,0.9601419,0.00015398607,0.035933964,0.0028496883,0.000020087313],"about_ca_topic_score_codex":0.012664025,"about_ca_topic_score_gemma":0.005135758,"teacher_disagreement_score":0.01751676,"about_ca_system_score_codex":0.0015115488,"about_ca_system_score_gemma":0.001253852,"threshold_uncertainty_score":0.058599412},"labels":[],"label_agreement":null},{"id":"W3061007369","doi":"10.48550/arxiv.2008.00470","title":"A central bank strategy for defending a currency peg","year":2020,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Currency; Exchange rate; Central bank; Monetary economics; Economics; Foreign exchange market; Econometrics; Monetary policy","score_opus":0.18295177160111165,"score_gpt":0.20617748037369715,"score_spread":0.023225708772585507,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3061007369","genre_codex":"empirical","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.61580336,0.001074628,0.33817488,0.0029087376,0.00028482464,0.0001442118,0.00021143693,0.00037636605,0.041021436],"genre_scores_gemma":[0.9851795,0.00015640477,0.010449143,0.000098315664,0.000022922393,0.000047788497,0.000023097067,0.000019355864,0.004003452],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997056,0.00011967212,0.000014266459,0.00006294945,0.00004342454,0.000054110682],"domain_scores_gemma":[0.9991235,0.0003376247,0.00022147923,0.0000621674,0.000091028225,0.0001641234],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009881707,0.0007150972,0.0007617815,0.00050205545,0.0006570093,0.0022110792,0.0009266461,0.0023703836,0.0052524796],"category_scores_gemma":[0.0030453382,0.00035399923,0.0005864358,0.0003251257,0.0018613437,0.0017845988,0.0013063623,0.0012471837,0.00030802574],"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":[0.00026865132,0.000092548944,0.0015370888,0.000063764775,0.000071217764,0.0005228086,0.00015209157,0.77228504,0.0039761993,0.213581,0.0015574927,0.0058920924],"study_design_scores_gemma":[0.00011959658,0.00009417713,0.00020102313,0.00001522006,0.000021979575,0.000046479934,0.000058340775,0.9636261,0.00055996224,0.034255683,0.0009829607,0.000018409266],"about_ca_topic_score_codex":0.004091241,"about_ca_topic_score_gemma":0.0019873173,"teacher_disagreement_score":0.0052524796,"about_ca_system_score_codex":0.001250886,"about_ca_system_score_gemma":0.0013073556,"threshold_uncertainty_score":0.01757127},"labels":[],"label_agreement":null},{"id":"W3081289867","doi":"10.1016/j.spa.2022.05.011","title":"Explicit description of all deflators for market models under random horizon with applications to NFLVR","year":2022,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Mathematical economics; Principal (computer security); Set (abstract data type); Representation (politics); Stopping time; Jump; Econometrics; Time horizon; Mathematical optimization; Computer science; Statistics","score_opus":0.03599206150283402,"score_gpt":0.22584468416072617,"score_spread":0.18985262265789216,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3081289867","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0062689013,0.00037000648,0.9846096,0.0004593925,0.00009751339,0.00003016428,0.0004922622,0.000303336,0.0073687145],"genre_scores_gemma":[0.35983887,0.0017819146,0.59868073,0.00055102154,0.00074344716,0.000362279,0.00393705,0.0008743652,0.033230312],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99744546,0.0010619963,0.00026735413,0.0003072084,0.0006570519,0.0002609398],"domain_scores_gemma":[0.9943481,0.002970567,0.00045828416,0.001192283,0.0009079091,0.0001228903],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005804298,0.000915165,0.001053066,0.0014764555,0.0006807895,0.0025931825,0.0019710145,0.0015847906,0.014123251],"category_scores_gemma":[0.013894837,0.00060817617,0.0015423747,0.0016436693,0.0009128315,0.00531218,0.0013153439,0.0027299903,0.0028692083],"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":[0.000017002016,0.00004374363,0.00035797444,0.00006954902,0.00001514952,0.0001286667,0.0000914128,0.028790291,0.0007888732,0.93974835,0.0035837821,0.026365224],"study_design_scores_gemma":[0.00000988678,0.000017082695,0.000345886,0.00005073832,0.000011319975,0.00016165807,0.00003083354,0.40939596,0.0009378273,0.57812625,0.010881296,0.00003120238],"about_ca_topic_score_codex":0.003394539,"about_ca_topic_score_gemma":0.004117837,"teacher_disagreement_score":0.014123251,"about_ca_system_score_codex":0.0011880107,"about_ca_system_score_gemma":0.0020070518,"threshold_uncertainty_score":0.047246993},"labels":[],"label_agreement":null},{"id":"W3082760217","doi":"10.1002/fut.22157","title":"Valuation of VIX and target volatility options with affine GARCH models","year":2020,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","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":"University of Calgary","funders":"","keywords":"Affine transformation; Econometrics; Autoregressive conditional heteroskedasticity; Valuation of options; Volatility (finance); Valuation (finance); Economics; Gaussian; Inverse Gaussian distribution; Benchmark (surveying); Mathematics; Applied mathematics; Finance; Geology; Physics; Distribution (mathematics); Mathematical analysis","score_opus":0.044117734891691025,"score_gpt":0.22667117912497156,"score_spread":0.18255344423328054,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3082760217","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2529912,0.0002209451,0.7423115,0.00024847616,0.000034563902,0.00002538155,0.00004202359,0.00014419794,0.0039817346],"genre_scores_gemma":[0.97450393,0.00012607925,0.024256451,0.00002182462,0.000019163475,0.000014147818,0.000034205947,0.000020335976,0.0010038278],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995771,0.00021670798,0.000019885398,0.00003357881,0.000121555895,0.00003113346],"domain_scores_gemma":[0.99853694,0.00093129044,0.00022585146,0.0001081016,0.00014005552,0.000057705452],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001872995,0.00030907945,0.00034001935,0.0005394079,0.00021886763,0.0012637398,0.0006859874,0.00083909725,0.0012894536],"category_scores_gemma":[0.0065599284,0.00026685974,0.00042642365,0.00051533076,0.00081397954,0.0015581286,0.00070408016,0.0009308743,0.000110730856],"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":[0.000051466803,0.00003070648,0.0011774601,0.000023102972,0.00001933924,0.0001412226,0.00006848737,0.8702615,0.002805827,0.11384222,0.00021635689,0.0113622565],"study_design_scores_gemma":[0.000003855989,0.000013390881,0.00014809292,0.0000020977327,0.0000012627039,0.000017667891,0.000007713673,0.9879183,0.00037858874,0.011413761,0.00009057782,0.0000047311382],"about_ca_topic_score_codex":0.0012937684,"about_ca_topic_score_gemma":0.00050935673,"teacher_disagreement_score":0.001872995,"about_ca_system_score_codex":0.00045596808,"about_ca_system_score_gemma":0.0005271213,"threshold_uncertainty_score":0.009905517},"labels":[],"label_agreement":null},{"id":"W3086217277","doi":"10.1108/jdqs-02-2004-b0002","title":"On the Incompleteness of Korean Stock Index Options Market","year":2004,"lang":"en","type":"article","venue":"Journal of Derivatives and Quantitative Studies 선물연구","topic":"Stochastic processes and financial applications","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":"Bond; Stochastic discount factor; Index (typography); Capital asset pricing model; Stock market; Financial economics; Stock market index; Econometrics; Security market line; Economics; Business; Computer science; Finance","score_opus":0.08584517440953816,"score_gpt":0.3050953426514858,"score_spread":0.21925016824194765,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3086217277","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97451043,0.00020216676,0.023376929,0.0003831676,0.000008277122,0.000016901824,0.00020153748,0.000034879868,0.0012657772],"genre_scores_gemma":[0.99743974,0.00014022863,0.0018022377,0.000032526972,0.000022138776,0.000009782765,0.00033942953,0.000007937903,0.00020598144],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9978136,0.00068133365,0.00026652697,0.00042835745,0.00051236,0.00029786676],"domain_scores_gemma":[0.9580747,0.025949663,0.00957917,0.0030055952,0.002317844,0.0010730862],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0060971202,0.00038074487,0.0009481293,0.0008106093,0.0004650488,0.0014384416,0.0008746102,0.0007931549,0.0022826076],"category_scores_gemma":[0.042014576,0.00047507155,0.0008164319,0.00057219795,0.0016193781,0.0065453206,0.001377747,0.0012461862,0.00016406887],"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":[0.0018879888,0.0005987029,0.27539068,0.00061813736,0.0005886609,0.0035883933,0.0023831106,0.3126021,0.020517383,0.31641984,0.0022967334,0.06310833],"study_design_scores_gemma":[0.00013478138,0.00041755292,0.12049447,0.0000976132,0.00016136558,0.0011345261,0.0008028187,0.68297315,0.0061287815,0.18650053,0.0010436878,0.00011068442],"about_ca_topic_score_codex":0.0026551243,"about_ca_topic_score_gemma":0.0012120901,"teacher_disagreement_score":0.0060971202,"about_ca_system_score_codex":0.00072361244,"about_ca_system_score_gemma":0.0011170896,"threshold_uncertainty_score":0.03224504},"labels":[],"label_agreement":null},{"id":"W3087024424","doi":"10.1007/978-3-030-85325-9_8","title":"Explicit Solution Simulation Method for the 3/2 Model","year":2021,"lang":"en","type":"book-chapter","venue":"Progress in probability","topic":"Stochastic processes and financial applications","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; Université du Québec à Montréal","funders":"","keywords":"Stochastic volatility; Heston model; Affine transformation; Applied mathematics; Volatility (finance); Mathematical optimization; Variance (accounting); Computer science; Mathematics; SABR volatility model; Econometrics; Economics; Pure mathematics","score_opus":0.10137169251461017,"score_gpt":0.3116518825520801,"score_spread":0.21028019003746992,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3087024424","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0075602112,0.00017700558,0.9805252,0.00019707024,0.00009355575,0.000027967273,0.00011161186,0.000331982,0.0109753385],"genre_scores_gemma":[0.37765715,0.00044529903,0.5876107,0.00031062582,0.0001357808,0.00045811257,0.0004541584,0.00095186115,0.03197629],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99982125,0.0000794344,0.0000069687976,0.000018783645,0.000051185023,0.00002257333],"domain_scores_gemma":[0.9994667,0.0003123403,0.000031688804,0.000052369374,0.00010029104,0.000036558948],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00049608015,0.00048366137,0.0009230236,0.0004070396,0.0005678223,0.00075610314,0.0011398379,0.0013838086,0.010980748],"category_scores_gemma":[0.0016942926,0.00038480494,0.000709985,0.0004770083,0.0006890095,0.00091389933,0.0011256379,0.0014556048,0.0016397038],"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":[0.000050971696,0.00006226106,0.00022765809,0.000060610335,0.00002414097,0.000096596385,0.00007952473,0.7161273,0.0017264129,0.25773937,0.003151227,0.020653993],"study_design_scores_gemma":[0.0000075687235,0.0000030339074,0.0000166651,0.0000038312005,0.0000021190815,0.0000081998505,0.0000034735287,0.9790918,0.0001329178,0.019630214,0.0010969235,0.0000032056275],"about_ca_topic_score_codex":0.005960727,"about_ca_topic_score_gemma":0.0043786163,"teacher_disagreement_score":0.010980748,"about_ca_system_score_codex":0.0006396223,"about_ca_system_score_gemma":0.0011994981,"threshold_uncertainty_score":0.036734283},"labels":[],"label_agreement":null},{"id":"W3087357592","doi":"10.1111/mafi.12331","title":"Robust asymptotic growth in stochastic portfolio theory under long‐only constraints","year":2021,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Portfolio; Uniqueness; Volatility (finance); Invariant (physics); Stochastic volatility; Class (philosophy); Modern portfolio theory; Portfolio optimization","score_opus":0.031411003004131494,"score_gpt":0.22534502975029636,"score_spread":0.19393402674616486,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3087357592","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19356053,0.0010372797,0.7901493,0.0021086012,0.0000624653,0.000045762692,0.000100929654,0.00020824607,0.012726823],"genre_scores_gemma":[0.97590214,0.00059004757,0.018966785,0.00012458548,0.00006610692,0.000092864386,0.000099497905,0.00007937175,0.0040786574],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986707,0.00077761523,0.000048994698,0.00015905134,0.00021461934,0.00012893374],"domain_scores_gemma":[0.99224234,0.005700411,0.00081211486,0.0002394753,0.0007339554,0.00027171144],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005286863,0.0008523351,0.0011391526,0.00079194305,0.0003312695,0.0017840303,0.0010358538,0.0014226225,0.0018062452],"category_scores_gemma":[0.025794862,0.0005053409,0.000523578,0.0005992531,0.0021441234,0.0026298098,0.0017428303,0.0012871443,0.00023141863],"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":[0.000039891467,0.000027705872,0.00072208606,0.00006716305,0.000036137266,0.000103322986,0.000059322927,0.7170475,0.0018159015,0.273024,0.00058944273,0.00646749],"study_design_scores_gemma":[0.000008498271,0.000021495307,0.00016121572,0.00001186461,0.000004559555,0.000021862852,0.000013356174,0.90900767,0.0002830733,0.090272486,0.00018619596,0.000007732859],"about_ca_topic_score_codex":0.002458332,"about_ca_topic_score_gemma":0.0008776326,"teacher_disagreement_score":0.005286863,"about_ca_system_score_codex":0.001817996,"about_ca_system_score_gemma":0.0012899259,"threshold_uncertainty_score":0.027959883},"labels":[],"label_agreement":null},{"id":"W3088053563","doi":"10.48550/arxiv.2009.13050","title":"Linear-Quadratic Mean Field Games with a Major Player: Nash certainty equivalence versus master equations","year":2020,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Certainty; Equivalence (formal languages); Mathematics; Quadratic equation; Mathematical economics; Nash equilibrium; Applied mathematics; Calculus (dental); Mathematical optimization; Pure mathematics","score_opus":0.1452467736263058,"score_gpt":0.20562017192702237,"score_spread":0.06037339830071656,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3088053563","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.065594725,0.00081922894,0.89584506,0.003387391,0.000118706186,0.00007948668,0.00018729005,0.00007138335,0.03389673],"genre_scores_gemma":[0.94279575,0.00086154905,0.042805657,0.00052521564,0.00028667788,0.00019327077,0.00009896218,0.000045111836,0.012387703],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.998293,0.00090606615,0.00005444005,0.0002568239,0.00031644243,0.0001733487],"domain_scores_gemma":[0.9967199,0.0022371137,0.00038780374,0.00015527595,0.00026660782,0.00023326046],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031810196,0.000913686,0.0010156754,0.0005986551,0.00059675006,0.0017977667,0.0011740666,0.0016226232,0.004953654],"category_scores_gemma":[0.010356836,0.00031941698,0.00077699753,0.00053443224,0.0024372265,0.00394781,0.0025661723,0.0024068593,0.0003062901],"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":[0.000016015825,0.000017903614,0.00014502974,0.000024705128,0.000010341442,0.000031072163,0.00006890703,0.01687647,0.00023391384,0.9791947,0.0005112104,0.0028697795],"study_design_scores_gemma":[0.000016505328,0.000020947113,0.000110566485,0.000011553166,0.0000069966386,0.00002037044,0.000033909397,0.14129119,0.00011017324,0.8574462,0.00092078606,0.0000108179165],"about_ca_topic_score_codex":0.0019783257,"about_ca_topic_score_gemma":0.0011780317,"teacher_disagreement_score":0.004953654,"about_ca_system_score_codex":0.0014543523,"about_ca_system_score_gemma":0.0010583018,"threshold_uncertainty_score":0.016823053},"labels":[],"label_agreement":null},{"id":"W3088206153","doi":"10.1051/cocv/2022020","title":"On the Graphon Mean Field Game equations: Individual agent affine dynamics and mean field dependent performance functions","year":2022,"lang":"en","type":"article","venue":"ESAIM Control Optimisation and Calculus of Variations","topic":"Stochastic processes and financial applications","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":"Carleton University; McGill University","funders":"Air Force Office of Scientific Research; Natural Sciences and Engineering Research Council of Canada; Research Grants Council, University Grants Committee; City University of Hong Kong","keywords":"Mean field theory; Affine transformation; Field (mathematics); Mathematics; Dynamics (music); Constant (computer programming); Group (periodic table); Computer science; Pure mathematics; Physics","score_opus":0.017180451283816723,"score_gpt":0.2051031204672451,"score_spread":0.18792266918342837,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3088206153","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1173553,0.0011728598,0.83783203,0.0030187676,0.00018196227,0.00010745064,0.0002888708,0.00009129085,0.039951432],"genre_scores_gemma":[0.9389863,0.0012411727,0.03319573,0.00043853853,0.00017017864,0.00019242578,0.00019551234,0.00007363484,0.025506496],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996043,0.00016139432,0.000011260474,0.00008644659,0.000065803426,0.00007096309],"domain_scores_gemma":[0.99871576,0.0007935861,0.00019299514,0.00004210132,0.00012831176,0.00012723966],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011834651,0.0010798748,0.0010218852,0.0008110714,0.0005816261,0.0015440837,0.000962043,0.0023920052,0.004159693],"category_scores_gemma":[0.004695753,0.00034898464,0.0007999814,0.0007036723,0.0023476856,0.002146891,0.001639226,0.0014553901,0.00041713894],"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":[0.000034112272,0.00002972033,0.0004258879,0.0000588403,0.000023593844,0.00014450017,0.00010876677,0.21862693,0.0015232131,0.77282053,0.001771872,0.0044321013],"study_design_scores_gemma":[0.00002119803,0.000034241246,0.00031147082,0.000017245547,0.000008009194,0.00005538146,0.000040820345,0.6156605,0.00017863481,0.38235393,0.0012926992,0.000025812727],"about_ca_topic_score_codex":0.008545687,"about_ca_topic_score_gemma":0.0042190463,"teacher_disagreement_score":0.008545687,"about_ca_system_score_codex":0.0016268417,"about_ca_system_score_gemma":0.001463046,"threshold_uncertainty_score":0.016991913},"labels":[],"label_agreement":null},{"id":"W3088739099","doi":"","title":"Optimal Sharing Rule for a Household with a Portfolio Management Problem","year":2019,"lang":"en","type":"article","venue":"HAL (Le Centre pour la Communication Scientifique Directe)","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Portfolio; Project portfolio management; Business; Computer science; Economics; Microeconomics; Finance; Management; Project management","score_opus":0.01620082713244362,"score_gpt":0.19428402219437216,"score_spread":0.17808319506192855,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3088739099","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24285969,0.00045543877,0.74174345,0.0016187696,0.00005918568,0.00013437732,0.00023792034,0.00008085257,0.012810365],"genre_scores_gemma":[0.9068485,0.00027297335,0.08010337,0.00015975248,0.000049944225,0.00023314427,0.0001936147,0.00004011057,0.012098579],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99850744,0.0007368189,0.00006273397,0.00033316127,0.00016048705,0.00019932975],"domain_scores_gemma":[0.9981749,0.0011104885,0.00026403693,0.000111433474,0.00012420079,0.00021491288],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031502664,0.00079526834,0.0014973341,0.0004687946,0.0005404078,0.0019656818,0.001298998,0.0021229137,0.006138176],"category_scores_gemma":[0.0057410668,0.0004859945,0.000869512,0.00060379773,0.0014552473,0.0024935636,0.0019215799,0.0012146774,0.00044294877],"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":[0.00015361344,0.00012929407,0.0015504498,0.00007554686,0.000095920404,0.00039307342,0.00021743024,0.73941386,0.000998033,0.24241063,0.0013434989,0.013218687],"study_design_scores_gemma":[0.000052417883,0.00005634682,0.00028205806,0.000013261851,0.000015373089,0.00005175169,0.00007607608,0.91500854,0.00022229286,0.08350986,0.0006980488,0.000014018838],"about_ca_topic_score_codex":0.0028023634,"about_ca_topic_score_gemma":0.001540889,"teacher_disagreement_score":0.006138176,"about_ca_system_score_codex":0.0013434393,"about_ca_system_score_gemma":0.001016505,"threshold_uncertainty_score":0.020534217},"labels":[],"label_agreement":null},{"id":"W3090351797","doi":"10.1016/j.spl.2020.108954","title":"Cut-off phenomenon for the maximum of a sampling of Ornstein-Uhlenbeck processes","year":2019,"lang":"en","type":"article","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"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; Helsingin Yliopisto","keywords":"Mathematics; Ergodic theory; Context (archaeology); Combinatorics; Ornstein–Uhlenbeck process; Limiting; Distribution (mathematics); Gaussian; Stochastic process; Mathematical analysis; Physics; Statistics; Quantum mechanics","score_opus":0.09244527855395977,"score_gpt":0.18590430128384153,"score_spread":0.09345902272988175,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3090351797","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.49585012,0.0022824255,0.48296404,0.0009930909,0.00014755088,0.00007537556,0.00016821962,0.000450406,0.01706881],"genre_scores_gemma":[0.9785276,0.00038193614,0.017656364,0.00015263427,0.00006663972,0.00007592604,0.000120271885,0.0000957356,0.0029230195],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99869823,0.00043604325,0.000057502763,0.00027912864,0.00034649248,0.00018266847],"domain_scores_gemma":[0.99313897,0.004041967,0.0008373254,0.00045206325,0.0006585926,0.0008710021],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0036225424,0.0007101626,0.0010367562,0.0015388656,0.0011337613,0.0019150795,0.0019328845,0.0014427273,0.0026479445],"category_scores_gemma":[0.017210955,0.00036560587,0.0013191025,0.00061937835,0.0032744328,0.002968563,0.002439342,0.0022075588,0.00024622065],"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":[0.00015445478,0.00005853018,0.0034082741,0.00015923921,0.000106097126,0.0005048269,0.0005827578,0.040474452,0.007587118,0.9393252,0.00083475537,0.0068043214],"study_design_scores_gemma":[0.000044095414,0.00017397299,0.0034292191,0.0000995202,0.000062418774,0.0005674875,0.00024459063,0.62609565,0.0036253484,0.36260134,0.0029767414,0.00007962678],"about_ca_topic_score_codex":0.001714516,"about_ca_topic_score_gemma":0.00094960927,"teacher_disagreement_score":0.0036225424,"about_ca_system_score_codex":0.0020238014,"about_ca_system_score_gemma":0.00067166757,"threshold_uncertainty_score":0.019158065},"labels":[],"label_agreement":null},{"id":"W3091777717","doi":"10.1108/jdqs-01-2008-b0001","title":"Skewness of Kurtosis?: Using Corrado and Su (1996)‘s Model","year":2008,"lang":"en","type":"article","venue":"Journal of Derivatives and Quantitative Studies 선물연구","topic":"Stochastic processes and financial applications","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":"Kurtosis; Skewness; Econometrics; Mathematics; Economics; Statistics","score_opus":0.1854398659115162,"score_gpt":0.3276832107802757,"score_spread":0.14224334486875947,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3091777717","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11197464,0.0043032495,0.78002614,0.005320792,0.00067143346,0.00027240335,0.001239207,0.0006731453,0.09551895],"genre_scores_gemma":[0.9294737,0.0030790297,0.047099844,0.00060925644,0.0003612709,0.00025884088,0.0005682928,0.00015861001,0.018391173],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99926907,0.00027080305,0.000033966196,0.00010042961,0.00024209502,0.00008365966],"domain_scores_gemma":[0.9989906,0.00046208908,0.00014359404,0.00011853058,0.00023020261,0.000054985594],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016598341,0.00089563313,0.00065135414,0.0012301697,0.00046728973,0.002435553,0.0014553623,0.0014666455,0.0049773525],"category_scores_gemma":[0.0067382012,0.00020393073,0.0013989167,0.0014212623,0.00085167063,0.00316566,0.0012917822,0.0014709983,0.0014710439],"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":[0.00010753671,0.000111331436,0.0072010527,0.00017522345,0.00009996661,0.0007970311,0.000440812,0.20096557,0.0028626616,0.72767854,0.011491381,0.04806896],"study_design_scores_gemma":[0.000029612449,0.00005834077,0.0025902353,0.0000704755,0.00004714583,0.0006344949,0.00012969426,0.74387157,0.000789244,0.23830535,0.01340048,0.000073401825],"about_ca_topic_score_codex":0.0058631646,"about_ca_topic_score_gemma":0.003983931,"teacher_disagreement_score":0.0058631646,"about_ca_system_score_codex":0.0010544318,"about_ca_system_score_gemma":0.0009560871,"threshold_uncertainty_score":0.016650856},"labels":[],"label_agreement":null},{"id":"W309227853","doi":"10.1214/ejp.v20-3719","title":"SPDEs with affine multiplicative fractional noise in space with index $\\frac{1}{4}\\langle H\\langle\\frac{1}{2}$","year":2015,"lang":"en","type":"article","venue":"Electronic Journal of Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":28,"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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Bounded function; Uniqueness; Affine transformation; Fractional Brownian motion; Brownian motion; Heat equation; Mathematical analysis; White noise; Order (exchange); Multiplicative function; Mathematical physics; Pure mathematics; Combinatorics","score_opus":0.021459202663461782,"score_gpt":0.22378567790516274,"score_spread":0.20232647524170094,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W309227853","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.36569285,0.0015359905,0.61609846,0.0019744076,0.00040683048,0.00007330296,0.00020836973,0.00016856393,0.01384122],"genre_scores_gemma":[0.9545814,0.0009293146,0.023820704,0.0003516086,0.00032180606,0.00014429053,0.00013970668,0.00006368373,0.019647552],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992229,0.0002635377,0.000055208056,0.00015070025,0.00017332626,0.00013436063],"domain_scores_gemma":[0.998175,0.0007175025,0.0004896891,0.00009550081,0.0002807241,0.00024163724],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014869204,0.0013651073,0.0014751997,0.0012967933,0.00086790824,0.0024937808,0.001403447,0.0023702967,0.0018512461],"category_scores_gemma":[0.0044996226,0.0005561835,0.0017495729,0.0008033124,0.0037408383,0.0025472413,0.0021549237,0.0020675913,0.00025799658],"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":[0.00015727602,0.00006477244,0.0019771669,0.00011204734,0.00011137903,0.0008836375,0.00020862749,0.1968825,0.005892462,0.78951114,0.0007133852,0.003485593],"study_design_scores_gemma":[0.000042325555,0.00006988221,0.0006711108,0.000017601464,0.000034515015,0.0001380328,0.00009528593,0.89714384,0.00092307664,0.100065306,0.0007587629,0.000040211424],"about_ca_topic_score_codex":0.0055636265,"about_ca_topic_score_gemma":0.0026649854,"teacher_disagreement_score":0.0055636265,"about_ca_system_score_codex":0.0016896992,"about_ca_system_score_gemma":0.0012770644,"threshold_uncertainty_score":0.012259722},"labels":[],"label_agreement":null},{"id":"W3093299474","doi":"10.1080/14697688.2020.1814022","title":"Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree","year":2020,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Convertible bond; Valuation (finance); Convertible arbitrage; Issuer; Financial economics; Economics; Bond; Econometrics; Business; Finance; Capital asset pricing model","score_opus":0.06753373467439257,"score_gpt":0.2775250794247112,"score_spread":0.20999134475031866,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3093299474","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.492779,0.001099456,0.49150786,0.0013193956,0.000097212825,0.000103998944,0.00042585112,0.00012680744,0.012540398],"genre_scores_gemma":[0.9865687,0.00041605145,0.0064359442,0.000049532566,0.00005647261,0.000055993503,0.00020847308,0.000015009259,0.0061939866],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995623,0.00013223306,0.000026516087,0.00010038226,0.000096962685,0.00008144887],"domain_scores_gemma":[0.9994247,0.00022076184,0.00013470727,0.000028264307,0.00010964687,0.000081940525],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012922598,0.00085618533,0.0008428379,0.0007137447,0.0004165221,0.0016988218,0.0018589037,0.0013491265,0.0025224774],"category_scores_gemma":[0.0019153868,0.0003997495,0.0010501621,0.00067333644,0.00073023123,0.002739127,0.0006629109,0.0011900868,0.0001929742],"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":[0.00009375444,0.00006108344,0.004573571,0.00006429021,0.00006604368,0.0009706935,0.00020053299,0.843057,0.0027887712,0.13786043,0.0012806137,0.008983259],"study_design_scores_gemma":[0.000008960396,0.000011746977,0.00033014768,0.0000026647463,0.000009475461,0.000041545773,0.000012774751,0.9929732,0.000060434908,0.00639369,0.00014776796,0.000007468492],"about_ca_topic_score_codex":0.00928171,"about_ca_topic_score_gemma":0.0040382463,"teacher_disagreement_score":0.00928171,"about_ca_system_score_codex":0.0010516925,"about_ca_system_score_gemma":0.00091272156,"threshold_uncertainty_score":0.018455327},"labels":[],"label_agreement":null},{"id":"W3093973128","doi":"10.1108/cfri-04-2020-0044","title":"Inference for variance risk premium","year":2020,"lang":"en","type":"article","venue":"China Finance Review International","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Variance risk premium; Estimator; Econometrics; Variance (accounting); Mathematics; Statistics; Economics; Volatility risk premium","score_opus":0.036119848045606744,"score_gpt":0.27278187152964717,"score_spread":0.23666202348404042,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3093973128","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.057803396,0.0007334406,0.93653816,0.0009683467,0.000116789255,0.00007905914,0.00023900789,0.0002146672,0.0033070776],"genre_scores_gemma":[0.9110998,0.0010169903,0.08495097,0.0004432985,0.00034331816,0.00014562912,0.00041466713,0.00008222414,0.001503113],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99088657,0.0040190094,0.0005956357,0.0023227856,0.001835429,0.0003405003],"domain_scores_gemma":[0.9003542,0.081165686,0.007347068,0.0066586253,0.0040196627,0.000454819],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.016009808,0.0008059826,0.0013113562,0.0027977524,0.00048409912,0.0031375566,0.0019849874,0.0015463553,0.0029726403],"category_scores_gemma":[0.14199634,0.00055713987,0.0015163276,0.0017122965,0.0024950076,0.0044920594,0.0018406914,0.003243274,0.00034623232],"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":[0.00020985628,0.0002098741,0.10705356,0.00053790875,0.0013245799,0.0004522446,0.00074953015,0.16414596,0.002484432,0.5271339,0.0037099214,0.19198835],"study_design_scores_gemma":[0.00004243678,0.00013212848,0.016967794,0.0002542829,0.00024481496,0.00024428507,0.00021850897,0.50443596,0.0025563908,0.472775,0.0020413126,0.000087048546],"about_ca_topic_score_codex":0.0026027323,"about_ca_topic_score_gemma":0.0009654679,"teacher_disagreement_score":0.016009808,"about_ca_system_score_codex":0.0012022475,"about_ca_system_score_gemma":0.0012829639,"threshold_uncertainty_score":0.084668994},"labels":[],"label_agreement":null},{"id":"W3097691582","doi":"10.3390/math8111932","title":"Jump Models with Delay—Option Pricing and Logarithmic Euler–Maruyama Scheme","year":2020,"lang":"en","type":"article","venue":"Mathematics","topic":"Stochastic processes and financial applications","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; University of Alberta","keywords":"Mathematics; Valuation of options; Logarithm; Stochastic differential equation; Applied mathematics; Rate of convergence; Black–Scholes model; Euler's formula; Uniqueness; Asian option; Econometrics; Mathematical economics; Mathematical analysis; Computer science; Key (lock)","score_opus":0.04850176472675848,"score_gpt":0.2041039907623231,"score_spread":0.15560222603556462,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3097691582","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19535597,0.0015348855,0.7926533,0.0011820971,0.00022530812,0.000066558976,0.000108832246,0.00014235816,0.008730614],"genre_scores_gemma":[0.96663415,0.00050816656,0.023656063,0.00009622705,0.00008377591,0.000071677016,0.00005318391,0.000026741554,0.008869955],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99954116,0.00016355237,0.000025774983,0.00007971087,0.00012205019,0.00006789923],"domain_scores_gemma":[0.9987948,0.0006303528,0.00023792296,0.00008595724,0.00013864509,0.00011243337],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013999349,0.000835066,0.0009478199,0.00063137553,0.00052489294,0.0013564904,0.0015167984,0.0018874633,0.0023181061],"category_scores_gemma":[0.00458443,0.0004584009,0.0010744178,0.0004497045,0.0017552201,0.0024721504,0.0014668055,0.0015974408,0.00020789975],"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":[0.00010341049,0.00005027085,0.0013269519,0.000075717224,0.000040192797,0.00024959617,0.00014388982,0.5026722,0.004687486,0.4869123,0.0003184077,0.003419608],"study_design_scores_gemma":[0.000013767173,0.000016512226,0.00007176588,0.000003580493,0.0000053735575,0.000017802102,0.0000055852875,0.97666967,0.00018603913,0.022760905,0.00024109303,0.00000793569],"about_ca_topic_score_codex":0.0042186715,"about_ca_topic_score_gemma":0.0014232324,"teacher_disagreement_score":0.0042186715,"about_ca_system_score_codex":0.0011945866,"about_ca_system_score_gemma":0.0007627073,"threshold_uncertainty_score":0.00866735},"labels":[],"label_agreement":null},{"id":"W3098307041","doi":"10.2139/ssrn.3679668","title":"Alternatives to Black-76 Model for Options Valuation of Futures Contracts (Presentation Slides)","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Futures contract; Valuation (finance); Presentation (obstetrics); Actuarial science; Financial economics; Economics; Finance; Medicine","score_opus":0.0542534333156002,"score_gpt":0.2820462378015505,"score_spread":0.22779280448595032,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3098307041","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05440373,0.0012902638,0.9096822,0.0023166526,0.00041782207,0.00009694085,0.00045086004,0.00018826754,0.031153206],"genre_scores_gemma":[0.7644938,0.0014442818,0.15013506,0.0005452232,0.00042229416,0.0003420643,0.0006578257,0.00027984317,0.081679635],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985688,0.0009140326,0.000044044686,0.00014136921,0.00018711522,0.00014467117],"domain_scores_gemma":[0.99744594,0.0015894017,0.00019514313,0.00013873028,0.00030148157,0.00032935035],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00423455,0.0011183721,0.0017650477,0.0013037819,0.0012215612,0.003654936,0.0031258438,0.0037068124,0.01645231],"category_scores_gemma":[0.00778596,0.00085277914,0.0023103214,0.0012159171,0.0019655752,0.004955027,0.001619311,0.0039576585,0.0013448424],"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":[0.00009106815,0.000038841772,0.00016712723,0.000039651248,0.000025965686,0.000104279985,0.000063608444,0.13200597,0.0005802597,0.86193824,0.0013391093,0.003605864],"study_design_scores_gemma":[0.000022306436,0.00001748221,0.000062563944,0.000011803306,0.000010817129,0.00002249035,0.000014201203,0.7356189,0.0001180132,0.2631535,0.0009317268,0.000016136992],"about_ca_topic_score_codex":0.0041765664,"about_ca_topic_score_gemma":0.003388284,"teacher_disagreement_score":0.01645231,"about_ca_system_score_codex":0.0023042667,"about_ca_system_score_gemma":0.0014301083,"threshold_uncertainty_score":0.055038452},"labels":[],"label_agreement":null},{"id":"W3098766173","doi":"10.3390/jrfm13110287","title":"A Hausman Test for Partially Linear Models with an Application to Implied Volatility Surface","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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; Hausman test; Implied volatility; Volatility (finance); Estimator; Volatility smile; Forward volatility; Economics; Local volatility; Stochastic volatility; Multivariate statistics; Test statistic; Mathematics; Statistics; Statistical hypothesis testing; Panel data; Fixed effects model","score_opus":0.023099971673419335,"score_gpt":0.22692304979000383,"score_spread":0.20382307811658448,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3098766173","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.059760284,0.00076828257,0.9331987,0.00077708566,0.000107066146,0.00015674166,0.0008401278,0.0006926532,0.0036989923],"genre_scores_gemma":[0.803363,0.0005582704,0.19055097,0.00032385855,0.00036444163,0.00075276423,0.0018582909,0.00015221482,0.0020762596],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9787577,0.015045182,0.00081653753,0.0020915396,0.0027127687,0.00057634764],"domain_scores_gemma":[0.8333227,0.15058935,0.005792147,0.006783845,0.002749874,0.0007622308],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.02069546,0.0009432107,0.0023601197,0.0041076955,0.0009438067,0.0025922132,0.0023997952,0.0021056542,0.008507168],"category_scores_gemma":[0.1335181,0.0005714317,0.0025550567,0.0035677887,0.0033499443,0.0043929038,0.0029368852,0.0033062792,0.00071820396],"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":[0.0004907633,0.0001691504,0.047633074,0.00046632203,0.0018614435,0.0010867596,0.0007790393,0.118745066,0.0023280606,0.6454532,0.0051391544,0.17584798],"study_design_scores_gemma":[0.0001090785,0.00085465907,0.022724042,0.00016824917,0.00022909266,0.0005071647,0.00046943128,0.6843128,0.0018459421,0.28237563,0.006220947,0.00018290292],"about_ca_topic_score_codex":0.0021497672,"about_ca_topic_score_gemma":0.00077614986,"teacher_disagreement_score":0.02069546,"about_ca_system_score_codex":0.0011896057,"about_ca_system_score_gemma":0.0018988503,"threshold_uncertainty_score":0.10944939},"labels":[],"label_agreement":null},{"id":"W3098964627","doi":"","title":"Weak convergence of Vervaat and Vervaat Error processes of long-range dependent sequences","year":2006,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"","keywords":"Mathematics; Weak convergence; Range (aeronautics); Sequence (biology); Convergence (economics); Normality; Applied mathematics; Uniform convergence; Combinatorics; Mathematical analysis; Discrete mathematics; Statistics","score_opus":0.02773744037770634,"score_gpt":0.2266659449430616,"score_spread":0.19892850456535527,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3098964627","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08337894,0.0032358365,0.9011378,0.0010881136,0.0002948898,0.00010653405,0.00013929408,0.0001301834,0.01048838],"genre_scores_gemma":[0.8549449,0.0048748925,0.09839958,0.0006668271,0.0005435523,0.00045075908,0.00045364632,0.00028847877,0.03937742],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99613804,0.0017964499,0.0002357704,0.00062609196,0.0007155468,0.00048816297],"domain_scores_gemma":[0.9585229,0.026289329,0.004803321,0.001914842,0.006538627,0.0019309565],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010586,0.003029953,0.002126875,0.0037007139,0.0013160075,0.0035478517,0.003420922,0.0037547268,0.004282391],"category_scores_gemma":[0.05154038,0.0011620119,0.0028586034,0.0019360302,0.0070332387,0.007862685,0.006191056,0.0055881864,0.0010012124],"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":[0.00016912649,0.000045863406,0.0020323389,0.0003092105,0.0001103297,0.00033772064,0.00046402926,0.06349845,0.0043285047,0.919048,0.0008516364,0.008804716],"study_design_scores_gemma":[0.000038333736,0.00019787742,0.0015563553,0.00015280141,0.000056914665,0.0002861905,0.00017243167,0.5173267,0.0040667825,0.47388184,0.0021462683,0.00011746344],"about_ca_topic_score_codex":0.0035198643,"about_ca_topic_score_gemma":0.0023273118,"teacher_disagreement_score":0.010586,"about_ca_system_score_codex":0.0019658334,"about_ca_system_score_gemma":0.0016074813,"threshold_uncertainty_score":0.055984735},"labels":[],"label_agreement":null},{"id":"W3099212166","doi":"10.2139/ssrn.2715425","title":"Convex Duality for Stochastic Differential Utility","year":2016,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Quest University Canada","funders":"","keywords":"Duality (order theory); Dual (grammatical number); Mathematical optimization; Perturbation function; Consumption (sociology); Mathematical economics; Regular polygon; Stochastic differential equation; Investment (military); Expected utility hypothesis; Differential (mechanical device); Mathematics; Investment strategy; Incomplete markets; Strong duality; Convex optimization; Convex analysis; Economics; Optimization problem; Applied mathematics; Microeconomics; Engineering; Pure mathematics","score_opus":0.023719611789561335,"score_gpt":0.23897742075953335,"score_spread":0.21525780896997201,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3099212166","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.034676705,0.00316272,0.91080314,0.0036291399,0.00036905537,0.00007556743,0.00033940305,0.00012760697,0.046816718],"genre_scores_gemma":[0.8439261,0.0063450467,0.104928896,0.0009183007,0.0013419095,0.00040677734,0.0006955023,0.000390786,0.04104681],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99817955,0.0010789984,0.000073667565,0.00020672385,0.00030139246,0.00015969918],"domain_scores_gemma":[0.99397016,0.0043705017,0.00036250355,0.0002618577,0.0005462598,0.00048881985],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003911729,0.0020178785,0.0027012173,0.0021398235,0.0009710094,0.004991689,0.0014302819,0.001783012,0.006205034],"category_scores_gemma":[0.011682418,0.001136635,0.0019065837,0.001957098,0.003650797,0.0049206004,0.0034189797,0.005054842,0.000712608],"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":[0.000020353458,0.000022953864,0.000089528745,0.00004524527,0.000016095968,0.00003281774,0.000053626623,0.010094612,0.00017924776,0.98548824,0.0011039526,0.0028533288],"study_design_scores_gemma":[0.000011533018,0.00000938151,0.000079665064,0.00001744023,0.0000064482106,0.000022893728,0.000020373642,0.07845684,0.00006270611,0.92009914,0.0012061046,0.000007427538],"about_ca_topic_score_codex":0.002236034,"about_ca_topic_score_gemma":0.0012766321,"teacher_disagreement_score":0.006205034,"about_ca_system_score_codex":0.0042448165,"about_ca_system_score_gemma":0.0019968734,"threshold_uncertainty_score":0.030798435},"labels":[],"label_agreement":null},{"id":"W3099227813","doi":"10.3982/ecta17038","title":"Dynamic Noisy Rational Expectations Equilibrium With Insider Information","year":2020,"lang":"en","type":"article","venue":"Econometrica","topic":"Stochastic processes and financial applications","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":"Quest University Canada","funders":"National Science Foundation","keywords":"Economics; Rational expectations; Information asymmetry; Asset (computer security); Private information retrieval; Insider trading; Insider; Microeconomics; Mathematical economics; Econometrics; Capital asset pricing model; Bounded function; Financial economics; Computer science; Finance; Mathematics","score_opus":0.020230161315461428,"score_gpt":0.20292564693625004,"score_spread":0.1826954856207886,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3099227813","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3832031,0.00086569105,0.5334109,0.0058168685,0.00015295795,0.0001157469,0.0004374358,0.00025125648,0.075746045],"genre_scores_gemma":[0.98086333,0.00025899985,0.011735455,0.00015864687,0.000060602877,0.00007895931,0.000055311848,0.000023973944,0.0067648003],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99862504,0.0005809518,0.00006215854,0.00022218683,0.0003011129,0.00020858951],"domain_scores_gemma":[0.9949773,0.0028536275,0.0012899417,0.00028272663,0.00032673113,0.00026969885],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023020513,0.00076431385,0.0011266624,0.0005677079,0.0006502523,0.002757456,0.0013180884,0.002082393,0.004588533],"category_scores_gemma":[0.009268455,0.00054587517,0.00076423044,0.00047773455,0.001965159,0.003329881,0.0015916813,0.0012283267,0.0005350625],"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":[0.00008041515,0.000053731863,0.0005305558,0.000065301036,0.000056097557,0.00034142786,0.00021170493,0.13379622,0.0012942743,0.8592473,0.00093509036,0.0033878458],"study_design_scores_gemma":[0.00006766687,0.00003349002,0.0002561166,0.000020490927,0.000013770216,0.00005186942,0.00007168166,0.56063694,0.00032930946,0.43741614,0.0010715218,0.000031012252],"about_ca_topic_score_codex":0.0024491546,"about_ca_topic_score_gemma":0.00123178,"teacher_disagreement_score":0.004588533,"about_ca_system_score_codex":0.0018596664,"about_ca_system_score_gemma":0.0009155077,"threshold_uncertainty_score":0.015350223},"labels":[],"label_agreement":null},{"id":"W3100508412","doi":"10.1080/00207179.2020.1849807","title":"Dynamic asset-liability management problem in a continuous-time model with delay","year":2020,"lang":"en","type":"article","venue":"International Journal of Control","topic":"Stochastic processes and financial applications","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":"Science and Technology Planning Project of Guangdong Province; Ministry of Education of the People's Republic of China; Natural Sciences and Engineering Research Council of Canada; Natural Science Foundation of Guangdong Province; National Natural Science Foundation of China","keywords":"Asset (computer security); Bellman equation; Liability; Variance (accounting); Investment strategy; Stochastic differential equation; Economics; Stochastic control; Investment (military); Mathematical optimization; Mathematical economics; Computer science; Mathematics; Microeconomics; Optimal control; Applied mathematics; Finance","score_opus":0.008318238542185991,"score_gpt":0.21135751338330985,"score_spread":0.20303927484112386,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3100508412","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16943787,0.0012458052,0.8141627,0.0025435812,0.00011773171,0.00010040458,0.0003060618,0.0001023633,0.011983444],"genre_scores_gemma":[0.9773107,0.00035577017,0.0144783985,0.000094961695,0.00003442678,0.000096240285,0.0000802838,0.000021716012,0.007527594],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99899584,0.0003622685,0.000046126814,0.000244801,0.00015263606,0.00019829125],"domain_scores_gemma":[0.9971765,0.0020747818,0.00031071206,0.00004969431,0.00020701914,0.000181225],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020956157,0.0010193023,0.0015682509,0.00055855396,0.0005717651,0.0018268793,0.0013378629,0.0026785526,0.0034729736],"category_scores_gemma":[0.0043690666,0.00068712654,0.00078171794,0.0006445868,0.0014460958,0.0021740382,0.0014105546,0.0017210363,0.00015947765],"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":[0.00007982226,0.00003874989,0.0006041765,0.00007188742,0.000035262503,0.00030451638,0.00007378614,0.9266436,0.00076349545,0.06790324,0.00043849958,0.0030430271],"study_design_scores_gemma":[0.000032508007,0.000034088964,0.00014410181,0.000007484817,0.000010826029,0.00003414102,0.00002783818,0.9832751,0.0001566726,0.015967034,0.00029894547,0.000011206687],"about_ca_topic_score_codex":0.009194927,"about_ca_topic_score_gemma":0.0043422566,"teacher_disagreement_score":0.009194927,"about_ca_system_score_codex":0.0021344612,"about_ca_system_score_gemma":0.0017721293,"threshold_uncertainty_score":0.01828283},"labels":[],"label_agreement":null},{"id":"W3103948252","doi":"10.1080/03610926.2020.1868515","title":"Strong law of large numbers for functionals of random fields with unboundedly increasing covariances","year":2021,"lang":"en","type":"preprint","venue":"Communication in Statistics- Theory and Methods","topic":"Stochastic processes and financial applications","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 Regina","funders":"Kazan Federal University; La Trobe University","keywords":"Law of large numbers; Random field; Range (aeronautics); Mathematics; Domain (mathematical analysis); Statistical physics; Field (mathematics); Applied mathematics; Mathematical analysis; Random variable; Statistics; Pure mathematics; Physics; Engineering","score_opus":0.051682418173125834,"score_gpt":0.3654434008282315,"score_spread":0.31376098265510566,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3103948252","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09203663,0.002838986,0.87647736,0.0034974432,0.00025947252,0.00008021421,0.00017465674,0.0002365649,0.02439858],"genre_scores_gemma":[0.92222345,0.0024732281,0.0648624,0.00091926754,0.000739005,0.00028024652,0.00030408087,0.00028729212,0.007910972],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9953557,0.0020703536,0.00019268604,0.0005775134,0.0013990082,0.0004047402],"domain_scores_gemma":[0.941486,0.047305003,0.0030153615,0.0024457588,0.0040185098,0.0017293799],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010109089,0.0013569128,0.0013456714,0.0032938323,0.0009067536,0.003075345,0.0011606679,0.0014125286,0.002673141],"category_scores_gemma":[0.055549953,0.0006561192,0.0021206632,0.0012744907,0.0075683533,0.006999966,0.003515931,0.0058595026,0.0004913281],"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":[0.000033332923,0.000025502895,0.00086841756,0.00015244931,0.00003677425,0.00024695575,0.0001835643,0.012761528,0.0023511436,0.97769976,0.0007451041,0.0048954515],"study_design_scores_gemma":[0.000015231459,0.00004138745,0.00091853994,0.000049108377,0.00001426876,0.0002478383,0.000049739356,0.14862628,0.0010113002,0.84762156,0.0013745893,0.000030030233],"about_ca_topic_score_codex":0.0009574901,"about_ca_topic_score_gemma":0.00058032427,"teacher_disagreement_score":0.010109089,"about_ca_system_score_codex":0.0019392633,"about_ca_system_score_gemma":0.0015692143,"threshold_uncertainty_score":0.053462565},"labels":[],"label_agreement":null},{"id":"W3105272581","doi":"","title":"On one-dimensional Riccati diffusions","year":2024,"lang":"en","type":"article","venue":"HAL (Le Centre pour la Communication Scientifique Directe)","topic":"Stochastic processes and financial applications","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":"HEC Montréal","funders":"","keywords":"Riccati equation; Lipschitz continuity; Mathematics; Stochastic differential equation; Exponential stability; Context (archaeology); Exponential function; Applied mathematics; Differential equation; Mathematical analysis; Nonlinear system; Physics","score_opus":0.01855875526173967,"score_gpt":0.21026924624322263,"score_spread":0.19171049098148296,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3105272581","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05699932,0.0021558646,0.9320227,0.00060491584,0.00010041188,0.000035083685,0.00014102556,0.00014389622,0.007796781],"genre_scores_gemma":[0.93298674,0.0032068861,0.05365599,0.0002479068,0.00025570867,0.00012072396,0.0003037913,0.00013111575,0.009091078],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992593,0.00022046761,0.000042547195,0.00019647485,0.00020614358,0.00007498171],"domain_scores_gemma":[0.99693286,0.0017425842,0.00048584002,0.00021620191,0.00050383544,0.000118768534],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020627032,0.000831575,0.00082061416,0.0018107349,0.00055362756,0.0013381992,0.00077979395,0.0010156085,0.0015793812],"category_scores_gemma":[0.009176587,0.00032263208,0.0009753575,0.001241779,0.0024693229,0.0024904914,0.0010925474,0.0015628285,0.00033207293],"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":[0.000028518089,0.000014094204,0.0007030294,0.0000910166,0.000026730826,0.00014666175,0.00017842343,0.13191272,0.005493997,0.8520038,0.0005422207,0.008858756],"study_design_scores_gemma":[0.000005919107,0.00002643068,0.0005912416,0.000021114496,0.000009146933,0.00010129585,0.000028551382,0.75822985,0.00091187924,0.23861569,0.0014305025,0.000028463293],"about_ca_topic_score_codex":0.0045101694,"about_ca_topic_score_gemma":0.0014647886,"teacher_disagreement_score":0.0045101694,"about_ca_system_score_codex":0.001315567,"about_ca_system_score_gemma":0.0006736825,"threshold_uncertainty_score":0.0109087825},"labels":[],"label_agreement":null},{"id":"W3106714358","doi":"10.48550/arxiv.2012.02052","title":"Team-Optimal Solution of Finite Number of Mean-Field Coupled LQG Subsystems","year":2020,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Linear-quadratic-Gaussian control; Riccati equation; Control theory (sociology); Linear-quadratic regulator; Optimal control; Mathematics; Field (mathematics); Gaussian; Algebraic Riccati equation; Controller (irrigation); Mean field theory; Function (biology); Filter (signal processing); Optimal projection equations; Applied mathematics; Mathematical optimization; Computer science; Control (management); Differential equation; Mathematical analysis","score_opus":0.07695051476344668,"score_gpt":0.1908933705271724,"score_spread":0.11394285576372572,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3106714358","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.084872,0.000322759,0.9054285,0.0005240188,0.000060014445,0.00007395954,0.00012537488,0.00018444334,0.008408892],"genre_scores_gemma":[0.9697983,0.00012790707,0.025856154,0.00008500709,0.000027603866,0.00019321423,0.00011755089,0.000044405675,0.0037498283],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993734,0.00022876317,0.000027790045,0.00014909446,0.00008923287,0.00013175873],"domain_scores_gemma":[0.99752337,0.0015711782,0.000370181,0.000091523034,0.0002849326,0.00015881697],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016488787,0.0010829546,0.002002023,0.00050181075,0.00060585333,0.0012969082,0.0009825592,0.0017304091,0.0021835265],"category_scores_gemma":[0.0034572345,0.00071963103,0.0009550474,0.00050529325,0.0016968698,0.0006921231,0.0019670369,0.0011089161,0.00021266521],"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":[0.000041444455,0.000011130448,0.00027743183,0.000035939123,0.000034263016,0.00005451887,0.000045102013,0.9898802,0.00042381522,0.007153636,0.0002608847,0.0017816923],"study_design_scores_gemma":[0.000014111097,0.000017946708,0.000059413676,0.0000029215166,0.0000040960927,0.0000034135148,0.000011077796,0.99655426,0.00006239607,0.003176086,0.000091047164,0.0000032800353],"about_ca_topic_score_codex":0.0119094085,"about_ca_topic_score_gemma":0.005684039,"teacher_disagreement_score":0.0119094085,"about_ca_system_score_codex":0.0011918457,"about_ca_system_score_gemma":0.0014480257,"threshold_uncertainty_score":0.02368015},"labels":[],"label_agreement":null},{"id":"W3107198524","doi":"10.1109/cdc42340.2020.9303950","title":"Reinforcement Learning in Nonzero-sum Linear Quadratic Deep Structured Games: Global Convergence of Policy Optimization","year":2020,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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; Concordia University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Reinforcement learning; Mathematical optimization; Mathematics; Convergence (economics); Nash equilibrium; Dimension (graph theory); Computer science; Mathematical economics; Artificial intelligence","score_opus":0.025778512953630418,"score_gpt":0.2580555533237466,"score_spread":0.23227704037011615,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3107198524","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.044409078,0.00031209402,0.94985914,0.0006288614,0.000055411227,0.000055016153,0.00004087779,0.00012004228,0.0045194696],"genre_scores_gemma":[0.94026107,0.00033022382,0.054433595,0.00027175815,0.00005494964,0.00019314679,0.000076153505,0.000082346756,0.004296818],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990386,0.00048522206,0.00002921615,0.00015201907,0.0001511964,0.0001437666],"domain_scores_gemma":[0.99573827,0.0032578998,0.00035049662,0.00010885286,0.00031767678,0.00022682516],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002609801,0.0013991299,0.0015552382,0.000557495,0.00045691986,0.0011903141,0.0010879211,0.0013251473,0.0020019847],"category_scores_gemma":[0.010737087,0.0005100009,0.0007444538,0.0004166164,0.0023159625,0.0015950645,0.0020097683,0.001966712,0.00024207491],"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":[0.000051520547,0.00004855951,0.00061069045,0.00007955419,0.00004129816,0.00007503162,0.00007882069,0.9236727,0.00072338653,0.06821179,0.00057488505,0.005831675],"study_design_scores_gemma":[0.0000064528895,0.000012717423,0.000028687455,0.00000366664,0.0000027526446,0.000004440241,0.000005950227,0.98851424,0.00007644343,0.011260347,0.000081909675,0.0000023254472],"about_ca_topic_score_codex":0.0059786974,"about_ca_topic_score_gemma":0.0030956857,"teacher_disagreement_score":0.0059786974,"about_ca_system_score_codex":0.0015116646,"about_ca_system_score_gemma":0.0017320812,"threshold_uncertainty_score":0.013802111},"labels":[],"label_agreement":null},{"id":"W3108681518","doi":"10.1016/j.cam.2022.114264","title":"Parameter estimation for threshold Ornstein–Uhlenbeck processes from discrete observations","year":2022,"lang":"en","type":"article","venue":"Journal of Computational and Applied Mathematics","topic":"Stochastic processes and financial applications","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":"University of Alberta","funders":"China Scholarship Council; Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China; University of Alberta","keywords":"Mathematics; Ornstein–Uhlenbeck process; Estimator; Ergodic theory; Consistency (knowledge bases); Moment (physics); Asymptotic distribution; Applied mathematics; Strong consistency; Basis (linear algebra); Infinity; Mathematical analysis; Statistics; Stochastic process; Discrete mathematics; Geometry","score_opus":0.050918025035757694,"score_gpt":0.24513925857516414,"score_spread":0.19422123353940646,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3108681518","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.054458376,0.00024459747,0.944515,0.00015282961,0.000030635554,0.000024553243,0.00009327687,0.00015768546,0.0003231573],"genre_scores_gemma":[0.90295166,0.0006774087,0.0931193,0.00008632168,0.000072542425,0.00013873204,0.00073371606,0.00010573136,0.0021146361],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990578,0.00033997986,0.000080207355,0.0002842936,0.00013959239,0.00009817318],"domain_scores_gemma":[0.99156636,0.007033256,0.0005111445,0.00044168314,0.00028257302,0.00016491378],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003319535,0.00086596486,0.001725469,0.0009928794,0.00038165157,0.0019850016,0.0015115142,0.0019981205,0.0014688771],"category_scores_gemma":[0.0220021,0.0009780104,0.0011574792,0.0010012042,0.0012148278,0.003398209,0.0018896888,0.0026516744,0.00042911724],"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":[0.0003336301,0.00010702745,0.005157503,0.00021172022,0.00021016056,0.00016720837,0.00016029502,0.8720328,0.0044725486,0.06339513,0.00062649767,0.053125467],"study_design_scores_gemma":[0.0000075726275,0.000008136493,0.00034538866,0.000009595713,0.000006350816,0.000015405669,0.000007352932,0.9818162,0.00043357632,0.017264338,0.00007580001,0.000010302171],"about_ca_topic_score_codex":0.003008741,"about_ca_topic_score_gemma":0.0016924983,"teacher_disagreement_score":0.003319535,"about_ca_system_score_codex":0.0006987153,"about_ca_system_score_gemma":0.0011662651,"threshold_uncertainty_score":0.017555594},"labels":[],"label_agreement":null},{"id":"W3110014586","doi":"10.1016/j.jbankfin.2020.106012","title":"Optimal collective investment: The impact of sharing rules, management fees and guarantees","year":2020,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Stochastic processes and financial applications","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":"Université Laval; Actua","funders":"Deutsche Forschungsgemeinschaft","keywords":"Constraint (computer-aided design); Business; Microeconomics; Portfolio; Participation constraint; Actuarial science; Investment (military); Project portfolio management; Component (thermodynamics); Pension; Economics; Finance; Incentive","score_opus":0.02847807357711728,"score_gpt":0.24007370141774378,"score_spread":0.2115956278406265,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3110014586","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.90330637,0.0012279956,0.066444956,0.0043997564,0.00022215895,0.0000633916,0.00017004058,0.00012925056,0.02403617],"genre_scores_gemma":[0.99526876,0.00017097796,0.0017883333,0.00006225096,0.00002760829,0.0000135514665,0.000025071267,0.00001650015,0.0026268912],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9988219,0.00048298735,0.00005541262,0.00018152125,0.000109740016,0.00034845716],"domain_scores_gemma":[0.9823637,0.012968701,0.0018309017,0.00080749893,0.0006155802,0.0014136554],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004204048,0.0005973439,0.0019467443,0.00044814916,0.00082347984,0.0037342738,0.0012868011,0.0026495215,0.006959534],"category_scores_gemma":[0.023867996,0.0006243712,0.00072581216,0.00048552844,0.0021643373,0.003972883,0.0017900408,0.0020014485,0.0003004436],"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":[0.0012989633,0.0005449334,0.0051146667,0.00021057899,0.00022960886,0.0003907563,0.00036106567,0.6225827,0.0012156622,0.34036347,0.0047615687,0.022926005],"study_design_scores_gemma":[0.0002884373,0.00027448617,0.0026631528,0.00005115555,0.00009203636,0.00007928275,0.00044133514,0.63446414,0.0004171714,0.35999277,0.0011969238,0.00003906047],"about_ca_topic_score_codex":0.0041914647,"about_ca_topic_score_gemma":0.0032066966,"teacher_disagreement_score":0.006959534,"about_ca_system_score_codex":0.0018127027,"about_ca_system_score_gemma":0.0022988557,"threshold_uncertainty_score":0.023281932},"labels":[],"label_agreement":null},{"id":"W3110073765","doi":"10.1016/j.jeconom.2020.09.004","title":"Efficient estimation and filtering for multivariate jump–diffusions","year":2020,"lang":"en","type":"article","venue":"Journal of Econometrics","topic":"Stochastic processes and financial applications","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":"Bank of Canada","funders":"","keywords":"Estimator; Jump; Mathematics; Applied mathematics; Jump diffusion; Econometrics; Multivariate statistics; Volatility (finance); Affine transformation; Kalman filter; Statistics","score_opus":0.14408977358863231,"score_gpt":0.2505410813674899,"score_spread":0.10645130777885761,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3110073765","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00818979,0.00015593281,0.9911732,0.00011816155,0.0000300355,0.000011169374,0.000032888092,0.00013797384,0.00015084237],"genre_scores_gemma":[0.3922515,0.0011023921,0.600624,0.00011064086,0.00034153412,0.00016268676,0.00064390147,0.00021085572,0.004552493],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986952,0.0004896379,0.00012782606,0.00027894203,0.00028344337,0.00012489271],"domain_scores_gemma":[0.9889388,0.008846104,0.0006158229,0.00082829985,0.0005881025,0.00018282128],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0037408008,0.0010758025,0.0019669526,0.0019526781,0.00069864973,0.0018533433,0.0015374918,0.002193785,0.0021538588],"category_scores_gemma":[0.02076856,0.0017355945,0.0017012001,0.0015386004,0.0011348926,0.003174861,0.0017104873,0.0024901314,0.0005533424],"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":[0.00031444686,0.00015743941,0.0027428572,0.00024539235,0.00033801276,0.00011795188,0.00014763995,0.6837446,0.013386841,0.110102676,0.0018126759,0.18688957],"study_design_scores_gemma":[0.000010936079,0.000010313547,0.00027011396,0.000005847825,0.000011012112,0.000014609952,0.0000035204948,0.98391324,0.00086175627,0.014550269,0.0003366974,0.000011599338],"about_ca_topic_score_codex":0.007830442,"about_ca_topic_score_gemma":0.00699588,"teacher_disagreement_score":0.007830442,"about_ca_system_score_codex":0.0010312874,"about_ca_system_score_gemma":0.0015803071,"threshold_uncertainty_score":0.019783497},"labels":[],"label_agreement":null},{"id":"W3111014446","doi":"10.1017/apr.2023.7","title":"Propagation of chaos and large deviations in mean-field models with jumps on block-structured networks","year":2023,"lang":"en","type":"article","venue":"Advances in Applied Probability","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"","keywords":"Mathematics; Block (permutation group theory); Jump; Infinity; Class (philosophy); Population; Large deviations theory; Law of large numbers; Statistical physics; Combinatorics; Mathematical analysis; Computer science; Statistics; Random variable","score_opus":0.016688400033248642,"score_gpt":0.22550792282682036,"score_spread":0.20881952279357172,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3111014446","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6584049,0.00078579196,0.33321142,0.0016553572,0.000073494644,0.00005825782,0.00019475934,0.00016790154,0.0054481816],"genre_scores_gemma":[0.9932423,0.00021801943,0.0042422204,0.000045669072,0.00003237267,0.000044658103,0.00004974475,0.000016152728,0.0021087253],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995493,0.00017922612,0.000021865237,0.00006764358,0.000099778816,0.00008215428],"domain_scores_gemma":[0.9961487,0.0022043549,0.00089497044,0.00013811816,0.00032055515,0.0002933489],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015479627,0.0004598259,0.0009893544,0.0014795787,0.0006469295,0.0016238574,0.001299477,0.0016871683,0.0015993547],"category_scores_gemma":[0.0057979017,0.0005241003,0.0007349282,0.00056911865,0.0018620808,0.0018623237,0.0011549384,0.0009382635,0.00015788576],"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":[0.00007244881,0.00003904785,0.002535661,0.00004768168,0.000084324536,0.0002897415,0.0001749077,0.76922905,0.0023904555,0.22238278,0.00062062027,0.0021333538],"study_design_scores_gemma":[0.000007669424,0.000010903174,0.00029157975,0.0000045316365,0.0000056261006,0.000014794471,0.00001097858,0.97350276,0.00007804653,0.025958342,0.00010730016,0.000007476638],"about_ca_topic_score_codex":0.006587057,"about_ca_topic_score_gemma":0.0030797045,"teacher_disagreement_score":0.006587057,"about_ca_system_score_codex":0.001382351,"about_ca_system_score_gemma":0.00061769935,"threshold_uncertainty_score":0.013097405},"labels":[],"label_agreement":null},{"id":"W3111581966","doi":"10.1016/j.physa.2020.125619","title":"A censored Ornstein–Uhlenbeck process for rainfall modeling and derivatives pricing","year":2020,"lang":"en","type":"article","venue":"Physica A Statistical Mechanics and its Applications","topic":"Stochastic processes and financial applications","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":"Bank of Canada; University of Ottawa","funders":"","keywords":"Ornstein–Uhlenbeck process; Mathematics; Extreme value theory; Econometrics; Latent variable; Process (computing); Goodness of fit; Statistics; Applied mathematics; Statistical physics; Stochastic process; Computer science; Physics","score_opus":0.05020017125694938,"score_gpt":0.27044279747510946,"score_spread":0.2202426262181601,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3111581966","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.01597749,0.0017113658,0.9790621,0.0006651401,0.0003930683,0.00003461144,0.00014382237,0.00014034676,0.0018721095],"genre_scores_gemma":[0.78114957,0.006400485,0.18063995,0.00069075415,0.0017955131,0.00024297449,0.0007975501,0.0002753523,0.02800779],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99884677,0.0005316998,0.00007646979,0.00022797093,0.00023465768,0.00008241636],"domain_scores_gemma":[0.9968393,0.0017258027,0.00038317664,0.0003497221,0.00046409052,0.0002379318],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003859279,0.00112543,0.0014537645,0.0013842257,0.00079139497,0.0023961985,0.00280488,0.0039862664,0.003021771],"category_scores_gemma":[0.012279266,0.0007790613,0.0018515377,0.001965779,0.0019969854,0.004017745,0.0017327797,0.0033187352,0.0007613146],"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":[0.00007877973,0.00011530623,0.0013936782,0.00019611444,0.00014163513,0.00035901807,0.00013173687,0.43344817,0.0031932506,0.5368123,0.0025048866,0.02162502],"study_design_scores_gemma":[0.0000063850666,0.000011790102,0.00014238358,0.000010908513,0.000015244131,0.000038785656,0.0000069875564,0.9285175,0.00016289554,0.07010081,0.0009672753,0.000019100175],"about_ca_topic_score_codex":0.003541262,"about_ca_topic_score_gemma":0.002354253,"teacher_disagreement_score":0.0039862664,"about_ca_system_score_codex":0.001175022,"about_ca_system_score_gemma":0.0012377688,"threshold_uncertainty_score":0.02041006},"labels":[],"label_agreement":null},{"id":"W3112846043","doi":"10.48550/arxiv.2012.02401","title":"Team Optimal Control of Coupled Major-Minor Subsystems with Mean-Field Sharing","year":2020,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Minor (academic); Control (management); Field (mathematics); Computer science; Mathematics; Political science; Artificial intelligence","score_opus":0.056205761627925156,"score_gpt":0.16953969982278197,"score_spread":0.11333393819485682,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3112846043","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14663953,0.00033148687,0.84225875,0.00058414234,0.00010295416,0.00007432757,0.00011999666,0.00017463308,0.009714165],"genre_scores_gemma":[0.9834431,0.00010299338,0.012452839,0.00008324939,0.000028508786,0.00009166083,0.000051306863,0.000023126651,0.0037233087],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99884415,0.00040601016,0.000037800644,0.00030923347,0.00013739607,0.00026537335],"domain_scores_gemma":[0.9980738,0.0010129893,0.0003706255,0.00009523504,0.00021217257,0.00023512838],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018783978,0.0016800994,0.0018661931,0.0005536811,0.0007426314,0.0014997299,0.0014280663,0.001509277,0.0023595034],"category_scores_gemma":[0.0033231939,0.0007327732,0.0011282499,0.00041193096,0.0016696522,0.0012280225,0.0024007051,0.0012816131,0.00027430008],"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":[0.00014298539,0.000044590004,0.0005545615,0.000054111537,0.00009101914,0.000110506764,0.00007138623,0.9709372,0.0015038619,0.022753919,0.00043874426,0.0032971585],"study_design_scores_gemma":[0.000018638191,0.000047169357,0.000120281395,0.0000037743202,0.000011879932,0.000009235518,0.000021451404,0.9903605,0.00013678042,0.009092089,0.00017052202,0.000007638718],"about_ca_topic_score_codex":0.008604184,"about_ca_topic_score_gemma":0.003484136,"teacher_disagreement_score":0.008604184,"about_ca_system_score_codex":0.0013697102,"about_ca_system_score_gemma":0.0011609177,"threshold_uncertainty_score":0.017108202},"labels":[],"label_agreement":null},{"id":"W3118604444","doi":"10.3390/math9020158","title":"Controlled Discrete-Time Semi-Markov Random Evolutions and Their Applications","year":2021,"lang":"en","type":"article","venue":"Mathematics","topic":"Stochastic processes and financial applications","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":"Markov chain; Mathematics; Applied mathematics; Discrete time and continuous time; Markov process; Limit (mathematics); Weak convergence; Dynamical systems theory; Convergence (economics); Mathematical optimization; Markov model; Statistical physics; Mathematical analysis; Computer science; Physics","score_opus":0.011149438221149955,"score_gpt":0.20467689548038312,"score_spread":0.19352745725923318,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3118604444","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04698887,0.0043192757,0.92959225,0.0011543585,0.00033927071,0.000065743414,0.00008845934,0.00012613655,0.01732568],"genre_scores_gemma":[0.91271585,0.003635206,0.071842775,0.00027854592,0.00023974723,0.00018156331,0.000099745375,0.00005798996,0.010948656],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99926656,0.00028117234,0.000040795534,0.00011016613,0.00024814747,0.000053253963],"domain_scores_gemma":[0.9987066,0.00067624333,0.00019910063,0.00007789528,0.00024282676,0.00009733447],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014272865,0.0006350266,0.00062659656,0.0010200965,0.00041191484,0.0009396094,0.0007636408,0.0009453997,0.001717132],"category_scores_gemma":[0.0035633082,0.00028097045,0.0009898555,0.00065557135,0.0019756593,0.0013810693,0.0009908727,0.0012689419,0.00015851541],"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":[0.000008169665,0.000011294132,0.0002034153,0.000053171698,0.000018043771,0.0000683207,0.00007442492,0.050564684,0.0014662722,0.9436553,0.00021392727,0.003663035],"study_design_scores_gemma":[0.000016046935,0.000036411522,0.00022685392,0.000029618652,0.000012988018,0.00008876699,0.000025884601,0.60456413,0.0007170333,0.39059266,0.0036688426,0.000020778441],"about_ca_topic_score_codex":0.0034536712,"about_ca_topic_score_gemma":0.0012866798,"teacher_disagreement_score":0.0034536712,"about_ca_system_score_codex":0.0013527122,"about_ca_system_score_gemma":0.00079642626,"threshold_uncertainty_score":0.00981468},"labels":[],"label_agreement":null},{"id":"W3119101024","doi":"10.1007/s11118-023-10080-x","title":"Nonlinear McKean-Vlasov Diffusions under the Weak Hörmander Condition with Quantile-Dependent Coefficients","year":2023,"lang":"en","type":"article","venue":"Potential Analysis","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Uniqueness; Mathematics; Degenerate energy levels; Nonlinear system; Mathematical analysis; Quantile; Stochastic differential equation; Contraction (grammar); Contraction mapping; A priori and a posteriori; Applied mathematics; Physics; Fixed-point theorem; Statistics","score_opus":0.01818107374831232,"score_gpt":0.23718671304432232,"score_spread":0.21900563929601,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3119101024","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32714292,0.0032841915,0.6236121,0.0070131538,0.0004077272,0.00017676024,0.0008189509,0.000332139,0.037212096],"genre_scores_gemma":[0.9320759,0.0021129001,0.024864025,0.00041350257,0.00043840916,0.00018198894,0.0004023692,0.00014836856,0.039362483],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99923277,0.00032853746,0.000039132825,0.00012272861,0.0001343562,0.00014238941],"domain_scores_gemma":[0.99391717,0.0032893552,0.0009465196,0.00021263765,0.0008021211,0.0008321893],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003470971,0.0014513051,0.0014548987,0.0024225924,0.00092230004,0.0028886264,0.0016286465,0.0027219327,0.0054247663],"category_scores_gemma":[0.017966816,0.0006862251,0.0013115698,0.0011733583,0.0032296847,0.0053328807,0.003039885,0.0030286557,0.0007155382],"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":[0.000050140105,0.00002041152,0.00047000052,0.000069387286,0.000025063895,0.0001365843,0.00010628881,0.023028012,0.0016106556,0.9713956,0.00071632804,0.0023716355],"study_design_scores_gemma":[0.000047521957,0.000033732966,0.00063533883,0.00003541596,0.000020580392,0.00018174236,0.00008069069,0.3594795,0.0006275846,0.637724,0.0010823598,0.000051553365],"about_ca_topic_score_codex":0.0041902927,"about_ca_topic_score_gemma":0.0021014821,"teacher_disagreement_score":0.0054247663,"about_ca_system_score_codex":0.0028934542,"about_ca_system_score_gemma":0.002083757,"threshold_uncertainty_score":0.02099353},"labels":[],"label_agreement":null},{"id":"W3119581765","doi":"10.1080/10920277.2020.1837636","title":"Do Jumps Matter in the Long Term? A Tale of Two Horizons","year":2021,"lang":"en","type":"article","venue":"North American Actuarial Journal","topic":"Stochastic processes and financial applications","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":"Université du Québec à Montréal; Simon Fraser University","funders":"Natural Sciences and Engineering Research Council of Canada; Simon Fraser University; Nvidia","keywords":"Replicate; Jump; Econometrics; Portfolio; Jump diffusion; Valuation (finance); Economics; Term (time); Equity (law); Actuarial science; Time horizon; Computer science; Mathematics; Financial economics; Statistics; Physics; Finance","score_opus":0.017508173591530094,"score_gpt":0.2462749125448664,"score_spread":0.2287667389533363,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3119581765","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8388075,0.006017007,0.1171297,0.02125541,0.00044079142,0.00005513554,0.00046370176,0.00037864427,0.015452034],"genre_scores_gemma":[0.99436164,0.00066299393,0.0030565667,0.00043592762,0.00013003917,0.000014488854,0.00006690288,0.000030511623,0.001240939],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994361,0.00020742512,0.000024396277,0.00014504255,0.00011393122,0.00007310397],"domain_scores_gemma":[0.98937875,0.0072911344,0.0015033146,0.00093148893,0.00030976476,0.0005856038],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003214632,0.0004193468,0.0007090745,0.000651815,0.0007594035,0.0022759887,0.001268112,0.0024024348,0.0044559482],"category_scores_gemma":[0.027496407,0.00030935626,0.0005137694,0.00068728207,0.002209957,0.007880829,0.001503928,0.0027817343,0.00025399312],"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":[0.0010528767,0.0002551907,0.04989226,0.0003319512,0.00041829012,0.0011828862,0.0014034908,0.1597367,0.0063586487,0.6508215,0.0073463717,0.121199824],"study_design_scores_gemma":[0.000056718673,0.00021633203,0.020537008,0.00011381212,0.00012304077,0.00030672224,0.00051161053,0.27645832,0.0018900674,0.69570774,0.003962148,0.0001165451],"about_ca_topic_score_codex":0.0015130384,"about_ca_topic_score_gemma":0.00089525006,"teacher_disagreement_score":0.0044559482,"about_ca_system_score_codex":0.00077972264,"about_ca_system_score_gemma":0.00040772313,"threshold_uncertainty_score":0.017000794},"labels":[],"label_agreement":null},{"id":"W3121169527","doi":"10.2139/ssrn.1346110","title":"Johnson Binomial Trees","year":2008,"lang":"ca","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Mathematics; Statistics","score_opus":0.01713976032516328,"score_gpt":0.21265476712231274,"score_spread":0.19551500679714945,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121169527","genre_codex":"other","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08751769,0.0043135746,0.32906607,0.003232766,0.0010846404,0.0001755429,0.0027267414,0.0019359811,0.5699469],"genre_scores_gemma":[0.6473949,0.0035685631,0.083536,0.0019641863,0.0012749066,0.00022051267,0.0034858114,0.0010819557,0.25747308],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992494,0.00016689107,0.000042650125,0.00013812302,0.00027540364,0.00012755484],"domain_scores_gemma":[0.99832135,0.0006884987,0.00016326802,0.0002447489,0.0003339274,0.00024812372],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006488483,0.00040800966,0.0009639133,0.0022317467,0.00182862,0.0034732874,0.00088913913,0.0012403169,0.033993565],"category_scores_gemma":[0.005683109,0.0005748226,0.0006598089,0.0021530953,0.0009770511,0.0026887946,0.0013723053,0.0020115383,0.008518513],"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":[0.000029651559,0.000033719898,0.0005234215,0.000033716038,0.000016787562,0.00007960856,0.00007976975,0.0026407423,0.0004180605,0.94599575,0.016554296,0.03359439],"study_design_scores_gemma":[0.000013544213,0.00000861624,0.00038338837,0.000024688756,0.000019152825,0.00022937855,0.000035699533,0.019680707,0.000280578,0.94736785,0.03194007,0.000016295238],"about_ca_topic_score_codex":0.0018800059,"about_ca_topic_score_gemma":0.003068251,"teacher_disagreement_score":0.033993565,"about_ca_system_score_codex":0.0011604583,"about_ca_system_score_gemma":0.0008939553,"threshold_uncertainty_score":0.11371982},"labels":[],"label_agreement":null},{"id":"W3121248570","doi":"","title":"Pricing Arithmetic Asian Options Under the CEV Process","year":2010,"lang":"en","type":"article","venue":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas)","topic":"Stochastic processes and financial applications","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; University of British Columbia Hospital","funders":"","keywords":"Binomial options pricing model; Constant elasticity of variance model; Mathematics; Asian option; Trinomial tree; Econometrics; Stock price; Applied mathematics; Valuation of options; Mathematical optimization; Computer science; Mathematical economics; Volatility (finance); Volatility smile","score_opus":0.022680770400108873,"score_gpt":0.23946858428897705,"score_spread":0.21678781388886817,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121248570","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.20269938,0.00030487133,0.78787243,0.0002445259,0.00005396387,0.00003153977,0.000026977576,0.00012223047,0.008644024],"genre_scores_gemma":[0.947895,0.00024322057,0.048144773,0.0000668967,0.00003193474,0.000031680025,0.000036127007,0.000035168705,0.0035151406],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994778,0.00018472025,0.000018080182,0.000055462973,0.0002052403,0.00005867305],"domain_scores_gemma":[0.9990268,0.00063253514,0.00011301813,0.000072861934,0.000113929316,0.000040799678],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014365586,0.00041140994,0.00050222874,0.0004051128,0.000307412,0.0011805693,0.0007383487,0.0007439595,0.0023302287],"category_scores_gemma":[0.004523656,0.00023918555,0.00052674033,0.0005833416,0.000975594,0.0015526325,0.0008692635,0.0009740675,0.00020688119],"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":[0.00012861294,0.00003230621,0.0035096665,0.00006238526,0.000032228447,0.00038568577,0.000133297,0.80363214,0.0073586223,0.15399885,0.00026517845,0.030461015],"study_design_scores_gemma":[0.000004899624,0.000018621555,0.00032412438,0.0000037419868,0.0000032194018,0.000059542617,0.000018506318,0.98702127,0.000830366,0.011502139,0.00020625148,0.0000073426827],"about_ca_topic_score_codex":0.0021448622,"about_ca_topic_score_gemma":0.0013232752,"teacher_disagreement_score":0.0023302287,"about_ca_system_score_codex":0.0004250339,"about_ca_system_score_gemma":0.0004467227,"threshold_uncertainty_score":0.007795334},"labels":[],"label_agreement":null},{"id":"W3121323951","doi":"","title":"A central bank strategy for defending a currency peg","year":2020,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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","keywords":"Currency; Exchange rate; Central bank; Monetary economics; Economics; Foreign exchange market; Foreign-exchange reserves; Econometrics; Monetary policy","score_opus":0.10780983403349477,"score_gpt":0.3323075324216642,"score_spread":0.22449769838816946,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121323951","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6097789,0.0011597774,0.33951104,0.0029336673,0.00031435213,0.00015567728,0.000220616,0.00041525834,0.045510802],"genre_scores_gemma":[0.98417675,0.00017140429,0.0108814025,0.00010696817,0.000024338458,0.000053434298,0.000024583562,0.000021775011,0.004539326],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99971634,0.00011167528,0.000013672001,0.00006150145,0.00004269293,0.00005414275],"domain_scores_gemma":[0.9991456,0.0003239702,0.00021128762,0.00006300966,0.00009121291,0.00016487896],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009551234,0.00072256225,0.0007762593,0.00048684623,0.00066590664,0.002264292,0.0009437541,0.0023941486,0.0058342386],"category_scores_gemma":[0.0029372803,0.0003622318,0.00061480503,0.00032401425,0.0018350134,0.001819918,0.0013251941,0.0012622403,0.00035205463],"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":[0.0002799727,0.000095159034,0.0014180548,0.00006691202,0.00007115876,0.0005111976,0.00015299262,0.77086115,0.0040455493,0.21469125,0.0016532392,0.0061533703],"study_design_scores_gemma":[0.00013139441,0.00010132856,0.00019195618,0.000015958505,0.000022941711,0.00004856927,0.00006002001,0.963222,0.00056998024,0.03455517,0.0010618403,0.000018815359],"about_ca_topic_score_codex":0.004025685,"about_ca_topic_score_gemma":0.0019604575,"teacher_disagreement_score":0.0058342386,"about_ca_system_score_codex":0.0012486273,"about_ca_system_score_gemma":0.0013367172,"threshold_uncertainty_score":0.019517541},"labels":[],"label_agreement":null},{"id":"W3121327553","doi":"10.1093/rfs/hhx113","title":"Illiquidity Premia in the Equity Options Market","year":2017,"lang":"en","type":"article","venue":"TSpace","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":178,"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; University of Toronto","funders":"","keywords":"Equity (law); Economics; Monetary economics; Financial economics","score_opus":0.09047670418983812,"score_gpt":0.34563524344967156,"score_spread":0.25515853925983345,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121327553","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.82187295,0.074041836,0.055911124,0.01405245,0.0005128105,0.000099593715,0.0009770948,0.00017979895,0.032352425],"genre_scores_gemma":[0.98895895,0.006263062,0.0017070052,0.0002235699,0.00033614162,0.000019934267,0.00016801702,0.000018301645,0.002305069],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9992914,0.00019871155,0.000090927344,0.000104618106,0.00021621506,0.000098065866],"domain_scores_gemma":[0.9908468,0.0037680527,0.0037140737,0.00023791581,0.00084251206,0.0005906172],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026358035,0.0002807763,0.0006519678,0.0016719135,0.00035066035,0.0031197264,0.0004421354,0.0008931286,0.0035879079],"category_scores_gemma":[0.012396422,0.00026709368,0.00036893538,0.0008734954,0.0014705873,0.0034182896,0.00096298155,0.0016029564,0.00031528086],"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":[0.00037958965,0.00016019902,0.025306242,0.00059951306,0.00023533522,0.0010108601,0.00055171084,0.012889209,0.0041039474,0.903718,0.0058975737,0.045147903],"study_design_scores_gemma":[0.000052081676,0.00012992615,0.034334686,0.00023408108,0.00014395524,0.0006863111,0.0001976806,0.0361787,0.001153871,0.91913027,0.007683942,0.00007437041],"about_ca_topic_score_codex":0.0009358569,"about_ca_topic_score_gemma":0.0005408922,"teacher_disagreement_score":0.0035879079,"about_ca_system_score_codex":0.0013426311,"about_ca_system_score_gemma":0.0007250782,"threshold_uncertainty_score":0.013939619},"labels":[],"label_agreement":null},{"id":"W3121479438","doi":"10.1016/j.jbankfin.2015.08.033","title":"Robust portfolio choice with derivative trading under stochastic volatility","year":2015,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Ambiguity; Economics; Volatility (finance); Ambiguity aversion; Portfolio; Stochastic volatility; Econometrics; Stock (firearms); Incomplete markets; Financial economics; Jump; Volatility smile; Jump diffusion; Volatility risk; Knightian uncertainty; Volatility risk premium; Microeconomics; Computer science","score_opus":0.07201088142658801,"score_gpt":0.244172211287048,"score_spread":0.17216132986045998,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121479438","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.23469073,0.001004055,0.7572428,0.0015424202,0.00013982695,0.000065733366,0.0002485111,0.0003144532,0.0047514965],"genre_scores_gemma":[0.97318584,0.00038319963,0.019789891,0.000102834376,0.0001240417,0.000038906735,0.00015185795,0.00008838439,0.006135031],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9974989,0.0012705574,0.00014206495,0.00048616246,0.0004154398,0.00018673978],"domain_scores_gemma":[0.975161,0.018805033,0.0030741019,0.0012026107,0.000848192,0.00090910675],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007764271,0.0011243653,0.0029940584,0.00114185,0.00035241983,0.0034411752,0.0018450612,0.0029604197,0.0032589457],"category_scores_gemma":[0.03515241,0.0015945019,0.0014882003,0.0010209996,0.0023651146,0.0050956565,0.0025142233,0.0020035126,0.0003155223],"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":[0.0005026832,0.000120112716,0.002684431,0.0001572701,0.00037447576,0.00054230174,0.00008763464,0.7134146,0.0029223643,0.26762965,0.0008528329,0.010711648],"study_design_scores_gemma":[0.000036170903,0.000045340967,0.00042897172,0.000006284266,0.00002319977,0.000043999986,0.00000639965,0.9442142,0.00023206725,0.054853108,0.00008961013,0.000020617976],"about_ca_topic_score_codex":0.0014164506,"about_ca_topic_score_gemma":0.00071538036,"teacher_disagreement_score":0.007764271,"about_ca_system_score_codex":0.0010790239,"about_ca_system_score_gemma":0.0009926572,"threshold_uncertainty_score":0.04106188},"labels":[],"label_agreement":null},{"id":"W3121523012","doi":"10.2139/ssrn.891200","title":"Dynamic Asset Allocation: A Portfolio Decomposition Formula and Applications","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Center for Interuniversity Research and Analysis on Organizations; Quest University Canada","funders":"","keywords":"Asset allocation; Decomposition; Portfolio; Asset (computer security); Black–Litterman model; Replicating portfolio; Economics; Computer science; Portfolio optimization; Financial economics; Mathematical optimization; Econometrics; Mathematical economics; Mathematics; Chemistry; Computer security","score_opus":0.005445227140772895,"score_gpt":0.22207088051598828,"score_spread":0.2166256533752154,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121523012","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.004010451,0.0005790447,0.9934117,0.00020991088,0.000063846164,0.0000127040175,0.000032414773,0.000049069124,0.001630827],"genre_scores_gemma":[0.3035996,0.0041654473,0.6741735,0.00028410947,0.00056545634,0.0002829978,0.0003801979,0.00027987154,0.01626873],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99962497,0.0001499134,0.000027381751,0.00007220215,0.0000952893,0.000030144527],"domain_scores_gemma":[0.9986519,0.0007035689,0.00012158546,0.00012869875,0.0003159807,0.000078282275],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019665651,0.0011035915,0.0010689171,0.0013431695,0.00033605614,0.0016247064,0.001123192,0.0014466261,0.0045593996],"category_scores_gemma":[0.008068019,0.00062517985,0.000946282,0.0020265472,0.000750595,0.0026190632,0.0014261303,0.0019883702,0.00093916553],"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":[0.00003543674,0.000087171924,0.001033026,0.00011691889,0.00007066598,0.0001414689,0.00010931067,0.22924106,0.0023933698,0.5864907,0.005626617,0.17465428],"study_design_scores_gemma":[0.0000083233635,0.000010925456,0.00015598236,0.000021643093,0.000016576905,0.000075017306,0.000010522651,0.86138463,0.00025375027,0.13654165,0.0015112412,0.000009822503],"about_ca_topic_score_codex":0.001275382,"about_ca_topic_score_gemma":0.0015186829,"teacher_disagreement_score":0.0045593996,"about_ca_system_score_codex":0.0008144531,"about_ca_system_score_gemma":0.0008598317,"threshold_uncertainty_score":0.015252709},"labels":[],"label_agreement":null},{"id":"W3121546820","doi":"10.2139/ssrn.463860","title":"The Econometrics of Option Pricing","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":31,"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":"Economics; Econometrics; Valuation of options; Financial econometrics; Financial economics; Finance; Financial market","score_opus":0.017535279509083374,"score_gpt":0.21002443822893857,"score_spread":0.1924891587198552,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121546820","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.26249275,0.039031018,0.580492,0.049939785,0.0013114827,0.000080600395,0.0010931346,0.00065733603,0.06490186],"genre_scores_gemma":[0.96242523,0.008181912,0.0119801555,0.0003698194,0.0009380165,0.000038923183,0.0003826085,0.00006113352,0.015622193],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99853516,0.00094235636,0.00006593634,0.0001006069,0.000246335,0.000109598805],"domain_scores_gemma":[0.9787634,0.018661924,0.0008704076,0.00069396134,0.0006813003,0.00032909075],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003790255,0.00037627312,0.0009491516,0.0018255207,0.00041171015,0.0033909709,0.00074310426,0.0022088962,0.009092806],"category_scores_gemma":[0.032499198,0.0005905677,0.0007381292,0.0023411424,0.0019872144,0.004119592,0.0010548497,0.002496198,0.0010898156],"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":[0.00006226167,0.00007823026,0.011030138,0.000095904856,0.00008285804,0.0003231156,0.00018025635,0.098068714,0.00060449616,0.8291023,0.007014877,0.05335691],"study_design_scores_gemma":[0.000025543404,0.000018103727,0.007704092,0.000025406041,0.000024435338,0.00014092053,0.00014285796,0.19668643,0.00011666199,0.7910538,0.00403592,0.00002589278],"about_ca_topic_score_codex":0.0060366313,"about_ca_topic_score_gemma":0.0028967755,"teacher_disagreement_score":0.009092806,"about_ca_system_score_codex":0.0013160958,"about_ca_system_score_gemma":0.0010560423,"threshold_uncertainty_score":0.030418456},"labels":[],"label_agreement":null},{"id":"W3121582281","doi":"","title":"International Money and Stock Market Contingent Claims","year":2005,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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; University of Toronto","funders":"","keywords":"Affine transformation; Stochastic volatility; Futures contract; Interest rate; Econometrics; Economics; Autoregressive model; Mathematical economics; Rendleman–Bartter model; Mathematics; Interest rate derivative; Volatility (finance); Yield curve; Bond; Financial economics; Monetary economics; Finance; Pure mathematics","score_opus":0.03893481813047349,"score_gpt":0.29527985385593275,"score_spread":0.25634503572545925,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121582281","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03468208,0.005911861,0.8780234,0.0039499123,0.0008188374,0.00006789815,0.0003858913,0.00015928372,0.07600084],"genre_scores_gemma":[0.7605027,0.008480699,0.16097023,0.000741611,0.0027934231,0.0002491253,0.0008524379,0.00017717257,0.0652327],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991227,0.00029706274,0.00006096852,0.00012936635,0.00032524375,0.00006467513],"domain_scores_gemma":[0.9988381,0.00043408028,0.00022290264,0.00020321547,0.00021442902,0.00008728436],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022759463,0.0011931668,0.00084160996,0.0015476067,0.00082840986,0.00311857,0.0012323363,0.0023199453,0.008745086],"category_scores_gemma":[0.0065477835,0.0004313446,0.0012193013,0.0015870883,0.0016730551,0.0053080143,0.0020774088,0.0024132885,0.0011849316],"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":[0.000004230769,0.000010359708,0.00009489967,0.000017364175,0.000006525292,0.000047215402,0.00004739604,0.0068426686,0.000112243295,0.9867959,0.00089062034,0.0051306826],"study_design_scores_gemma":[0.000008495316,0.0000143486295,0.0002124678,0.000034105644,0.000010259756,0.00008493935,0.000024123758,0.11233717,0.00015589473,0.87895525,0.0081534665,0.0000094565985],"about_ca_topic_score_codex":0.0015311504,"about_ca_topic_score_gemma":0.0015657941,"teacher_disagreement_score":0.008745086,"about_ca_system_score_codex":0.0009561458,"about_ca_system_score_gemma":0.0008327779,"threshold_uncertainty_score":0.029255211},"labels":[],"label_agreement":null},{"id":"W3121636178","doi":"10.1111/1540-6261.00529","title":"A Monte Carlo Method for Optimal Portfolios","year":2003,"lang":"en","type":"preprint","venue":"The Journal of Finance","topic":"Stochastic processes and financial applications","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; Université de Montréal; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Monte Carlo method; Mathematical optimization; Portfolio; Curse of dimensionality; Computer science; Computation; Bivariate analysis; Probabilistic logic; Econometrics; Mathematics; Economics; Algorithm; Finance","score_opus":0.039318290154845656,"score_gpt":0.2799821113741249,"score_spread":0.2406638212192792,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121636178","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0011849229,0.00014489492,0.9960127,0.000112645575,0.00005225333,0.00005010998,0.000034260924,0.00018445397,0.0022237017],"genre_scores_gemma":[0.0861086,0.00039768152,0.90732205,0.00020967438,0.00016271799,0.0007655266,0.0002461873,0.00030911184,0.0044783847],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99899,0.00051555707,0.000043701773,0.000114010014,0.00027028963,0.000066381],"domain_scores_gemma":[0.9962218,0.002931794,0.0001550736,0.0002464419,0.00034364153,0.0001011904],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00245878,0.000882783,0.0015106644,0.001358381,0.00092517154,0.0012288269,0.0016636875,0.001605693,0.009807881],"category_scores_gemma":[0.009384785,0.00091452396,0.0011312847,0.0013636624,0.0010327637,0.0013108111,0.0013917119,0.0020575782,0.0016520489],"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":[0.00007185536,0.00006143436,0.000473782,0.00007197428,0.000086372595,0.00006332063,0.000047564245,0.8379204,0.0006740498,0.10175928,0.0026106716,0.05615937],"study_design_scores_gemma":[0.000022537626,0.000008623202,0.000037747275,0.000012477205,0.000006860516,0.000016885215,0.0000027373228,0.9770463,0.00012336565,0.020880243,0.0018346251,0.000007590018],"about_ca_topic_score_codex":0.0066363146,"about_ca_topic_score_gemma":0.00631695,"teacher_disagreement_score":0.009807881,"about_ca_system_score_codex":0.0011839258,"about_ca_system_score_gemma":0.0022686492,"threshold_uncertainty_score":0.03281063},"labels":[],"label_agreement":null},{"id":"W3121829500","doi":"","title":"Asset Returns and State-Dependent Risk Preferences","year":2003,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"HEC Montréal; Université Laval","funders":"","keywords":"Economics; Econometrics; Capital asset pricing model; Risk aversion (psychology); Stochastic discount factor; Risk premium; Equity premium puzzle; Welfare economics; Mathematical economics; Expected utility hypothesis","score_opus":0.045521669814946396,"score_gpt":0.29015495780883244,"score_spread":0.24463328799388603,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121829500","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5842539,0.0018809192,0.38008392,0.009912466,0.00009089041,0.000058584003,0.0005411434,0.00017011391,0.023008035],"genre_scores_gemma":[0.98483557,0.0006463055,0.007718886,0.00012518167,0.000039655926,0.00002774697,0.0001589508,0.000021129546,0.0064264857],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99934834,0.0002995268,0.000026696176,0.00013135983,0.00009566351,0.00009844722],"domain_scores_gemma":[0.99243766,0.0055371406,0.0009742779,0.00040650312,0.00039768452,0.00024685316],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002198167,0.0003953262,0.00047655424,0.0004499839,0.00033368793,0.0021709711,0.00072915654,0.0011953048,0.006367217],"category_scores_gemma":[0.017606681,0.00041533637,0.00061599567,0.0008619065,0.0009016547,0.0027054662,0.0008207369,0.002160366,0.0005028057],"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":[0.00011712507,0.00009774815,0.017396526,0.00007233988,0.00010817433,0.0003068709,0.00044223625,0.1975814,0.0010387711,0.75611407,0.0031378407,0.02358689],"study_design_scores_gemma":[0.00003091676,0.000034945482,0.008461717,0.000032473705,0.00004549703,0.00014485067,0.00009272025,0.490953,0.0005158865,0.49759153,0.002050972,0.000045493034],"about_ca_topic_score_codex":0.006370693,"about_ca_topic_score_gemma":0.0052412027,"teacher_disagreement_score":0.006370693,"about_ca_system_score_codex":0.0016457401,"about_ca_system_score_gemma":0.00067377713,"threshold_uncertainty_score":0.021300435},"labels":[],"label_agreement":null},{"id":"W3121884675","doi":"10.1016/j.qref.2003.04.001","title":"The mathematics of the portfolio frontier: a geometry-based approach","year":2004,"lang":"en","type":"article","venue":"The Quarterly Review of Economics and Finance","topic":"Stochastic processes and financial applications","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":"Simon Fraser University","funders":"","keywords":"Capital asset pricing model; Frontier; Portfolio; Efficient frontier; Geometry; Point (geometry); Asset (computer security); Modern portfolio theory; Economics; Market portfolio; Financial economics; Mathematics; Econometrics; Computer science; Geography; Archaeology","score_opus":0.01588670130665932,"score_gpt":0.20600830120373512,"score_spread":0.1901215998970758,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121884675","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.025664166,0.029952725,0.8827704,0.012112375,0.0008491709,0.00004498021,0.00038087336,0.000108775166,0.048116516],"genre_scores_gemma":[0.66411364,0.048833095,0.25498143,0.0021436834,0.0063059316,0.00020342019,0.0006804979,0.00024752787,0.022490788],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991837,0.00035771594,0.00005340415,0.0001284375,0.00022690455,0.000049857106],"domain_scores_gemma":[0.99798656,0.0012180384,0.00019479862,0.00018027202,0.0002746603,0.00014563024],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018350466,0.0010715694,0.0016240514,0.0035072844,0.00092881924,0.00459721,0.0015815301,0.0018497504,0.0030566],"category_scores_gemma":[0.0050250487,0.0005959007,0.0014152392,0.0022472804,0.0049982467,0.007824384,0.0024737867,0.0041442574,0.0007232977],"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":[0.000002417795,0.0000041200665,0.000063824074,0.000029195608,0.000005626208,0.000015274014,0.000028847517,0.0034468502,0.000104573235,0.9923475,0.0008538011,0.003097995],"study_design_scores_gemma":[0.0000019420168,0.00000405402,0.000054009543,0.000009655979,0.0000020530456,0.000022646596,0.0000118635635,0.00823566,0.000026602804,0.98888373,0.002744461,0.0000033830345],"about_ca_topic_score_codex":0.0015034239,"about_ca_topic_score_gemma":0.0007419958,"teacher_disagreement_score":0.00459721,"about_ca_system_score_codex":0.0017634194,"about_ca_system_score_gemma":0.0008416461,"threshold_uncertainty_score":0.012794554},"labels":[],"label_agreement":null},{"id":"W3121948161","doi":"10.17578/15-1/2-2","title":"Heterogeneous Basket Options Pricing Using Analytical Approximations","year":2011,"lang":"en","type":"article","venue":"Multinational Finance Journal","topic":"Stochastic processes and financial applications","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":"York University; HEC Montréal","funders":"","keywords":"Edgeworth series; Log-normal distribution; Monte Carlo method; Moment (physics); Benchmark (surveying); Matching (statistics); Inverse; Econometrics; Mathematics; Valuation of options; Applied mathematics; Economics; Statistical physics; Statistics; Physics; Geology","score_opus":0.09088313299379641,"score_gpt":0.26761068252370895,"score_spread":0.17672754952991254,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121948161","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07690231,0.00025665655,0.9153503,0.00013669643,0.00003891314,0.00005724467,0.00003959448,0.00021171753,0.0070065265],"genre_scores_gemma":[0.7929977,0.00044020207,0.20317711,0.000064416534,0.00004606334,0.000079552745,0.00010957475,0.00006696241,0.0030184528],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99881905,0.00052364613,0.00005278959,0.00007383267,0.00044684322,0.00008381639],"domain_scores_gemma":[0.99686784,0.002135005,0.00025472566,0.0003103855,0.00034755166,0.000084352345],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027058108,0.00066750724,0.0008139291,0.00133297,0.00044933107,0.0020918297,0.001076494,0.00086120836,0.0022717328],"category_scores_gemma":[0.011678295,0.00041242092,0.00083167996,0.0016067482,0.0006612178,0.0028604975,0.0009012479,0.0009661258,0.00045182847],"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":[0.00013325203,0.00007044359,0.0009837553,0.000036059817,0.00003396609,0.00019208927,0.000075868265,0.8133565,0.0014891794,0.15463854,0.0004239942,0.028566217],"study_design_scores_gemma":[0.0000058385613,0.000010904093,0.00005722279,0.000003200995,0.0000026749447,0.00001875595,0.000005678899,0.9876009,0.00021188646,0.011868728,0.0002096687,0.000004543314],"about_ca_topic_score_codex":0.0028042346,"about_ca_topic_score_gemma":0.001217673,"teacher_disagreement_score":0.0028042346,"about_ca_system_score_codex":0.0009791637,"about_ca_system_score_gemma":0.0005795073,"threshold_uncertainty_score":0.014309883},"labels":[],"label_agreement":null},{"id":"W3121949510","doi":"10.1093/imaman/dpm031","title":"Maximin investment problems for discounted and total wealth","year":2007,"lang":"en","type":"article","venue":"IMA Journal of Management Mathematics","topic":"Stochastic processes and financial applications","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":"Trent University","funders":"","keywords":"Minimax; Economics; Volatility (finance); Saddle point; Portfolio; Maximization; Mathematical economics; Incomplete markets; Expected utility hypothesis; Mathematics; Investment strategy; Econometrics; Mathematical optimization; Microeconomics; Financial economics","score_opus":0.02822519804416039,"score_gpt":0.24862923397765008,"score_spread":0.22040403593348967,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3121949510","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.086772226,0.0020610671,0.896643,0.0019300351,0.00008114085,0.00009380172,0.0002282228,0.00008453518,0.01210607],"genre_scores_gemma":[0.8484305,0.0014484504,0.13404562,0.00022690758,0.00013233534,0.00035911528,0.0003388327,0.0001482494,0.014870018],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99831307,0.00094854145,0.00008369623,0.00030044632,0.00020735907,0.00014694415],"domain_scores_gemma":[0.9926313,0.0061087958,0.00052259595,0.00013780792,0.00030399693,0.00029552422],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005700635,0.0020732435,0.002205305,0.0011270967,0.0005634511,0.0026503645,0.0013300887,0.0025445495,0.0027767387],"category_scores_gemma":[0.014763932,0.0011011574,0.001271519,0.0009868447,0.0024928108,0.004036822,0.0018047497,0.001753544,0.00024442803],"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":[0.000095826545,0.000065776134,0.0005308528,0.00018296903,0.000093823815,0.00018864645,0.00018392985,0.628262,0.00060606765,0.3623454,0.0010490451,0.0063957395],"study_design_scores_gemma":[0.000027574592,0.00005541889,0.0002017713,0.000041945586,0.00001795811,0.00003830661,0.00003245266,0.74640524,0.00020621016,0.2520902,0.0008628927,0.000020108024],"about_ca_topic_score_codex":0.0021548101,"about_ca_topic_score_gemma":0.0014649405,"teacher_disagreement_score":0.005700635,"about_ca_system_score_codex":0.0034424544,"about_ca_system_score_gemma":0.0015255256,"threshold_uncertainty_score":0.030148208},"labels":[],"label_agreement":null},{"id":"W3122054283","doi":"10.1007/s10436-020-00381-1","title":"On modifications of the Bachelier model","year":2021,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Geometric Brownian motion; Mathematical finance; Mathematical economics; Brownian motion; Arbitrage; Economics; Econometrics; Applied mathematics; Mathematics; Reflection (computer programming); Financial economics; Computer science; Diffusion process","score_opus":0.10641702658089083,"score_gpt":0.27979961541060494,"score_spread":0.1733825888297141,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122054283","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14006452,0.0048855133,0.70389414,0.007824204,0.0022629455,0.00012041167,0.00045862526,0.0005235969,0.13996592],"genre_scores_gemma":[0.8182501,0.0037170893,0.083374426,0.0022666685,0.0030055707,0.0001764126,0.0005189061,0.0007051734,0.087985605],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99858284,0.0008022188,0.00006481364,0.00018351479,0.00022487316,0.00014186361],"domain_scores_gemma":[0.9967006,0.0015141474,0.00038407592,0.0005977263,0.00040553452,0.00039789654],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00317184,0.0010261021,0.0016563477,0.0014276012,0.0012800517,0.0025228984,0.0023231572,0.002192608,0.009722946],"category_scores_gemma":[0.01184895,0.0005108826,0.0019835946,0.0010885047,0.0029927278,0.005621284,0.0023665393,0.0033499491,0.0016159305],"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":[0.000027586166,0.000015438383,0.000117357486,0.000017923188,0.000010954699,0.000038009955,0.00006671706,0.006504223,0.00028148005,0.9887018,0.0013886973,0.0028299303],"study_design_scores_gemma":[0.000015177479,0.000014482464,0.00011840806,0.000009716848,0.000008368548,0.000036286685,0.00001877587,0.061405867,0.00008146103,0.9357458,0.0025285631,0.000017063163],"about_ca_topic_score_codex":0.003958636,"about_ca_topic_score_gemma":0.0025583666,"teacher_disagreement_score":0.009722946,"about_ca_system_score_codex":0.0016851319,"about_ca_system_score_gemma":0.0012013265,"threshold_uncertainty_score":0.032526493},"labels":[],"label_agreement":null},{"id":"W3122076162","doi":"","title":"Utility Indifference Pricing: A Time Consistent Approach","year":2011,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Economics; Subgame perfect equilibrium; Portfolio; Valuation (finance); Context (archaeology); Econometrics; Microeconomics; Mathematical economics; Financial economics; Game theory","score_opus":0.09025449944328866,"score_gpt":0.28251528123908093,"score_spread":0.19226078179579226,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122076162","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0137088215,0.00035457624,0.9817275,0.0004311435,0.00005622584,0.000047953687,0.000050619205,0.00006379674,0.0035592467],"genre_scores_gemma":[0.6365646,0.0012159246,0.34983057,0.00047650136,0.00034375154,0.00030874577,0.00027943126,0.00020638679,0.010774057],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9971716,0.0015881025,0.00008145726,0.00036307698,0.000584066,0.00021185163],"domain_scores_gemma":[0.99314547,0.005100068,0.0005474367,0.0004339024,0.0005145375,0.00025859964],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0056669493,0.0012148705,0.0024006208,0.0013684937,0.0008803357,0.0029407847,0.004380843,0.003053404,0.0055533494],"category_scores_gemma":[0.018416068,0.0012915068,0.0024959738,0.0017865798,0.0021708822,0.004335872,0.002176544,0.0042476673,0.00062459375],"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":[0.000079749334,0.00012780543,0.00079241284,0.00008294454,0.000118027114,0.00022567854,0.00014373896,0.4812449,0.00060806423,0.49911678,0.0010454878,0.016414374],"study_design_scores_gemma":[0.000018332705,0.00002438427,0.00008174811,0.000012347476,0.000013000305,0.000029775598,0.000014491276,0.83641326,0.00014226048,0.16261074,0.0006258455,0.000013760501],"about_ca_topic_score_codex":0.0025263291,"about_ca_topic_score_gemma":0.0014625465,"teacher_disagreement_score":0.0056669493,"about_ca_system_score_codex":0.0016524367,"about_ca_system_score_gemma":0.0020257593,"threshold_uncertainty_score":0.02997011},"labels":[],"label_agreement":null},{"id":"W3122117374","doi":"10.2139/ssrn.2997118","title":"Local Hedging of Variable Annuities in the Presence of Basis Risk","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Université Laval","funders":"","keywords":"Basis (linear algebra); Variable (mathematics); Actuarial science; Econometrics; Economics; Mathematics","score_opus":0.014103298348857552,"score_gpt":0.22331110254262046,"score_spread":0.20920780419376292,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122117374","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8644226,0.0006596779,0.13060197,0.00035136848,0.000047721234,0.000015136004,0.00007440099,0.000114718714,0.0037123256],"genre_scores_gemma":[0.9967943,0.00010104521,0.0014155734,0.000012384126,0.000013989973,0.0000038954,0.000030404097,0.000016130625,0.0016122498],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99953496,0.00016844636,0.000020648607,0.00012423856,0.0000618142,0.00008996023],"domain_scores_gemma":[0.99545467,0.0023179667,0.0007706179,0.00047583415,0.00037671797,0.0006041521],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024615887,0.00048340976,0.0017085155,0.0006839184,0.0004217174,0.002550147,0.0016932405,0.0012566659,0.0023753943],"category_scores_gemma":[0.007478998,0.00048702754,0.0007377505,0.0007175127,0.0018230625,0.0033397628,0.002205902,0.0015746661,0.00016481728],"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":[0.00066960335,0.00021602563,0.011513815,0.00014414664,0.00021202416,0.0015157048,0.00039176716,0.7831919,0.007726461,0.17758223,0.0010678198,0.015768502],"study_design_scores_gemma":[0.00001543738,0.00005063547,0.0015365499,0.000008748169,0.000023031747,0.000096927055,0.000077960285,0.964659,0.00061977166,0.03275491,0.00013578567,0.000021288617],"about_ca_topic_score_codex":0.0015873596,"about_ca_topic_score_gemma":0.0014015397,"teacher_disagreement_score":0.002550147,"about_ca_system_score_codex":0.00085199013,"about_ca_system_score_gemma":0.0004666959,"threshold_uncertainty_score":0.01301825},"labels":[],"label_agreement":null},{"id":"W3122140321","doi":"10.34989/swp-2004-48","title":"An Empirical Analysis of the Canadian Term Structure of Zero-Coupon Interest Rates","year":2021,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":30,"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":"Yield curve; Coupon; Econometrics; Economics; Bond; Maturity (psychological); Fixed income; Interest rate; Yield (engineering); Affine term structure model; Financial economics; Sample (material); Mathematics; Monetary economics; Finance","score_opus":0.05570922369152152,"score_gpt":0.33124687325634256,"score_spread":0.275537649564821,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122140321","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98794764,0.0006941377,0.0010578835,0.00041223466,0.000009755732,0.00003118716,0.0032847945,0.00004263649,0.006519738],"genre_scores_gemma":[0.99299884,0.00039936602,0.0005995143,0.000027181602,0.000008301757,0.0000073037486,0.0032924833,0.000018002082,0.002649003],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9992719,0.00005855834,0.00002463949,0.00013713635,0.00034557877,0.000162161],"domain_scores_gemma":[0.9892859,0.002530607,0.0017027487,0.00061533356,0.00495917,0.0009062643],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016382914,0.00031908188,0.00036927496,0.0027113548,0.0015703914,0.0016119067,0.0011003154,0.0004379337,0.0024669159],"category_scores_gemma":[0.016758235,0.00030948254,0.00036229103,0.005595502,0.00082662184,0.00062664197,0.0005319993,0.0010427902,0.0003477739],"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":[0.0005360616,0.00018088803,0.8766258,0.0001239301,0.00014506871,0.0003220452,0.0028458769,0.016017716,0.0017400155,0.02820311,0.0132087525,0.060050778],"study_design_scores_gemma":[0.000018938079,0.000032953933,0.96350676,0.0000276494,0.000041961823,0.00008343012,0.0008754178,0.026331075,0.0007257745,0.0011015367,0.007201203,0.000053229272],"about_ca_topic_score_codex":0.96858525,"about_ca_topic_score_gemma":0.96387345,"teacher_disagreement_score":0.031414747,"about_ca_system_score_codex":0.016891379,"about_ca_system_score_gemma":0.011186821,"threshold_uncertainty_score":0.12255609},"labels":[],"label_agreement":null},{"id":"W3122149262","doi":"10.2139/ssrn.2553044","title":"Dimension and Variance Reduction for Monte Carlo Methods for High-Dimensional Models in Finance","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Variance reduction; Monte Carlo method; Control variates; Variance (accounting); Econometrics; Dimensionality reduction; Dimension (graph theory); Quasi-Monte Carlo method; Statistical physics; Reduction (mathematics); Mathematics; Economics; Monte Carlo molecular modeling; Computer science; Markov chain Monte Carlo; Statistics; Physics; Artificial intelligence; Accounting","score_opus":0.035844196338234914,"score_gpt":0.2810693518162667,"score_spread":0.24522515547803178,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122149262","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0077661197,0.0012884656,0.9889677,0.0006882356,0.000097425545,0.00004014215,0.000058396905,0.00011927644,0.0009742973],"genre_scores_gemma":[0.3449555,0.003915117,0.6417095,0.0007783849,0.0011494282,0.0008193206,0.0007972615,0.00069685,0.005178597],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9922376,0.0056064148,0.00035268936,0.00050806423,0.0010638572,0.00023136001],"domain_scores_gemma":[0.9245863,0.06556903,0.0017616828,0.0042182277,0.0029164928,0.0009482499],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.014490975,0.0015246985,0.00258079,0.0025712005,0.0014752145,0.0028786587,0.0021418005,0.002582757,0.0021241857],"category_scores_gemma":[0.06978975,0.0015363203,0.0027027247,0.001691213,0.0043075955,0.0046686423,0.0049794125,0.0069418587,0.00043009006],"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":[0.0002485038,0.00018984589,0.0027748144,0.0003869557,0.00034254955,0.00010346622,0.00034115277,0.41010883,0.0013992419,0.5352678,0.003615294,0.045221567],"study_design_scores_gemma":[0.000014013784,0.000022197897,0.00021894542,0.000033551438,0.00002565412,0.000020431005,0.0000112690295,0.8426848,0.00026374927,0.15600495,0.0006778963,0.000022513277],"about_ca_topic_score_codex":0.0032113774,"about_ca_topic_score_gemma":0.0033859436,"teacher_disagreement_score":0.014490975,"about_ca_system_score_codex":0.001762092,"about_ca_system_score_gemma":0.0022392545,"threshold_uncertainty_score":0.07663655},"labels":[],"label_agreement":null},{"id":"W3122225546","doi":"10.1016/j.jedc.2007.11.004","title":"Pricing derivatives with barriers in a stochastic interest rate environment","year":2008,"lang":"en","type":"article","venue":"VUBIR (Vrije Universiteit Brussel)","topic":"Stochastic processes and financial applications","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":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Economics; Interest rate; Mathematical economics; Econometrics; Interest rate derivative; Financial economics; Microeconomics; Monetary economics","score_opus":0.022579071584533573,"score_gpt":0.17517088888834917,"score_spread":0.1525918173038156,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122225546","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10455427,0.00052503287,0.8875535,0.00065900304,0.000088388064,0.00002006811,0.000042464057,0.000122028236,0.006435234],"genre_scores_gemma":[0.9301929,0.0005744817,0.06294033,0.000097052754,0.00009380034,0.000037226677,0.000053668307,0.00006410459,0.0059464043],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991787,0.00037312455,0.000044275996,0.00008431317,0.0002549699,0.000064529406],"domain_scores_gemma":[0.9987715,0.00063428725,0.00019418326,0.00016119375,0.000115050214,0.00012380788],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017269974,0.0005706183,0.0007990173,0.00045491918,0.00033332518,0.0019859371,0.00083916885,0.0013744491,0.0015429395],"category_scores_gemma":[0.0045405347,0.00041820502,0.00087963976,0.00046724005,0.0016614738,0.0029681511,0.0014645834,0.0016609415,0.00022572669],"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":[0.000046343885,0.000021181504,0.000391372,0.000031967626,0.000020555934,0.00028222904,0.00007824981,0.23268005,0.0030592317,0.75976545,0.00022472511,0.0033986862],"study_design_scores_gemma":[0.000021703063,0.000033802837,0.00018696126,0.000007867708,0.000006925644,0.00010013215,0.000015629475,0.76299125,0.00059746247,0.23482403,0.0011981999,0.000016017768],"about_ca_topic_score_codex":0.0009829561,"about_ca_topic_score_gemma":0.0005398711,"teacher_disagreement_score":0.0019859371,"about_ca_system_score_codex":0.0007080572,"about_ca_system_score_gemma":0.00056744466,"threshold_uncertainty_score":0.009133339},"labels":[],"label_agreement":null},{"id":"W3122297844","doi":"","title":"Large Time and Small Noise Asymptotic Results for Mean Reverting Diffusion Processes with Applications","year":2000,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Stochastic differential equation; Position (finance); Large deviations theory; Noise (video); Mathematics; Diffusion; Mean reversion; Constant (computer programming); Convergence (economics); Exponential function; Stochastic process; Statistical physics; Exponential growth; Diffusion process; Exponential stability; Applied mathematics; Mathematical analysis; Econometrics; Physics; Statistics; Computer science; Economics; Nonlinear system; Innovation diffusion","score_opus":0.008966103732635488,"score_gpt":0.1987127461518286,"score_spread":0.18974664241919312,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122297844","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0780906,0.0064595,0.8720589,0.003394803,0.00039129768,0.00007271468,0.00015827882,0.00050036324,0.038873516],"genre_scores_gemma":[0.91151226,0.006137493,0.054558616,0.0010020272,0.0008647048,0.00031836782,0.00029960385,0.00038663784,0.024920253],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99855393,0.00057183724,0.000078103694,0.00020601261,0.00045673217,0.00013333051],"domain_scores_gemma":[0.9757717,0.018356573,0.0018409623,0.00093518617,0.002223128,0.0008723676],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005043028,0.0015804238,0.001544041,0.0028863186,0.0009859011,0.0021575934,0.0021098354,0.0019469517,0.005801069],"category_scores_gemma":[0.036626805,0.00056776847,0.0019081116,0.0017000976,0.003726087,0.004787877,0.0025038277,0.003846161,0.0007245858],"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":[0.0000306752,0.000041210573,0.00063516194,0.00010081788,0.000047822108,0.00021436103,0.00018692356,0.059998464,0.0015890343,0.93182474,0.0011620773,0.0041686255],"study_design_scores_gemma":[0.000017837658,0.00002882029,0.000492499,0.0000463469,0.000026123118,0.00012899764,0.00006949966,0.46650556,0.0005190225,0.5304348,0.0017026844,0.000027823911],"about_ca_topic_score_codex":0.0027614145,"about_ca_topic_score_gemma":0.0013968765,"teacher_disagreement_score":0.005801069,"about_ca_system_score_codex":0.0018780822,"about_ca_system_score_gemma":0.0012346156,"threshold_uncertainty_score":0.026670396},"labels":[],"label_agreement":null},{"id":"W3122337046","doi":"10.1017/s1474747220000128","title":"Robust long-term interest rate risk hedging in incomplete bond markets","year":2020,"lang":"en","type":"article","venue":"Journal of Pensions Economics and Finance","topic":"Stochastic processes and financial applications","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":"Global Risk Institute in Financial Services","funders":"","keywords":"Yield curve; Economics; Portfolio; Econometrics; Bond; Valuation (finance); Interest rate; Yield (engineering); Replicating portfolio; Replicate; Term (time); Actuarial science; Portfolio optimization; Financial economics; Monetary economics; Finance; Mathematics; Statistics","score_opus":0.061386097308119836,"score_gpt":0.225386169951347,"score_spread":0.16400007264322716,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122337046","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.47386044,0.0003673795,0.5228667,0.0003290376,0.000026418536,0.00002926542,0.00008517158,0.00014246657,0.0022930827],"genre_scores_gemma":[0.99021447,0.000099846045,0.008708071,0.000017593276,0.000010593052,0.0000128070005,0.000039394767,0.00001567637,0.0008815501],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999493,0.00025197916,0.000031064974,0.00009573933,0.00008163809,0.000046580044],"domain_scores_gemma":[0.99689084,0.0017639733,0.00073857344,0.0002757343,0.00021177906,0.00011914753],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033374606,0.0005285038,0.00092189154,0.00035836574,0.00018074007,0.0012221151,0.0008843287,0.0008249403,0.0009901479],"category_scores_gemma":[0.009974997,0.0004614587,0.00050066505,0.00029525819,0.00092891796,0.0018281336,0.0007314939,0.00074989296,0.00008740793],"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":[0.000041747393,0.000023381344,0.001099362,0.00002356059,0.000042305976,0.00008070222,0.00002540515,0.9458517,0.0016205185,0.04654883,0.00014056488,0.0045019044],"study_design_scores_gemma":[0.000005479477,0.000014384261,0.00030410316,0.0000023291038,0.0000046486416,0.0000071261943,0.0000034201312,0.98645043,0.00027499828,0.012884068,0.000043534998,0.0000054249067],"about_ca_topic_score_codex":0.0018625471,"about_ca_topic_score_gemma":0.00080872833,"teacher_disagreement_score":0.0033374606,"about_ca_system_score_codex":0.0006517501,"about_ca_system_score_gemma":0.0004595816,"threshold_uncertainty_score":0.017650366},"labels":[],"label_agreement":null},{"id":"W3122374813","doi":"10.1017/s0022109014000428","title":"The Economic Value of Realized Volatility: Using High-Frequency Returns for Option Valuation","year":2014,"lang":"en","type":"preprint","venue":"Journal of Financial and Quantitative Analysis","topic":"Stochastic processes and financial applications","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; University of Toronto","funders":"Toulouse School of Economics","keywords":"Volatility (finance); Implied volatility; Valuation (finance); Valuation of options; Econometrics; Economics; Volatility smile; Moneyness; Forward volatility; Stochastic volatility; Realized variance; Volatility swap; Volatility risk premium; Financial economics; Finance","score_opus":0.06621356255061879,"score_gpt":0.31510290228585,"score_spread":0.2488893397352312,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122374813","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.317318,0.0012155208,0.67481077,0.0016576904,0.00016152042,0.0000475607,0.00017103924,0.00019209398,0.0044258074],"genre_scores_gemma":[0.98010445,0.00034305017,0.018804507,0.000047696863,0.00012743544,0.000017001505,0.000076139746,0.000023368935,0.00045639867],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998762,0.00070590555,0.000060201543,0.00011461807,0.00029641198,0.00006079523],"domain_scores_gemma":[0.9837675,0.011754497,0.0017938524,0.0014710557,0.0008021694,0.0004109885],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004160007,0.00071270444,0.0007923458,0.0014330578,0.0003268574,0.0034348315,0.0014634939,0.0012792685,0.0018019514],"category_scores_gemma":[0.033039726,0.00033581804,0.00068153115,0.0013137771,0.0015923392,0.005226332,0.001244963,0.0024961887,0.00016885147],"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":[0.00015511707,0.0002150032,0.013578218,0.000112681984,0.00013297204,0.00039945272,0.00015080298,0.5637172,0.004352941,0.37849915,0.0010501213,0.03763634],"study_design_scores_gemma":[0.000010254885,0.000022737033,0.0011963627,0.0000152853,0.000008343216,0.000039445364,0.000014453571,0.90890926,0.00037447672,0.08919913,0.00019296937,0.000017193135],"about_ca_topic_score_codex":0.0016739984,"about_ca_topic_score_gemma":0.0009142212,"teacher_disagreement_score":0.004160007,"about_ca_system_score_codex":0.0009137452,"about_ca_system_score_gemma":0.00065754144,"threshold_uncertainty_score":0.022000432},"labels":[],"label_agreement":null},{"id":"W3122401464","doi":"10.1093/rfs/hhp078","title":"Option Valuation with Conditional Heteroskedasticity and Nonnormality","year":2009,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":168,"is_retracted":false,"has_abstract":true,"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; McGill University","funders":"","keywords":"Heteroscedasticity; Valuation (finance); Econometrics; Autoregressive conditional heteroskedasticity; Valuation of options; Martingale (probability theory); Mathematics; Volatility (finance); Stochastic volatility; Economics; Actuarial science; Applied mathematics; Finance","score_opus":0.06140528442239669,"score_gpt":0.29748289463644734,"score_spread":0.23607761021405066,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122401464","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08612037,0.00069894904,0.90019476,0.00183893,0.00010689157,0.000051874376,0.0001568951,0.00013341139,0.010697944],"genre_scores_gemma":[0.93849593,0.00094201835,0.039469518,0.0002191766,0.00024333232,0.00009603265,0.00014102846,0.00007188316,0.020321118],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9968959,0.0016005309,0.00014454524,0.00044932304,0.0006032042,0.0003065409],"domain_scores_gemma":[0.978642,0.015717875,0.0017516406,0.0020826554,0.0012787392,0.0005270369],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008702495,0.0007714104,0.001330408,0.00077921007,0.00040362254,0.003908748,0.0018069363,0.0013339842,0.006418854],"category_scores_gemma":[0.027554967,0.0006195206,0.0016465788,0.0011336008,0.003515906,0.0056812237,0.0022796525,0.0037090338,0.00041061145],"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":[0.000045396555,0.00002146804,0.0018418924,0.00005039453,0.00003884773,0.00017859443,0.00013577357,0.05632314,0.0005362846,0.9327464,0.00039349822,0.0076882797],"study_design_scores_gemma":[0.000018919427,0.000040938674,0.0011023373,0.00002088135,0.00001527472,0.00008400383,0.000053158856,0.33313793,0.00035617207,0.66419697,0.000944903,0.000028426952],"about_ca_topic_score_codex":0.0026882845,"about_ca_topic_score_gemma":0.0022622654,"teacher_disagreement_score":0.008702495,"about_ca_system_score_codex":0.0026971523,"about_ca_system_score_gemma":0.001714844,"threshold_uncertainty_score":0.046023786},"labels":[],"label_agreement":null},{"id":"W3122402328","doi":"10.21314/jcf.2008.178","title":"Fourier space time-stepping for option pricing with Lévy models","year":2008,"lang":"en","type":"article","venue":"The Journal of Computational Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":150,"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":"Jump diffusion; Valuation of options; Partial differential equation; Computer science; Exotic option; Mathematical optimization; Convergence (economics); Lévy process; Applied mathematics; Jump; Mathematical economics; Mathematics; Econometrics; Economics; Mathematical analysis","score_opus":0.034566267818013724,"score_gpt":0.21821960821509695,"score_spread":0.18365334039708323,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122402328","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.008473602,0.00063104066,0.9887108,0.00036034308,0.00009298721,0.000021569153,0.000031706986,0.00013029826,0.001547638],"genre_scores_gemma":[0.36880854,0.0027325796,0.6137228,0.00030211514,0.00034279376,0.00035971685,0.00033566813,0.0003531855,0.013042584],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99957687,0.00023878759,0.00002398197,0.00003900443,0.00010003052,0.000021474125],"domain_scores_gemma":[0.9982114,0.001355476,0.000095567986,0.00012548345,0.00013083128,0.000081395825],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017247382,0.0006680052,0.00068237673,0.0007017155,0.00039486703,0.0009540188,0.0010468285,0.0015253003,0.003826788],"category_scores_gemma":[0.007874199,0.00037716856,0.00086976675,0.00090418867,0.0009792747,0.0013933517,0.0012106788,0.0021536036,0.00076408667],"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":[0.00008469547,0.00010105593,0.00071590976,0.00017361918,0.00007423968,0.000242337,0.00010478262,0.51140577,0.0032818806,0.4144309,0.0028898446,0.06649499],"study_design_scores_gemma":[0.000004345404,0.0000047016574,0.000024258177,0.0000039792394,0.000001909559,0.000009050712,0.0000024632611,0.97141707,0.000104812665,0.02788277,0.0005411005,0.0000034048187],"about_ca_topic_score_codex":0.0033897867,"about_ca_topic_score_gemma":0.0023900045,"teacher_disagreement_score":0.003826788,"about_ca_system_score_codex":0.0005496699,"about_ca_system_score_gemma":0.0010789689,"threshold_uncertainty_score":0.012801886},"labels":[],"label_agreement":null},{"id":"W3122402608","doi":"","title":"Convergence of the Stochastic Mesh Estimator for Pricing Bermudan Options","year":2004,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Université de Montréal","funders":"","keywords":"Estimator; Monte Carlo method; Valuation of options; Mathematics; Upper and lower bounds; Applied mathematics; Convergence (economics); Mathematical optimization; Sample size determination; Econometrics; Statistics; Economics; Mathematical analysis","score_opus":0.014361840596587912,"score_gpt":0.22763171829689818,"score_spread":0.21326987770031028,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122402608","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02124197,0.00039659147,0.97683,0.00023255871,0.000058171627,0.000034532764,0.00003084773,0.00010708587,0.0010682138],"genre_scores_gemma":[0.4830008,0.0008605067,0.5109079,0.0002432005,0.00017320015,0.00034774348,0.0002591635,0.0001619985,0.0040455637],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9981597,0.0011202394,0.000062490755,0.00015729062,0.00040228476,0.0000979606],"domain_scores_gemma":[0.9878144,0.010073917,0.00046770994,0.00065038557,0.0008150276,0.00017860142],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0067834686,0.000586639,0.0013119403,0.00166066,0.000498938,0.0011327848,0.0018190624,0.001972945,0.0020932406],"category_scores_gemma":[0.03384178,0.0006439516,0.00091481983,0.0010321755,0.0019212316,0.0023257125,0.0017117384,0.0016909015,0.00030529857],"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":[0.00024187512,0.000054139546,0.0031471176,0.00012386024,0.00012044211,0.00008739792,0.00012203269,0.6690675,0.002127604,0.2789713,0.0009601476,0.044976525],"study_design_scores_gemma":[0.000015649983,0.000018504752,0.0002415979,0.000010881152,0.0000061659885,0.000011484011,0.000004941016,0.9652151,0.00045197163,0.033634778,0.00037773943,0.000011167186],"about_ca_topic_score_codex":0.0026003888,"about_ca_topic_score_gemma":0.0015707831,"teacher_disagreement_score":0.0067834686,"about_ca_system_score_codex":0.0014213191,"about_ca_system_score_gemma":0.0007967789,"threshold_uncertainty_score":0.035874844},"labels":[],"label_agreement":null},{"id":"W3122434727","doi":"10.1287/mnsc.1090.1065","title":"The Shape and Term Structure of the Index Option Smirk: Why Multifactor Stochastic Volatility Models Work So Well","year":2009,"lang":"en","type":"article","venue":"Management Science","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":554,"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":"Vedecká Grantová Agentúra MŠVVaŠ SR a SAV","keywords":"Stochastic volatility; Implied volatility; Econometrics; Volatility (finance); Volatility smile; Forward volatility; Black–Scholes model; Moneyness; Mathematics; Heston model; Economics; SABR volatility model","score_opus":0.0165649604688834,"score_gpt":0.21306107745715264,"score_spread":0.19649611698826924,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122434727","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.68504536,0.0032186983,0.29204586,0.008430191,0.00019761077,0.00003881669,0.00041796936,0.0006470152,0.009958375],"genre_scores_gemma":[0.9897592,0.0004258937,0.008645685,0.00018322648,0.00007452719,0.0000110307765,0.000111748675,0.00007461879,0.0007140255],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9988238,0.000437294,0.000060943767,0.0002689917,0.00027975807,0.000129063],"domain_scores_gemma":[0.99348456,0.003420119,0.0011730889,0.0010624524,0.0006109556,0.0002487697],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043699853,0.00068102445,0.0008750757,0.0007546257,0.00045879456,0.002816395,0.0015055257,0.00260962,0.001207395],"category_scores_gemma":[0.023239912,0.0006331858,0.0009756883,0.0008741457,0.001111727,0.004639575,0.0009214955,0.001916988,0.0006259755],"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":[0.0004380266,0.00012040453,0.07449674,0.0002646337,0.0003503875,0.0007614611,0.0007479243,0.5176901,0.009029837,0.2924518,0.005275035,0.098373674],"study_design_scores_gemma":[0.000034243945,0.000040988347,0.013113346,0.0000392006,0.000041563362,0.00022823538,0.000074914155,0.74046266,0.0011139924,0.24371743,0.0010632684,0.000070124835],"about_ca_topic_score_codex":0.0037337365,"about_ca_topic_score_gemma":0.002435063,"teacher_disagreement_score":0.0043699853,"about_ca_system_score_codex":0.001090565,"about_ca_system_score_gemma":0.00063426053,"threshold_uncertainty_score":0.023110986},"labels":[],"label_agreement":null},{"id":"W3122438089","doi":"10.1142/s0219024901001140","title":"FINANCIAL SIGNAL PROCESSING: A SELF CALIBRATING MODEL","year":2001,"lang":"en","type":"preprint","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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 Alberta","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Markov chain; Computer science; Econometrics; Treasury; Markov model; Bond; Markov process; Short rate; Discretization; SIGNAL (programming language); Hidden Markov model; Cox–Ingersoll–Ross model; Interest rate; Finance; Economics; Mathematics; Yield curve; Statistics; Artificial intelligence; Machine learning","score_opus":0.01562707028736999,"score_gpt":0.23559471932346346,"score_spread":0.21996764903609348,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122438089","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0814738,0.00048364728,0.90748817,0.0018140691,0.00007868618,0.00006658321,0.0003217987,0.00039369098,0.007879631],"genre_scores_gemma":[0.91505057,0.0010122964,0.068896085,0.00036911786,0.00023468802,0.00015208698,0.0003786961,0.00009129601,0.013815202],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99912196,0.00035017275,0.000037872363,0.00023945638,0.00016909091,0.00008137216],"domain_scores_gemma":[0.99654657,0.002354483,0.000418914,0.0002693679,0.0003143244,0.00009640545],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022865238,0.00055141223,0.0008268921,0.00072340906,0.00032801495,0.0018666532,0.0013000136,0.0021818702,0.0031805993],"category_scores_gemma":[0.008285268,0.00048468783,0.00067333196,0.0009706444,0.001336166,0.0023156174,0.0008465355,0.0020832561,0.00083314575],"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":[0.00010815084,0.00010052195,0.0018946782,0.00007910771,0.00005393484,0.00027285863,0.00023820804,0.66815805,0.0035371417,0.29590902,0.0018913527,0.027756998],"study_design_scores_gemma":[0.000015919713,0.000016602735,0.0003264788,0.0000061845953,0.0000106816615,0.000039273065,0.000007748849,0.9629069,0.00024575202,0.035837486,0.0005759819,0.000010988306],"about_ca_topic_score_codex":0.0025688366,"about_ca_topic_score_gemma":0.0010641752,"teacher_disagreement_score":0.0031805993,"about_ca_system_score_codex":0.0008796197,"about_ca_system_score_gemma":0.0006949267,"threshold_uncertainty_score":0.0120924115},"labels":[],"label_agreement":null},{"id":"W3122523746","doi":"","title":"On Robust Utility Maximization","year":2007,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Robustness (evolution); Brownian motion; Geometric Brownian motion; Optimal stopping; Economics; Cash flow; Stopping time; Utility maximization; Maximization; Investment (military); Cash; Consumption (sociology); Econometrics; Microeconomics; Mathematical optimization; Mathematical economics; Financial economics; Mathematics; Finance; Diffusion process; Statistics","score_opus":0.12892539811927983,"score_gpt":0.17942852939035742,"score_spread":0.050503131271077584,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122523746","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023902368,0.0065490375,0.9172338,0.005005276,0.0002825079,0.000121199024,0.0005092101,0.00018814561,0.046208415],"genre_scores_gemma":[0.8354326,0.0075835604,0.13004284,0.0012206311,0.0013796479,0.0005075277,0.00072884356,0.00041426223,0.02269011],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9960173,0.002601844,0.00015314783,0.00051401404,0.0004437633,0.0002699231],"domain_scores_gemma":[0.993056,0.00520707,0.00050546514,0.00040420826,0.0005162588,0.00031100857],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0061090775,0.002061209,0.0027539872,0.0013788891,0.00066572963,0.0031335978,0.0016394507,0.002942649,0.006309337],"category_scores_gemma":[0.017292306,0.0008521277,0.0014399661,0.0017868043,0.0035856771,0.003702569,0.0025882404,0.0030705067,0.00085312536],"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":[0.00007250851,0.000040277013,0.00023157231,0.00020404479,0.00010458167,0.00010812715,0.0000963696,0.12221656,0.0004500918,0.8620641,0.0035515847,0.010860212],"study_design_scores_gemma":[0.000030826523,0.000038714414,0.00014110698,0.000056425702,0.00001733542,0.000031014417,0.000019341402,0.22272757,0.00014098485,0.77409685,0.0026840833,0.000015703528],"about_ca_topic_score_codex":0.0023459576,"about_ca_topic_score_gemma":0.0010422346,"teacher_disagreement_score":0.006309337,"about_ca_system_score_codex":0.0035588208,"about_ca_system_score_gemma":0.0016682865,"threshold_uncertainty_score":0.03230828},"labels":[],"label_agreement":null},{"id":"W3122541246","doi":"","title":"Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices","year":2002,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Volatility (finance); Stochastic volatility; Econometrics; Jump; Economics; Implied volatility; Volatility smile; Forward volatility; Jump diffusion; Stock (firearms); Volatility swap; Volatility risk premium; SABR volatility model; Financial economics; Spot contract; Futures contract; Geography","score_opus":0.10575071993325004,"score_gpt":0.31619243133524355,"score_spread":0.21044171140199353,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122541246","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97087955,0.0034634331,0.015303048,0.0042988933,0.00011298867,0.000014751186,0.00056166074,0.00017111049,0.005194634],"genre_scores_gemma":[0.9974865,0.0007722284,0.0006853025,0.0001337006,0.000119931225,0.0000032224164,0.00036411342,0.00002816605,0.0004068081],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99841,0.00059424463,0.00014627942,0.00029375555,0.00043747333,0.00011822942],"domain_scores_gemma":[0.92644495,0.055486415,0.00946939,0.004315285,0.003287821,0.0009960827],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0059018545,0.00042379444,0.00092648366,0.0016283798,0.0003661879,0.0032994337,0.001842241,0.002344166,0.0049281567],"category_scores_gemma":[0.07946681,0.00050236064,0.00065113226,0.0018678611,0.0016074566,0.0056254193,0.0016171833,0.0023585677,0.0007131226],"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":[0.0032040754,0.00047252746,0.588808,0.0009054868,0.0017331833,0.001557384,0.0026796008,0.08743334,0.0036114345,0.15443349,0.010164199,0.14499727],"study_design_scores_gemma":[0.00035921246,0.00047547478,0.26682237,0.00026138124,0.00067264395,0.0007962267,0.0019172317,0.44872564,0.0031719576,0.27041546,0.0061681825,0.00021422775],"about_ca_topic_score_codex":0.0029425777,"about_ca_topic_score_gemma":0.0017685344,"teacher_disagreement_score":0.0059018545,"about_ca_system_score_codex":0.0005566881,"about_ca_system_score_gemma":0.00031882524,"threshold_uncertainty_score":0.03121239},"labels":[],"label_agreement":null},{"id":"W3122579113","doi":"10.1111/mafi.2017.27.issue-1","title":"On the martingale property in stochastic volatility models based on time-homogeneous diffusions","year":2013,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Local martingale; Martingale (probability theory); Doob's martingale inequality; Mathematics; Martingale pricing; Martingale difference sequence; Stochastic volatility; Exponential function; Volatility (finance); Applied mathematics; Econometrics; Mathematical economics; Mathematical analysis","score_opus":0.04938178504374268,"score_gpt":0.2622218602608199,"score_spread":0.2128400752170772,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122579113","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17091666,0.005237152,0.7988828,0.0042809215,0.00025653996,0.00011902011,0.00051432353,0.00028384256,0.01950876],"genre_scores_gemma":[0.94101465,0.004035775,0.045850355,0.0006516734,0.000779655,0.00017016674,0.000566008,0.00016006402,0.0067717093],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9976157,0.0011505181,0.00013999545,0.00039392276,0.0003488651,0.00035104883],"domain_scores_gemma":[0.96972513,0.022613829,0.0026293083,0.0012591148,0.0022612081,0.0015114234],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0099945385,0.0016418993,0.0027694546,0.0032295007,0.0012537566,0.0032719558,0.002062613,0.0032814806,0.0046611587],"category_scores_gemma":[0.034587175,0.0009997322,0.0031103962,0.0019973484,0.0056558414,0.0088028,0.004244712,0.0042624464,0.00049750885],"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":[0.00006038267,0.00004638349,0.0014862214,0.00013406016,0.00006342865,0.00025242148,0.00016271636,0.027193647,0.0011026317,0.96624047,0.00066446135,0.0025932053],"study_design_scores_gemma":[0.000047907888,0.000067026485,0.00082517805,0.00007891898,0.000045245077,0.00010249319,0.00006011322,0.25855115,0.0005500456,0.738671,0.0009521666,0.000048761973],"about_ca_topic_score_codex":0.003939452,"about_ca_topic_score_gemma":0.00205233,"teacher_disagreement_score":0.0099945385,"about_ca_system_score_codex":0.002043988,"about_ca_system_score_gemma":0.0023689428,"threshold_uncertainty_score":0.052856803},"labels":[],"label_agreement":null},{"id":"W3122591990","doi":"10.1002/fut.22187","title":"On the computation of hedging strategies in affine GARCH models","year":2021,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","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":"University of Calgary; Université de Montréal; Université du Québec","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Affine transformation; Autoregressive conditional heteroskedasticity; Econometrics; Computation; Mathematics; Benchmark (surveying); Variance (accounting); Kernel (algebra); Gaussian; Valuation of options; Limit (mathematics); Minification; Applied mathematics; Mathematical optimization; Economics; Computer science; Volatility (finance); Algorithm","score_opus":0.030252635264570362,"score_gpt":0.24534131977296605,"score_spread":0.2150886845083957,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122591990","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12140244,0.0004006076,0.87595403,0.0001711709,0.000025018784,0.000052109674,0.00005259852,0.00022116587,0.0017208023],"genre_scores_gemma":[0.83368725,0.00033722428,0.16441347,0.00005510771,0.000032537373,0.000067464476,0.00012383518,0.00006213027,0.0012208761],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996774,0.00013491415,0.000029266073,0.000043181728,0.00008066348,0.000034475477],"domain_scores_gemma":[0.9972396,0.0021384254,0.0001344161,0.00012707946,0.00026443132,0.000096009906],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020074397,0.00054557895,0.0008945125,0.0008486033,0.00039877513,0.0012711575,0.0008161371,0.0008982787,0.0018020587],"category_scores_gemma":[0.008771303,0.0004400008,0.0006182271,0.0007215112,0.0005513198,0.0009940114,0.0008202693,0.00094583794,0.0002009827],"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":[0.000051851122,0.000036517602,0.001248428,0.00005546921,0.000030222061,0.000116032126,0.0000684239,0.9447103,0.0014198065,0.021297652,0.00021261553,0.030752713],"study_design_scores_gemma":[0.0000024241237,0.00000856165,0.000072887444,0.0000030326441,0.0000017397929,0.000007827213,0.0000042951683,0.9972364,0.00017501105,0.0024400295,0.00004583252,0.0000020075317],"about_ca_topic_score_codex":0.006058145,"about_ca_topic_score_gemma":0.003397471,"teacher_disagreement_score":0.006058145,"about_ca_system_score_codex":0.00061882695,"about_ca_system_score_gemma":0.0011505317,"threshold_uncertainty_score":0.012045801},"labels":[],"label_agreement":null},{"id":"W3122620714","doi":"","title":"Pricing Maximum-Minimum Bidirectional Options in Trinomial CEV Model","year":2016,"lang":"en","type":"article","venue":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas)","topic":"Stochastic processes and financial applications","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; University of British Columbia Hospital","funders":"","keywords":"Trinomial; Trinomial tree; Maxima and minima; Mathematics; Volatility (finance); Valuation of options; Applied mathematics; Constant elasticity of variance model; Stochastic volatility; Binomial options pricing model; Mathematical optimization; Econometrics; Combinatorics; Mathematical analysis","score_opus":0.031128356830181312,"score_gpt":0.23450558927757353,"score_spread":0.20337723244739223,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122620714","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.096577644,0.00051547925,0.8974114,0.00033019567,0.000066453766,0.000036915975,0.0001033383,0.00013568053,0.0048229247],"genre_scores_gemma":[0.90226126,0.0005137946,0.085112534,0.0001725687,0.00005156705,0.0001523483,0.00019915855,0.00010940268,0.011427435],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99926883,0.00030080168,0.000032162403,0.0001047798,0.0001615554,0.00013194424],"domain_scores_gemma":[0.998483,0.0010336087,0.00015831692,0.00007029071,0.00015377549,0.00010097778],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018680388,0.0006268803,0.0012089027,0.0007436285,0.00046685032,0.001827307,0.0016776284,0.0015115307,0.0052748322],"category_scores_gemma":[0.005116345,0.00051784446,0.0011858123,0.00084374385,0.0010808016,0.0024998032,0.0012153763,0.0016764667,0.00038045392],"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":[0.000103011946,0.000030276644,0.002018674,0.000092334456,0.000040539748,0.00034971742,0.00011209087,0.82793593,0.0017245966,0.15326832,0.000720471,0.013603919],"study_design_scores_gemma":[0.0000048548677,0.0000074963527,0.00010696836,0.0000056329804,0.0000035240676,0.00003085596,0.00001067724,0.9788664,0.000104081584,0.020659598,0.000192062,0.000007793651],"about_ca_topic_score_codex":0.0038632625,"about_ca_topic_score_gemma":0.004124942,"teacher_disagreement_score":0.0052748322,"about_ca_system_score_codex":0.00091981434,"about_ca_system_score_gemma":0.00084738655,"threshold_uncertainty_score":0.017646074},"labels":[],"label_agreement":null},{"id":"W3122635871","doi":"10.1007/s11147-018-9144-z","title":"A general closed form option pricing formula","year":2018,"lang":"en","type":"preprint","venue":"Review of Derivatives Research","topic":"Stochastic processes and financial applications","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":"FP7 People: Marie-Curie Actions; SCIEX","keywords":"Valuation of options; Edgeworth series; Range (aeronautics); Mathematics; Volatility (finance); Probability density function; Econometrics; Hermite polynomials; Series (stratigraphy); Applied mathematics; Black–Scholes model; Series expansion; Economics; Mathematical analysis; Statistics","score_opus":0.14896559947829424,"score_gpt":0.39350237590028947,"score_spread":0.24453677642199523,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122635871","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.014608947,0.007665579,0.95039356,0.002735288,0.00078276265,0.00004328215,0.00025978507,0.0002535724,0.023257209],"genre_scores_gemma":[0.57144403,0.013754482,0.35221657,0.0016309901,0.003863461,0.00020296972,0.0009505451,0.00045514273,0.055481777],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995049,0.00017381225,0.000034131066,0.0000789656,0.00017927577,0.00002887534],"domain_scores_gemma":[0.99875367,0.00062837766,0.00008265826,0.00015566907,0.00031527842,0.00006433829],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016657376,0.0007355227,0.0010672087,0.0010138149,0.00039507754,0.0025310547,0.0012893681,0.002168604,0.007454128],"category_scores_gemma":[0.00571372,0.00034444363,0.0009240157,0.0013118972,0.001253519,0.0034636573,0.0010004963,0.0027443995,0.0014699167],"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":[0.000010452104,0.000027204554,0.00015326012,0.00007844994,0.000016136824,0.00007812979,0.000040921215,0.017313952,0.0008750801,0.94848627,0.0039813584,0.028938761],"study_design_scores_gemma":[0.000010329099,0.000012555709,0.00013999648,0.000036333124,0.00001287504,0.00014549475,0.000007716972,0.19248015,0.00017877959,0.8005255,0.006435169,0.000015014366],"about_ca_topic_score_codex":0.0006779006,"about_ca_topic_score_gemma":0.00046772268,"teacher_disagreement_score":0.007454128,"about_ca_system_score_codex":0.0005722951,"about_ca_system_score_gemma":0.0007996941,"threshold_uncertainty_score":0.024936557},"labels":[],"label_agreement":null},{"id":"W3122682364","doi":"10.48550/arxiv.1305.7092","title":"Prices and Asymptotics for Discrete Variance Swaps","year":2013,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Variance swap; Stochastic volatility; Swap (finance); Heston model; Mathematics; Econometrics; Volatility (finance); Volatility swap; Variance (accounting); Realized variance; Implied volatility; Economics; Forward volatility; SABR volatility model; Finance; Accounting","score_opus":0.039877273507731355,"score_gpt":0.2939478333898114,"score_spread":0.25407055988208005,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122682364","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24574324,0.0024432593,0.7221639,0.0021895575,0.00031150933,0.0000661933,0.00013936064,0.00055022247,0.0263926],"genre_scores_gemma":[0.9722074,0.0009537332,0.019857366,0.0002755516,0.0003324151,0.000080172955,0.00013083326,0.00013731177,0.0060253507],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983163,0.00063405925,0.00008294552,0.00026922728,0.00046036943,0.00023716077],"domain_scores_gemma":[0.9827139,0.011758717,0.0020727478,0.0013297226,0.0013048318,0.0008201688],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0057568913,0.0008621756,0.0012253468,0.0020749825,0.0008428689,0.0031351338,0.0017755631,0.002152186,0.0064034783],"category_scores_gemma":[0.04782559,0.0005781992,0.0013616671,0.0012348401,0.0050020493,0.006272384,0.0024943193,0.0039179935,0.0007037397],"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":[0.00004948441,0.0000655022,0.0016215795,0.000075620694,0.000036198253,0.00026103837,0.00018558718,0.053443223,0.00230485,0.9341403,0.0009578155,0.0068588136],"study_design_scores_gemma":[0.000024767116,0.000038754242,0.00069587835,0.00003300813,0.000018138058,0.0001621918,0.00007742296,0.3652008,0.00065962673,0.63220817,0.0008476264,0.0000337332],"about_ca_topic_score_codex":0.0014930328,"about_ca_topic_score_gemma":0.0007086786,"teacher_disagreement_score":0.0064034783,"about_ca_system_score_codex":0.001718294,"about_ca_system_score_gemma":0.0009537003,"threshold_uncertainty_score":0.030445695},"labels":[],"label_agreement":null},{"id":"W3122719261","doi":"10.1017/s0022109018000777","title":"Good Volatility, Bad Volatility, and Option Pricing","year":2018,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":62,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Bank of Canada","funders":"HEC Montréal; Université du Québec à Montréal","keywords":"Downside risk; Semivariance; Volatility (finance); Econometrics; Economics; Quadratic variation; Jump; Jump diffusion; Realized variance; Valuation of options; Variance risk premium; Stochastic volatility; Financial economics; Volatility risk premium; Mathematics; Statistics","score_opus":0.033867770293654925,"score_gpt":0.27736525284057595,"score_spread":0.24349748254692102,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122719261","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.65434164,0.02077757,0.26813823,0.01295058,0.00070616876,0.000034614088,0.0004207108,0.00027311099,0.042357408],"genre_scores_gemma":[0.9941806,0.0011012706,0.003139595,0.00018464924,0.0002672346,0.00001076329,0.000055911398,0.000017055883,0.001042817],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99912685,0.00036867472,0.000039686794,0.00015942445,0.00020446487,0.00010094146],"domain_scores_gemma":[0.99631786,0.0022593152,0.00067051285,0.0002562356,0.0002385228,0.0002576554],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018978185,0.00056052406,0.00050125073,0.0008464439,0.000485012,0.0023679966,0.00052439584,0.0011935686,0.0017783119],"category_scores_gemma":[0.008858707,0.00020126518,0.00032992556,0.0010319876,0.0027412067,0.0028378654,0.0011837503,0.0014656418,0.00015293741],"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":[0.00014323526,0.00007459669,0.013855816,0.0001141073,0.00010070212,0.00021004223,0.00025047586,0.04776185,0.0016595296,0.8991655,0.0022546325,0.034409545],"study_design_scores_gemma":[0.000006792821,0.000023339402,0.0034775129,0.000017754854,0.000014251167,0.000072357114,0.000047826044,0.0514491,0.00012076534,0.94392186,0.0008285225,0.00001991368],"about_ca_topic_score_codex":0.0014849359,"about_ca_topic_score_gemma":0.00091227517,"teacher_disagreement_score":0.0023679966,"about_ca_system_score_codex":0.0007627538,"about_ca_system_score_gemma":0.0006603644,"threshold_uncertainty_score":0.010036707},"labels":[],"label_agreement":null},{"id":"W3122728683","doi":"","title":"Price bias and common practice in option pricing","year":2018,"lang":"en","type":"article","venue":"Les Cahiers du GERAD","topic":"Stochastic processes and financial applications","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; Simon Fraser University","funders":"","keywords":"Unobservable; Econometrics; Estimator; Economics; Valuation of options; Jump; Stock price; Volatility (finance); Mathematics; Statistics; Series (stratigraphy)","score_opus":0.02315251716223651,"score_gpt":0.23591810176640873,"score_spread":0.21276558460417222,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122728683","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08410131,0.006641875,0.8779496,0.008603151,0.00056514214,0.000080768805,0.00017193235,0.00056020863,0.02132599],"genre_scores_gemma":[0.82246053,0.0031886755,0.16724096,0.0013137046,0.0008613012,0.00015640842,0.00016657611,0.00032440675,0.004287396],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9807664,0.0077090655,0.00114395,0.003426318,0.0064174915,0.0005367126],"domain_scores_gemma":[0.89984375,0.06880712,0.0073766625,0.016557308,0.006810265,0.00060494157],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.023889463,0.00069685496,0.0014542823,0.0027071044,0.0012853042,0.0040237643,0.0028701595,0.003952168,0.0039768796],"category_scores_gemma":[0.16558382,0.0007973185,0.0010264213,0.002943329,0.0077355094,0.009300285,0.0037768448,0.00497413,0.00075184816],"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":[0.000079108446,0.000057274086,0.008321308,0.00022407252,0.00011391355,0.00031667828,0.00077072176,0.018085716,0.0012297326,0.9199279,0.0020774202,0.048796266],"study_design_scores_gemma":[0.000023735769,0.00003777205,0.0024276495,0.00014250429,0.000025652496,0.00034495068,0.00007001278,0.09285128,0.0018888602,0.8981157,0.004010252,0.00006160801],"about_ca_topic_score_codex":0.0019833823,"about_ca_topic_score_gemma":0.0010231555,"teacher_disagreement_score":0.023889463,"about_ca_system_score_codex":0.0021901564,"about_ca_system_score_gemma":0.00095186295,"threshold_uncertainty_score":0.1263411},"labels":[],"label_agreement":null},{"id":"W3122760749","doi":"10.48550/arxiv.math/0307197","title":"Wiener Chaos and the Cox-Ingersoll-Ross model","year":2003,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Mathematics; Gaussian; Applied mathematics; Cox–Ingersoll–Ross model; Representation (politics); Term (time); Chaotic; Affine term structure model; Statistical physics; Expression (computer science); Mathematical economics; Pure mathematics; Mathematical physics; Yield curve; Interest rate; Physics; Economics; Quantum mechanics; Computer science; Finance","score_opus":0.04929636676404029,"score_gpt":0.2887523705863269,"score_spread":0.23945600382228663,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122760749","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.29015812,0.004063026,0.63344425,0.0053403364,0.0004504098,0.00007754609,0.0004034963,0.00029856863,0.06576423],"genre_scores_gemma":[0.95848686,0.0019159763,0.018951867,0.00026893217,0.00033252174,0.000050724084,0.00013222739,0.00004974067,0.019811146],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99971765,0.00008689622,0.0000118082135,0.0000397535,0.00009735481,0.00004651566],"domain_scores_gemma":[0.9995276,0.00019881748,0.00010028654,0.000057020374,0.000057609708,0.00005869724],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00087742024,0.0004198912,0.00047597228,0.0005983345,0.0003247453,0.0008802376,0.00055980054,0.0008053171,0.0024695178],"category_scores_gemma":[0.0024636432,0.00016080168,0.0005027357,0.0005503422,0.0009763843,0.0017486281,0.00072045036,0.00084482715,0.00036482286],"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":[0.0000072917746,0.000003660232,0.0001724969,0.000010759415,0.0000044184562,0.000052510244,0.000047627447,0.013796589,0.00033942048,0.98358846,0.00051359856,0.0014632449],"study_design_scores_gemma":[0.000014265001,0.00002586245,0.000368506,0.000011379006,0.000008350105,0.00012193423,0.000028626495,0.15615584,0.00028338286,0.8391671,0.0037936876,0.000020949523],"about_ca_topic_score_codex":0.0022682878,"about_ca_topic_score_gemma":0.0010994268,"teacher_disagreement_score":0.0024695178,"about_ca_system_score_codex":0.0007977475,"about_ca_system_score_gemma":0.00061101204,"threshold_uncertainty_score":0.008261323},"labels":[],"label_agreement":null},{"id":"W3122800062","doi":"10.2139/ssrn.3192216","title":"Derivatives Trading for Insurers","year":2018,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Business; High-frequency trading; Pairs trade; Actuarial science; Financial economics; Algorithmic trading; Finance; Economics; Alternative trading system","score_opus":0.023971123446845172,"score_gpt":0.24121033979765177,"score_spread":0.2172392163508066,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122800062","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92731494,0.0043855244,0.007380827,0.007669095,0.00018268106,0.00005067966,0.00085619255,0.00025699634,0.05190298],"genre_scores_gemma":[0.9944734,0.00023576822,0.00036796584,0.0000610759,0.000040205454,0.0000026196153,0.0001040864,0.0000066572325,0.004708222],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9994259,0.0001452947,0.000029707624,0.00010162172,0.00016663807,0.00013089643],"domain_scores_gemma":[0.99702317,0.0012780516,0.0005693381,0.00039982024,0.0003317308,0.00039793918],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012843589,0.00024947381,0.0003746445,0.000538211,0.0008547218,0.0028906185,0.00046025854,0.0016440768,0.013271384],"category_scores_gemma":[0.010111919,0.00017571005,0.000419847,0.0003792074,0.0004802592,0.001577136,0.0007194548,0.0011016504,0.0007800463],"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":[0.0037001902,0.001782027,0.25566715,0.00033681345,0.00039144894,0.0035453786,0.0016812847,0.041406035,0.0084307995,0.35418794,0.06583921,0.26303178],"study_design_scores_gemma":[0.00054965715,0.0014939836,0.2586904,0.0003740709,0.0007882168,0.0030031237,0.0027357992,0.36558875,0.009139245,0.2885804,0.06889934,0.00015708059],"about_ca_topic_score_codex":0.0061948863,"about_ca_topic_score_gemma":0.0067026885,"teacher_disagreement_score":0.013271384,"about_ca_system_score_codex":0.0014371537,"about_ca_system_score_gemma":0.0012861835,"threshold_uncertainty_score":0.044397235},"labels":[],"label_agreement":null},{"id":"W3122832813","doi":"10.1093/rfs/hhq032","title":"Volatility Dynamics for the S&amp;P500: Evidence from Realized Volatility, Daily Returns, and Option Prices","year":2010,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":314,"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":"Volatility (finance); Economics; Financial economics","score_opus":0.08522480751952526,"score_gpt":0.3293884001941162,"score_spread":0.24416359267459092,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122832813","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9506482,0.015660262,0.017979126,0.00286805,0.000039959607,0.000035759283,0.0012117543,0.00014757663,0.011409284],"genre_scores_gemma":[0.9907047,0.0060220957,0.0017439775,0.00008969837,0.00009880023,0.000011523712,0.000884005,0.000016766966,0.00042839392],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9995245,0.000116280266,0.000042730513,0.00009211334,0.00019859211,0.000025799687],"domain_scores_gemma":[0.9854198,0.008564267,0.004077955,0.0007742451,0.0009239517,0.00023969835],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022133843,0.0004228659,0.00047152146,0.0016667213,0.0003586137,0.0018427559,0.0009610055,0.0010582116,0.002181452],"category_scores_gemma":[0.016632853,0.00027821655,0.0005884624,0.0030409258,0.00083491486,0.0021182983,0.00069740077,0.001065259,0.00045010253],"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":[0.0006409453,0.00035641165,0.64349544,0.00089247606,0.00085601746,0.00090024224,0.0011170739,0.052306153,0.0056056585,0.08337163,0.0061610397,0.20429698],"study_design_scores_gemma":[0.000098555,0.00033416486,0.65361553,0.00030327504,0.00033804588,0.00087654416,0.00073044025,0.17312934,0.0039240997,0.1541659,0.012323215,0.00016091124],"about_ca_topic_score_codex":0.004595159,"about_ca_topic_score_gemma":0.0029470157,"teacher_disagreement_score":0.004595159,"about_ca_system_score_codex":0.0004904472,"about_ca_system_score_gemma":0.00036540307,"threshold_uncertainty_score":0.011705637},"labels":[],"label_agreement":null},{"id":"W3122988691","doi":"10.1016/j.insmatheco.2013.03.001","title":"Constant proportion portfolio insurance under a regime switching exponential Lévy process","year":2013,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":14,"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; University of Waterloo","keywords":"Constant (computer programming); Exponential function; Portfolio; Mathematics; Lévy process; Process (computing); Actuarial science; Econometrics; Applied mathematics; Economics; Financial economics; Computer science; Mathematical analysis","score_opus":0.021500259863710198,"score_gpt":0.2178126437238245,"score_spread":0.1963123838601143,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122988691","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7228054,0.00075057853,0.2657917,0.0015294966,0.00015471797,0.000040898634,0.0001081099,0.00027873123,0.008540327],"genre_scores_gemma":[0.9921157,0.0002510949,0.0028746827,0.000055151864,0.00007922495,0.000012912425,0.000025818903,0.00001689074,0.004568534],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990683,0.00027707807,0.000053777592,0.00018939393,0.00020981577,0.00020153976],"domain_scores_gemma":[0.99546474,0.0023465098,0.00094345043,0.0003625269,0.0003959747,0.00048683753],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027331,0.0006575453,0.0014750332,0.0011592463,0.0005688428,0.0021627273,0.0013780515,0.0024271968,0.0033977458],"category_scores_gemma":[0.009651102,0.00051594095,0.0011328048,0.0007272038,0.001994985,0.0032623175,0.0017974329,0.0018165566,0.00032091234],"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":[0.0006865375,0.00032576695,0.0069127046,0.00014420364,0.00024682278,0.001542049,0.00025476952,0.19803962,0.016635392,0.75602263,0.0013920647,0.017797343],"study_design_scores_gemma":[0.00014641887,0.00015883209,0.00159609,0.000014304474,0.00008372705,0.000504505,0.00004527936,0.8687866,0.0009783005,0.1272744,0.00036579245,0.000045751185],"about_ca_topic_score_codex":0.0014024497,"about_ca_topic_score_gemma":0.0006014291,"teacher_disagreement_score":0.0033977458,"about_ca_system_score_codex":0.0010633183,"about_ca_system_score_gemma":0.00073242764,"threshold_uncertainty_score":0.014454186},"labels":[],"label_agreement":null},{"id":"W3123023291","doi":"10.2139/ssrn.2241023","title":"Approximate Hedging in a Local Volatility Model with Proportional Transaction Costs","year":2013,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Local volatility; Greeks; Volatility (finance); Transaction cost; Econometrics; Economics; Replicate; Database transaction; Convergence (economics); Replicating portfolio; Stochastic volatility; Financial economics; Mathematics; Computer science; Microeconomics; Macroeconomics; Statistics","score_opus":0.015860208883870158,"score_gpt":0.21743235427093305,"score_spread":0.2015721453870629,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123023291","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3360916,0.0019156634,0.6530519,0.0017134221,0.00013240219,0.000053536503,0.00020324555,0.0002788356,0.006559308],"genre_scores_gemma":[0.9798151,0.000581825,0.011327443,0.00012440975,0.00008574924,0.000043073986,0.000118678196,0.000061252715,0.007842333],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99931896,0.00029433946,0.00004301924,0.00016087272,0.000101689184,0.000081137805],"domain_scores_gemma":[0.9939527,0.004402748,0.00063020963,0.00035171997,0.0002844512,0.00037806047],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002886898,0.00084270176,0.002423664,0.0008831671,0.00050831056,0.0032773225,0.0027700856,0.003091605,0.0040252795],"category_scores_gemma":[0.010918541,0.00095899927,0.0010403135,0.0011750819,0.0021171565,0.0051147505,0.002013649,0.0022529894,0.00024590862],"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":[0.0001740411,0.00006417763,0.0013829982,0.00010302305,0.00009536765,0.00028666545,0.0000950252,0.85219795,0.0007967433,0.13881938,0.0006154593,0.005369158],"study_design_scores_gemma":[0.000010406546,0.000010761744,0.000092151575,0.0000037350903,0.000010540919,0.000021933867,0.00000847663,0.98326856,0.000047569974,0.016463364,0.00005591669,0.00000655585],"about_ca_topic_score_codex":0.0036872956,"about_ca_topic_score_gemma":0.002120645,"teacher_disagreement_score":0.0040252795,"about_ca_system_score_codex":0.0010925344,"about_ca_system_score_gemma":0.0008071994,"threshold_uncertainty_score":0.015267551},"labels":[],"label_agreement":null},{"id":"W3123085160","doi":"10.1002/fut.20263","title":"Target redemption notes","year":2007,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Libor; Coupon; Valuation (finance); Economics; Payment; Value (mathematics); Mathematical economics; Short rate; Econometrics; Inverse; Path (computing); Mathematics; Actuarial science; Computer science; Interest rate; Monetary economics; Statistics; Finance; Yield curve","score_opus":0.01726319829569019,"score_gpt":0.23571599103836555,"score_spread":0.21845279274267534,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123085160","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.25179073,0.0014388709,0.28494465,0.0017468083,0.0022459696,0.00073379715,0.0026728332,0.0034269933,0.4509994],"genre_scores_gemma":[0.790083,0.00039356583,0.041534852,0.00019434118,0.00036585098,0.00013672214,0.0012775196,0.00037195993,0.1656422],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990728,0.00013091034,0.000058880392,0.00011891671,0.00053419394,0.000084350955],"domain_scores_gemma":[0.9973386,0.00054970843,0.00029433583,0.0007100508,0.000847163,0.00026019022],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013900322,0.00037130775,0.00024178703,0.0008036106,0.00074072724,0.002319366,0.0010382205,0.00083571,0.04440866],"category_scores_gemma":[0.0059927073,0.0002494548,0.0002907357,0.0006176617,0.0004206843,0.0020375077,0.0008729796,0.0017677812,0.008472712],"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":[0.0018724268,0.00036242456,0.0053869095,0.00021556989,0.000050807073,0.0011740009,0.00060735137,0.024452295,0.024724917,0.45306084,0.06711021,0.42098233],"study_design_scores_gemma":[0.00036080802,0.0016360466,0.02043711,0.00042973954,0.00008277992,0.0025916412,0.00047666873,0.1683256,0.04854629,0.18120296,0.57560354,0.00030683263],"about_ca_topic_score_codex":0.0005735073,"about_ca_topic_score_gemma":0.0005759579,"teacher_disagreement_score":0.04440866,"about_ca_system_score_codex":0.0008994837,"about_ca_system_score_gemma":0.0006002073,"threshold_uncertainty_score":0.14856172},"labels":[],"label_agreement":null},{"id":"W3123166970","doi":"10.1007/s40072-021-00227-5","title":"The hyperbolic Anderson model: moment estimates of the Malliavin derivatives and applications","year":2022,"lang":"en","type":"article","venue":"Stochastic Partial Differential Equations Analysis and Computations","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":15,"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":"Natural Sciences and Engineering Research Council of Canada; Directorate for Mathematical and Physical Sciences; Ministerio de Economía y Competitividad; National Science Foundation","keywords":"Malliavin calculus; Mathematics; Central limit theorem; Limit (mathematics); Applied mathematics; Gaussian; Moment (physics); Mathematical analysis; Nonlinear system; Iterated function; Parametric statistics","score_opus":0.023430726177665433,"score_gpt":0.2385853274624819,"score_spread":0.21515460128481648,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123166970","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1804453,0.0027410141,0.79290295,0.003187815,0.00022905604,0.000049165406,0.0001819343,0.00036926806,0.019893466],"genre_scores_gemma":[0.9646296,0.0012400843,0.024601711,0.000256098,0.00026441095,0.0000537718,0.00010542093,0.00010961771,0.008739315],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996524,0.00013428065,0.000016362072,0.00006011069,0.00008980124,0.000047078272],"domain_scores_gemma":[0.9965773,0.0017475777,0.0006145747,0.00020306243,0.00047646477,0.00038089894],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019299504,0.0008426403,0.00081512984,0.0015902551,0.00057149515,0.001238736,0.0014230527,0.0011806486,0.0022606042],"category_scores_gemma":[0.0071608624,0.00033675224,0.0010630606,0.00055851456,0.0020010008,0.0023935977,0.0018784577,0.0019896254,0.00021985357],"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":[0.00005351839,0.00004508394,0.0012006251,0.00012151786,0.00004906222,0.00023452193,0.00016148844,0.109439254,0.0053607966,0.8777599,0.0013122415,0.0042620166],"study_design_scores_gemma":[0.000006073557,0.000022100536,0.0003721482,0.000022576893,0.000015633965,0.00008030505,0.000042061896,0.8471518,0.00072333234,0.1508604,0.0006759143,0.000027672077],"about_ca_topic_score_codex":0.0031509404,"about_ca_topic_score_gemma":0.0017252761,"teacher_disagreement_score":0.0031509404,"about_ca_system_score_codex":0.0013298013,"about_ca_system_score_gemma":0.0008284051,"threshold_uncertainty_score":0.010206699},"labels":[],"label_agreement":null},{"id":"W3123254534","doi":"10.1080/17446540600706809","title":"Speculative opportunities for currency exchange under soft peg","year":2006,"lang":"en","type":"article","venue":"Applied Financial Economics Letters","topic":"Stochastic processes and financial applications","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":"Trent University","funders":"","keywords":"Currency; Exchange rate; Monetary economics; Economics; Foreign exchange market; PEG ratio; International economics; Finance","score_opus":0.04974588431797652,"score_gpt":0.21111871365715854,"score_spread":0.161372829339182,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123254534","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9188256,0.00024484398,0.07290051,0.0004335223,0.00002123446,0.000027010068,0.00004372388,0.00008098621,0.0074226074],"genre_scores_gemma":[0.99827254,0.00006781745,0.0012589174,0.000009980415,0.000006587133,0.0000073345595,0.00000870562,0.0000039275396,0.00036429023],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99961144,0.00015205273,0.00003162157,0.000052971773,0.00006807726,0.000083989995],"domain_scores_gemma":[0.99594104,0.0018159793,0.0015686987,0.0002185176,0.00012418987,0.00033162968],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009790652,0.00035672996,0.0004106291,0.00040721757,0.00038671098,0.001509609,0.00037323072,0.00066060014,0.002287295],"category_scores_gemma":[0.008294586,0.00025878442,0.00035903085,0.00026694348,0.0010985098,0.0028639596,0.0010291482,0.0009358396,0.00016307426],"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":[0.0011953675,0.0001398544,0.015767466,0.00019962825,0.00012943316,0.0023686488,0.000800881,0.16862787,0.017142644,0.761798,0.0011046142,0.030725617],"study_design_scores_gemma":[0.0001539243,0.00031706173,0.0042437403,0.000029654731,0.000046934674,0.0007542384,0.0004932207,0.56760216,0.0037570612,0.421245,0.0013081393,0.00004874619],"about_ca_topic_score_codex":0.00031250736,"about_ca_topic_score_gemma":0.0002209046,"teacher_disagreement_score":0.002287295,"about_ca_system_score_codex":0.00036510694,"about_ca_system_score_gemma":0.00037186497,"threshold_uncertainty_score":0.0076517463},"labels":[],"label_agreement":null},{"id":"W3123316646","doi":"10.2139/ssrn.3193011","title":"A Profitable Modification to Global Quadratic Hedging","year":2018,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Université de Montréal","funders":"","keywords":"Quadratic equation; Business; Economics; Financial economics; Econometrics; Mathematics; Actuarial science","score_opus":0.021838970023363227,"score_gpt":0.2556016822488176,"score_spread":0.23376271222545436,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123316646","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1425781,0.0011922464,0.7627625,0.003977065,0.0011891879,0.00010236014,0.00027798166,0.00078237767,0.08713824],"genre_scores_gemma":[0.91158396,0.0004283627,0.04407517,0.0006839034,0.0005581633,0.00004150747,0.000105199986,0.00028703673,0.042236667],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995229,0.00014354594,0.000023467917,0.00012270655,0.000121049685,0.00006631781],"domain_scores_gemma":[0.99872214,0.0004158261,0.00011090842,0.00041312817,0.00016451417,0.00017343959],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009736175,0.00078374083,0.00090181915,0.0006323026,0.0006757095,0.0015191011,0.0012753317,0.0015029323,0.010185586],"category_scores_gemma":[0.0043062177,0.0003232121,0.0011053861,0.0007692739,0.0018922293,0.0024805109,0.0031826622,0.002565844,0.00087846915],"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":[0.00022791096,0.00010713679,0.0012602576,0.00013436633,0.00006560925,0.00040129453,0.00014102382,0.030002648,0.0072522676,0.8362457,0.008758678,0.115403175],"study_design_scores_gemma":[0.000065064414,0.00027520477,0.0015517932,0.000032391643,0.00005594218,0.00054029643,0.00005655909,0.27922127,0.0014365183,0.7053469,0.011374788,0.00004327719],"about_ca_topic_score_codex":0.00062012963,"about_ca_topic_score_gemma":0.00077026675,"teacher_disagreement_score":0.010185586,"about_ca_system_score_codex":0.0004602383,"about_ca_system_score_gemma":0.00050265214,"threshold_uncertainty_score":0.034074247},"labels":[],"label_agreement":null},{"id":"W3123330426","doi":"","title":"An Analysis of the True Notional Bond System Applied to the CBOT T-Bond Futures","year":2007,"lang":"fr","type":"article","venue":"Les Cahiers du GERAD","topic":"Stochastic processes and financial applications","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":"Notional amount; Futures contract; Bond; Treasury; Interest rate; Computer science; Econometrics; Economics; Financial economics; Finance","score_opus":0.008605923956863151,"score_gpt":0.20432457569456944,"score_spread":0.19571865173770628,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123330426","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.23996407,0.0009311849,0.74213964,0.0007691215,0.00017192218,0.00006540538,0.00008500171,0.00006924001,0.015804341],"genre_scores_gemma":[0.95473325,0.00051960064,0.041022953,0.000052676463,0.00006451082,0.0000402895,0.00005242263,0.00003842116,0.0034758844],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99948764,0.00025123803,0.000019442788,0.00006213592,0.0001357862,0.000043672328],"domain_scores_gemma":[0.9990889,0.00049919076,0.00011574742,0.00008096362,0.00014314834,0.000072078554],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015861931,0.00035610306,0.0004197129,0.00037502544,0.0004423587,0.0014984295,0.0007792959,0.0008294244,0.0034177455],"category_scores_gemma":[0.005864032,0.00026239088,0.0005263195,0.0004782585,0.0011444074,0.0019438436,0.0009703301,0.0012958988,0.00015860127],"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":[0.00006199255,0.000017831868,0.0010273439,0.00004884578,0.000018838626,0.0001895384,0.000083930965,0.46134138,0.0028596353,0.52217907,0.0007147125,0.011456904],"study_design_scores_gemma":[0.0000071625163,0.000028688313,0.00026229458,0.000005813086,0.0000043663827,0.000041538922,0.000017962828,0.9581314,0.00029065026,0.040559936,0.00064224127,0.00000795268],"about_ca_topic_score_codex":0.0036792045,"about_ca_topic_score_gemma":0.0011664028,"teacher_disagreement_score":0.0036792045,"about_ca_system_score_codex":0.0007685848,"about_ca_system_score_gemma":0.00086716306,"threshold_uncertainty_score":0.011433542},"labels":[],"label_agreement":null},{"id":"W3123342669","doi":"10.1016/j.ejor.2006.09.002","title":"Calculating risk neutral probabilities and optimal portfolio policies in a dynamic investment model with downside risk control","year":2006,"lang":"en","type":"article","venue":"European Journal of Operational Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":14,"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 British Columbia; Dalhousie University","funders":"Natural Sciences and Engineering Research Council of Canada; Nanyang Technological University","keywords":"Downside risk; Portfolio; Economics; Investment (military); Control (management); Portfolio optimization; Econometrics; Computer science; Financial economics","score_opus":0.03392933721540386,"score_gpt":0.27303142841693795,"score_spread":0.23910209120153408,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123342669","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.23809804,0.00041474035,0.75490665,0.0008693703,0.00005993403,0.000067223635,0.000111064546,0.0002331542,0.005239812],"genre_scores_gemma":[0.92546326,0.00028165564,0.07132421,0.00006634562,0.00004547374,0.000087121305,0.00012284057,0.00007344835,0.002535723],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99949217,0.00021780461,0.000030385147,0.00009581799,0.00009762578,0.00006627807],"domain_scores_gemma":[0.9944238,0.004610608,0.00042786822,0.00012771501,0.00021826357,0.00019184641],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020793374,0.0006135809,0.0012882658,0.00092969666,0.0005394655,0.002131523,0.0011221023,0.0020369068,0.002452791],"category_scores_gemma":[0.012396644,0.0013837742,0.0007472674,0.0007665751,0.0009711082,0.0023011544,0.0013346709,0.001346231,0.00018710537],"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":[0.000022311862,0.000013305435,0.00031996542,0.000012147916,0.000012353065,0.000026408452,0.000009821484,0.9866817,0.00009431129,0.0107988445,0.000088854744,0.0019199289],"study_design_scores_gemma":[0.000005216908,0.0000039159236,0.000040578536,0.0000020936413,0.0000037715602,0.0000038861463,0.000002463534,0.99354845,0.000054859054,0.0062996773,0.000032877957,0.000002193226],"about_ca_topic_score_codex":0.007691672,"about_ca_topic_score_gemma":0.0039494247,"teacher_disagreement_score":0.007691672,"about_ca_system_score_codex":0.001667803,"about_ca_system_score_gemma":0.0018230904,"threshold_uncertainty_score":0.015293837},"labels":[],"label_agreement":null},{"id":"W3123346882","doi":"10.1142/s0219024912500471","title":"NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS","year":2012,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"","keywords":"Characteristic function (probability theory); Probability density function; Black–Scholes model; Heston model; Inversion (geology); Applied mathematics; Mathematical optimization; Computer science; Valuation of options; Function (biology); Mathematics; Stochastic volatility; Econometrics; SABR volatility model; Statistics; Volatility (finance)","score_opus":0.02086368024933317,"score_gpt":0.2524479291889468,"score_spread":0.23158424893961366,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123346882","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.025791066,0.000043083706,0.972736,0.00005073128,0.0000160973,0.000016865708,0.000024687482,0.0002576101,0.0010638591],"genre_scores_gemma":[0.74049926,0.00015151007,0.25723392,0.00007976768,0.000027241073,0.00012579172,0.00013907033,0.00021702134,0.0015264474],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989778,0.00050081336,0.000048443217,0.00007857338,0.00030636857,0.00008803713],"domain_scores_gemma":[0.99450785,0.0036317108,0.00035172986,0.00080938614,0.0005454983,0.00015384356],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022461484,0.00043100817,0.0008544453,0.000878959,0.00040573522,0.0010004754,0.00083039794,0.00096852804,0.0015952506],"category_scores_gemma":[0.011122795,0.0004772575,0.0006038697,0.0006196216,0.000996761,0.0016666609,0.0011951694,0.0011386485,0.00030652672],"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":[0.00005293334,0.000023954522,0.0008573652,0.000017749126,0.000022631331,0.00005750618,0.0000496256,0.9193259,0.0016299238,0.06821091,0.0001474724,0.009603967],"study_design_scores_gemma":[0.0000037523664,0.0000050324197,0.000033891807,0.0000016788904,9.657584e-7,0.0000074711734,0.000001930433,0.99160236,0.00030950105,0.007908744,0.00012079685,0.000003912631],"about_ca_topic_score_codex":0.0024217535,"about_ca_topic_score_gemma":0.0012775839,"teacher_disagreement_score":0.0024217535,"about_ca_system_score_codex":0.0006147156,"about_ca_system_score_gemma":0.001015198,"threshold_uncertainty_score":0.011878848},"labels":[],"label_agreement":null},{"id":"W3123401787","doi":"10.2139/ssrn.2617675","title":"Staying at Zero with Affine Processes: An Application to Term Structure Modelling","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"","keywords":"Term (time); Zero (linguistics); Affine transformation; Mathematics; Statistical physics; Computer science; Physics; Pure mathematics; Philosophy; Linguistics","score_opus":0.019950986432381024,"score_gpt":0.22345023116036625,"score_spread":0.20349924472798522,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123401787","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.033421285,0.0006286248,0.9626945,0.00046425036,0.00009829633,0.000027863989,0.000043047454,0.00010891147,0.002513158],"genre_scores_gemma":[0.85340357,0.002177579,0.1253341,0.00023304322,0.0006591598,0.00013919998,0.00024220992,0.00021869075,0.01759248],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9985019,0.0007436546,0.00009728335,0.00028438374,0.00023358637,0.00013924036],"domain_scores_gemma":[0.99041593,0.007308654,0.0009661714,0.00041729744,0.00042544352,0.0004665999],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0056164535,0.0013099164,0.0020431334,0.0011969882,0.0010438563,0.0030797631,0.0028890453,0.0035124815,0.002836159],"category_scores_gemma":[0.020387702,0.0008733049,0.0024704693,0.0022303932,0.0030552796,0.003612996,0.0026524905,0.0042716605,0.00039454005],"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":[0.000064647866,0.000060650542,0.0012069822,0.000097625336,0.000084659885,0.000324752,0.00038505773,0.2962385,0.0010902382,0.6836459,0.00071979436,0.016081152],"study_design_scores_gemma":[0.000012088168,0.000024016475,0.00014596048,0.000008427199,0.000021189757,0.000028088416,0.000023050274,0.81631696,0.0001493687,0.18281135,0.0004404993,0.000019012388],"about_ca_topic_score_codex":0.0060678725,"about_ca_topic_score_gemma":0.003852658,"teacher_disagreement_score":0.0060678725,"about_ca_system_score_codex":0.001176808,"about_ca_system_score_gemma":0.0011389718,"threshold_uncertainty_score":0.029703021},"labels":[],"label_agreement":null},{"id":"W3123503485","doi":"10.2139/ssrn.3514586","title":"Deep Hedging of Derivatives Using Reinforcement Learning","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Reinforcement; Reinforcement learning; Artificial intelligence; Computer science; Psychology; Social psychology","score_opus":0.01518483810390456,"score_gpt":0.22526960313733935,"score_spread":0.2100847650334348,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123503485","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24386768,0.001009705,0.7486512,0.0007530085,0.00013383263,0.000051485942,0.00009175062,0.0005491818,0.004892146],"genre_scores_gemma":[0.9821292,0.00011696153,0.015796395,0.000053075848,0.00002205648,0.000017746335,0.000043964512,0.000018983415,0.0018017715],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9998109,0.0000634121,0.000011960296,0.000036645204,0.00004393689,0.000033149085],"domain_scores_gemma":[0.99840003,0.0011652797,0.00011212237,0.00008855325,0.00015110466,0.000082875784],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010295508,0.00043600716,0.000908472,0.00032556057,0.0002352621,0.00097540946,0.00073482003,0.0010300527,0.0026177808],"category_scores_gemma":[0.0035284867,0.00043728,0.00036853063,0.00028693533,0.00056900125,0.0010329256,0.00077100296,0.0013716422,0.00019745048],"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":[0.00008053183,0.00006715666,0.00093070196,0.000027303087,0.000030611798,0.000057416833,0.000022547627,0.96062547,0.0010464313,0.0077244057,0.0004944144,0.028892959],"study_design_scores_gemma":[0.0000031966033,0.000007914688,0.000045449386,0.0000017974156,0.0000018913437,0.0000026090017,8.316799e-7,0.9978886,0.000087837216,0.001927056,0.000031503794,0.0000012498181],"about_ca_topic_score_codex":0.0044158995,"about_ca_topic_score_gemma":0.004757315,"teacher_disagreement_score":0.0044158995,"about_ca_system_score_codex":0.00065716525,"about_ca_system_score_gemma":0.0007473283,"threshold_uncertainty_score":0.00878042},"labels":[],"label_agreement":null},{"id":"W3123511096","doi":"","title":"A Portfolio Decomposition Formula","year":2007,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Portfolio; Volatility (finance); Component (thermodynamics); Replicating portfolio; Exponential function; Decomposition; Asset (computer security); Portfolio optimization; Economics; Brownian motion; Exponential utility; Financial market; Econometrics; Mathematical economics; Mathematical optimization; Mathematics; Financial economics; Computer science; Finance; Physics; Statistics; Mathematical analysis","score_opus":0.08179508250458513,"score_gpt":0.19997198588994725,"score_spread":0.11817690338536212,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123511096","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.016483065,0.0012077177,0.9251918,0.0016806849,0.00028968335,0.0000844496,0.00030382074,0.00012366343,0.054635033],"genre_scores_gemma":[0.5995607,0.0023085335,0.34354535,0.00079644064,0.00072856306,0.00039495103,0.0008750172,0.00025359346,0.051536933],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99935025,0.00020285117,0.000039608964,0.00008808911,0.00024634055,0.000072922514],"domain_scores_gemma":[0.9992828,0.00032437826,0.000058104044,0.00007859572,0.00020337244,0.00005277885],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014672135,0.00078236114,0.0006178996,0.00100631,0.00038212995,0.0014597198,0.000687781,0.0011448817,0.010486132],"category_scores_gemma":[0.0048087165,0.00030259698,0.00072997063,0.00088960945,0.00070060696,0.0022070464,0.0009649746,0.0017602997,0.0015148008],"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":[0.000012188877,0.000027570435,0.00037157867,0.000053088042,0.000016507787,0.00008254854,0.00005386197,0.026860414,0.0007188027,0.92858946,0.0064702425,0.03674376],"study_design_scores_gemma":[0.000014417424,0.000020379854,0.00024320892,0.000055970973,0.000012694957,0.00012200016,0.000016909355,0.29119128,0.00042635045,0.70019066,0.007694846,0.000011307628],"about_ca_topic_score_codex":0.0009868353,"about_ca_topic_score_gemma":0.00096548226,"teacher_disagreement_score":0.010486132,"about_ca_system_score_codex":0.0012774323,"about_ca_system_score_gemma":0.00094643165,"threshold_uncertainty_score":0.0350796},"labels":[],"label_agreement":null},{"id":"W3123538928","doi":"10.1093/rapstu/rax021","title":"Option Valuation with Volatility Components, Fat Tails, and Nonmonotonic Pricing Kernels*","year":2017,"lang":"en","type":"article","venue":"The Review of Asset Pricing Studies","topic":"Stochastic processes and financial applications","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":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Volatility (finance); Valuation (finance); Econometrics; Economics; Financial economics; Mathematics; Finance","score_opus":0.09363082530531817,"score_gpt":0.3163451009659941,"score_spread":0.22271427566067592,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123538928","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19573289,0.0012967265,0.7990414,0.00044589472,0.00007294834,0.000028665529,0.00009137668,0.00015424691,0.0031359033],"genre_scores_gemma":[0.9419423,0.0007808166,0.05472577,0.000076078395,0.00010779745,0.000030113886,0.00014088294,0.000053747328,0.0021426014],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999148,0.00041326214,0.000053393076,0.00013596873,0.00013654804,0.00011292227],"domain_scores_gemma":[0.9933652,0.004589735,0.0007989479,0.00069319626,0.00035503882,0.00019777479],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029398578,0.0009878549,0.0010626226,0.00079379306,0.00028224953,0.0029381937,0.0012007201,0.0014347389,0.0015008878],"category_scores_gemma":[0.013429873,0.00047639417,0.0019280729,0.0010426199,0.0011013094,0.004887752,0.0012355474,0.0016644639,0.00027124898],"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":[0.00022538057,0.00014526276,0.010664958,0.00016387591,0.00025001538,0.00042859296,0.00012496937,0.64132166,0.0036745765,0.29770735,0.00096842024,0.044324953],"study_design_scores_gemma":[0.000007807031,0.000029929464,0.0008281723,0.000010702623,0.000019561025,0.00007183191,0.000008888504,0.9404519,0.00029162815,0.05801287,0.00025180948,0.000014887829],"about_ca_topic_score_codex":0.0020302671,"about_ca_topic_score_gemma":0.0010524673,"teacher_disagreement_score":0.0029398578,"about_ca_system_score_codex":0.0006012534,"about_ca_system_score_gemma":0.00071758684,"threshold_uncertainty_score":0.015547693},"labels":[],"label_agreement":null},{"id":"W3123654239","doi":"10.20955/wp.2005.010","title":"Predictable Dynamics in the S&amp;P 500 Index Options Implied Volatility Surface","year":2005,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Center for Interuniversity Research and Analysis on Organizations; Polytechnique Montréal","funders":"","keywords":"Index (typography); Volatility (finance); Implied volatility; Economics; Econometrics; Financial economics; Computer science; World Wide Web","score_opus":0.03850751247037026,"score_gpt":0.2527249670916834,"score_spread":0.21421745462131314,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123654239","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.81915027,0.001355381,0.15941797,0.0024599803,0.00012603636,0.00004356485,0.0005966398,0.000685932,0.01616425],"genre_scores_gemma":[0.99241394,0.00038089158,0.0036721763,0.000057105135,0.0000543605,0.000024506262,0.00019959251,0.00006696053,0.0031305405],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996867,0.0000779579,0.000016119158,0.000073740026,0.00009832234,0.000047247253],"domain_scores_gemma":[0.9977329,0.0010868015,0.00052545517,0.0001285471,0.00027864985,0.0002476331],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00088620296,0.00044842562,0.000572965,0.0010728391,0.00039552935,0.001972288,0.0007528257,0.0013087484,0.0037187994],"category_scores_gemma":[0.009549346,0.000507699,0.00051619107,0.0005730813,0.0013878437,0.0024642562,0.0009047389,0.0016296688,0.00038431038],"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":[0.00012719436,0.000074797244,0.009448579,0.000093144394,0.00006081205,0.0007686942,0.00043602768,0.3134919,0.012534968,0.64301556,0.0037865369,0.01616175],"study_design_scores_gemma":[0.000013222293,0.000022874963,0.0030198765,0.000017121482,0.00000884037,0.00009428686,0.00004289493,0.8824011,0.00054721296,0.113186896,0.0006104212,0.00003527647],"about_ca_topic_score_codex":0.0029675146,"about_ca_topic_score_gemma":0.0012676977,"teacher_disagreement_score":0.0037187994,"about_ca_system_score_codex":0.0008793875,"about_ca_system_score_gemma":0.00054037356,"threshold_uncertainty_score":0.012440622},"labels":[],"label_agreement":null},{"id":"W3123748904","doi":"","title":"Pricing Installment Options with an Application to ASX Installment Warrants","year":2002,"lang":"en","type":"article","venue":"Les Cahiers du GERAD","topic":"Stochastic processes and financial applications","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":"Warrant; Valuation of options; Flexibility (engineering); Call option; Exotic option; Put option; Computer science; Moneyness; Range (aeronautics); Economics; Actuarial science; Business; Microeconomics; Finance; Econometrics; Engineering","score_opus":0.018086824855486114,"score_gpt":0.19939264924714825,"score_spread":0.18130582439166215,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123748904","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.044608835,0.00045027432,0.9473443,0.0005895604,0.000058900747,0.00007497633,0.000044866025,0.0001315464,0.0066967914],"genre_scores_gemma":[0.6621161,0.0009205594,0.32356706,0.00010634958,0.00015042372,0.00021508851,0.00009669573,0.000116132855,0.012711536],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995043,0.0002341873,0.000022487287,0.000050818267,0.00015590942,0.00003214671],"domain_scores_gemma":[0.99868625,0.00092861854,0.00010801131,0.00007914713,0.00014204455,0.00005597683],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015578556,0.0006994868,0.0007555777,0.00067944906,0.0005329062,0.0013064165,0.00090971624,0.0013417585,0.0052437866],"category_scores_gemma":[0.0051476345,0.0004890372,0.00069766334,0.0009913028,0.0009607519,0.0013420703,0.0010918805,0.0016266815,0.00033147004],"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":[0.0000682355,0.000060503313,0.0008878967,0.00006475526,0.000024842588,0.0002959507,0.00014205709,0.7632118,0.0024889973,0.20484032,0.0011195276,0.026795175],"study_design_scores_gemma":[0.000011392035,0.000017799766,0.00013929282,0.0000061248707,0.000004612518,0.000059886133,0.00001301103,0.96778584,0.00033420476,0.03018039,0.0014404,0.000007005255],"about_ca_topic_score_codex":0.0029834232,"about_ca_topic_score_gemma":0.0035116072,"teacher_disagreement_score":0.0052437866,"about_ca_system_score_codex":0.0008020763,"about_ca_system_score_gemma":0.00083154486,"threshold_uncertainty_score":0.017542183},"labels":[],"label_agreement":null},{"id":"W3123780738","doi":"","title":"The Pricing of Short-Term market Risk: Evidence from Weekly Options","year":2015,"lang":"en","type":"article","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Kellogg's (Canada)","funders":"","keywords":"Volatility (finance); Index (typography); Download; Economics; Financial economics; Jump; Valuation of options; Actuarial science; Econometrics; Business","score_opus":0.07287984409958052,"score_gpt":0.3091137674618508,"score_spread":0.23623392336227028,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123780738","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99518555,0.00061164045,0.001386695,0.00025691013,0.000008699913,0.000006411972,0.00009698965,0.000015406993,0.0024318392],"genre_scores_gemma":[0.9983126,0.0004620977,0.0005435811,0.000020983918,0.00002409986,0.000004029231,0.00012799905,0.0000061518876,0.0004984137],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9996711,0.00011990355,0.0000287557,0.000032234475,0.00011229809,0.000035841113],"domain_scores_gemma":[0.9862276,0.00844467,0.0031169965,0.0011307789,0.00056059624,0.0005194756],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017671265,0.00024327019,0.00025749428,0.0008856892,0.0003209145,0.0010990006,0.0007511074,0.0008484652,0.0022256898],"category_scores_gemma":[0.016134582,0.00015624912,0.00029428749,0.0010303205,0.0006826265,0.0017977897,0.00069434947,0.0010053004,0.00024851877],"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":[0.007842621,0.004436986,0.4979206,0.0006502809,0.00086275954,0.004336047,0.0028225265,0.080495775,0.020764414,0.13964255,0.007468975,0.23275645],"study_design_scores_gemma":[0.00051346945,0.002805552,0.5515645,0.00021666366,0.00030896527,0.002381793,0.0020886415,0.2537219,0.010273774,0.16162515,0.014250479,0.0002491657],"about_ca_topic_score_codex":0.0016721268,"about_ca_topic_score_gemma":0.0012791704,"teacher_disagreement_score":0.0022256898,"about_ca_system_score_codex":0.00024069496,"about_ca_system_score_gemma":0.00013571115,"threshold_uncertainty_score":0.009345591},"labels":[],"label_agreement":null},{"id":"W3123809066","doi":"10.1137/s0040585x97t990897","title":"Log-Optimal Portfolio without NFLVR: Existence, Complete Characterization, and Duality","year":2022,"lang":"en","type":"article","venue":"Theory of Probability and Its Applications","topic":"Stochastic processes and financial applications","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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Semimartingale; Characterization (materials science); Portfolio; Duality (order theory); Mathematics; Logarithm; Portfolio optimization; Merton's portfolio problem; Mathematical economics; Modern portfolio theory; Replicating portfolio; Mathematical optimization; Applied mathematics; Economics; Discrete mathematics; Finance","score_opus":0.046088598934229986,"score_gpt":0.2341859562952402,"score_spread":0.18809735736101021,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123809066","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10786829,0.002322564,0.8495158,0.0021238246,0.00011454072,0.000074483956,0.00036631938,0.00019882308,0.03741537],"genre_scores_gemma":[0.8918226,0.0032598698,0.09208643,0.0005627838,0.00044738562,0.00023468128,0.0005459949,0.00017353892,0.010866828],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99781656,0.0009472527,0.0001119386,0.00041298626,0.0004642581,0.0002469492],"domain_scores_gemma":[0.99496377,0.0032974477,0.00070926925,0.00033015836,0.00034872972,0.00035069708],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031092775,0.0010113737,0.0015798007,0.001670817,0.0006988142,0.0034200798,0.001239953,0.0019031151,0.0044664843],"category_scores_gemma":[0.01705478,0.0006887016,0.0012787709,0.0014900954,0.002782035,0.008963579,0.002662757,0.0034340546,0.0005834111],"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":[0.000022735196,0.000069463036,0.0003684135,0.00006967501,0.000012873496,0.00006334478,0.00005400487,0.011369725,0.0004536705,0.9788576,0.0010294123,0.0076291133],"study_design_scores_gemma":[0.000010057777,0.00002534488,0.00014371346,0.00002634978,0.000004880005,0.00012624949,0.000019069279,0.076057374,0.0002813384,0.9222274,0.0010661733,0.000011979566],"about_ca_topic_score_codex":0.00038737696,"about_ca_topic_score_gemma":0.0002582853,"teacher_disagreement_score":0.0044664843,"about_ca_system_score_codex":0.0015135991,"about_ca_system_score_gemma":0.0015441364,"threshold_uncertainty_score":0.01644361},"labels":[],"label_agreement":null},{"id":"W3123823577","doi":"","title":"Exponential Functionals of Levy Processes and Variable Annuity Guaranteed Benefits","year":2016,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Geometric Brownian motion; Exponential function; Brownian motion; Lévy process; Annuity; Econometrics; Mathematics; Variable (mathematics); Economics; Equity (law); Reflected Brownian motion; Random variable; Mathematical economics; Applied mathematics; Diffusion process; Life annuity; Finance; Mathematical analysis; Statistics","score_opus":0.047711872307033505,"score_gpt":0.2776439171369334,"score_spread":0.22993204482989993,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123823577","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19032995,0.004340841,0.78554225,0.0017431112,0.00020543992,0.000034217497,0.00016833948,0.00017998257,0.0174558],"genre_scores_gemma":[0.94887906,0.0026404492,0.035498817,0.00026315148,0.00044257508,0.00006383169,0.0002060245,0.00009961421,0.011906495],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99947387,0.00020164734,0.000021396138,0.000085591324,0.00014618051,0.000071265655],"domain_scores_gemma":[0.997733,0.0012362503,0.0003590593,0.00016790505,0.00030080028,0.00020296451],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019600927,0.0006890584,0.00059988565,0.0010751064,0.00039710762,0.0014560263,0.00092301395,0.0014218695,0.003291842],"category_scores_gemma":[0.0070326035,0.00035820555,0.0009836887,0.0007168839,0.0020587386,0.0030544677,0.0012438098,0.0018549248,0.00044241705],"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":[0.000014242002,0.000016090125,0.00067149184,0.00003168184,0.000013889074,0.000098281256,0.000084920306,0.032622546,0.00083656335,0.9607026,0.000550666,0.00435718],"study_design_scores_gemma":[0.000011902556,0.000020707908,0.0006598141,0.000022770533,0.0000087159315,0.00014138836,0.000031832733,0.21275735,0.0002804059,0.7843031,0.0017440288,0.000017997127],"about_ca_topic_score_codex":0.0009948612,"about_ca_topic_score_gemma":0.00053650874,"teacher_disagreement_score":0.003291842,"about_ca_system_score_codex":0.00075759285,"about_ca_system_score_gemma":0.00058228534,"threshold_uncertainty_score":0.011012316},"labels":[],"label_agreement":null},{"id":"W3123848267","doi":"10.48550/arxiv.1304.1783","title":"A convolution method for numerical solution of backward stochastic differential equations","year":2013,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Stochastic differential equation; Mathematics; Discretization; Convolution (computer science); Fourier transform; Fast Fourier transform; Euler method; Applied mathematics; Euler's formula; Numerical analysis; Extension (predicate logic); Mathematical analysis; Computer science; Algorithm","score_opus":0.06786740020543448,"score_gpt":0.33174519132013874,"score_spread":0.2638777911147043,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123848267","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0013581488,0.00023397243,0.99704844,0.00006807551,0.00009705543,0.000016069856,0.000015027559,0.00006881539,0.0010945197],"genre_scores_gemma":[0.100589655,0.0010034001,0.8897832,0.00020652749,0.00021708889,0.0002392117,0.0001135891,0.00023303056,0.007614355],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99914217,0.00028218387,0.000053249063,0.00008191713,0.00039424156,0.000046229714],"domain_scores_gemma":[0.9987865,0.000642846,0.00008946695,0.00014090948,0.00026681813,0.00007348004],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019140127,0.0006478615,0.00078962144,0.00064138306,0.00054624263,0.0008928002,0.0009834807,0.001233258,0.0023472847],"category_scores_gemma":[0.0041340915,0.00032509537,0.0011443698,0.000814047,0.001137104,0.0013161704,0.0013757573,0.0018140906,0.00072698237],"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":[0.00012944495,0.00010009191,0.0009968876,0.00041569042,0.00010824136,0.0003236295,0.00027495145,0.24727531,0.027141212,0.5529784,0.0044811238,0.16577505],"study_design_scores_gemma":[0.0000112805965,0.000029841372,0.00009788717,0.000023080065,0.000011874834,0.00009840101,0.0000062865247,0.95954245,0.0022270274,0.0307401,0.0071933665,0.000018473986],"about_ca_topic_score_codex":0.0020983126,"about_ca_topic_score_gemma":0.0013050939,"teacher_disagreement_score":0.0023472847,"about_ca_system_score_codex":0.0006934038,"about_ca_system_score_gemma":0.0014090837,"threshold_uncertainty_score":0.010122359},"labels":[],"label_agreement":null},{"id":"W3123893640","doi":"","title":"Convertible Bond Prices and Inherent Biases","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Wilfrid Laurier University","funders":"","keywords":"Convertible bond; Economics; Valuation (finance); Moneyness; Bond; Bond valuation; Convertible; Financial economics; Sample (material); Econometrics; Monetary economics; Interest rate; Finance","score_opus":0.023564224267575415,"score_gpt":0.22529953067552852,"score_spread":0.20173530640795312,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123893640","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.986328,0.00026604347,0.009777118,0.00019904504,0.000013763057,0.00002582676,0.00009671121,0.000043223765,0.003250296],"genre_scores_gemma":[0.99844307,0.00010725487,0.0009440459,0.000021818034,0.000014861589,0.0000049155433,0.00006238884,0.0000070985006,0.00039460455],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987758,0.0004270415,0.000086853935,0.00018592227,0.00040921607,0.000115238705],"domain_scores_gemma":[0.9864377,0.0071398816,0.003641176,0.0017115047,0.00078944693,0.00028042812],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00492054,0.0005492286,0.0006908097,0.00068395847,0.00031907824,0.002608719,0.00090859964,0.0012021759,0.001714515],"category_scores_gemma":[0.04127695,0.00031046278,0.0005182296,0.001018924,0.00079780875,0.0027364604,0.0010837663,0.0020480792,0.00021477077],"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":[0.0013458541,0.0006310479,0.3028388,0.00015815861,0.00047066092,0.00094727444,0.00081106694,0.5160442,0.004853633,0.11397989,0.0014218104,0.056497585],"study_design_scores_gemma":[0.00019085994,0.00044562615,0.10342528,0.000047765978,0.0001308313,0.0006687491,0.00023224186,0.7662266,0.0058266977,0.121139154,0.0015707328,0.000095437485],"about_ca_topic_score_codex":0.0022998324,"about_ca_topic_score_gemma":0.0009860393,"teacher_disagreement_score":0.00492054,"about_ca_system_score_codex":0.0009441823,"about_ca_system_score_gemma":0.0003935572,"threshold_uncertainty_score":0.026022613},"labels":[],"label_agreement":null},{"id":"W3123925686","doi":"10.34989/swp-1999-19","title":"Pricing Interest Rate Derivatives in a Non-Parametric Two-Factor Term-Structure Model","year":2021,"lang":"en","type":"preprint","venue":"Oxford University Research Archive (ORA) (University of Oxford)","topic":"Stochastic processes and financial applications","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; Western University","funders":"","keywords":"Parametric statistics; Estimator; Diffusion; Parametric model; Semiparametric model; Term (time); Econometrics; Affine term structure model; Interest rate derivative; Mathematics; Applied mathematics; Bond; Computer science; Economics; Yield curve; Interest rate; Statistics; Finance; Physics","score_opus":0.05544687213417078,"score_gpt":0.2658363517013798,"score_spread":0.21038947956720905,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123925686","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.27071148,0.0005562862,0.7247979,0.0005908717,0.000049817136,0.00006169691,0.00024195272,0.00016070314,0.002829317],"genre_scores_gemma":[0.9534752,0.00049935747,0.040004175,0.00007924164,0.00006499891,0.000088616514,0.0002701264,0.00004385702,0.0054743337],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983882,0.00087070354,0.00007355868,0.00029159384,0.00026053042,0.00011549572],"domain_scores_gemma":[0.99172604,0.0062722117,0.00092930155,0.00053137477,0.00039842943,0.00014258832],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043894933,0.0007174309,0.0015776535,0.00072093663,0.00029485393,0.002420672,0.0016679411,0.0022655537,0.0020370851],"category_scores_gemma":[0.015894186,0.00070254324,0.0014997085,0.0011971821,0.0012420452,0.0035778468,0.0009641887,0.0018789334,0.0003760633],"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":[0.000091726455,0.00007637896,0.0021988405,0.00007069128,0.00007205723,0.00029150938,0.00011888549,0.88014174,0.0013298134,0.10698855,0.00038326977,0.008236543],"study_design_scores_gemma":[0.000011815409,0.000021915765,0.00058298756,0.0000030368656,0.0000095745345,0.000030848496,0.000010136709,0.98426986,0.000091956,0.014830073,0.0001249587,0.0000128077945],"about_ca_topic_score_codex":0.0057147117,"about_ca_topic_score_gemma":0.0038075987,"teacher_disagreement_score":0.0057147117,"about_ca_system_score_codex":0.0009946148,"about_ca_system_score_gemma":0.0007851409,"threshold_uncertainty_score":0.023214161},"labels":[],"label_agreement":null},{"id":"W3124013169","doi":"10.48550/arxiv.1608.05814","title":"Stochastic Evolution Equations in Banach Spaces and Applications to the Heath-Jarrow-Morton-Musiela Equation","year":2016,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Uniqueness; Mathematics; Semigroup; Banach space; Sobolev space; Martingale (probability theory); Markov chain; Pure mathematics; Lp space; Applied mathematics; Mathematical analysis","score_opus":0.07942192048944861,"score_gpt":0.1929532430461001,"score_spread":0.11353132255665148,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124013169","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.22906306,0.012304235,0.72079057,0.006138436,0.0008586304,0.000080589925,0.00011534929,0.00011341561,0.030535774],"genre_scores_gemma":[0.9047231,0.005887372,0.071375355,0.00045754644,0.0007593198,0.0001390347,0.000093441624,0.000050844243,0.016514039],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996561,0.00014514837,0.000024889241,0.00004401316,0.00009801329,0.00003187274],"domain_scores_gemma":[0.99925,0.00041056715,0.00012603003,0.000021251612,0.00010270019,0.00008945966],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013297405,0.0006178778,0.0005517748,0.00093251874,0.0004950881,0.00093120243,0.00046734314,0.0010566784,0.0014795709],"category_scores_gemma":[0.002891827,0.00021321644,0.00091303204,0.00065549416,0.0013176322,0.001220562,0.0015383792,0.0010565248,0.00012501405],"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":[0.000021478054,0.000027463437,0.0007120217,0.000114946044,0.000031617063,0.00026032716,0.00021801799,0.04897984,0.004748937,0.93897337,0.000413965,0.0054979203],"study_design_scores_gemma":[0.000023030572,0.00006308358,0.0008563749,0.000043391832,0.000019224128,0.00031451156,0.00013445604,0.5013315,0.0012384291,0.4902471,0.0057005757,0.00002825648],"about_ca_topic_score_codex":0.0013657478,"about_ca_topic_score_gemma":0.0009886656,"teacher_disagreement_score":0.0014795709,"about_ca_system_score_codex":0.0006747549,"about_ca_system_score_gemma":0.00078890915,"threshold_uncertainty_score":0.0070323944},"labels":[],"label_agreement":null},{"id":"W3124020160","doi":"10.3390/jrfm11010011","title":"Variance Swap Replication: Discrete or Continuous?","year":2018,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Technische Universiteit Delft","keywords":"Replication (statistics); Swap (finance); Variance swap; Variance (accounting); Econometrics; Economics; Mathematics; Computer science; Statistics; Accounting; Finance; Volatility swap; Volatility (finance)","score_opus":0.015191171255162988,"score_gpt":0.23257950118329782,"score_spread":0.21738832992813484,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124020160","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.053068127,0.002176929,0.923421,0.0035465108,0.0005843932,0.00014539757,0.00015210282,0.0006246936,0.016280744],"genre_scores_gemma":[0.844587,0.00095882505,0.14445838,0.0005828549,0.0007215393,0.0002311141,0.00014494758,0.0002697101,0.008045643],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99597496,0.0014035092,0.00027113708,0.0007108668,0.0013495362,0.0002899559],"domain_scores_gemma":[0.97741824,0.01078626,0.002273429,0.0073824855,0.0014873608,0.0006521569],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006773728,0.0005720044,0.0011015424,0.0007028061,0.000653491,0.0039002001,0.002719446,0.0033548514,0.010977983],"category_scores_gemma":[0.044055123,0.0005304534,0.00095360854,0.0010414445,0.003938584,0.009004833,0.002254153,0.0037477647,0.0014645737],"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":[0.00021101136,0.00008302242,0.0016108714,0.00011601934,0.00005256101,0.00038952744,0.00019351732,0.01472974,0.0030166088,0.90656006,0.0032513447,0.06978579],"study_design_scores_gemma":[0.00018729083,0.0002491679,0.0010415127,0.00012182645,0.000043573236,0.00089693296,0.00012836844,0.12773867,0.004312542,0.85347265,0.011715835,0.00009165623],"about_ca_topic_score_codex":0.0004932616,"about_ca_topic_score_gemma":0.0003814026,"teacher_disagreement_score":0.010977983,"about_ca_system_score_codex":0.00080542563,"about_ca_system_score_gemma":0.00089701155,"threshold_uncertainty_score":0.036724985},"labels":[],"label_agreement":null},{"id":"W3124035949","doi":"","title":"Implied Volatility and the Risk-Free Rate of Return in Options Markets","year":2014,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Memorial University of Newfoundland","funders":"","keywords":"Black–Scholes model; Implied volatility; Moneyness; Economics; Volatility smile; Econometrics; Call option; Predictability; Volatility (finance); Stochastic volatility; Valuation of options; Volatility risk; Risk-free interest rate; Financial economics; Volatility risk premium; Mathematics; Capital asset pricing model; Statistics","score_opus":0.027010235855064207,"score_gpt":0.27291877905334844,"score_spread":0.24590854319828423,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124035949","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0403229,0.0001536142,0.95753455,0.00013571566,0.000022571758,0.000023891489,0.000036771333,0.00047383155,0.0012961786],"genre_scores_gemma":[0.6388434,0.0003082789,0.3574932,0.00006596914,0.000049956656,0.00008971427,0.00025748846,0.00024175552,0.002650232],"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","domain_scores_codex":[0.999181,0.0003685762,0.000053204934,0.00012441518,0.00021179141,0.00006099336],"domain_scores_gemma":[0.99774617,0.0016442122,0.0001809371,0.00019648779,0.0001859876,0.00004614197],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026379668,0.0006661945,0.00066785625,0.00060305494,0.00042949684,0.0017456574,0.0011208454,0.001033746,0.0020942409],"category_scores_gemma":[0.014364806,0.0004975529,0.0006279076,0.00051244616,0.00072345696,0.0022290926,0.0009099108,0.0013257647,0.00045017182],"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":[0.00008828633,0.000038499544,0.002927429,0.000052692892,0.000049616894,0.00013274017,0.00014380048,0.80856097,0.002204142,0.12474174,0.00055144366,0.060508765],"study_design_scores_gemma":[0.000007731771,0.000008200497,0.00014639873,0.0000036183412,0.0000026145556,0.000019700545,0.0000047510653,0.97660166,0.0005297561,0.022376772,0.00029328812,0.0000054781517],"about_ca_topic_score_codex":0.0027926846,"about_ca_topic_score_gemma":0.0017561903,"teacher_disagreement_score":0.0027926846,"about_ca_system_score_codex":0.00054014364,"about_ca_system_score_gemma":0.0010253462,"threshold_uncertainty_score":0.013951063},"labels":[],"label_agreement":null},{"id":"W3124235626","doi":"10.2139/ssrn.2921357","title":"Optimal Hedging with Basis Risk under Mean-Variance Criterion","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Basis (linear algebra); Econometrics; Statistics; Mathematics; Variance (accounting); Basis risk; Actuarial science; Economics; Capital asset pricing model","score_opus":0.01598324474625351,"score_gpt":0.23054435214912825,"score_spread":0.21456110740287473,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124235626","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14120635,0.00089151546,0.85264474,0.0007357237,0.000106000654,0.000041024337,0.00006724613,0.00019237358,0.004114906],"genre_scores_gemma":[0.9557858,0.00037081362,0.039867394,0.00008134787,0.00008470683,0.000034585704,0.00008315008,0.000065836,0.0036264283],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992035,0.00036553867,0.000047932695,0.00013032142,0.00015299309,0.00009987307],"domain_scores_gemma":[0.9977811,0.0014490751,0.00014804723,0.00018718671,0.00028023354,0.00015427648],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025405926,0.0007612123,0.0019024306,0.0005786847,0.0003684707,0.0022787394,0.0009621603,0.001797728,0.001632865],"category_scores_gemma":[0.0072363154,0.0006556992,0.0007026751,0.00065280776,0.0010389453,0.0023977356,0.0016249872,0.0013460277,0.00016221292],"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":[0.0006411646,0.00021062543,0.0020785406,0.00022929379,0.00021306411,0.00032072328,0.00013172372,0.6932277,0.009254545,0.24021439,0.0019434883,0.051534776],"study_design_scores_gemma":[0.000024102155,0.000052561878,0.0003027726,0.0000092473265,0.00002086572,0.000039027567,0.000012096439,0.94456244,0.0006111122,0.05419971,0.00015226334,0.0000138245305],"about_ca_topic_score_codex":0.0008097212,"about_ca_topic_score_gemma":0.00045704006,"teacher_disagreement_score":0.0025405926,"about_ca_system_score_codex":0.00063447637,"about_ca_system_score_gemma":0.0009327004,"threshold_uncertainty_score":0.013436079},"labels":[],"label_agreement":null},{"id":"W3124249414","doi":"10.2139/ssrn.2897084","title":"Mispriced Index Option Portfolios","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Portfolio; Index (typography); Stochastic dominance; Economics; Transaction cost; Econometrics; Maturity (psychological); Stochastic discount factor; Bid price; Equity (law); Financial economics; Actuarial science; Capital asset pricing model; Microeconomics; Finance; Computer science","score_opus":0.016633535010459128,"score_gpt":0.23674102035537845,"score_spread":0.2201074853449193,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124249414","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7652008,0.0009377021,0.21549635,0.0011624551,0.00023972767,0.000040879837,0.00032881522,0.00038974293,0.016203525],"genre_scores_gemma":[0.9835963,0.00018983013,0.009566752,0.00006254538,0.00011087465,0.000010190506,0.00015156157,0.00003577267,0.0062761325],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9990336,0.00023819781,0.00007212951,0.00015980775,0.00042600447,0.0000703243],"domain_scores_gemma":[0.99353194,0.0034050865,0.001040381,0.0010062464,0.00062369934,0.00039269842],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023199134,0.00042102975,0.0006115661,0.00090660114,0.00021405546,0.0028409641,0.00079269503,0.0013121695,0.006519376],"category_scores_gemma":[0.019506462,0.00037721405,0.0002894938,0.00093969447,0.00047366667,0.0033719684,0.00090977433,0.0010512692,0.0008123376],"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":[0.0012694575,0.0004138306,0.05248437,0.00016878074,0.00036941018,0.0023037635,0.0002934756,0.33957154,0.02137428,0.4109015,0.004705575,0.16614403],"study_design_scores_gemma":[0.00005469289,0.00021263136,0.015309766,0.000020746314,0.000075707954,0.0009766017,0.00007628051,0.7722666,0.0042185755,0.20436162,0.0023848026,0.00004197707],"about_ca_topic_score_codex":0.00015967591,"about_ca_topic_score_gemma":0.0002721907,"teacher_disagreement_score":0.006519376,"about_ca_system_score_codex":0.0005890058,"about_ca_system_score_gemma":0.00035378142,"threshold_uncertainty_score":0.021809518},"labels":[],"label_agreement":null},{"id":"W3124295851","doi":"10.2139/ssrn.1486470","title":"Closed-Form Asymptotics for Local Volatility Models","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Local volatility; Volatility (finance); Econometrics; Economics; Stochastic volatility; Financial economics; Mathematics","score_opus":0.01917564648276238,"score_gpt":0.2278566869088231,"score_spread":0.20868104042606073,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124295851","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.031113088,0.0012581828,0.9578034,0.000710233,0.00011199722,0.000048484417,0.0001792247,0.00074106356,0.008034248],"genre_scores_gemma":[0.85684556,0.0040080454,0.107988946,0.00076607784,0.00083831634,0.00056034967,0.0015283466,0.0011486375,0.026315771],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982957,0.00081979524,0.00006597588,0.00029415166,0.00035367443,0.00017077739],"domain_scores_gemma":[0.9795249,0.015611169,0.0012704463,0.0015135611,0.0016476536,0.0004323094],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005433848,0.0012936606,0.0019098159,0.002065937,0.00071079767,0.0029930451,0.0026174968,0.0021265552,0.00964251],"category_scores_gemma":[0.04550682,0.00090938556,0.0015431443,0.0015908564,0.0023758407,0.0054039597,0.0026517566,0.0037505233,0.0020586653],"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":[0.000106999854,0.00013963813,0.0014902215,0.00031060333,0.00012514657,0.0002393475,0.00034605738,0.23417123,0.0023984723,0.7144,0.005986456,0.040285904],"study_design_scores_gemma":[0.000018374047,0.000020666988,0.0004104757,0.000044569017,0.00002381743,0.00009740898,0.00004011351,0.7295096,0.00036031444,0.26845488,0.0009905176,0.000029254674],"about_ca_topic_score_codex":0.0018170843,"about_ca_topic_score_gemma":0.0021732852,"teacher_disagreement_score":0.00964251,"about_ca_system_score_codex":0.0014082822,"about_ca_system_score_gemma":0.0014281049,"threshold_uncertainty_score":0.032257438},"labels":[],"label_agreement":null},{"id":"W3124367289","doi":"10.1016/j.jeconom.2005.01.010","title":"Option valuation with conditional skewness","year":2005,"lang":"en","type":"article","venue":"Journal of Econometrics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":297,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Center for Interuniversity Research and Analysis on Organizations; McGill University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Econometrics; Autoregressive conditional heteroskedasticity; Economics; Valuation of options; Black–Scholes model; Skewness; Heteroscedasticity; Inverse Gaussian distribution; Stock market index; Mathematics; Financial economics; Stock market; Volatility (finance)","score_opus":0.12414922450785433,"score_gpt":0.2394767252287739,"score_spread":0.11532750072091956,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124367289","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2337253,0.0010631653,0.74965537,0.0022143733,0.00025166105,0.000047397993,0.00016887925,0.00023774082,0.012636168],"genre_scores_gemma":[0.9806528,0.000334517,0.014569951,0.00009169884,0.00023953957,0.000024602625,0.000094231844,0.00003483464,0.0039579202],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99817455,0.0009907268,0.00014026972,0.00017637259,0.00034804374,0.00017006289],"domain_scores_gemma":[0.98538196,0.009517234,0.0014038576,0.0016579935,0.0009890677,0.0010498967],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005759594,0.0008623814,0.0014593919,0.0011044198,0.00051795034,0.0044135083,0.0011303298,0.0022437207,0.0052144285],"category_scores_gemma":[0.028567981,0.00063086214,0.0013854707,0.001396917,0.0026730504,0.0098586865,0.0023010208,0.0026633067,0.00039535217],"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":[0.00011068428,0.000054736232,0.0014543362,0.00003451012,0.000049500224,0.00040130547,0.00006490128,0.029912246,0.0008911154,0.95776767,0.0007694957,0.008489494],"study_design_scores_gemma":[0.000020056796,0.000018935321,0.00027515113,0.000008304931,0.000013315435,0.00014209554,0.000014828753,0.1666729,0.00016969573,0.83245707,0.00019444451,0.000013214825],"about_ca_topic_score_codex":0.00036742506,"about_ca_topic_score_gemma":0.00024341658,"teacher_disagreement_score":0.005759594,"about_ca_system_score_codex":0.0006917291,"about_ca_system_score_gemma":0.0006916589,"threshold_uncertainty_score":0.03046},"labels":[],"label_agreement":null},{"id":"W3124418441","doi":"10.1515/snde-2014-0034","title":"Fourier inversion formulas for multiple-asset option pricing","year":2015,"lang":"en","type":"preprint","venue":"Studies in Nonlinear Dynamics and Econometrics","topic":"Stochastic processes and financial applications","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":"National Bank of Canada; Bank of Canada","funders":"","keywords":"Stochastic game; Inversion (geology); Fourier transform; Asset (computer security); Valuation of options; Affine transformation; Mathematical economics; Mathematics; Mathematical optimization; Econometrics; Applied mathematics; Computer science; Pure mathematics; Mathematical analysis; Geology","score_opus":0.11856899414225548,"score_gpt":0.3070193021715698,"score_spread":0.18845030802931434,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124418441","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03302822,0.0005311182,0.9545539,0.00051104696,0.00009144927,0.00003558847,0.000062763036,0.00011801607,0.011067938],"genre_scores_gemma":[0.7993694,0.0011132302,0.18229763,0.00023877963,0.00023938793,0.00010571426,0.00016874782,0.00019299268,0.016274115],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996418,0.000117058225,0.000017891913,0.000033887347,0.00015010919,0.00003927486],"domain_scores_gemma":[0.9986052,0.0008342177,0.00013896186,0.00009570485,0.00025429798,0.00007165993],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016586542,0.0005940625,0.0005411743,0.001017836,0.000261514,0.0012179178,0.00097059127,0.0011530344,0.0061313207],"category_scores_gemma":[0.007421211,0.00026211134,0.0008787384,0.00072111044,0.0009704558,0.0027230564,0.00087308564,0.002042969,0.0005897021],"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":[0.000022745526,0.000052703977,0.0003797974,0.000052885134,0.000013677081,0.00019345095,0.000099328856,0.10069597,0.002427011,0.8702904,0.0013302926,0.024441738],"study_design_scores_gemma":[0.0000060617003,0.000007768375,0.00008556732,0.0000076608585,0.0000033751862,0.00006207323,0.000015263358,0.863937,0.00030845305,0.1348771,0.0006801507,0.000009518157],"about_ca_topic_score_codex":0.0017881867,"about_ca_topic_score_gemma":0.001209812,"teacher_disagreement_score":0.0061313207,"about_ca_system_score_codex":0.0006699929,"about_ca_system_score_gemma":0.0007947311,"threshold_uncertainty_score":0.02051133},"labels":[],"label_agreement":null},{"id":"W3124464696","doi":"","title":"The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods","year":2019,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"York University","funders":"China Scholarship Council; Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Bayesian probability; Econometrics; Valuation of options; Computer science; Monte Carlo method; Volatility (finance); Exchange rate; Markov chain Monte Carlo; Bayesian econometrics; Bayesian inference; Economics; Bayesian linear regression; Mathematics; Statistics; Finance; Artificial intelligence","score_opus":0.08827549449527086,"score_gpt":0.4020655814183796,"score_spread":0.3137900869231087,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124464696","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13615592,0.00063224457,0.85149616,0.00093815965,0.00016679527,0.000087595785,0.00033746666,0.0006508899,0.009534785],"genre_scores_gemma":[0.80745417,0.0004023299,0.18937416,0.00015491049,0.000050118462,0.00024276893,0.00032068917,0.000094812895,0.0019060522],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99923897,0.0003594562,0.000045467157,0.00007021483,0.00021802956,0.00006783302],"domain_scores_gemma":[0.99444145,0.00430347,0.00035552538,0.00024156916,0.0005346551,0.00012330523],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00196415,0.0004751699,0.00082301436,0.0009230856,0.0006332024,0.0010480054,0.0010419898,0.0016835468,0.0027492451],"category_scores_gemma":[0.008762792,0.00044978023,0.00065211754,0.0011054045,0.0008110297,0.0014261365,0.000869046,0.0014307424,0.00030040863],"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":[0.000048612572,0.00004797488,0.0014206785,0.0000359341,0.00002069497,0.000055262633,0.000050321472,0.96864545,0.00044921282,0.021712957,0.00039324752,0.0071197036],"study_design_scores_gemma":[0.0000042176557,0.0000033941342,0.00006266314,0.0000025807622,0.000001359455,0.000004466601,0.0000039549523,0.9974952,0.00008498115,0.0022369777,0.00009719518,0.0000031431168],"about_ca_topic_score_codex":0.009791483,"about_ca_topic_score_gemma":0.0056932284,"teacher_disagreement_score":0.009791483,"about_ca_system_score_codex":0.0006371074,"about_ca_system_score_gemma":0.00092751085,"threshold_uncertainty_score":0.019469023},"labels":[],"label_agreement":null},{"id":"W3124465617","doi":"","title":"Option Pricing with Asymmetric Heteroskedastic Normal Mixture Models","year":2010,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Western University","funders":"Danmarks Grundforskningsfond; National Research Foundation","keywords":"Heteroscedasticity; Econometrics; Skewness; Economics; Index (typography); Benchmark (surveying); Mean squared error; Mathematics; Liberian dollar; Statistics; Computer science; Finance","score_opus":0.03398323800477615,"score_gpt":0.26997158975612584,"score_spread":0.2359883517513497,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124465617","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07849765,0.0018568389,0.9126061,0.0012099874,0.0002372313,0.000072047056,0.00082895806,0.00043477747,0.004256281],"genre_scores_gemma":[0.85263026,0.002638382,0.121758014,0.0003278055,0.00047414395,0.00018814197,0.0021267284,0.00021121824,0.019645216],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.996259,0.0018539823,0.0002144104,0.0007178709,0.0006701523,0.00028465857],"domain_scores_gemma":[0.9874085,0.009211498,0.00109574,0.0011542366,0.0009026697,0.00022731202],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0075212233,0.0012990829,0.0020385862,0.0016042541,0.00065361307,0.0047149262,0.0026768604,0.0021070132,0.005667059],"category_scores_gemma":[0.023638299,0.0010821889,0.0028737057,0.0026207417,0.0013548745,0.0047129467,0.0016224078,0.0033533785,0.0013749073],"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":[0.0003190275,0.000100194,0.011845789,0.00019193663,0.0004324183,0.00037154078,0.00034528633,0.67561287,0.00088997144,0.26201892,0.0016861543,0.04618592],"study_design_scores_gemma":[0.00002554752,0.000033568165,0.0016896537,0.00002179451,0.000046721598,0.00006804997,0.00004199023,0.9047508,0.00027980292,0.09122319,0.0017809737,0.000037992326],"about_ca_topic_score_codex":0.013079978,"about_ca_topic_score_gemma":0.010828638,"teacher_disagreement_score":0.013079978,"about_ca_system_score_codex":0.0014276603,"about_ca_system_score_gemma":0.0014968301,"threshold_uncertainty_score":0.039776504},"labels":[],"label_agreement":null},{"id":"W3124482624","doi":"10.2139/ssrn.1481415","title":"An Endogenous Volatility Approach to Pricing and Hedging Call Options with Transaction Costs","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Dalhousie University","funders":"","keywords":"Transaction cost; Volatility (finance); Call option; Economics; Financial economics; Valuation of options; Database transaction; Business; Microeconomics; Computer science","score_opus":0.017400297236748644,"score_gpt":0.21361298763267075,"score_spread":0.1962126903959221,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124482624","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.038229346,0.0044841687,0.9391213,0.0032498243,0.0005572969,0.00004898302,0.000116048286,0.00008959003,0.014103391],"genre_scores_gemma":[0.87480587,0.004893898,0.08576876,0.00042621573,0.0018136466,0.00015857145,0.00016798392,0.00015095362,0.03181415],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9983542,0.0008173751,0.000103811006,0.0002056095,0.00036304418,0.00015603834],"domain_scores_gemma":[0.99549496,0.003202115,0.00030520762,0.00030338546,0.00043069464,0.00026366784],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031145464,0.0013170344,0.0018432164,0.0014498155,0.00072225457,0.004826773,0.0034032254,0.0034071298,0.0048646326],"category_scores_gemma":[0.010777738,0.0013416914,0.0020495125,0.0018179812,0.003069097,0.0069153197,0.002159887,0.0042702495,0.00030422062],"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":[0.000022554965,0.00003588664,0.00025044035,0.000048144797,0.00005793365,0.0001313693,0.00006610113,0.119933814,0.00041897834,0.87429094,0.0006465799,0.0040973863],"study_design_scores_gemma":[0.000022452774,0.000016868924,0.0001514146,0.000010614176,0.000031490392,0.000044065793,0.000021504586,0.6835839,0.00008934892,0.31527162,0.00073437707,0.000022375714],"about_ca_topic_score_codex":0.0033558288,"about_ca_topic_score_gemma":0.0028113425,"teacher_disagreement_score":0.0048646326,"about_ca_system_score_codex":0.0019827103,"about_ca_system_score_gemma":0.0018236892,"threshold_uncertainty_score":0.016471505},"labels":[],"label_agreement":null},{"id":"W3124483125","doi":"10.2139/ssrn.2907722","title":"Good Deal Indices in Asset Pricing: Actuarial and Financial Implications","year":2016,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"University of California, Santa Barbara","keywords":"Actuarial science; Economics; Capital asset pricing model; Business; Asset (computer security); Financial economics; Computer science","score_opus":0.01324639046237686,"score_gpt":0.22312785361222995,"score_spread":0.2098814631498531,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124483125","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7251241,0.014692093,0.20708525,0.01753985,0.0011348295,0.00008238096,0.0007197264,0.00044635157,0.033175383],"genre_scores_gemma":[0.98571855,0.0014600506,0.009393505,0.00017529531,0.00056295836,0.000012569586,0.00010232737,0.000058849433,0.0025157677],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992723,0.00032816283,0.00005517289,0.000106224354,0.00018129354,0.000056894576],"domain_scores_gemma":[0.97310853,0.016689118,0.004242092,0.002259975,0.0018929372,0.0018073112],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0050840997,0.0005949728,0.0008904596,0.0021297873,0.000748346,0.006059925,0.0009471718,0.0019050564,0.005317388],"category_scores_gemma":[0.03821394,0.0004399526,0.00035372074,0.002531233,0.002491905,0.008933217,0.0015526023,0.0030757585,0.0005277729],"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":[0.0004528235,0.00023712456,0.048438486,0.00015471985,0.00022649532,0.0004617073,0.00056102144,0.040831514,0.0016823624,0.82752895,0.009620614,0.06980414],"study_design_scores_gemma":[0.000054727385,0.00012516177,0.014929394,0.000058379905,0.00006421263,0.00019737147,0.00021262001,0.13270773,0.0011323702,0.84741783,0.003044028,0.000056105513],"about_ca_topic_score_codex":0.00089278526,"about_ca_topic_score_gemma":0.0010899849,"teacher_disagreement_score":0.006059925,"about_ca_system_score_codex":0.0007117711,"about_ca_system_score_gemma":0.000440176,"threshold_uncertainty_score":0.026887596},"labels":[],"label_agreement":null},{"id":"W3124500806","doi":"10.1080/21649502.2017.1292041","title":"An empirical study of the dynamics of implied volatility indices: international evidence","year":2016,"lang":"en","type":"article","venue":"Quantitative Finance Letters","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"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":"Fonds de Recherche du Québec-Société et Culture; Marcus och Amalia Wallenbergs minnesfond; Marcus Foundation","keywords":"Affine transformation; Econometrics; Stochastic volatility; Volatility (finance); Mathematics; Linear model; Variance (accounting); Elasticity (physics); Constant elasticity of variance model; Economics; Applied mathematics; Statistics; Forward volatility; Physics; Accounting; Thermodynamics","score_opus":0.06797194222231359,"score_gpt":0.3248998132841395,"score_spread":0.2569278710618259,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124500806","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95527667,0.00821184,0.018782465,0.0020164265,0.00007475139,0.000023564296,0.0012668422,0.00013303311,0.014214451],"genre_scores_gemma":[0.99307865,0.002717928,0.0016812714,0.00007352913,0.00005792658,0.0000061051196,0.0018731852,0.000040700157,0.00047074692],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9985177,0.00057084166,0.00015684051,0.0003690066,0.00031512458,0.00007045388],"domain_scores_gemma":[0.9567997,0.028891493,0.008077209,0.003463359,0.0023579898,0.00041030327],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006697852,0.0006093726,0.00073094765,0.0017762029,0.00027442013,0.0031243586,0.001263057,0.0011856316,0.0031926301],"category_scores_gemma":[0.04471695,0.00040486475,0.0009643597,0.0035948406,0.0012656847,0.0060918024,0.001128144,0.0022831191,0.00069448876],"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":[0.0006723318,0.00026470635,0.66213214,0.00088582735,0.0017214837,0.0006864729,0.001495091,0.10792329,0.0024152477,0.1276655,0.004536437,0.08960146],"study_design_scores_gemma":[0.00016699806,0.0005668301,0.56507254,0.0011811517,0.0009290163,0.0014442212,0.0018622333,0.34052017,0.005834069,0.058519956,0.02364102,0.0002619073],"about_ca_topic_score_codex":0.0034260042,"about_ca_topic_score_gemma":0.0014002229,"teacher_disagreement_score":0.006697852,"about_ca_system_score_codex":0.00065622205,"about_ca_system_score_gemma":0.00034038734,"threshold_uncertainty_score":0.035422027},"labels":[],"label_agreement":null},{"id":"W3124508051","doi":"10.3905/jod.2013.21.2.001","title":"GARCH Option Valuation: Theory and Evidence","year":2012,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Valuation of options; Monte Carlo methods for option pricing; Stochastic volatility; Autoregressive conditional heteroskedasticity; Econometrics; Valuation (finance); Computer science; Trinomial tree; Monte Carlo method; Affine transformation; Stylized fact; Economics; Binomial options pricing model; Volatility (finance); Mathematics; Finance; Statistics","score_opus":0.11250553607883623,"score_gpt":0.34468363772194205,"score_spread":0.23217810164310582,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124508051","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14057437,0.3370529,0.3333853,0.031513505,0.0016200661,0.00013223571,0.00183477,0.0009017349,0.15298519],"genre_scores_gemma":[0.82085913,0.142179,0.025837563,0.0019772025,0.0046896823,0.000077966804,0.0010673311,0.00018642467,0.003125705],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99627197,0.0012635108,0.0002906607,0.00043528562,0.001575499,0.00016309315],"domain_scores_gemma":[0.93664,0.05244039,0.0030567113,0.004172496,0.0031697468,0.00052068784],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008384365,0.0012705445,0.0019627737,0.004420875,0.0008137201,0.0048550554,0.0026617607,0.0025693658,0.010002232],"category_scores_gemma":[0.05178451,0.0007810445,0.0010991293,0.0064052106,0.0041550756,0.009068778,0.0017801498,0.0039637233,0.0013734134],"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":[0.000115630966,0.0001515098,0.007741811,0.00089753617,0.0001854318,0.00024749254,0.000153041,0.022041636,0.00030653697,0.8129824,0.0069091953,0.14826784],"study_design_scores_gemma":[0.000034430384,0.00006210675,0.0038775324,0.00069785235,0.000058492365,0.00024401126,0.00009880388,0.038844768,0.00041088715,0.9399564,0.015658207,0.00005648185],"about_ca_topic_score_codex":0.00175482,"about_ca_topic_score_gemma":0.00052975107,"teacher_disagreement_score":0.010002232,"about_ca_system_score_codex":0.0017664336,"about_ca_system_score_gemma":0.0009177567,"threshold_uncertainty_score":0.044341266},"labels":[],"label_agreement":null},{"id":"W3124681660","doi":"10.1111/mafi.12144","title":"On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales","year":2017,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","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":"Janeway Children's Health and Rehabilitation Centre","funders":"","keywords":"Mathematical economics; Context (archaeology); Brownian motion; Jump diffusion; Brownian bridge; Econometrics; Mathematics; Asian option; Class (philosophy); Jump; Regular polygon; Economics; Mathematical finance; Applied mathematics; Statistical physics; Computer science; Financial economics; Statistics; Valuation of options; Geography; Physics","score_opus":0.030421232465690565,"score_gpt":0.24471105504116353,"score_spread":0.21428982257547297,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124681660","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.47708166,0.0052934526,0.45305696,0.005031651,0.00044083846,0.000052328043,0.00013623749,0.000119129254,0.058787726],"genre_scores_gemma":[0.96691674,0.0019599602,0.018558312,0.0003824878,0.00039678067,0.000044566284,0.000064723085,0.000030663978,0.011645801],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99939346,0.0002692347,0.000032267162,0.00010184312,0.00014041382,0.00006267543],"domain_scores_gemma":[0.99824595,0.000850278,0.00030314992,0.00014154159,0.0002312595,0.00022792854],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023144432,0.0005178963,0.00073847675,0.0010842398,0.0010336442,0.0021682738,0.000735658,0.0018022937,0.003732589],"category_scores_gemma":[0.006465621,0.0002726278,0.0010490323,0.0011967357,0.0028908108,0.0040784227,0.0017977725,0.0018472932,0.00031795923],"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":[0.000008696151,0.000006429407,0.00039149588,0.000014013844,0.0000058310466,0.00011691782,0.00015128616,0.0049355347,0.0004966229,0.9898984,0.00034242476,0.0036323762],"study_design_scores_gemma":[0.000008254295,0.000035696812,0.0012763718,0.0000427305,0.000010292689,0.00015211978,0.00014766175,0.06066897,0.0002019654,0.93227214,0.0051555065,0.000028348293],"about_ca_topic_score_codex":0.0037871157,"about_ca_topic_score_gemma":0.0025136732,"teacher_disagreement_score":0.0037871157,"about_ca_system_score_codex":0.00094256434,"about_ca_system_score_gemma":0.00055949786,"threshold_uncertainty_score":0.012486756},"labels":[],"label_agreement":null},{"id":"W3124699323","doi":"","title":"Pricing of Discount Bonds with a Markov Switching Regime","year":2013,"lang":"en","type":"preprint","venue":"Institutional Repositories DataBase (IRDB)","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Vasicek model; Bond; Short rate; Bond valuation; Markov chain; Economics; Ode; Econometrics; Cox–Ingersoll–Ross model; Term (time); Mathematical economics; Interest rate; Mathematics; Yield curve; Applied mathematics; Monetary economics; Physics; Statistics; Finance","score_opus":0.021047856686129518,"score_gpt":0.22979510757245394,"score_spread":0.20874725088632443,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124699323","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.43358624,0.001441054,0.5366578,0.0036389176,0.00026798132,0.00009427784,0.00031385844,0.0002660935,0.0237338],"genre_scores_gemma":[0.9809589,0.0006469794,0.01178576,0.00013477381,0.00017262295,0.000058918817,0.000094936244,0.000031582265,0.006115637],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989115,0.0004188167,0.00005304004,0.0001950305,0.00022406314,0.00019753921],"domain_scores_gemma":[0.99576855,0.0024649135,0.00083691085,0.00029949658,0.00021679916,0.00041347518],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027176347,0.0007204435,0.0013401194,0.0007028067,0.0006989444,0.0032058218,0.001676576,0.0029131449,0.004421822],"category_scores_gemma":[0.010184727,0.0007456278,0.0014799372,0.0007261515,0.0018019557,0.0033729332,0.0014139115,0.002625421,0.00037160062],"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":[0.00019413837,0.00013841405,0.0027177348,0.00006944004,0.0000841636,0.00049350766,0.00016262614,0.2834755,0.0022342687,0.7032247,0.0012889248,0.0059165964],"study_design_scores_gemma":[0.000045920664,0.000029178791,0.00023934561,0.000009332623,0.000016017213,0.00004909463,0.000017371007,0.8962188,0.00020413398,0.10279598,0.00035462956,0.000020196105],"about_ca_topic_score_codex":0.0040926347,"about_ca_topic_score_gemma":0.0023849076,"teacher_disagreement_score":0.004421822,"about_ca_system_score_codex":0.0015403023,"about_ca_system_score_gemma":0.00094042806,"threshold_uncertainty_score":0.014792502},"labels":[],"label_agreement":null},{"id":"W3124753322","doi":"","title":"Local GMM Estimation of Time Series Models with Conditional Moment Restrictions","year":2008,"lang":"en","type":"preprint","venue":"London School of Economics and Political Science Research Online (London School of Economics and Political Science)","topic":"Stochastic processes and financial applications","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":"Estimator; Heteroscedasticity; Mathematics; Asymptotic distribution; Moment (physics); Invariant estimator; Econometrics; Efficient estimator; Consistent estimator; Series (stratigraphy); Consistency (knowledge bases); Applied mathematics; Minimum-variance unbiased estimator; Statistics","score_opus":0.05576665149524486,"score_gpt":0.3219283182570999,"score_spread":0.26616166676185504,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124753322","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03078014,0.00055281864,0.96658796,0.00028359136,0.00006318263,0.00002026859,0.00028382242,0.00065493415,0.00077325065],"genre_scores_gemma":[0.7470487,0.0017022889,0.23285925,0.00023415448,0.0005202976,0.00030807982,0.003528942,0.0008155891,0.012982836],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986399,0.000823127,0.00006963774,0.00024181616,0.00010911064,0.00011634088],"domain_scores_gemma":[0.9914601,0.006809722,0.0006102091,0.0005724866,0.00041055933,0.00013682916],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028365313,0.00087160815,0.0019096804,0.0011299476,0.00038121597,0.0016452819,0.0014448357,0.0011616804,0.0038930268],"category_scores_gemma":[0.013780225,0.001166718,0.001634394,0.0015798256,0.00076252996,0.0018134994,0.0015591594,0.0017086179,0.0013245222],"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":[0.00029240214,0.0000966348,0.0038333458,0.00028798255,0.00046382315,0.00019825129,0.00020310274,0.8249565,0.0019360792,0.088822894,0.0054075187,0.07350148],"study_design_scores_gemma":[0.000017328104,0.000014750881,0.00065854547,0.0000131488905,0.000038882004,0.000017793944,0.000017648921,0.9745821,0.00038397752,0.023500245,0.00074159005,0.000014068826],"about_ca_topic_score_codex":0.009746932,"about_ca_topic_score_gemma":0.010500288,"teacher_disagreement_score":0.009746932,"about_ca_system_score_codex":0.00068991526,"about_ca_system_score_gemma":0.0016946283,"threshold_uncertainty_score":0.01938039},"labels":[],"label_agreement":null},{"id":"W3124855375","doi":"","title":"Put-call parity and the early exercise premium for currency options","year":2007,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Simon Fraser University","funders":"","keywords":"Currency; Valuation (finance); Valuation of options; Financial economics; Call option; Economics; Interest rate parity; Business; Actuarial science; Monetary economics; Finance","score_opus":0.02560912578662018,"score_gpt":0.24150123319760233,"score_spread":0.21589210741098216,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124855375","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9526119,0.0019160112,0.032966718,0.0004911047,0.0000959029,0.000031441552,0.00022650488,0.00008323182,0.011577114],"genre_scores_gemma":[0.99700147,0.00025247995,0.001109564,0.000025484667,0.00008843537,0.000011177535,0.00017249226,0.000016295198,0.0013225641],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992544,0.00020545996,0.00004180535,0.00008476387,0.00030240344,0.00011107796],"domain_scores_gemma":[0.9858196,0.0100072,0.0021669762,0.00056621287,0.0006769647,0.00076315907],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002512907,0.00063270616,0.0005066992,0.0015663785,0.00042668532,0.0022874093,0.00072025234,0.0010131265,0.0056542167],"category_scores_gemma":[0.023387272,0.00020131604,0.0004467587,0.0011410154,0.0010993928,0.0028313675,0.0014715398,0.0017779261,0.00046941324],"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":[0.0025458643,0.0010843466,0.26606444,0.00038808837,0.0003417719,0.0034276603,0.00152752,0.067565866,0.032004293,0.44394296,0.004363056,0.17674422],"study_design_scores_gemma":[0.00015691233,0.000861331,0.26994124,0.0001432974,0.00018056665,0.0029483223,0.0006444965,0.34213054,0.01659228,0.35887533,0.0073075476,0.000218195],"about_ca_topic_score_codex":0.00054007594,"about_ca_topic_score_gemma":0.00028518875,"teacher_disagreement_score":0.0056542167,"about_ca_system_score_codex":0.0007729756,"about_ca_system_score_gemma":0.0002406858,"threshold_uncertainty_score":0.018915236},"labels":[],"label_agreement":null},{"id":"W3124869028","doi":"","title":"Optimal Hedging in Discrete and Continuous Time","year":2009,"lang":"en","type":"article","venue":"Les Cahiers du GERAD","topic":"Stochastic processes and financial applications","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":"HEC Montréal","funders":"","keywords":"Martingale (probability theory); Discrete time and continuous time; Measure (data warehouse); Geometric Brownian motion; Mathematics; Markov process; Mathematical optimization; Brownian motion; Lévy process; Absolute continuity; Applied mathematics; Economics; Computer science; Diffusion process; Mathematical analysis","score_opus":0.006613941624739147,"score_gpt":0.18769602478419378,"score_spread":0.18108208315945465,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124869028","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10336437,0.0014568173,0.88876015,0.00077725673,0.00011636229,0.000040503437,0.000053847543,0.000093468436,0.0053372486],"genre_scores_gemma":[0.9118055,0.0008083847,0.08276651,0.00012778312,0.000068481044,0.000058897418,0.000079567006,0.000043002052,0.0042418316],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992706,0.00028862723,0.000042701373,0.00017678074,0.00015146693,0.000069798116],"domain_scores_gemma":[0.99828327,0.0012594148,0.00015555925,0.000098759876,0.00011043202,0.000092639195],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021405485,0.0006915728,0.0011072641,0.0005835537,0.0003147673,0.0019172117,0.0007663786,0.0015301366,0.0024515244],"category_scores_gemma":[0.00626377,0.00062153616,0.0006463779,0.0005813069,0.0017330586,0.0025170448,0.0009031813,0.001308696,0.00015238585],"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":[0.00010501475,0.00010895745,0.0007547474,0.00013996499,0.000067333254,0.00013962596,0.00011574141,0.7683968,0.0022541473,0.20528099,0.0006606231,0.021976069],"study_design_scores_gemma":[0.000028161881,0.00005194628,0.00021839354,0.000015974289,0.000012462994,0.00002568535,0.000026807573,0.910789,0.0005558134,0.087722845,0.0005375651,0.00001531145],"about_ca_topic_score_codex":0.0014946624,"about_ca_topic_score_gemma":0.0009654817,"teacher_disagreement_score":0.0024515244,"about_ca_system_score_codex":0.0011057557,"about_ca_system_score_gemma":0.0009559946,"threshold_uncertainty_score":0.011320472},"labels":[],"label_agreement":null},{"id":"W3124876132","doi":"10.1142/9789811246494_0003","title":"Dam rain and cumulative gain","year":2022,"lang":"en","type":"preprint","venue":"WORLD SCIENTIFIC eBooks","topic":"Stochastic processes and financial applications","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":"Perimeter Institute","funders":"Engineering and Physical Sciences Research Council; Royal Society","keywords":"Cash flow; Portfolio; Asset (computer security); Economics; Terminal value; Value (mathematics); Microeconomics; Accounts payable; Actuarial science; Financial economics; Finance; Payment; Mathematics; Operating cash flow; Computer science","score_opus":0.05407858044173638,"score_gpt":0.2624109419470616,"score_spread":0.20833236150532522,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124876132","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.348311,0.005813901,0.4824419,0.0052545387,0.0006043238,0.000068172245,0.00030410674,0.00027174555,0.1569304],"genre_scores_gemma":[0.967266,0.0014931534,0.008955803,0.00018133053,0.00024176837,0.000034401284,0.000066068445,0.000047047888,0.021714441],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99943143,0.0001324741,0.000023344166,0.00011465182,0.00017729666,0.00012083988],"domain_scores_gemma":[0.9983882,0.0007139197,0.00031246358,0.00015832907,0.00018170028,0.0002454284],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013662368,0.00052263966,0.0004917962,0.0011184254,0.000748845,0.0022699968,0.0007776105,0.0010763786,0.010353753],"category_scores_gemma":[0.0059974724,0.00024134161,0.0005930852,0.0007543981,0.003037548,0.004601484,0.0021699457,0.0017091517,0.0006540477],"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":[0.000014915318,0.000013570103,0.00044509151,0.000020552265,0.0000065832473,0.00008483968,0.00010387997,0.0102201365,0.00036153465,0.98366046,0.00037378518,0.0046946025],"study_design_scores_gemma":[0.000011209847,0.00002291321,0.000421386,0.00001625354,0.0000078221,0.000106200794,0.00006707339,0.04329823,0.00024171566,0.9512982,0.0044963188,0.000012812709],"about_ca_topic_score_codex":0.0020825684,"about_ca_topic_score_gemma":0.0012154451,"teacher_disagreement_score":0.010353753,"about_ca_system_score_codex":0.0015227912,"about_ca_system_score_gemma":0.0008992026,"threshold_uncertainty_score":0.034636736},"labels":[],"label_agreement":null},{"id":"W3124920486","doi":"10.48550/arxiv.1901.03030","title":"Mean-variance portfolio selection under partial information with drift\\n uncertainty","year":2019,"lang":"","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Portfolio; Selection (genetic algorithm); Variance (accounting); Scheme (mathematics); Representation (politics); Partial differential equation; Stochastic differential equation; Mathematical optimization; Mathematics; Applied mathematics; Malliavin calculus; Computer science; Econometrics; Stochastic partial differential equation; Economics; Mathematical analysis; Artificial intelligence; Finance","score_opus":0.03996725778708074,"score_gpt":0.166659570072062,"score_spread":0.12669231228498126,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124920486","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11403952,0.001187871,0.8783091,0.0018577856,0.00008580578,0.000038540384,0.00009282295,0.000073846844,0.0043146415],"genre_scores_gemma":[0.9520293,0.0008284694,0.042108245,0.00017929796,0.00012333266,0.00007362423,0.00011359793,0.000035497054,0.0045086876],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99825484,0.00087052595,0.000068411005,0.00024398637,0.00038257233,0.00017960754],"domain_scores_gemma":[0.993665,0.0050624055,0.00057661545,0.00018206879,0.00029492992,0.00021903834],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004607781,0.0007145331,0.001627711,0.0005782951,0.00044032073,0.0017994908,0.001072556,0.001925827,0.0010549382],"category_scores_gemma":[0.014106271,0.00068756443,0.00078095996,0.0008260175,0.0015008315,0.0026732502,0.0014145734,0.0012960433,0.00012939089],"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":[0.000091354916,0.000030255303,0.0010260378,0.0000693049,0.000085817795,0.00020045567,0.000049800718,0.82959306,0.00079575926,0.15817167,0.0004616508,0.009424688],"study_design_scores_gemma":[0.000018562538,0.000025429585,0.00024480376,0.000008652765,0.000010774344,0.00002930033,0.000008750453,0.9402317,0.00023315047,0.058986112,0.00019058319,0.000012189689],"about_ca_topic_score_codex":0.0022319017,"about_ca_topic_score_gemma":0.0011265336,"teacher_disagreement_score":0.004607781,"about_ca_system_score_codex":0.0015388516,"about_ca_system_score_gemma":0.0013043222,"threshold_uncertainty_score":0.024368584},"labels":[],"label_agreement":null},{"id":"W3124965823","doi":"10.4236/jmf.2012.22016","title":"Interest Rate Models","year":2012,"lang":"en","type":"article","venue":"Journal of Mathematical Finance","topic":"Stochastic processes and financial applications","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":"Vasicek model; Short rate; Jump diffusion; Stochastic volatility; Bond valuation; Short-rate model; Affine term structure model; Affine transformation; Econometrics; Term (time); Jump; Heath–Jarrow–Morton framework; Interest rate; State variable; Rendleman–Bartter model; Mathematics; Applied mathematics; Mathematical economics; Yield curve; Volatility (finance); Economics; Finance; Physics","score_opus":0.08597502099020142,"score_gpt":0.2603517795009265,"score_spread":0.17437675851072504,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124965823","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.01283519,0.026662974,0.83869827,0.007452862,0.0014279279,0.0002433173,0.004538127,0.001245917,0.106895424],"genre_scores_gemma":[0.5486465,0.05886148,0.18838677,0.0028753323,0.005418668,0.0012938728,0.008593031,0.00082982186,0.18509455],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99787796,0.000800497,0.00018483766,0.00045459348,0.00051032973,0.00017184867],"domain_scores_gemma":[0.9974825,0.0011605793,0.00049402245,0.00033025036,0.00040706416,0.00012564691],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025854537,0.001864849,0.0017054409,0.0016064063,0.0006219403,0.0034161035,0.0048394674,0.004407671,0.016260503],"category_scores_gemma":[0.008731923,0.00064711453,0.0017277513,0.0023357735,0.0010498186,0.0046355273,0.0015717607,0.0030104194,0.0096115805],"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":[0.000018483897,0.000033766446,0.00040965888,0.00009696533,0.00003907231,0.000156902,0.00007972933,0.07741987,0.00022524956,0.9001623,0.009442889,0.011915104],"study_design_scores_gemma":[0.00006361125,0.000055347005,0.0004221521,0.00011586276,0.000061857914,0.000555985,0.00004458736,0.23585093,0.0001977176,0.65307957,0.10947997,0.00007247596],"about_ca_topic_score_codex":0.0040819743,"about_ca_topic_score_gemma":0.0017894427,"teacher_disagreement_score":0.016260503,"about_ca_system_score_codex":0.0015553908,"about_ca_system_score_gemma":0.0010014671,"threshold_uncertainty_score":0.05439681},"labels":[],"label_agreement":null},{"id":"W3124969309","doi":"","title":"A New Representative of the Local Volatility Surface","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Local volatility; Implied volatility; Volatility (finance); Volatility smile; Econometrics; Ansatz; Volatility swap; Economics; Forward volatility; Call option; Mathematics; Applied mathematics; Mathematical optimization","score_opus":0.019651718041058905,"score_gpt":0.22769097540990574,"score_spread":0.20803925736884682,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124969309","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07103698,0.00035924028,0.92001706,0.00038945177,0.00007388723,0.000031754204,0.00020587335,0.0004994754,0.007386346],"genre_scores_gemma":[0.88647944,0.00063546177,0.10261347,0.00024077272,0.00023754135,0.00010350608,0.0005839498,0.0005587874,0.008547017],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99959797,0.00008463976,0.000018383653,0.00012479551,0.0001305127,0.00004373229],"domain_scores_gemma":[0.9983949,0.00072620186,0.0002214461,0.0002754244,0.00024849392,0.0001334319],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011440434,0.00049069483,0.0009211259,0.0012705439,0.00043767202,0.0020559945,0.0012556812,0.0013098059,0.0038346832],"category_scores_gemma":[0.0055688475,0.00033108762,0.00067908753,0.00079404004,0.0012376521,0.003488619,0.0014986572,0.0017831704,0.00062901987],"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":[0.00006939942,0.000068161826,0.004768688,0.00023294517,0.000074769574,0.0006231354,0.0003772924,0.29553518,0.037158016,0.60795885,0.0028391946,0.050294444],"study_design_scores_gemma":[0.0000068679697,0.000036751342,0.0015067345,0.000019283587,0.000012429386,0.00031857865,0.00007155033,0.85692716,0.003079216,0.13431036,0.003671034,0.0000400671],"about_ca_topic_score_codex":0.00045737042,"about_ca_topic_score_gemma":0.00028888916,"teacher_disagreement_score":0.0038346832,"about_ca_system_score_codex":0.00041625218,"about_ca_system_score_gemma":0.00045548496,"threshold_uncertainty_score":0.01282835},"labels":[],"label_agreement":null},{"id":"W3124973614","doi":"","title":"An Analysis of the Ultra Long-Term Yields","year":2010,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Natural Sciences and Engineering Research Council of Canada; Fondation du Risque","keywords":"Term (time); Affine term structure model; Econometrics; Discounting; Yield curve; Valuation (finance); Coupon; Economics; Bond; Maturity (psychological); Affine transformation; Gaussian; Government bond; Interest rate; Financial economics; Cash flow; Bond valuation; Investment (military); Mathematics; Monetary economics; Finance; Physics; Geometry; Political science","score_opus":0.037828274526703454,"score_gpt":0.3066148939640659,"score_spread":0.26878661943736243,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124973614","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.41044843,0.0035108693,0.56581163,0.0009361349,0.00013834299,0.00002968379,0.00031895068,0.00024523295,0.018560711],"genre_scores_gemma":[0.9811561,0.0015951353,0.009634265,0.000042287174,0.00012656624,0.000020403684,0.00014327535,0.000050055656,0.0072319587],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99971884,0.000060685114,0.000013609697,0.00006441189,0.00010747655,0.000034941342],"domain_scores_gemma":[0.99894863,0.00046497767,0.00022600166,0.00010636104,0.00016804486,0.00008597409],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001121436,0.00047020905,0.000342788,0.000674534,0.00031041008,0.0012262423,0.0008291317,0.0006335223,0.0025984428],"category_scores_gemma":[0.0048321793,0.00031206672,0.0005634653,0.0006707611,0.0008030457,0.0017726008,0.0007783578,0.0010438716,0.00029462014],"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":[0.000034982142,0.000027393613,0.0026221925,0.0000791976,0.000043091684,0.00024806944,0.00014454659,0.21717726,0.009324374,0.7502914,0.00089948525,0.019107975],"study_design_scores_gemma":[0.0000045375255,0.000032011016,0.003614074,0.00001667101,0.00001869775,0.000109114866,0.000028103523,0.86036575,0.0018155348,0.13154235,0.002428773,0.000024445748],"about_ca_topic_score_codex":0.001929325,"about_ca_topic_score_gemma":0.0010201242,"teacher_disagreement_score":0.0025984428,"about_ca_system_score_codex":0.00077823247,"about_ca_system_score_gemma":0.000572486,"threshold_uncertainty_score":0.008692622},"labels":[],"label_agreement":null},{"id":"W3124980720","doi":"","title":"Empirical Assessment of an Intertemporal option Pricing Model with Latent variables","year":2001,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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":"Bank of Canada; Université de Montréal; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Econometrics; Economics; Latent variable; Volatility (finance); Valuation of options; Stochastic volatility; Stock (firearms); Mathematics; Statistics","score_opus":0.08379207603080614,"score_gpt":0.3502353328858244,"score_spread":0.2664432568550183,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124980720","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6249754,0.00047160743,0.3695183,0.0010808882,0.000030970343,0.000089750276,0.00014869237,0.00024352023,0.0034408113],"genre_scores_gemma":[0.9614554,0.00019959373,0.03634205,0.000049546066,0.00002183869,0.00008032968,0.00015692848,0.000028935649,0.0016653405],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99828666,0.0011481253,0.00006669914,0.00017059273,0.00022617998,0.000101762846],"domain_scores_gemma":[0.9796816,0.017931517,0.00071261474,0.0005456751,0.00090266386,0.00022588622],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0069479723,0.0007250662,0.0013142739,0.0008041572,0.0005085686,0.0027139916,0.0015483106,0.0018956953,0.0030775897],"category_scores_gemma":[0.026426451,0.00045562195,0.00075712736,0.0009969177,0.00089568004,0.003192518,0.0014515636,0.0017430534,0.00028941655],"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":[0.00018948293,0.000115442184,0.007223198,0.00006305616,0.000041641983,0.000090476206,0.00012704672,0.96160924,0.00058567617,0.018077448,0.00013816605,0.011739087],"study_design_scores_gemma":[0.0000072002767,0.00002509137,0.00043380883,0.0000059469376,0.000004182422,0.000006413404,0.000012889107,0.99732816,0.00011679833,0.0019973952,0.00005586724,0.0000062764925],"about_ca_topic_score_codex":0.008985472,"about_ca_topic_score_gemma":0.0052099116,"teacher_disagreement_score":0.008985472,"about_ca_system_score_codex":0.0012870113,"about_ca_system_score_gemma":0.0012686985,"threshold_uncertainty_score":0.036744893},"labels":[],"label_agreement":null},{"id":"W3124989062","doi":"10.1142/s0219024913500349","title":"VALUING EARLY-EXERCISE INTEREST-RATE OPTIONS WITH MULTI-FACTOR AFFINE MODELS","year":2013,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"Fields Institute for Research in Mathematical Sciences; Actua; Western University; University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Accrual; Callable bond; Interest rate derivative; Range (aeronautics); Monte Carlo method; Partial differential equation; Affine transformation; Valuation of options; Monte Carlo methods for option pricing; Interest rate; Asian option; Econometrics; Mathematics; Computer science; Mathematical optimization; Applied mathematics; Economics; Finance; Statistics","score_opus":0.023360091734026343,"score_gpt":0.22645855614814642,"score_spread":0.20309846441412008,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124989062","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15827276,0.00027401032,0.83913285,0.00016167396,0.000026939853,0.000028686842,0.000030072613,0.00009785469,0.0019751664],"genre_scores_gemma":[0.903347,0.00020954627,0.09454263,0.000026243402,0.00002393617,0.000026446305,0.00004115042,0.000031716565,0.0017513513],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996153,0.00022172692,0.000018826579,0.00004369286,0.00007535753,0.000025158219],"domain_scores_gemma":[0.99864966,0.0009668025,0.00014520179,0.0000941553,0.00008074093,0.00006342658],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001947478,0.00059629953,0.0006892249,0.0005406396,0.0002764134,0.0015867233,0.0007832525,0.0011777399,0.0013333916],"category_scores_gemma":[0.0049796156,0.00040663822,0.0008178896,0.0004759015,0.00078813365,0.0021370335,0.0010091465,0.001438845,0.00015422713],"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":[0.00004606468,0.000032200434,0.0007728783,0.000027980572,0.000020098276,0.00007932968,0.00004135525,0.9439106,0.0018908706,0.04181615,0.00012432033,0.011238141],"study_design_scores_gemma":[0.0000019526008,0.000008331482,0.00005278364,0.0000013983878,0.0000013248953,0.000005407122,0.0000023478965,0.9937338,0.00017908966,0.0059527773,0.00005819522,0.000002584512],"about_ca_topic_score_codex":0.002057868,"about_ca_topic_score_gemma":0.0013131528,"teacher_disagreement_score":0.002057868,"about_ca_system_score_codex":0.0005390995,"about_ca_system_score_gemma":0.00044050277,"threshold_uncertainty_score":0.010299385},"labels":[],"label_agreement":null},{"id":"W3125021854","doi":"10.3386/w19684","title":"Maximum likelihood estimation of the equity premium","year":2013,"lang":"en","type":"preprint","venue":"National Bureau of Economic Research","topic":"Stochastic processes and financial applications","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":"University of Alberta","funders":"","keywords":"Maximum likelihood; Econometrics; Estimation; Equity (law); Equity premium puzzle; Economics; Mathematics; Statistics; Risk premium; Political science; Management","score_opus":0.25248175003471396,"score_gpt":0.4426915985481568,"score_spread":0.19020984851344286,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125021854","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03863515,0.00039361385,0.9579991,0.0004926782,0.000023144537,0.00002934552,0.0002773503,0.0005130511,0.0016365673],"genre_scores_gemma":[0.65539014,0.00063768675,0.33570704,0.00017163728,0.0001869213,0.00019756384,0.0024835279,0.0002710405,0.004954438],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9977984,0.0015153607,0.00008259464,0.0002191206,0.00027713153,0.00010739947],"domain_scores_gemma":[0.9810416,0.016590288,0.00076661265,0.0008737075,0.0005746673,0.00015317186],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0047191596,0.00084543915,0.0012675214,0.0015523562,0.00044508115,0.001737509,0.0012476079,0.0013432096,0.0038724563],"category_scores_gemma":[0.043086503,0.0007383455,0.0006785396,0.0013939436,0.0006870961,0.0016445778,0.001393335,0.0019652927,0.0013677093],"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":[0.00040052985,0.00028504894,0.016833553,0.00026897062,0.00031516992,0.00032313308,0.00024178124,0.7051052,0.0042284788,0.06963285,0.0063886857,0.19597659],"study_design_scores_gemma":[0.000041681596,0.000019465993,0.0020361915,0.000019169447,0.000014879247,0.000051882587,0.000015999161,0.96505904,0.0009319395,0.031148441,0.0006424627,0.000018791954],"about_ca_topic_score_codex":0.0032924851,"about_ca_topic_score_gemma":0.002930497,"teacher_disagreement_score":0.0047191596,"about_ca_system_score_codex":0.00071077904,"about_ca_system_score_gemma":0.0015146416,"threshold_uncertainty_score":0.024957538},"labels":[],"label_agreement":null},{"id":"W3125059324","doi":"","title":"Securities Markets, Diffusion State Processes, and Arbitrage-Free Shadow Prices","year":2000,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Simon Fraser University","funders":"","keywords":"Arbitrage; Martingale (probability theory); State variable; Jump diffusion; Economics; Geometric Brownian motion; Econometrics; Diffusion process; Risk-neutral measure; Mathematical economics; Martingale pricing; Stochastic differential equation; Local martingale; Markov process; Mathematics; Applied mathematics; Financial economics; Jump; Statistics","score_opus":0.0062549262578158885,"score_gpt":0.18645484446273003,"score_spread":0.18019991820491413,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125059324","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11817847,0.0051429803,0.8310113,0.0040590363,0.00029228782,0.000057502326,0.00035480302,0.00019881153,0.04070477],"genre_scores_gemma":[0.94988346,0.0032836199,0.03420381,0.00029305127,0.0004304187,0.000114607625,0.0003108974,0.0000667667,0.011413426],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989549,0.00036231033,0.000071844086,0.0001810701,0.00029775364,0.00013212764],"domain_scores_gemma":[0.9955291,0.0025242022,0.0008104526,0.0005395536,0.00038819673,0.00020855294],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023407536,0.00078083837,0.0011071828,0.0009411769,0.0008571792,0.0031001125,0.00084999984,0.0022595515,0.005701781],"category_scores_gemma":[0.012597102,0.00057268847,0.0009526831,0.0012336646,0.0032149435,0.006874972,0.001968062,0.0029256202,0.0006142044],"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":[0.0000061941073,0.0000064925453,0.00017520855,0.000016512296,0.0000061631254,0.00007533837,0.000040433395,0.009232465,0.00016927888,0.9880602,0.0002792569,0.0019324394],"study_design_scores_gemma":[0.000009815571,0.000008228809,0.00017782241,0.000009089744,0.000004141894,0.000066206,0.00001502432,0.044036053,0.00009985163,0.95410603,0.0014603472,0.0000073690007],"about_ca_topic_score_codex":0.0022354343,"about_ca_topic_score_gemma":0.001347662,"teacher_disagreement_score":0.005701781,"about_ca_system_score_codex":0.0011869271,"about_ca_system_score_gemma":0.0012623324,"threshold_uncertainty_score":0.01907438},"labels":[],"label_agreement":null},{"id":"W3125063951","doi":"10.3390/jrfm14020077","title":"Sample Path Generation of the Stochastic Volatility CGMY Process and Its Application to Path-Dependent Option Pricing","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Path dependent; Stochastic volatility; Volatility (finance); Monte Carlo methods for option pricing; Econometrics; Monte Carlo method; Valuation of options; Path (computing); Exotic option; Implied volatility; Sample (material); Asian option; Computer science; Economics; Mathematics; Statistics; Applied mathematics","score_opus":0.01662346588794482,"score_gpt":0.22317261417260595,"score_spread":0.20654914828466114,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125063951","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.008231453,0.000091278765,0.9907274,0.0001013945,0.000024768817,0.00003467358,0.000032845976,0.00013070802,0.00062542094],"genre_scores_gemma":[0.4309417,0.0007010555,0.56213796,0.0001991091,0.00012496718,0.00042120754,0.00043496705,0.00026970732,0.0047692554],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992982,0.00038498914,0.000018640443,0.000102543854,0.0001617669,0.000033919405],"domain_scores_gemma":[0.9965599,0.0025433851,0.00021300162,0.00024030847,0.0003366576,0.00010668567],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021471514,0.000520553,0.00051454,0.0009382608,0.00050253334,0.0005226222,0.001091005,0.0008030606,0.0042399582],"category_scores_gemma":[0.010087116,0.00038903824,0.0007764813,0.0007287095,0.00095035875,0.0012288768,0.0010386978,0.0014786511,0.00045258284],"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":[0.00011911988,0.00007625402,0.0028439984,0.00009376186,0.00006160787,0.00025560055,0.00022633142,0.5008647,0.002910011,0.40646562,0.0021218522,0.083961174],"study_design_scores_gemma":[0.00001579076,0.00002459427,0.00029234885,0.000009926981,0.000007810525,0.00006640314,0.000009265573,0.9547511,0.00060796016,0.04311488,0.001082897,0.000017028513],"about_ca_topic_score_codex":0.0025652254,"about_ca_topic_score_gemma":0.0021978824,"teacher_disagreement_score":0.0042399582,"about_ca_system_score_codex":0.0007323376,"about_ca_system_score_gemma":0.000837208,"threshold_uncertainty_score":0.014184058},"labels":[],"label_agreement":null},{"id":"W3125070057","doi":"10.1239/jap/1346955339","title":"A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011)","year":2012,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":23,"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 Waterloo","funders":"Vrije Universiteit Brussel; Natural Sciences and Engineering Research Council of Canada; BNP Paribas Cardif; Universities Space Research Association","keywords":"Copula (linguistics); Mathematics; Bivariate analysis; Portfolio; Upper and lower bounds; Mathematical economics; Econometrics; Mathematical optimization; Applied mathematics; Statistics; Economics; Finance; Mathematical analysis","score_opus":0.02992024538084215,"score_gpt":0.23887493693174128,"score_spread":0.20895469155089913,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125070057","genre_codex":"methods","genre_gemma":"commentary","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"commentary","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00943978,0.017363217,0.90591615,0.022481486,0.0063932105,0.00006699327,0.00051640806,0.00041353045,0.037409153],"genre_scores_gemma":[0.3347936,0.022468429,0.5622625,0.019975238,0.01835254,0.000316756,0.0013895564,0.0016543393,0.038787115],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9950629,0.0022065432,0.00026581276,0.00079407607,0.0012008776,0.00046975314],"domain_scores_gemma":[0.986005,0.009961383,0.00062100816,0.0013799538,0.0016995734,0.00033318822],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010912699,0.0030231662,0.0023278298,0.0034175226,0.0014388484,0.0048873345,0.0033380017,0.0040361965,0.0076066325],"category_scores_gemma":[0.027576517,0.00149333,0.004749068,0.0033671982,0.004046119,0.010983529,0.0042384085,0.01068646,0.0024763048],"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":[0.0000993264,0.00009490101,0.0006107676,0.0003030921,0.0001820794,0.00035960466,0.0004898031,0.019067157,0.0017578887,0.8738591,0.05460838,0.0485679],"study_design_scores_gemma":[0.00004015951,0.00009606187,0.0010161892,0.00013553137,0.00009399271,0.00023301321,0.000060067447,0.07678701,0.002055114,0.8423389,0.07696124,0.00018264474],"about_ca_topic_score_codex":0.005265209,"about_ca_topic_score_gemma":0.0036763109,"teacher_disagreement_score":0.010912699,"about_ca_system_score_codex":0.0030336988,"about_ca_system_score_gemma":0.0014959088,"threshold_uncertainty_score":0.057712555},"labels":[],"label_agreement":null},{"id":"W3125074210","doi":"10.1287/mnsc.2016.2602","title":"Bond Risk Premia and Gaussian Term Structure Models","year":2017,"lang":"en","type":"article","venue":"Management Science","topic":"Stochastic processes and financial applications","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":"Bank of Canada","funders":"","keywords":"Econometrics; Bond; Risk premium; Economics; Term (time); Kalman filter; Conditional expectation; Mathematics; Statistics; Financial economics; Finance","score_opus":0.020717108854864982,"score_gpt":0.23010851758947845,"score_spread":0.20939140873461348,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125074210","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1700004,0.005225164,0.8011804,0.004990163,0.00024685927,0.00007854234,0.0013887127,0.0005459371,0.016343836],"genre_scores_gemma":[0.9400383,0.0050678332,0.03977325,0.0003166713,0.0004017722,0.00012987801,0.0011835332,0.00012331165,0.012965421],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99907446,0.00033665806,0.000050058083,0.0002187321,0.00018637416,0.00013371921],"domain_scores_gemma":[0.99136883,0.0054729446,0.0016556393,0.0005946936,0.0005714178,0.00033656857],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004136085,0.0009100626,0.001155974,0.0016916421,0.0005507646,0.002529518,0.0015152863,0.0021391038,0.0061972174],"category_scores_gemma":[0.021310218,0.00063423667,0.0012788135,0.0017786633,0.0017049676,0.0038979982,0.0012612657,0.0026350655,0.0010331415],"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":[0.000032414493,0.000034915247,0.004641491,0.000045932968,0.00006464578,0.00008462364,0.00012223236,0.12441232,0.00022054763,0.85551476,0.002765136,0.012061032],"study_design_scores_gemma":[0.000016312566,0.000020979098,0.0016669377,0.000031515647,0.00003256503,0.00004641867,0.000024451847,0.32366478,0.0001035497,0.67235637,0.0020065252,0.000029548612],"about_ca_topic_score_codex":0.009261597,"about_ca_topic_score_gemma":0.0055753365,"teacher_disagreement_score":0.009261597,"about_ca_system_score_codex":0.0013939914,"about_ca_system_score_gemma":0.0012648213,"threshold_uncertainty_score":0.021873951},"labels":[],"label_agreement":null},{"id":"W3125103522","doi":"10.1016/s0167-6687(02)00106-3","title":"A bounded risk strategy for a market with non-observable parameters","year":2002,"lang":"en","type":"article","venue":"Insurance Mathematics and Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":16,"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":"University of British Columbia; Hong Kong Polytechnic University","keywords":"Bounded function; Observable; Portfolio; Market risk; Investment strategy; Econometrics; Investment (military); Economics; Measure (data warehouse); Selection (genetic algorithm); Mathematical optimization; Actuarial science; Mathematics; Financial economics; Computer science; Microeconomics; Artificial intelligence","score_opus":0.04345563220723063,"score_gpt":0.20479440120945003,"score_spread":0.16133876900221938,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125103522","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13632874,0.00064215506,0.8391325,0.003111023,0.00013915963,0.00015057709,0.00014154398,0.00033950133,0.020014755],"genre_scores_gemma":[0.9095821,0.000742883,0.06906929,0.00050397957,0.0001790307,0.00027071117,0.00012217277,0.00012778662,0.01940213],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985966,0.0006129314,0.000086685286,0.0002521766,0.00028554077,0.00016608986],"domain_scores_gemma":[0.99379444,0.0041239364,0.00057041785,0.00033358266,0.0004633035,0.0007142106],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029497633,0.0020236569,0.0019714874,0.0010799937,0.0010098501,0.0044014873,0.0023214014,0.0050284853,0.004556663],"category_scores_gemma":[0.011192882,0.0008831894,0.0014831772,0.0007626121,0.0035759741,0.0060038036,0.0030639148,0.0026684224,0.0006372547],"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":[0.000081656275,0.000055330645,0.00024127869,0.000076422075,0.000052591993,0.00029812873,0.00017643205,0.035800137,0.0033196143,0.95436287,0.0009232634,0.00461242],"study_design_scores_gemma":[0.00007380813,0.00009700063,0.0001420521,0.000025507039,0.000029213445,0.00009764597,0.00004445873,0.3547578,0.0006131307,0.64326465,0.0008175591,0.000037106296],"about_ca_topic_score_codex":0.0015667888,"about_ca_topic_score_gemma":0.0008520221,"teacher_disagreement_score":0.0050284853,"about_ca_system_score_codex":0.0020595284,"about_ca_system_score_gemma":0.0020665969,"threshold_uncertainty_score":0.015600026},"labels":[],"label_agreement":null},{"id":"W3125111347","doi":"","title":"Closed-Form Solutions for Optimal Portfolio Selection with Stochastic Interest Rate and Investment Constraints","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Center for Interuniversity Research and Analysis on Organizations; Quest University Canada","funders":"","keywords":"Economics; Interest rate; Portfolio; Risk-free interest rate; Constraint (computer-aided design); Econometrics; Rendleman–Bartter model; Risk aversion (psychology); Portfolio optimization; Financial economics; Mathematics; Monetary economics; Expected utility hypothesis","score_opus":0.022753566574828677,"score_gpt":0.22682146999574482,"score_spread":0.20406790342091613,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125111347","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.031540956,0.000969943,0.95573235,0.0013878086,0.000076649696,0.00008854585,0.00015841497,0.00008569742,0.009959703],"genre_scores_gemma":[0.6927258,0.002890038,0.28224763,0.0005426742,0.0002198777,0.0010312048,0.00062050624,0.00021083916,0.019511467],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99920976,0.00037077954,0.00003302537,0.000121068435,0.00014327397,0.00012201519],"domain_scores_gemma":[0.9947754,0.0040710294,0.00047734732,0.00011093921,0.000400157,0.00016522266],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003351578,0.0013353195,0.0015295043,0.000827391,0.00044043848,0.0024290876,0.0011770093,0.0031449685,0.006894161],"category_scores_gemma":[0.018156506,0.0009707018,0.0009660112,0.0010753876,0.0015487197,0.0021742254,0.0016311349,0.0018179734,0.00063252833],"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":[0.00004004191,0.0000628571,0.0005912799,0.00015323205,0.000044687487,0.0001776467,0.00012814999,0.7132337,0.00066740596,0.27000263,0.0024836923,0.01241466],"study_design_scores_gemma":[0.000040879157,0.000023141767,0.00014557401,0.00003439748,0.000010241917,0.000039320188,0.000047800735,0.8535312,0.00019629537,0.14499915,0.0009148837,0.000017090524],"about_ca_topic_score_codex":0.0035088449,"about_ca_topic_score_gemma":0.002471338,"teacher_disagreement_score":0.006894161,"about_ca_system_score_codex":0.0014357953,"about_ca_system_score_gemma":0.0023195988,"threshold_uncertainty_score":0.023063302},"labels":[],"label_agreement":null},{"id":"W3125266903","doi":"10.2139/ssrn.2019135","title":"Smiling for the Delayed Volatility Swap","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Variance swap; Swap (finance); Volatility (finance); Volatility swap; Implied volatility; Monetary economics; Financial economics; Economics; Business; Econometrics; Finance","score_opus":0.03705738123525523,"score_gpt":0.22789820492366705,"score_spread":0.19084082368841182,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125266903","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.57917094,0.0020381226,0.36779943,0.004862548,0.00081772555,0.00007038845,0.00020229648,0.0006218252,0.04441672],"genre_scores_gemma":[0.97906876,0.00041902545,0.009004914,0.00020378159,0.00020971082,0.000026038659,0.00008220199,0.00014428687,0.010841246],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999652,0.00014477079,0.00001935841,0.00005655649,0.00005370279,0.00007363031],"domain_scores_gemma":[0.9977392,0.0010928782,0.00038476154,0.0002773882,0.00015542658,0.0003502699],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015764701,0.00060385326,0.0011004411,0.00086703704,0.0013160305,0.0021363024,0.0008759095,0.0026668808,0.011925344],"category_scores_gemma":[0.010446446,0.00040667114,0.0010214949,0.0004893151,0.0018733641,0.004283245,0.0023390707,0.0024034565,0.0008249144],"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":[0.00033950753,0.000040718274,0.0009870377,0.000093300936,0.000037844453,0.00054849917,0.00016271739,0.063128464,0.0033442858,0.91540337,0.0035546967,0.012359636],"study_design_scores_gemma":[0.000038503957,0.00005969812,0.00072054437,0.000019165873,0.000017253833,0.00028145217,0.00007240509,0.44237563,0.00048984797,0.55468136,0.0012035128,0.00004075572],"about_ca_topic_score_codex":0.00063401455,"about_ca_topic_score_gemma":0.00045076414,"teacher_disagreement_score":0.011925344,"about_ca_system_score_codex":0.0005890718,"about_ca_system_score_gemma":0.0005241173,"threshold_uncertainty_score":0.039894223},"labels":[],"label_agreement":null},{"id":"W3125290964","doi":"10.1111/1467-9965.t01-1-00177","title":"A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome","year":2003,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","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":"University of British Columbia","funders":"","keywords":"Portfolio; Downside risk; Replicating portfolio; Outcome (game theory); Economics; Geometric Brownian motion; Black–Litterman model; Merton's portfolio problem; Black–Scholes model; Investment (military); Econometrics; Investment strategy; Portfolio optimization; Asset (computer security); Financial economics; Microeconomics; Computer science","score_opus":0.0324614602661395,"score_gpt":0.23378892613743327,"score_spread":0.20132746587129377,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125290964","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12367,0.002285392,0.829662,0.004967394,0.00030495093,0.00012025363,0.0008302353,0.0002967882,0.037862994],"genre_scores_gemma":[0.9371405,0.0015508635,0.027073465,0.00027777333,0.00027430578,0.00030013325,0.0004041543,0.00006353442,0.032915294],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9985097,0.0004679438,0.00006592158,0.0004286684,0.00024960158,0.0002781136],"domain_scores_gemma":[0.9981292,0.0009545874,0.00040545536,0.00010583241,0.00015818403,0.00024672123],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027714071,0.0017044303,0.0018042936,0.0007350018,0.000623208,0.004190354,0.0023043577,0.0040112855,0.0051453],"category_scores_gemma":[0.0051586735,0.00085474213,0.0011229145,0.0011622405,0.0020262606,0.0036728843,0.0016093527,0.0027040925,0.00062882504],"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":[0.00013019757,0.00008515332,0.0005416127,0.00008262061,0.000088569934,0.00043898541,0.00008224302,0.7441571,0.0010378128,0.24485393,0.0011967181,0.007305136],"study_design_scores_gemma":[0.00006617283,0.000088796565,0.00021666738,0.000015797343,0.000040622483,0.000088657034,0.000018110844,0.89347965,0.00023282444,0.10420233,0.0015210612,0.000029307337],"about_ca_topic_score_codex":0.00336552,"about_ca_topic_score_gemma":0.0020354476,"teacher_disagreement_score":0.0051453,"about_ca_system_score_codex":0.0018528944,"about_ca_system_score_gemma":0.001378253,"threshold_uncertainty_score":0.017212808},"labels":[],"label_agreement":null},{"id":"W3125393911","doi":"","title":"Option Valuation with Conditional Skewness","year":2003,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Valuation of options; Economics; Econometrics; Black–Scholes model; Stochastic volatility; Skewness; Inverse Gaussian distribution; Call option; Volatility (finance); Mathematics; Financial economics; Mathematical economics","score_opus":0.0609378931856116,"score_gpt":0.3034839875776397,"score_spread":0.24254609439202812,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125393911","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13459855,0.0015755872,0.81816715,0.0019857867,0.00022167095,0.000089279776,0.000454131,0.00032145483,0.042586423],"genre_scores_gemma":[0.9595172,0.00073674106,0.026306003,0.00011861952,0.00019991415,0.000083648745,0.00021270363,0.00005860439,0.0127664665],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99842477,0.0008527758,0.00008268292,0.00016041026,0.00030303226,0.00017634548],"domain_scores_gemma":[0.9933575,0.0044431514,0.0005546846,0.0007364555,0.0006225452,0.00028566798],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004191021,0.0007937828,0.000790555,0.0010933003,0.0004651286,0.0032634898,0.0009104633,0.001133724,0.011153592],"category_scores_gemma":[0.016662234,0.00047028408,0.0014817416,0.0010613555,0.0021167446,0.0048994157,0.0017733924,0.002042684,0.00074889493],"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":[0.00006844045,0.000025538184,0.0021683383,0.000053656804,0.00003320848,0.00020261998,0.00009936692,0.0981949,0.00067471556,0.8837794,0.0009188842,0.013780991],"study_design_scores_gemma":[0.000016049602,0.000035941914,0.0007616497,0.000029915283,0.000013908768,0.00009719182,0.000037820606,0.39847508,0.00028499123,0.59904945,0.0011775177,0.000020546615],"about_ca_topic_score_codex":0.0013633786,"about_ca_topic_score_gemma":0.000763073,"teacher_disagreement_score":0.011153592,"about_ca_system_score_codex":0.0012903503,"about_ca_system_score_gemma":0.0012911157,"threshold_uncertainty_score":0.037312448},"labels":[],"label_agreement":null},{"id":"W3125402255","doi":"10.2139/ssrn.3497807","title":"A Central Bank Strategy for Defending a Currency Target Zone","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Currency; Financial system; Business; Central bank; Monetary economics; Economics; Monetary policy","score_opus":0.018538828560311263,"score_gpt":0.23298406143416553,"score_spread":0.21444523287385425,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125402255","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6257078,0.0017847071,0.20637777,0.014297174,0.00078555575,0.00020564177,0.00014576984,0.0005679262,0.15012766],"genre_scores_gemma":[0.9876024,0.00013695659,0.0052423533,0.00019347786,0.00009143492,0.000021610243,0.000010354598,0.000011984036,0.006689401],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996331,0.00013343463,0.000019461517,0.00007679011,0.00006673015,0.000070527734],"domain_scores_gemma":[0.9989189,0.00040870352,0.00020128759,0.00008983999,0.00016377882,0.00021759667],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012707368,0.00047397247,0.00049208594,0.00064863125,0.0007798731,0.004041222,0.00073416275,0.0032341164,0.006223545],"category_scores_gemma":[0.0044816337,0.0002522673,0.0003655341,0.00039385766,0.00085281127,0.0018049062,0.0014758545,0.0016717123,0.0008546839],"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":[0.0015855107,0.0002168082,0.0061883214,0.00019785468,0.00019762594,0.0019437555,0.0007276505,0.07685546,0.026626645,0.79617333,0.014011386,0.07527561],"study_design_scores_gemma":[0.0007045177,0.001019115,0.0051659066,0.00017260009,0.0003425514,0.0014263191,0.0010610108,0.5135296,0.01252843,0.44069368,0.023242934,0.00011325832],"about_ca_topic_score_codex":0.0007805783,"about_ca_topic_score_gemma":0.0010378936,"teacher_disagreement_score":0.006223545,"about_ca_system_score_codex":0.0008660615,"about_ca_system_score_gemma":0.001361046,"threshold_uncertainty_score":0.020819902},"labels":[],"label_agreement":null},{"id":"W3125467146","doi":"10.2139/ssrn.2442775","title":"Portfolio Optimization in a Defaultable LLvy Driven Market Model","year":2014,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Portfolio optimization; Portfolio; Business; Financial economics; Economics; Computer science","score_opus":0.009125558323882859,"score_gpt":0.20124949484421947,"score_spread":0.1921239365203366,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125467146","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3941933,0.0024043575,0.5642805,0.0075311614,0.00036805845,0.00014595492,0.0008114924,0.000486017,0.0297791],"genre_scores_gemma":[0.9542122,0.0006111355,0.010671189,0.00040209354,0.00017673036,0.000076311844,0.0002663187,0.00008060145,0.03350342],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992532,0.00035207198,0.00003873503,0.00014565526,0.00010534385,0.00010500323],"domain_scores_gemma":[0.9975102,0.0011456814,0.00054025924,0.000115924806,0.000259544,0.00042841962],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00195108,0.0009859608,0.002919036,0.00080819795,0.0007445914,0.0035615359,0.002221418,0.0050777937,0.0052415235],"category_scores_gemma":[0.0067778775,0.0009494609,0.0010755572,0.0008703168,0.0020658574,0.0033015087,0.0023217374,0.0030832142,0.00040763646],"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":[0.00018519319,0.00013335735,0.0015744162,0.000102481834,0.00014154449,0.0008859246,0.00008529482,0.7882648,0.0015187752,0.20069566,0.0022262107,0.0041862386],"study_design_scores_gemma":[0.000032770185,0.000027188535,0.00019040277,0.000005084331,0.000014807646,0.000041769814,0.000010179029,0.9755887,0.00004904351,0.023854071,0.00017396953,0.000012138748],"about_ca_topic_score_codex":0.004613709,"about_ca_topic_score_gemma":0.0027035102,"teacher_disagreement_score":0.0052415235,"about_ca_system_score_codex":0.0012383938,"about_ca_system_score_gemma":0.0012314515,"threshold_uncertainty_score":0.017534614},"labels":[],"label_agreement":null},{"id":"W3125487332","doi":"10.2139/ssrn.3352688","title":"Derivatives Pricing via Machine Learning","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Quest University Canada","funders":"","keywords":"Computer science; Machine learning; Artificial intelligence; Business; Economics","score_opus":0.009042172783850366,"score_gpt":0.20378508434013187,"score_spread":0.1947429115562815,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125487332","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.049133055,0.0011656547,0.94152486,0.0011453667,0.00019056359,0.0000392117,0.00010902178,0.0007374374,0.005954908],"genre_scores_gemma":[0.87796134,0.0008323165,0.11028246,0.00018894044,0.00041505284,0.000060715673,0.00021048644,0.00012342792,0.009925277],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992874,0.0003633678,0.000037281003,0.00011938262,0.00015100792,0.00004155507],"domain_scores_gemma":[0.99419266,0.0044131293,0.0003542076,0.0004602271,0.00046188652,0.00011786618],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017724474,0.0004438034,0.001075988,0.0011152257,0.00050278177,0.0020131604,0.0007594643,0.0013209078,0.0043544755],"category_scores_gemma":[0.011812464,0.00052709994,0.00067565806,0.00097169925,0.0009477301,0.0026024214,0.0009899744,0.0021467765,0.00074805046],"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":[0.0001279575,0.00020737095,0.002032692,0.000110072666,0.00010113568,0.00011272101,0.00007387195,0.6243704,0.0011992574,0.20154709,0.0046445215,0.16547292],"study_design_scores_gemma":[0.0000034448467,0.0000040220257,0.00008604072,0.0000031195023,0.0000022273166,0.000006884948,9.407598e-7,0.9675601,0.00008772191,0.032082003,0.00016089108,0.0000025587478],"about_ca_topic_score_codex":0.0017710531,"about_ca_topic_score_gemma":0.0013643067,"teacher_disagreement_score":0.0043544755,"about_ca_system_score_codex":0.0007750815,"about_ca_system_score_gemma":0.00067569216,"threshold_uncertainty_score":0},"labels":[],"label_agreement":null},{"id":"W3125553128","doi":"10.1093/jjfinec/nbx022","title":"Non-affine GARCH Option Pricing Models, Variance-Dependent Kernels, and Diffusion Limits*","year":2017,"lang":"en","type":"article","venue":"Journal of Financial Econometrics","topic":"Stochastic processes and financial applications","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":"University of Calgary; Université du Québec à Montréal","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Variance (accounting); Affine transformation; Econometrics; Economics; Valuation of options; Mathematics; Diffusion; Financial economics; Physics; Volatility (finance); Geometry; Accounting","score_opus":0.05192064071237137,"score_gpt":0.24425052427344912,"score_spread":0.19232988356107775,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125553128","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.29574725,0.0020000408,0.6938593,0.0013335353,0.00012778451,0.00003404691,0.00008306513,0.00018182812,0.006633203],"genre_scores_gemma":[0.9817649,0.0006940392,0.013717342,0.00006926127,0.00010047265,0.000021117934,0.000051697785,0.00003549672,0.0035456934],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992787,0.00031179588,0.000048058064,0.0001257238,0.00014126532,0.00009446932],"domain_scores_gemma":[0.9953229,0.0024602287,0.0011165183,0.00037149477,0.0004206914,0.00030821265],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002320538,0.0009328363,0.0010195563,0.0009616608,0.00055556756,0.0023178072,0.0014838115,0.0019560757,0.0013558283],"category_scores_gemma":[0.012862524,0.0005795648,0.0010781249,0.001020232,0.0022813147,0.004680425,0.0014127176,0.002040037,0.00020203984],"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":[0.000053183314,0.00008309291,0.0029575536,0.00010200067,0.00007942782,0.0005593617,0.00020562927,0.16236788,0.003732853,0.82092917,0.00059046946,0.008339446],"study_design_scores_gemma":[0.000009756494,0.000025584759,0.00074451,0.000007993605,0.000015701324,0.0001207713,0.000030518382,0.77005297,0.000495525,0.228109,0.00036402795,0.000023634382],"about_ca_topic_score_codex":0.002755875,"about_ca_topic_score_gemma":0.00126061,"teacher_disagreement_score":0.002755875,"about_ca_system_score_codex":0.0009820065,"about_ca_system_score_gemma":0.00067881256,"threshold_uncertainty_score":0.012272358},"labels":[],"label_agreement":null},{"id":"W3125616152","doi":"10.1093/rfs/hht033","title":"Capturing Option Anomalies with a Variance-Dependent Pricing Kernel","year":2013,"lang":"en","type":"article","venue":"Review of Financial Studies","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":302,"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":"Variance risk premium; Stochastic discount factor; Econometrics; Economics; Variance (accounting); Volatility (finance); Valuation of options; Stock (firearms); Autoregressive conditional heteroskedasticity; Mathematics; Implied volatility; Capital asset pricing model; Volatility risk premium","score_opus":0.03273029999206777,"score_gpt":0.24672325314636226,"score_spread":0.21399295315429448,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125616152","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11387752,0.00028986816,0.88336295,0.00039423344,0.00005794776,0.000015185976,0.00005096136,0.00018438113,0.0017668519],"genre_scores_gemma":[0.9429233,0.00026807407,0.05461519,0.00006768459,0.00010175575,0.000021835636,0.000060038354,0.000055003366,0.0018870579],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993212,0.00025087854,0.000040115992,0.00011191096,0.0001811695,0.0000946797],"domain_scores_gemma":[0.9970197,0.0016249415,0.00056184066,0.0004095709,0.0002591224,0.0001247917],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015674401,0.0005293644,0.0007440481,0.0006991992,0.00022356446,0.0018191446,0.0013846384,0.0016912315,0.0008889664],"category_scores_gemma":[0.008821835,0.0006003284,0.0009672287,0.000707728,0.0008615231,0.0027001014,0.0013471121,0.001454837,0.00021537059],"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":[0.00006794754,0.00008022909,0.0046397424,0.00005948097,0.00011326131,0.00037244632,0.0001444202,0.5817996,0.0074414215,0.38491055,0.00062036305,0.019750554],"study_design_scores_gemma":[0.0000043213067,0.00000695381,0.00020948495,0.0000018113839,0.0000057531465,0.0000285811,0.000003342787,0.9654527,0.00014235936,0.03397265,0.00016382447,0.0000082531305],"about_ca_topic_score_codex":0.0023133976,"about_ca_topic_score_gemma":0.0009897273,"teacher_disagreement_score":0.0023133976,"about_ca_system_score_codex":0.00056128774,"about_ca_system_score_gemma":0.0007641886,"threshold_uncertainty_score":0.008289516},"labels":[],"label_agreement":null},{"id":"W3125648671","doi":"10.3982/ecta9240","title":"Estimation of Jump Tails","year":2011,"lang":"en","type":"article","venue":"Econometrica","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":135,"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":"Jump; Estimation; Econometrics; Economics; Statistics; Mathematics; Physics","score_opus":0.05661908141956747,"score_gpt":0.21539975615689905,"score_spread":0.15878067473733157,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125648671","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.01920726,0.000075113996,0.9797443,0.000050991006,0.000015355094,0.000015997208,0.00007891739,0.00017908312,0.00063288567],"genre_scores_gemma":[0.7224239,0.00036548785,0.27324262,0.0001218584,0.00014356348,0.00012600435,0.0007844861,0.00014839665,0.00264371],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989962,0.00032883268,0.00006447814,0.00019217661,0.00031939926,0.00009893933],"domain_scores_gemma":[0.993523,0.0038971936,0.0008727718,0.0010151905,0.0005342147,0.00015757585],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033242174,0.00058568676,0.0008828662,0.0017682693,0.00033138477,0.0013806117,0.0017068548,0.0011996694,0.0017273772],"category_scores_gemma":[0.018572843,0.00061986287,0.00085892144,0.00092063204,0.0007616273,0.002567084,0.0015876732,0.0021334998,0.00027707408],"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":[0.00015029787,0.0001412563,0.023285408,0.00015808117,0.0004315204,0.00028240497,0.00022789928,0.5325828,0.00870318,0.26846567,0.0017794599,0.16379197],"study_design_scores_gemma":[0.0000105323215,0.000020702584,0.002435933,0.000016144748,0.000020896561,0.000047460424,0.000010980317,0.9339682,0.001385452,0.06125795,0.0007982083,0.000027454655],"about_ca_topic_score_codex":0.0018207566,"about_ca_topic_score_gemma":0.0017850363,"teacher_disagreement_score":0.0033242174,"about_ca_system_score_codex":0.00041791648,"about_ca_system_score_gemma":0.0008291407,"threshold_uncertainty_score":0.01758033},"labels":[],"label_agreement":null},{"id":"W3125726708","doi":"10.46298/arima.1864","title":"Solutions de similitude d'un jeu différentiel stochastique","year":2006,"lang":"fr","type":"article","venue":"Revue Africaine de la Recherche en Informatique et Mathématiques Appliquées","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"","keywords":"Mathematics; Infinitesimal; Stochastic differential equation; Constant (computer programming); Calculus (dental); Applied mathematics; Mathematical analysis; Computer science","score_opus":0.07083223119305558,"score_gpt":0.3128509555344194,"score_spread":0.2420187243413638,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125726708","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17472333,0.0014427801,0.7916468,0.0021779088,0.00028566856,0.00011591992,0.00015855364,0.0001419648,0.029307177],"genre_scores_gemma":[0.9011405,0.0011964184,0.060317237,0.00036595168,0.00020024233,0.00031725917,0.00019639327,0.00010407514,0.03616189],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99915195,0.00025266476,0.000053077405,0.00020298388,0.00020318068,0.00013613471],"domain_scores_gemma":[0.9984347,0.000760567,0.00028217965,0.00006733323,0.00028789858,0.00016719053],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015018536,0.0011830515,0.0012389472,0.0011581348,0.0007700602,0.0026242114,0.0010944329,0.0026944214,0.002588846],"category_scores_gemma":[0.004800506,0.0005933204,0.0017088791,0.00084749184,0.0028269014,0.001309204,0.0025865927,0.0022042927,0.00023321879],"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":[0.00008258976,0.000057498964,0.001315409,0.00019197732,0.00009758858,0.0005097185,0.00060173095,0.22202966,0.007075871,0.76051676,0.0010291948,0.006491955],"study_design_scores_gemma":[0.00004346089,0.00007065723,0.00038215448,0.000024793751,0.000026634103,0.00016270229,0.00015052024,0.8519738,0.0015276371,0.14294752,0.0026544125,0.000035728477],"about_ca_topic_score_codex":0.005718525,"about_ca_topic_score_gemma":0.002244229,"teacher_disagreement_score":0.005718525,"about_ca_system_score_codex":0.001788111,"about_ca_system_score_gemma":0.0016139676,"threshold_uncertainty_score":0.012973726},"labels":[],"label_agreement":null},{"id":"W3125814860","doi":"10.1016/j.najef.2024.102153","title":"Pricing exchange options under stochastic correlation","year":2024,"lang":"en","type":"article","venue":"The North American Journal of Economics and Finance","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Financial economics; Economics; Econometrics; Mathematical economics","score_opus":0.020184933825327506,"score_gpt":0.21607913564820772,"score_spread":0.1958942018228802,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125814860","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.41402683,0.0013658083,0.57059085,0.0038045554,0.0003757275,0.00007698411,0.00013061985,0.00032370252,0.0093049165],"genre_scores_gemma":[0.98127156,0.0007036032,0.012042399,0.00016112052,0.00032948205,0.000045080465,0.00009502395,0.00007863936,0.0052730856],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99754506,0.0012664436,0.00015104034,0.00022144696,0.00058283604,0.00023320636],"domain_scores_gemma":[0.9727659,0.021365682,0.0026660927,0.0008518272,0.0012463495,0.001104098],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006154164,0.00094978564,0.0021047837,0.0013333985,0.00050414173,0.004639364,0.0015130795,0.0037758294,0.0031870566],"category_scores_gemma":[0.03727052,0.0012567,0.0013767522,0.0017500218,0.0026940256,0.008484589,0.0022095565,0.0034156556,0.0002870319],"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":[0.00024735503,0.00007856426,0.0019355749,0.000071450326,0.00010053363,0.0006598523,0.00012385298,0.33731362,0.0011322077,0.650564,0.0008360782,0.00693686],"study_design_scores_gemma":[0.000046053243,0.000042614472,0.00042221777,0.000014252175,0.000019854326,0.00011087422,0.000018982964,0.8525152,0.00023319016,0.14630745,0.00024081253,0.000028558019],"about_ca_topic_score_codex":0.0012654684,"about_ca_topic_score_gemma":0.00088085217,"teacher_disagreement_score":0.006154164,"about_ca_system_score_codex":0.0014055696,"about_ca_system_score_gemma":0.0015791038,"threshold_uncertainty_score":0.0325467},"labels":[],"label_agreement":null},{"id":"W3125913908","doi":"10.1016/j.jedc.2014.05.011","title":"Asset prices in affine real business cycle models","year":2014,"lang":"en","type":"article","venue":"Journal of Economic Dynamics and Control","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":26,"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 cycle; Affine transformation; Econometrics; Volatility (finance); Stochastic investment model; Stochastic volatility; Mathematical economics; Asset (computer security); General equilibrium theory; Simple (philosophy); Dynamic stochastic general equilibrium; Asset allocation; Computer science; Mathematics; Microeconomics; Financial economics; Macroeconomics; Monetary policy","score_opus":0.00824724966732822,"score_gpt":0.1984153596593742,"score_spread":0.19016810999204597,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125913908","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4926363,0.003002117,0.48412687,0.0035744607,0.00028393356,0.00004863974,0.00040062863,0.00030768086,0.015619327],"genre_scores_gemma":[0.9853735,0.0012711567,0.004532834,0.000099659694,0.00012996685,0.000025145895,0.00015803434,0.00004345186,0.008366257],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994754,0.00026099524,0.000034160217,0.00009153123,0.00008109001,0.000056721492],"domain_scores_gemma":[0.9971835,0.0018120761,0.00053879624,0.00011552226,0.0001923267,0.0001576324],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001719852,0.0006700353,0.0014912935,0.0007635869,0.0003897584,0.0035129571,0.0011955575,0.0018250453,0.0033488937],"category_scores_gemma":[0.010156318,0.00089298055,0.000789017,0.0011167667,0.0016569132,0.0039703175,0.0010524517,0.0017045276,0.00034668483],"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":[0.00006245509,0.000043663804,0.0011796836,0.000053816606,0.000058387406,0.00019107247,0.00008622665,0.63311887,0.00048825302,0.35974017,0.0007264795,0.0042509194],"study_design_scores_gemma":[0.000017146607,0.000014519741,0.00024304294,0.0000058951705,0.00001383499,0.00002448367,0.000013064247,0.9188259,0.000060732877,0.08053296,0.00023757709,0.000010739821],"about_ca_topic_score_codex":0.0048160814,"about_ca_topic_score_gemma":0.002479079,"teacher_disagreement_score":0.0048160814,"about_ca_system_score_codex":0.0010124173,"about_ca_system_score_gemma":0.0007814428,"threshold_uncertainty_score":0.01120317},"labels":[],"label_agreement":null},{"id":"W3126001458","doi":"10.2139/ssrn.2897073","title":"Portfolio Selection with Transaction Costs and Jump-Diffusion Asset Dynamics I: A Numerical Solution","year":2016,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Jump diffusion; Transaction cost; Selection (genetic algorithm); Portfolio; Asset (computer security); Jump; Diffusion; Dynamics (music); Econometrics; Economics; Computer science; Actuarial science; Microeconomics; Business; Financial economics; Physics; Computer security; Thermodynamics","score_opus":0.0067207805298315606,"score_gpt":0.19831672338940234,"score_spread":0.1915959428595708,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3126001458","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.38222367,0.0053690244,0.5363897,0.0073980377,0.0008334591,0.00041429233,0.00083585706,0.00040565123,0.06613035],"genre_scores_gemma":[0.87447345,0.001275446,0.10087381,0.0006965067,0.00037785727,0.00033586498,0.00031932315,0.00014872596,0.021498961],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99967074,0.00014404565,0.000021264737,0.000060365892,0.000052029867,0.000051549105],"domain_scores_gemma":[0.99374616,0.004789751,0.00050957414,0.0001975288,0.0004045193,0.00035239616],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018908655,0.0007427577,0.0015710584,0.0010915025,0.00076488324,0.0023597965,0.0016434322,0.0056699566,0.008277142],"category_scores_gemma":[0.015067476,0.0008851885,0.0012552239,0.001590383,0.0019319775,0.0022633334,0.0020237428,0.0024004346,0.00045028338],"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":[0.00005760655,0.00010142211,0.0011676664,0.000096145486,0.0000514775,0.00017549674,0.000060719554,0.9416457,0.00030401733,0.05079429,0.0014866153,0.0040588016],"study_design_scores_gemma":[0.000034682922,0.000009596682,0.00012782915,0.000009740911,0.000009110789,0.000017722265,0.00001495346,0.9926564,0.00003733429,0.0068502915,0.00022688239,0.000005380392],"about_ca_topic_score_codex":0.010318847,"about_ca_topic_score_gemma":0.005747851,"teacher_disagreement_score":0.010318847,"about_ca_system_score_codex":0.0012956052,"about_ca_system_score_gemma":0.0019278179,"threshold_uncertainty_score":0.027689815},"labels":[],"label_agreement":null},{"id":"W3126032741","doi":"10.1111/j.1468-0300.2007.00177.x","title":"Dynamic Equilibrium with Overpriced Put Options","year":2007,"lang":"en","type":"article","venue":"Economic Notes","topic":"Stochastic processes and financial applications","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":"Economics; Simple (philosophy); Anomaly (physics); Trading strategy; General equilibrium theory; Monetary economics; Financial economics; Microeconomics","score_opus":0.015225714856087074,"score_gpt":0.228557625218694,"score_spread":0.21333191036260693,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3126032741","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6585612,0.0009872804,0.2596064,0.0044125663,0.00024032051,0.00009097681,0.0008249308,0.0005002788,0.07477608],"genre_scores_gemma":[0.981124,0.00027834356,0.004987276,0.00013700062,0.000056951154,0.00007362798,0.00017837362,0.000037612666,0.013126947],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99952734,0.00013730215,0.000018250646,0.00009186734,0.000104121485,0.00012111939],"domain_scores_gemma":[0.998976,0.00043877517,0.00024410793,0.00006341289,0.00013379111,0.00014392799],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00063994055,0.000766635,0.0015778218,0.00062499783,0.000763416,0.0027345067,0.001073852,0.002326674,0.007245423],"category_scores_gemma":[0.0031731531,0.0007259339,0.0009075739,0.00059207535,0.0013416512,0.002314362,0.001786761,0.0010939415,0.0007253381],"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":[0.00024189934,0.00013182584,0.0019126298,0.00008844015,0.000098707955,0.0009592039,0.00019657453,0.47635353,0.0058998405,0.507148,0.0026785035,0.0042907707],"study_design_scores_gemma":[0.000096423966,0.000041484247,0.0005457871,0.000007873734,0.000013908821,0.000087886416,0.000049468512,0.87060153,0.00026669505,0.12713753,0.0011202253,0.00003126451],"about_ca_topic_score_codex":0.010282913,"about_ca_topic_score_gemma":0.0055116857,"teacher_disagreement_score":0.010282913,"about_ca_system_score_codex":0.0015820663,"about_ca_system_score_gemma":0.0009953182,"threshold_uncertainty_score":0.024238348},"labels":[],"label_agreement":null},{"id":"W3126885122","doi":"10.3390/jrfm14020057","title":"An Artificial Intelligence Approach to the Valuation of American-Style Derivatives: A Use of Particle Swarm Optimization","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Swarm intelligence; Particle swarm optimization; Artificial intelligence; Valuation (finance); Style (visual arts); Computer science; Computation; Mathematical optimization; Machine learning; Mathematics; Algorithm; Economics; Geography","score_opus":0.058234149216018924,"score_gpt":0.25464853794704656,"score_spread":0.19641438873102762,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3126885122","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.024959384,0.0005631844,0.96577835,0.00047006342,0.00011806135,0.000049806153,0.000018888748,0.00006081666,0.007981539],"genre_scores_gemma":[0.6869862,0.0008702221,0.30874923,0.0001686237,0.00021023837,0.00009838763,0.0000457067,0.00005463608,0.0028167113],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99930394,0.0003183416,0.00004081345,0.00007318945,0.00023869757,0.00002497309],"domain_scores_gemma":[0.99841857,0.000937857,0.0002011206,0.00009908262,0.0002777376,0.0000655206],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00263156,0.0009808742,0.0010119062,0.0012330431,0.0005317346,0.0018574727,0.000759819,0.0013405827,0.0008660544],"category_scores_gemma":[0.0049047796,0.00031719776,0.0006938097,0.00087876385,0.0016128592,0.0016960842,0.0010124217,0.001374595,0.00010559397],"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":[0.00003072272,0.000041643387,0.0008092144,0.000056952125,0.00006385456,0.00006719579,0.00005437271,0.91729873,0.0015749938,0.058005694,0.00038589758,0.021610728],"study_design_scores_gemma":[0.000003932905,0.000023711827,0.00012303604,0.0000055565934,0.0000052417013,0.00001002733,0.000005571302,0.9916065,0.00021321788,0.0076399487,0.00035738942,0.000005851417],"about_ca_topic_score_codex":0.0021996496,"about_ca_topic_score_gemma":0.0012722906,"teacher_disagreement_score":0.00263156,"about_ca_system_score_codex":0.0007494175,"about_ca_system_score_gemma":0.0006969523,"threshold_uncertainty_score":0.013917208},"labels":[],"label_agreement":null},{"id":"W3127113546","doi":"10.2139/ssrn.3321665","title":"Noncausal Affine Processes with Applications to Derivative Pricing","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Affine transformation; Derivative (finance); Mathematics; Computer science; Applied mathematics; Mathematical economics; Mathematical optimization; Calculus (dental); Economics; Pure mathematics; Financial economics","score_opus":0.010646756620645285,"score_gpt":0.21910195014966108,"score_spread":0.2084551935290158,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3127113546","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0349642,0.004994176,0.9436013,0.0017071376,0.00086592144,0.000039792176,0.00009543207,0.00011354334,0.013618511],"genre_scores_gemma":[0.86049706,0.010479345,0.08705062,0.000470907,0.003456212,0.00014129835,0.00019034254,0.00015970774,0.037554458],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99907035,0.00038430755,0.00008247082,0.00016383381,0.00023524936,0.00006392024],"domain_scores_gemma":[0.9887826,0.008524163,0.0011242965,0.00043183935,0.00071173394,0.00042542294],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002478203,0.0014271969,0.0016388015,0.002020397,0.0009491991,0.0034805203,0.0012238625,0.0025960354,0.006197564],"category_scores_gemma":[0.013459258,0.000977921,0.0015381793,0.003185583,0.0027557532,0.0036046235,0.0020801707,0.0034351628,0.00055273704],"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":[0.000015810892,0.000045171855,0.00026466008,0.0000601011,0.000020191277,0.0002184034,0.00008531944,0.033849716,0.00042223986,0.95771855,0.00056372466,0.0067359842],"study_design_scores_gemma":[0.000015032489,0.000021185404,0.00020280087,0.000014843802,0.000020291413,0.0001098187,0.000029737117,0.33631423,0.00016300185,0.6616265,0.0014613064,0.000021234982],"about_ca_topic_score_codex":0.0013642957,"about_ca_topic_score_gemma":0.0013172313,"teacher_disagreement_score":0.006197564,"about_ca_system_score_codex":0.00086553383,"about_ca_system_score_gemma":0.0011681436,"threshold_uncertainty_score":0.02073294},"labels":[],"label_agreement":null},{"id":"W3127912097","doi":"10.1080/14697688.2020.1841907","title":"Informative option portfolios in filter design for option pricing models","year":2021,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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":"HEC Montréal","funders":"Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung","keywords":"Valuation of options; Econometrics; Skewness; Volatility (finance); Economics; Jump diffusion; Exotic option; Jump; Binary option; Asian option; Computer science; Financial economics","score_opus":0.10751690029019044,"score_gpt":0.2856946529438439,"score_spread":0.17817775265365343,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3127912097","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0036028277,0.0003453003,0.99502844,0.00016752147,0.000025124182,0.000026172247,0.000038694503,0.00008024373,0.00068578555],"genre_scores_gemma":[0.34755644,0.002856946,0.63934094,0.0005400397,0.0004221078,0.0007565123,0.00065427955,0.00022657176,0.007646119],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9959455,0.0027715836,0.00014254561,0.00036830408,0.00061124796,0.00016086524],"domain_scores_gemma":[0.98519933,0.012760609,0.0006038116,0.0005955029,0.00060047663,0.00024028803],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009379711,0.0016148261,0.0014097147,0.0011390971,0.0006574898,0.0025762415,0.0012136,0.0024867342,0.0042246273],"category_scores_gemma":[0.030732732,0.0012976447,0.0013682734,0.0013748104,0.0016484744,0.002913242,0.0017281323,0.0030572366,0.00094469736],"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":[0.0001666636,0.00014201363,0.0013074087,0.00020723141,0.00013541218,0.00012282708,0.00014482123,0.46024826,0.0016614869,0.45171827,0.0020979382,0.08204774],"study_design_scores_gemma":[0.000029514253,0.00007255601,0.00014146847,0.000035684265,0.000020865584,0.00003005498,0.000008366216,0.82805973,0.000490069,0.16962008,0.0014673872,0.000024249555],"about_ca_topic_score_codex":0.0014752448,"about_ca_topic_score_gemma":0.0014700608,"teacher_disagreement_score":0.009379711,"about_ca_system_score_codex":0.0011967655,"about_ca_system_score_gemma":0.0015946043,"threshold_uncertainty_score":0.04960525},"labels":[],"label_agreement":null},{"id":"W3129464546","doi":"10.29252/jme.15.2.123","title":"Optimal portfolio allocation with imposed price limit constraint","year":2020,"lang":"en","type":"article","venue":"Journal of Money and Economy","topic":"Stochastic processes and financial applications","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":"Limit (mathematics); Constraint (computer-aided design); Portfolio; Economics; Mathematical optimization; Mathematical economics; Computer science; Mathematics; Financial economics; Mathematical analysis; Geometry","score_opus":0.022977621883822016,"score_gpt":0.19664917924298358,"score_spread":0.17367155735916157,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3129464546","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10207394,0.0015064006,0.8729582,0.00091475656,0.00008915213,0.00015288299,0.00020293533,0.00015248169,0.02194927],"genre_scores_gemma":[0.89859855,0.0009933187,0.088338844,0.00019227424,0.00009416026,0.00031060775,0.00017815153,0.000059182934,0.011234869],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99921703,0.0003455815,0.00003274517,0.00014106894,0.00011176171,0.00015182843],"domain_scores_gemma":[0.9990575,0.0005437338,0.00013285728,0.000052779735,0.0001271637,0.0000859187],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001222228,0.00076767197,0.0015799843,0.00048051932,0.00031716723,0.0015424907,0.0009711537,0.0015684366,0.003641154],"category_scores_gemma":[0.0037433926,0.00065287563,0.0005119345,0.0007601532,0.0006030334,0.0014043387,0.0010978491,0.0009849342,0.00047617807],"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":[0.00010580096,0.00008061641,0.0005779532,0.00011440532,0.000059085287,0.00017248876,0.00004430773,0.9210901,0.0012276609,0.05316771,0.0018321642,0.021527769],"study_design_scores_gemma":[0.0000412439,0.000050750416,0.00022715863,0.000012858971,0.000013789466,0.00003355233,0.000014147755,0.9754741,0.0001966871,0.023263298,0.0006629029,0.000009595518],"about_ca_topic_score_codex":0.0020995282,"about_ca_topic_score_gemma":0.0010967797,"teacher_disagreement_score":0.003641154,"about_ca_system_score_codex":0.0008316137,"about_ca_system_score_gemma":0.0012547212,"threshold_uncertainty_score":0.012180865},"labels":[],"label_agreement":null},{"id":"W3129799581","doi":"10.1007/s00186-022-00772-2","title":"Portfolio optimization: not necessarily concave utility and constraints on wealth and allocation","year":2022,"lang":"en","type":"article","venue":"Mathematical Methods of Operations Research","topic":"Stochastic processes and financial applications","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":"Western University","funders":"Technische Universität München","keywords":"Portfolio; Mathematical optimization; Expected utility hypothesis; Terminal (telecommunication); Portfolio optimization; Portfolio allocation; Regular polygon; Legendre transformation; Transformation (genetics); Convex optimization; Mathematics; Computer science; Mathematical economics; Economics; Financial economics","score_opus":0.17448148640032002,"score_gpt":0.4240910821767344,"score_spread":0.2496095957764144,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3129799581","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08197433,0.00082039856,0.892469,0.002372569,0.00011505036,0.00005288106,0.00018298687,0.0000803633,0.021932393],"genre_scores_gemma":[0.9237088,0.0011922966,0.058183882,0.00035222917,0.0002141306,0.00018231058,0.00019969676,0.00011848352,0.01584816],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988606,0.0006413912,0.000039280752,0.00018320573,0.00013742073,0.00013808483],"domain_scores_gemma":[0.9982046,0.0011764348,0.00016475731,0.00013128159,0.00017752424,0.00014538894],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002528689,0.0012473684,0.0016015031,0.00060902047,0.00036802085,0.0025924402,0.0011817287,0.0019144007,0.0034359333],"category_scores_gemma":[0.008434142,0.00052224024,0.0009132618,0.00087705784,0.0023253707,0.0029023313,0.0018377091,0.0023773974,0.00045257204],"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":[0.000095581534,0.00008413926,0.00047295514,0.00012467132,0.00006368536,0.00044430065,0.0000964082,0.23718154,0.0030124665,0.74632186,0.0020566385,0.010045716],"study_design_scores_gemma":[0.00004685752,0.00006059565,0.00032969957,0.00003753477,0.00002025863,0.0001241438,0.000030463769,0.6888077,0.0010125918,0.30768946,0.0018210778,0.00001950918],"about_ca_topic_score_codex":0.0011351077,"about_ca_topic_score_gemma":0.0005011339,"teacher_disagreement_score":0.0034359333,"about_ca_system_score_codex":0.0011803495,"about_ca_system_score_gemma":0.00094220915,"threshold_uncertainty_score":0.0133731365},"labels":[],"label_agreement":null},{"id":"W3131413198","doi":"10.3390/jrfm14020086","title":"Time-Consistent Investment and Consumption Strategies under a General Discount Function","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Context (archaeology); Mathematical economics; Exponential function; Logarithm; Discounting; Portfolio; Class (philosophy); Consumption (sociology); Stochastic differential equation; Representation (politics); Economics; Bellman equation; Exponential utility; Mathematical optimization; Investment (military); Applied mathematics; Mathematics; Computer science; Financial economics; Finance; Mathematical analysis","score_opus":0.01654371247994153,"score_gpt":0.20938774464991466,"score_spread":0.19284403216997315,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3131413198","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.27584857,0.00076209893,0.71281815,0.0011610142,0.000056888395,0.00006309275,0.00018859925,0.000058373076,0.009043268],"genre_scores_gemma":[0.95589167,0.00056033046,0.036845364,0.00007188688,0.000044752625,0.00006968313,0.0001118734,0.000022537568,0.006381949],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988877,0.00045320397,0.00005202244,0.00032642405,0.00013830538,0.00014239605],"domain_scores_gemma":[0.9975541,0.001417881,0.0005819605,0.00015410184,0.00017098269,0.00012097416],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031695853,0.0007369512,0.00088802236,0.00047626477,0.00028542159,0.0021252565,0.0013966777,0.0019660823,0.0017084472],"category_scores_gemma":[0.009954961,0.0005852585,0.0008634569,0.0006125762,0.0012363719,0.0039431327,0.0009811196,0.0014368923,0.00017548502],"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":[0.00009394881,0.000050828243,0.0014018009,0.000058787235,0.00006168986,0.00033073564,0.00017513408,0.33024335,0.001308562,0.65895253,0.0002599913,0.007062708],"study_design_scores_gemma":[0.000040338076,0.000049100356,0.0005684901,0.000020339414,0.000022134449,0.00007762187,0.00005960814,0.6915102,0.00047773542,0.30647525,0.0006758943,0.000023177867],"about_ca_topic_score_codex":0.0024422805,"about_ca_topic_score_gemma":0.0013407564,"teacher_disagreement_score":0.0031695853,"about_ca_system_score_codex":0.0016326212,"about_ca_system_score_gemma":0.00096900563,"threshold_uncertainty_score":0.016762555},"labels":[],"label_agreement":null},{"id":"W3132443516","doi":"10.48550/arxiv.2102.12694","title":"Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments","year":2021,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Concordia University","funders":"","keywords":"Valuation (finance); Valuation of options; Residual; Economics; Econometrics; Exotic option; Financial economics; Actuarial science; Financial market; Computer science; Finance","score_opus":0.05066145286933984,"score_gpt":0.16975140334464817,"score_spread":0.11908995047530832,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3132443516","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.26533732,0.0010820223,0.72907954,0.00044262246,0.000055226654,0.000027711341,0.00003513112,0.00008874956,0.0038516675],"genre_scores_gemma":[0.97685355,0.0002495641,0.021507096,0.000040791892,0.000022849335,0.000012606863,0.00002083148,0.000012826574,0.0012799104],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99947757,0.00027723203,0.00002040876,0.00007956864,0.00009284605,0.00005246592],"domain_scores_gemma":[0.99819404,0.0012778683,0.00020367096,0.00013926675,0.00009186291,0.000093265684],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001990955,0.0008621813,0.001009072,0.00036393167,0.00022897843,0.001507338,0.0008053849,0.0010957526,0.0013216868],"category_scores_gemma":[0.005971074,0.00037640205,0.0006615827,0.00033993606,0.0016565543,0.002861874,0.0013226477,0.0017642792,0.00008863514],"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":[0.00009564085,0.000054135806,0.0009604302,0.00004770129,0.000040233997,0.00013529674,0.000046780715,0.9005035,0.0017913294,0.084023945,0.00014580664,0.012155121],"study_design_scores_gemma":[0.0000072967887,0.000026646492,0.00011510643,0.0000033877568,0.000005293719,0.000012696307,0.0000042364823,0.9798274,0.0002808887,0.019630823,0.000081654056,0.000004684745],"about_ca_topic_score_codex":0.0013206946,"about_ca_topic_score_gemma":0.0009930468,"teacher_disagreement_score":0.001990955,"about_ca_system_score_codex":0.00070088543,"about_ca_system_score_gemma":0.00040892433,"threshold_uncertainty_score":0.010529339},"labels":[],"label_agreement":null},{"id":"W3132842644","doi":"","title":"Robust pricing and hedging of options on multiple assets and its numerics","year":2021,"lang":"en","type":"article","venue":"Oxford University Research Archive (ORA) (University of Oxford)","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"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":"St. John's College, University of Oxford; ShanghaiTech University; University of Toronto; H2020 European Research Council; University of Michigan; Simons Foundation","keywords":"Copula (linguistics); Martingale (probability theory); Valuation of options; Computer science; Econometrics; Optimal stopping; Economics; Operations research; Mathematical optimization; Financial economics; Mathematics; Applied mathematics","score_opus":0.05609679184886583,"score_gpt":0.24077281679848814,"score_spread":0.18467602494962232,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3132842644","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09563477,0.0014686928,0.8929163,0.0019626657,0.0001651947,0.00004332437,0.000114931754,0.00014443413,0.0075496067],"genre_scores_gemma":[0.9175648,0.0007206812,0.07493501,0.00017699835,0.00016475136,0.00008366481,0.00010540939,0.00010622691,0.006142466],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99919087,0.00038077083,0.000038449554,0.00013655286,0.00017389902,0.00007939772],"domain_scores_gemma":[0.9968401,0.0021189442,0.0004423016,0.00018726915,0.00021294106,0.00019842005],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032246707,0.0011446581,0.0012552632,0.0010077865,0.000413221,0.0021935543,0.0012534013,0.0024535554,0.002310538],"category_scores_gemma":[0.01189909,0.0006651449,0.0014557054,0.0008585238,0.0025962081,0.0029387146,0.0017753476,0.0022544994,0.00019227223],"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":[0.000056989247,0.000036129728,0.0006629993,0.00008415841,0.0000689964,0.00026144224,0.00005779463,0.78828096,0.0021877978,0.20266788,0.00036480755,0.005270061],"study_design_scores_gemma":[0.0000044021176,0.000009376792,0.000073097435,0.0000054043585,0.000004151307,0.000016987828,0.000004372753,0.96883285,0.00017465136,0.030741878,0.00012661424,0.0000062196723],"about_ca_topic_score_codex":0.0026241527,"about_ca_topic_score_gemma":0.0012718182,"teacher_disagreement_score":0.0032246707,"about_ca_system_score_codex":0.001161087,"about_ca_system_score_gemma":0.00083542656,"threshold_uncertainty_score":0.017053902},"labels":[],"label_agreement":null},{"id":"W3133327892","doi":"10.2139/ssrn.3728995","title":"A Discrete-Time Hedging Framework with Multiple Factors and Fat Tails: On What Matters","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; University of Calgary; Université de Montréal","funders":"","keywords":"Econometrics; Computer science; Mathematics; Economics; Mathematical economics","score_opus":0.012371586639457156,"score_gpt":0.20323699320845845,"score_spread":0.1908654065690013,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3133327892","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09484474,0.019298725,0.845667,0.020346938,0.0011249296,0.000046457928,0.00022310972,0.00021042295,0.018237723],"genre_scores_gemma":[0.92463297,0.010445994,0.048582375,0.0013060414,0.0017481283,0.00004711262,0.00014834099,0.00010772602,0.012981152],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99906427,0.00041906175,0.000051201514,0.00021463941,0.00013128617,0.00011959101],"domain_scores_gemma":[0.9934029,0.0047161547,0.0005571817,0.0004124221,0.00042024045,0.0004910799],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0044526746,0.0011326672,0.0020011428,0.00058173056,0.0006584787,0.0058659194,0.0033507291,0.0041623903,0.006274827],"category_scores_gemma":[0.012584445,0.0010724871,0.0013527708,0.0010576487,0.0031577686,0.011792597,0.0022068333,0.0051866663,0.0005496874],"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":[0.00007749185,0.00006530361,0.0007726361,0.000158201,0.00008547376,0.00023553992,0.00011985266,0.06725351,0.000305471,0.916048,0.002031745,0.012846701],"study_design_scores_gemma":[0.000035794288,0.000032620454,0.00033640585,0.00007022291,0.000040046623,0.00008738041,0.00005255497,0.250781,0.00006471126,0.747125,0.0013337448,0.00004052985],"about_ca_topic_score_codex":0.0026473778,"about_ca_topic_score_gemma":0.0021429341,"teacher_disagreement_score":0.006274827,"about_ca_system_score_codex":0.0011559206,"about_ca_system_score_gemma":0.0011443573,"threshold_uncertainty_score":0.023548305},"labels":[],"label_agreement":null},{"id":"W3133530410","doi":"10.3390/jrfm14030130","title":"Pricing Perpetual American Put Options with Asset-Dependent Discounting","year":2021,"lang":"en","type":"preprint","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Narodowe Centrum Nauki","keywords":"Omega; Discounting; Martingale (probability theory); Mathematical economics; Function (biology); Exponential function; Combinatorics; Mathematics; Physics; Economics; Finance; Applied mathematics; Quantum mechanics; Mathematical analysis","score_opus":0.011190468282746625,"score_gpt":0.21555926330670858,"score_spread":0.20436879502396196,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3133530410","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.019069444,0.00013924946,0.97944164,0.0000840572,0.000024540765,0.000027547672,0.000020217294,0.00012122861,0.0010720534],"genre_scores_gemma":[0.27041945,0.00044848496,0.72479045,0.00007996269,0.000059786908,0.00013020856,0.0001324984,0.00009567104,0.0038434488],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99933285,0.00020817475,0.00004284227,0.00009803852,0.00025791014,0.00006013281],"domain_scores_gemma":[0.99892277,0.00069101684,0.00008682713,0.00010789459,0.00013872159,0.000052773325],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017024582,0.0005887311,0.0008343327,0.00053434464,0.00040925914,0.0019651805,0.0018009354,0.0014363417,0.00205288],"category_scores_gemma":[0.0058962093,0.00041554112,0.00068272144,0.0008595339,0.0008212434,0.0017956918,0.0013036863,0.0016768642,0.00044338198],"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":[0.00013648835,0.000068560454,0.0015412647,0.00009834525,0.000054056705,0.00025042187,0.000214948,0.4968695,0.004555668,0.36667302,0.0009476234,0.12859017],"study_design_scores_gemma":[0.000017825147,0.00002546829,0.00010368695,0.000009825204,0.0000051978477,0.00007721072,0.000008761967,0.9352252,0.0010638327,0.062063966,0.0013879902,0.000011072361],"about_ca_topic_score_codex":0.0011138624,"about_ca_topic_score_gemma":0.00083174097,"teacher_disagreement_score":0.00205288,"about_ca_system_score_codex":0.00066413585,"about_ca_system_score_gemma":0.00087301154,"threshold_uncertainty_score":0.00900358},"labels":[],"label_agreement":null},{"id":"W3134034902","doi":"10.24148/wp2021-08","title":"Inflation Expectations and Risk Premia in Emerging Bond Markets: Evidence from Mexico","year":2021,"lang":"en","type":"article","venue":"Federal Reserve Bank of San Francisco, Working Paper Series","topic":"Stochastic processes and financial applications","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":"Risk premium; Inflation (cosmology); Economics; Bond; Market liquidity; Monetary economics; Emerging markets; Affine term structure model; Arbitrage; Monetary policy; Bond market; Financial economics; Yield curve; Macroeconomics; Finance","score_opus":0.025741616248525973,"score_gpt":0.23945961081409542,"score_spread":0.21371799456556945,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3134034902","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9973037,0.000454843,0.00025725787,0.00038935794,0.0000026442258,0.000004470759,0.00025826477,0.000004346204,0.0013250877],"genre_scores_gemma":[0.9982152,0.00096413936,0.00012951909,0.000025746265,0.000011610319,0.000004079642,0.00041340114,0.0000024141361,0.0002339908],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9998894,0.00003212329,0.000009384819,0.000021904782,0.000025970556,0.000021174566],"domain_scores_gemma":[0.99696106,0.0008234692,0.0016696638,0.00011401101,0.0002982905,0.00013344016],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007131361,0.00012024604,0.00021581727,0.00044704645,0.00038743735,0.0010836001,0.0002810969,0.00040556933,0.0012793287],"category_scores_gemma":[0.0037181461,0.00012848794,0.00014764264,0.0008144485,0.00026222933,0.000575439,0.0004900834,0.0005748804,0.00010264146],"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":[0.00082598726,0.0002427944,0.96100867,0.00010000524,0.00017967036,0.00041127153,0.0013554615,0.0032768138,0.0007618108,0.007844028,0.0018943251,0.022099232],"study_design_scores_gemma":[0.000114287715,0.00008653768,0.9863914,0.000050974137,0.00011621221,0.0001058637,0.0011410704,0.006436635,0.00037370966,0.0023679552,0.002796224,0.000019164787],"about_ca_topic_score_codex":0.030968446,"about_ca_topic_score_gemma":0.019993344,"teacher_disagreement_score":0.030968446,"about_ca_system_score_codex":0.00048321232,"about_ca_system_score_gemma":0.0003120072,"threshold_uncertainty_score":0.061576426},"labels":[],"label_agreement":null},{"id":"W3134155837","doi":"10.1017/s1748499521000051","title":"Evaluation of equity-linked products in the presence of policyholder surrender option using risk-control strategies","year":2021,"lang":"en","type":"article","venue":"Annals of Actuarial Science","topic":"Stochastic processes and financial applications","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":"TD Bank Group; Concordia University","funders":"","keywords":"Surrender; Equity (law); Economics; Moneyness; Actuarial science; Control (management); Product (mathematics); Financial economics; Business; Microeconomics; Management; Political science; Mathematics","score_opus":0.29263769905075304,"score_gpt":0.3966626108508463,"score_spread":0.10402491180009327,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3134155837","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.63462806,0.0009242217,0.35644928,0.00026606573,0.000052543008,0.0000824329,0.00004720483,0.000116490846,0.007433643],"genre_scores_gemma":[0.9934621,0.00007233071,0.005522829,0.00000958605,0.000005289211,0.00000845328,0.000017232049,0.0000066112493,0.00089558784],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99932015,0.00029891456,0.00002996442,0.00009228344,0.00018266583,0.00007603737],"domain_scores_gemma":[0.9962304,0.0026848062,0.00034816415,0.00014711077,0.00035509813,0.00023439908],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030358962,0.0006843014,0.00089078245,0.00058255624,0.00026359546,0.0019884857,0.0008079585,0.0011973167,0.0022234651],"category_scores_gemma":[0.0060456074,0.00025668883,0.00059620774,0.00034725328,0.0009946029,0.0015768748,0.0011449122,0.00087138434,0.000092591734],"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":[0.00025566365,0.0000950235,0.0022712222,0.00008851844,0.000055045857,0.0004319709,0.00005153214,0.95789254,0.00531423,0.022055484,0.00015150342,0.011337142],"study_design_scores_gemma":[0.0000028026186,0.000050495342,0.00016601691,0.000004035621,0.0000070369315,0.000015021917,0.0000074561794,0.9973558,0.0006183498,0.0017257405,0.000043056887,0.000004132765],"about_ca_topic_score_codex":0.0017261057,"about_ca_topic_score_gemma":0.0006818345,"teacher_disagreement_score":0.0030358962,"about_ca_system_score_codex":0.0007647014,"about_ca_system_score_gemma":0.00055043714,"threshold_uncertainty_score":0.016055584},"labels":[],"label_agreement":null},{"id":"W3134585669","doi":"10.2139/ssrn.3729066","title":"Penalty Methods for Bilateral XVA Pricing in European and American Contingent Claims by a PDE Model","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Economics; Econometrics; Actuarial science; Financial economics","score_opus":0.014630424473646817,"score_gpt":0.2698590718247816,"score_spread":0.25522864735113476,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3134585669","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0295678,0.0007747281,0.9614053,0.0013378839,0.0002659491,0.000054305037,0.00007350646,0.00011419777,0.006406318],"genre_scores_gemma":[0.7224928,0.001548269,0.2174108,0.0007048814,0.0008151603,0.00034217548,0.0004103301,0.00057501777,0.05570053],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9988244,0.00071667775,0.000058646383,0.0001123606,0.00017588671,0.00011194646],"domain_scores_gemma":[0.99068403,0.0070748776,0.0003899891,0.0003413984,0.0007471512,0.0007626159],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0051060035,0.001072766,0.001536588,0.0012800217,0.0008117224,0.0024662532,0.001996137,0.002958073,0.005064134],"category_scores_gemma":[0.014217859,0.0007977609,0.0014417692,0.0009876277,0.0022457072,0.0035777518,0.0029172185,0.0039303694,0.0005066304],"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":[0.0001306624,0.00014717595,0.00068447774,0.00012451601,0.000059340957,0.00017394732,0.00014448023,0.45255157,0.0013756581,0.5252197,0.0026270612,0.016761355],"study_design_scores_gemma":[0.000009601552,0.000007780202,0.00006111426,0.0000065519807,0.000004091336,0.000010328426,0.000008918276,0.9737501,0.00004621945,0.025775282,0.00031305707,0.000007064606],"about_ca_topic_score_codex":0.007143411,"about_ca_topic_score_gemma":0.0049186232,"teacher_disagreement_score":0.007143411,"about_ca_system_score_codex":0.0013836997,"about_ca_system_score_gemma":0.0021146857,"threshold_uncertainty_score":0.027003467},"labels":[],"label_agreement":null},{"id":"W3134800124","doi":"10.2139/ssrn.3531307","title":"Basis Risk in Variable Annuities","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Université de Montréal; Université du Québec à Montréal","funders":"","keywords":"Variable (mathematics); Econometrics; Basis (linear algebra); Economics; Actuarial science; Computer science; Mathematics","score_opus":0.013540575626945592,"score_gpt":0.19627753495886527,"score_spread":0.1827369593319197,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3134800124","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5255573,0.0025039287,0.44947186,0.0015125743,0.00020256711,0.00003121554,0.00013016786,0.00025177738,0.020338612],"genre_scores_gemma":[0.98414546,0.00067716406,0.0053393072,0.000038105285,0.00007976694,0.000014102023,0.00006029831,0.00005285493,0.009592934],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99922824,0.0003136862,0.00003684441,0.00012709097,0.00016789213,0.00012636944],"domain_scores_gemma":[0.9932637,0.004205562,0.0008723556,0.00050706975,0.0005315332,0.00061984436],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027712977,0.0004489761,0.0010790598,0.0009509623,0.00053857616,0.0025848784,0.0012827237,0.0014854359,0.004298127],"category_scores_gemma":[0.013317007,0.00044173712,0.00063407165,0.00094413414,0.0019062355,0.0037736418,0.0015970552,0.00219166,0.0004387757],"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":[0.00010704632,0.00004111106,0.0022087584,0.00004916292,0.000029995881,0.0002710697,0.00016298037,0.088988245,0.0008985645,0.89696485,0.0009946363,0.009283694],"study_design_scores_gemma":[0.000016114438,0.000037629656,0.0012206943,0.000024967458,0.000021577429,0.00015394061,0.00009700093,0.30265698,0.00040185027,0.6945342,0.00081161474,0.000023512852],"about_ca_topic_score_codex":0.0013460071,"about_ca_topic_score_gemma":0.00084945443,"teacher_disagreement_score":0.004298127,"about_ca_system_score_codex":0.00092016323,"about_ca_system_score_gemma":0.0005335479,"threshold_uncertainty_score":0.014656246},"labels":[],"label_agreement":null},{"id":"W3134807385","doi":"10.2139/ssrn.2313807","title":"Asset Pricing with Regime-Dependent Preferences and Learning","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Center for Interuniversity Research and Analysis on Organizations; Quest University Canada","funders":"","keywords":"Economics; Equity premium puzzle; Interest rate; Risk premium; Yield curve; Econometrics; Unobservable; Capital asset pricing model; Stock market; Volatility (finance); General equilibrium theory; Bond; Financial economics; Recession; Monetary economics; Microeconomics; Macroeconomics","score_opus":0.011161001980981786,"score_gpt":0.19608746514109432,"score_spread":0.18492646316011252,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3134807385","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.45847508,0.0011694595,0.5208234,0.0035667978,0.00017534984,0.0000795963,0.00042229617,0.00022948429,0.015058545],"genre_scores_gemma":[0.97353137,0.0008452086,0.0115229115,0.00022476442,0.00030581342,0.00004656314,0.0001818924,0.000037099166,0.013304273],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9983682,0.00073011004,0.00007969011,0.00031947042,0.00020964514,0.0002928119],"domain_scores_gemma":[0.9851789,0.009533689,0.0021592297,0.0014887868,0.0007177694,0.0009216377],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004622887,0.0006960197,0.0020138726,0.00076252344,0.000687901,0.0040147277,0.0018342999,0.0028578953,0.00560347],"category_scores_gemma":[0.02059173,0.00084461784,0.0014570908,0.0013385204,0.0023800714,0.0063095735,0.0019831387,0.0038646997,0.0008516954],"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":[0.00021737293,0.00023713929,0.0066187475,0.000108451786,0.00019828492,0.0006684128,0.00026831735,0.17369059,0.0010784899,0.7952109,0.0020639251,0.019639347],"study_design_scores_gemma":[0.00004443438,0.000046239176,0.0016004542,0.000009668533,0.000023524455,0.00017800588,0.00004875203,0.53107005,0.00012364879,0.46644732,0.00037495425,0.000033022905],"about_ca_topic_score_codex":0.0020531162,"about_ca_topic_score_gemma":0.0015640841,"teacher_disagreement_score":0.00560347,"about_ca_system_score_codex":0.0010871793,"about_ca_system_score_gemma":0.00080328214,"threshold_uncertainty_score":0.024448454},"labels":[],"label_agreement":null},{"id":"W3135002281","doi":"10.2139/ssrn.3737708","title":"Supplementary Material of 'On the Estimation of Jump-Diffusion Models Using High-Frequency Data: A Filtering-Based Approach'","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Wilfrid Laurier University; Simon Fraser University","funders":"","keywords":"Jump; Jump diffusion; Estimation; Diffusion; Computer science; Econometrics; Mathematics; Engineering; Physics","score_opus":0.05741791207169181,"score_gpt":0.23846312228598587,"score_spread":0.18104521021429407,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3135002281","genre_codex":"dataset","genre_gemma":"dataset","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"dataset","genre_consensus":"dataset","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.004687664,0.002133116,0.2865822,0.009401181,0.025922995,0.00070536195,0.60421664,0.012241154,0.054109674],"genre_scores_gemma":[0.046395913,0.0037493608,0.2110939,0.0057210685,0.009368036,0.0013661456,0.63329124,0.005901549,0.08311283],"study_design_codex":"not_applicable","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99915874,0.00018735473,0.00011033529,0.00014635519,0.00032026935,0.000077003526],"domain_scores_gemma":[0.9812537,0.012828929,0.00059587107,0.001763872,0.0031779127,0.00037973633],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0017706284,0.0016504352,0.0015396615,0.00249038,0.00047054465,0.0013281318,0.0029018759,0.0025292353,0.55368847],"category_scores_gemma":[0.0314916,0.0009050498,0.00104321,0.0032762962,0.00031027902,0.0018417028,0.0014215255,0.0013577382,0.14911711],"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":[0.00013686503,0.00023769369,0.00055917585,0.00094285776,0.00008069578,0.00023652845,0.00003080325,0.005612236,0.0009106441,0.010158732,0.9273656,0.05372822],"study_design_scores_gemma":[0.0007905289,0.00036533157,0.008612679,0.00060475775,0.000095805,0.0011062833,0.000074377785,0.0730066,0.0039390167,0.09046001,0.82073706,0.00020759128],"about_ca_topic_score_codex":0.0055359392,"about_ca_topic_score_gemma":0.007732629,"teacher_disagreement_score":0.55368847,"about_ca_system_score_codex":0.0007295801,"about_ca_system_score_gemma":0.0017983724,"threshold_uncertainty_score":0.6366092},"labels":[],"label_agreement":null},{"id":"W3135374780","doi":"10.1007/s10479-021-03983-8","title":"A collective investment problem in a stochastic volatility environment: The impact of sharing rules","year":2021,"lang":"en","type":"article","venue":"Annals of Operations Research","topic":"Stochastic processes and financial applications","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":"Université Laval; Actua","funders":"Deutsche Forschungsgemeinschaft","keywords":"Volatility (finance); Delegate; Economics; Pension; Financial market; Stochastic volatility; Investment (military); Microeconomics; Investment strategy; Financial economics; Finance; Computer science","score_opus":0.21118872137209588,"score_gpt":0.38888529789255827,"score_spread":0.1776965765204624,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3135374780","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6686766,0.00037173732,0.31923097,0.0014308739,0.00007298076,0.00011026788,0.0001381644,0.00005452584,0.009913776],"genre_scores_gemma":[0.98391324,0.00009775856,0.013809631,0.000053761236,0.00001752835,0.00006515585,0.000044102126,0.000014340329,0.0019844556],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998078,0.000905602,0.0001245644,0.00031133156,0.00020339165,0.00037718195],"domain_scores_gemma":[0.9922024,0.0056856093,0.0008781639,0.00036473363,0.00029520498,0.0005738629],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004143146,0.0006703214,0.0017061408,0.00041523285,0.00060326763,0.0021751015,0.0013390254,0.001982314,0.0025344964],"category_scores_gemma":[0.010291098,0.00043641054,0.0009406449,0.0004080684,0.0018138713,0.0019876824,0.0021310588,0.0013043073,0.00012286997],"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":[0.00015692729,0.00011092505,0.0012557936,0.000060516664,0.00009017094,0.00021663192,0.000114484195,0.90684426,0.0007601998,0.08420309,0.00047339266,0.005713667],"study_design_scores_gemma":[0.000049034592,0.00007551574,0.0002994523,0.000014735299,0.000016194554,0.000031987056,0.00007681467,0.9450513,0.0002479606,0.053887323,0.00023747096,0.000012168343],"about_ca_topic_score_codex":0.002991799,"about_ca_topic_score_gemma":0.001185858,"teacher_disagreement_score":0.004143146,"about_ca_system_score_codex":0.0010738008,"about_ca_system_score_gemma":0.0010694023,"threshold_uncertainty_score":0.021911323},"labels":[],"label_agreement":null},{"id":"W3135457363","doi":"10.1016/j.latcb.2021.100025","title":"Pricing the exotic: Path-dependent American options with stochastic barriers","year":2021,"lang":"en","type":"article","venue":"Latin American Journal of Central Banking","topic":"Stochastic processes and financial applications","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 British Columbia","funders":"","keywords":"Exotic option; Monte Carlo methods for option pricing; Greeks; Monte Carlo method; Portfolio; Asian option; Valuation of options; Econometrics; Mathematical optimization; Sensitivity (control systems); Computer science; Barrier option; Mathematics; Actuarial science; Economics; Financial economics; Engineering; Statistics","score_opus":0.014445948340861733,"score_gpt":0.21034101309918316,"score_spread":0.1958950647583214,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3135457363","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19360612,0.00015558624,0.80144036,0.00025416966,0.000035482386,0.00002053657,0.00003886582,0.00011723059,0.004331644],"genre_scores_gemma":[0.95396084,0.00010762739,0.043778926,0.00006710133,0.000026317086,0.000020500987,0.00003997632,0.000037448237,0.0019613758],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99972516,0.0001212453,0.000013347995,0.000042493695,0.00006592326,0.00003187412],"domain_scores_gemma":[0.99879766,0.00055382086,0.0002274481,0.00012894532,0.00014499166,0.00014709274],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012557427,0.00053114956,0.00060225424,0.00050921715,0.00033589057,0.0013714044,0.001038871,0.0010093936,0.0016780506],"category_scores_gemma":[0.004108694,0.00031727186,0.0006700912,0.000525776,0.0010825441,0.002022957,0.00096726016,0.0011804181,0.00014632843],"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":[0.000051566076,0.000039227383,0.0018363926,0.000024534645,0.00003829019,0.0002365141,0.00008442351,0.8179465,0.0033609709,0.16971514,0.00027587675,0.0063906726],"study_design_scores_gemma":[0.000002884121,0.000010253883,0.0000868882,0.0000021061753,0.0000030763,0.000036029018,0.000004773736,0.9880717,0.00015210647,0.011493622,0.0001310401,0.000005570035],"about_ca_topic_score_codex":0.002229166,"about_ca_topic_score_gemma":0.0014700231,"teacher_disagreement_score":0.002229166,"about_ca_system_score_codex":0.0004962379,"about_ca_system_score_gemma":0.0005719641,"threshold_uncertainty_score":0.0066410303},"labels":[],"label_agreement":null},{"id":"W3135505611","doi":"10.3390/jrfm14030100","title":"Cash Flows Discounted Using a Model-Free SDF Extracted under a Yield Curve Prior","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Econometrics; Yield curve; Cash flow; Stochastic discount factor; Economics; Discounting; Consumption (sociology); Equity (law); Panel data; Asset (computer security); Parametric model; Capital asset pricing model; Interest rate; Parametric statistics; Mathematics; Computer science; Statistics; Finance","score_opus":0.030368536781547717,"score_gpt":0.23383281040369355,"score_spread":0.20346427362214584,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3135505611","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.011299758,0.0000808871,0.9869732,0.00011764986,0.00001586555,0.000029688246,0.00022880547,0.00022032902,0.0010338413],"genre_scores_gemma":[0.46131644,0.0007868248,0.5276046,0.00016737949,0.00015887817,0.00019516675,0.001961386,0.00043425395,0.0073750936],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999328,0.0001525305,0.00005028944,0.00014856778,0.00023055548,0.00009015802],"domain_scores_gemma":[0.99713147,0.0016964371,0.00028970267,0.00038779536,0.00038423244,0.00011043755],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003203036,0.00070603675,0.0010684507,0.0017224719,0.0004569492,0.001770851,0.0012842097,0.001101471,0.005738381],"category_scores_gemma":[0.013741629,0.001042396,0.001553247,0.0012951838,0.0007483007,0.0025781193,0.001264337,0.002375557,0.00096699654],"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":[0.000081368686,0.000043381897,0.0022662168,0.00007251299,0.00006093605,0.00016489775,0.00010920322,0.74295205,0.0018422122,0.18521301,0.001312339,0.06588182],"study_design_scores_gemma":[0.000009609332,0.00001257643,0.0004343327,0.000026737098,0.000013172018,0.000041723244,0.0000060391476,0.9428907,0.0007528252,0.054188382,0.0016018595,0.00002211425],"about_ca_topic_score_codex":0.0075690635,"about_ca_topic_score_gemma":0.005881194,"teacher_disagreement_score":0.0075690635,"about_ca_system_score_codex":0.0013893117,"about_ca_system_score_gemma":0.0020479234,"threshold_uncertainty_score":0.019196808},"labels":[],"label_agreement":null},{"id":"W3136096749","doi":"10.3390/jrfm14030136","title":"Quanto Pricing beyond Black–Scholes","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Black–Scholes model; Valuation of options; Popularity; Exotic option; Computer science; Econometrics; Matching (statistics); Calibration; Actuarial science; Business; Economics; Mathematics; Statistics","score_opus":0.012159733480655978,"score_gpt":0.21024747153306508,"score_spread":0.19808773805240912,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3136096749","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07122997,0.004312604,0.8922002,0.002276435,0.0004890534,0.000051104,0.0003718993,0.00044409902,0.028624589],"genre_scores_gemma":[0.903719,0.0041008904,0.08141456,0.0004939952,0.0007327484,0.00010104583,0.0003484567,0.0002635758,0.008825738],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989188,0.0003842445,0.00006052129,0.00017843263,0.00038286307,0.00007529217],"domain_scores_gemma":[0.99710053,0.0014134488,0.00035454854,0.00058002735,0.00033778147,0.00021355806],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027350527,0.0007138073,0.0010105344,0.00093198795,0.0005242305,0.0029946764,0.0013320962,0.0011681264,0.005829442],"category_scores_gemma":[0.010845496,0.00045368215,0.0012474968,0.0011210783,0.002299969,0.0060099843,0.0020372672,0.0029850858,0.00071689446],"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":[0.000018307253,0.000016375372,0.0005471025,0.000039333496,0.000022722383,0.00006775025,0.000057484034,0.027682122,0.00046242986,0.9623085,0.00069128623,0.0080864495],"study_design_scores_gemma":[0.000006908408,0.00002254615,0.00039101692,0.000030859374,0.000008202897,0.000048580467,0.00001661176,0.2414757,0.00028902685,0.7533705,0.004320206,0.00001984086],"about_ca_topic_score_codex":0.0015742374,"about_ca_topic_score_gemma":0.0005042746,"teacher_disagreement_score":0.005829442,"about_ca_system_score_codex":0.0007622198,"about_ca_system_score_gemma":0.00070981216,"threshold_uncertainty_score":0.019501448},"labels":[],"label_agreement":null},{"id":"W3136635280","doi":"10.2139/ssrn.3729051","title":"Spread option pricing using ADI methods","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Valuation of options; Economics; Financial economics; Econometrics; Mathematics; Actuarial science; Business; Computer science","score_opus":0.04740514633870036,"score_gpt":0.31977248289486154,"score_spread":0.2723673365561612,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3136635280","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.006924633,0.00037588106,0.98782235,0.0001817961,0.00015330389,0.000037148402,0.00004740174,0.00015424716,0.004303194],"genre_scores_gemma":[0.41480255,0.0013827715,0.5542223,0.00021814942,0.00070399785,0.00029834968,0.0003321221,0.00044631836,0.027593454],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99853003,0.00087482197,0.0000658356,0.00011263825,0.00035561208,0.000061158586],"domain_scores_gemma":[0.9951574,0.0030256123,0.00023948056,0.00060149364,0.00077172165,0.00020423857],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003006539,0.00074323174,0.0011791459,0.0016126804,0.00061393454,0.0025750324,0.0014986064,0.001374813,0.008133706],"category_scores_gemma":[0.00995285,0.00049824774,0.0010424505,0.0016672004,0.00080059684,0.0026149722,0.0014120586,0.0030747734,0.0015493953],"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":[0.00012764386,0.00021701297,0.0010349152,0.0001351816,0.000113852126,0.00015160527,0.00011096852,0.16002549,0.0021825193,0.7061559,0.0032867775,0.12645817],"study_design_scores_gemma":[0.000012820835,0.000015431275,0.00010821331,0.000009275499,0.000010681034,0.000040427145,0.000007809904,0.93520707,0.00034491433,0.06267429,0.0015574376,0.0000116622305],"about_ca_topic_score_codex":0.0011267124,"about_ca_topic_score_gemma":0.00087360945,"teacher_disagreement_score":0.008133706,"about_ca_system_score_codex":0.0005698688,"about_ca_system_score_gemma":0.00074401445,"threshold_uncertainty_score":0.027209997},"labels":[],"label_agreement":null},{"id":"W3137314000","doi":"10.2139/ssrn.3015262","title":"Closed-Form Variance Swap Prices under General Affine GARCH Models and Their Continuous-Time Limits","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Autoregressive conditional heteroskedasticity; Econometrics; Affine transformation; Variance swap; Swap (finance); Mathematics; Variance (accounting); Economics; Stochastic volatility; Volatility (finance); SABR volatility model; Finance; Accounting","score_opus":0.02359082469782553,"score_gpt":0.23299744967842595,"score_spread":0.20940662498060042,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3137314000","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3150143,0.003555012,0.65734756,0.0021635825,0.0002697842,0.00006891241,0.0005144414,0.0007848328,0.020281509],"genre_scores_gemma":[0.97546715,0.0015879415,0.013487113,0.00017682031,0.00029057811,0.000078668985,0.00032813617,0.00016927239,0.008414306],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983469,0.00056390645,0.00010668228,0.0003950551,0.00030226776,0.00028523777],"domain_scores_gemma":[0.98642063,0.009262878,0.0019340075,0.00069564267,0.0010472824,0.00063961354],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0049323835,0.001214646,0.002235296,0.0019046438,0.00080108637,0.005513547,0.0025236942,0.0034429876,0.007454502],"category_scores_gemma":[0.027214652,0.0012407351,0.0018280856,0.0023530694,0.0038226745,0.010511723,0.0022202283,0.0036402922,0.0009904027],"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":[0.00009149359,0.00009846976,0.0012702912,0.00018627828,0.00008662298,0.00047291728,0.0002811522,0.093541995,0.0011968362,0.8923602,0.0017668165,0.008646839],"study_design_scores_gemma":[0.000021168777,0.000025585414,0.00074282865,0.000027126971,0.000032165844,0.00022385194,0.000055145352,0.43140844,0.0002901373,0.56674266,0.0003855029,0.00004537275],"about_ca_topic_score_codex":0.001379628,"about_ca_topic_score_gemma":0.0011315359,"teacher_disagreement_score":0.007454502,"about_ca_system_score_codex":0.0014397914,"about_ca_system_score_gemma":0.0015010893,"threshold_uncertainty_score":0.026085258},"labels":[],"label_agreement":null},{"id":"W3138201227","doi":"10.2139/ssrn.3776322","title":"Valuing Exotic Options and Estimating Model Risk","year":2021,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Volatility (finance); Exotic option; Valuation (finance); Artificial neural network; Econometrics; Computer science; Volatility smile; Artificial intelligence; Valuation of options; Machine learning; Economics; Finance","score_opus":0.030512962782617715,"score_gpt":0.23723733748651327,"score_spread":0.20672437470389554,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3138201227","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13790844,0.00048784705,0.859672,0.0002935862,0.000027722575,0.00001961931,0.00007248599,0.00014431517,0.0013739757],"genre_scores_gemma":[0.869412,0.00057366194,0.12772387,0.00004722215,0.000062299245,0.000038683298,0.00021685137,0.000096933116,0.0018284636],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992119,0.00047886066,0.000044805332,0.00011405513,0.00010972456,0.000040662024],"domain_scores_gemma":[0.9911628,0.0073150657,0.00057093165,0.0005409278,0.00018214178,0.00022815802],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034031463,0.00079256925,0.0010188755,0.0014773457,0.00032678235,0.002658794,0.0010072988,0.001912642,0.0020397925],"category_scores_gemma":[0.02051186,0.0006655666,0.000869425,0.0012234488,0.0014207,0.0046672374,0.0020353708,0.0016329538,0.00016805719],"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":[0.00011002744,0.000057289482,0.006797792,0.0001228624,0.00010025109,0.00024322247,0.000232772,0.6720035,0.0024950043,0.26698452,0.0004857262,0.050366987],"study_design_scores_gemma":[0.0000038677936,0.000016868666,0.00040265708,0.0000134712345,0.000007382782,0.00003794842,0.000025537594,0.85582066,0.00041305975,0.14296614,0.0002818236,0.000010623676],"about_ca_topic_score_codex":0.0010050997,"about_ca_topic_score_gemma":0.00062560005,"teacher_disagreement_score":0.0034031463,"about_ca_system_score_codex":0.0005836914,"about_ca_system_score_gemma":0.0003840665,"threshold_uncertainty_score":0.017997742},"labels":[],"label_agreement":null},{"id":"W3138407388","doi":"10.2139/ssrn.3715608","title":"Lower and Upper Pricing of Financial Assets","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Business; Finance; Economics; Financial economics; Financial system","score_opus":0.012767025338451282,"score_gpt":0.20792044908569784,"score_spread":0.19515342374724656,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3138407388","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3935715,0.0035437238,0.5033944,0.0067648473,0.0007784157,0.000051447314,0.0003908715,0.00046516312,0.09103957],"genre_scores_gemma":[0.9658906,0.00095924933,0.014239781,0.00032661227,0.00090926583,0.000030409847,0.00016049572,0.00015332656,0.017330332],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99688196,0.0011941915,0.00018917042,0.00038323418,0.00080071343,0.0005507118],"domain_scores_gemma":[0.9812138,0.011537994,0.0018699039,0.0018730703,0.0013275136,0.002177739],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0038104067,0.0008979086,0.0013389266,0.0019471417,0.0009245314,0.007862478,0.0017743348,0.0022365225,0.015385381],"category_scores_gemma":[0.029597286,0.0006164055,0.0011496843,0.0014103337,0.004001783,0.0098584965,0.0030194477,0.0041975575,0.0011593649],"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":[0.00005417125,0.000054654156,0.00065260613,0.000041419986,0.000010482445,0.000083187966,0.00015192124,0.006342322,0.0009232147,0.97919136,0.0012722514,0.011222435],"study_design_scores_gemma":[0.000011622708,0.000020833113,0.00086171273,0.000016599977,0.0000069065827,0.00007337286,0.00004346447,0.062905036,0.00040950676,0.93470365,0.0009255038,0.000021844287],"about_ca_topic_score_codex":0.001208903,"about_ca_topic_score_gemma":0.0007588935,"teacher_disagreement_score":0.015385381,"about_ca_system_score_codex":0.0013355546,"about_ca_system_score_gemma":0.0008712731,"threshold_uncertainty_score":0.051469266},"labels":[],"label_agreement":null},{"id":"W3143864647","doi":"10.1002/fut.22191","title":"Smile‐implied hedging with volatility risk","year":2021,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","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":"Western University; HEC Montréal","funders":"","keywords":"Implied volatility; Volatility smile; Stochastic volatility; Greeks; Volatility (finance); Variance swap; Econometrics; Volatility risk; Volatility swap; SABR volatility model; Forward volatility; Economics; Risk management; Financial economics; Finance","score_opus":0.011025982035927745,"score_gpt":0.2004354844699007,"score_spread":0.18940950243397295,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3143864647","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.35648128,0.00068741466,0.6354671,0.0003735655,0.00009393958,0.000055343382,0.00017888538,0.0007849702,0.0058775796],"genre_scores_gemma":[0.9747089,0.000089621215,0.02398724,0.000033751883,0.000028424674,0.000017898381,0.00010568484,0.000028238837,0.0010001551],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990075,0.0004022718,0.00007506104,0.00013774486,0.00031663786,0.000060807855],"domain_scores_gemma":[0.9955183,0.0018414023,0.0007153936,0.0014730262,0.00033352853,0.00011834343],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029621571,0.0006097985,0.00070492947,0.00065282924,0.00021551354,0.001429964,0.0012128893,0.00087015185,0.0021870201],"category_scores_gemma":[0.011854378,0.00033040807,0.0007484618,0.00060486386,0.00062121876,0.0020139243,0.0011831513,0.0012813135,0.00031320142],"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":[0.0005426654,0.00015011772,0.011404969,0.00009956583,0.00030238624,0.00036665655,0.00013562005,0.7558205,0.013514087,0.077368885,0.001076433,0.13921805],"study_design_scores_gemma":[0.000013460267,0.00009446383,0.0016213026,0.000014611315,0.000019181427,0.000074136384,0.00001230023,0.96567786,0.0027783045,0.029162327,0.00050949166,0.000022489934],"about_ca_topic_score_codex":0.00067298266,"about_ca_topic_score_gemma":0.0003955648,"teacher_disagreement_score":0.0029621571,"about_ca_system_score_codex":0.0003917444,"about_ca_system_score_gemma":0.00037245106,"threshold_uncertainty_score":0.01566559},"labels":[],"label_agreement":null},{"id":"W3146329058","doi":"10.1109/wsc.2011.6148069","title":"Simulation valuation of multiple exercise options","year":2011,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Valuation (finance); Computer science; Estimator; Polygon mesh; Asian option; Swing; Monte Carlo methods for option pricing; Valuation of options; Mathematical optimization; Econometrics; Finance; Economics; Engineering; Mathematics; Statistics","score_opus":0.11742434523759751,"score_gpt":0.2547396029674407,"score_spread":0.13731525772984318,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3146329058","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24087726,0.00026708137,0.74763775,0.00049547985,0.000061600185,0.000079013196,0.0001723358,0.0001653515,0.010244086],"genre_scores_gemma":[0.94290555,0.00011100406,0.054896977,0.00003413876,0.000021187094,0.00008184256,0.0001074208,0.000021321868,0.0018206671],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990606,0.0005744022,0.00003573379,0.0000734735,0.00018240411,0.00007336084],"domain_scores_gemma":[0.99217355,0.00636084,0.00038563932,0.0003904438,0.00047654306,0.00021306655],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023195746,0.00040412476,0.0006667287,0.0006894443,0.0003025436,0.0011486071,0.000798092,0.0010501682,0.0036932493],"category_scores_gemma":[0.010973262,0.00021479004,0.00063894445,0.0007524302,0.00090559403,0.0013190347,0.00082080887,0.00080741785,0.00017310717],"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":[0.000071717106,0.000023939456,0.0011702289,0.00001711535,0.000015816197,0.000064671556,0.000036793474,0.944364,0.00072493294,0.04690592,0.00015286946,0.006451906],"study_design_scores_gemma":[0.0000067116553,0.000009687355,0.000106955995,0.0000031181035,0.0000014399845,0.000008765419,0.0000052729793,0.99030465,0.0001963477,0.00918397,0.00016975727,0.00000340516],"about_ca_topic_score_codex":0.0024026667,"about_ca_topic_score_gemma":0.0013199432,"teacher_disagreement_score":0.0036932493,"about_ca_system_score_codex":0.0007510089,"about_ca_system_score_gemma":0.0005628818,"threshold_uncertainty_score":0.012355149},"labels":[],"label_agreement":null},{"id":"W3150426116","doi":"10.2139/ssrn.1969863","title":"Forecasting with Option-Implied Information","year":2011,"lang":"en","type":"article","venue":"TSpace","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"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; University of Toronto","funders":"","keywords":"Computer science; Business; Econometrics; Actuarial science; Economics","score_opus":0.07343681928624751,"score_gpt":0.23463440936005,"score_spread":0.1611975900738025,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3150426116","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.022451058,0.0012758315,0.9726202,0.00040509293,0.000081001286,0.00003077774,0.000373253,0.00035426364,0.0024085632],"genre_scores_gemma":[0.5180821,0.0052118697,0.46866956,0.00016956906,0.000538109,0.00014040874,0.0022245464,0.0001752998,0.0047885426],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991241,0.00023508843,0.00008009267,0.00010457077,0.00041300486,0.00004308874],"domain_scores_gemma":[0.994562,0.0040676184,0.00039803266,0.00050885323,0.00040569005,0.000057845544],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023620585,0.0007643153,0.0010482875,0.0018649927,0.00030926074,0.0020530294,0.00082378276,0.0010613352,0.0034690863],"category_scores_gemma":[0.016810754,0.00060876046,0.0009089603,0.0020040502,0.00051752303,0.0037406494,0.0007674982,0.0019148728,0.0009590435],"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":[0.00016355833,0.0001075591,0.008364246,0.00032355936,0.00020781324,0.00030064269,0.00025532825,0.431086,0.0062743304,0.18377149,0.0030733228,0.36607212],"study_design_scores_gemma":[0.00001555852,0.000021801885,0.0015182837,0.000057348472,0.000023051922,0.00007856388,0.000019224559,0.86981136,0.0017621481,0.12389098,0.0027627086,0.000038926562],"about_ca_topic_score_codex":0.0013032808,"about_ca_topic_score_gemma":0.0013919146,"teacher_disagreement_score":0.0034690863,"about_ca_system_score_codex":0.00040354405,"about_ca_system_score_gemma":0.0004941245,"threshold_uncertainty_score":0.012491882},"labels":[],"label_agreement":null},{"id":"W3150482989","doi":"10.71781/15695","title":"Le problème de Steklov paramétrique et ses applications","year":2020,"lang":"fr","type":"dissertation","venue":"Papyrus : Institutional Repository (Université de Montréal)","topic":"Stochastic processes and financial applications","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":"Fonds de recherche du Québec – Nature et technologies; Engineering and Physical Sciences Research Council; Natural Sciences and Engineering Research Council of Canada","keywords":"Humanities; Mathematics; Psychology; Art; Philosophy","score_opus":0.008118087532175475,"score_gpt":0.1738719230542147,"score_spread":0.16575383552203923,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3150482989","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.055127446,0.027173536,0.73169595,0.01032581,0.0022403188,0.000072104194,0.00021322999,0.00032902203,0.17282255],"genre_scores_gemma":[0.64217967,0.04374897,0.1761468,0.0014476184,0.0045608673,0.00026323108,0.00041836884,0.00077979336,0.13045466],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993399,0.00015609815,0.000032898206,0.00017155362,0.00022156208,0.00007801041],"domain_scores_gemma":[0.9991886,0.00042407916,0.00007561455,0.00010500875,0.00013339872,0.000073289186],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008364453,0.0007322898,0.00074229913,0.0012426333,0.001293062,0.0024593966,0.0009267503,0.0021278274,0.009588246],"category_scores_gemma":[0.003311003,0.00049667014,0.0010534874,0.0014675991,0.003194265,0.003994281,0.0027209285,0.0041598235,0.0017520699],"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":[0.000009406106,0.000011802896,0.00020277342,0.00010558674,0.000008064465,0.000045207944,0.00017764173,0.005412701,0.0010841758,0.97380143,0.0016803831,0.017460868],"study_design_scores_gemma":[0.000007088548,0.0000355744,0.00045707572,0.000102320846,0.000008397605,0.00027201354,0.0002767713,0.026868386,0.0012374461,0.92448634,0.046219606,0.000028980483],"about_ca_topic_score_codex":0.0019866622,"about_ca_topic_score_gemma":0.0014277779,"teacher_disagreement_score":0.009588246,"about_ca_system_score_codex":0.0017806329,"about_ca_system_score_gemma":0.00087942986,"threshold_uncertainty_score":0.032075882},"labels":[],"label_agreement":null},{"id":"W3151075880","doi":"10.2139/ssrn.925250","title":"Volatility in the U.S. Treasury Market - Application to the Institute for Quantitative Research in Finance (The Q Group) for Research Support","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Kellogg's (Canada)","funders":"","keywords":"Volatility (finance); Treasury; Group (periodic table); Economics; Financial economics; Financial system; Business; Political science; Physics","score_opus":0.09540434147991632,"score_gpt":0.3638384962506902,"score_spread":0.26843415477077387,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3151075880","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8751418,0.0046397867,0.034617253,0.030212041,0.0013885299,0.00004548661,0.007464034,0.0004321304,0.04605884],"genre_scores_gemma":[0.98798555,0.0010979625,0.0018546106,0.00018100314,0.00024016849,0.000013623597,0.001155846,0.000078093035,0.0073931296],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997129,0.00006428914,0.000020722717,0.000059139238,0.00009176662,0.000051160347],"domain_scores_gemma":[0.9984505,0.0006280022,0.00026249376,0.00008013964,0.00039417233,0.00018469553],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009799103,0.00020060324,0.00039445603,0.00099314,0.00043209404,0.0016859142,0.00040555233,0.0008002887,0.0056416783],"category_scores_gemma":[0.0064498135,0.00017168086,0.0003914646,0.0015552108,0.00029843068,0.0015454228,0.00045589783,0.0009551503,0.0006549316],"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":[0.00045189183,0.00024987833,0.066412434,0.0001925388,0.00019172506,0.0007362833,0.0004784906,0.0708632,0.005663023,0.6715951,0.11466276,0.06850272],"study_design_scores_gemma":[0.00004448704,0.00009999918,0.079177424,0.00008407455,0.000048668273,0.00035967227,0.0003290817,0.5837126,0.0035307081,0.3166218,0.015869224,0.00012221336],"about_ca_topic_score_codex":0.012052206,"about_ca_topic_score_gemma":0.011928935,"teacher_disagreement_score":0.012052206,"about_ca_system_score_codex":0.0012701422,"about_ca_system_score_gemma":0.0006741719,"threshold_uncertainty_score":0.023964107},"labels":[],"label_agreement":null},{"id":"W3153104021","doi":"10.5539/ijsp.v10n3p77","title":"Generalized Mean-Field Fractional BSDEs With Non-Lipschitz Coefficients","year":2021,"lang":"en","type":"article","venue":"International Journal of Statistics and Probability","topic":"Stochastic processes and financial applications","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":"Jiangxi Normal University; National Natural Science Foundation of China","keywords":"Mathematics; Lipschitz continuity; Stochastic differential equation; Mean field theory; Brownian motion; Type (biology); Fractional Brownian motion; Applied mathematics; Geometric Brownian motion; Comparison theorem; Mathematical analysis; Field (mathematics); Pure mathematics; Diffusion process; Statistics; Computer science","score_opus":0.021001794523293184,"score_gpt":0.2574460151283082,"score_spread":0.23644422060501505,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3153104021","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2261414,0.0019624939,0.7572409,0.0015239613,0.00045047587,0.000062099716,0.0002506574,0.00016238092,0.012205668],"genre_scores_gemma":[0.9395755,0.0014265256,0.038758542,0.00042103845,0.0002319646,0.00014510464,0.00019436525,0.000058279944,0.01918863],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99967384,0.00008757275,0.000019263049,0.00007363662,0.00008438504,0.000061306884],"domain_scores_gemma":[0.9992428,0.00026121663,0.0001722254,0.000043290176,0.00017173697,0.00010867964],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008788058,0.0010242049,0.0013320728,0.0009044097,0.0004949723,0.0014254344,0.00092345284,0.0018588329,0.0018408509],"category_scores_gemma":[0.002783698,0.00036237252,0.001237111,0.0006351513,0.0014332093,0.0019105377,0.0010511706,0.0012148155,0.00017831312],"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":[0.00009454079,0.00003780213,0.0012687462,0.00014489779,0.00008071386,0.0005257576,0.0001548748,0.26660317,0.010266707,0.7139201,0.0009883834,0.005914271],"study_design_scores_gemma":[0.000027855207,0.00003123687,0.00032174416,0.00001813503,0.00002200949,0.00012634319,0.0000442181,0.9150932,0.000689001,0.082477555,0.0011200482,0.000028615643],"about_ca_topic_score_codex":0.0036282986,"about_ca_topic_score_gemma":0.0018194262,"teacher_disagreement_score":0.0036282986,"about_ca_system_score_codex":0.0010639202,"about_ca_system_score_gemma":0.00087201106,"threshold_uncertainty_score":0.0077192783},"labels":[],"label_agreement":null},{"id":"W3153293675","doi":"10.1287/moor.2022.1297","title":"Mean Field Contest with Singularity","year":2022,"lang":"en","type":"article","venue":"Mathematics of Operations Research","topic":"Stochastic processes and financial applications","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":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Mathematics; Mathematical economics; CONTEST; Nash equilibrium; Mean field theory; Function (biology); Bayesian game; Game theory; Applied mathematics; Sequential game","score_opus":0.10707565986247287,"score_gpt":0.3271706101716238,"score_spread":0.22009495030915094,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3153293675","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.34589732,0.00059051387,0.5808704,0.0038580738,0.00022257968,0.00014655018,0.00032387747,0.00030518262,0.06778551],"genre_scores_gemma":[0.9588107,0.00018316112,0.02612536,0.0002990321,0.00011388002,0.000115825045,0.000069841946,0.000046246252,0.014235982],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984927,0.0007184622,0.00005835052,0.00026176864,0.00021712705,0.0002516348],"domain_scores_gemma":[0.9955456,0.002473456,0.0005940092,0.000397695,0.0002525745,0.00073663064],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027141941,0.00072810036,0.0014826017,0.0006722048,0.00091507914,0.0022031865,0.0015319779,0.0024480089,0.008957507],"category_scores_gemma":[0.009381262,0.0003732768,0.0011391606,0.0004709669,0.0026160944,0.002312229,0.0018664863,0.0018546599,0.0006641811],"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":[0.00014129095,0.000077594545,0.0005521081,0.00005752347,0.000028369735,0.00018374292,0.000118621574,0.09105621,0.001044191,0.8986536,0.0019309828,0.006155747],"study_design_scores_gemma":[0.0000709131,0.00010547205,0.0003545608,0.000016431022,0.000011220553,0.000095990086,0.000046062956,0.34227762,0.00022016418,0.6547567,0.0020154868,0.00002939063],"about_ca_topic_score_codex":0.001302738,"about_ca_topic_score_gemma":0.0011423118,"teacher_disagreement_score":0.008957507,"about_ca_system_score_codex":0.0017961484,"about_ca_system_score_gemma":0.0011212934,"threshold_uncertainty_score":0.029965818},"labels":[],"label_agreement":null},{"id":"W3154647796","doi":"10.1287/moor.2022.1307","title":"An Equilibrium Model for the Cross Section of Liquidity Premia","year":2022,"lang":"en","type":"article","venue":"Mathematics of Operations Research","topic":"Stochastic processes and financial applications","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); Transaction cost; Market liquidity; Quadratic equation; Economics; Mathematical economics; Stochastic differential equation; Risk premium; Econometrics; Mathematics; Finance; Applied mathematics","score_opus":0.1867902130157397,"score_gpt":0.3936972005100859,"score_spread":0.2069069874943462,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3154647796","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.30873302,0.0007976313,0.6674172,0.0020982672,0.00007331366,0.00012162761,0.0005486535,0.00026386487,0.019946361],"genre_scores_gemma":[0.9596397,0.00038173408,0.01868678,0.0001513877,0.00006721237,0.00016370788,0.00022047064,0.000042569736,0.02064648],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99934,0.00021322237,0.000025767682,0.00019810001,0.00008120601,0.00014170268],"domain_scores_gemma":[0.9984316,0.00078957615,0.000386436,0.00008798766,0.00014156805,0.00016275498],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014790947,0.0008855707,0.0012103054,0.0009811148,0.0006461781,0.002465634,0.0022157645,0.0028225954,0.008974671],"category_scores_gemma":[0.0039969147,0.000583298,0.0009533414,0.0008433407,0.0015922346,0.0035593705,0.0016245849,0.001835321,0.0009031864],"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":[0.000100036734,0.00010421,0.0021140263,0.000052394782,0.000082109946,0.0005462513,0.00022648786,0.4025065,0.003248315,0.5851866,0.0010101419,0.0048229685],"study_design_scores_gemma":[0.000048612565,0.000049520047,0.00042852637,0.000009195368,0.000021607684,0.00011627366,0.00005268959,0.8873603,0.0002697456,0.11081567,0.000803253,0.000024556974],"about_ca_topic_score_codex":0.0048657963,"about_ca_topic_score_gemma":0.0023586317,"teacher_disagreement_score":0.008974671,"about_ca_system_score_codex":0.0016530094,"about_ca_system_score_gemma":0.0009701016,"threshold_uncertainty_score":0.030023277},"labels":[],"label_agreement":null},{"id":"W3157174460","doi":"10.1214/21-ps1","title":"Lévy-Ito Models in Finance","year":2021,"lang":"en","type":"article","venue":"Research Online (Goldsmiths University of London)","topic":"Stochastic processes and financial applications","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":"Mathematics; Econometrics; Poisson distribution; Rendleman–Bartter model; Brownian motion; Measure (data warehouse); Interest rate; Financial market; Lévy process; Capital asset pricing model; Economics; Finance; Computer science; Statistics","score_opus":0.08091395250558643,"score_gpt":0.28323612960624966,"score_spread":0.20232217710066325,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3157174460","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.043562815,0.052553196,0.7598115,0.011014622,0.001224997,0.00008782778,0.0007654089,0.00048023846,0.13049932],"genre_scores_gemma":[0.78619134,0.048208866,0.098257415,0.0022446625,0.0031097536,0.00024138436,0.000763658,0.00015642855,0.060826574],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99949396,0.0001703858,0.000027828833,0.00006440514,0.00017641684,0.00006688076],"domain_scores_gemma":[0.99947935,0.00027331448,0.00005811492,0.000049363796,0.00007842765,0.00006142141],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011228042,0.00093695073,0.00095841597,0.0011183177,0.000526897,0.0016576848,0.00085354655,0.0017465026,0.0036141104],"category_scores_gemma":[0.0023072076,0.00028431186,0.00094469334,0.0016991128,0.0014985271,0.0028961927,0.001085358,0.0021136669,0.0010262048],"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":[0.0000038294006,0.000012158348,0.00028049914,0.000039496837,0.0000085606525,0.00006174084,0.000063676765,0.012992247,0.00019976121,0.97924614,0.0026129617,0.004479009],"study_design_scores_gemma":[0.0000070650776,0.000014663438,0.0002794307,0.000028801376,0.000006882663,0.000104144536,0.000025240694,0.06533927,0.000071483286,0.9199792,0.014131854,0.00001189204],"about_ca_topic_score_codex":0.0032350372,"about_ca_topic_score_gemma":0.002224533,"teacher_disagreement_score":0.0036141104,"about_ca_system_score_codex":0.0011936214,"about_ca_system_score_gemma":0.00093810394,"threshold_uncertainty_score":0.012090385},"labels":[],"label_agreement":null},{"id":"W3158394159","doi":"10.3390/jrfm14050188","title":"An Analytic Approach for Pricing American Options with Regime Switching","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Markov chain; Volatility (finance); Markov process; State (computer science); Homotopy; Valuation of options; Mathematical economics; Economics; Econometrics; Computer science; Mathematics; Applied mathematics; Pure mathematics; Statistics; Algorithm","score_opus":0.013289773634950848,"score_gpt":0.22248965330553153,"score_spread":0.20919987967058068,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3158394159","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.019608924,0.001012514,0.9643574,0.0006370964,0.00016681232,0.000033193057,0.00003187609,0.000085249376,0.014066994],"genre_scores_gemma":[0.81181973,0.002637668,0.16651085,0.0003810358,0.00059943536,0.00021365599,0.000078669626,0.00010179867,0.017657116],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997228,0.00011317154,0.000010301334,0.000024519264,0.00011026731,0.000018977325],"domain_scores_gemma":[0.9996177,0.00020558327,0.000050409475,0.000026895821,0.00006651285,0.000032879427],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007706261,0.0005691148,0.0005342117,0.0011225716,0.00046603326,0.0009957767,0.0008303358,0.0010285106,0.0041333637],"category_scores_gemma":[0.002324719,0.00028091634,0.00095285696,0.0006457068,0.0011256487,0.0019605407,0.0010615551,0.0017423617,0.00040344655],"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":[0.0000064790984,0.000037328507,0.00017986028,0.00004553334,0.000021172042,0.000121898534,0.00010268948,0.05899183,0.002823783,0.9259148,0.0007618215,0.01099284],"study_design_scores_gemma":[0.0000039164665,0.000017438211,0.0000954816,0.000012056022,0.00000559617,0.000066241875,0.000020098074,0.696475,0.00016830463,0.3013549,0.0017709252,0.000010051639],"about_ca_topic_score_codex":0.0008600307,"about_ca_topic_score_gemma":0.00063784106,"teacher_disagreement_score":0.0041333637,"about_ca_system_score_codex":0.0006556145,"about_ca_system_score_gemma":0.00067978166,"threshold_uncertainty_score":0.013827503},"labels":[],"label_agreement":null},{"id":"W3159426493","doi":"10.1287/mnsc.2020.3949","title":"The Informational Content of High-Frequency Option Prices","year":2021,"lang":"en","type":"article","venue":"Management Science","topic":"Stochastic processes and financial applications","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":"HEC Montréal; Simon Fraser University; Wilfrid Laurier University","funders":"","keywords":"Variance (accounting); Realized variance; Variable (mathematics); Valuation of options; Econometrics; Equity (law); Jump; Index (typography); Economics; Computer science; Volatility (finance); Statistics; Mathematics; Accounting","score_opus":0.0336352504592955,"score_gpt":0.2169280899994161,"score_spread":0.1832928395401206,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3159426493","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9294733,0.00027479272,0.06528674,0.0004832311,0.000028947423,0.000014148051,0.0003109673,0.00011461599,0.0040133772],"genre_scores_gemma":[0.99718046,0.00008647151,0.0022950638,0.000021311465,0.000038671533,0.000004103262,0.0001189437,0.000011191125,0.00024390795],"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999183,0.0002623729,0.000060366652,0.00011985461,0.00030950303,0.00006492016],"domain_scores_gemma":[0.9753888,0.01940063,0.0023789424,0.0014491999,0.001117073,0.00026528607],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020299705,0.00024214003,0.00036965078,0.0012119942,0.00024856118,0.0024228296,0.0004965857,0.0007813467,0.0018806404],"category_scores_gemma":[0.02765276,0.00034941875,0.00031152155,0.00094948174,0.00073235045,0.0031739995,0.00062966463,0.0008479721,0.00024196069],"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":[0.0010546288,0.00069374376,0.24192251,0.00045332682,0.00059294363,0.001935391,0.001467027,0.21046454,0.071418375,0.21626957,0.0024080875,0.25131994],"study_design_scores_gemma":[0.000034895227,0.00022105928,0.2044999,0.00006041194,0.00013124023,0.00056833855,0.00023492129,0.6299511,0.013396605,0.14967962,0.0011124647,0.000109483735],"about_ca_topic_score_codex":0.00064029626,"about_ca_topic_score_gemma":0.000539798,"teacher_disagreement_score":0.0024228296,"about_ca_system_score_codex":0.0003753602,"about_ca_system_score_gemma":0.00028096163,"threshold_uncertainty_score":0.010735631},"labels":[],"label_agreement":null},{"id":"W3162357366","doi":"10.1093/imaman/dpab016","title":"Analysis of the optimal time to withdraw investments from hedge funds with alternative fee structures","year":2021,"lang":"en","type":"article","venue":"IMA Journal of Management Mathematics","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"","keywords":"Stopping time; Optimal stopping; Bounded function; Hedge fund; Hedge; Boundary (topology); Time horizon; Upper and lower bounds; Horizon; Value (mathematics); Mathematical optimization; Mathematics; Computer science; Actuarial science; Finance; Economics; Statistics; Mathematical analysis","score_opus":0.016935269704209974,"score_gpt":0.22021107766209969,"score_spread":0.20327580795788971,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3162357366","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6334803,0.0008813343,0.34999028,0.0016126278,0.00007493099,0.00012934263,0.00014664844,0.00015708043,0.013527442],"genre_scores_gemma":[0.98064005,0.00017740826,0.0152241,0.00007048715,0.000022048296,0.00006104432,0.00006727285,0.000041122006,0.0036963567],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99876714,0.00055463216,0.0000631718,0.00015171306,0.00019394793,0.00026934734],"domain_scores_gemma":[0.9887959,0.0083046425,0.0010048455,0.00023255867,0.0005288492,0.001133181],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0059163948,0.00082633283,0.0013574427,0.00085581833,0.0005215053,0.0022062894,0.001218368,0.0023781238,0.00456619],"category_scores_gemma":[0.021306649,0.00067542016,0.000805874,0.00035808914,0.0018250385,0.0026221306,0.0012929628,0.0023618864,0.00028103904],"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":[0.0009476395,0.00028167097,0.0031326758,0.00016471824,0.0001296108,0.00050176086,0.00025959974,0.7525403,0.008858,0.21658385,0.0009648377,0.015635295],"study_design_scores_gemma":[0.00008956833,0.00030962712,0.0010990386,0.0000611857,0.000058011286,0.00007979778,0.00014645598,0.9388706,0.0028139343,0.055751868,0.0006783697,0.000041529547],"about_ca_topic_score_codex":0.0016647427,"about_ca_topic_score_gemma":0.0008476389,"teacher_disagreement_score":0.0059163948,"about_ca_system_score_codex":0.0021670114,"about_ca_system_score_gemma":0.0018263401,"threshold_uncertainty_score":0.03128928},"labels":[],"label_agreement":null},{"id":"W3162723233","doi":"10.2139/ssrn.3650690","title":"Valuation of VIX and Target Volatility Options with Affine GARCH Models","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Economics; Valuation (finance); Volatility (finance); Financial economics; Volatility smile; Econometrics; Implied volatility; Valuation of options; Stochastic volatility; Actuarial science; Finance","score_opus":0.036435919662330944,"score_gpt":0.22403744078164053,"score_spread":0.18760152111930958,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3162723233","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6901644,0.0014407509,0.28772476,0.0010518717,0.00021030392,0.000063053994,0.000195209,0.00018220414,0.018967414],"genre_scores_gemma":[0.9956382,0.00012563833,0.0024769248,0.0000120942395,0.000028824072,0.0000052426494,0.000032992164,0.000008917112,0.0016711041],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993593,0.00032452377,0.000027859707,0.000057089554,0.00016084331,0.00007038763],"domain_scores_gemma":[0.99750155,0.0016628059,0.00026992423,0.00013110983,0.00016004809,0.00027453573],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021546418,0.00062565814,0.00066505483,0.0007733411,0.00022592802,0.0035791036,0.0009104324,0.0014746947,0.002286501],"category_scores_gemma":[0.008482624,0.00032824738,0.000657262,0.0005542107,0.0007934448,0.002813394,0.0008912465,0.0010609769,0.00013130897],"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":[0.0006042447,0.00012714307,0.0042555057,0.00009002974,0.000091458496,0.0008167271,0.00018414295,0.6169971,0.0069593354,0.35018125,0.00086486066,0.01882818],"study_design_scores_gemma":[0.000013830182,0.00008970334,0.0006620661,0.000007827724,0.000008030353,0.0000839703,0.000029105222,0.9561147,0.00050183345,0.04221967,0.00025648493,0.000012853361],"about_ca_topic_score_codex":0.00065222575,"about_ca_topic_score_gemma":0.00030085203,"teacher_disagreement_score":0.0035791036,"about_ca_system_score_codex":0.00082937384,"about_ca_system_score_gemma":0.0004048601,"threshold_uncertainty_score":0.011394978},"labels":[],"label_agreement":null},{"id":"W3163164568","doi":"10.2139/ssrn.687381","title":"Market Incompleteness and Option Pricing: a Unifying Approach","year":2005,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Financial economics; Economics; Business","score_opus":0.019295277479666067,"score_gpt":0.21568144060055497,"score_spread":0.1963861631208889,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3163164568","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0292799,0.006971427,0.93590987,0.007546412,0.00036887635,0.00007690188,0.0002664961,0.00006851134,0.019511597],"genre_scores_gemma":[0.83435136,0.016540986,0.116400614,0.0010625132,0.004619358,0.00031942676,0.00046146227,0.00017988245,0.026064396],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99584574,0.0021218068,0.00031193582,0.00055627665,0.0008006534,0.00036358056],"domain_scores_gemma":[0.9720373,0.0212659,0.0025812192,0.0017962652,0.0015585354,0.00076073053],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008978183,0.002074946,0.0047666524,0.0029399404,0.0011940122,0.0068896995,0.003987412,0.005162696,0.007937251],"category_scores_gemma":[0.026680818,0.0018029056,0.0035575223,0.0033630435,0.005735229,0.01604778,0.0044646845,0.0063291015,0.0005563887],"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":[0.000010200474,0.000026755883,0.00020777865,0.000053267853,0.000051342424,0.0000990126,0.00007525022,0.018040767,0.000074012096,0.9779975,0.0007875655,0.0025766564],"study_design_scores_gemma":[0.000012491549,0.000011556397,0.00011419404,0.000025141599,0.00003459704,0.00004048802,0.000033994267,0.07110964,0.000028503511,0.92777246,0.00080194353,0.000015087714],"about_ca_topic_score_codex":0.003491503,"about_ca_topic_score_gemma":0.0026565075,"teacher_disagreement_score":0.008978183,"about_ca_system_score_codex":0.002476837,"about_ca_system_score_gemma":0.003253334,"threshold_uncertainty_score":0.047481775},"labels":[],"label_agreement":null},{"id":"W3164852916","doi":"10.1002/asmb.2635","title":"Closed‐form approximated pricing of multivariate derivatives under switching regime models","year":2021,"lang":"en","type":"article","venue":"Applied Stochastic Models in Business and Industry","topic":"Stochastic processes and financial applications","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":"Canadian Imperial Bank of Commerce (Canada); University of Prince Edward Island","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Markov chain; Multivariate statistics; Stochastic volatility; Volatility (finance); Quadratic equation; Applied mathematics; Constant (computer programming); Econometrics; Markov chain Monte Carlo; Mathematics; Monte Carlo method; Mathematical optimization; Computer science; Statistics","score_opus":0.04960331435775938,"score_gpt":0.23913872602725017,"score_spread":0.18953541166949078,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3164852916","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10905652,0.00037650124,0.88544923,0.00028945558,0.000047409998,0.00003358443,0.0000982759,0.00021593674,0.0044330885],"genre_scores_gemma":[0.9678197,0.0003376434,0.028177164,0.00005216505,0.000040995415,0.000049148406,0.000107204294,0.000052333224,0.003363673],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992912,0.00031350707,0.000026344927,0.00009175503,0.00017715245,0.00010002349],"domain_scores_gemma":[0.99667525,0.0024530157,0.00029989166,0.00019666024,0.00026767608,0.000107494256],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002072399,0.000550434,0.0010495521,0.00053066935,0.0003205723,0.0016502378,0.0008517457,0.0012178968,0.002606452],"category_scores_gemma":[0.008335192,0.0004136744,0.0007959267,0.00073581334,0.0012698113,0.0017655401,0.0006829629,0.0014953484,0.00021323797],"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":[0.000032094937,0.000035034303,0.00058721466,0.000028533419,0.000020302963,0.00010815908,0.000036440233,0.93797994,0.00095915335,0.054970045,0.00032464517,0.0049184724],"study_design_scores_gemma":[0.0000016178941,0.0000029224145,0.00005104051,0.0000011762654,9.630246e-7,0.0000059922145,0.0000018127627,0.9953055,0.00006368902,0.0045194854,0.000044151493,0.0000016299274],"about_ca_topic_score_codex":0.0059304056,"about_ca_topic_score_gemma":0.00309168,"teacher_disagreement_score":0.0059304056,"about_ca_system_score_codex":0.0010520442,"about_ca_system_score_gemma":0.0014432493,"threshold_uncertainty_score":0.011791766},"labels":[],"label_agreement":null},{"id":"W3166297865","doi":"10.1002/fut.22214","title":"Valuation of bitcoin options","year":2021,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","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":false,"ca_institutions":"York University","funders":"","keywords":"Valuation (finance); Economics; Currency; Moneyness; Valuation of options; Asian option; Option value; Dividend; Black–Scholes model; Monetary economics; Financial economics; Microeconomics; Finance","score_opus":0.03330608809858614,"score_gpt":0.24385421997119258,"score_spread":0.21054813187260646,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3166297865","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.42681882,0.0009914514,0.48667434,0.0027373012,0.0001587097,0.000082803446,0.0001973107,0.00019744011,0.08214186],"genre_scores_gemma":[0.98752606,0.00016820792,0.005040694,0.00005140243,0.00002846397,0.000026375932,0.000032408196,0.000013741403,0.007112608],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995664,0.0002110841,0.00001485935,0.000058054942,0.00009020016,0.000059400285],"domain_scores_gemma":[0.99947435,0.00016622711,0.000085205,0.000049815608,0.00012893073,0.000095505195],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006896356,0.00052299147,0.00058355124,0.00048532308,0.0006449389,0.0024872075,0.00065967435,0.0015386371,0.0050573056],"category_scores_gemma":[0.0018700724,0.00018851,0.00038727577,0.00047029782,0.0010871931,0.0033957153,0.0008006579,0.000982188,0.00037333835],"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":[0.00008902961,0.000055390137,0.00077065243,0.000024513165,0.0000152407165,0.00032812377,0.00014906199,0.12461104,0.0029493975,0.86576176,0.00084328087,0.004402503],"study_design_scores_gemma":[0.000024592176,0.00003193598,0.00029344653,0.00001827044,0.0000067133437,0.000114911156,0.00006698817,0.72660357,0.0006323785,0.26985115,0.002335778,0.000020165353],"about_ca_topic_score_codex":0.0017611419,"about_ca_topic_score_gemma":0.00084207486,"teacher_disagreement_score":0.0050573056,"about_ca_system_score_codex":0.00099201,"about_ca_system_score_gemma":0.00047413423,"threshold_uncertainty_score":0.016918361},"labels":[],"label_agreement":null},{"id":"W3167758139","doi":"10.3390/jrfm14060254","title":"A Comparison of Artificial Neural Networks and Bootstrap Aggregating Ensembles in a Modern Financial Derivative Pricing Framework","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Artificial neural network; Monte Carlo method; Computer science; Valuation of options; Volatility (finance); Derivative (finance); Bootstrap aggregating; Stock exchange; Econometrics; Artificial intelligence; Economics; Mathematics; Financial economics; Finance; Statistics","score_opus":0.031090513534635492,"score_gpt":0.2659309095624743,"score_spread":0.2348403960278388,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3167758139","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6259673,0.0012423813,0.36578575,0.00037777916,0.00013407037,0.000057559326,0.00010268069,0.0003816797,0.005950819],"genre_scores_gemma":[0.96131086,0.0002808096,0.03773551,0.000041456522,0.000038652528,0.000022809361,0.000069858776,0.000016762606,0.00048338267],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992287,0.00033252963,0.000038605114,0.000088485205,0.00026541375,0.00004630728],"domain_scores_gemma":[0.9981104,0.0010298791,0.0001283595,0.00024529346,0.00042948418,0.000056466255],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025785754,0.0004940423,0.0006887449,0.00062082487,0.00024116012,0.00075387495,0.0007357422,0.0008801939,0.0006075815],"category_scores_gemma":[0.0050617345,0.00018491357,0.00037113717,0.0005749884,0.00030887974,0.0015689371,0.0005853678,0.0008960539,0.000100551246],"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":[0.00022128272,0.00012185445,0.0028422198,0.00003566666,0.0001059618,0.000053937645,0.0000354126,0.93096423,0.0020128095,0.006313743,0.00025224616,0.057040554],"study_design_scores_gemma":[0.0000037149107,0.000051858082,0.00054182054,0.0000032901396,0.00000912851,0.000008926834,0.000004729905,0.9977337,0.0004442034,0.0010854619,0.000108456436,0.000004706597],"about_ca_topic_score_codex":0.00256383,"about_ca_topic_score_gemma":0.0021000847,"teacher_disagreement_score":0.0025785754,"about_ca_system_score_codex":0.00044979947,"about_ca_system_score_gemma":0.0003756002,"threshold_uncertainty_score":0.013636947},"labels":[],"label_agreement":null},{"id":"W3168368505","doi":"10.1515/rose-2021-2059","title":"On Krylov’s estimates for optional semimartingales","year":2021,"lang":"en","type":"article","venue":"Random Operators and Stochastic Equations","topic":"Stochastic processes and financial applications","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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Sobolev space; Stochastic differential equation; Type (biology); Norm (philosophy); Weak convergence; Applied mathematics; Pure mathematics","score_opus":0.027484317932026305,"score_gpt":0.2513625102844507,"score_spread":0.22387819235242443,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3168368505","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07584059,0.004709516,0.85862714,0.004351924,0.00074416015,0.00013127906,0.00048243612,0.00020594208,0.054906968],"genre_scores_gemma":[0.8611777,0.006087931,0.093979366,0.0012779892,0.001239004,0.00046507287,0.0005911327,0.00057529425,0.034606513],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9967314,0.0013638708,0.00019376796,0.00039517222,0.0009926995,0.00032299728],"domain_scores_gemma":[0.98827875,0.0068275095,0.0013015149,0.00070586224,0.0019287239,0.0009576418],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010647392,0.0015119165,0.0010848014,0.004134787,0.0008802099,0.0022574414,0.0021101558,0.001224354,0.006546741],"category_scores_gemma":[0.024093261,0.0006477791,0.0024900602,0.0010648364,0.0036206373,0.005892661,0.004026012,0.005337785,0.000738891],"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":[0.000026991762,0.000021218751,0.00028646874,0.000105529376,0.000027236169,0.00006584472,0.00013845407,0.0050167223,0.0014720329,0.98781323,0.0012333029,0.003792947],"study_design_scores_gemma":[0.00001574432,0.00005888018,0.0010897277,0.0001464669,0.00002856752,0.000111085676,0.00013233293,0.14708473,0.0017716928,0.8432815,0.0062276935,0.000051533272],"about_ca_topic_score_codex":0.003379751,"about_ca_topic_score_gemma":0.002061826,"teacher_disagreement_score":0.010647392,"about_ca_system_score_codex":0.0030856172,"about_ca_system_score_gemma":0.0015474145,"threshold_uncertainty_score":0.05630946},"labels":[],"label_agreement":null},{"id":"W3170101693","doi":"10.1093/imaman/dpab017","title":"Dynamic hedging in incomplete markets using risk measures","year":2021,"lang":"en","type":"article","venue":"IMA Journal of Management Mathematics","topic":"Stochastic processes and financial applications","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":"Concordia University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Computer science; Dynamic programming; Flexibility (engineering); Mathematical optimization; Risk measure; Econometrics; Hedge; Dynamic risk measure; Stochastic programming; Curse of dimensionality; Economics; Portfolio; Mathematics; Finance; Machine learning","score_opus":0.03412386982363158,"score_gpt":0.24782961762406583,"score_spread":0.21370574780043425,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3170101693","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14020082,0.0007136994,0.85492283,0.0006413571,0.00006176898,0.000051844087,0.0000952073,0.00008460349,0.0032278665],"genre_scores_gemma":[0.9552982,0.0004982491,0.04059872,0.00006675564,0.000043437896,0.000061879575,0.00009186607,0.000034243876,0.0033067942],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99838924,0.00091394846,0.000091158814,0.00020851998,0.00026632036,0.00013080344],"domain_scores_gemma":[0.9892608,0.008365929,0.001115477,0.00046560523,0.00046704814,0.00032515582],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008927077,0.0010456349,0.0018044431,0.0009144481,0.00046874702,0.0029162618,0.0015824746,0.0014340373,0.0025869124],"category_scores_gemma":[0.019099964,0.000877845,0.0013044887,0.0009175259,0.0023290573,0.004063191,0.0015923816,0.0021314523,0.0001310193],"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":[0.00003593448,0.000023263548,0.0006421052,0.000039034945,0.000037921673,0.00010690389,0.000047854897,0.89262635,0.00041252322,0.1024738,0.00013776407,0.003416546],"study_design_scores_gemma":[0.0000065125914,0.00001554091,0.00013390431,0.000008213646,0.000005914285,0.000009262855,0.000008855511,0.9722878,0.00012387596,0.027291048,0.000101385005,0.000007804698],"about_ca_topic_score_codex":0.0043086675,"about_ca_topic_score_gemma":0.0024154591,"teacher_disagreement_score":0.008927077,"about_ca_system_score_codex":0.0015937126,"about_ca_system_score_gemma":0.0009413747,"threshold_uncertainty_score":0.04721147},"labels":[],"label_agreement":null},{"id":"W3170228420","doi":"10.3390/jrfm14060241","title":"How Much Do Negative Probabilities Matter in Option Pricing?: A Case of a Lattice-Based Approach for Stochastic Volatility Models","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Lattice (music); Valuation of options; Statistical physics; Jump; Grid; Computer science; Econometrics; Mathematics; Physics; Quantum mechanics","score_opus":0.023333679039165743,"score_gpt":0.21679714083783236,"score_spread":0.1934634617986666,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3170228420","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3983025,0.0010963712,0.5701137,0.0076613645,0.00025465296,0.000064412976,0.00013133469,0.00023864555,0.022137066],"genre_scores_gemma":[0.97216445,0.00024752485,0.025888119,0.00024211465,0.00009422719,0.000037097703,0.000027837463,0.00006125559,0.001237371],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99724823,0.00149023,0.00009784502,0.00040301206,0.0005232491,0.00023750676],"domain_scores_gemma":[0.9849015,0.010897352,0.0014460575,0.0012401028,0.00062183716,0.00089317595],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00571872,0.00064291706,0.0013057609,0.0008831927,0.0014802839,0.004994795,0.0015963431,0.003389257,0.0041133286],"category_scores_gemma":[0.033019647,0.00060750765,0.001099696,0.0009129215,0.0050195847,0.008470092,0.0021695327,0.0038880906,0.00040253377],"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":[0.00019251727,0.0001193426,0.0037086126,0.000080818034,0.00007394014,0.0005021579,0.00035797266,0.16227058,0.0015110178,0.81642765,0.00092841306,0.0138269365],"study_design_scores_gemma":[0.00003463601,0.000029517681,0.00038194365,0.000012944395,0.000015172131,0.00010932147,0.000076702774,0.34975582,0.00026796933,0.64876735,0.00051848416,0.00003010466],"about_ca_topic_score_codex":0.001766527,"about_ca_topic_score_gemma":0.0010460702,"teacher_disagreement_score":0.00571872,"about_ca_system_score_codex":0.0009151367,"about_ca_system_score_gemma":0.00087166333,"threshold_uncertainty_score":0.030243874},"labels":[],"label_agreement":null},{"id":"W3173096068","doi":"10.1002/9781118445112.stat04719","title":"<scp>W</scp> ilkie Investment Model","year":2014,"lang":"en","type":"other","venue":"Wiley StatsRef: Statistics Reference Online","topic":"Stochastic processes and financial applications","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":"Bond; Inflation (cosmology); Exposition (narrative); Economics; Context (archaeology); Investment (military); Equity (law); Econometrics; Financial modeling; Wage; Computer science; Financial economics; Finance; History; Art; Law","score_opus":0.050704407986579436,"score_gpt":0.2654139328255011,"score_spread":0.21470952483892164,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3173096068","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.036447637,0.0021149071,0.58541286,0.00978398,0.0004595884,0.00020158051,0.008867149,0.000925484,0.3557868],"genre_scores_gemma":[0.6184369,0.0031239782,0.04547639,0.0008551006,0.00029248552,0.0004881446,0.0056806235,0.00035779044,0.32528853],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9996456,0.0000907639,0.000017762908,0.000066557084,0.000121425765,0.000057945148],"domain_scores_gemma":[0.9994886,0.00015837725,0.000093871844,0.00005636752,0.00014405238,0.000058669655],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000705372,0.00045725206,0.00044356272,0.00067376374,0.00036243352,0.0017573719,0.0010741041,0.0010600721,0.0256302],"category_scores_gemma":[0.0027433515,0.00021401524,0.0005247899,0.001133285,0.00059809705,0.0013673382,0.0006796508,0.0013498052,0.0046794033],"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":[0.000026316182,0.000024919796,0.00088937953,0.00004657434,0.000015474354,0.00016956535,0.000044279514,0.16258536,0.00023153395,0.7840037,0.037006855,0.014956079],"study_design_scores_gemma":[0.000026268775,0.000023444398,0.0010839825,0.000076427954,0.000015507421,0.00017580904,0.0000392652,0.57680845,0.00054448476,0.32148236,0.099683486,0.00004043395],"about_ca_topic_score_codex":0.010870447,"about_ca_topic_score_gemma":0.005674329,"teacher_disagreement_score":0.0256302,"about_ca_system_score_codex":0.002262976,"about_ca_system_score_gemma":0.0013289434,"threshold_uncertainty_score":0.08574158},"labels":[],"label_agreement":null},{"id":"W3173963434","doi":"10.3390/jrfm15040147","title":"A Singular Stochastic Control Approach for Optimal Pairs Trading with Proportional Transaction Costs","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Stochastic control; Transaction cost; Bellman equation; Singular control; Trading strategy; Mathematical optimization; Dynamic programming; Optimal control; Optimal stopping; Mathematics; Computer science; Economics; Econometrics; Finance","score_opus":0.010924600442967098,"score_gpt":0.1916900780660995,"score_spread":0.18076547762313241,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3173963434","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023390397,0.00023680643,0.97271043,0.0003130218,0.000043227894,0.00004438408,0.00002528263,0.000056737143,0.0031796864],"genre_scores_gemma":[0.8502381,0.00037962434,0.14377002,0.00015882324,0.000082530256,0.00020515849,0.00008197083,0.000081576065,0.0050021894],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994288,0.00022515556,0.000029470788,0.00012303573,0.00013211707,0.00006144665],"domain_scores_gemma":[0.997575,0.0017003127,0.00024061014,0.00010031386,0.0002352849,0.00014844866],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001709442,0.0009810565,0.0013044607,0.0008744919,0.00052068575,0.0015040495,0.001222762,0.0012307633,0.0031486212],"category_scores_gemma":[0.005642914,0.00059526577,0.0010609197,0.0005092805,0.0022583327,0.0015026596,0.0013913526,0.0018466532,0.00017263244],"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":[0.000031491654,0.000032589123,0.00030045092,0.000041918516,0.000027622971,0.00006706415,0.000046342346,0.9284576,0.0011593185,0.06489728,0.00022738868,0.0047109583],"study_design_scores_gemma":[0.0000056845206,0.0000125098995,0.000026932112,0.0000028205195,0.0000030172905,0.000004013104,0.000004842898,0.99079,0.00012403964,0.008937334,0.00008527664,0.0000034671418],"about_ca_topic_score_codex":0.007461011,"about_ca_topic_score_gemma":0.0037641996,"teacher_disagreement_score":0.007461011,"about_ca_system_score_codex":0.0015908828,"about_ca_system_score_gemma":0.0015116935,"threshold_uncertainty_score":0.014835179},"labels":[],"label_agreement":null},{"id":"W3176528034","doi":"10.1093/imanum/drab047","title":"Numerical methods for stochastic Volterra integral equations with weakly singular kernels","year":2021,"lang":"en","type":"article","venue":"IMA Journal of Numerical Analysis","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":43,"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":"Mathematics; Uniqueness; Gravitational singularity; Rate of convergence; Mathematical analysis; Norm (philosophy); Volterra integral equation; Euler's formula; Applied mathematics; Integral equation; Law","score_opus":0.037271680152728054,"score_gpt":0.3157669927420665,"score_spread":0.27849531258933846,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3176528034","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04177246,0.0006586135,0.9524748,0.000553307,0.00016797871,0.00007246776,0.000026353258,0.00011335363,0.004160712],"genre_scores_gemma":[0.7104336,0.00055953616,0.27979353,0.00021506616,0.00013859426,0.00027528597,0.000058801146,0.00008341243,0.008442289],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99941945,0.00024012325,0.00004123399,0.00005687545,0.00019410755,0.000048218957],"domain_scores_gemma":[0.99830097,0.0008965868,0.00022714362,0.00012942315,0.00030602323,0.00013985242],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020863346,0.00054231466,0.0009701632,0.0010703319,0.0005313727,0.0010180474,0.0010580125,0.0015340581,0.0015852969],"category_scores_gemma":[0.006158284,0.00038116236,0.0010441198,0.0005525906,0.0021081094,0.0010332129,0.0020598187,0.0015468951,0.00025125672],"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":[0.000089646266,0.00007286738,0.001651585,0.00014824497,0.00006407353,0.00017877699,0.00024060652,0.6768032,0.0077798655,0.29854864,0.0003511826,0.014071297],"study_design_scores_gemma":[0.0000056141143,0.000008578727,0.000046544174,0.000009176785,0.0000024392637,0.000009467743,0.000007040401,0.98909503,0.00028698906,0.010230042,0.0002954204,0.0000036680806],"about_ca_topic_score_codex":0.0038108486,"about_ca_topic_score_gemma":0.0019743089,"teacher_disagreement_score":0.0038108486,"about_ca_system_score_codex":0.0012778388,"about_ca_system_score_gemma":0.0012334166,"threshold_uncertainty_score":0.011033773},"labels":[],"label_agreement":null},{"id":"W3176695912","doi":"10.2139/ssrn.3871384","title":"Option-Implied Spreads and Option Risk Premia","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Risk premium; Economics; Financial economics; Business; Actuarial science","score_opus":0.009831280441319321,"score_gpt":0.20716398946441522,"score_spread":0.1973327090230959,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3176695912","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.44580266,0.0026958438,0.53178114,0.0025003664,0.00017895993,0.00006137263,0.0007128705,0.00029741004,0.015969446],"genre_scores_gemma":[0.9716969,0.0014410864,0.018534083,0.00009456257,0.0002055272,0.000044338256,0.00040196933,0.000077452394,0.0075040343],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99906164,0.00035020272,0.0000932294,0.00016383067,0.00024499645,0.000086077176],"domain_scores_gemma":[0.9739879,0.018865,0.0031521094,0.0013911134,0.0017577775,0.0008460958],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0038041344,0.0009280633,0.00082560565,0.0019317286,0.0004845774,0.0039757183,0.0012591004,0.0022766222,0.010405889],"category_scores_gemma":[0.043101322,0.00070158613,0.00084900775,0.0020143508,0.001637631,0.008699723,0.0014411797,0.0037976543,0.0008696984],"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":[0.00009512629,0.00006411949,0.0033234684,0.00009184729,0.000068291316,0.00027513894,0.00025379716,0.055798486,0.001709096,0.92543846,0.000743879,0.012138323],"study_design_scores_gemma":[0.000014463275,0.000021503121,0.0020610767,0.00003291404,0.000021919393,0.00014355766,0.000038293412,0.13608244,0.00045423064,0.86068714,0.00041481078,0.000027583392],"about_ca_topic_score_codex":0.0005988237,"about_ca_topic_score_gemma":0.0005683061,"teacher_disagreement_score":0.010405889,"about_ca_system_score_codex":0.0006187809,"about_ca_system_score_gemma":0.000638731,"threshold_uncertainty_score":0.0348112},"labels":[],"label_agreement":null},{"id":"W3179507876","doi":"","title":"A Unified Formula of the Optimal Portfolio for Piecewise HARA Utilities","year":2021,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Risk aversion (psychology); Portfolio; Preference; Piecewise; Hedge; Differentiable function; Ambiguity aversion; Stochastic game; Economics; Mathematical economics; Mathematics; Econometrics; Expected utility hypothesis; Computer science; Microeconomics; Financial economics; Pure mathematics","score_opus":0.09587620945951514,"score_gpt":0.181676103118804,"score_spread":0.08579989365928886,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3179507876","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.008111395,0.00040656133,0.9841076,0.0002573121,0.000050244693,0.000028041388,0.00008199432,0.00005755426,0.0068991943],"genre_scores_gemma":[0.43280408,0.0023749692,0.54657733,0.00035636147,0.000303055,0.00038587867,0.0003440436,0.0002241846,0.016629996],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996263,0.00013801339,0.000024282319,0.00006846763,0.00010328705,0.000039598865],"domain_scores_gemma":[0.999514,0.0002151622,0.00004774281,0.00006047771,0.00013224305,0.000030322644],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013613267,0.00065357075,0.0006089273,0.0009174949,0.00031166206,0.0015877368,0.0008927142,0.0009472896,0.0055333353],"category_scores_gemma":[0.004224882,0.00033357026,0.0006931561,0.00086782756,0.0007323135,0.0028703231,0.00086054305,0.0014278392,0.00079145195],"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":[0.000009408436,0.000018630497,0.00023682881,0.00006317444,0.000011731588,0.000074488526,0.00008292933,0.047164615,0.002062639,0.9209149,0.0019212547,0.027439384],"study_design_scores_gemma":[0.000010182921,0.000030102165,0.00026018813,0.000041988387,0.0000141217115,0.00012844808,0.00003577858,0.41032737,0.0006493299,0.5829445,0.0055361157,0.000021881064],"about_ca_topic_score_codex":0.00072285463,"about_ca_topic_score_gemma":0.00060903153,"teacher_disagreement_score":0.0055333353,"about_ca_system_score_codex":0.00090616895,"about_ca_system_score_gemma":0.0006414968,"threshold_uncertainty_score":0.018510878},"labels":[],"label_agreement":null},{"id":"W3179856679","doi":"","title":"Penalty Methods for Bilateral XVA Pricing in European and American Contingent Claims by a Partial Differential Equation Model","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Discretization; Partial differential equation; Valuation of options; Valuation (finance); Nonlinear system; Mathematics; Convergence (economics); Actuarial science; Mathematical economics; Mathematical optimization; Applied mathematics; Economics; Econometrics; Finance; Mathematical analysis","score_opus":0.021986248119167634,"score_gpt":0.27337302813810727,"score_spread":0.25138678001893966,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3179856679","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.035689935,0.0008726145,0.95477945,0.0010552022,0.00014799197,0.0000669843,0.00006913223,0.00009494936,0.007223901],"genre_scores_gemma":[0.7960591,0.0011589219,0.17597382,0.00032966144,0.00023554121,0.0003969377,0.00021918831,0.00019311302,0.025433682],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999111,0.0005220528,0.000038948347,0.00008981537,0.0001487558,0.00008946666],"domain_scores_gemma":[0.99709654,0.0020448407,0.0002113163,0.00009393332,0.0002850452,0.00026830583],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029140802,0.0009213586,0.0014284736,0.0007581136,0.00072558597,0.0020176088,0.0014233515,0.0025609233,0.0033316794],"category_scores_gemma":[0.005709417,0.00061147637,0.0013497081,0.0006906537,0.0021653376,0.0017967306,0.0022688317,0.0026159985,0.00036540307],"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":[0.00006961413,0.0000700068,0.0006081388,0.00007557724,0.000033343873,0.00016939618,0.00011293961,0.84190553,0.0011152328,0.14656398,0.0009500185,0.0083262],"study_design_scores_gemma":[0.0000051238144,0.0000050827525,0.00003028457,0.000003564923,0.0000014814708,0.000006701778,0.0000053273957,0.99365234,0.000037987713,0.0060574776,0.00019026636,0.000004349628],"about_ca_topic_score_codex":0.00873326,"about_ca_topic_score_gemma":0.004784668,"teacher_disagreement_score":0.00873326,"about_ca_system_score_codex":0.0012541654,"about_ca_system_score_gemma":0.0021404508,"threshold_uncertainty_score":0.01736486},"labels":[],"label_agreement":null},{"id":"W3180981544","doi":"10.3390/jrfm14070322","title":"A Neural Network Monte Carlo Approximation for Expected Utility Theory","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":true,"route_about_ca":false,"ca_institutions":"Western University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Stylized fact; Computer science; Portfolio; Mathematical optimization; Monte Carlo method; Artificial neural network; Expected utility hypothesis; Portfolio optimization; Bellman equation; Mathematical economics; Mathematics; Artificial intelligence; Economics","score_opus":0.01647651454842002,"score_gpt":0.21175257997679875,"score_spread":0.19527606542837872,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3180981544","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.003696252,0.000286986,0.993218,0.00015799237,0.00003743526,0.00002103082,0.000025467933,0.0000780307,0.0024787765],"genre_scores_gemma":[0.4737647,0.00077447837,0.51577,0.0002941174,0.00020029406,0.00037036138,0.00019076247,0.00017304135,0.008462297],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999401,0.00028550107,0.000022070682,0.0000818661,0.00015905508,0.0000505617],"domain_scores_gemma":[0.9982486,0.001346964,0.00009000345,0.00007817391,0.00017581013,0.000060563223],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016844157,0.00069957814,0.0009918299,0.00082679396,0.0004945669,0.0010110283,0.0015222606,0.0016297486,0.003684956],"category_scores_gemma":[0.0067481855,0.00056657835,0.0007217495,0.000897003,0.0009918942,0.0014720109,0.0009590033,0.0019115555,0.00048945384],"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":[0.000020154721,0.000019684081,0.00028200328,0.00003335369,0.000023993261,0.00003262679,0.000021609296,0.93554705,0.00035849688,0.049286883,0.0005160804,0.013858098],"study_design_scores_gemma":[0.0000016317873,0.0000026144164,0.000017824172,0.0000035081043,0.0000014140674,0.0000047611265,8.109564e-7,0.9952218,0.000044418655,0.0045108213,0.00018851005,0.0000018988511],"about_ca_topic_score_codex":0.007915743,"about_ca_topic_score_gemma":0.005578002,"teacher_disagreement_score":0.007915743,"about_ca_system_score_codex":0.001514912,"about_ca_system_score_gemma":0.0012389566,"threshold_uncertainty_score":0.015739322},"labels":[],"label_agreement":null},{"id":"W3181775670","doi":"10.2139/ssrn.3440158","title":"Option Pricing in Regime-Switching Frameworks With the Extended Girsanov Principle","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Girsanov theorem; Economics; Mathematical economics; Business; Mathematics; Applied mathematics","score_opus":0.00750364153989386,"score_gpt":0.2161522272002796,"score_spread":0.20864858566038574,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3181775670","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14634457,0.0034694967,0.81916606,0.0026430835,0.00033451032,0.000052889223,0.00015658399,0.00027499857,0.02755788],"genre_scores_gemma":[0.95729786,0.0016334794,0.029991582,0.00022623035,0.0006155963,0.00007250235,0.00013053163,0.00012338867,0.009908773],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99782383,0.0013949613,0.000052794356,0.00018372608,0.00034260907,0.00020207769],"domain_scores_gemma":[0.99644405,0.0022770716,0.00035669055,0.00030114487,0.00022704396,0.00039397605],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043140077,0.00090760627,0.0022438243,0.0012255417,0.00093823986,0.003760557,0.0019701528,0.0024284592,0.0042388993],"category_scores_gemma":[0.008556555,0.0006230848,0.0018350624,0.0012829114,0.0035404272,0.004518368,0.0030017663,0.0034999957,0.0005381749],"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":[0.000031046544,0.000022194039,0.00018181479,0.000024552042,0.000034828663,0.00006520318,0.00004399192,0.037775226,0.00026815344,0.9583015,0.0004940858,0.0027573637],"study_design_scores_gemma":[0.000013432051,0.000014199404,0.000111772206,0.0000079799165,0.000006146838,0.000025290976,0.000009875821,0.25881764,0.000032056978,0.74064934,0.00030013747,0.00001212543],"about_ca_topic_score_codex":0.0013820371,"about_ca_topic_score_gemma":0.0009506837,"teacher_disagreement_score":0.0043140077,"about_ca_system_score_codex":0.0010582049,"about_ca_system_score_gemma":0.0013188601,"threshold_uncertainty_score":0.02281493},"labels":[],"label_agreement":null},{"id":"W3183232237","doi":"10.48550/arxiv.2107.09168","title":"Linear quadratic mean field games: Decentralized $O(1/N)$-Nash equilibria","year":2021,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Ode; Nash equilibrium; Mathematics; Riccati equation; Applied mathematics; Ordinary differential equation; State (computer science); Differential (mechanical device); Quadratic equation; Field (mathematics); Mathematical optimization; Mathematical economics; Differential equation; Mathematical analysis; Pure mathematics; Physics","score_opus":0.08480233525153716,"score_gpt":0.19539997604748402,"score_spread":0.11059764079594686,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3183232237","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12516958,0.00016572588,0.8614581,0.0005884852,0.000028150262,0.00006794518,0.00005257095,0.00012104293,0.012348363],"genre_scores_gemma":[0.95902103,0.00014555702,0.03337028,0.000114989685,0.000047630114,0.00015059742,0.000045410805,0.000033539054,0.007070877],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99941885,0.00026873694,0.000019562582,0.0001259618,0.0001070928,0.000059804835],"domain_scores_gemma":[0.99849725,0.00095001113,0.00023630468,0.000073429124,0.00015993902,0.00008308154],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011851676,0.0005846716,0.0007614982,0.00032519083,0.00038655507,0.00086946314,0.00077188516,0.00089399365,0.002764158],"category_scores_gemma":[0.00572812,0.0002700885,0.00044903497,0.00029372267,0.0012525712,0.0017690209,0.0011530019,0.0008445511,0.0002541324],"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":[0.00010832892,0.00009934443,0.0006204581,0.00013336951,0.000047813483,0.00021768801,0.00013885016,0.49329188,0.009728529,0.4809415,0.0012809501,0.013391171],"study_design_scores_gemma":[0.000022289547,0.000046515474,0.00014096417,0.0000040792056,0.000004907237,0.000029589035,0.000018798037,0.9018311,0.0005372198,0.09697705,0.0003791323,0.000008343925],"about_ca_topic_score_codex":0.0015722818,"about_ca_topic_score_gemma":0.00092138053,"teacher_disagreement_score":0.002764158,"about_ca_system_score_codex":0.00094688934,"about_ca_system_score_gemma":0.00068056537,"threshold_uncertainty_score":0.009247065},"labels":[],"label_agreement":null},{"id":"W3183322001","doi":"10.3390/risks11080140","title":"Deep Equal Risk Pricing of Financial Derivatives with Non-Translation Invariant Risk Measures","year":2023,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","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":"Concordia University","funders":"Fonds de recherche du Québec – Nature et technologies; Natural Sciences and Engineering Research Council of Canada","keywords":"Invariant (physics); Computer science; Valuation (finance); Artificial neural network; Risk management; Econometrics; Artificial intelligence; Mathematical optimization; Finance; Mathematics; Economics","score_opus":0.061904777666974824,"score_gpt":0.2562005581288131,"score_spread":0.19429578046183826,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3183322001","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18925744,0.00043223568,0.806062,0.00033855462,0.000052595155,0.000037545175,0.00003483572,0.000113863025,0.0036709246],"genre_scores_gemma":[0.96737957,0.00018657914,0.030267896,0.00004531716,0.000024531691,0.000017966591,0.000027153901,0.00001967218,0.0020312436],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99958664,0.00018447066,0.000021412392,0.000057910245,0.000096662756,0.000052923195],"domain_scores_gemma":[0.99871445,0.0007980659,0.00016955099,0.00011770469,0.00011941092,0.00008088482],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019157853,0.0007020513,0.0008082338,0.0003610577,0.00018140668,0.0016502481,0.00076062925,0.0007948497,0.0017014424],"category_scores_gemma":[0.0057757706,0.00031583442,0.00051487144,0.00036971827,0.0011956902,0.0026276533,0.0011653916,0.0016362485,0.00010969274],"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":[0.00011218832,0.00007551733,0.0010937179,0.000069465204,0.000033753924,0.00018243337,0.000051028816,0.8637949,0.0034555153,0.10689186,0.00029074666,0.023948886],"study_design_scores_gemma":[0.0000028127486,0.00001730984,0.00008210733,0.0000022766735,0.0000021835626,0.000009675138,0.0000024962812,0.990466,0.0003154395,0.009045322,0.000051534567,0.0000027734409],"about_ca_topic_score_codex":0.0015970552,"about_ca_topic_score_gemma":0.0013021171,"teacher_disagreement_score":0.0019157853,"about_ca_system_score_codex":0.000792008,"about_ca_system_score_gemma":0.00064180593,"threshold_uncertainty_score":0.010131776},"labels":[],"label_agreement":null},{"id":"W3183927403","doi":"10.3390/risks9080141","title":"Mean-Reverting 4/2 Principal Components Model. Financial Applications","year":2021,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","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":"Stochastic volatility; Value at risk; Econometrics; SABR volatility model; Bivariate analysis; Volatility (finance); Principal component analysis; Mathematics; Multivariate statistics; Mean reversion; Applied mathematics; Economics; Statistics; Risk management; Finance","score_opus":0.09350443412597176,"score_gpt":0.2801310647629399,"score_spread":0.18662663063696816,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3183927403","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.020306563,0.00027669253,0.97593135,0.0002821772,0.00009055029,0.00003551168,0.00015086758,0.00021547664,0.0027108644],"genre_scores_gemma":[0.7841537,0.0009489621,0.1927151,0.00025048535,0.00025708583,0.00024036439,0.00057645515,0.00021264114,0.020645272],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999049,0.00042552667,0.000039803705,0.00016365854,0.00023337337,0.000088534965],"domain_scores_gemma":[0.9987124,0.0006314623,0.00025821725,0.00018297636,0.00015594375,0.000059012935],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021974999,0.0010135619,0.0011298029,0.0006734597,0.00033445584,0.0015449838,0.0020451953,0.0015182253,0.003209296],"category_scores_gemma":[0.0058953012,0.0006911103,0.0014409675,0.001008663,0.0009578107,0.0021178608,0.00082095584,0.0021053175,0.0008120524],"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":[0.00006472912,0.00004269721,0.001797828,0.000051744348,0.00007890568,0.00018095534,0.00007554463,0.74151903,0.0021407271,0.23624772,0.0015281291,0.016272027],"study_design_scores_gemma":[0.00000469624,0.0000110174,0.00026968398,0.0000025713305,0.000008092613,0.000037570582,0.000004216955,0.9716979,0.00019643271,0.02701162,0.0007457484,0.000010431572],"about_ca_topic_score_codex":0.0036039746,"about_ca_topic_score_gemma":0.0021826448,"teacher_disagreement_score":0.0036039746,"about_ca_system_score_codex":0.0008037327,"about_ca_system_score_gemma":0.0008525573,"threshold_uncertainty_score":0.011621654},"labels":[],"label_agreement":null},{"id":"W3185153637","doi":"10.32468/be.1156","title":"Pricing the exotic: Path-dependent American options with stochastic barriers","year":2021,"lang":"en","type":"report","venue":"","topic":"Stochastic processes and financial applications","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 British Columbia","funders":"","keywords":"Exotic option; Monte Carlo methods for option pricing; Greeks; Monte Carlo method; Asian option; Valuation of options; Portfolio; Mathematical optimization; Econometrics; Sensitivity (control systems); Computer science; Binomial options pricing model; Economics; Mathematics; Financial economics; Engineering; Statistics","score_opus":0.03970205381261632,"score_gpt":0.2428018706545654,"score_spread":0.20309981684194908,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3185153637","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21439093,0.00014906771,0.780568,0.00025142767,0.00003179224,0.000020297031,0.00004447796,0.00011577297,0.00442827],"genre_scores_gemma":[0.9496497,0.00011398674,0.047821946,0.000065840424,0.00002717187,0.000020779444,0.000049464143,0.000043492386,0.0022076096],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997063,0.00013311446,0.000013193296,0.0000428542,0.00007224564,0.000032266864],"domain_scores_gemma":[0.9985936,0.000658624,0.00027141892,0.00014946253,0.00015905152,0.000167842],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013620555,0.00052932533,0.0005818163,0.0005209208,0.00032463972,0.0013797311,0.0010190731,0.00096037483,0.0017316937],"category_scores_gemma":[0.0045514684,0.00033710143,0.00068848534,0.000553204,0.0011216636,0.0021295038,0.0010244723,0.0012258593,0.00013907584],"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":[0.000049611,0.000038725437,0.0017667084,0.000023114071,0.00003820706,0.00020816535,0.000077594705,0.8125795,0.0033479398,0.17583472,0.0002859758,0.0057496447],"study_design_scores_gemma":[0.000003162039,0.000010556628,0.000098365985,0.0000020967857,0.000002982667,0.000035515313,0.0000046836267,0.98679173,0.00015943477,0.012745746,0.00014020187,0.000005564825],"about_ca_topic_score_codex":0.002352616,"about_ca_topic_score_gemma":0.0015725662,"teacher_disagreement_score":0.002352616,"about_ca_system_score_codex":0.0005304031,"about_ca_system_score_gemma":0.000568867,"threshold_uncertainty_score":0.0072033405},"labels":[],"label_agreement":null},{"id":"W3185522364","doi":"","title":"Reflected backward stochastic differential equations under stopping with an arbitrary random time.","year":2021,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Brownian motion; Stopping time; Combinatorics; Stochastic differential equation; Optimal stopping; Physics; Mathematics; Mathematical physics; Quantum mechanics; Statistics","score_opus":0.08308194492369736,"score_gpt":0.18863393838255002,"score_spread":0.10555199345885266,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3185522364","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.097300805,0.0019238248,0.8541576,0.005008601,0.000611807,0.00013811687,0.00074963405,0.00032153464,0.039788067],"genre_scores_gemma":[0.82363576,0.0016449831,0.09626598,0.001564612,0.00042264693,0.0005359762,0.0009442664,0.00020699958,0.07477884],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.998719,0.0004199479,0.000060369817,0.0002363353,0.00032700383,0.00023730622],"domain_scores_gemma":[0.99692935,0.0014144608,0.0005627885,0.00019547388,0.0004543266,0.0004435322],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034349635,0.0012300255,0.0013963379,0.00092486874,0.00064471643,0.0019548733,0.0021896637,0.0025769535,0.0053988593],"category_scores_gemma":[0.009326656,0.0006295735,0.0020530391,0.00063661794,0.0024271149,0.002759615,0.0025429996,0.0033959057,0.0007121157],"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":[0.00005230962,0.000033347158,0.0007788757,0.00006002752,0.00004602079,0.00029536942,0.0001178757,0.039619282,0.0014393956,0.9533476,0.0012480606,0.0029618226],"study_design_scores_gemma":[0.00008249578,0.00005943223,0.0005566522,0.00004480233,0.00003705752,0.00016327515,0.00006360254,0.59167296,0.0008040103,0.4030753,0.0033977935,0.000042603107],"about_ca_topic_score_codex":0.0053702067,"about_ca_topic_score_gemma":0.0036108422,"teacher_disagreement_score":0.0053988593,"about_ca_system_score_codex":0.0022630016,"about_ca_system_score_gemma":0.0022240132,"threshold_uncertainty_score":0.018166065},"labels":[],"label_agreement":null},{"id":"W3185698444","doi":"10.48550/arxiv.2107.11340","title":"Deep equal risk pricing of financial derivatives with non-translation invariant risk measures","year":2021,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Invariant (physics); Valuation (finance); Computer science; Artificial neural network; Risk management; Regular polygon; Econometrics; Artificial intelligence; Actuarial science; Mathematical optimization; Mathematics; Economics; Finance","score_opus":0.06548585502767526,"score_gpt":0.17303519754855554,"score_spread":0.10754934252088028,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3185698444","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12219317,0.00045991517,0.87258065,0.0003908319,0.00005595006,0.000028506323,0.00005342683,0.00016759097,0.004069918],"genre_scores_gemma":[0.9536648,0.00022371752,0.042861566,0.00006456461,0.000031059168,0.000020953747,0.000051997606,0.000035383415,0.0030459883],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996024,0.0001670808,0.000022705472,0.00006533401,0.000091015936,0.000051464533],"domain_scores_gemma":[0.9985763,0.00089468306,0.00015334669,0.00015448146,0.00013767937,0.00008352651],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001885479,0.0006383562,0.00073268835,0.00035809854,0.00018174585,0.0017235874,0.0007649656,0.00086649193,0.002551485],"category_scores_gemma":[0.0065465025,0.00034284912,0.0005025357,0.00037340543,0.0010674486,0.0028608453,0.0013366421,0.001748147,0.00019438469],"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":[0.0001292977,0.00007480587,0.0011675222,0.0000702097,0.000037099067,0.00015063718,0.00006347468,0.8253404,0.002715378,0.13387623,0.0006404355,0.035734426],"study_design_scores_gemma":[0.0000030032754,0.0000134831935,0.00008660651,0.000003050003,0.0000023552036,0.000008531386,0.0000026123334,0.9835186,0.00029281032,0.015985273,0.000080898084,0.000002820875],"about_ca_topic_score_codex":0.0017531737,"about_ca_topic_score_gemma":0.0016329546,"teacher_disagreement_score":0.002551485,"about_ca_system_score_codex":0.00087653316,"about_ca_system_score_gemma":0.00066626817,"threshold_uncertainty_score":0.00997144},"labels":[],"label_agreement":null},{"id":"W3186072782","doi":"10.3390/jrfm14080340","title":"American Option Pricing with Importance Sampling and Shifted Regressions","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":true,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University; Western University","funders":"","keywords":"Estimator; Variance (accounting); Moneyness; Mean squared error; Econometrics; Standard error; Range (aeronautics); Statistics; Measure (data warehouse); Sampling (signal processing); Bias of an estimator; Regression; Standard deviation; Mathematics; Computer science; Minimum-variance unbiased estimator; Economics; Data mining; Engineering; Accounting","score_opus":0.014771913160598959,"score_gpt":0.22279702715226538,"score_spread":0.20802511399166643,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3186072782","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012564599,0.00014144741,0.98639685,0.00007415213,0.000040266747,0.000034474608,0.000013596788,0.00014740053,0.000587178],"genre_scores_gemma":[0.44158992,0.00035504557,0.55472314,0.00019386827,0.00026019994,0.00017518064,0.0001562316,0.00013769075,0.0024086053],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99532974,0.0029909022,0.000118806536,0.00035035668,0.0010682753,0.00014208003],"domain_scores_gemma":[0.98997223,0.0070644463,0.0005848519,0.0009808578,0.0011298512,0.00026768734],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0060727424,0.00078239763,0.001127834,0.0013818799,0.00048590306,0.0012140573,0.0019879274,0.001044254,0.0017512651],"category_scores_gemma":[0.025511753,0.0006734055,0.00089190487,0.0012031805,0.0011327729,0.0026965125,0.0016404018,0.0021405525,0.00035802103],"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":[0.00041162645,0.00021579298,0.0052682306,0.00014017138,0.00019363748,0.00023285857,0.00020147636,0.6348376,0.005199314,0.15654437,0.0016867897,0.19506806],"study_design_scores_gemma":[0.000020340416,0.000020730204,0.00023962697,0.000004740982,0.0000064453557,0.00002151905,0.0000032406874,0.9874242,0.0004082919,0.011489822,0.0003503641,0.000010648873],"about_ca_topic_score_codex":0.0036182527,"about_ca_topic_score_gemma":0.002459089,"teacher_disagreement_score":0.0060727424,"about_ca_system_score_codex":0.00071893976,"about_ca_system_score_gemma":0.0009158105,"threshold_uncertainty_score":0.032116115},"labels":[],"label_agreement":null},{"id":"W3186501127","doi":"10.1007/s11408-021-00399-z","title":"From innovation to obfuscation: continuous time finance fifty years later","year":2021,"lang":"en","type":"article","venue":"Financial markets and portfolio management","topic":"Stochastic processes and financial applications","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":"Obfuscation; Economics; Neoclassical economics; Keynesian economics; Finance; Computer science; Computer security","score_opus":0.009186866620271296,"score_gpt":0.20139813707968174,"score_spread":0.19221127045941044,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3186501127","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06532961,0.2581689,0.3557184,0.16030294,0.019247951,0.00009788988,0.00058829034,0.00050924084,0.14003684],"genre_scores_gemma":[0.6962105,0.084129706,0.061135657,0.016224274,0.025599519,0.00016417769,0.00025013773,0.00039647258,0.115889564],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99787855,0.000746967,0.000097688804,0.00053155434,0.00054830266,0.0001970408],"domain_scores_gemma":[0.9902175,0.0071880217,0.00044338018,0.00091566204,0.00093651627,0.0002988119],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0036783814,0.000988521,0.0011124823,0.0014363334,0.0009949503,0.00617012,0.0008141793,0.004659396,0.0049762027],"category_scores_gemma":[0.01659735,0.00042563013,0.000799349,0.0024654756,0.0076612113,0.008700257,0.002367082,0.0059930026,0.0010961369],"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":[0.00008615783,0.00004555035,0.00040843594,0.00012667099,0.00002423019,0.0000655263,0.00024022482,0.0034903074,0.00037546016,0.9293452,0.014793452,0.05099886],"study_design_scores_gemma":[0.000032006916,0.00006299979,0.0006002382,0.00023370725,0.00002384016,0.00013879234,0.00009241939,0.016813504,0.00093918666,0.87650436,0.10449953,0.000059328962],"about_ca_topic_score_codex":0.0024790366,"about_ca_topic_score_gemma":0.0012088203,"teacher_disagreement_score":0.00617012,"about_ca_system_score_codex":0.0030966292,"about_ca_system_score_gemma":0.0015865881,"threshold_uncertainty_score":0.022467673},"labels":[],"label_agreement":null},{"id":"W3187576404","doi":"10.3390/jrfm14080355","title":"Pricing Product Options and Using Them to Complete Markets for Functions of Two Underlying Asset Prices","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Hedge; Geometric Brownian motion; Asset (computer security); Product (mathematics); Econometrics; Brownian motion; Economics; Derivative (finance); Valuation of options; Financial economics; Actuarial science; Computer science; Mathematics; Diffusion process","score_opus":0.07106078074242342,"score_gpt":0.27312537866157877,"score_spread":0.20206459791915535,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3187576404","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.031848535,0.00049066154,0.962339,0.0004196394,0.000048857357,0.000039137958,0.000057901758,0.00006208381,0.004694164],"genre_scores_gemma":[0.6026025,0.0012579168,0.38643602,0.00021147513,0.00020732907,0.0002781029,0.00023532005,0.000093602524,0.008677748],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986785,0.00079620024,0.000052754483,0.00015979058,0.00025736718,0.000055304787],"domain_scores_gemma":[0.99675375,0.0022853797,0.00025985276,0.00040999384,0.000193171,0.000097788485],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033571352,0.0008374227,0.00089403114,0.0008724353,0.000388637,0.0027843004,0.0014170943,0.0016806514,0.0042124223],"category_scores_gemma":[0.013852401,0.0005215813,0.001361931,0.0011331441,0.0020828974,0.0064308015,0.0014071554,0.0016050532,0.00036251402],"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":[0.00002193508,0.000018245884,0.0002780254,0.000041221345,0.00002312277,0.00007733279,0.0001303417,0.056293193,0.0005881673,0.9322852,0.00022319822,0.010020089],"study_design_scores_gemma":[0.000012334926,0.000027467102,0.00012682177,0.000012164208,0.0000067407523,0.00009047334,0.000031477048,0.29529247,0.00033254983,0.70262235,0.0014302195,0.000015021363],"about_ca_topic_score_codex":0.00088410755,"about_ca_topic_score_gemma":0.00080736127,"teacher_disagreement_score":0.0042124223,"about_ca_system_score_codex":0.00061589025,"about_ca_system_score_gemma":0.0006902313,"threshold_uncertainty_score":0.017754495},"labels":[],"label_agreement":null},{"id":"W3188149100","doi":"10.2139/ssrn.3885357","title":"Asset Variance Risk and Compound Option Prices","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; McGill University","funders":"","keywords":"Asset (computer security); Variance (accounting); Financial economics; Business; Economics; Actuarial science; Econometrics; Computer science; Accounting","score_opus":0.01183376669540262,"score_gpt":0.21479406176511065,"score_spread":0.20296029506970803,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3188149100","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.69110376,0.0065164044,0.2679061,0.004482302,0.0003221854,0.000027578695,0.00024476176,0.00018888903,0.029207861],"genre_scores_gemma":[0.98400754,0.00119375,0.00422456,0.000069433845,0.0002192488,0.000011860969,0.00010302851,0.00003824042,0.010132424],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995023,0.00020334964,0.000028096109,0.00009464999,0.0001185151,0.000053058608],"domain_scores_gemma":[0.9918248,0.0061573517,0.0009481673,0.00026615855,0.0003930734,0.00041046485],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017696662,0.0006086993,0.0009115252,0.001063133,0.0004168172,0.0033400976,0.00065856404,0.0020406905,0.0059996587],"category_scores_gemma":[0.015773246,0.00046858974,0.00058164384,0.0011493071,0.0016275143,0.0056674485,0.001081196,0.0018609875,0.00043974628],"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":[0.00010314672,0.00004916434,0.003046394,0.000060251477,0.000054186396,0.00039181102,0.00017018706,0.042809293,0.0011172385,0.9423342,0.0011174314,0.008746735],"study_design_scores_gemma":[0.000012781239,0.00002523092,0.0018008398,0.000013528134,0.000016700269,0.00018243157,0.000045262466,0.12082694,0.00014854074,0.8763195,0.00058848225,0.000019770274],"about_ca_topic_score_codex":0.0010297196,"about_ca_topic_score_gemma":0.0009244662,"teacher_disagreement_score":0.0059996587,"about_ca_system_score_codex":0.00076382456,"about_ca_system_score_gemma":0.0005881834,"threshold_uncertainty_score":0.02007085},"labels":[],"label_agreement":null},{"id":"W3188499304","doi":"10.2139/ssrn.3113718","title":"Long-Term Risk with Stochastic Interest Rates","year":2018,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Université Laval","funders":"","keywords":"Term (time); Interest rate; Actuarial science; Econometrics; Economics; Monetary economics; Physics","score_opus":0.017508350521136026,"score_gpt":0.23586052618975686,"score_spread":0.21835217566862083,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3188499304","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21261223,0.0047933147,0.7625215,0.006052982,0.00057827204,0.0000741718,0.000365279,0.00038492653,0.012617399],"genre_scores_gemma":[0.95902795,0.0030963805,0.013588041,0.0002709132,0.00077358296,0.00009128061,0.0003643954,0.00009116351,0.022696182],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9973838,0.001287358,0.00018992016,0.00044055042,0.0004765753,0.00022187745],"domain_scores_gemma":[0.98042595,0.014453381,0.0027182687,0.0007687385,0.000984535,0.00064903806],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006069523,0.0014381087,0.0015552196,0.0012895217,0.00055082265,0.0046775006,0.001972195,0.004424283,0.0046366714],"category_scores_gemma":[0.03317686,0.001039729,0.0012538555,0.001476068,0.002343469,0.0076976176,0.0024326073,0.0028658407,0.0010140917],"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":[0.00014194417,0.00008975661,0.003446394,0.00014382748,0.00012849944,0.0010577452,0.00020949438,0.22945198,0.0010416731,0.75340426,0.0019062778,0.008978235],"study_design_scores_gemma":[0.00006206248,0.000061684295,0.0011548349,0.00003339779,0.00006160229,0.00037214658,0.000058013553,0.57823116,0.00026759747,0.4187099,0.00093491504,0.000052600557],"about_ca_topic_score_codex":0.0016020928,"about_ca_topic_score_gemma":0.00079499965,"teacher_disagreement_score":0.006069523,"about_ca_system_score_codex":0.0010930727,"about_ca_system_score_gemma":0.00094456144,"threshold_uncertainty_score":0.032099128},"labels":[],"label_agreement":null},{"id":"W3190235571","doi":"10.2139/ssrn.3872048","title":"Option-Implied Spreads and Option Risk Premia","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Risk premium; Economics; Financial economics; Valuation of options; Business","score_opus":0.009831280441319321,"score_gpt":0.20716398946441522,"score_spread":0.1973327090230959,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3190235571","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.44580266,0.0026958438,0.53178114,0.0025003664,0.00017895993,0.00006137263,0.0007128705,0.00029741004,0.015969446],"genre_scores_gemma":[0.9716969,0.0014410864,0.018534083,0.00009456257,0.0002055272,0.000044338256,0.00040196933,0.000077452394,0.0075040343],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99906164,0.00035020272,0.0000932294,0.00016383067,0.00024499645,0.000086077176],"domain_scores_gemma":[0.9739879,0.018865,0.0031521094,0.0013911134,0.0017577775,0.0008460958],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0038041344,0.0009280633,0.00082560565,0.0019317286,0.0004845774,0.0039757183,0.0012591004,0.0022766222,0.010405889],"category_scores_gemma":[0.043101322,0.00070158613,0.00084900775,0.0020143508,0.001637631,0.008699723,0.0014411797,0.0037976543,0.0008696984],"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":[0.00009512629,0.00006411949,0.0033234684,0.00009184729,0.000068291316,0.00027513894,0.00025379716,0.055798486,0.001709096,0.92543846,0.000743879,0.012138323],"study_design_scores_gemma":[0.000014463275,0.000021503121,0.0020610767,0.00003291404,0.000021919393,0.00014355766,0.000038293412,0.13608244,0.00045423064,0.86068714,0.00041481078,0.000027583392],"about_ca_topic_score_codex":0.0005988237,"about_ca_topic_score_gemma":0.0005683061,"teacher_disagreement_score":0.010405889,"about_ca_system_score_codex":0.0006187809,"about_ca_system_score_gemma":0.000638731,"threshold_uncertainty_score":0.0348112},"labels":[],"label_agreement":null},{"id":"W3190756699","doi":"10.16929/hs/imhotep.2021.x.002","title":"Asymptotic laws of summands I: square integrable independent random variables","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Trusted Positioning (Canada)","funders":"","keywords":"Exposition (narrative); Mathematical proof; Series (stratigraphy); Mathematics; Limit (mathematics); Random variable; Variables; Square (algebra); Basis (linear algebra); Calculus (dental); Applied mathematics; Statistics; Mathematical analysis; Art; Geometry","score_opus":0.0263047486921126,"score_gpt":0.22488503461997644,"score_spread":0.19858028592786384,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3190756699","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12850274,0.0059179254,0.75101894,0.003389531,0.0010045612,0.00008004952,0.0004944897,0.0008018143,0.10879002],"genre_scores_gemma":[0.89042455,0.0069367224,0.050887883,0.0011342759,0.0022033697,0.00028024233,0.000871827,0.00062972587,0.046631373],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989656,0.00030461047,0.000045795587,0.00018035114,0.00041201647,0.00009149501],"domain_scores_gemma":[0.9912854,0.0059663197,0.00064877066,0.0005587957,0.0010597724,0.00048101493],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026071884,0.00069780496,0.00067466486,0.0016412657,0.0005195272,0.0029386114,0.001108244,0.000783662,0.00671811],"category_scores_gemma":[0.019666841,0.0003732759,0.00072563643,0.0011244318,0.0033229697,0.0040096003,0.0011734824,0.0027902182,0.0011817405],"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":[0.000017214305,0.000020891895,0.0010328603,0.00013869841,0.000016791593,0.00013690577,0.00017285808,0.0039489935,0.0011511509,0.981808,0.0036301785,0.007925327],"study_design_scores_gemma":[0.000009539536,0.000037890743,0.0014296798,0.000092357026,0.00001555493,0.00034178997,0.00009950118,0.074567966,0.00094057794,0.91759616,0.0048461827,0.000022850247],"about_ca_topic_score_codex":0.0010148479,"about_ca_topic_score_gemma":0.00044854498,"teacher_disagreement_score":0.00671811,"about_ca_system_score_codex":0.0011512318,"about_ca_system_score_gemma":0.00062241463,"threshold_uncertainty_score":0.022474289},"labels":[],"label_agreement":null},{"id":"W3192388196","doi":"10.1002/cjs.11640","title":"Jump‐robust testing of volatility functions in continuous time models","year":2021,"lang":"en","type":"article","venue":"Canadian Journal of Statistics","topic":"Stochastic processes and financial applications","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":"National Natural Science Foundation of China","keywords":"Volatility (finance); Jump; Econometrics; Parametric statistics; Jump diffusion; Monte Carlo method; Stochastic volatility; Mathematics; Statistical physics; Computer science; Statistics; Physics","score_opus":0.050729996814316114,"score_gpt":0.19932076778107924,"score_spread":0.14859077096676312,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3192388196","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2690311,0.00075896824,0.7260002,0.000352971,0.00012059812,0.00008821944,0.00056366535,0.00068458304,0.002399747],"genre_scores_gemma":[0.9738289,0.00016677342,0.0243617,0.000075628785,0.00009925983,0.000091537026,0.00071107136,0.00007432375,0.00059072545],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9866013,0.0068283086,0.0009856358,0.0020958106,0.0029461335,0.00054282683],"domain_scores_gemma":[0.86712277,0.11396137,0.007606546,0.0077220923,0.0023721147,0.0012151517],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.015593929,0.0008893479,0.0016437693,0.0029402452,0.0004907194,0.0021940565,0.0028488082,0.0014842263,0.0032577037],"category_scores_gemma":[0.10747269,0.00054722105,0.001964421,0.0017768254,0.0021105262,0.0042320155,0.0026773023,0.0022414727,0.0003613645],"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":[0.0013269123,0.0006086373,0.0720823,0.0006856566,0.0032178035,0.0011053807,0.00038956112,0.50551903,0.011323838,0.24675333,0.0019637358,0.15502381],"study_design_scores_gemma":[0.00008944922,0.00028679325,0.01052404,0.000029695813,0.000091469985,0.00015513222,0.00004916651,0.9004141,0.0026359488,0.08515294,0.0005084785,0.00006281791],"about_ca_topic_score_codex":0.0009142957,"about_ca_topic_score_gemma":0.00063096225,"teacher_disagreement_score":0.015593929,"about_ca_system_score_codex":0.0007024997,"about_ca_system_score_gemma":0.0011643509,"threshold_uncertainty_score":0.08246958},"labels":[],"label_agreement":null},{"id":"W3194889306","doi":"10.3390/risks9080147","title":"Transformations of Telegraph Processes and Their Financial Applications","year":2021,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Telegrapher's equations; Mathematics; Diffusion process; Partial differential equation; Stochastic process; Novelty; Brownian motion; Limiting; Stochastic differential equation; Mathematical economics; Applied mathematics; Mathematical analysis; Computer science; Telecommunications; Statistics","score_opus":0.03404264702752661,"score_gpt":0.237212638871925,"score_spread":0.2031699918443984,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3194889306","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.094736144,0.0018934682,0.8697948,0.0017201302,0.00027937462,0.000055677847,0.00015591116,0.00018336518,0.031181108],"genre_scores_gemma":[0.94674057,0.0023192796,0.035370965,0.00036411107,0.0003723808,0.00008189199,0.00014120442,0.00007476687,0.014534931],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99947864,0.00015375277,0.00003158042,0.00011022861,0.0001723275,0.000053513635],"domain_scores_gemma":[0.9989421,0.0004630583,0.00024653203,0.00012285907,0.00015514955,0.00007039717],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00062151783,0.00050186866,0.00039369715,0.00077803305,0.0004631719,0.0011426487,0.00059225113,0.0013081409,0.0051941904],"category_scores_gemma":[0.003185091,0.00024212431,0.0009122834,0.0008993419,0.0017862552,0.002600562,0.0009584922,0.0013907539,0.00046969703],"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":[0.000013079678,0.000022247606,0.0005028595,0.000038794038,0.000012209461,0.00022773944,0.00013299008,0.02877694,0.001380728,0.9613548,0.00051032164,0.0070272894],"study_design_scores_gemma":[0.000016576336,0.000035058187,0.00044502207,0.000015423344,0.000009625971,0.0003386074,0.00009125214,0.20754926,0.00081675634,0.7842653,0.0063973702,0.00001972164],"about_ca_topic_score_codex":0.0015974987,"about_ca_topic_score_gemma":0.00060560973,"teacher_disagreement_score":0.0051941904,"about_ca_system_score_codex":0.0008736673,"about_ca_system_score_gemma":0.0006252758,"threshold_uncertainty_score":0.017376304},"labels":[],"label_agreement":null},{"id":"W3195378068","doi":"10.2139/ssrn.3610860","title":"Filtering Response Directions","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Equity (law); Financial economics; Asset (computer security); Economics; Econometrics; Computer science","score_opus":0.021832365928426165,"score_gpt":0.21918618266321863,"score_spread":0.19735381673479246,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3195378068","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012636424,0.0019388344,0.88531935,0.004415242,0.002871827,0.00022904028,0.0013717846,0.005572239,0.08564524],"genre_scores_gemma":[0.31395197,0.0055550104,0.39519086,0.0058744326,0.0041134353,0.00063895044,0.008023993,0.0026503026,0.26400113],"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9985862,0.00025932342,0.00007087554,0.00047481305,0.00045700354,0.00015185766],"domain_scores_gemma":[0.99665964,0.0009632164,0.00017110886,0.00077266264,0.0012206275,0.00021275839],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017082073,0.001529739,0.0008412239,0.0019172161,0.0010210979,0.0039385785,0.0010200227,0.0033792756,0.05278214],"category_scores_gemma":[0.007666673,0.0005895574,0.00094898784,0.0012011834,0.0005840798,0.0028825004,0.0013993783,0.0021422338,0.03507293],"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":[0.0009211427,0.00021500493,0.0014772639,0.00041652532,0.000082966435,0.00028584304,0.00021574681,0.011697175,0.04045739,0.16341573,0.07739411,0.70342106],"study_design_scores_gemma":[0.00016325379,0.00048572465,0.00278956,0.00032852893,0.00016703378,0.0011681635,0.00027094423,0.35102394,0.05949396,0.34537977,0.2385311,0.00019805055],"about_ca_topic_score_codex":0.0018160691,"about_ca_topic_score_gemma":0.0013532606,"teacher_disagreement_score":0.05278214,"about_ca_system_score_codex":0.0006890081,"about_ca_system_score_gemma":0.00095270126,"threshold_uncertainty_score":0.17657387},"labels":[],"label_agreement":null},{"id":"W3195618980","doi":"10.48550/arxiv.1710.08450","title":"$ε$-Monotone Fourier Methods for Optimal Stochastic Control in Finance","year":2017,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Monotone polygon; Stochastic control; Fourier transform; Mathematics; Fourier series; Mathematical economics; Control (management); Applied mathematics; Economics; Econometrics; Mathematical optimization; Computer science; Optimal control; Mathematical analysis; Artificial intelligence","score_opus":0.1027484330369962,"score_gpt":0.24637362467793766,"score_spread":0.14362519164094145,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3195618980","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0034854196,0.00046145666,0.9929516,0.0003366667,0.00005491375,0.000032542175,0.000027368289,0.00009695298,0.0025530388],"genre_scores_gemma":[0.18333746,0.0015626908,0.80225897,0.0003665223,0.000273169,0.0004242395,0.00018032413,0.00049635605,0.011100256],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991008,0.00044096008,0.0000341723,0.00008835954,0.00027625595,0.000059556412],"domain_scores_gemma":[0.996183,0.0030539643,0.00017747348,0.00018057403,0.00030872447,0.00009624041],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004046784,0.0011058089,0.00089479977,0.0010310478,0.00053230894,0.0012457898,0.0010875729,0.0015208522,0.0042976635],"category_scores_gemma":[0.012398617,0.000491196,0.00097253744,0.00071593176,0.001987656,0.0016813915,0.0021707057,0.003974678,0.00084824],"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":[0.00015607936,0.000109620916,0.0006507035,0.00028964537,0.000055750454,0.000109070315,0.00017695098,0.22186619,0.0068775625,0.66108215,0.003160604,0.10546564],"study_design_scores_gemma":[0.000017896917,0.000032076223,0.000106662155,0.000026442362,0.000005049222,0.00002509371,0.00001203067,0.8859825,0.0010348902,0.11035539,0.0023913346,0.000010606646],"about_ca_topic_score_codex":0.0020084928,"about_ca_topic_score_gemma":0.0017495747,"teacher_disagreement_score":0.0042976635,"about_ca_system_score_codex":0.0011510613,"about_ca_system_score_gemma":0.001312612,"threshold_uncertainty_score":0.021401703},"labels":[],"label_agreement":null},{"id":"W3195624126","doi":"10.1201/9780429503665","title":"Financial Mathematics","year":2021,"lang":"en","type":"book","venue":"","topic":"Stochastic processes and financial applications","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":"Wilfrid Laurier University","funders":"","keywords":"Mathematical finance; Financial modeling; Mathematical economics; Arbitrage pricing theory; Financial engineering; Finance; Financial econometrics; Computer science; Martingale pricing; Capital asset pricing model; Mathematics; Financial market; Martingale (probability theory); Economics; Applied mathematics","score_opus":0.029215338508851548,"score_gpt":0.2066364360674699,"score_spread":0.17742109755861835,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3195624126","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.002821552,0.041974694,0.047131494,0.01447256,0.006887012,0.00011442455,0.0015812113,0.0008984545,0.88411856],"genre_scores_gemma":[0.11183282,0.06939554,0.054991703,0.007923253,0.01217462,0.00045512934,0.004046157,0.0012282938,0.7379526],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99862075,0.00025745123,0.00010795634,0.00030295792,0.00060095266,0.00010997384],"domain_scores_gemma":[0.9985247,0.0005598027,0.000092322356,0.00028265867,0.0004232721,0.000117158255],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011047623,0.0013043159,0.0010109354,0.002266743,0.001982418,0.0063530267,0.0013494138,0.0016273988,0.071153365],"category_scores_gemma":[0.005418819,0.00049484684,0.0009369597,0.0024013768,0.002804268,0.007262121,0.00260929,0.0036404687,0.034554474],"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":[0.000011863701,0.000014223413,0.00020049344,0.00028322064,0.0000102541535,0.00007372345,0.00026365227,0.0007609477,0.0001786349,0.73932296,0.17755343,0.0813267],"study_design_scores_gemma":[0.000004252588,0.0000114259965,0.00019545562,0.00019542358,0.0000036166432,0.0001821468,0.00006560781,0.00079323706,0.00010374048,0.24367978,0.7547563,0.000009174499],"about_ca_topic_score_codex":0.0015089773,"about_ca_topic_score_gemma":0.0013076401,"teacher_disagreement_score":0.071153365,"about_ca_system_score_codex":0.0027386514,"about_ca_system_score_gemma":0.0018656816,"threshold_uncertainty_score":0.23803174},"labels":[],"label_agreement":null},{"id":"W3195769115","doi":"10.2139/ssrn.3873322","title":"Ross Recovery and the Contemporaneous Pricing Kernel","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Bishop's University; Université Laval","funders":"","keywords":"Economics; Financial economics","score_opus":0.010779907004237602,"score_gpt":0.20122247729800838,"score_spread":0.19044257029377076,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3195769115","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.47433427,0.0032197882,0.47304282,0.007980738,0.00043082383,0.000049658433,0.00027900774,0.0008243431,0.039838586],"genre_scores_gemma":[0.964141,0.001317879,0.009105435,0.00018399414,0.0002756474,0.000018238608,0.00016538837,0.00016683566,0.024625706],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995652,0.00015905526,0.000024820562,0.000077207034,0.00010036179,0.00007348292],"domain_scores_gemma":[0.9947166,0.0028454836,0.0008066695,0.0007659392,0.0005252743,0.00033997602],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024497956,0.0006308868,0.0007155553,0.0015034446,0.00038266965,0.0015277009,0.0010243342,0.0014968216,0.00878619],"category_scores_gemma":[0.020283941,0.00034697945,0.00059786823,0.00075588695,0.0017546988,0.004468821,0.0011724388,0.0019475169,0.0011590454],"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":[0.00007938736,0.000029496561,0.0009263077,0.00003048389,0.00002159429,0.0001820911,0.0001037037,0.019387925,0.0012563176,0.9648631,0.0017384859,0.011381079],"study_design_scores_gemma":[0.000028378445,0.000022456625,0.0016118081,0.000017168313,0.000016261516,0.00019285917,0.000042484848,0.27874476,0.00068631547,0.7170199,0.0015779372,0.0000396772],"about_ca_topic_score_codex":0.0035047638,"about_ca_topic_score_gemma":0.0013057528,"teacher_disagreement_score":0.00878619,"about_ca_system_score_codex":0.000668587,"about_ca_system_score_gemma":0.0006057108,"threshold_uncertainty_score":0.029392779},"labels":[],"label_agreement":null},{"id":"W3195869293","doi":"10.34989/swp-2015-46","title":"Tractable Term-Structure Models","year":2021,"lang":"en","type":"preprint","venue":"Econstor (Econstor)","topic":"Stochastic processes and financial applications","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":"Econometrics; Stochastic volatility; Volatility (finance); Affine term structure model; Interest rate; Short rate; Term (time); Sharpe ratio; Rendleman–Bartter model; Short-rate model; Bond valuation; Computer science; Yield curve; Gaussian; Heath–Jarrow–Morton framework; Interest rate derivative; Vasicek model; Economics; Financial economics; Finance","score_opus":0.025183285736207022,"score_gpt":0.22146118827889238,"score_spread":0.19627790254268537,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3195869293","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.026734773,0.0008877322,0.9457043,0.0014620005,0.00012252989,0.00004372055,0.000839879,0.0003358534,0.023869202],"genre_scores_gemma":[0.8332861,0.0021817095,0.10614575,0.0006073679,0.0007070047,0.00032908667,0.001487816,0.00033959388,0.054915566],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992417,0.00019660805,0.000035653593,0.0001616105,0.0002483056,0.00011615661],"domain_scores_gemma":[0.9978734,0.0011123793,0.00041251795,0.0002785387,0.00020226145,0.0001208717],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013446093,0.00073603,0.0011926236,0.0010549236,0.0005795148,0.0024742573,0.0024143,0.0026810062,0.0075280676],"category_scores_gemma":[0.0074427975,0.00055287796,0.0011724305,0.0011624515,0.0010619876,0.0034771566,0.0016267519,0.0025262549,0.0017371798],"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":[0.000011524448,0.000022090198,0.00032319527,0.000028404495,0.000020237769,0.00010062656,0.0000670623,0.17212263,0.0004552662,0.82017636,0.0021363269,0.00453628],"study_design_scores_gemma":[0.000013142663,0.000011567693,0.00012121227,0.000008902613,0.000010673746,0.00005766696,0.000011982746,0.58329487,0.00008697492,0.4130275,0.0033439386,0.000011589789],"about_ca_topic_score_codex":0.0044554975,"about_ca_topic_score_gemma":0.0035226769,"teacher_disagreement_score":0.0075280676,"about_ca_system_score_codex":0.001120333,"about_ca_system_score_gemma":0.0011699899,"threshold_uncertainty_score":0.025183916},"labels":[],"label_agreement":null},{"id":"W3195926682","doi":"10.1287/stsy.2022.0100","title":"Large-Time Behavior of Finite-State Mean-Field Systems With Multiclasses","year":2022,"lang":"en","type":"article","venue":"Stochastic Systems","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"","keywords":"Metastability; Homogeneity (statistics); Vector field; Empirical distribution function; Statistical physics; Mathematics; Applied mathematics; Physics; Statistics; Geometry; Quantum mechanics","score_opus":0.018636475035197296,"score_gpt":0.2159502018293161,"score_spread":0.1973137267941188,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3195926682","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7700934,0.0007906636,0.21968268,0.0016801023,0.00011393468,0.00007666258,0.00012185719,0.00033424696,0.0071064946],"genre_scores_gemma":[0.98924994,0.00023962515,0.0071899756,0.00010826936,0.000073785006,0.00006223348,0.00010176923,0.000047001304,0.0029274842],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993765,0.00018762267,0.000029403613,0.00012428676,0.00014699409,0.00013521573],"domain_scores_gemma":[0.99287194,0.0036583738,0.0016172518,0.00045410445,0.00053157343,0.0008667591],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030333514,0.00065611454,0.0014893266,0.0016116021,0.0011248335,0.0022190202,0.0016752277,0.0018638977,0.0022885827],"category_scores_gemma":[0.011647109,0.00065305614,0.0009985628,0.0006438942,0.003821954,0.0037761184,0.0017737411,0.0019081924,0.0002188019],"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":[0.00014589439,0.00016174467,0.007463821,0.00015966862,0.00017586377,0.000803187,0.0006853695,0.4525267,0.008950702,0.52237004,0.0012248144,0.00533225],"study_design_scores_gemma":[0.00001538237,0.000038804716,0.0013322284,0.00001602807,0.000016034815,0.000096111224,0.000089633286,0.9226186,0.00045552757,0.07495231,0.00033210954,0.00003718473],"about_ca_topic_score_codex":0.005677545,"about_ca_topic_score_gemma":0.0024272788,"teacher_disagreement_score":0.005677545,"about_ca_system_score_codex":0.0019869362,"about_ca_system_score_gemma":0.0010431386,"threshold_uncertainty_score":0.016042113},"labels":[],"label_agreement":null},{"id":"W3196263547","doi":"10.3390/jrfm14090399","title":"Utility Indifference Option Pricing Model with a Non-Constant Risk-Aversion under Transaction Costs and Its Numerical Approximation","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Hamilton–Jacobi–Bellman equation; Discretization; Constant (computer programming); Mathematics; Valuation of options; Derivative (finance); Applied mathematics; Bellman equation; Partial differential equation; Finite difference methods for option pricing; Risk aversion (psychology); Finite difference; Black–Scholes model; Finite difference method; Mathematical optimization; Mathematical economics; Computer science; Econometrics; Economics; Mathematical analysis; Expected utility hypothesis; Finance","score_opus":0.014513583954714327,"score_gpt":0.2035340769272727,"score_spread":0.18902049297255838,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3196263547","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14049235,0.0012362003,0.83793336,0.002051946,0.00012674682,0.00006260443,0.00013628486,0.00009473446,0.017865798],"genre_scores_gemma":[0.9345413,0.000537438,0.04713949,0.00014153375,0.000055342436,0.00013363673,0.00008491113,0.00002442611,0.01734188],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99942446,0.00027646197,0.000023062224,0.00007505558,0.00012880188,0.000072175484],"domain_scores_gemma":[0.9988385,0.00066433434,0.00013542276,0.0000690687,0.00016264066,0.00013014741],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013947776,0.0004949895,0.0011318097,0.000483024,0.00057892874,0.0017021324,0.0016770031,0.0018477055,0.003440253],"category_scores_gemma":[0.003809992,0.00034742165,0.00083593617,0.0008265041,0.0015237507,0.0017716518,0.0011370888,0.002158762,0.00023122011],"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":[0.000057098976,0.000051105784,0.00067844515,0.000046102956,0.00002728479,0.00028683513,0.0001228874,0.5812829,0.00087696535,0.4125901,0.00061062025,0.0033696173],"study_design_scores_gemma":[0.000009345422,0.000008012101,0.00005800798,0.0000031808083,0.0000039816755,0.000016602045,0.000008984627,0.97545695,0.00004837162,0.024205228,0.00017590115,0.0000053889644],"about_ca_topic_score_codex":0.006850857,"about_ca_topic_score_gemma":0.0027557125,"teacher_disagreement_score":0.006850857,"about_ca_system_score_codex":0.0012577388,"about_ca_system_score_gemma":0.0013268061,"threshold_uncertainty_score":0.013621986},"labels":[],"label_agreement":null},{"id":"W319655995","doi":"10.1007/978-3-319-02153-9_5","title":"A Basic Tool: Dual Representations","year":2013,"lang":"en","type":"book-chapter","venue":"Lecture notes in mathematics","topic":"Stochastic processes and financial applications","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":"Dual (grammatical number); Mathematics; Set (abstract data type); Function (biology); Algebra over a field; Pure mathematics; Computer science; Linguistics; Programming language","score_opus":0.03397446630544059,"score_gpt":0.23754189628797806,"score_spread":0.20356742998253746,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W319655995","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.007450459,0.002870091,0.8726284,0.0030620566,0.0012049789,0.000043250417,0.0003299267,0.0001892485,0.112221576],"genre_scores_gemma":[0.4180894,0.008096322,0.46136674,0.0035951892,0.0056855646,0.0005371531,0.0009632167,0.00093499833,0.10073154],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99923635,0.0003381088,0.000045404297,0.00016723687,0.00014856577,0.00006443387],"domain_scores_gemma":[0.9991474,0.000379656,0.00007430777,0.00016371119,0.00014159309,0.00009331577],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012873128,0.001288207,0.0010011705,0.0017130027,0.0009023375,0.003460038,0.0014423569,0.0016866929,0.012502779],"category_scores_gemma":[0.0038288478,0.0004960806,0.0010991693,0.0016258183,0.002880088,0.0060421475,0.0032922723,0.005964633,0.0032226818],"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":[0.0000045281377,0.0000072748094,0.000014165143,0.00001477865,0.0000019593015,0.000009459057,0.00003566847,0.00016861057,0.00012880491,0.99310875,0.0015053177,0.0050006593],"study_design_scores_gemma":[0.0000041238427,0.0000061389787,0.000015964963,0.000016506749,0.0000029891785,0.00004847732,0.000018249502,0.0029466564,0.00012980777,0.9880372,0.008768948,0.0000048868505],"about_ca_topic_score_codex":0.0003433262,"about_ca_topic_score_gemma":0.00023411261,"teacher_disagreement_score":0.012502779,"about_ca_system_score_codex":0.00069174456,"about_ca_system_score_gemma":0.0005210407,"threshold_uncertainty_score":0.04182601},"labels":[],"label_agreement":null},{"id":"W3196589405","doi":"10.1007/s00245-021-09817-0","title":"Linear Quadratic Mean Field Social Optimization: Asymptotic Solvability and Decentralized Control","year":2021,"lang":"en","type":"article","venue":"Applied Mathematics & Optimization","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Bounded function; Optimal control; Limit (mathematics); Riccati equation; Applied mathematics; Quadratic equation; Mathematical optimization; Mean field theory; Field (mathematics); Optimization problem; Differential equation; Mathematical analysis; Pure mathematics","score_opus":0.016703551334889138,"score_gpt":0.22407880289140897,"score_spread":0.20737525155651984,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3196589405","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06617407,0.001067887,0.89004433,0.005567611,0.00020259793,0.0001290701,0.00041092554,0.00019500978,0.03620851],"genre_scores_gemma":[0.9343693,0.0009770612,0.037637834,0.00063339266,0.00040205766,0.0004966315,0.00033317786,0.00013718981,0.025013339],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99842346,0.00080034253,0.0000430821,0.00030578944,0.00021979929,0.00020750528],"domain_scores_gemma":[0.99124676,0.0062215826,0.0010444315,0.00025688822,0.00084255234,0.0003878018],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030239092,0.0014094105,0.0026108166,0.0011920099,0.0010477783,0.0031407436,0.0016564613,0.0036310134,0.005100699],"category_scores_gemma":[0.017584486,0.0008611353,0.0012409212,0.0012692562,0.0035196603,0.002963443,0.0036152229,0.0027427883,0.000348633],"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":[0.00010264881,0.0001182078,0.00053570006,0.00019722138,0.000107948195,0.00011903656,0.00012790115,0.40718254,0.00062289793,0.5793269,0.0047696293,0.006789301],"study_design_scores_gemma":[0.000033814365,0.000028483759,0.00016906441,0.000015039044,0.000011278191,0.000022259697,0.00003523529,0.7765592,0.00007526524,0.22254223,0.000494446,0.000013717674],"about_ca_topic_score_codex":0.007072202,"about_ca_topic_score_gemma":0.0038992427,"teacher_disagreement_score":0.007072202,"about_ca_system_score_codex":0.0025731202,"about_ca_system_score_gemma":0.00328423,"threshold_uncertainty_score":0.018669367},"labels":[],"label_agreement":null},{"id":"W3197214647","doi":"10.1007/978-3-030-76829-4_17","title":"CVaR Hedging in Defaultable Jump-Diffusion Markets","year":2021,"lang":"en","type":"book-chapter","venue":"Springer proceedings in mathematics & statistics","topic":"Stochastic processes and financial applications","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":"CVAR; Jump; Expected shortfall; Jump diffusion; Economics; Equity (law); Econometrics; Mathematics; Actuarial science; Mathematical optimization; Mathematical economics; Risk management; Finance","score_opus":0.02386580889137848,"score_gpt":0.22587370365196985,"score_spread":0.20200789476059136,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3197214647","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2678075,0.03524245,0.58386093,0.0051246965,0.0018091988,0.00004869387,0.0003383019,0.0007678421,0.10500037],"genre_scores_gemma":[0.9251606,0.0056408863,0.01246434,0.00020854737,0.0006483008,0.000017524198,0.00016998008,0.00010221488,0.055587526],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99978286,0.00005340011,0.00001559235,0.000046215,0.000074228345,0.000027655567],"domain_scores_gemma":[0.9991358,0.00051814655,0.00008181551,0.00009626864,0.0000845536,0.00008345511],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010981251,0.00046907287,0.0008978255,0.00049036025,0.00031002678,0.0022066685,0.000898057,0.0012731198,0.0049880506],"category_scores_gemma":[0.0036753733,0.00035836097,0.0005885931,0.0007084895,0.00086652994,0.002900717,0.00078142266,0.002022265,0.000555954],"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":[0.00014910442,0.00011840708,0.0011404459,0.00017122252,0.000080044236,0.0005753942,0.00015638338,0.13195048,0.0046602734,0.7502979,0.008774844,0.10192552],"study_design_scores_gemma":[0.000019799378,0.00007182896,0.0009376061,0.000038111564,0.000021581674,0.00022749828,0.00002900769,0.39601937,0.0006668769,0.5965961,0.0053421156,0.000030044628],"about_ca_topic_score_codex":0.0005093179,"about_ca_topic_score_gemma":0.000365069,"teacher_disagreement_score":0.0049880506,"about_ca_system_score_codex":0.0005138791,"about_ca_system_score_gemma":0.00032167384,"threshold_uncertainty_score":0.016686678},"labels":[],"label_agreement":null},{"id":"W3197281220","doi":"10.1007/s00245-023-10037-x","title":"Non-concave Expected Utility Optimization with Uncertain Time Horizon","year":2023,"lang":"en","type":"article","venue":"Applied Mathematics & Optimization","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"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; Actua","funders":"Natural Sciences and Engineering Research Council of Canada; Universität Ulm","keywords":"Time horizon; Horizon; Portfolio; Mathematical optimization; Mathematics; Function (biology); Concave function; Portfolio optimization; Stopping time; Regular polygon; Mathematical economics; Economics; Finance; Statistics","score_opus":0.019351163348099252,"score_gpt":0.21384769781192817,"score_spread":0.19449653446382892,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3197281220","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.122388095,0.00043995382,0.8726449,0.00054010964,0.0000366778,0.00003750314,0.00010376777,0.00007408922,0.0037348939],"genre_scores_gemma":[0.9696293,0.00017485027,0.026622523,0.000056919856,0.000018435834,0.000046165136,0.00006385332,0.000030374053,0.0033577257],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99901044,0.0005195285,0.000031773423,0.0001314219,0.00013211682,0.00017472402],"domain_scores_gemma":[0.9970783,0.0021253105,0.00030188364,0.0001090528,0.00022634439,0.00015912246],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025841554,0.00079517014,0.0014259482,0.00045633485,0.00030151993,0.0013122457,0.001055551,0.0011301452,0.0019834426],"category_scores_gemma":[0.0073481216,0.00058384694,0.0008359493,0.0005622486,0.0011394325,0.0014387531,0.000794716,0.0012621178,0.00015861368],"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":[0.000044955552,0.000020982074,0.00025302975,0.000034094737,0.000019551831,0.000117453375,0.000022531636,0.96817636,0.0006142434,0.028566198,0.00016555212,0.0019650082],"study_design_scores_gemma":[0.000004344308,0.000009329283,0.000091582624,0.0000026424398,0.000002912711,0.000007334638,0.0000048517204,0.9942311,0.00011391002,0.0054659788,0.00006258133,0.000003458511],"about_ca_topic_score_codex":0.005330185,"about_ca_topic_score_gemma":0.002081325,"teacher_disagreement_score":0.005330185,"about_ca_system_score_codex":0.0016038541,"about_ca_system_score_gemma":0.0009854771,"threshold_uncertainty_score":0.013666511},"labels":[],"label_agreement":null},{"id":"W3197763431","doi":"10.1142/s0219024921500291","title":"PRACTICAL INVESTMENT CONSEQUENCES OF THE SCALARIZATION PARAMETER FORMULATION IN DYNAMIC MEAN–VARIANCE PORTFOLIO OPTIMIZATION","year":2021,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada","keywords":"Constant (computer programming); Investment (military); Portfolio; Risk aversion (psychology); Variance (accounting); Investment strategy; Asset (computer security); Popularity; Economics; Jump diffusion; Econometrics; Jump; Mathematical optimization; Mathematics; Mathematical economics; Computer science; Expected utility hypothesis; Microeconomics; Finance","score_opus":0.013848154237937761,"score_gpt":0.2500425011616039,"score_spread":0.23619434692366617,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3197763431","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09095567,0.0007796904,0.88508976,0.0032445085,0.00011566896,0.00010846589,0.000061256345,0.00015806215,0.01948689],"genre_scores_gemma":[0.89307016,0.0004320802,0.103739396,0.00035752042,0.000068727364,0.000116947325,0.000041152718,0.00004243326,0.0021314658],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9961687,0.0026610058,0.00016038744,0.00033163177,0.00049664464,0.00018165476],"domain_scores_gemma":[0.9863798,0.009995232,0.0014437338,0.0014153233,0.0005927326,0.00017312689],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007779738,0.0009288693,0.0008685866,0.0003765429,0.00038964528,0.002264849,0.0011208843,0.0018822423,0.0030311418],"category_scores_gemma":[0.027557936,0.00034866657,0.0006052381,0.0006261118,0.001646777,0.0032428317,0.002064514,0.003022623,0.0002562577],"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":[0.00019856931,0.00016230876,0.0014540427,0.00013995064,0.00006767268,0.00021270663,0.000108210785,0.4220642,0.0022956515,0.5407711,0.0012234522,0.03130202],"study_design_scores_gemma":[0.0001065868,0.00028834425,0.000547771,0.00007019366,0.000044274722,0.00013727127,0.00009894815,0.73809135,0.0030051577,0.25546753,0.0020988218,0.000043780365],"about_ca_topic_score_codex":0.0005119885,"about_ca_topic_score_gemma":0.00035425092,"teacher_disagreement_score":0.007779738,"about_ca_system_score_codex":0.0010524733,"about_ca_system_score_gemma":0.0010006479,"threshold_uncertainty_score":0.041143656},"labels":[],"label_agreement":null},{"id":"W3198223776","doi":"","title":"Appendix to 'Factor-Based Tactical Bond Allocation and Interest Rate Risk Management'","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Interest rate; Interest rate risk; Bond market index; Bond market; Sharpe ratio; Cash flow; Asset allocation; Drawdown (hydrology); Investment strategy; Economics; Yield curve; Financial economics; Actuarial science; Monetary economics; Finance; Engineering","score_opus":0.013829168822050266,"score_gpt":0.22649432935902142,"score_spread":0.21266516053697115,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3198223776","genre_codex":"dataset","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009341041,0.0009315397,0.15825297,0.003047482,0.0028854301,0.0020433755,0.6053693,0.01237197,0.20575678],"genre_scores_gemma":[0.07341783,0.0017161263,0.18455245,0.0020019896,0.0014877949,0.0029348866,0.5378141,0.006009495,0.1900654],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99945337,0.00014148417,0.000063744425,0.000067099725,0.00024645668,0.00002779773],"domain_scores_gemma":[0.9822503,0.011512534,0.00045805445,0.0008979405,0.004680196,0.00020094603],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0010011651,0.00072116783,0.0006382062,0.0013946294,0.00031651204,0.00070688373,0.0011585276,0.00064691814,0.6019674],"category_scores_gemma":[0.020890204,0.00034740623,0.0005557439,0.001945153,0.00017696824,0.00085959287,0.0005479864,0.0007565409,0.16898674],"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":[0.000099492936,0.0001330596,0.0010628176,0.00032263916,0.000014720976,0.00009917105,0.0000332518,0.003522581,0.00047379363,0.008323655,0.92831784,0.05759708],"study_design_scores_gemma":[0.00033367242,0.00023184683,0.0085827485,0.00030760793,0.000024721388,0.00045526482,0.00010998098,0.018950097,0.0020726097,0.032569434,0.9362852,0.00007682949],"about_ca_topic_score_codex":0.005612593,"about_ca_topic_score_gemma":0.0044339653,"teacher_disagreement_score":0.6019674,"about_ca_system_score_codex":0.00085351523,"about_ca_system_score_gemma":0.0009771986,"threshold_uncertainty_score":0.5677452},"labels":[],"label_agreement":null},{"id":"W3198483874","doi":"10.2139/ssrn.3907701","title":"Option Pricing under Stochastic Volatility Models with Latent Volatility","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Simon Fraser University","funders":"","keywords":"Stochastic volatility; Implied volatility; Volatility (finance); Volatility smile; Econometrics; Forward volatility; Economics; SABR volatility model; Constant elasticity of variance model; Financial economics; Volatility swap; Volatility risk premium","score_opus":0.023289909460795226,"score_gpt":0.2162089503810823,"score_spread":0.19291904092028705,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3198483874","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16791086,0.001402812,0.8191377,0.003544967,0.00034798458,0.00005865719,0.00034827538,0.0003927601,0.006855984],"genre_scores_gemma":[0.9761292,0.000827763,0.0123956865,0.00017060869,0.0004211317,0.0000667689,0.00029387817,0.000090489564,0.00960455],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.996454,0.0018425179,0.00017378495,0.00047378635,0.00066496455,0.00039096692],"domain_scores_gemma":[0.9842428,0.011520325,0.0019656883,0.00064350845,0.0007736671,0.00085405674],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0059092925,0.0014199994,0.002838405,0.0011862613,0.0006618453,0.007208597,0.0025293159,0.0046139588,0.0048552416],"category_scores_gemma":[0.024904292,0.0015357111,0.001916522,0.0017504152,0.0025872742,0.010124829,0.0032795477,0.0042951605,0.0006392828],"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":[0.0001578258,0.00010105099,0.0013060612,0.000100418474,0.00011276686,0.0003291531,0.00011237715,0.26854685,0.0010377971,0.72194487,0.000928322,0.0053224694],"study_design_scores_gemma":[0.000032283213,0.00002325521,0.00014776718,0.000008366983,0.000016946315,0.000045023742,0.000012344425,0.81890684,0.00010281563,0.18055096,0.00013096454,0.00002247773],"about_ca_topic_score_codex":0.00251336,"about_ca_topic_score_gemma":0.0016207164,"teacher_disagreement_score":0.007208597,"about_ca_system_score_codex":0.0016377822,"about_ca_system_score_gemma":0.0018334534,"threshold_uncertainty_score":0.03125173},"labels":[],"label_agreement":null},{"id":"W3198867628","doi":"10.1142/s021902492150028x","title":"OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK","year":2021,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"McMaster University","funders":"","keywords":"Futures contract; Hamilton–Jacobi–Bellman equation; Portfolio; Mean reversion; Trading strategy; Gaussian; Computer science; Mathematical optimization; Econometrics; Applied mathematics; Economics; Mathematical economics; Mathematics; Financial economics; Bellman equation","score_opus":0.008231510386576914,"score_gpt":0.24228651773658216,"score_spread":0.23405500735000526,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3198867628","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3203426,0.0013639868,0.6718525,0.0018553269,0.00008025583,0.000031089094,0.00012238568,0.00008926278,0.004262648],"genre_scores_gemma":[0.96319425,0.0005931155,0.032058388,0.00009392679,0.00005608368,0.000035709763,0.00007728137,0.000029098606,0.003862111],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994111,0.00024332874,0.000023957833,0.00013461363,0.00010447878,0.00008251996],"domain_scores_gemma":[0.9988223,0.00060943706,0.00024603744,0.000041322375,0.00013329615,0.00014770885],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022732432,0.00081203185,0.0012672928,0.00055480446,0.000413065,0.0013204714,0.0010269823,0.0020838124,0.001362402],"category_scores_gemma":[0.0037600908,0.00058965856,0.0008667426,0.00062325463,0.0011218635,0.0022829953,0.00096776703,0.0010541049,0.00010683202],"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":[0.000061020855,0.000035148598,0.0008320621,0.000036737532,0.000039617273,0.00020177454,0.00004857279,0.89105564,0.0020575833,0.101069026,0.00033317352,0.0042296587],"study_design_scores_gemma":[0.000008733235,0.0000152508,0.0001244933,0.000002123881,0.0000052041264,0.000012833193,0.000006607316,0.9899504,0.000085928754,0.0097028,0.000078461766,0.0000072373446],"about_ca_topic_score_codex":0.007208222,"about_ca_topic_score_gemma":0.003125263,"teacher_disagreement_score":0.007208222,"about_ca_system_score_codex":0.0013582568,"about_ca_system_score_gemma":0.0013629593,"threshold_uncertainty_score":0.014332533},"labels":[],"label_agreement":null},{"id":"W3198917765","doi":"10.1111/sjos.12556","title":"Approximate maximum likelihood estimation for one‐dimensional diffusions observed on a fine grid","year":2021,"lang":"en","type":"article","venue":"Scandinavian Journal of Statistics","topic":"Stochastic processes and financial applications","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":"British Columbia Centre on Substance Use","funders":"","keywords":"Mathematics; Estimator; Stochastic differential equation; Applied mathematics; Taylor series; Likelihood function; Gaussian; Probability density function; Grid; Estimation theory; Mathematical optimization; Statistics; Mathematical analysis","score_opus":0.04751571817564833,"score_gpt":0.24426854346871674,"score_spread":0.19675282529306842,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3198917765","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.052535906,0.00014920553,0.946546,0.00015765108,0.000015350926,0.000017534101,0.000053916614,0.0001274685,0.0003968325],"genre_scores_gemma":[0.7936719,0.00031381438,0.20367016,0.000060837836,0.0000455286,0.00010181504,0.00033017233,0.00004931677,0.001756452],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993569,0.0003070173,0.000035521127,0.00012816487,0.00012225541,0.000050196497],"domain_scores_gemma":[0.9929755,0.005777057,0.0004729555,0.00038146583,0.00029706632,0.00009588416],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026693437,0.00039605834,0.0012064811,0.0009347555,0.00032188368,0.0010221424,0.0013100741,0.001019227,0.0011090344],"category_scores_gemma":[0.016581276,0.00069830584,0.0006286141,0.00082202593,0.0010847171,0.0019176835,0.0011834336,0.0012510694,0.00025416826],"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":[0.000046246594,0.000018738385,0.0013007098,0.000035017292,0.000020847778,0.00005316979,0.000031182386,0.97184145,0.00087596104,0.015512684,0.00014512465,0.01011885],"study_design_scores_gemma":[0.000003558896,0.000002841716,0.00014335767,0.00000210814,8.962431e-7,0.000004510065,0.0000029160717,0.9954998,0.000091992915,0.0042013726,0.000044155273,0.000002559534],"about_ca_topic_score_codex":0.0047322055,"about_ca_topic_score_gemma":0.0033239282,"teacher_disagreement_score":0.0047322055,"about_ca_system_score_codex":0.0009770422,"about_ca_system_score_gemma":0.0007663753,"threshold_uncertainty_score":0.014117062},"labels":[],"label_agreement":null},{"id":"W3199130571","doi":"10.1016/j.frl.2021.102434","title":"The closed-form approximation to price basket options under stochastic interest rate","year":2021,"lang":"en","type":"article","venue":"Finance research letters","topic":"Stochastic processes and financial applications","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":"York University","funders":"National Social Science Fund of China; Natural Sciences and Engineering Research Council of Canada; National Office for Philosophy and Social Sciences; Government of Jiangsu Province","keywords":"Mathematics; Random variable; Monte Carlo method; Matching (statistics); Upper and lower bounds; Econometrics; Log-normal distribution; Simple (philosophy); Moment (physics); Geometric Brownian motion; Mathematical economics; Economics; Applied mathematics; Mathematical optimization; Statistics; Mathematical analysis","score_opus":0.09749642083853162,"score_gpt":0.3144866285391671,"score_spread":0.21699020770063548,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3199130571","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0362044,0.0009265268,0.9544492,0.0011434229,0.00021943272,0.000048497248,0.00014984976,0.00023279147,0.0066258525],"genre_scores_gemma":[0.7934077,0.0026600228,0.16919835,0.0005830356,0.0005385183,0.00025722172,0.00079119403,0.00043689803,0.032127116],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99877006,0.00061811885,0.00005569179,0.00014744709,0.00028173896,0.00012696475],"domain_scores_gemma":[0.9932145,0.00469023,0.0004756747,0.00042931046,0.00091809535,0.00027217483],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004209933,0.0010666964,0.0017448699,0.00094438874,0.00051742437,0.003851271,0.0025154252,0.0027968904,0.005759531],"category_scores_gemma":[0.023110805,0.0012596948,0.001274217,0.0016470993,0.002054943,0.004570973,0.0015896254,0.0027842433,0.001010946],"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":[0.00008749511,0.00007030456,0.00058863993,0.00012311823,0.00006081823,0.00021785071,0.00012743435,0.6347214,0.00094900845,0.3484478,0.0023202628,0.012285809],"study_design_scores_gemma":[0.0000058827145,0.000004194671,0.000046703342,0.000005675303,0.0000032673115,0.00002006683,0.0000061779215,0.97086066,0.00006155389,0.02877669,0.0002038757,0.0000053425388],"about_ca_topic_score_codex":0.00705593,"about_ca_topic_score_gemma":0.003761586,"teacher_disagreement_score":0.00705593,"about_ca_system_score_codex":0.0013924523,"about_ca_system_score_gemma":0.0022370801,"threshold_uncertainty_score":0.02226454},"labels":[],"label_agreement":null},{"id":"W3201154149","doi":"10.2139/ssrn.3893807","title":"Modeling Conditional Factor Risk Premia Implied by Index Option Returns","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"HEC Montréal","funders":"","keywords":"Index (typography); Econometrics; Risk premium; Economics; Financial economics; Actuarial science; Computer science","score_opus":0.012860420224724053,"score_gpt":0.2178354276872437,"score_spread":0.20497500746251965,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3201154149","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.63469034,0.00040980222,0.3584606,0.0006101044,0.000075405405,0.00003478313,0.00024607865,0.00035898012,0.005113908],"genre_scores_gemma":[0.9861859,0.00020368655,0.010127789,0.000029632529,0.0000391876,0.000017169139,0.00011837479,0.000058458776,0.0032198417],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997197,0.00010246967,0.000014154663,0.00006526501,0.00004153663,0.000056783043],"domain_scores_gemma":[0.99556434,0.0034384623,0.0004999258,0.00015940856,0.00016549694,0.00017249018],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001435118,0.0006759124,0.00070204394,0.000624453,0.00024018214,0.0018367559,0.0011052544,0.0017166719,0.002221771],"category_scores_gemma":[0.008894911,0.00064477697,0.00090046687,0.0007338319,0.0007565882,0.0026179971,0.0007047155,0.001571576,0.00018349008],"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":[0.000063052496,0.000040446022,0.0032319906,0.000022461829,0.00004915847,0.00016256017,0.000057979196,0.92313254,0.0009951534,0.0690057,0.00024791487,0.0029909902],"study_design_scores_gemma":[0.000003252096,0.000005450944,0.00024987556,0.0000013894531,0.0000057122734,0.000007725463,0.0000038028547,0.9924117,0.000079150246,0.0071907155,0.000037363294,0.000003816854],"about_ca_topic_score_codex":0.0074389875,"about_ca_topic_score_gemma":0.006217399,"teacher_disagreement_score":0.0074389875,"about_ca_system_score_codex":0.00094948534,"about_ca_system_score_gemma":0.0006140051,"threshold_uncertainty_score":0.014791369},"labels":[],"label_agreement":null},{"id":"W3201435997","doi":"10.1007/978-3-030-82139-5_6","title":"Stochastic Systems Controlled by Vector Measures","year":2021,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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":"Convergence (economics); Stochastic differential equation; Mathematics; Mathematical optimization; Applied mathematics; Computer science; Economics","score_opus":0.029231434085878333,"score_gpt":0.20141370062480984,"score_spread":0.1721822665389315,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3201435997","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023412248,0.011982765,0.6555568,0.0024457732,0.0014279694,0.000078628174,0.00046486795,0.0006830295,0.3039479],"genre_scores_gemma":[0.6391746,0.018766023,0.06857027,0.000798382,0.0024405129,0.00032619463,0.00079538167,0.0005078814,0.2686207],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99966514,0.00010034818,0.0000152482235,0.00005620515,0.00014189634,0.000021113467],"domain_scores_gemma":[0.9995402,0.00030748034,0.000041377087,0.000043074546,0.000053461023,0.000014395236],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004956977,0.00066594663,0.0006378921,0.00054580625,0.0002841536,0.0018014155,0.0005034052,0.000750825,0.0065321065],"category_scores_gemma":[0.0014228331,0.000375756,0.00045072506,0.0007052355,0.0014069377,0.0015024722,0.00058328325,0.0012727446,0.0011764304],"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":[0.0000060673215,0.0000073630767,0.000036249246,0.00003636139,0.000008640913,0.00002254892,0.000050790837,0.015163056,0.00078886404,0.9706041,0.0038268038,0.009449128],"study_design_scores_gemma":[0.000012269397,0.000014707924,0.00013353872,0.000023115872,0.0000059018907,0.000037375557,0.000014943713,0.070820145,0.000543141,0.9019945,0.026386347,0.000013829946],"about_ca_topic_score_codex":0.00085407495,"about_ca_topic_score_gemma":0.00043393834,"teacher_disagreement_score":0.0065321065,"about_ca_system_score_codex":0.0006687291,"about_ca_system_score_gemma":0.00045412086,"threshold_uncertainty_score":0.021852076},"labels":[],"label_agreement":null},{"id":"W3202574164","doi":"10.48550/arxiv.2102.03918","title":"Well-posedness of a system of SDEs driven by jump random measures","year":2021,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Peking University; Centre de Recherches Mathématiques","keywords":"Uniqueness; Lipschitz continuity; Jump; Monotone polygon; Mathematics; Integrable system; Brownian motion; Jump diffusion; Applied mathematics; Function (biology); Class (philosophy); Diffusion; Comparison theorem; Mathematical analysis; Computer science; Statistics; Physics","score_opus":0.05545708328811965,"score_gpt":0.1642192401429661,"score_spread":0.10876215685484644,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3202574164","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13607033,0.0006340061,0.85297084,0.0016867791,0.00013617983,0.00009980124,0.00021045453,0.00008087857,0.008110701],"genre_scores_gemma":[0.93132335,0.0007423113,0.058641136,0.00035780412,0.00013028944,0.00030500354,0.00024510294,0.000053402797,0.008201591],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986461,0.00047760596,0.00008580031,0.00035197387,0.000275392,0.00016316795],"domain_scores_gemma":[0.994372,0.0033530986,0.00077904016,0.00020955189,0.0008533136,0.0004329037],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043149726,0.0014976748,0.0011997146,0.0013861061,0.0007539026,0.0027856063,0.0014321615,0.0030235813,0.0021144997],"category_scores_gemma":[0.0098135965,0.0006472027,0.0013795957,0.0004957623,0.003846035,0.0025040943,0.0028143746,0.0020631913,0.00017461341],"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":[0.00007384718,0.00006896074,0.0024238983,0.00020349647,0.00017838487,0.000555583,0.0005519651,0.37907892,0.013020253,0.5997405,0.00064735743,0.003456795],"study_design_scores_gemma":[0.00001977917,0.00005650969,0.0004233222,0.000020750862,0.00001629192,0.00007324539,0.00006608102,0.91985613,0.0011245189,0.07771621,0.0006015474,0.000025524481],"about_ca_topic_score_codex":0.003207419,"about_ca_topic_score_gemma":0.0011821492,"teacher_disagreement_score":0.0043149726,"about_ca_system_score_codex":0.0013527257,"about_ca_system_score_gemma":0.0016236571,"threshold_uncertainty_score":0.022820055},"labels":[],"label_agreement":null},{"id":"W3205368846","doi":"","title":"Mean-variance Hedging with Basis Risk","year":2018,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Basis risk; Variance (accounting); Basis (linear algebra); Econometrics; Actuarial science; Mathematics; Risk management; Economics; Malliavin calculus; Stochastic differential equation; Asset (computer security); Quadratic equation; Time consistency; Mathematical economics; Applied mathematics; Computer science; Capital asset pricing model; Differential equation; Finance","score_opus":0.01016592027601965,"score_gpt":0.20525527144925326,"score_spread":0.19508935117323362,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3205368846","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.060707394,0.0009777537,0.9259267,0.00083664333,0.00015306547,0.000031268813,0.00006214729,0.00012471805,0.011180316],"genre_scores_gemma":[0.9563013,0.00057280256,0.032252036,0.00012995774,0.000112413516,0.000048938386,0.000057518402,0.00005506579,0.010469991],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999025,0.00035533094,0.000048910195,0.00018921637,0.00025832243,0.0001232],"domain_scores_gemma":[0.9976896,0.0014502064,0.00025122458,0.00020952363,0.00027435794,0.0001251655],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026714848,0.0008582069,0.0012892995,0.00050575123,0.000495454,0.0023525916,0.0011813916,0.001998192,0.0028103562],"category_scores_gemma":[0.008971241,0.00056560984,0.0010485211,0.0006905174,0.0017058484,0.0026818884,0.0016176346,0.0020801162,0.00026456203],"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":[0.00008769408,0.00005678058,0.0012810043,0.00009284593,0.000054029693,0.00039426188,0.00012720365,0.38725892,0.0023973887,0.5913918,0.0011873719,0.015670784],"study_design_scores_gemma":[0.000014797896,0.00003243261,0.0002881905,0.000012962327,0.000013449528,0.00007949647,0.00002034664,0.8198213,0.0003496971,0.17878276,0.00056292955,0.000021741564],"about_ca_topic_score_codex":0.0018621163,"about_ca_topic_score_gemma":0.001091713,"teacher_disagreement_score":0.0028103562,"about_ca_system_score_codex":0.0008921177,"about_ca_system_score_gemma":0.0010411792,"threshold_uncertainty_score":0.014128327},"labels":[],"label_agreement":null},{"id":"W3206008183","doi":"10.1093/imaman/dpab033","title":"Robust portfolio choice under the 4/2 stochastic volatility model","year":2021,"lang":"en","type":"article","venue":"IMA Journal of Management Mathematics","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Ambiguity aversion; Econometrics; Economics; Ambiguity; Portfolio; Affine transformation; Volatility (finance); Stochastic volatility; Heston model; Stock market; Geometric Brownian motion; Mathematical economics; Mathematics; Computer science; Financial economics; SABR volatility model","score_opus":0.062336803691884136,"score_gpt":0.24641613854142308,"score_spread":0.18407933484953895,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3206008183","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3350848,0.0006004247,0.6528632,0.00077550294,0.00005864831,0.000058069723,0.00018063575,0.00012729557,0.010251416],"genre_scores_gemma":[0.9831088,0.00018243969,0.012622727,0.00006923501,0.000031756674,0.00004487507,0.00007192562,0.0000254042,0.0038427962],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9988845,0.0005312444,0.00004432264,0.00015715674,0.00022243583,0.00016037091],"domain_scores_gemma":[0.99835473,0.0008205218,0.0004140496,0.00010607582,0.00016029258,0.00014423477],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027308592,0.001000381,0.0014632862,0.0006319814,0.00021427007,0.0015193411,0.0010208874,0.0015144539,0.002410786],"category_scores_gemma":[0.005685535,0.00057256594,0.0009684995,0.00040331198,0.0010470374,0.0020770095,0.0013077353,0.0009955629,0.00021215301],"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":[0.00007572427,0.000026008258,0.00060972566,0.000032977066,0.000060008377,0.00017407956,0.000026395115,0.8879354,0.0016904372,0.10598814,0.00031711813,0.003064006],"study_design_scores_gemma":[0.000010742042,0.000037896967,0.00020538532,0.000004220966,0.000008486502,0.000020849844,0.000007251604,0.97245514,0.00020609579,0.026912222,0.00011969878,0.000012082808],"about_ca_topic_score_codex":0.0018377029,"about_ca_topic_score_gemma":0.0005727979,"teacher_disagreement_score":0.0027308592,"about_ca_system_score_codex":0.0009843145,"about_ca_system_score_gemma":0.00070319034,"threshold_uncertainty_score":0.014442325},"labels":[],"label_agreement":null},{"id":"W3206232572","doi":"10.2139/ssrn.3888243","title":"Venturing into Uncharted Territory: An Extensible Parametric Implied Volatility Surface Model","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; HEC Montréal","funders":"","keywords":"Volatility smile; Implied volatility; Econometrics; Forward volatility; Volatility (finance); Extrapolation; Valuation (finance); Moneyness; Economics; SABR volatility model; Stochastic volatility; Mathematics; Statistics; Accounting","score_opus":0.02291768757744731,"score_gpt":0.2390062431557206,"score_spread":0.2160885555782733,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3206232572","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1008075,0.00025254575,0.88198316,0.0008399039,0.00011041022,0.000035727415,0.00018817843,0.0004472638,0.015335333],"genre_scores_gemma":[0.94659567,0.000250088,0.042868797,0.0001287037,0.000085334475,0.00005131886,0.00017401276,0.000217994,0.009628143],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99968636,0.0001248013,0.000015072521,0.00006173083,0.00006982515,0.000042227446],"domain_scores_gemma":[0.9991233,0.000440055,0.00010066827,0.00015420065,0.00008273145,0.00009900081],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00096544035,0.0005521412,0.0009606769,0.00041348103,0.00033514368,0.002137889,0.0020412179,0.0022390585,0.0034312897],"category_scores_gemma":[0.00402493,0.00043155765,0.0010566717,0.0005273389,0.001327368,0.0025797873,0.0028125073,0.0022299995,0.0004891423],"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":[0.000050560953,0.00003080133,0.0004112484,0.000015829753,0.00002531914,0.0001431781,0.00007823882,0.8026711,0.00087304116,0.18875574,0.0005995619,0.006345343],"study_design_scores_gemma":[0.0000044911862,0.0000050840677,0.000025748699,0.0000010365885,0.0000033246458,0.000007085716,0.0000031707993,0.9791723,0.000045537512,0.020551113,0.00017790067,0.000003263306],"about_ca_topic_score_codex":0.0024306607,"about_ca_topic_score_gemma":0.0011893417,"teacher_disagreement_score":0.0034312897,"about_ca_system_score_codex":0.00047454864,"about_ca_system_score_gemma":0.0006803138,"threshold_uncertainty_score":0.011478782},"labels":[],"label_agreement":null},{"id":"W3206248605","doi":"10.3390/jrfm14110504","title":"Efficient Variance Reduction for American Call Options Using Symmetry Arguments","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":true,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University; Western University","funders":"","keywords":"Control variates; Variance reduction; Variance (accounting); Reduction (mathematics); Econometrics; Sample (material); Symmetry (geometry); Computer science; Mathematics; Statistics; Economics; Monte Carlo method; Accounting","score_opus":0.016556681195789697,"score_gpt":0.2375129793222147,"score_spread":0.220956298126425,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3206248605","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.028594192,0.000094649324,0.9699411,0.00008258367,0.000019415475,0.000024277075,0.000017710288,0.0003273766,0.000898826],"genre_scores_gemma":[0.5661222,0.00025351878,0.43084323,0.000092720795,0.00007305889,0.000101592144,0.00016033495,0.00029179567,0.0020614509],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9972364,0.0016443151,0.00009781307,0.0001792536,0.00070625637,0.00013590702],"domain_scores_gemma":[0.9949056,0.0034804337,0.00034769616,0.0006999566,0.0004973116,0.000068991365],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043406403,0.0007420665,0.0009038355,0.0010801927,0.00030934712,0.00085910934,0.000743829,0.0005506282,0.001814754],"category_scores_gemma":[0.012953566,0.0003870794,0.0010429636,0.0006324605,0.0008370776,0.0010663372,0.0012221268,0.0014251514,0.0005389251],"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":[0.00058818504,0.00025820534,0.0026639772,0.00013504455,0.00022858148,0.00023884508,0.00019542103,0.46337315,0.04029735,0.14074345,0.0017566906,0.34952122],"study_design_scores_gemma":[0.00002538877,0.000054320222,0.00048826958,0.000005596022,0.00001717846,0.00004697989,0.0000101370315,0.9693885,0.008602005,0.020814538,0.0005276727,0.000019487496],"about_ca_topic_score_codex":0.0009133383,"about_ca_topic_score_gemma":0.00067501026,"teacher_disagreement_score":0.0043406403,"about_ca_system_score_codex":0.00040764286,"about_ca_system_score_gemma":0.0007539475,"threshold_uncertainty_score":0.022955716},"labels":[],"label_agreement":null},{"id":"W3206626709","doi":"10.1007/s12652-021-03516-y","title":"Lookback option pricing models based on the uncertain fractional-order differential equation with Caputo type","year":2021,"lang":"en","type":"article","venue":"Journal of Ambient Intelligence and Humanized Computing","topic":"Stochastic processes and financial applications","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":"University of British Columbia","funders":"Priority Academic Program Development of Jiangsu Higher Education Institutions","keywords":"Order (exchange); Fractional calculus; Valuation of options; Derivative (finance); Black–Scholes model; Mathematics; Integer (computer science); Financial market; Computational intelligence; Call option; Applied mathematics; Mathematical optimization; Econometrics; Computer science; Economics; Financial economics; Finance; Volatility (finance)","score_opus":0.08456515060248118,"score_gpt":0.259461325767644,"score_spread":0.17489617516516284,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3206626709","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12656076,0.004092151,0.84790385,0.0030760155,0.0007603587,0.00006783676,0.00023130346,0.0002469818,0.017060764],"genre_scores_gemma":[0.9658223,0.0013854482,0.013863153,0.00026502914,0.00028189077,0.00007857666,0.00015305525,0.00006355805,0.018086974],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99929905,0.00029102465,0.000033253033,0.00014218756,0.00013062033,0.00010394632],"domain_scores_gemma":[0.9977063,0.0013089465,0.00034057323,0.00008818574,0.0002881894,0.00026770623],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020226422,0.0014417493,0.0034050113,0.001294595,0.0010842977,0.0041242465,0.0025082808,0.0044571036,0.004060477],"category_scores_gemma":[0.00629873,0.00095840095,0.0021158815,0.0013990373,0.002613437,0.004316288,0.0015900999,0.0031525837,0.00027228595],"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":[0.00008770727,0.000087385175,0.0012502082,0.00011757121,0.000119268356,0.0006028415,0.00015516144,0.5984678,0.0014166136,0.3926214,0.0010976844,0.0039763493],"study_design_scores_gemma":[0.000006873001,0.000011513009,0.00008398044,0.000004422123,0.000012605076,0.000026504391,0.000008639868,0.97757244,0.0000417991,0.022063855,0.00015420228,0.00001313987],"about_ca_topic_score_codex":0.008369697,"about_ca_topic_score_gemma":0.004583224,"teacher_disagreement_score":0.008369697,"about_ca_system_score_codex":0.0017955798,"about_ca_system_score_gemma":0.0013870583,"threshold_uncertainty_score":0.016641915},"labels":[],"label_agreement":null},{"id":"W3208341769","doi":"10.1007/s11424-021-1266-y","title":"Linear Quadratic Mean Field Games: Decentralized O(1/N)-Nash Equilibria","year":2021,"lang":"en","type":"article","venue":"Journal of Systems Science and Complexity","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"","keywords":"Ode; Nash equilibrium; Mathematics; Riccati equation; Applied mathematics; Ordinary differential equation; State (computer science); Quadratic equation; Differential (mechanical device); Field (mathematics); Optimal control; Mean field theory; Mathematical optimization; Mathematical economics; Differential equation; Mathematical analysis; Pure mathematics","score_opus":0.08397975940137602,"score_gpt":0.27981438218656396,"score_spread":0.19583462278518793,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3208341769","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16262814,0.00044965613,0.77051157,0.0036736338,0.00017586291,0.00036638594,0.00040292405,0.00050315965,0.0612887],"genre_scores_gemma":[0.9001084,0.00033151632,0.07788406,0.00053274335,0.00015977738,0.0004760219,0.00016970705,0.00017080856,0.02016693],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9979893,0.0009346428,0.00005975809,0.00030432668,0.00036966047,0.00034235005],"domain_scores_gemma":[0.98830646,0.009339769,0.00062106067,0.0004942295,0.00064642326,0.0005920875],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027504298,0.0009914275,0.0020882993,0.0009619944,0.0015936914,0.0033040128,0.002821279,0.0028957797,0.0110114],"category_scores_gemma":[0.017736424,0.0009834522,0.0007803091,0.0012287123,0.0020724453,0.004998683,0.0038464866,0.0022883595,0.0010816396],"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":[0.00061343634,0.0004120908,0.00078623707,0.00022461348,0.00006916772,0.00016335463,0.00019345304,0.36604428,0.002938842,0.59118587,0.010251776,0.027116865],"study_design_scores_gemma":[0.000101413105,0.000033339093,0.00011852107,0.000011395142,0.000010489131,0.000033820343,0.000038971477,0.7470044,0.00030123038,0.25179535,0.00053618907,0.000014974318],"about_ca_topic_score_codex":0.002563386,"about_ca_topic_score_gemma":0.004413318,"teacher_disagreement_score":0.0110114,"about_ca_system_score_codex":0.0027736956,"about_ca_system_score_gemma":0.0032214262,"threshold_uncertainty_score":0.036836803},"labels":[],"label_agreement":null},{"id":"W3209171034","doi":"10.1090/tran/8581","title":"Asymmetric cooperative motion in one dimension","year":2022,"lang":"en","type":"article","venue":"Transactions of the American Mathematical Society","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"Fonds de recherche du Québec – Nature et technologies; Natural Sciences and Engineering Research Council of Canada; Canada Research Chairs","keywords":"Mathematics; Limit (mathematics); Dimension (graph theory); Convergence (economics); Lattice (music); Pure mathematics; Random walk; Mathematical analysis; Statistics","score_opus":0.024778006439245673,"score_gpt":0.22910514699885726,"score_spread":0.2043271405596116,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3209171034","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24432993,0.00070621696,0.6990236,0.004467994,0.00022395069,0.00012915605,0.00047926712,0.0008499938,0.04978998],"genre_scores_gemma":[0.9525056,0.00039412497,0.024413807,0.0006559989,0.00013902345,0.00023352982,0.00024562754,0.00018062298,0.02123167],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9966595,0.0010125026,0.0001445191,0.00075858337,0.00075366546,0.0006713437],"domain_scores_gemma":[0.98711616,0.0062134555,0.0019912347,0.0015858158,0.0017160866,0.0013772218],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0042353626,0.0013141744,0.0018736048,0.001678654,0.0017291025,0.0028036546,0.0026684364,0.0027665365,0.007900288],"category_scores_gemma":[0.019303437,0.0006479717,0.0023343964,0.00079365494,0.004921994,0.004733187,0.005706502,0.0033509138,0.0012266921],"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":[0.00005679846,0.000024347331,0.0007247362,0.00005502172,0.000032002074,0.00016511782,0.00017295702,0.02315899,0.0009570583,0.9711639,0.001399417,0.002089621],"study_design_scores_gemma":[0.00005428888,0.00006143054,0.00042257388,0.000031869164,0.00002885786,0.00011299829,0.00014376132,0.40985286,0.0007354107,0.58659214,0.0019183968,0.000045437166],"about_ca_topic_score_codex":0.004632945,"about_ca_topic_score_gemma":0.0026765678,"teacher_disagreement_score":0.007900288,"about_ca_system_score_codex":0.003954645,"about_ca_system_score_gemma":0.0017437845,"threshold_uncertainty_score":0.02869314},"labels":[],"label_agreement":null},{"id":"W3211012275","doi":"10.37193/cjm.2021.03.06","title":"A stochastic control problem with regime switching","year":2021,"lang":"en","type":"article","venue":"Carpathian Journal of Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":8,"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","keywords":"Hamilton–Jacobi–Bellman equation; Control (management); Stochastic control; Optimal control; Mathematical optimization; Subgame perfect equilibrium; Connection (principal bundle); Computer science; Mathematics; Mathematical economics; Nash equilibrium; Artificial intelligence","score_opus":0.017467268866102996,"score_gpt":0.20427593227246965,"score_spread":0.18680866340636665,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3211012275","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13996701,0.0014998397,0.8029064,0.009280591,0.00043138198,0.00016614041,0.00039771746,0.0002025276,0.045148354],"genre_scores_gemma":[0.96605366,0.000729358,0.020079903,0.0004632071,0.00039242543,0.00015895464,0.00013976143,0.00003789124,0.011944793],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980136,0.00085263356,0.00008706704,0.00045390686,0.00028302448,0.00030974165],"domain_scores_gemma":[0.9962459,0.002773873,0.00040073576,0.00013770327,0.00018986114,0.00025182852],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027010632,0.00069105066,0.0013702151,0.0006923886,0.0008149414,0.0023598862,0.0009173716,0.003032322,0.004522099],"category_scores_gemma":[0.006007364,0.00045729193,0.0010964458,0.00080476736,0.0026955993,0.0018926753,0.0017281274,0.0023122171,0.0002451193],"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":[0.00008310234,0.00009621946,0.0005725114,0.00012398484,0.000081238846,0.00037956002,0.00014153424,0.26085228,0.001311525,0.7229594,0.0023766912,0.011021978],"study_design_scores_gemma":[0.00006979071,0.000062454536,0.00033501998,0.000023120767,0.0000193775,0.000066081746,0.00004484527,0.5734432,0.00023566747,0.42363346,0.0020416756,0.000025333038],"about_ca_topic_score_codex":0.0039974274,"about_ca_topic_score_gemma":0.0016632741,"teacher_disagreement_score":0.004522099,"about_ca_system_score_codex":0.0018991837,"about_ca_system_score_gemma":0.0015924475,"threshold_uncertainty_score":0.015127897},"labels":[],"label_agreement":null},{"id":"W3211134268","doi":"10.1016/j.jde.2022.05.016","title":"Nonlinear stochastic wave equation driven by rough noise","year":2022,"lang":"en","type":"article","venue":"Journal of Differential Equations","topic":"Stochastic processes and financial applications","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":"University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada; China Scholarship Council; University of Alberta","keywords":"Mathematics; Nonlinear system; Noise (video); Mathematical analysis; Statistical physics; Applied mathematics; Physics; Computer science; Artificial intelligence","score_opus":0.038902699719598116,"score_gpt":0.2338862433101119,"score_spread":0.19498354359051379,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3211134268","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28728113,0.0013511356,0.6756529,0.0045742164,0.0013958663,0.00017717615,0.0008092272,0.000476248,0.028282084],"genre_scores_gemma":[0.93508613,0.0012034989,0.01841513,0.0006399224,0.0005164296,0.00012995847,0.0004623296,0.0001527069,0.043393858],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99942905,0.00014003181,0.000030293766,0.000110484245,0.00019414551,0.00009598324],"domain_scores_gemma":[0.9976642,0.00094377284,0.0004783438,0.00015851662,0.00045091336,0.00030431114],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000984091,0.0011131979,0.0023388804,0.0016305253,0.00075683807,0.0025535938,0.0017965819,0.00403589,0.0028728682],"category_scores_gemma":[0.005849944,0.0010913138,0.0014941934,0.0011421574,0.0032286304,0.0037549445,0.0024023799,0.0028110486,0.0004811149],"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":[0.00017079689,0.00011345897,0.0027073391,0.00015851573,0.0002225836,0.0010788721,0.0002459847,0.6317709,0.009334109,0.34698573,0.0022202688,0.0049914834],"study_design_scores_gemma":[0.000029233624,0.000018456274,0.0006349184,0.0000072136986,0.00002282578,0.00012442484,0.000031803356,0.9702046,0.00021212605,0.028345276,0.00031602412,0.000053112035],"about_ca_topic_score_codex":0.010648221,"about_ca_topic_score_gemma":0.0044565974,"teacher_disagreement_score":0.010648221,"about_ca_system_score_codex":0.0012916169,"about_ca_system_score_gemma":0.0012109055,"threshold_uncertainty_score":0.021172464},"labels":[],"label_agreement":null},{"id":"W3213463895","doi":"10.2139/ssrn.3941678","title":"Improving the Asymmetric Stochastic Volatility Model with Ex-Post Volatility: The Identification of the Return-Volatility Correlation","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Volatility (finance); Forward volatility; Stochastic volatility; Volatility swap; Econometrics; Volatility smile; Implied volatility; Variance swap; Volatility risk premium; Economics; SABR volatility model; Financial models with long-tailed distributions and volatility clustering; Financial economics","score_opus":0.011095015803567613,"score_gpt":0.20028346148159423,"score_spread":0.18918844567802662,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3213463895","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1100799,0.000390381,0.8860637,0.00076064473,0.00010633066,0.000031524705,0.00013936678,0.00022712901,0.0022009755],"genre_scores_gemma":[0.95471704,0.00061654527,0.040226836,0.00018818118,0.0002666935,0.000059832346,0.0003493495,0.00015494012,0.003420543],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99817467,0.0008612942,0.00009932234,0.00040930396,0.00027774205,0.0001775995],"domain_scores_gemma":[0.9927216,0.004097648,0.0012376499,0.0010357138,0.0006375367,0.00026983008],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0053281123,0.0014884837,0.0022392343,0.0010412154,0.0005389423,0.00242222,0.0024934746,0.0024386158,0.0016022506],"category_scores_gemma":[0.019759974,0.0011672882,0.0016637279,0.0011070094,0.0013174741,0.0045270156,0.0031015303,0.0032937387,0.00049923133],"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":[0.00011184643,0.00012239047,0.00432911,0.00009132915,0.00019557663,0.0002614672,0.000089766196,0.8749558,0.0020366018,0.09836406,0.0010260909,0.01841591],"study_design_scores_gemma":[0.000006224838,0.000010323462,0.0002445974,0.0000042510596,0.000011622499,0.000019899087,0.0000027252015,0.9894448,0.00017087055,0.00995883,0.00011662798,0.000009142523],"about_ca_topic_score_codex":0.0029682147,"about_ca_topic_score_gemma":0.0018026883,"teacher_disagreement_score":0.0053281123,"about_ca_system_score_codex":0.00058034225,"about_ca_system_score_gemma":0.0020421399,"threshold_uncertainty_score":0.028178096},"labels":[],"label_agreement":null},{"id":"W3214756013","doi":"10.32920/ryerson.14653533.v1","title":"Pricing barrier and barrier crack option under levy process","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Monte Carlo method; Lévy process; Gasoline; Computation; Fourier transform; Fast Fourier transform; Monte Carlo methods for option pricing; Process (computing); Econometrics; Economics; Computer science; Valuation of options; Mathematics; Applied mathematics; Engineering; Algorithm; Statistics","score_opus":0.032812574932892,"score_gpt":0.2517902364368919,"score_spread":0.21897766150399992,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3214756013","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.68382806,0.0012040802,0.303342,0.0016481936,0.00012985019,0.00005812678,0.00013943385,0.00013461526,0.009515494],"genre_scores_gemma":[0.9866252,0.00050622865,0.006144156,0.000069875634,0.00008839074,0.000030080146,0.000060839473,0.00003063805,0.006444642],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99940526,0.00019699085,0.00002470716,0.00009187391,0.00016482857,0.00011637278],"domain_scores_gemma":[0.99801683,0.00090196746,0.0004160378,0.000107569474,0.00024269955,0.00031490944],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015183889,0.00064136717,0.00089575176,0.00082951965,0.00050192367,0.001753484,0.0010661418,0.001961077,0.0038185294],"category_scores_gemma":[0.005803594,0.00032416935,0.0011817924,0.00058296864,0.0017718441,0.0036407663,0.001076553,0.0018513651,0.00019728902],"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":[0.00020153756,0.000103141974,0.0046846173,0.000120530916,0.00007806158,0.0016619773,0.00023184801,0.380053,0.010887168,0.5942761,0.0014064594,0.0062955366],"study_design_scores_gemma":[0.000019656653,0.00003883086,0.00060620793,0.000005667355,0.000011315113,0.000122015605,0.00003622252,0.95590866,0.00030757883,0.042707425,0.0002179125,0.00001843436],"about_ca_topic_score_codex":0.0042150957,"about_ca_topic_score_gemma":0.0016637571,"teacher_disagreement_score":0.0042150957,"about_ca_system_score_codex":0.00088485004,"about_ca_system_score_gemma":0.00081905705,"threshold_uncertainty_score":0.012774289},"labels":[],"label_agreement":null},{"id":"W3215009196","doi":"10.26794/2308-944x-2021-9-3-77-93","title":"On Market Completions Approach to Option Pricing","year":2021,"lang":"en","type":"article","venue":"Review of Business and Economics Studies","topic":"Stochastic processes and financial applications","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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Arbitrage; Incomplete markets; Valuation of options; Asian option; Economics; Interval (graph theory); Risk-neutral measure; Rational pricing; Econometrics; Financial economics; Microeconomics; Capital asset pricing model; Mathematics","score_opus":0.06632538367663805,"score_gpt":0.2597501628917092,"score_spread":0.19342477921507117,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3215009196","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.011755114,0.0022200113,0.97117066,0.00076439953,0.00014962949,0.000060735874,0.00014765907,0.00006406227,0.013667822],"genre_scores_gemma":[0.65599036,0.007839063,0.3071297,0.0004486626,0.0019447779,0.00043556473,0.0007436201,0.00024122834,0.025227012],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.998013,0.001006764,0.00009809858,0.00025071716,0.0005027624,0.00012853414],"domain_scores_gemma":[0.9965322,0.0021320423,0.00029928752,0.0002920653,0.00048595745,0.00025846052],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043253885,0.001324695,0.0014926831,0.0016847549,0.0006913182,0.0026822034,0.0015856487,0.0014199927,0.006942941],"category_scores_gemma":[0.008564523,0.00057760347,0.0018904886,0.0017894427,0.0030400353,0.0055961013,0.0019280217,0.0042596078,0.0008729592],"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":[0.000016517446,0.000014916579,0.00013543834,0.00005380587,0.0000144342785,0.00006522281,0.000061281215,0.021426333,0.00026952807,0.97245884,0.0005297566,0.0049538333],"study_design_scores_gemma":[0.000011700138,0.000028998054,0.00014703834,0.000025202215,0.000007435919,0.000050309412,0.000018091103,0.18641044,0.0001270224,0.8100398,0.003120418,0.000013580839],"about_ca_topic_score_codex":0.0014578203,"about_ca_topic_score_gemma":0.0007347584,"teacher_disagreement_score":0.006942941,"about_ca_system_score_codex":0.0013754332,"about_ca_system_score_gemma":0.0009895792,"threshold_uncertainty_score":0.02322638},"labels":[],"label_agreement":null},{"id":"W3215625790","doi":"10.30757/alea.v20-16","title":"Stochastic wave equation with Lévy white noise","year":2023,"lang":"en","type":"article","venue":"Latin American Journal of Probability and Mathematical Statistics","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"White noise; Sobolev space; Lipschitz continuity; Mathematics; Mathematical analysis; Dimension (graph theory); Noise (video); Space (punctuation); Measure (data warehouse); Wave equation; Order (exchange); Function (biology); Sigma; Pure mathematics; Physics; Statistics; Quantum mechanics; Computer science","score_opus":0.04395344603366187,"score_gpt":0.23845120969816175,"score_spread":0.1944977636644999,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3215625790","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.38953084,0.0022473277,0.58517724,0.0039192294,0.00043133218,0.00010147653,0.0002716717,0.00012293705,0.018198011],"genre_scores_gemma":[0.96023166,0.0009286017,0.014930238,0.0003924133,0.00033598402,0.00013093803,0.00016127324,0.000034443252,0.022854485],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99941707,0.00018340729,0.000030318373,0.000105437015,0.00015070624,0.00011315614],"domain_scores_gemma":[0.9993643,0.0002132898,0.00016250978,0.000030908173,0.0001229281,0.00010602058],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00095171423,0.00083593815,0.0011747227,0.00066407945,0.00051764585,0.0013843555,0.00092366495,0.002223716,0.0012936889],"category_scores_gemma":[0.00223988,0.0003918064,0.0009578294,0.0006441142,0.0014886255,0.0023965745,0.0016005139,0.0013220084,0.0002029231],"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":[0.0001363358,0.000098442215,0.0042759683,0.00012881329,0.00012643849,0.0016677416,0.00028214138,0.37789074,0.012279925,0.5969913,0.0013036807,0.004818449],"study_design_scores_gemma":[0.000055660246,0.000045521334,0.0007588778,0.000010503219,0.000018063516,0.00015921102,0.000063394604,0.96399385,0.00047637528,0.033809207,0.0005816928,0.000027687105],"about_ca_topic_score_codex":0.008601288,"about_ca_topic_score_gemma":0.002996328,"teacher_disagreement_score":0.008601288,"about_ca_system_score_codex":0.0008441584,"about_ca_system_score_gemma":0.0010916954,"threshold_uncertainty_score":0.01710242},"labels":[],"label_agreement":null},{"id":"W3215987396","doi":"10.26794/2308-944x-2021-9-3-7-26","title":"Option Pricing under Randomised GBM Models","year":2021,"lang":"en","type":"article","venue":"Review of Business and Economics Studies","topic":"Stochastic processes and financial applications","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":"","keywords":"Black–Scholes model; Mathematics; Valuation of options; SABR volatility model; Stochastic volatility; Econometrics; Implied volatility; Geometric Brownian motion; Volatility (finance); Applied mathematics; Mathematical economics; Economics","score_opus":0.0745334035693758,"score_gpt":0.260919523913555,"score_spread":0.1863861203441792,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3215987396","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06744898,0.0008577215,0.9265302,0.00054307666,0.00007491485,0.00004543945,0.00021328824,0.000247896,0.004038572],"genre_scores_gemma":[0.91103715,0.00178119,0.07803956,0.0003154556,0.00020459389,0.0002233773,0.00040271351,0.000109918765,0.007886121],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9983852,0.00090096454,0.000060651746,0.00024377936,0.00024973231,0.00015966232],"domain_scores_gemma":[0.9976369,0.0013220528,0.00044076392,0.00024909555,0.00022712549,0.00012403245],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002945308,0.0008430989,0.0011969107,0.00094797084,0.00033431908,0.0017811575,0.0018910915,0.001904178,0.00242401],"category_scores_gemma":[0.008005213,0.00049717864,0.0019357703,0.0009851421,0.0017869744,0.0032004882,0.0012554665,0.0022234332,0.0004642336],"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":[0.00002931714,0.00002399095,0.00060539227,0.000054638956,0.000042681782,0.00015257554,0.00007106704,0.20706049,0.0011127177,0.78420025,0.00059395784,0.0060529388],"study_design_scores_gemma":[0.000019573703,0.000022320597,0.00029119282,0.000014561127,0.000012398747,0.000074689844,0.000009763895,0.65270776,0.0002047395,0.3458944,0.0007270704,0.000021561691],"about_ca_topic_score_codex":0.001971099,"about_ca_topic_score_gemma":0.0009333685,"teacher_disagreement_score":0.002945308,"about_ca_system_score_codex":0.001201671,"about_ca_system_score_gemma":0.0007798962,"threshold_uncertainty_score":0.015576422},"labels":[],"label_agreement":null},{"id":"W3217129582","doi":"10.26794/2308-944x-2021-9-3-27-51","title":"On Approximate Pricing of Spread Options via Conditional Value-at-Risk","year":2021,"lang":"en","type":"article","venue":"Review of Business and Economics Studies","topic":"Stochastic processes and financial applications","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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Expected shortfall; Value (mathematics); Valuation of options; Value at risk; Risk management; Conditional expectation; Actuarial science; Econometrics; Economics; Computer science; Mathematical optimization; Mathematics; Finance; Machine learning","score_opus":0.03565493459292113,"score_gpt":0.25288868649651297,"score_spread":0.21723375190359184,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3217129582","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.015015246,0.001584042,0.97901493,0.00039800975,0.000086138425,0.000024937379,0.000023698802,0.00006811161,0.0037849853],"genre_scores_gemma":[0.7511673,0.0066099525,0.23501064,0.00034156564,0.0005110007,0.0001864711,0.00015664582,0.00020336984,0.0058130985],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998475,0.0009615999,0.0000524594,0.00010505502,0.00033289572,0.0000729738],"domain_scores_gemma":[0.99469584,0.0042356183,0.00025165043,0.00032411717,0.00037040343,0.00012233833],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004288139,0.0010923091,0.0012317449,0.0011223791,0.00057963905,0.0018325791,0.0012948748,0.0014194289,0.002295934],"category_scores_gemma":[0.015619481,0.00043125785,0.0012430288,0.0016871459,0.002790859,0.0042529996,0.001785608,0.0032203775,0.00035977847],"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":[0.00005212665,0.000033411452,0.0005744832,0.000117719515,0.000043198932,0.00015282203,0.00010768452,0.3477507,0.0014798004,0.6314042,0.0006762607,0.01760762],"study_design_scores_gemma":[0.000006611021,0.000017419416,0.00011525631,0.000017390883,0.000009053688,0.00004951183,0.000008133307,0.8639425,0.00023124288,0.13506351,0.0005275073,0.000011823684],"about_ca_topic_score_codex":0.0026814116,"about_ca_topic_score_gemma":0.0011154796,"teacher_disagreement_score":0.004288139,"about_ca_system_score_codex":0.00091896724,"about_ca_system_score_gemma":0.0009150456,"threshold_uncertainty_score":0.022678077},"labels":[],"label_agreement":null},{"id":"W3217666415","doi":"10.1016/j.frl.2021.102587","title":"Multi-step double barrier options","year":2021,"lang":"en","type":"article","venue":"Finance research letters","topic":"Stochastic processes and financial applications","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":"Simon Fraser University","funders":"","keywords":"Piecewise; Constant (computer programming); Barrier option; Mathematics; Applied mathematics; Mathematical optimization; Computer science; Mathematical economics; Mathematical analysis","score_opus":0.11710600000610802,"score_gpt":0.33088565165388195,"score_spread":0.21377965164777393,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3217666415","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.409758,0.0022614687,0.5547589,0.0030805273,0.00065729156,0.00006644319,0.00027693374,0.00026233745,0.028877996],"genre_scores_gemma":[0.96707904,0.00043375787,0.010903663,0.0001530886,0.00011488618,0.000044382883,0.000094377414,0.000038040107,0.021138716],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99957496,0.00016761516,0.000022292194,0.00007725751,0.00009192115,0.00006600657],"domain_scores_gemma":[0.99738926,0.0012874221,0.0003432348,0.00017643426,0.00024628403,0.00055746944],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016002152,0.0008530765,0.00127537,0.00070431,0.0003769055,0.0023983927,0.0017823931,0.0026218886,0.0070554423],"category_scores_gemma":[0.0068225334,0.000684352,0.0009860214,0.0005612139,0.0012582679,0.0031841842,0.0015959296,0.002263385,0.00057608954],"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":[0.00040001975,0.00014794027,0.0013285173,0.00015891547,0.00015895092,0.0013771888,0.00009506287,0.27050716,0.0059777787,0.71012056,0.0014898668,0.008237985],"study_design_scores_gemma":[0.000047774964,0.0000487581,0.0004312198,0.000012936476,0.000024418128,0.00020125198,0.000026844808,0.91653496,0.00042674644,0.081727766,0.0004922027,0.00002505908],"about_ca_topic_score_codex":0.00083034683,"about_ca_topic_score_gemma":0.00057632383,"teacher_disagreement_score":0.0070554423,"about_ca_system_score_codex":0.00062925223,"about_ca_system_score_gemma":0.00054650975,"threshold_uncertainty_score":0.023602784},"labels":[],"label_agreement":null},{"id":"W350910197","doi":"10.1007/978-0-8176-4545-8","title":"Advances in Mathematical Finance","year":2007,"lang":"en","type":"book","venue":"Applied and numerical harmonic analysis","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":78,"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":"Computer science","score_opus":0.014491108437973048,"score_gpt":0.22900343692189457,"score_spread":0.21451232848392152,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W350910197","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0021195293,0.3599712,0.09281162,0.028479382,0.019498445,0.00005192067,0.00061695464,0.0005869403,0.49586403],"genre_scores_gemma":[0.090511434,0.33669084,0.06840781,0.009932231,0.048482463,0.00023186287,0.0011124827,0.0008355521,0.4437953],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99906665,0.00021476134,0.000039020193,0.00011844751,0.000508544,0.000052561518],"domain_scores_gemma":[0.99882406,0.00058158685,0.000055698314,0.00016894798,0.00028044218,0.00008931405],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016638387,0.0010664032,0.0011869922,0.0019398938,0.00073351525,0.0034665782,0.00072115683,0.0013179692,0.0138739785],"category_scores_gemma":[0.004110021,0.00035003974,0.00072294765,0.0020409236,0.0023933733,0.0037040997,0.0015206779,0.0039357156,0.00920262],"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":[0.000005961824,0.000012062538,0.00010253695,0.00017463061,0.000016165384,0.00001978891,0.00010796514,0.00074781163,0.00018447218,0.7989975,0.13003217,0.06959888],"study_design_scores_gemma":[0.0000043622686,0.0000100376155,0.0002603196,0.00013314463,0.0000050434287,0.00007304761,0.000030581556,0.0016915653,0.000089188194,0.50621676,0.49147826,0.000007713476],"about_ca_topic_score_codex":0.0012406176,"about_ca_topic_score_gemma":0.0013040539,"teacher_disagreement_score":0.0138739785,"about_ca_system_score_codex":0.0019300384,"about_ca_system_score_gemma":0.0014913419,"threshold_uncertainty_score":0.046413064},"labels":[],"label_agreement":null},{"id":"W35918314","doi":"10.1038/s41467-022-31786-3","title":"The Valuation of Asian Options in Market Models of Exponential Levy Type","year":2004,"lang":"en","type":"article","venue":"Nature Communications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"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":"Laboratory Directed Research and Development; Basic Energy Sciences; National Nuclear Security Administration; Directorate for Mathematical and Physical Sciences; University of Texas at El Paso; Government of Canada","keywords":"Lévy process; Economics; Valuation (finance); Econometrics; Actuarial science; Financial economics; Exponential function; Mathematics; Mathematical economics; Applied mathematics; Finance; Mathematical analysis","score_opus":0.058581928660094255,"score_gpt":0.2783955266009701,"score_spread":0.21981359794087585,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W35918314","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7640122,0.0026861199,0.20615798,0.005535573,0.00024130575,0.00009461663,0.0006707245,0.00024587743,0.020355735],"genre_scores_gemma":[0.9906573,0.00051375484,0.0027972579,0.00010776724,0.000055523364,0.000034130313,0.00011863717,0.00002444572,0.0056910906],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992029,0.00041658783,0.00004026086,0.00010135353,0.000100806195,0.00013813701],"domain_scores_gemma":[0.9947925,0.003010695,0.00076461746,0.00021863058,0.0003547875,0.0008586665],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0048991046,0.0013592409,0.0016143958,0.0011599775,0.0006666702,0.0042910594,0.0016297386,0.0033263175,0.005948531],"category_scores_gemma":[0.012284483,0.0007562314,0.0012234901,0.000961141,0.0033610433,0.0071646,0.0017302518,0.002881407,0.00045706664],"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":[0.00054072903,0.00013686148,0.008290704,0.00012305187,0.00016984381,0.0010492303,0.00038912002,0.3418594,0.0016415603,0.63614106,0.0024508936,0.0072075455],"study_design_scores_gemma":[0.000042912205,0.00007558619,0.0008521855,0.000022533726,0.00002082793,0.00014602614,0.00012469795,0.84992445,0.0001947969,0.14800526,0.00055470195,0.000036061305],"about_ca_topic_score_codex":0.0041873707,"about_ca_topic_score_gemma":0.0033567683,"teacher_disagreement_score":0.005948531,"about_ca_system_score_codex":0.0024264304,"about_ca_system_score_gemma":0.001142171,"threshold_uncertainty_score":0.025909245},"labels":[],"label_agreement":null},{"id":"W37219952","doi":"10.2139/ssrn.268914","title":"A Finite Element Method for Pricing American Put Options on Zero-Coupon Bonds","year":2001,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Coupon; Zero (linguistics); Bond; Finite element method; Financial economics; Economics; Mathematics; Mathematical economics; Actuarial science; Structural engineering; Engineering; Finance; Philosophy; Linguistics","score_opus":0.020054976365411467,"score_gpt":0.27171654428724384,"score_spread":0.25166156792183236,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W37219952","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.01181875,0.00022415194,0.9845072,0.00018665206,0.00012672848,0.00005952148,0.000043513344,0.00016140455,0.002872018],"genre_scores_gemma":[0.22225875,0.0006225322,0.7633156,0.0003258035,0.00016015084,0.00049138354,0.0001577502,0.00032664224,0.01234136],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99968016,0.00014734155,0.000017597673,0.00002744156,0.00010630157,0.000021124215],"domain_scores_gemma":[0.99890864,0.0007251405,0.000045506,0.000057019963,0.0001956624,0.00006809183],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012417549,0.0005605972,0.0011929753,0.0005837929,0.0005886307,0.001003961,0.0013511594,0.0022874984,0.005204655],"category_scores_gemma":[0.0028288753,0.00059626997,0.0007654692,0.00067546614,0.0010208582,0.0008950202,0.0011431675,0.0018292521,0.0009740605],"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":[0.0001849557,0.0002703973,0.00082745124,0.00022365623,0.00008762322,0.00014739824,0.00018044132,0.83865666,0.00944956,0.065264985,0.0016501886,0.08305667],"study_design_scores_gemma":[0.000015818036,0.000013976179,0.000033646713,0.00000906914,0.0000050026592,0.000010085605,0.000008746553,0.99508333,0.0002530881,0.0037984818,0.0007633279,0.0000054835573],"about_ca_topic_score_codex":0.00339491,"about_ca_topic_score_gemma":0.0038189592,"teacher_disagreement_score":0.005204655,"about_ca_system_score_codex":0.0003876579,"about_ca_system_score_gemma":0.0010012968,"threshold_uncertainty_score":0.017411292},"labels":[],"label_agreement":null},{"id":"W38355906","doi":"10.1007/s11547-024-01793-z","title":"Numerical Methods for the Valuation of Synthetic Collateralized Debt Obligations","year":2007,"lang":"en","type":"article","venue":"La radiologia medica","topic":"Stochastic processes and financial applications","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":"Natural Sciences and Engineering Research Council of Canada; University of Toronto","keywords":"Collateralized debt obligation; Valuation (finance); Actuarial science; Debt; Business; Economics; Computer science; Finance; Collateral","score_opus":0.05315750338442742,"score_gpt":0.33170072636663095,"score_spread":0.2785432229822035,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W38355906","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0064635333,0.00011632667,0.9913087,0.00012664031,0.00005886329,0.00009295357,0.00011316348,0.00020197772,0.0015177503],"genre_scores_gemma":[0.19857286,0.00027997576,0.7968736,0.00008905413,0.00009208575,0.0007553527,0.0002812028,0.00021849884,0.002837408],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99915874,0.00047015082,0.000073527815,0.0000771468,0.00016484449,0.00005559871],"domain_scores_gemma":[0.9902733,0.0075013754,0.0008165431,0.00042911206,0.00075188687,0.00022776074],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032270257,0.0007487818,0.00094589114,0.0018392081,0.0005805779,0.0015440182,0.0015202536,0.00201767,0.010766107],"category_scores_gemma":[0.023681697,0.0005030866,0.0007489702,0.0014210788,0.0008284307,0.0011597334,0.0017037408,0.0020113382,0.0011611079],"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":[0.00009996627,0.000112860616,0.0023887912,0.00015098185,0.00006172632,0.0002389305,0.00013411403,0.8390755,0.0015110286,0.091823585,0.002065412,0.062337134],"study_design_scores_gemma":[0.000011416651,0.00000644265,0.00007651365,0.000012220068,0.0000027104982,0.000026504997,0.000008009905,0.99065065,0.0001067573,0.008621864,0.0004708485,0.0000060764664],"about_ca_topic_score_codex":0.0049666967,"about_ca_topic_score_gemma":0.0053055147,"teacher_disagreement_score":0.010766107,"about_ca_system_score_codex":0.0009650798,"about_ca_system_score_gemma":0.001677146,"threshold_uncertainty_score":0.036016226},"labels":[],"label_agreement":null},{"id":"W4200112943","doi":"10.33423/jabe.v23i8.4882","title":"Methods and Analysis of Collar Strategies","year":2021,"lang":"en","type":"article","venue":"Journal of Applied Business and Economics","topic":"Stochastic processes and financial applications","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":"Collar; Equity (law); Portfolio; Position (finance); Index (typography); Actuarial science; Black–Scholes model; Business; Economics; Financial economics; Computer science; Finance","score_opus":0.02426577194481508,"score_gpt":0.2582295411418373,"score_spread":0.23396376919702225,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4200112943","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.008481789,0.0003367763,0.98577255,0.000074699594,0.000042109026,0.0001942826,0.0004045426,0.00019613624,0.0044970084],"genre_scores_gemma":[0.21704343,0.0013240296,0.7628601,0.00015286611,0.00018031933,0.002493071,0.0014808772,0.00043268982,0.014032628],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99824524,0.00061405596,0.00015424333,0.00028972857,0.0005400503,0.00015674136],"domain_scores_gemma":[0.9931716,0.004210537,0.0007913145,0.0009251356,0.00075918145,0.00014230254],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029883985,0.0010003737,0.00092691986,0.0028539994,0.0005450989,0.0017671023,0.0021038235,0.0011464215,0.014588686],"category_scores_gemma":[0.015264089,0.00047747866,0.0014047775,0.0018663362,0.0008366195,0.0014252173,0.0021459667,0.0015246288,0.0023277858],"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":[0.000094550196,0.000118272874,0.005955924,0.00033994296,0.00014394597,0.0003009468,0.00043887168,0.17044693,0.003318249,0.7089552,0.0040140916,0.10587306],"study_design_scores_gemma":[0.000037550613,0.00008469613,0.0012790852,0.0000945848,0.000035939873,0.00021200937,0.000113597496,0.72173655,0.0018388033,0.2508932,0.023623142,0.000050800354],"about_ca_topic_score_codex":0.0019156967,"about_ca_topic_score_gemma":0.0011674139,"teacher_disagreement_score":0.014588686,"about_ca_system_score_codex":0.00069877587,"about_ca_system_score_gemma":0.0010377468,"threshold_uncertainty_score":0.048803985},"labels":[],"label_agreement":null},{"id":"W4200602792","doi":"10.1088/1742-6596/2090/1/012094","title":"Gamma variance model: Fractional Fourier Transform (FRFT)","year":2021,"lang":"en","type":"article","venue":"Journal of Physics Conference Series","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Fractional Fourier transform; Log-normal distribution; Infinite divisibility; Fourier transform; Probability density function; Goodness of fit; Mathematics; Cumulative distribution function; Probabilistic logic; Statistical model; Variance (accounting); Statistical physics; Applied mathematics; Statistics; Fourier analysis; Mathematical analysis; Physics","score_opus":0.039291312918215644,"score_gpt":0.23513859894786635,"score_spread":0.1958472860296507,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4200602792","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.035256673,0.0017660379,0.9502086,0.0006416529,0.0002095997,0.00002854197,0.00022990363,0.0004159354,0.011243095],"genre_scores_gemma":[0.9246546,0.002302075,0.057359606,0.0003575676,0.00035341934,0.00009675427,0.0005114676,0.0002221414,0.01414237],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991824,0.00020720898,0.000027602633,0.00020119635,0.00026621617,0.000115372844],"domain_scores_gemma":[0.99850994,0.0007817686,0.00027070986,0.00015591898,0.00024492567,0.000036747697],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001502179,0.0007826023,0.00084253633,0.0012466861,0.00045565673,0.0017567364,0.0014657401,0.0018264698,0.0031750845],"category_scores_gemma":[0.005739793,0.00030488,0.0011207825,0.0015698053,0.0012441315,0.002117612,0.0007680576,0.0014574587,0.00075854134],"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":[0.00013076514,0.000055664135,0.005591442,0.00026170892,0.00012391414,0.0013723329,0.00023227325,0.3637033,0.0069249906,0.54800373,0.006827519,0.0667724],"study_design_scores_gemma":[0.000012552824,0.000040568262,0.0016930839,0.00006566022,0.000045140307,0.0009905401,0.000058832025,0.80835056,0.0018126301,0.18032476,0.0065572746,0.000048387854],"about_ca_topic_score_codex":0.0053680474,"about_ca_topic_score_gemma":0.0016231455,"teacher_disagreement_score":0.0053680474,"about_ca_system_score_codex":0.00096947345,"about_ca_system_score_gemma":0.00074374967,"threshold_uncertainty_score":0.010673642},"labels":[],"label_agreement":null},{"id":"W4205302802","doi":"10.1016/j.physa.2022.126941","title":"Pricing variance swaps under subordinated Jacobi stochastic volatility models","year":2022,"lang":"en","type":"article","venue":"Physica A Statistical Mechanics and its Applications","topic":"Stochastic processes and financial applications","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":"Bank of Canada; University of Ottawa","funders":"","keywords":"Variance swap; Stochastic volatility; Mathematics; Heston model; Volatility (finance); Valuation of options; Applied mathematics; Polynomial; Econometrics; Mathematical analysis; Forward volatility; SABR volatility model","score_opus":0.02979160473597606,"score_gpt":0.23856386035658997,"score_spread":0.2087722556206139,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4205302802","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.35962105,0.0013352346,0.61357254,0.0020738794,0.0007253026,0.00008297076,0.000092196795,0.00039315515,0.02210366],"genre_scores_gemma":[0.96623725,0.00070271647,0.017993595,0.00033904737,0.0005950512,0.000060585393,0.000082042585,0.00015779772,0.013831919],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986052,0.0005632455,0.00009088587,0.00015690662,0.000398136,0.00018577708],"domain_scores_gemma":[0.9963659,0.0017442009,0.0005847913,0.00032191307,0.000365825,0.0006173694],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0039030674,0.0009544406,0.0023381093,0.0013085633,0.00080414873,0.004317313,0.0017201,0.0029128196,0.0041200086],"category_scores_gemma":[0.010235328,0.0009026677,0.0016057388,0.0010791323,0.0026839592,0.0062887194,0.0025535743,0.0031378546,0.00045307513],"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":[0.00006438835,0.00005696326,0.00028570398,0.000030995205,0.000036489007,0.00016305195,0.00006646375,0.048547357,0.0016945775,0.94561845,0.0005586306,0.0028769819],"study_design_scores_gemma":[0.000030173398,0.00004223769,0.00022809269,0.000007859881,0.000015665355,0.000102370475,0.000019166197,0.5455601,0.00036802638,0.45317698,0.00042481348,0.000024394181],"about_ca_topic_score_codex":0.00064207666,"about_ca_topic_score_gemma":0.00043530992,"teacher_disagreement_score":0.004317313,"about_ca_system_score_codex":0.0011165912,"about_ca_system_score_gemma":0.0013011248,"threshold_uncertainty_score":0.020641625},"labels":[],"label_agreement":null},{"id":"W4205432550","doi":"10.1155/2022/9563019","title":"A Valuation Formula for Chained Options with <i>n</i>‐Barriers","year":2022,"lang":"en","type":"article","venue":"Journal of Mathematics","topic":"Stochastic processes and financial applications","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":"York University","funders":"Incheon National University","keywords":"Barrier option; Mathematics; Valuation (finance); Exotic option; Valuation of options; Asian option; Appeal; Mathematical economics; Actuarial science; Mathematical optimization; Econometrics; Economics; Finance","score_opus":0.037720472925787715,"score_gpt":0.24117691916696168,"score_spread":0.20345644624117398,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4205432550","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10625891,0.0008875097,0.8680308,0.0004144042,0.0001779762,0.000051915882,0.00009564715,0.000065333756,0.024017507],"genre_scores_gemma":[0.8853329,0.00075405074,0.10461702,0.00010257745,0.00013467319,0.00007111094,0.0000965218,0.00005122183,0.008839913],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99971205,0.00006502458,0.000025032798,0.00005738607,0.000103683094,0.00003680703],"domain_scores_gemma":[0.9992387,0.0003776467,0.00010553388,0.0000622913,0.00015727141,0.000058555393],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008808765,0.00051302137,0.0003719128,0.0007327935,0.00039715006,0.001625555,0.00075390906,0.0008109489,0.004646627],"category_scores_gemma":[0.0031336453,0.00019008915,0.00067653914,0.00057913404,0.0012623691,0.004078481,0.00086352683,0.0015824429,0.00030786073],"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":[0.000029142286,0.000027321976,0.0006945877,0.000078825,0.000013199564,0.00036886445,0.00018254953,0.015982317,0.005297188,0.9550206,0.000729795,0.02157559],"study_design_scores_gemma":[0.000015798809,0.00007819661,0.0005040134,0.00005425796,0.000021370059,0.00063212204,0.000112003676,0.31085265,0.0022180325,0.6804501,0.005021256,0.00004019033],"about_ca_topic_score_codex":0.00049295614,"about_ca_topic_score_gemma":0.00031321813,"teacher_disagreement_score":0.004646627,"about_ca_system_score_codex":0.0005948398,"about_ca_system_score_gemma":0.0005089983,"threshold_uncertainty_score":0.015544534},"labels":[],"label_agreement":null},{"id":"W4205764422","doi":"10.2139/ssrn.3980938","title":"High Dimensional Markovian Trading of a Single Stock","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Calgary; University of Alberta","funders":"","keywords":"Stock (firearms); Markov process; Business; Financial economics; Economics; Mathematics; Engineering; Statistics","score_opus":0.016341905445352793,"score_gpt":0.20578562380513063,"score_spread":0.18944371835977783,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4205764422","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8845618,0.0009374199,0.10479615,0.0024712759,0.00018568395,0.00004392813,0.0002946703,0.00024968997,0.0064594564],"genre_scores_gemma":[0.99506146,0.00020512691,0.0019017792,0.00006984039,0.00009038129,0.000017881432,0.00009973338,0.000019180625,0.00253465],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99926466,0.00019843505,0.000045953384,0.00016320503,0.00017234682,0.00015540063],"domain_scores_gemma":[0.9872333,0.009068682,0.0015860485,0.0005257849,0.00049423974,0.001091846],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023975098,0.0007205578,0.001973455,0.0015784175,0.0009104667,0.003371089,0.0018300357,0.003391833,0.0039576734],"category_scores_gemma":[0.01433296,0.0010709413,0.0011292262,0.00090084394,0.0029611248,0.0047510536,0.0021375245,0.0021531242,0.00027464028],"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":[0.00048347935,0.00027257224,0.009144837,0.00015269546,0.00023449471,0.0013588964,0.00023830673,0.7469721,0.004279309,0.23064253,0.0012761854,0.0049445927],"study_design_scores_gemma":[0.0000147189985,0.00002719641,0.0010190784,0.0000069561183,0.000012712685,0.000060020782,0.000014947737,0.96837026,0.00017629906,0.03022042,0.000050172875,0.000027194284],"about_ca_topic_score_codex":0.0074476292,"about_ca_topic_score_gemma":0.0061848103,"teacher_disagreement_score":0.0074476292,"about_ca_system_score_codex":0.0015480246,"about_ca_system_score_gemma":0.0013203066,"threshold_uncertainty_score":0.014808536},"labels":[],"label_agreement":null},{"id":"W4206016040","doi":"10.2139/ssrn.3999387","title":"Stochastic Dominance, Stochastic Volatility and the Prices of Volatility and Jump Risk","year":2022,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Stochastic volatility; Volatility risk premium; Volatility (finance); Forward volatility; Implied volatility; Volatility smile; Jump; Volatility swap; Economics; Variance swap; SABR volatility model; Econometrics; Stochastic dominance; Financial economics","score_opus":0.007939105350430953,"score_gpt":0.20028354895018582,"score_spread":0.19234444359975486,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4206016040","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.45173842,0.014189393,0.43666634,0.011269483,0.0006191221,0.000065613734,0.00046640643,0.00012008378,0.084865086],"genre_scores_gemma":[0.9804067,0.002730528,0.00525612,0.00020536476,0.0006428722,0.000024799578,0.00009420352,0.000027478813,0.010611727],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99855953,0.0006115412,0.000077734214,0.00013507981,0.00042627347,0.00018984164],"domain_scores_gemma":[0.9911094,0.006699546,0.00081950903,0.00020942699,0.00069122505,0.00047094253],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026763515,0.00068947196,0.0012076193,0.0012378779,0.0008025098,0.0047145616,0.00071621564,0.0014851452,0.004384355],"category_scores_gemma":[0.015361359,0.00041485956,0.00063921243,0.0013259522,0.0022398343,0.00523337,0.001374817,0.0018353357,0.0003262379],"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":[0.000040355422,0.000023560984,0.0008667077,0.000059649185,0.00003061962,0.00011065462,0.00013217793,0.014364608,0.00052927,0.9770603,0.0010763041,0.0057058283],"study_design_scores_gemma":[0.000009578868,0.000012388059,0.0005871158,0.000009135497,0.000008829586,0.00006765486,0.000049967224,0.030829653,0.00006766518,0.9673634,0.0009833722,0.000011295884],"about_ca_topic_score_codex":0.0033979442,"about_ca_topic_score_gemma":0.0029650596,"teacher_disagreement_score":0.0047145616,"about_ca_system_score_codex":0.0013927912,"about_ca_system_score_gemma":0.0015083288,"threshold_uncertainty_score":0.014667153},"labels":[],"label_agreement":null},{"id":"W4206167581","doi":"10.1109/lcsys.2021.3135754","title":"Robust Incentive Stackelberg Games With a Large Population for Stochastic Mean-Field Systems","year":2021,"lang":"en","type":"article","venue":"IEEE Control Systems Letters","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"Japan Society for the Promotion of Science","keywords":"Stackelberg competition; Incentive; Population; Computer science; Mathematical economics; Economics; Mathematical optimization; Mathematics; Microeconomics; Demography; Sociology","score_opus":0.019818947872210297,"score_gpt":0.2056011032263774,"score_spread":0.1857821553541671,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4206167581","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.033765037,0.00014531871,0.96211463,0.0003219542,0.00003459997,0.000053550957,0.00006607315,0.00009820162,0.003400673],"genre_scores_gemma":[0.9495709,0.00029048548,0.044223454,0.00012504055,0.000047372905,0.0002862529,0.000098658216,0.00003706068,0.0053209127],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9988381,0.00038380804,0.00005712479,0.00030346517,0.00024381693,0.00017365918],"domain_scores_gemma":[0.997712,0.0012703417,0.00047943724,0.00010660965,0.00027092107,0.00016068741],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026147023,0.0011939439,0.0015121843,0.0006787608,0.0007051764,0.0016433172,0.0015142615,0.0013699222,0.0026536211],"category_scores_gemma":[0.0057116183,0.0004886844,0.0012231941,0.00046819102,0.0017379986,0.0016800395,0.0017616878,0.0014122468,0.00026496264],"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":[0.00006645764,0.000032685573,0.0006542204,0.00008673342,0.00006764591,0.00015692982,0.0001138719,0.83771056,0.0021342556,0.15076639,0.0006183909,0.0075918366],"study_design_scores_gemma":[0.000012119354,0.0000229506,0.00008544284,0.0000039456518,0.000008623687,0.000013180149,0.000009447199,0.98126787,0.000157624,0.01821808,0.00019097915,0.00000968179],"about_ca_topic_score_codex":0.004892741,"about_ca_topic_score_gemma":0.0029471333,"teacher_disagreement_score":0.004892741,"about_ca_system_score_codex":0.0019079063,"about_ca_system_score_gemma":0.0016642143,"threshold_uncertainty_score":0.013842821},"labels":[],"label_agreement":null},{"id":"W4206456740","doi":"10.3390/jrfm15010029","title":"Time-Discrete Hedging of Down-and-Out Puts with Overnight Trading Gaps","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Hedge; Portfolio; Econometrics; Stochastic game; Benchmark (surveying); Position (finance); Trading strategy; Volatility (finance); Stochastic volatility; Market neutral; Economics; Computer science; Mathematics; Financial economics; Mathematical economics; Finance","score_opus":0.008186713695732635,"score_gpt":0.19039423999114366,"score_spread":0.18220752629541104,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4206456740","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8302428,0.00043179456,0.16409457,0.0003531581,0.00006612407,0.000019499914,0.000085447115,0.00011130373,0.0045953467],"genre_scores_gemma":[0.9966208,0.00004384204,0.0025317583,0.000012231427,0.0000086181535,0.0000049364226,0.000023659266,0.0000076056826,0.0007465187],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99971086,0.00009037053,0.000017663147,0.000057181358,0.00006579425,0.000058133865],"domain_scores_gemma":[0.9984837,0.00092601124,0.00023916834,0.00010623826,0.00009353193,0.00015142662],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014697956,0.0005052976,0.0005900116,0.00036487935,0.00024157114,0.0013666423,0.0006843073,0.0010951327,0.0015529979],"category_scores_gemma":[0.005379258,0.00032525253,0.00060056755,0.00025374745,0.0010755413,0.0013969237,0.0009115796,0.001123542,0.000068051246],"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":[0.00028630166,0.00007901911,0.004938521,0.00007315199,0.00006734683,0.0007002595,0.00010888301,0.9066087,0.0051122094,0.07408502,0.00038482057,0.0075558596],"study_design_scores_gemma":[0.000009766021,0.000027722544,0.00064464414,0.000004645458,0.000007716677,0.000032746237,0.000014556519,0.98987085,0.00047326114,0.008824935,0.000081150414,0.000007929579],"about_ca_topic_score_codex":0.0021811612,"about_ca_topic_score_gemma":0.0010800548,"teacher_disagreement_score":0.0021811612,"about_ca_system_score_codex":0.00051630946,"about_ca_system_score_gemma":0.00041140057,"threshold_uncertainty_score":0.0077731013},"labels":[],"label_agreement":null},{"id":"W4206617106","doi":"10.1111/mafi.12342","title":"Affine term structure models: A time‐change approach with perfect fit to market curves","year":2022,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","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":"Fédération Wallonie-Bruxelles; Fonds De La Recherche Scientifique - FNRS","keywords":"Credit default swap; Prepayment of loan; Econometrics; Yield curve; Credit derivative; Cox–Ingersoll–Ross model; Credit risk; Affine transformation; Economics; Term (time); Credit default swap index; Mathematics; Credit valuation adjustment; Interest rate; Actuarial science; Finance","score_opus":0.04530499678773956,"score_gpt":0.2186599309913612,"score_spread":0.17335493420362164,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4206617106","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09481453,0.0004467908,0.8969858,0.0012341359,0.00010348955,0.00007028902,0.00025186036,0.000264263,0.005828837],"genre_scores_gemma":[0.92936957,0.0006488301,0.05587859,0.00030062016,0.00026495324,0.00016317848,0.00037086106,0.00018411168,0.01281916],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991372,0.00036037382,0.000038784423,0.00020993252,0.0001457039,0.000108010216],"domain_scores_gemma":[0.996349,0.001904427,0.0008088906,0.00037076508,0.00033301223,0.00023392649],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030003279,0.00081806845,0.0010880491,0.0010170286,0.00047262825,0.0017100183,0.0025341795,0.0029998503,0.004921747],"category_scores_gemma":[0.011684708,0.0007223713,0.0016104699,0.0008943033,0.0014154036,0.0023292378,0.0015118474,0.0025631483,0.0006001196],"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":[0.000047970672,0.00005197949,0.0014541068,0.000041286472,0.00006121317,0.00022679254,0.00011478587,0.7556931,0.00094125076,0.23129487,0.0011287391,0.0089439675],"study_design_scores_gemma":[0.000009619668,0.000017755414,0.00022259651,0.0000043359487,0.000012016607,0.00002203779,0.000010660276,0.96172535,0.000099664074,0.037246037,0.0006184004,0.000011500472],"about_ca_topic_score_codex":0.007686261,"about_ca_topic_score_gemma":0.0029252016,"teacher_disagreement_score":0.007686261,"about_ca_system_score_codex":0.0011169959,"about_ca_system_score_gemma":0.0010199691,"threshold_uncertainty_score":0.01646483},"labels":[],"label_agreement":null},{"id":"W4206715701","doi":"10.3934/puqr.2021017","title":"CVaR-hedging and its applications to equity-linked life insurance contracts with transaction costs","year":2021,"lang":"en","type":"article","venue":"Probability Uncertainty and Quantitative Risk","topic":"Stochastic processes and financial applications","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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"CVAR; Transaction cost; Equity (law); Life insurance; Economics; Portfolio; Actuarial science; Volatility (finance); Replicating portfolio; Expected shortfall; Econometrics; Financial economics; Microeconomics; Portfolio optimization","score_opus":0.05663492117621359,"score_gpt":0.28905600584637825,"score_spread":0.23242108467016465,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4206715701","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08454769,0.0020055138,0.9053917,0.00046959604,0.00008969921,0.00004084361,0.000056304223,0.00009596011,0.0073026847],"genre_scores_gemma":[0.9433724,0.0014325868,0.049842477,0.00008899274,0.000112740854,0.00004815132,0.000079622245,0.00005836932,0.004964599],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991697,0.00041097388,0.000049583377,0.00011268364,0.00019379439,0.00006333736],"domain_scores_gemma":[0.9949909,0.0037640692,0.00042651026,0.00025645015,0.00037248564,0.00018956012],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028197889,0.0008103564,0.0010682299,0.0009391454,0.00039695174,0.0012427504,0.00094336394,0.0011059332,0.0025002337],"category_scores_gemma":[0.008881918,0.0004357886,0.0013353296,0.0010149094,0.0013180538,0.0019114628,0.0015532293,0.0020638234,0.00013267405],"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":[0.000038584803,0.0000659768,0.0014458634,0.000076615266,0.000056659606,0.00027678133,0.00012794755,0.72326106,0.0017632119,0.24662939,0.00045101947,0.025806881],"study_design_scores_gemma":[0.0000025105928,0.000013573611,0.00016728525,0.0000069501925,0.000007693242,0.00003660631,0.000010427983,0.9730112,0.00016953453,0.02634564,0.00021977889,0.0000087806475],"about_ca_topic_score_codex":0.0023279816,"about_ca_topic_score_gemma":0.0013245953,"teacher_disagreement_score":0.0028197889,"about_ca_system_score_codex":0.0009187778,"about_ca_system_score_gemma":0.0006991662,"threshold_uncertainty_score":0.014912665},"labels":[],"label_agreement":null},{"id":"W4206752823","doi":"10.3390/jrfm15010022","title":"The Risk Measurement under the Variance-Gamma Process with Drift Switching","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Mathematics; Exponential distribution; Multinomial distribution; Jump; Probability density function; Gamma distribution; Variance (accounting); Stochastic process; Applied mathematics; Statistics; Econometrics; Economics; Physics","score_opus":0.014059130604873947,"score_gpt":0.19646746173622479,"score_spread":0.18240833113135083,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4206752823","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.22203782,0.001163477,0.7709982,0.0008203076,0.00010204425,0.000042406853,0.00011803588,0.00015113443,0.0045665773],"genre_scores_gemma":[0.9765148,0.0006868788,0.019776229,0.000075123666,0.00008719502,0.000049431786,0.00011565937,0.000035103367,0.0026596608],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9975739,0.00076867355,0.000106188934,0.0005645633,0.00066510466,0.00032157666],"domain_scores_gemma":[0.9956909,0.002272553,0.00078021997,0.00029048757,0.0007414642,0.0002244532],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004845412,0.0007048884,0.0009588745,0.0011494494,0.00043700478,0.0022983218,0.0012685136,0.0013681347,0.001521749],"category_scores_gemma":[0.013856493,0.00035182512,0.0010725628,0.0011797599,0.0017124547,0.0036485826,0.001511635,0.0020404235,0.00023876675],"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":[0.00018174606,0.000054492368,0.0070385127,0.00013653182,0.000115440685,0.0006576686,0.00046687864,0.26974946,0.00636058,0.68177927,0.0010558,0.03240367],"study_design_scores_gemma":[0.000024372388,0.00007623402,0.002991997,0.000030119314,0.00005279509,0.00036787963,0.00009413438,0.7438014,0.0016212651,0.25006893,0.0007994428,0.00007132515],"about_ca_topic_score_codex":0.0024738137,"about_ca_topic_score_gemma":0.0009986322,"teacher_disagreement_score":0.004845412,"about_ca_system_score_codex":0.0018089251,"about_ca_system_score_gemma":0.0012853966,"threshold_uncertainty_score":0.025625288},"labels":[],"label_agreement":null},{"id":"W4210260512","doi":"10.1287/mnsc.2021.4214","title":"Tractable Term Structure Models","year":2022,"lang":"en","type":"article","venue":"Management Science","topic":"Stochastic processes and financial applications","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":"","keywords":"Econometrics; Computer science; Volatility (finance); Sharpe ratio; Affine term structure model; Stochastic volatility; Interest rate; Term (time); Bond valuation; Gaussian; Yield curve; Economics; Financial economics; Finance","score_opus":0.02406300209265815,"score_gpt":0.21085378799731724,"score_spread":0.18679078590465908,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4210260512","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.016959328,0.0007859163,0.95272315,0.0015053228,0.000121532365,0.00004945797,0.0010365564,0.00037928863,0.026439454],"genre_scores_gemma":[0.7541268,0.0025067376,0.16667742,0.0009424125,0.0010215684,0.00052797917,0.0022168523,0.00050841767,0.07147184],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990426,0.00024435783,0.000045550787,0.00021183114,0.00030626575,0.00014936911],"domain_scores_gemma":[0.9974452,0.0013461694,0.0005135477,0.00033099693,0.00022834662,0.00013577146],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014671141,0.0008100681,0.0011571572,0.0013682285,0.0006953915,0.0028427585,0.0026096287,0.002708191,0.010600758],"category_scores_gemma":[0.008349696,0.00062286627,0.0013518255,0.0013435712,0.0010933533,0.004167079,0.0018104401,0.002846168,0.002656433],"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":[0.000010744062,0.000021961196,0.00036842484,0.000027829972,0.00001850959,0.00010953175,0.00007527304,0.11414941,0.00044074436,0.87551665,0.003040755,0.0062202686],"study_design_scores_gemma":[0.00001493723,0.0000135026185,0.00014272895,0.0000123025775,0.000011475403,0.00009002085,0.000015212301,0.46879965,0.00010072948,0.5247957,0.005989434,0.000014282215],"about_ca_topic_score_codex":0.0046757245,"about_ca_topic_score_gemma":0.0041609933,"teacher_disagreement_score":0.010600758,"about_ca_system_score_codex":0.0012681935,"about_ca_system_score_gemma":0.0013352908,"threshold_uncertainty_score":0.035463035},"labels":[],"label_agreement":null},{"id":"W4210649231","doi":"10.1109/cdc45484.2021.9683654","title":"Mean Field Stochastic Growth with Relative Utility and Common Noise","year":2021,"lang":"en","type":"article","venue":"2021 60th IEEE Conference on Decision and Control (CDC)","topic":"Stochastic processes and financial applications","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":"Mean field theory; Nonlinear system; Stochastic process; Stochastic differential equation; Mathematics; Hamilton–Jacobi–Bellman equation; Applied mathematics; Computer science; Mathematical optimization; Bellman equation; Statistics","score_opus":0.02966043662243753,"score_gpt":0.24106842070233866,"score_spread":0.21140798407990113,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4210649231","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17407721,0.00071571016,0.8049771,0.0027336269,0.00019791453,0.00006479902,0.0002542291,0.00014675813,0.016832652],"genre_scores_gemma":[0.9618325,0.0005341742,0.023176186,0.0002467295,0.00011388584,0.00012852829,0.00011620227,0.000041233343,0.013810599],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99867094,0.0006577155,0.000042858916,0.00023283098,0.00021705027,0.00017861357],"domain_scores_gemma":[0.9966092,0.002112089,0.0005070503,0.00013227575,0.0003273363,0.00031209164],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025224257,0.0013273003,0.0013935182,0.00097627455,0.0005731775,0.0022556249,0.001400415,0.0020727986,0.0022039278],"category_scores_gemma":[0.007500046,0.00049291196,0.0009811939,0.000965021,0.0026120835,0.002961874,0.0016271911,0.0018264367,0.00032481528],"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":[0.000048071975,0.00004507003,0.00060560455,0.000044967386,0.00002823161,0.00022817057,0.0000979033,0.3721887,0.0009184756,0.62192214,0.0007729718,0.0030997018],"study_design_scores_gemma":[0.000020241434,0.000025603314,0.00014527346,0.000009544604,0.00000814481,0.000035485038,0.000036809466,0.83221316,0.00012938696,0.16682568,0.000529567,0.000021076505],"about_ca_topic_score_codex":0.0074546784,"about_ca_topic_score_gemma":0.0032047036,"teacher_disagreement_score":0.0074546784,"about_ca_system_score_codex":0.0024799895,"about_ca_system_score_gemma":0.0013214741,"threshold_uncertainty_score":0.017993629},"labels":[],"label_agreement":null},{"id":"W4210686825","doi":"10.1214/21-aihp1161","title":"Stochastic heat equation with general rough noise","year":2022,"lang":"fr","type":"article","venue":"Annales de l Institut Henri Poincaré Probabilités et Statistiques","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Physics; Humanities; Philosophy","score_opus":0.04143616000757879,"score_gpt":0.2749238266439287,"score_spread":0.23348766663634993,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4210686825","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.39748493,0.0027474049,0.56851417,0.0064124167,0.00082637527,0.00013018084,0.00061106746,0.0004360518,0.022837494],"genre_scores_gemma":[0.9668641,0.00065116875,0.010634236,0.00030782245,0.00028198096,0.00009143404,0.00018299675,0.00004622062,0.020940043],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991799,0.00023248867,0.000032055985,0.0001711513,0.00019465435,0.00018982285],"domain_scores_gemma":[0.9980363,0.00085053453,0.00036469585,0.000116311174,0.0003305759,0.00030159502],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012395516,0.00090628414,0.0018299844,0.0010541781,0.0007952633,0.0020463667,0.0012741284,0.00224525,0.001795402],"category_scores_gemma":[0.005357398,0.00061035465,0.0016627769,0.0006091438,0.0031833067,0.0021128624,0.0022211717,0.0019729657,0.00019482891],"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":[0.00018117276,0.000041570933,0.002540652,0.00013519597,0.00009910836,0.0007004974,0.00018422544,0.7067235,0.0038271241,0.281672,0.0013200057,0.0025749372],"study_design_scores_gemma":[0.000029524259,0.000022882237,0.000582866,0.000009060908,0.000016784998,0.000059789392,0.00004100195,0.9679083,0.00022589107,0.030542085,0.0005276944,0.00003403865],"about_ca_topic_score_codex":0.01693077,"about_ca_topic_score_gemma":0.0062970947,"teacher_disagreement_score":0.01693077,"about_ca_system_score_codex":0.0022444564,"about_ca_system_score_gemma":0.0015240627,"threshold_uncertainty_score":0.033664405},"labels":[],"label_agreement":null},{"id":"W4210792360","doi":"10.3390/jrfm13070145","title":"Computational Finance","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":true,"route_about_ca":false,"ca_institutions":"Western University","funders":"","keywords":"Computational finance; Financial modeling; Volatility (finance); Finance; Capital asset pricing model; Economics; Financial economics; Computer science","score_opus":0.014985026891452239,"score_gpt":0.2019298381633075,"score_spread":0.18694481127185528,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4210792360","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.005322843,0.057155285,0.6658329,0.022122784,0.006529987,0.0002183906,0.0034768647,0.005023329,0.23431762],"genre_scores_gemma":[0.18183509,0.10020551,0.49091738,0.007019195,0.010062437,0.0013103525,0.010707079,0.0027958837,0.19514711],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99856013,0.00031206384,0.00009005833,0.0002564288,0.00069714343,0.000084209954],"domain_scores_gemma":[0.9970003,0.0015929404,0.00011121003,0.0006731186,0.00045725284,0.00016522338],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014614626,0.0010606884,0.0012014569,0.0013330983,0.00067334133,0.0043047536,0.0015682038,0.0019428049,0.028512087],"category_scores_gemma":[0.0072487574,0.00057916663,0.0011064532,0.0018971323,0.0014909272,0.0031139497,0.0024029114,0.0027929791,0.011294627],"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":[0.00003406282,0.00003255217,0.0006963001,0.0006301109,0.00013577926,0.000097313605,0.000104041355,0.034901932,0.00071394106,0.55826366,0.18752196,0.21686839],"study_design_scores_gemma":[0.000020979376,0.000016514365,0.000418321,0.00018511394,0.000017763445,0.00015029612,0.000036695015,0.06677903,0.0005438832,0.5456573,0.38614982,0.00002426878],"about_ca_topic_score_codex":0.0013092246,"about_ca_topic_score_gemma":0.0011813004,"teacher_disagreement_score":0.028512087,"about_ca_system_score_codex":0.0009376084,"about_ca_system_score_gemma":0.0016015742,"threshold_uncertainty_score":0.09538245},"labels":[],"label_agreement":null},{"id":"W4211251740","doi":"10.1007/978-3-642-35512-7_4","title":"Limit Theorems","year":2013,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Limit (mathematics); Statistical inference; Inference; Context (archaeology); Series (stratigraphy); Mathematics; Computer science; Applied mathematics; Calculus (dental); Statistical physics; Statistics; Artificial intelligence; Mathematical analysis; Physics; Geography; Medicine","score_opus":0.033649640716941195,"score_gpt":0.19185903461940465,"score_spread":0.15820939390246347,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4211251740","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.006685048,0.034262434,0.23714572,0.0044208397,0.0020670777,0.00005109252,0.0005773004,0.000638014,0.7141526],"genre_scores_gemma":[0.276935,0.051407646,0.09543308,0.003961218,0.006777133,0.0005193595,0.0015882339,0.0012238399,0.5621545],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9993216,0.00016328858,0.000027660792,0.00011693885,0.00032407916,0.000046523666],"domain_scores_gemma":[0.9993622,0.0003142577,0.000035715137,0.000109142384,0.00014103978,0.000037630143],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0010476869,0.0010459736,0.0009507028,0.0017622127,0.00074432325,0.0027018622,0.0009201707,0.0009923072,0.019553905],"category_scores_gemma":[0.0030012454,0.00036486005,0.000639593,0.001685436,0.0018392578,0.0029565447,0.0013345496,0.0026536502,0.006515248],"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":[0.0000061178093,0.00001596161,0.000045951267,0.0000755258,0.000009612639,0.000018258343,0.000044049146,0.0008356402,0.0002096405,0.94718045,0.02117263,0.030386256],"study_design_scores_gemma":[0.000005057473,0.0000041874623,0.000075969656,0.00004136114,0.000005408302,0.000058782665,0.000011480054,0.0023062585,0.00016759748,0.93739015,0.059928175,0.0000055790483],"about_ca_topic_score_codex":0.0009472395,"about_ca_topic_score_gemma":0.000831651,"teacher_disagreement_score":0.9804461,"about_ca_system_score_codex":0.0018948131,"about_ca_system_score_gemma":0.00089694915,"threshold_uncertainty_score":0.06541431},"labels":[],"label_agreement":null},{"id":"W4212905002","doi":"10.1017/s0022109022000096","title":"Synthetic Options and Implied Volatility for the Corporate Bond Market","year":2022,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":8,"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":"Banca d'Italia; McGill University; University of Wisconsin-Madison","keywords":"Corporate bond; Volatility (finance); Bond; Economics; Bond market; Financial economics; Econometrics; Bond market index; Business; Monetary economics; Finance","score_opus":0.05225657153190529,"score_gpt":0.2625585654433569,"score_spread":0.21030199391145157,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4212905002","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.85757446,0.0002135108,0.13855785,0.0002632514,0.00004968208,0.000028732591,0.0001518637,0.000068024674,0.0030925584],"genre_scores_gemma":[0.9924326,0.000047838003,0.0070153205,0.000015662537,0.000007731249,0.000012457456,0.00008142393,0.000009514987,0.00037753597],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999501,0.00025102825,0.000030225818,0.00005948704,0.00012884861,0.000029397237],"domain_scores_gemma":[0.99589515,0.002678468,0.0006550229,0.00027692915,0.00029226128,0.0002021936],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022733319,0.00030507596,0.00033452947,0.000696234,0.00021147543,0.0011933544,0.00039260503,0.0007526776,0.0015664897],"category_scores_gemma":[0.0097831,0.00019766636,0.00038865718,0.0004811305,0.00082587905,0.0013289397,0.00063089066,0.000635514,0.00008198364],"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":[0.00013289697,0.00009069539,0.0073093935,0.000044002125,0.000051430943,0.00018100068,0.00009756583,0.7448017,0.0070677036,0.23225471,0.00032613354,0.0076426365],"study_design_scores_gemma":[0.0000095704445,0.00003178402,0.0008466703,0.0000057240027,0.0000044875796,0.000047715333,0.0000132022005,0.9669644,0.0009634861,0.030905595,0.00019769497,0.000009633556],"about_ca_topic_score_codex":0.00037927824,"about_ca_topic_score_gemma":0.00023284726,"teacher_disagreement_score":0.0022733319,"about_ca_system_score_codex":0.00048117983,"about_ca_system_score_gemma":0.0002367237,"threshold_uncertainty_score":0.012022674},"labels":[],"label_agreement":null},{"id":"W4212963778","doi":"10.1109/icc54714.2021.9703166","title":"Conditions for Exact Hedging in an Unconstrained Regime-Switching Market Model","year":2021,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Portfolio; Randomness; Economics; Mathematical economics; Brownian motion; Financial market; Markov chain; Econometrics; Scale (ratio); Investment (military); Markov process; Mathematics; Financial economics; Finance; Physics","score_opus":0.04420614706284773,"score_gpt":0.26792560381712544,"score_spread":0.2237194567542777,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4212963778","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.29952767,0.0010221845,0.66449326,0.0019620215,0.00014573922,0.00017198942,0.0006478818,0.00033550672,0.031693775],"genre_scores_gemma":[0.97180057,0.0005007769,0.021208325,0.00025948827,0.00011389399,0.00012873918,0.0003575146,0.000059504535,0.005571136],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99856657,0.00035302222,0.00013077378,0.0003045143,0.00033400976,0.00031109893],"domain_scores_gemma":[0.99196833,0.004857876,0.0012829562,0.00043439466,0.0008039319,0.00065265707],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0042736894,0.0009012578,0.0016123288,0.0010392967,0.0006953411,0.0023297223,0.001175059,0.0021411364,0.0075052334],"category_scores_gemma":[0.014075038,0.0006606288,0.001442212,0.00051909924,0.00246575,0.004655428,0.002536957,0.002903401,0.00057358795],"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":[0.00010019356,0.00008303954,0.00096171926,0.00013749339,0.00005058558,0.00044439195,0.000320366,0.053988308,0.003238101,0.93512607,0.0011534963,0.004396274],"study_design_scores_gemma":[0.00005881603,0.0001252302,0.0007141165,0.0000415475,0.000022770559,0.00017382596,0.0001279487,0.41720065,0.00096340606,0.57944345,0.0010836459,0.000044631637],"about_ca_topic_score_codex":0.001254156,"about_ca_topic_score_gemma":0.000914165,"teacher_disagreement_score":0.0075052334,"about_ca_system_score_codex":0.00082448643,"about_ca_system_score_gemma":0.0013632248,"threshold_uncertainty_score":0.025107503},"labels":[],"label_agreement":null},{"id":"W4213349596","doi":"10.1002/fut.22316","title":"Approximate pricing of American exchange options with jumps","year":2022,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"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":"Australian Research Council; Social Sciences and Humanities Research Council of Canada; National Natural Science Foundation of China","keywords":"Jump diffusion; Jump; Algebraic number; Valuation of options; Value (mathematics); Mathematics; Function (biology); Applied mathematics; Mathematical economics; Economics; Econometrics; Mathematical analysis; Physics; Statistics","score_opus":0.013559890105744316,"score_gpt":0.21311062399267217,"score_spread":0.19955073388692784,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4213349596","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10540391,0.00025511667,0.8874772,0.0003255346,0.000081280254,0.000035797075,0.00003154899,0.00017203683,0.0062175426],"genre_scores_gemma":[0.8993579,0.0001500389,0.09689618,0.000072777635,0.00004515971,0.00004674438,0.00003989696,0.000040226063,0.0033510868],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996145,0.0001549422,0.000017687453,0.00003451097,0.00015280137,0.000025680738],"domain_scores_gemma":[0.9988165,0.0007481174,0.00009605394,0.000092663664,0.00019051811,0.000056215198],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012697557,0.00032777266,0.0005951166,0.00050205097,0.00033982832,0.00095114316,0.00071534084,0.0009212475,0.0021046144],"category_scores_gemma":[0.0056522787,0.00021851044,0.00033733092,0.00042040026,0.0009460196,0.0011688654,0.0006779436,0.00094713294,0.00018876792],"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":[0.00009460664,0.00006630755,0.0009285238,0.000036172256,0.000025013125,0.0001289938,0.000069559996,0.78246325,0.00553832,0.19151674,0.00054670643,0.018585822],"study_design_scores_gemma":[0.0000052318587,0.00000430187,0.000042610696,0.0000018449446,8.811955e-7,0.000007803747,0.0000021932715,0.99333405,0.00017194725,0.006300324,0.00012673216,0.0000020984621],"about_ca_topic_score_codex":0.002998607,"about_ca_topic_score_gemma":0.0017606843,"teacher_disagreement_score":0.002998607,"about_ca_system_score_codex":0.00073021767,"about_ca_system_score_gemma":0.00062650995,"threshold_uncertainty_score":0.00704062},"labels":[],"label_agreement":null},{"id":"W4213385091","doi":"10.32920/ryerson.14647644.v1","title":"The method of images in the pricing of barrier derivatives in three dimensions","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Maxima and minima; Maxima; Mathematics; Gaussian; Point (geometry); Point process; Type (biology); Set (abstract data type); Statistical physics; Mathematical analysis; Applied mathematics; Geometry; Computer science; Physics; Statistics; Quantum mechanics","score_opus":0.03794694465479938,"score_gpt":0.2790060156577654,"score_spread":0.24105907100296603,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4213385091","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.022648608,0.0007687437,0.9702094,0.0004071477,0.000114299175,0.00003508755,0.000036300982,0.00006865342,0.00571178],"genre_scores_gemma":[0.53822726,0.0028155926,0.4433166,0.0002998139,0.00045976657,0.00025826824,0.00008897245,0.0003792881,0.014154378],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99915314,0.00045218147,0.000038122063,0.00007412636,0.00022898031,0.00005355634],"domain_scores_gemma":[0.99852175,0.0009455935,0.00017440402,0.00013414733,0.00014643648,0.000077737204],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020599125,0.0007189463,0.0005424737,0.0012367017,0.00046032562,0.0016883027,0.0008940443,0.0008978007,0.0017238132],"category_scores_gemma":[0.0061474047,0.00043439714,0.0009766067,0.0010446666,0.0028496198,0.0024244208,0.0016990863,0.0020023992,0.0004960428],"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":[0.000014559632,0.000010344016,0.00017728824,0.000042520256,0.00000782201,0.00007882942,0.00010709846,0.01362518,0.001319875,0.9736699,0.0004667285,0.010479988],"study_design_scores_gemma":[0.000014209014,0.00004100863,0.00033801756,0.000038162834,0.000010560491,0.00028701124,0.000077706056,0.24007094,0.0021367657,0.75173795,0.0052029984,0.0000445243],"about_ca_topic_score_codex":0.00108973,"about_ca_topic_score_gemma":0.00073691993,"teacher_disagreement_score":0.0020599125,"about_ca_system_score_codex":0.00074463367,"about_ca_system_score_gemma":0.0008902348,"threshold_uncertainty_score":0.010893941},"labels":[],"label_agreement":null},{"id":"W4224220186","doi":"10.3390/jrfm15050189","title":"On the Asymptotic Behavior of the Optimal Exercise Price Near Expiry of an American Put Option under Stochastic Volatility","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Stochastic volatility; Volatility (finance); Black–Scholes model; Implied volatility; Heston model; Volatility smile; Call option; Econometrics; Economics; SABR volatility model; Valuation of options; Put option; Asymptotic expansion; Mathematics; Mathematical economics; Financial economics; Mathematical analysis","score_opus":0.012511351790848014,"score_gpt":0.21286121011203454,"score_spread":0.20034985832118654,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4224220186","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.75584567,0.00082854927,0.23127788,0.00078418246,0.00006467729,0.00004253265,0.00006252509,0.00030645568,0.010787482],"genre_scores_gemma":[0.99031514,0.00030116455,0.007921296,0.00004761217,0.00003256413,0.000028152252,0.000052456722,0.000056304852,0.0012452787],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992986,0.00027087406,0.000033636974,0.000095512805,0.00019824941,0.00010318369],"domain_scores_gemma":[0.99031353,0.006823547,0.0011069137,0.00041537438,0.0008658908,0.000474768],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003032227,0.00045789435,0.00060815417,0.0011167974,0.0004645169,0.0011361971,0.0008081228,0.0008947703,0.0023101687],"category_scores_gemma":[0.027169075,0.00034080312,0.00068888575,0.0005403591,0.0018603711,0.0029487761,0.0010901022,0.0017239872,0.00018373481],"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":[0.0006089183,0.00032030136,0.009417046,0.00030718918,0.00010259389,0.0015562715,0.0007838156,0.48674256,0.050722413,0.4243239,0.0012217697,0.023893291],"study_design_scores_gemma":[0.000017618788,0.00008128319,0.002057541,0.000024424664,0.000018534687,0.00014796793,0.000073428,0.9628156,0.0024922425,0.03205087,0.00018669986,0.000033761145],"about_ca_topic_score_codex":0.0017328637,"about_ca_topic_score_gemma":0.0007655019,"teacher_disagreement_score":0.003032227,"about_ca_system_score_codex":0.00081201753,"about_ca_system_score_gemma":0.0008709283,"threshold_uncertainty_score":0.016036093},"labels":[],"label_agreement":null},{"id":"W4224943840","doi":"10.1080/20430795.2022.2045890","title":"Dynamic portfolio decisions with climate risk and model uncertainty","year":2022,"lang":"en","type":"article","venue":"Journal of Sustainable Finance & Investment","topic":"Stochastic processes and financial applications","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":"Global Risk Institute in Financial Services; Toronto Metropolitan University","funders":"","keywords":"Portfolio; Climate risk; Actuarial science; Climate change; Economics; Business; Financial economics; Geology","score_opus":0.01148647998318789,"score_gpt":0.21351772776513006,"score_spread":0.20203124778194217,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4224943840","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.88745296,0.0014029763,0.09791034,0.0037334894,0.00008720492,0.000042056847,0.00048535183,0.00012800128,0.008757626],"genre_scores_gemma":[0.9958448,0.00039858464,0.001957869,0.00008675943,0.00002655103,0.000014168168,0.000095397336,0.000012144823,0.0015637093],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99923825,0.0003466197,0.000025449326,0.00014945379,0.00007695246,0.00016320476],"domain_scores_gemma":[0.9915069,0.0062559345,0.0014232072,0.00016891916,0.00019117078,0.00045395154],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028824718,0.00089179527,0.0016512563,0.0004585386,0.00052502204,0.0024028576,0.0009576,0.0025707055,0.0030278494],"category_scores_gemma":[0.013532799,0.00097101444,0.0008178365,0.00069439976,0.0010409589,0.0026959288,0.0012503035,0.002004302,0.00019604615],"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":[0.00012712249,0.000050683877,0.001825066,0.000024605706,0.00007128199,0.00018132394,0.000027705519,0.97782063,0.00043686817,0.016792417,0.00037465748,0.0022675805],"study_design_scores_gemma":[0.000034900957,0.000071540024,0.0011753372,0.0000073069436,0.000028530245,0.0000290952,0.00002367522,0.9798772,0.00014615335,0.018408637,0.00017762954,0.000020057001],"about_ca_topic_score_codex":0.008621435,"about_ca_topic_score_gemma":0.004189799,"teacher_disagreement_score":0.008621435,"about_ca_system_score_codex":0.0015388282,"about_ca_system_score_gemma":0.0010039413,"threshold_uncertainty_score":0.017142475},"labels":[],"label_agreement":null},{"id":"W4225759778","doi":"10.1016/j.automatica.2022.110244","title":"A class of hybrid LQG mean field games with state-invariant switching and stopping strategies","year":2022,"lang":"en","type":"article","venue":"Automatica","topic":"Stochastic processes and financial applications","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":"McGill University; HEC Montréal","funders":"","keywords":"Linear-quadratic-Gaussian control; Control theory (sociology); Class (philosophy); Mathematics; Invariant (physics); State (computer science); Applied mathematics; Computer science; Mathematical optimization; Optimal control; Control (management); Algorithm; Artificial intelligence; Mathematical physics","score_opus":0.0136314260485588,"score_gpt":0.20821798277345044,"score_spread":0.19458655672489164,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4225759778","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.25941896,0.001214311,0.70546234,0.0011040549,0.00024873676,0.0001900647,0.00051445165,0.00028738435,0.031559728],"genre_scores_gemma":[0.9615223,0.0005718295,0.019921439,0.0002772012,0.00014862946,0.00020362761,0.00025495433,0.000043356227,0.017056573],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993291,0.00020783536,0.00003216367,0.0001640664,0.0001363695,0.00013048704],"domain_scores_gemma":[0.99853706,0.00077967485,0.00023035322,0.000072432515,0.0001380858,0.000242438],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011934731,0.0012630017,0.0015738657,0.00083409145,0.0005629213,0.0023053852,0.0013509819,0.0018470304,0.0041240016],"category_scores_gemma":[0.0023315162,0.00041003624,0.0012293409,0.0005662059,0.0015219179,0.0012500446,0.0013871276,0.001345872,0.00025822225],"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":[0.00017531276,0.00015973601,0.0013736449,0.00016044795,0.00018809407,0.00047256233,0.00017813688,0.17329146,0.004534693,0.80289847,0.0031221109,0.013445369],"study_design_scores_gemma":[0.000075155134,0.00009888335,0.00056448445,0.000015761638,0.000033674532,0.00012286895,0.000050943276,0.79698855,0.0002508901,0.20007321,0.0016998397,0.000025803945],"about_ca_topic_score_codex":0.0027452582,"about_ca_topic_score_gemma":0.0014091663,"teacher_disagreement_score":0.0041240016,"about_ca_system_score_codex":0.0010637647,"about_ca_system_score_gemma":0.0009922718,"threshold_uncertainty_score":0.01379621},"labels":[],"label_agreement":null},{"id":"W4225896296","doi":"10.1007/978-3-030-99638-3_69","title":"RVaR Hedging and Market Completions","year":2022,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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":"CVAR; Expected shortfall; Value at risk; Risk measure; Risk management; Market risk; Risk analysis (engineering); Maximization; Measure (data warehouse); Actuarial science; Economics; Computer science; Econometrics; Business; Financial economics; Microeconomics; Finance; Data mining","score_opus":0.034201285050464006,"score_gpt":0.2033656900127508,"score_spread":0.1691644049622868,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4225896296","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04130984,0.01187841,0.8435918,0.0023755315,0.0012753941,0.00003848713,0.000395736,0.0005632554,0.09857156],"genre_scores_gemma":[0.67570394,0.012832858,0.09095455,0.00055754394,0.0028728475,0.00007654442,0.0010372635,0.0005014233,0.215463],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994854,0.00015627893,0.00003312992,0.000093890434,0.00019309137,0.000038146085],"domain_scores_gemma":[0.9980021,0.0011749293,0.00017500886,0.0003282546,0.00022314172,0.00009644558],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016276824,0.0008078338,0.0010579459,0.0008339174,0.0003399273,0.002069608,0.00092259195,0.0009462341,0.009947138],"category_scores_gemma":[0.006576681,0.00056467875,0.0007127278,0.0010805401,0.0013623966,0.003523588,0.0010927515,0.002423617,0.0018625967],"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":[0.000028653036,0.000031226664,0.00021950838,0.00005625771,0.00002162158,0.000085257605,0.00006526344,0.036896586,0.00043942995,0.9086357,0.006809482,0.046711035],"study_design_scores_gemma":[0.0000061744595,0.000018642959,0.00023642331,0.000021119398,0.0000072007965,0.0000767661,0.000014142391,0.101227395,0.00018711812,0.8900899,0.008101145,0.000013947904],"about_ca_topic_score_codex":0.00074221037,"about_ca_topic_score_gemma":0.0004888149,"teacher_disagreement_score":0.009947138,"about_ca_system_score_codex":0.00053377624,"about_ca_system_score_gemma":0.0003907098,"threshold_uncertainty_score":0.033276558},"labels":[],"label_agreement":null},{"id":"W4226314299","doi":"10.7151/dmdico.1230","title":"Inverse problem for nonlinear stochastic systems and necessary conditions for optimal choice of drift and diffusion vector fields","year":2022,"lang":"en","type":"article","venue":"Discussiones Mathematicae Differential Inclusions Control and Optimization","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Diffusion; Nonlinear system; Inverse; Inverse problem; Mathematics; Applied mathematics; Mathematical optimization; Statistical physics; Computer science; Control theory (sociology); Mathematical analysis; Physics; Artificial intelligence","score_opus":0.01530276871223287,"score_gpt":0.2390346497536617,"score_spread":0.22373188104142883,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4226314299","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.028366828,0.0011681495,0.95711887,0.0021084282,0.00014654624,0.00007454104,0.00012692537,0.000058213176,0.01083157],"genre_scores_gemma":[0.7237786,0.003315084,0.25723433,0.0006298376,0.0004363881,0.0005386028,0.00038163026,0.00019702634,0.013488401],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984687,0.0006027229,0.000112456066,0.00027979465,0.0004216811,0.0001145547],"domain_scores_gemma":[0.9953178,0.003371393,0.00042171337,0.0001505919,0.00058428926,0.00015434301],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0040490674,0.0010127143,0.0015279221,0.0011689529,0.0007506963,0.0020526464,0.0009056911,0.002993441,0.003295273],"category_scores_gemma":[0.015117801,0.0007318412,0.0012851139,0.00053741335,0.003334488,0.0036469898,0.0024349391,0.003118573,0.00041800315],"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":[0.00005521343,0.000046179295,0.00048574296,0.00025896123,0.00003665248,0.00023729716,0.00021667396,0.09334636,0.004122421,0.89113677,0.0010325487,0.00902509],"study_design_scores_gemma":[0.00004105375,0.000072125404,0.00036003842,0.00009755302,0.000021758095,0.00022494773,0.00012596854,0.40437207,0.0026207045,0.58867,0.0033438418,0.000049786635],"about_ca_topic_score_codex":0.0015403515,"about_ca_topic_score_gemma":0.0011618276,"teacher_disagreement_score":0.0040490674,"about_ca_system_score_codex":0.0012569298,"about_ca_system_score_gemma":0.002066879,"threshold_uncertainty_score":0.021413743},"labels":[],"label_agreement":null},{"id":"W4226471696","doi":"10.2139/ssrn.4007377","title":"Hansen-Jagannathan Bounds with Convenience Yields","year":2022,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Kellogg's (Canada)","funders":"","keywords":"Mathematics; Computer science; Chemistry","score_opus":0.012050590453286601,"score_gpt":0.198754224782117,"score_spread":0.1867036343288304,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4226471696","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.014012613,0.0076351576,0.84214246,0.00433075,0.0012097827,0.0000928419,0.0004914963,0.00029310392,0.12979177],"genre_scores_gemma":[0.7116688,0.015013537,0.1421718,0.0015529684,0.0024287337,0.00055751135,0.0006419823,0.00073136645,0.12523326],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99670225,0.001466076,0.00017459433,0.00043299142,0.0007807593,0.00044343833],"domain_scores_gemma":[0.98298115,0.012409897,0.00066815264,0.0020057976,0.0014822617,0.00045279087],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008435941,0.002820744,0.0025064049,0.003547668,0.0017893984,0.0041345414,0.0024297752,0.0025830925,0.017325535],"category_scores_gemma":[0.03738374,0.000921169,0.0024619165,0.0040080235,0.0038794887,0.00843559,0.0066436334,0.00673868,0.0030008915],"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":[0.000033770353,0.000016634664,0.00012210899,0.00008513671,0.00002518305,0.000081727965,0.000093943425,0.0110801095,0.00018980262,0.97532225,0.003655969,0.00929336],"study_design_scores_gemma":[0.000010966224,0.000014799061,0.0002971901,0.00006601217,0.0000375794,0.000057569647,0.000038852028,0.071635574,0.0006515043,0.9201545,0.0070094042,0.000025984904],"about_ca_topic_score_codex":0.0028797472,"about_ca_topic_score_gemma":0.002947139,"teacher_disagreement_score":0.017325535,"about_ca_system_score_codex":0.0027424921,"about_ca_system_score_gemma":0.002070741,"threshold_uncertainty_score":0.057959735},"labels":[],"label_agreement":null},{"id":"W4229007690","doi":"10.1007/s00780-022-00477-8","title":"Log-optimal and numéraire portfolios for market models stopped at a random time","year":2022,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Portfolio; Mathematics; Logarithm; Mathematical finance; Combinatorics; Observable; Entropy (arrow of time); Measure (data warehouse); Discrete mathematics; Physics; Computer science; Financial economics; Economics; Mathematical analysis; Quantum mechanics","score_opus":0.017892174196422157,"score_gpt":0.20218065964629894,"score_spread":0.18428848544987678,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4229007690","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3783612,0.0025379078,0.592908,0.006468243,0.00032428667,0.00017069242,0.0010372375,0.0006241374,0.017568229],"genre_scores_gemma":[0.9327906,0.0014841331,0.041355245,0.00039753687,0.00027360208,0.00016434176,0.00073866925,0.00021900296,0.022576807],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984982,0.00077430496,0.00007948445,0.00025599822,0.00018628548,0.00020567742],"domain_scores_gemma":[0.9807869,0.015515112,0.0016315989,0.00058329705,0.00062156515,0.0008615196],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006658875,0.0011747809,0.0023041319,0.0014896918,0.0005886842,0.0040061073,0.001646632,0.0035167783,0.006056026],"category_scores_gemma":[0.045318943,0.0014332251,0.0011161175,0.0010206301,0.00266902,0.0073010535,0.0015137288,0.002919941,0.00056507747],"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":[0.00036528634,0.00032116743,0.0024094395,0.00021758754,0.00012940976,0.00021154211,0.00019828527,0.47717673,0.0007100658,0.5006608,0.004550406,0.013049335],"study_design_scores_gemma":[0.00005417564,0.000037505797,0.00049629883,0.000030298714,0.000026560034,0.000047577727,0.00004102337,0.7128023,0.00020261506,0.28578022,0.00045250342,0.000028897697],"about_ca_topic_score_codex":0.0035547854,"about_ca_topic_score_gemma":0.003951136,"teacher_disagreement_score":0.006658875,"about_ca_system_score_codex":0.0021656537,"about_ca_system_score_gemma":0.0025430128,"threshold_uncertainty_score":0.035215974},"labels":[],"label_agreement":null},{"id":"W4229454424","doi":"10.1155/2022/6357701","title":"Optimal HARA Investments with Terminal VaR Constraints","year":2022,"lang":"en","type":"article","venue":"Advances in Operations Research","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Kurtosis; Economics; Value at risk; Econometrics; Vector autoregression; Portfolio; Constraint (computer-aided design); Sharpe ratio; Risk aversion (psychology); Investment strategy; Expected utility hypothesis; Risk management; Microeconomics; Mathematics; Financial economics; Statistics; Finance","score_opus":0.05641709270933117,"score_gpt":0.3405876113744449,"score_spread":0.2841705186651137,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4229454424","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.23015215,0.0007937459,0.74294466,0.00083528034,0.00006105952,0.000092993905,0.0001455607,0.00017362667,0.024800923],"genre_scores_gemma":[0.96560717,0.00035069007,0.028549306,0.000078538855,0.000022455391,0.000053328014,0.000044934193,0.00003520463,0.005258445],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991346,0.00042411793,0.000033366872,0.000109013316,0.00014045645,0.00015854008],"domain_scores_gemma":[0.99737775,0.0017381399,0.00031640177,0.00015118132,0.00019969506,0.00021676467],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022573017,0.0007743366,0.0008858146,0.00048402575,0.00029760756,0.0022861103,0.0006839031,0.0010324552,0.0035343727],"category_scores_gemma":[0.010068258,0.0005371714,0.000589495,0.00037203747,0.0010138067,0.002167394,0.0013169785,0.0012316826,0.00034878345],"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":[0.00016958792,0.000095793235,0.0010961721,0.000065782246,0.000049901,0.00022871728,0.0000810055,0.7207254,0.0020470307,0.25611368,0.0009592163,0.018367719],"study_design_scores_gemma":[0.000022117654,0.00011985631,0.00036564466,0.000028540897,0.000019648747,0.000051329003,0.00005812534,0.91806734,0.000646102,0.079932325,0.0006732361,0.000015829342],"about_ca_topic_score_codex":0.0010425757,"about_ca_topic_score_gemma":0.00077454693,"teacher_disagreement_score":0.0035343727,"about_ca_system_score_codex":0.0010558125,"about_ca_system_score_gemma":0.0010151811,"threshold_uncertainty_score":0.011937916},"labels":[],"label_agreement":null},{"id":"W4229769449","doi":"10.1088/1469-7688/2/6/304","title":"An interest rate model with a Markovian mean reverting level","year":2002,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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":"Actua; University of Waterloo; University of Calgary","funders":"","keywords":"Mean reversion; Short-rate model; Interest rate; Markov process; Econometrics; Economics; Mathematics; Statistical physics; Statistics; Physics; Finance","score_opus":0.1688787607035351,"score_gpt":0.28036711348439275,"score_spread":0.11148835278085764,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4229769449","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.35339883,0.0019500647,0.56977105,0.006641491,0.00053946424,0.00014442099,0.0012516237,0.0006941648,0.065608956],"genre_scores_gemma":[0.97033405,0.00044902196,0.0071721324,0.00013829485,0.00011739137,0.00008721972,0.00017789616,0.000047280373,0.021476632],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99920136,0.00024593886,0.000043187272,0.00018285413,0.0001622631,0.0001643525],"domain_scores_gemma":[0.9986027,0.0004944386,0.00036578882,0.00012050271,0.00023354022,0.00018305871],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015311211,0.00067910954,0.001331521,0.000634243,0.000631356,0.003039547,0.0021722647,0.0029197882,0.0051869145],"category_scores_gemma":[0.0032434436,0.0007217536,0.0011557422,0.0007012269,0.0016341646,0.0023955272,0.000989106,0.0020928255,0.0009702695],"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":[0.0001510047,0.00009271023,0.0005547886,0.000045666333,0.000051291532,0.00041883314,0.00013580843,0.4076883,0.0023741722,0.5847871,0.001435632,0.002264764],"study_design_scores_gemma":[0.00009749676,0.000051039387,0.00022897446,0.000009538382,0.000024026234,0.00006104725,0.000021745756,0.9241627,0.00022965392,0.07365996,0.0014194446,0.000034330595],"about_ca_topic_score_codex":0.012124201,"about_ca_topic_score_gemma":0.003591684,"teacher_disagreement_score":0.012124201,"about_ca_system_score_codex":0.001963381,"about_ca_system_score_gemma":0.0015498077,"threshold_uncertainty_score":0.024107277},"labels":[],"label_agreement":null},{"id":"W4230120569","doi":"10.32920/ryerson.14662404","title":"Pricing and hedging tools for spread option contracts","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University; University of Toronto","funders":"","keywords":"Valuation of options; Hedge; Portfolio; Exotic option; Jump diffusion; Black–Scholes model; Jump; Probability density function; Econometrics; Poisson distribution; Mathematical optimization; Economics; Computer science; Mathematics; Financial economics; Volatility (finance)","score_opus":0.06204663257776718,"score_gpt":0.2563656663052888,"score_spread":0.1943190337275216,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4230120569","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.046743788,0.0011351052,0.9490607,0.00034405407,0.000036368838,0.0000247598,0.000024757957,0.000092147915,0.0025382922],"genre_scores_gemma":[0.80147034,0.0023395033,0.1900671,0.00012962456,0.00016305191,0.00009569901,0.000120335346,0.00008422211,0.005530118],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992161,0.00041224144,0.00003698929,0.00007720083,0.00022648471,0.000031029453],"domain_scores_gemma":[0.9962534,0.0029280083,0.00025024673,0.00019974347,0.00023189881,0.00013670046],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034833201,0.000869671,0.00091223296,0.0014392601,0.0005160182,0.0016179256,0.0010265949,0.0016044703,0.0025418836],"category_scores_gemma":[0.012295661,0.0005475025,0.0010719943,0.001303988,0.0017561577,0.0038943233,0.0016427884,0.0029498744,0.00022173306],"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":[0.000052802578,0.000081222744,0.0010224154,0.00010130406,0.000044421082,0.00017558191,0.00021390143,0.35337257,0.0024320371,0.60707396,0.00054710475,0.03488274],"study_design_scores_gemma":[0.000011401887,0.000024150435,0.0001488462,0.000013653065,0.00000754979,0.000033116434,0.000015869236,0.859866,0.00032246095,0.13909817,0.00045084846,0.000007895296],"about_ca_topic_score_codex":0.0012339613,"about_ca_topic_score_gemma":0.00062835537,"teacher_disagreement_score":0.0034833201,"about_ca_system_score_codex":0.000745761,"about_ca_system_score_gemma":0.00075349427,"threshold_uncertainty_score":0.018421829},"labels":[],"label_agreement":null},{"id":"W4230572470","doi":"10.1002/asmb.720","title":"An optimal investment and consumption model with stochastic returns","year":2008,"lang":"en","type":"article","venue":"Applied Stochastic Models in Business and Industry","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Economics; Econometrics; Asset (computer security); Capital asset pricing model; Consumption (sociology); Investment (military); Rate of return; Computer science; Finance","score_opus":0.053749608305348515,"score_gpt":0.22753402358325056,"score_spread":0.17378441527790206,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4230572470","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.34975284,0.0017836306,0.5958236,0.007936661,0.00021700737,0.000289631,0.0011960696,0.00043620923,0.042564373],"genre_scores_gemma":[0.9579609,0.00059412624,0.019972917,0.00021511546,0.000063616455,0.00018937474,0.00022236112,0.0000407439,0.020740854],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99854326,0.00061881717,0.000047724196,0.00031176375,0.00022661148,0.00025182785],"domain_scores_gemma":[0.99830675,0.0008626504,0.00031119154,0.00008108925,0.00017354214,0.00026475594],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023444647,0.0012049266,0.0019799797,0.00083454535,0.0005257121,0.0031001891,0.0018238532,0.003238722,0.007545609],"category_scores_gemma":[0.0061366116,0.00108223,0.0010216847,0.0008728348,0.0018309811,0.0025544746,0.0013743272,0.0020073643,0.0007912144],"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":[0.0002314494,0.0001267989,0.0009193888,0.00007622455,0.00007031329,0.00036749552,0.00008784125,0.7792539,0.0009950101,0.21122643,0.001134675,0.0055103996],"study_design_scores_gemma":[0.00010030015,0.00006566788,0.0003293423,0.00001594403,0.000029597079,0.000042867556,0.00002912444,0.94422805,0.00020256492,0.05403103,0.0008986668,0.000026830998],"about_ca_topic_score_codex":0.007168763,"about_ca_topic_score_gemma":0.003278042,"teacher_disagreement_score":0.007545609,"about_ca_system_score_codex":0.0032065697,"about_ca_system_score_gemma":0.001854141,"threshold_uncertainty_score":0.025242627},"labels":[],"label_agreement":null},{"id":"W4230656597","doi":"10.1002/9780470012505.tan011","title":"Derivative Pricing, Numerical Methods","year":2004,"lang":"en","type":"other","venue":"Encyclopedia of Actuarial Science","topic":"Stochastic processes and financial applications","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":"Stochastic game; Valuation (finance); Valuation of options; Computer science; Mathematical economics; Black–Scholes model; Numerical analysis; Range (aeronautics); Context (archaeology); Mathematical optimization; Exotic option; Simple (philosophy); Applied mathematics; Mathematics; Econometrics; Economics; Finance; Epistemology","score_opus":0.01940567501487067,"score_gpt":0.2890329828914705,"score_spread":0.26962730787659983,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4230656597","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.001342666,0.010511319,0.94468594,0.0027295898,0.0007616814,0.000095407006,0.00018950856,0.00036193515,0.03932191],"genre_scores_gemma":[0.14260548,0.020176793,0.7803527,0.0011691968,0.0022820646,0.0006422296,0.00043647108,0.00059401407,0.051741067],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9975222,0.0010018785,0.0001598057,0.00023809573,0.0010151371,0.00006283245],"domain_scores_gemma":[0.9957124,0.0023948103,0.00029853437,0.00067678856,0.00079859456,0.000118860145],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032592136,0.0010654229,0.001082028,0.0023865213,0.00083072635,0.0036712093,0.0013881649,0.0024391934,0.014907694],"category_scores_gemma":[0.013697806,0.00052245083,0.00075502956,0.0031615607,0.0035675485,0.0027964716,0.0022251466,0.0034821834,0.0049844333],"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":[0.00001654773,0.000042512052,0.00034133717,0.00030588603,0.000024139274,0.000100372665,0.000110128734,0.047137346,0.00063548284,0.8372435,0.012162579,0.101880096],"study_design_scores_gemma":[0.00002217758,0.00001567215,0.00020241283,0.00018779546,0.0000094704865,0.00013701881,0.000038815662,0.17141023,0.0005038735,0.75463533,0.072813,0.000024158378],"about_ca_topic_score_codex":0.002377955,"about_ca_topic_score_gemma":0.0013519368,"teacher_disagreement_score":0.014907694,"about_ca_system_score_codex":0.0013042495,"about_ca_system_score_gemma":0.00171174,"threshold_uncertainty_score":0.049871206},"labels":[],"label_agreement":null},{"id":"W4230983234","doi":"10.2139/ssrn.591661","title":"On Leland's Option Hedging Strategy with Transaction Costs","year":2004,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Transaction cost; Database transaction; Business; Economics; Actuarial science; Microeconomics; Financial economics; Computer science; Database","score_opus":0.010898673070469982,"score_gpt":0.20814090544801983,"score_spread":0.19724223237754984,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4230983234","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.22917569,0.0027806375,0.65816724,0.005659807,0.0003874203,0.00013113054,0.00017242426,0.00020884376,0.10331676],"genre_scores_gemma":[0.9329855,0.0010804158,0.028801749,0.00032937754,0.00013340966,0.00006518265,0.000060940343,0.00006662495,0.0364767],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99961406,0.00020316786,0.000024707446,0.000050478757,0.000064227264,0.000043442764],"domain_scores_gemma":[0.99839884,0.0011777005,0.00010038828,0.0001148716,0.000115994226,0.00009219722],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016719899,0.00067947624,0.0009086312,0.0006580421,0.00061141374,0.0022538032,0.0012356725,0.0023907106,0.007932176],"category_scores_gemma":[0.0060617123,0.00035306343,0.00071097794,0.00076388934,0.0014727048,0.0042802547,0.0015984351,0.0018154675,0.00047653107],"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":[0.000117183874,0.000039258415,0.00049796636,0.00005587148,0.0000297721,0.00029009787,0.00016529184,0.050582197,0.0011496277,0.9235877,0.0020670656,0.021417916],"study_design_scores_gemma":[0.00003684781,0.00009001223,0.0002694876,0.000030632684,0.0000240441,0.00017432844,0.00005776247,0.42778555,0.0004704041,0.56870645,0.0023270287,0.00002749439],"about_ca_topic_score_codex":0.000980999,"about_ca_topic_score_gemma":0.0005973618,"teacher_disagreement_score":0.007932176,"about_ca_system_score_codex":0.0008477532,"about_ca_system_score_gemma":0.0004897243,"threshold_uncertainty_score":0.026535809},"labels":[],"label_agreement":null},{"id":"W4231493237","doi":"10.1007/978-3-7908-2660-9_4","title":"Literature Review","year":2004,"lang":"en","type":"book-chapter","venue":"ZEW economic studies","topic":"Stochastic processes and financial applications","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 Laval","funders":"","keywords":"Capital asset pricing model; Order (exchange); Asset (computer security); Economics; Stochastic discount factor; Financial economics; Investment theory; Point (geometry); Process (computing); Computer science; Finance; Mathematics","score_opus":0.04933419116239653,"score_gpt":0.25395037830284706,"score_spread":0.20461618714045052,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4231493237","genre_codex":"review","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"review","genre_consensus":"review","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00053686806,0.9283069,0.0013922337,0.008959962,0.0030298093,0.0000702112,0.001959806,0.0001207418,0.05562364],"genre_scores_gemma":[0.003652211,0.96156406,0.0022995411,0.004817736,0.0018981776,0.0000883049,0.0027194612,0.00007967281,0.022880808],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.99890864,0.00020670936,0.00017496548,0.00018784056,0.00044432207,0.00007754293],"domain_scores_gemma":[0.9942814,0.0031410786,0.0004073731,0.0001611036,0.0018083324,0.00020068604],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013223768,0.0008903769,0.0015024729,0.012666327,0.00093882636,0.0033481822,0.002297234,0.0020145895,0.080706276],"category_scores_gemma":[0.009473033,0.00044383173,0.00089628197,0.018342933,0.0008403347,0.004048512,0.0013290567,0.0018859098,0.034353912],"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":[0.000058844464,0.000057987218,0.0004719179,0.018244201,0.000060261984,0.00029091796,0.0003554757,0.0003258153,0.00018031031,0.014451997,0.40175086,0.56375146],"study_design_scores_gemma":[0.0000033326814,0.000011609459,0.00046793555,0.010255895,0.000038199672,0.00045119162,0.00016208229,0.00003239439,0.00004710341,0.002526717,0.9859934,0.0000101604155],"about_ca_topic_score_codex":0.004443576,"about_ca_topic_score_gemma":0.0064613186,"teacher_disagreement_score":0.080706276,"about_ca_system_score_codex":0.0019598159,"about_ca_system_score_gemma":0.004452497,"threshold_uncertainty_score":0.26998937},"labels":[],"label_agreement":null},{"id":"W4231530393","doi":"10.1207/s15327612jamd0801_1","title":"Three Ways to Solve for Bond Prices in the Vasicek Model","year":2004,"lang":"en","type":"article","venue":"Journal of Applied Mathematics and Decision Sciences","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":15,"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":"Vasicek model; Heath–Jarrow–Morton framework; Forward rate; Bond valuation; Martingale (probability theory); Bond; Ordinary differential equation; Short rate; Applied mathematics; Futures contract; Mathematical economics; Mathematics; Econometrics; Economics; Differential equation; Interest rate; Financial economics; Mathematical analysis; Yield curve; Finance","score_opus":0.09852590124939835,"score_gpt":0.2949663786245883,"score_spread":0.19644047737518994,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4231530393","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0036225833,0.003391264,0.975495,0.0013206975,0.0002504548,0.000116294264,0.00011079788,0.00017454507,0.015518367],"genre_scores_gemma":[0.08135461,0.01202701,0.88289565,0.00079533603,0.00050646655,0.0010598348,0.0003247825,0.00029998223,0.0207363],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987903,0.00039354688,0.00010776635,0.00013228387,0.00049198285,0.00008418697],"domain_scores_gemma":[0.9986254,0.0006228891,0.00018925399,0.00019285864,0.00025857202,0.000111056754],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00266171,0.001285712,0.0012214559,0.0027345927,0.0007728615,0.0032487586,0.0023218808,0.0037807655,0.0071588126],"category_scores_gemma":[0.00795272,0.000907433,0.002316446,0.0018031999,0.0017891737,0.0037452374,0.003355792,0.0047948733,0.0028147523],"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":[0.000030638017,0.00007459967,0.00050160836,0.00031334066,0.00007481947,0.00017205499,0.00025123422,0.014504827,0.001094714,0.9197558,0.003857212,0.059369195],"study_design_scores_gemma":[0.000094744086,0.00009120926,0.00045283575,0.0003822865,0.00008364374,0.0007791359,0.0001792633,0.14496624,0.0025540246,0.8007723,0.04947706,0.00016725184],"about_ca_topic_score_codex":0.00096459076,"about_ca_topic_score_gemma":0.0019190146,"teacher_disagreement_score":0.0071588126,"about_ca_system_score_codex":0.0010167549,"about_ca_system_score_gemma":0.0013536853,"threshold_uncertainty_score":0.02394861},"labels":[],"label_agreement":null},{"id":"W4231571193","doi":"10.1080/14697680400000016","title":"Perpetual American options with fractional Brownian motion","year":2004,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Fractional Brownian motion; Hurst exponent; Geometric Brownian motion; Brownian motion; Mathematics; Mathematical economics; Economics; Martingale representation theorem; Stock (firearms); Statistical physics; Econometrics; Diffusion process; Applied mathematics; Physics; Statistics; Engineering","score_opus":0.032272126019220936,"score_gpt":0.25889079777978513,"score_spread":0.2266186717605642,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4231571193","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07368549,0.002054979,0.90258026,0.0018413975,0.0003982993,0.000037094058,0.000058941132,0.00010930233,0.019234175],"genre_scores_gemma":[0.82303166,0.0018386974,0.14962435,0.0006819109,0.00054772437,0.00011077783,0.00011136295,0.000080737285,0.023972766],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99952924,0.0001660748,0.000024674431,0.00007851531,0.00015732598,0.000044255088],"domain_scores_gemma":[0.9993618,0.00031210625,0.000105423846,0.00004435858,0.00009104743,0.000085311665],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013591213,0.00089236256,0.0008175966,0.0008790784,0.0008659744,0.0021727146,0.0010305017,0.0031517553,0.0019279914],"category_scores_gemma":[0.0046927673,0.00042390334,0.0013484984,0.0007146169,0.0020119748,0.0029171864,0.0019980369,0.0022236132,0.00027485637],"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":[0.000010189428,0.000019442181,0.00021650479,0.000030026093,0.000015056569,0.00020255972,0.00010469917,0.059546217,0.0010458776,0.93415093,0.0003994414,0.0042589633],"study_design_scores_gemma":[0.000016423939,0.000020926338,0.00012867169,0.000021242302,0.000013202773,0.00023038464,0.000038262187,0.55568266,0.00038087368,0.439826,0.003619865,0.00002139511],"about_ca_topic_score_codex":0.0017520064,"about_ca_topic_score_gemma":0.001376389,"teacher_disagreement_score":0.0031517553,"about_ca_system_score_codex":0.000903848,"about_ca_system_score_gemma":0.0014510038,"threshold_uncertainty_score":0.0071877837},"labels":[],"label_agreement":null},{"id":"W4231659570","doi":"10.5840/raven201118103","title":"Burnaby, British Columbia","year":2011,"lang":"en","type":"article","venue":"Raven A Journal of Vexillology","topic":"Stochastic processes and financial applications","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":"Geography; Geology; History; Archaeology","score_opus":0.03745983010890038,"score_gpt":0.20447430559438456,"score_spread":0.16701447548548418,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4231659570","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.001965345,0.015634594,0.0003237946,0.007092317,0.0024223186,0.0000505142,0.009258983,0.00024791484,0.9630042],"genre_scores_gemma":[0.0029201496,0.0042741583,0.00019255397,0.0007757439,0.000043004522,0.000021714464,0.0011677418,0.00017775751,0.99042714],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99958473,0.00002488476,0.000019287967,0.00013648765,0.00012709643,0.00010749052],"domain_scores_gemma":[0.999164,0.00013289883,0.000029443205,0.00006140138,0.00045220577,0.00016006842],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00022555243,0.0009384293,0.0009261646,0.0011335193,0.0056712525,0.004251148,0.0016176144,0.0018970077,0.6461967],"category_scores_gemma":[0.0013590086,0.00051613746,0.00041196178,0.003050505,0.00083144783,0.0018023985,0.0016711671,0.0024785602,0.21638425],"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":[0.00008285499,0.000042473443,0.0008444828,0.0004704865,0.000014473095,0.00053004414,0.0003881767,0.00019686253,0.000529502,0.0112501,0.8370226,0.14862803],"study_design_scores_gemma":[0.0000062813597,0.000003774288,0.0015120626,0.00021547209,0.0000031257198,0.00005444845,0.0003230254,0.00004884122,0.00008916172,0.00053022074,0.9972042,0.00000949696],"about_ca_topic_score_codex":0.63287956,"about_ca_topic_score_gemma":0.8701399,"teacher_disagreement_score":0.6461967,"about_ca_system_score_codex":0.009270633,"about_ca_system_score_gemma":0.011169607,"threshold_uncertainty_score":0.73856497},"labels":[],"label_agreement":null},{"id":"W4231692236","doi":"10.1017/s0021900200113427","title":"Backward stochastic difference equations for dynamic convex risk measures on a binomial tree","year":2015,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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 Calgary","funders":"Australian Research Council","keywords":"Mathematics; Consistency (knowledge bases); Regular polygon; Time consistency; Applied mathematics; Binomial (polynomial); Econometrics; Statistics; Discrete mathematics; Actuarial science; Economics","score_opus":0.07080406835682077,"score_gpt":0.25312703599410263,"score_spread":0.18232296763728187,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4231692236","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.020756306,0.0010355953,0.96609026,0.0007465597,0.00017703926,0.00004843341,0.00019539188,0.000048191105,0.010902112],"genre_scores_gemma":[0.7296974,0.0047674263,0.20448929,0.00070346403,0.0004002873,0.00055161945,0.00083214126,0.00020073864,0.058357526],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988998,0.00038690213,0.000061937855,0.00018530153,0.00033817548,0.00012782555],"domain_scores_gemma":[0.9963386,0.0023327956,0.00049524324,0.000121494035,0.00047393053,0.000237933],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003427276,0.0010308468,0.0013024067,0.001129066,0.00061545544,0.0022907397,0.0017002677,0.0018959715,0.006980342],"category_scores_gemma":[0.009907947,0.00063944975,0.0014935462,0.0011555139,0.002061154,0.003435032,0.0018096588,0.00308378,0.0007033478],"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":[0.000016317246,0.000018662518,0.0005593995,0.000046289795,0.000018190258,0.000118081756,0.00010165983,0.16620423,0.00070276554,0.8266582,0.0007428954,0.0048134895],"study_design_scores_gemma":[0.000012754175,0.000017302918,0.00024392034,0.000024666322,0.000012981787,0.00006594431,0.000026683683,0.775421,0.00015186015,0.22238143,0.0016158059,0.00002556635],"about_ca_topic_score_codex":0.007308041,"about_ca_topic_score_gemma":0.0055129225,"teacher_disagreement_score":0.007308041,"about_ca_system_score_codex":0.0021479435,"about_ca_system_score_gemma":0.0016601945,"threshold_uncertainty_score":0.02335155},"labels":[],"label_agreement":null},{"id":"W4231797950","doi":"10.1017/s0021900200007361","title":"Linear and Nonlinear Boundary Crossing Probabilities for Brownian Motion and Related Processes","year":2010,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Mathematics; Brownian motion; Boundary (topology); Markov chain; Mathematical analysis; Markov process; Brownian excursion; Diffusion process; Geometric Brownian motion; Nonlinear system; Statistical physics; Statistics; Physics","score_opus":0.019852750830202524,"score_gpt":0.22999231863115255,"score_spread":0.21013956780095003,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4231797950","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.026120845,0.0006503658,0.96299744,0.00025124292,0.000091261565,0.00004574788,0.000050934897,0.00016613412,0.009625983],"genre_scores_gemma":[0.6493574,0.0013742882,0.33536792,0.00026758274,0.00038265213,0.00029716207,0.0002108441,0.0003201334,0.012421987],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991485,0.00024625746,0.000039316703,0.00017280091,0.00029256966,0.00010063089],"domain_scores_gemma":[0.99685353,0.0017932112,0.0004739824,0.00025790455,0.0003709939,0.00025029219],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022899278,0.0006163888,0.00062060327,0.0021703949,0.00081603567,0.0016383522,0.0013290592,0.0012862667,0.0041444404],"category_scores_gemma":[0.008556207,0.00038434297,0.00102626,0.00082671084,0.0024577768,0.003434539,0.0020927605,0.0023542843,0.0006673173],"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":[0.000024721265,0.000032743887,0.000788156,0.00009954046,0.000017348983,0.00017167062,0.00021969198,0.050340224,0.0028807041,0.92564607,0.00097258494,0.018806472],"study_design_scores_gemma":[0.000009487913,0.000019934467,0.00047541404,0.000024132674,0.000010744972,0.00018058979,0.0000364257,0.48634994,0.001866638,0.5081114,0.0028870637,0.000028211396],"about_ca_topic_score_codex":0.0009881525,"about_ca_topic_score_gemma":0.00054312946,"teacher_disagreement_score":0.0041444404,"about_ca_system_score_codex":0.0009367174,"about_ca_system_score_gemma":0.0007054671,"threshold_uncertainty_score":0.013864517},"labels":[],"label_agreement":null},{"id":"W4231926708","doi":"10.1017/s0001867800050485","title":"A general comparison theorem for backward stochastic differential equations","year":2010,"lang":"en","type":"article","venue":"Advances in Applied Probability","topic":"Stochastic processes and financial applications","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 Calgary","funders":"Australian Research Council","keywords":"Mathematics; Comparison theorem; Stochastic differential equation; Picard–Lindelöf theorem; Scalar (mathematics); Brownian motion; Stochastic partial differential equation; Kelvin–Stokes theorem; Nonlinear system; Arzelà–Ascoli theorem; Differential equation; Mathematical analysis; Stochastic calculus; Applied mathematics; Danskin's theorem; Fixed-point theorem","score_opus":0.02769345089973115,"score_gpt":0.2720286613107836,"score_spread":0.24433521041105247,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4231926708","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012805697,0.0029590707,0.94910234,0.0015777564,0.00062786136,0.00010560157,0.00046110226,0.00015469859,0.032205954],"genre_scores_gemma":[0.57018596,0.0065442054,0.36157763,0.0026700064,0.0025000656,0.00074480457,0.0013578621,0.00063092366,0.053788576],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9978485,0.00063907343,0.00012430176,0.0004962078,0.0007221464,0.00016975719],"domain_scores_gemma":[0.99545836,0.003041044,0.00036250852,0.00021017391,0.0007463787,0.00018150064],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0066949436,0.0011664546,0.0011200411,0.0020727217,0.00082340726,0.0020046027,0.0018010306,0.0018096811,0.011578689],"category_scores_gemma":[0.011638856,0.00039389014,0.0023002273,0.0015468252,0.0019241441,0.005332658,0.0021795232,0.0032101169,0.0014628884],"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":[0.000018519668,0.000014914215,0.0002362129,0.00010018007,0.000028697528,0.000117792115,0.00007461682,0.0071139433,0.0013097709,0.97976995,0.0015625777,0.009652691],"study_design_scores_gemma":[0.0000291735,0.00006132259,0.00033500706,0.00004936731,0.000018848603,0.00026358487,0.000021113401,0.06770538,0.0011522636,0.91485155,0.015481044,0.00003131018],"about_ca_topic_score_codex":0.0011931537,"about_ca_topic_score_gemma":0.0004918023,"teacher_disagreement_score":0.011578689,"about_ca_system_score_codex":0.0018731349,"about_ca_system_score_gemma":0.0015381969,"threshold_uncertainty_score":0.038734555},"labels":[],"label_agreement":null},{"id":"W4232182837","doi":"10.32920/ryerson.14664123","title":"Hedging and pricing in non-probabliistic models with transaction costs","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Arbitrage; Transaction cost; Computer science; Probabilistic logic; Observable; Database transaction; Character (mathematics); Econometrics; Mathematical optimization; Economics; Mathematical economics; Microeconomics; Financial economics; Mathematics","score_opus":0.0258515095395604,"score_gpt":0.21321000582367378,"score_spread":0.18735849628411338,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4232182837","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11965516,0.0013458572,0.87012213,0.0013308658,0.0001250036,0.000041634317,0.00016245758,0.000103992286,0.0071130376],"genre_scores_gemma":[0.9479883,0.0012813093,0.038763706,0.00013267559,0.00012370205,0.00011455985,0.0001545257,0.000059172038,0.011382076],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987943,0.000614382,0.000067762754,0.0001737861,0.00022819667,0.00012151006],"domain_scores_gemma":[0.994626,0.004354046,0.00038225076,0.00031030655,0.0001543015,0.00017315788],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002289417,0.0009674915,0.001432791,0.0006508469,0.0004769403,0.0034552028,0.0016133169,0.0021977527,0.0031818592],"category_scores_gemma":[0.009471745,0.0008877326,0.0012445225,0.0010336535,0.0017989016,0.003905441,0.0016002792,0.002163037,0.00026851895],"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":[0.00004670161,0.000036524892,0.00067507266,0.000064491884,0.000043504377,0.00016275486,0.00007513872,0.6613401,0.0005119593,0.33208424,0.0003843349,0.004575127],"study_design_scores_gemma":[0.0000072436737,0.00001310782,0.00011986804,0.0000056324548,0.000005784569,0.00002030142,0.000007906728,0.90031165,0.00007333028,0.09916365,0.00026426167,0.000007232767],"about_ca_topic_score_codex":0.0026356922,"about_ca_topic_score_gemma":0.0016707177,"teacher_disagreement_score":0.0034552028,"about_ca_system_score_codex":0.0012242967,"about_ca_system_score_gemma":0.0009597254,"threshold_uncertainty_score":0.01210773},"labels":[],"label_agreement":null},{"id":"W4232289895","doi":"10.1504/ijbd.2016.081373","title":"Term structure modelling with quadratic CARMA processes","year":2016,"lang":"en","type":"article","venue":"International Journal of Bonds and Derivatives","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Quadratic equation; Kalman filter; Autoregressive model; Term (time); Applied mathematics; Mathematics; State variable; Autoregressive–moving-average model; Quadratic function; Econometrics; Statistics","score_opus":0.020986273790537864,"score_gpt":0.2298351080291776,"score_spread":0.20884883423863973,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4232289895","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.014093521,0.00025764227,0.98337287,0.00019158312,0.000046597834,0.00001942935,0.00010210782,0.0001573139,0.0017589487],"genre_scores_gemma":[0.85980266,0.00088609994,0.1214457,0.00018460996,0.00021325579,0.00014584574,0.0006336945,0.00019881969,0.016489267],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990095,0.0003759235,0.00004733499,0.00025057004,0.0002232132,0.00009357549],"domain_scores_gemma":[0.9974195,0.0015774716,0.00034812957,0.00014854588,0.0004368622,0.000069520145],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019151544,0.0007052258,0.00084716245,0.0006517286,0.00034564477,0.0015927684,0.0019386238,0.0013213054,0.0030921283],"category_scores_gemma":[0.007976093,0.0005974276,0.0010201106,0.0009346459,0.0006631893,0.0019905563,0.000847747,0.0020425995,0.0006537402],"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":[0.000048172715,0.00003052143,0.0010643222,0.000058466532,0.000057191566,0.000085022635,0.00013325455,0.88491905,0.0009660978,0.098672986,0.0007107143,0.01325412],"study_design_scores_gemma":[0.0000041508692,0.000011428731,0.00012288906,0.0000024799403,0.000005653409,0.000012639152,0.0000043225155,0.9893344,0.000070669,0.009913733,0.0005120305,0.000005633609],"about_ca_topic_score_codex":0.010443047,"about_ca_topic_score_gemma":0.005937063,"teacher_disagreement_score":0.010443047,"about_ca_system_score_codex":0.00072011503,"about_ca_system_score_gemma":0.00082210393,"threshold_uncertainty_score":0.02076447},"labels":[],"label_agreement":null},{"id":"W4232964442","doi":"10.32920/14636439.v1","title":"Pricing Basket Options by Polynomial Approximations","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Chebyshev polynomials; Monte Carlo methods for option pricing; Exponential function; Applied mathematics; Monte Carlo method; Chebyshev filter; Gaussian; Multivariate statistics; Taylor series; Mathematics; Polynomial; Method of moments (probability theory); Mathematical optimization; Mathematical analysis; Statistics; Physics; Estimator","score_opus":0.027314228120204963,"score_gpt":0.2273639595118588,"score_spread":0.20004973139165386,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4232964442","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.016972367,0.00016080373,0.9803711,0.0001476512,0.00003452395,0.000020563433,0.00004022931,0.0001347221,0.002118083],"genre_scores_gemma":[0.6483768,0.0013367287,0.33576745,0.0002091102,0.00023340147,0.00017702125,0.00030970722,0.00027980597,0.013309959],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992667,0.00026395117,0.000028801276,0.00007866269,0.00027776018,0.000084106716],"domain_scores_gemma":[0.99805546,0.0010382305,0.00024287844,0.00021693637,0.00032701012,0.00011953749],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001990959,0.0006881059,0.0010376099,0.00094063405,0.00040820887,0.002385089,0.0016436513,0.0014370093,0.0050155977],"category_scores_gemma":[0.008820021,0.0005911562,0.001099176,0.0014981618,0.0011738726,0.003052784,0.0012271391,0.0017369278,0.0010695715],"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":[0.00006757856,0.00004887456,0.00066123024,0.00006184991,0.00003086669,0.00013713224,0.000076802025,0.6997168,0.0014661208,0.27769196,0.0009960551,0.019044721],"study_design_scores_gemma":[0.000004544144,0.0000050963786,0.000025193161,0.0000030842634,0.0000016833517,0.000010569271,0.0000028528393,0.98268974,0.000109181325,0.016876293,0.00026857873,0.00000322217],"about_ca_topic_score_codex":0.0038213728,"about_ca_topic_score_gemma":0.0025982242,"teacher_disagreement_score":0.0050155977,"about_ca_system_score_codex":0.0008613741,"about_ca_system_score_gemma":0.0010313723,"threshold_uncertainty_score":0.016778886},"labels":[],"label_agreement":null},{"id":"W4233417552","doi":"10.2139/ssrn.1102567","title":"Optimal Portfolio Allocations with Hedge Funds","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Hedge fund; Alternative beta; Portfolio; Business; Global assets under management; Fund of funds; Finance; Actuarial science; Financial economics; Institutional investor; Economics; Market liquidity; Corporate governance","score_opus":0.017033272868812652,"score_gpt":0.20682011054686408,"score_spread":0.18978683767805143,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4233417552","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.27916262,0.0015928755,0.6788616,0.003003023,0.00024127688,0.00017158783,0.0001421957,0.00038234095,0.036442503],"genre_scores_gemma":[0.949442,0.0004307875,0.042047802,0.00013364923,0.00012993926,0.00012364953,0.00004855373,0.000034284665,0.007609397],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99888724,0.0006584261,0.000057037774,0.0001394624,0.00012905004,0.00012881542],"domain_scores_gemma":[0.9976547,0.0016424278,0.00025822138,0.00015243434,0.00014878213,0.00014347714],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024157832,0.0008201067,0.001468326,0.0008049576,0.00033607634,0.0023699088,0.000868225,0.0026029167,0.0042759483],"category_scores_gemma":[0.013768358,0.0008661275,0.0004826592,0.0008447596,0.00087535015,0.0028411315,0.0016146147,0.0011000837,0.00049616623],"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":[0.0009061992,0.00020267027,0.0010355113,0.0001984149,0.0001443093,0.00019662689,0.00010629817,0.636102,0.0017851798,0.27903926,0.0036547303,0.07662874],"study_design_scores_gemma":[0.00027621887,0.00014186808,0.0003367595,0.00003324299,0.00005104767,0.00006845685,0.000041443327,0.64806426,0.0006589509,0.34879354,0.0015172665,0.000016940834],"about_ca_topic_score_codex":0.00034210912,"about_ca_topic_score_gemma":0.00026321874,"teacher_disagreement_score":0.0042759483,"about_ca_system_score_codex":0.00078675523,"about_ca_system_score_gemma":0.0008699259,"threshold_uncertainty_score":0.014304459},"labels":[],"label_agreement":null},{"id":"W4234620986","doi":"10.2139/ssrn.3652944","title":"An Innovation for the Local Volatility Surface","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Volatility (finance); Local volatility; Business; Economics; Financial economics; Implied volatility","score_opus":0.029253941934909128,"score_gpt":0.24432537339597263,"score_spread":0.2150714314610635,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4234620986","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1197918,0.00283454,0.797569,0.007319751,0.0019005355,0.00008214209,0.00029015754,0.0009608501,0.06925121],"genre_scores_gemma":[0.8897526,0.0019798449,0.05836593,0.0013620809,0.0027380441,0.000119664764,0.00024670767,0.00090279226,0.04453243],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990132,0.0002554312,0.000041751155,0.00031568232,0.00026115036,0.00011267072],"domain_scores_gemma":[0.9968334,0.0013687509,0.00029084142,0.00052974414,0.0005361798,0.00044108674],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019311045,0.0005814676,0.0013497396,0.0018387889,0.0009687404,0.002997166,0.0016379631,0.0026188751,0.008959912],"category_scores_gemma":[0.010427073,0.00044990215,0.0013541197,0.0008683024,0.003658746,0.0051170685,0.0031957943,0.0037636573,0.0016026298],"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":[0.000021294138,0.000012262445,0.00026004904,0.000038085174,0.000011572222,0.000057242883,0.00009003603,0.004185023,0.0017764214,0.98184526,0.0014640887,0.010238581],"study_design_scores_gemma":[0.000018438262,0.000038847003,0.00048645714,0.00002465012,0.000012357679,0.0001677569,0.000045440014,0.08737229,0.0006406386,0.9055955,0.005562295,0.000035258046],"about_ca_topic_score_codex":0.000777894,"about_ca_topic_score_gemma":0.00042400396,"teacher_disagreement_score":0.008959912,"about_ca_system_score_codex":0.0011673294,"about_ca_system_score_gemma":0.0007836347,"threshold_uncertainty_score":0.029973924},"labels":[],"label_agreement":null},{"id":"W4234772934","doi":"10.32920/ryerson.14665113.v1","title":"Trajectory Based Market Models for Two Stocks","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Trajectory; Portfolio; Numéraire; Recursion (computer science); Set (abstract data type); Class (philosophy); Asset (computer security); Mathematical economics; Mathematical finance; Mathematics; Computer science; Econometrics; Mathematical optimization; Economics; Finance; Algorithm; Artificial intelligence","score_opus":0.053576320339006965,"score_gpt":0.25126997425281017,"score_spread":0.1976936539138032,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4234772934","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09111241,0.00034631655,0.8992133,0.00048840366,0.000043463784,0.000046000165,0.00027135038,0.00015096788,0.008327826],"genre_scores_gemma":[0.8649729,0.0007550887,0.10908427,0.00011726004,0.00007945108,0.00021342334,0.0007090202,0.000094859424,0.023973739],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99959916,0.00011242363,0.000018881634,0.00007435363,0.0001338706,0.00006137923],"domain_scores_gemma":[0.9985329,0.0007662079,0.00029197393,0.00008048081,0.00018548322,0.00014301765],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001023648,0.0006155481,0.00070642814,0.0009977468,0.0005171364,0.002227656,0.0014235583,0.001375126,0.0067761955],"category_scores_gemma":[0.0040031117,0.0003367237,0.00097045675,0.00083779177,0.0011948871,0.003120738,0.0010847176,0.0012636797,0.000466806],"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":[0.000023985363,0.000021888629,0.0007957904,0.000021283055,0.000015510486,0.00013565949,0.00008193967,0.4541886,0.0005615486,0.54044646,0.00042432078,0.0032829738],"study_design_scores_gemma":[0.000003440764,0.0000068451127,0.000072057774,0.0000027247822,0.0000018453685,0.000013074927,0.000008756569,0.9387663,0.0000852472,0.060630836,0.00040387613,0.0000050517287],"about_ca_topic_score_codex":0.0065089455,"about_ca_topic_score_gemma":0.004145492,"teacher_disagreement_score":0.0067761955,"about_ca_system_score_codex":0.0015067375,"about_ca_system_score_gemma":0.0008690689,"threshold_uncertainty_score":0.0226686},"labels":[],"label_agreement":null},{"id":"W4235725215","doi":"10.1002/asmb.767","title":"Mean–variance efficiency with extended CIR interest rates","year":2009,"lang":"en","type":"article","venue":"Applied Stochastic Models in Business and Industry","topic":"Stochastic processes and financial applications","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":"Université du Québec à Montréal","funders":"","keywords":"Variance (accounting); Mathematics; Portfolio; Econometrics; Economics; Investment (military); Construct (python library); Interest rate; Stochastic differential equation; Applied mathematics; Mathematical economics; Computer science; Financial economics; Finance","score_opus":0.03892498884271157,"score_gpt":0.2318513959196753,"score_spread":0.19292640707696374,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4235725215","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.22073333,0.00096690434,0.7570861,0.001543945,0.00009261973,0.000039584473,0.000091439215,0.00012806755,0.019317966],"genre_scores_gemma":[0.9743104,0.0003520639,0.018173745,0.00010372665,0.00007313688,0.000038452574,0.00005959952,0.000044369746,0.0068444773],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9985014,0.0007813374,0.00006339467,0.00019765951,0.00025944362,0.00019670048],"domain_scores_gemma":[0.9945597,0.003524248,0.00079485547,0.00037486886,0.0005188675,0.0002275612],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0048064715,0.0005448815,0.0012083212,0.0006206556,0.00026374904,0.0020581323,0.0011877364,0.0016124246,0.0027251693],"category_scores_gemma":[0.015371872,0.0005336618,0.0007505282,0.0004913953,0.001351218,0.0024454866,0.0011258352,0.0012538454,0.00035665362],"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":[0.00005557457,0.0000316275,0.0008360776,0.000050737683,0.000039692288,0.0002145794,0.00006178507,0.3803823,0.0013458722,0.6109556,0.0008752126,0.005150996],"study_design_scores_gemma":[0.000027789205,0.00003040699,0.00042851584,0.000019093775,0.000013679219,0.000083802806,0.000015355088,0.81554675,0.0004233103,0.18280005,0.0005943022,0.000016997457],"about_ca_topic_score_codex":0.0011633625,"about_ca_topic_score_gemma":0.00039908127,"teacher_disagreement_score":0.0048064715,"about_ca_system_score_codex":0.0010811909,"about_ca_system_score_gemma":0.0008953981,"threshold_uncertainty_score":0.025419354},"labels":[],"label_agreement":null},{"id":"W4235742619","doi":"10.1017/s000186780000625x","title":"Discrete-Time Semi-Markov Random Evolutions and their Applications","year":2013,"lang":"en","type":"article","venue":"Advances in Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":9,"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; Université de Technologie de Compiègne; University of Calgary","keywords":"Mathematics; Martingale (probability theory); Markov chain; Discrete time and continuous time; Applied mathematics; Weak convergence; Limit (mathematics); Convergence (economics); Markov process; Mathematical analysis; Computer science","score_opus":0.007688817960700996,"score_gpt":0.20425939211521504,"score_spread":0.19657057415451404,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4235742619","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.030354027,0.015220668,0.92782164,0.002594625,0.0004914709,0.000054668115,0.00018028654,0.00015411801,0.023128524],"genre_scores_gemma":[0.85461545,0.017647963,0.111272715,0.0005815519,0.0008730661,0.00021269375,0.00025601478,0.00006999863,0.014470549],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993087,0.0002789851,0.00004312194,0.00011174297,0.0002084238,0.00004899342],"domain_scores_gemma":[0.9971733,0.0019100886,0.00029142655,0.00012835352,0.00036142315,0.00013536756],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015920814,0.000604744,0.0006398159,0.0011099286,0.0003642248,0.0009433995,0.0006683198,0.0011827517,0.002194361],"category_scores_gemma":[0.005133502,0.00033703874,0.0008421226,0.001100408,0.0015833541,0.0013497678,0.00094696827,0.001502837,0.00031895598],"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":[0.000006354905,0.000010395167,0.00030402173,0.0000649239,0.000014209824,0.00006714438,0.00006047656,0.036575835,0.00041506326,0.9566142,0.0003549818,0.005512454],"study_design_scores_gemma":[0.000009137763,0.000019122903,0.0003084244,0.000041451513,0.000009867104,0.00011478579,0.000029526416,0.3836622,0.00024138056,0.61053514,0.005012786,0.000016254024],"about_ca_topic_score_codex":0.0031394095,"about_ca_topic_score_gemma":0.001327691,"teacher_disagreement_score":0.0031394095,"about_ca_system_score_codex":0.0011226733,"about_ca_system_score_gemma":0.00087174727,"threshold_uncertainty_score":0.008419871},"labels":[],"label_agreement":null},{"id":"W4236543556","doi":"10.1002/9780470061602.eqf14015","title":"Kelly Problem","year":2010,"lang":"en","type":"other","venue":"Encyclopedia of Quantitative Finance","topic":"Stochastic processes and financial applications","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; Dalhousie University","funders":"","keywords":"Weighting; Bellman equation; Logarithm; Maximization; Economics; Risk aversion (psychology); Arrow; Function (biology); Mathematical economics; Investment (military); Asymptotically optimal algorithm; Value (mathematics); Cash; Utility maximization; Path (computing); Expected utility hypothesis; Mathematics; Mathematical optimization; Microeconomics; Computer science; Finance; Statistics","score_opus":0.022443603724078373,"score_gpt":0.2519531402917575,"score_spread":0.22950953656767914,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4236543556","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04293047,0.0033450334,0.22985464,0.030804189,0.0020910285,0.00023264093,0.0023282892,0.00027369664,0.68814003],"genre_scores_gemma":[0.6605578,0.0030273728,0.047421835,0.004395096,0.0022236991,0.00051981915,0.0018250771,0.00029089247,0.2797385],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99891376,0.00039253727,0.00005923505,0.0002280858,0.00018560636,0.00022075928],"domain_scores_gemma":[0.9984106,0.0009730716,0.0001230225,0.0001282652,0.00022079963,0.00014426389],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011474141,0.0007292948,0.00089570653,0.00062045985,0.001253458,0.003318639,0.0013565059,0.003176179,0.044515386],"category_scores_gemma":[0.006978303,0.00034832736,0.00068090076,0.0005714924,0.0019557301,0.0032425914,0.0020098505,0.0027131862,0.003811529],"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":[0.00005163658,0.000034580316,0.00021995466,0.00007604701,0.000014524804,0.00011414645,0.00007597893,0.007280353,0.000109077315,0.9462065,0.0361786,0.009638588],"study_design_scores_gemma":[0.000058401394,0.000020465814,0.0002271372,0.000071739574,0.00001063103,0.00012550563,0.00014945597,0.04638514,0.00019201802,0.9097407,0.042999905,0.000018810959],"about_ca_topic_score_codex":0.00403709,"about_ca_topic_score_gemma":0.0023672532,"teacher_disagreement_score":0.044515386,"about_ca_system_score_codex":0.0025157796,"about_ca_system_score_gemma":0.002380378,"threshold_uncertainty_score":0.14891887},"labels":[],"label_agreement":null},{"id":"W4236714518","doi":"10.32920/ryerson.14649894.v1","title":"Hedging options with an illiquid underlying and non-probabilistic option pricing in practice","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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; Western University","funders":"","keywords":"Probabilistic logic; Arbitrage; Profit (economics); Econometrics; Economics; Volatility (finance); Hedge; Financial economics; Actuarial science; Microeconomics; Computer science","score_opus":0.050998331474966546,"score_gpt":0.2815995037186913,"score_spread":0.23060117224372476,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4236714518","genre_codex":"empirical","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7278287,0.0008691703,0.2526769,0.0011077726,0.00005437269,0.00006225863,0.000088258115,0.00012107897,0.017191462],"genre_scores_gemma":[0.98823124,0.00013358542,0.010469453,0.0000331708,0.00001306034,0.000016027627,0.000021730326,0.000006200174,0.0010755255],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986596,0.0005825193,0.00008489394,0.00015884935,0.0004161984,0.00009790111],"domain_scores_gemma":[0.9930166,0.0049583656,0.00085668004,0.00075628504,0.00026811138,0.00014390328],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003963175,0.000597398,0.0006379489,0.00054602715,0.00028376593,0.0019540826,0.0011770462,0.0020462868,0.0019846892],"category_scores_gemma":[0.0146138845,0.0002963473,0.00059046806,0.00074497185,0.0015823714,0.0035064346,0.0011331204,0.0011137903,0.00014285978],"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":[0.00019706968,0.00013162105,0.002681101,0.000077570934,0.000079075166,0.00024005354,0.00014522306,0.73735285,0.0022553976,0.24453472,0.0003064259,0.011998942],"study_design_scores_gemma":[0.000044924738,0.00019788464,0.0012227444,0.000013348305,0.000023635459,0.00009152951,0.000044078297,0.88977903,0.0007376206,0.10728804,0.0005361674,0.000020978474],"about_ca_topic_score_codex":0.0010150104,"about_ca_topic_score_gemma":0.0008612313,"teacher_disagreement_score":0.003963175,"about_ca_system_score_codex":0.00078917533,"about_ca_system_score_gemma":0.00047167382,"threshold_uncertainty_score":0.020959496},"labels":[],"label_agreement":null},{"id":"W4237185303","doi":"10.32920/ryerson.14646666","title":"Spanning With Binary Options: A Vector Lattice Approach","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Trinomial; Rollover (web design); Portfolio; Trinomial tree; Lattice (music); Binary number; Binomial options pricing model; Linear subspace; Mathematical optimization; Computer science; Mathematics; Econometrics; Valuation of options; Economics; Financial economics; Pure mathematics; Discrete mathematics; Arithmetic","score_opus":0.0467569346419002,"score_gpt":0.23290617037587277,"score_spread":0.18614923573397257,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4237185303","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03444613,0.0005941709,0.95777726,0.00036007646,0.00007334321,0.000039217863,0.0000709902,0.00013154196,0.0065072835],"genre_scores_gemma":[0.5088225,0.00087665,0.47996154,0.00016480233,0.0001443407,0.00012998168,0.00028615925,0.000117614596,0.009496374],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990283,0.00042004813,0.000049030477,0.00011995919,0.00027148396,0.000111110465],"domain_scores_gemma":[0.9985423,0.0008815007,0.00011928462,0.00012949579,0.00018289861,0.000144479],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014335219,0.00041924644,0.0009173012,0.0010231785,0.00077360123,0.00239808,0.001507473,0.0010914152,0.006377537],"category_scores_gemma":[0.0045753843,0.00044766584,0.0008741394,0.0015631022,0.0011411482,0.0030981307,0.0017432201,0.0015994597,0.00072715554],"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":[0.0000839657,0.000093921415,0.0009495157,0.000102928345,0.000027893822,0.00011466576,0.00015518598,0.19085255,0.0014048353,0.73662925,0.0015366592,0.06804859],"study_design_scores_gemma":[0.0000134675865,0.000029448922,0.00007039733,0.000014567071,0.0000048314146,0.000049737373,0.00003932172,0.74829894,0.00031581626,0.24968107,0.0014718481,0.000010614085],"about_ca_topic_score_codex":0.0015408642,"about_ca_topic_score_gemma":0.0012516755,"teacher_disagreement_score":0.006377537,"about_ca_system_score_codex":0.0007999109,"about_ca_system_score_gemma":0.0007806642,"threshold_uncertainty_score":0.021335006},"labels":[],"label_agreement":null},{"id":"W4238066957","doi":"10.32920/ryerson.14651955","title":"Regime-Switching Behaviour In US Equity Indices: Two State Model With Kalman Filter Tracking And Finite State Machine Trading System","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Kalman filter; Econometrics; Equity (law); Index (typography); State (computer science); Economics; Computer science; Investment (military); Extended Kalman filter; Control theory (sociology); Mathematics; Algorithm; Artificial intelligence","score_opus":0.050381496262331085,"score_gpt":0.2653834318619314,"score_spread":0.21500193559960035,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4238066957","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.40170404,0.00041423386,0.5892504,0.0011142177,0.00009898831,0.000056927045,0.00037005407,0.00048404693,0.0065071285],"genre_scores_gemma":[0.98817164,0.00012881205,0.008676512,0.00004433953,0.000026918842,0.00005064105,0.00013511571,0.000017192737,0.0027487073],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995053,0.00018821482,0.000026240583,0.00013723497,0.00007500911,0.00006804037],"domain_scores_gemma":[0.997855,0.001524233,0.0002691116,0.00013137585,0.00016741917,0.0000529702],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014472358,0.0005099499,0.00095860136,0.0004148307,0.0004700923,0.0016523241,0.0009438836,0.0015630868,0.0018810504],"category_scores_gemma":[0.004955629,0.0005040488,0.00088900485,0.00041479862,0.0010029342,0.0012713803,0.00078639924,0.001461732,0.00027196112],"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":[0.00008594224,0.000056367786,0.0035539006,0.000024687715,0.00005299386,0.000097772165,0.00010685266,0.97296226,0.00064440066,0.016089495,0.0003891826,0.005936222],"study_design_scores_gemma":[0.000004580089,0.000007476793,0.0003362164,0.0000014956809,0.0000048430957,0.000003978757,0.0000035120443,0.99765164,0.000048017897,0.0018675904,0.000065969034,0.000004701795],"about_ca_topic_score_codex":0.020317594,"about_ca_topic_score_gemma":0.010049063,"teacher_disagreement_score":0.020317594,"about_ca_system_score_codex":0.0010631765,"about_ca_system_score_gemma":0.0007841401,"threshold_uncertainty_score":0.040398657},"labels":[],"label_agreement":null},{"id":"W4238111182","doi":"10.1002/9780470061596.risk0401","title":"Volatility Smile","year":2008,"lang":"en","type":"other","venue":"Encyclopedia of Quantitative Risk Analysis and Assessment","topic":"Stochastic processes and financial applications","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":"Econometrics; Nonparametric statistics; Volatility (finance); Valuation of options; Black–Scholes model; Implied volatility; Autoregressive conditional heteroskedasticity; Volatility smile; Economics; Nonparametric regression; Kernel regression; Financial economics; Computer science","score_opus":0.025097221519581096,"score_gpt":0.2891415023412545,"score_spread":0.2640442808216734,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4238111182","genre_codex":"empirical","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6383956,0.0032849815,0.28075644,0.0018828295,0.00047549012,0.000099178455,0.0012727974,0.0018517855,0.071980916],"genre_scores_gemma":[0.9917231,0.00031140618,0.004694758,0.00012241988,0.000079288584,0.000019022784,0.00028707428,0.00007019812,0.0026927274],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9981292,0.00042079703,0.00010523498,0.0002132512,0.0009601216,0.00017150206],"domain_scores_gemma":[0.9932334,0.0030878102,0.0011955347,0.0012960178,0.0010053079,0.00018187953],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022165226,0.00044396752,0.00077762903,0.0014752187,0.00039918703,0.002521707,0.0006060667,0.0006987053,0.0047100107],"category_scores_gemma":[0.011914746,0.0001541545,0.0004786343,0.001331504,0.00088008866,0.0022477284,0.0014868539,0.0016589377,0.001093134],"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":[0.0006686968,0.0001985046,0.05997124,0.00055803073,0.0002594501,0.002500642,0.0010407034,0.17112021,0.026780622,0.3696505,0.01717724,0.350074],"study_design_scores_gemma":[0.000031933072,0.00046359573,0.03913345,0.00021003552,0.00006787072,0.0035962313,0.0005451254,0.60709625,0.028484978,0.29292932,0.027263813,0.0001774167],"about_ca_topic_score_codex":0.0002294553,"about_ca_topic_score_gemma":0.00013341276,"teacher_disagreement_score":0.0047100107,"about_ca_system_score_codex":0.0004292408,"about_ca_system_score_gemma":0.00028030717,"threshold_uncertainty_score":0.015756607},"labels":[],"label_agreement":null},{"id":"W4238913342","doi":"10.32920/ryerson.14653152","title":"Pricing spread options under Levy jump-diffusion models","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Stochastic volatility; Jump diffusion; Jump; Valuation of options; Lévy process; Monte Carlo method; Exotic option; Volatility (finance); Econometrics; Poisson distribution; Jump process; Computer science; Economics; Mathematics; Applied mathematics; Statistics; Physics","score_opus":0.06889396788401494,"score_gpt":0.24898726761099882,"score_spread":0.18009329972698387,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4238913342","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4510578,0.0012279612,0.5414863,0.0011317742,0.000084986255,0.000046537014,0.000070981114,0.00019340872,0.004700095],"genre_scores_gemma":[0.97565824,0.0007358318,0.020061929,0.0000778895,0.000095484735,0.00003823597,0.000076137745,0.00004134988,0.0032148622],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993094,0.00034557396,0.000029175506,0.00007448606,0.00017161269,0.00006967247],"domain_scores_gemma":[0.9966577,0.0026765594,0.00026632592,0.00008773916,0.00015661331,0.00015499152],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024467248,0.0007535891,0.0013423637,0.00094263797,0.0004889894,0.0022965511,0.0009171601,0.0025856846,0.0016832544],"category_scores_gemma":[0.0105467215,0.00059774827,0.0009195677,0.00080912997,0.0012991038,0.004000128,0.0013984478,0.0016505718,0.00018453682],"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":[0.0000902365,0.00005286796,0.0014439705,0.000054550015,0.000048529637,0.0003630612,0.000095451636,0.804397,0.0031820838,0.18518755,0.00032052325,0.00476421],"study_design_scores_gemma":[0.000013881596,0.000012410826,0.00010343978,0.0000037283644,0.0000045722672,0.000028396256,0.000007866593,0.96461195,0.00018742318,0.03495887,0.000060209608,0.000007198113],"about_ca_topic_score_codex":0.0027252093,"about_ca_topic_score_gemma":0.0010453257,"teacher_disagreement_score":0.0027252093,"about_ca_system_score_codex":0.0008345136,"about_ca_system_score_gemma":0.0008682399,"threshold_uncertainty_score":0.012939692},"labels":[],"label_agreement":null},{"id":"W4239287813","doi":"10.32920/ryerson.14649894","title":"Hedging options with an illiquid underlying and non-probabilistic option pricing in practice","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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; Western University","funders":"","keywords":"Probabilistic logic; Arbitrage; Profit (economics); Volatility (finance); Economics; Econometrics; Black–Scholes model; Hedge; Actuarial science; Financial economics; Microeconomics; Computer science","score_opus":0.050998331474966546,"score_gpt":0.2815995037186913,"score_spread":0.23060117224372476,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4239287813","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7278287,0.0008691703,0.2526769,0.0011077726,0.00005437269,0.00006225863,0.000088258115,0.00012107897,0.017191462],"genre_scores_gemma":[0.98823124,0.00013358542,0.010469453,0.0000331708,0.00001306034,0.000016027627,0.000021730326,0.000006200174,0.0010755255],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986596,0.0005825193,0.00008489394,0.00015884935,0.0004161984,0.00009790111],"domain_scores_gemma":[0.9930166,0.0049583656,0.00085668004,0.00075628504,0.00026811138,0.00014390328],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003963175,0.000597398,0.0006379489,0.00054602715,0.00028376593,0.0019540826,0.0011770462,0.0020462868,0.0019846892],"category_scores_gemma":[0.0146138845,0.0002963473,0.00059046806,0.00074497185,0.0015823714,0.0035064346,0.0011331204,0.0011137903,0.00014285978],"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":[0.00019706968,0.00013162105,0.002681101,0.000077570934,0.000079075166,0.00024005354,0.00014522306,0.73735285,0.0022553976,0.24453472,0.0003064259,0.011998942],"study_design_scores_gemma":[0.000044924738,0.00019788464,0.0012227444,0.000013348305,0.000023635459,0.00009152951,0.000044078297,0.88977903,0.0007376206,0.10728804,0.0005361674,0.000020978474],"about_ca_topic_score_codex":0.0010150104,"about_ca_topic_score_gemma":0.0008612313,"teacher_disagreement_score":0.003963175,"about_ca_system_score_codex":0.00078917533,"about_ca_system_score_gemma":0.00047167382,"threshold_uncertainty_score":0.020959496},"labels":[],"label_agreement":null},{"id":"W4239558228","doi":"10.1007/978-0-387-78165-5_7","title":"Financial Applications","year":2008,"lang":"en","type":"book-chapter","venue":"Springer series in statistics","topic":"Stochastic processes and financial applications","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":"Stochastic game; Variance reduction; Monte Carlo method; Asset (computer security); Finance; Constant (computer programming); Value (mathematics); Computer science; Mathematical finance; Variance (accounting); Valuation of options; Mathematical economics; Econometrics; Actuarial science; Economics; Mathematics; Accounting; Statistics","score_opus":0.027709516286023743,"score_gpt":0.22351355683392465,"score_spread":0.1958040405479009,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4239558228","genre_codex":"other","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0008972029,0.009427599,0.011354229,0.006145049,0.0052776095,0.000074230855,0.0009861832,0.00088699925,0.9649508],"genre_scores_gemma":[0.01918718,0.013563145,0.0095819365,0.0026244817,0.005426637,0.00012600522,0.0017141801,0.00042391804,0.9473526],"study_design_codex":"not_applicable","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988527,0.00017844891,0.000059940496,0.00014869808,0.0006541879,0.00010606277],"domain_scores_gemma":[0.9984736,0.00029487262,0.000092342016,0.0002700806,0.0006739615,0.00019516784],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015062081,0.0013324814,0.0007656953,0.003431182,0.0009959072,0.004970804,0.001062239,0.0021252625,0.24947245],"category_scores_gemma":[0.0063221417,0.0003009134,0.0005038242,0.0033674254,0.0007113927,0.003327532,0.0023043235,0.0018084035,0.12736192],"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":[0.000026099362,0.000033552988,0.00017458109,0.00022471599,0.000007931758,0.00009391314,0.000057033005,0.00045442782,0.00022945722,0.18778926,0.5270026,0.2839064],"study_design_scores_gemma":[0.0000062335516,0.000010966872,0.00017208673,0.000087333814,0.0000032227972,0.00013270251,0.000022263444,0.00052224135,0.00014224267,0.061902445,0.9369928,0.0000054782117],"about_ca_topic_score_codex":0.0008340509,"about_ca_topic_score_gemma":0.0011391618,"teacher_disagreement_score":0.24947245,"about_ca_system_score_codex":0.0009973315,"about_ca_system_score_gemma":0.0013566932,"threshold_uncertainty_score":0.8345685},"labels":[],"label_agreement":null},{"id":"W4239609925","doi":"10.1002/asmb.775","title":"Shrinkage drift parameter estimation for multi‐factor Ornstein–Uhlenbeck processes","year":2009,"lang":"en","type":"article","venue":"Applied Stochastic Models in Business and Industry","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":14,"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 Windsor","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Vasicek model; Shrinkage; Estimator; Ornstein–Uhlenbeck process; Econometrics; Inference; Mathematics; Context (archaeology); Interest rate; Shrinkage estimator; Applied mathematics; Quadratic equation; Computer science; Statistics; Stochastic process; Economics; Artificial intelligence; Minimum-variance unbiased estimator; Bias of an estimator","score_opus":0.06482655617190519,"score_gpt":0.2601008002812745,"score_spread":0.19527424410936933,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4239609925","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05789724,0.00031012096,0.94095826,0.00015953841,0.000022220876,0.000022353464,0.000026377731,0.00006109772,0.00054283295],"genre_scores_gemma":[0.8542439,0.00065216684,0.14317212,0.000075178104,0.000063019404,0.000072623414,0.00016525396,0.000044576056,0.0015112286],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9984341,0.00079838047,0.00009871595,0.00030020007,0.0002868173,0.000081804996],"domain_scores_gemma":[0.99052536,0.0070729116,0.0009517325,0.00054157403,0.00079141377,0.00011701553],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010836814,0.0006647067,0.0013974627,0.00096652546,0.0002686129,0.0010462372,0.000995229,0.0011399052,0.0008747573],"category_scores_gemma":[0.030999457,0.00044207094,0.0008779764,0.0007652263,0.0012186301,0.0022368897,0.0012571238,0.0013508507,0.0001868009],"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":[0.00017185889,0.000060693663,0.007394253,0.00016295296,0.00014652926,0.00018758506,0.00024370369,0.76173985,0.0036055478,0.1421455,0.00063018897,0.08351138],"study_design_scores_gemma":[0.000012758977,0.000021078831,0.0006797228,0.000012017643,0.000010172654,0.000029513407,0.000016388616,0.9507361,0.0007347727,0.047467254,0.00026710265,0.000013189977],"about_ca_topic_score_codex":0.0014709983,"about_ca_topic_score_gemma":0.0007655078,"teacher_disagreement_score":0.010836814,"about_ca_system_score_codex":0.00054313045,"about_ca_system_score_gemma":0.0006284303,"threshold_uncertainty_score":0.057311237},"labels":[],"label_agreement":null},{"id":"W4239613938","doi":"10.1007/978-1-4939-7131-2_101271","title":"Stochastic Models","year":2018,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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":"Computer science","score_opus":0.053403304520876556,"score_gpt":0.2139608640349966,"score_spread":0.16055755951412004,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4239613938","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0029031106,0.0312874,0.48256224,0.0063562947,0.0034020052,0.000069834205,0.001545331,0.0010749877,0.47079885],"genre_scores_gemma":[0.1309047,0.042347103,0.085272536,0.0024826704,0.005307705,0.00033107592,0.0038821169,0.0013060234,0.7281661],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99944276,0.00012890759,0.000026927608,0.00011207902,0.00025693464,0.0000322948],"domain_scores_gemma":[0.99955994,0.00018805734,0.00002658776,0.00008260949,0.000118131036,0.000024668978],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00055335823,0.0012505561,0.0009308218,0.0009326973,0.00044868648,0.002315817,0.00082182896,0.0013485356,0.03064707],"category_scores_gemma":[0.0023341572,0.00039129634,0.0006521776,0.0011998661,0.001019835,0.0018183455,0.0010637474,0.0020676365,0.014645297],"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":[0.0000048166626,0.000018452552,0.00008665186,0.00008946723,0.00001557218,0.000031146155,0.000049360922,0.008821685,0.00025140663,0.86894095,0.06857162,0.053118806],"study_design_scores_gemma":[0.0000041149356,0.0000052014384,0.000110684945,0.000068540874,0.000007121189,0.000060127248,0.000016708665,0.014736169,0.00014468718,0.7367789,0.24805783,0.000009878224],"about_ca_topic_score_codex":0.0021343376,"about_ca_topic_score_gemma":0.002062445,"teacher_disagreement_score":0.03064707,"about_ca_system_score_codex":0.0012234866,"about_ca_system_score_gemma":0.0010287409,"threshold_uncertainty_score":0.10252464},"labels":[],"label_agreement":null},{"id":"W4239688897","doi":"10.1017/s0001867800000100","title":"On product-form stationary distributions for reflected diffusions with jumps in the positive orthant","year":2005,"lang":"en","type":"article","venue":"Advances in Applied Probability","topic":"Stochastic processes and financial applications","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":"Universidad de Chile; National Science Foundation","keywords":"Orthant; Mathematics; Semimartingale; Mathematical analysis; Boundary (topology); Distribution (mathematics); Product (mathematics); Stationary distribution; Brownian motion; Statistical physics; Applied mathematics; Geometry; Statistics","score_opus":0.016537855158986668,"score_gpt":0.25162778553752185,"score_spread":0.23508993037853518,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4239688897","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.39394918,0.001360925,0.59235936,0.0011208103,0.00006950225,0.00006758487,0.00018656955,0.00014514483,0.010740928],"genre_scores_gemma":[0.954685,0.0016765014,0.03649097,0.00021084877,0.0002263005,0.00009402046,0.00030168777,0.00011916161,0.0061955974],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99916756,0.00026701516,0.000050822757,0.00020821854,0.00017561873,0.00013080832],"domain_scores_gemma":[0.9901177,0.005693599,0.0014721338,0.0005137162,0.0014936882,0.0007092482],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004366628,0.0009728896,0.0011796115,0.0017961798,0.00075039547,0.0023848915,0.0013420691,0.0016357164,0.00511627],"category_scores_gemma":[0.01552605,0.0006032685,0.001579373,0.0010686422,0.0038817967,0.006686979,0.0019200624,0.0023467534,0.0006805138],"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":[0.000065707136,0.000063320666,0.0017424545,0.000120939134,0.000030293773,0.0003703148,0.00035033328,0.025948431,0.004605901,0.96136826,0.00054533815,0.0047887126],"study_design_scores_gemma":[0.00006913004,0.00014059796,0.0020531327,0.000069798654,0.000036927904,0.0005815332,0.0002414763,0.35709113,0.002041025,0.635977,0.0016162221,0.00008195409],"about_ca_topic_score_codex":0.0011106441,"about_ca_topic_score_gemma":0.0005828214,"teacher_disagreement_score":0.00511627,"about_ca_system_score_codex":0.0011975329,"about_ca_system_score_gemma":0.0007101274,"threshold_uncertainty_score":0.023093164},"labels":[],"label_agreement":null},{"id":"W4239703574","doi":"10.2139/ssrn.2028086","title":"Pricing and Hedging of Volatility Swap in the Delayed Heston Model: Part 2","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Stochastic volatility; Heston model; Volatility swap; Volatility (finance); Swap (finance); Variance swap; Financial economics; Implied volatility; Volatility smile; Economics; Econometrics; SABR volatility model; Finance","score_opus":0.021266139272901673,"score_gpt":0.23013452650482777,"score_spread":0.2088683872319261,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4239703574","genre_codex":"empirical","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5523673,0.007196385,0.40137458,0.0038227222,0.00086841115,0.00012145736,0.00035591953,0.0001916521,0.033701528],"genre_scores_gemma":[0.9612442,0.0022273683,0.0065761846,0.0002598829,0.00046310757,0.00006055175,0.00020956932,0.00009456628,0.02886468],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996099,0.00017266156,0.000021968985,0.00007312575,0.00005747643,0.000065040564],"domain_scores_gemma":[0.9981693,0.0010162723,0.00024942725,0.00012820863,0.00017634658,0.00026044078],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018979848,0.0015642444,0.0019636052,0.00085982383,0.0005073596,0.0028765544,0.0013909348,0.0026691507,0.005781285],"category_scores_gemma":[0.0057256194,0.0008186966,0.0021611422,0.00073102006,0.0019408079,0.003970819,0.0016076104,0.0021771053,0.00036371886],"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":[0.0001672083,0.00013914943,0.0022267923,0.00026139218,0.00018248151,0.0008803724,0.00021790767,0.53612167,0.0054205856,0.44397917,0.0025678503,0.007835453],"study_design_scores_gemma":[0.000027059737,0.00004527191,0.0008582522,0.000012682487,0.00003588325,0.000113945636,0.00002395728,0.911348,0.00025427487,0.08689552,0.00035668595,0.000028546894],"about_ca_topic_score_codex":0.0020492587,"about_ca_topic_score_gemma":0.0010531427,"teacher_disagreement_score":0.005781285,"about_ca_system_score_codex":0.00070529064,"about_ca_system_score_gemma":0.00089694397,"threshold_uncertainty_score":0.019340336},"labels":[],"label_agreement":null},{"id":"W4240010401","doi":"10.1007/s13235-013-0098-3","title":"Preface: DGAA Special Issue on Mean Field Games","year":2013,"lang":"en","type":"article","venue":"Dynamic Games and Applications","topic":"Stochastic processes and financial applications","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":"McGill University","funders":"","keywords":"Mathematical economics; Field (mathematics); Computer science; Economics; Mathematics; Pure mathematics","score_opus":0.009196973693787905,"score_gpt":0.21950184685261115,"score_spread":0.21030487315882324,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4240010401","genre_codex":"editorial","genre_gemma":"editorial","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"editorial","genre_consensus":"editorial","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0010036909,0.02443965,0.011374441,0.046271678,0.7466495,0.00013577586,0.0040928484,0.00059850357,0.16543396],"genre_scores_gemma":[0.015661,0.023129288,0.0047176196,0.009984026,0.42361936,0.00021501309,0.006973274,0.0014017124,0.5142987],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9990466,0.0001457246,0.00007707615,0.00016844999,0.000477009,0.00008519177],"domain_scores_gemma":[0.9957502,0.00083840726,0.00015904818,0.00036916594,0.0021900693,0.0006931285],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013378246,0.001424899,0.0013836952,0.004065021,0.0014136658,0.004053275,0.0015523584,0.0024247067,0.121413104],"category_scores_gemma":[0.00764515,0.0004328594,0.0009913311,0.0031623289,0.00062368484,0.0032167532,0.0017034886,0.0034692427,0.061109673],"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":[0.0000096027825,0.00001314267,0.000033274824,0.00006757384,0.000004151089,0.000013862204,0.000007471632,0.00023255142,0.000059516722,0.004472292,0.9816722,0.013414437],"study_design_scores_gemma":[0.0000092766095,0.000016358541,0.00041991306,0.00018096958,0.000008899491,0.00005590725,0.000019086681,0.000602565,0.00014452501,0.017522618,0.9810065,0.0000133647145],"about_ca_topic_score_codex":0.003273516,"about_ca_topic_score_gemma":0.004295493,"teacher_disagreement_score":0.121413104,"about_ca_system_score_codex":0.0027816761,"about_ca_system_score_gemma":0.0024673361,"threshold_uncertainty_score":0.40616733},"labels":[],"label_agreement":null},{"id":"W4240311201","doi":"10.1007/978-1-4614-6170-8_100776","title":"Stochastic Models","year":2014,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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":"Computer science","score_opus":0.04359114073783536,"score_gpt":0.20309113272497598,"score_spread":0.1594999919871406,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4240311201","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0028228676,0.029398479,0.51864195,0.005692012,0.0027259833,0.00006695409,0.001210624,0.00091515004,0.43852586],"genre_scores_gemma":[0.14226286,0.0417027,0.09655497,0.002422162,0.0045402637,0.0003217213,0.0030663884,0.00108809,0.7080409],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999448,0.00013645715,0.000027258731,0.000105976294,0.00025009975,0.000032171334],"domain_scores_gemma":[0.9995746,0.00018606069,0.000026262755,0.00007675823,0.00011400745,0.000022338345],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00054879923,0.0011814062,0.0009164625,0.00091717223,0.00045031903,0.0021524646,0.00085683743,0.001328548,0.027157614],"category_scores_gemma":[0.0022179268,0.0004001956,0.0006325368,0.001154257,0.0010346752,0.0017528748,0.0010119684,0.002026657,0.01144728],"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":[0.0000041831413,0.000017141674,0.00008878826,0.0000769618,0.000015335494,0.000033044904,0.000049076953,0.009905774,0.0002468609,0.8810422,0.057297897,0.05122264],"study_design_scores_gemma":[0.0000041117623,0.000005486735,0.00011452107,0.000064486514,0.0000072561234,0.000068883855,0.000017969633,0.018202394,0.0001544345,0.7556241,0.22572583,0.000010495277],"about_ca_topic_score_codex":0.0024319214,"about_ca_topic_score_gemma":0.0024028486,"teacher_disagreement_score":0.027157614,"about_ca_system_score_codex":0.0012273021,"about_ca_system_score_gemma":0.0010062922,"threshold_uncertainty_score":0.09085125},"labels":[],"label_agreement":null},{"id":"W4241220633","doi":"10.1142/9789812794611","title":"Selected Papers of Takeyuki Hida","year":2001,"lang":"en","type":"book","venue":"World Scientific Publishing Co. Pte. Ltd. eBooks","topic":"Stochastic processes and financial applications","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":"White noise; Calculus (dental); Gaussian; Representation (politics); Additive white Gaussian noise; Brownian motion; Distribution (mathematics); Mathematics; White (mutation); Series (stratigraphy); Computer science; Mathematical economics; Applied mathematics; Algebra over a field; Pure mathematics; Mathematical analysis; Statistics; Physics; Political science; Law","score_opus":0.02796151738917681,"score_gpt":0.21747516255979504,"score_spread":0.18951364517061822,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4241220633","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00438292,0.3415582,0.0064152656,0.05737541,0.10885053,0.000098567936,0.0010270338,0.00030214325,0.47998986],"genre_scores_gemma":[0.01722368,0.10027053,0.003350794,0.0075188125,0.021822762,0.00008604385,0.00079501665,0.00029708285,0.8486352],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99960166,0.000070477654,0.000026255428,0.00012697864,0.00012889328,0.000045706205],"domain_scores_gemma":[0.99953854,0.00008416604,0.000025528376,0.00002468848,0.00020645246,0.00012066592],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00077075395,0.0011883259,0.0010441059,0.0015070811,0.0017640212,0.00241226,0.00053288665,0.00085393374,0.031478804],"category_scores_gemma":[0.0012476554,0.00032434062,0.00060461165,0.0016758364,0.000567383,0.0027232247,0.0017403391,0.0018695046,0.016674208],"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":[0.000031375588,0.00001906895,0.00016614379,0.00026081686,0.0000083837685,0.0001275725,0.00046994942,0.00011246236,0.0003297757,0.023529628,0.9194963,0.055448525],"study_design_scores_gemma":[0.0000031742281,0.0000075072417,0.0003614998,0.00009769794,0.0000047656126,0.000095799616,0.00012010831,0.00007170975,0.00010146314,0.0020464456,0.9970853,0.000004659845],"about_ca_topic_score_codex":0.0018221809,"about_ca_topic_score_gemma":0.0035556096,"teacher_disagreement_score":0.031478804,"about_ca_system_score_codex":0.0017718223,"about_ca_system_score_gemma":0.00144633,"threshold_uncertainty_score":0.10530704},"labels":[],"label_agreement":null},{"id":"W4241938221","doi":"10.21914/anziamj.v60i0.12258","title":"Integral equation formulation for shout options","year":2018,"lang":"en","type":"article","venue":"ANZIAM Journal","topic":"Stochastic processes and financial applications","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":"Valuation (finance); Boundary value problem; Asset (computer security); Mathematical economics; Boundary (topology); Actuarial science; Computer science; Economics; Microeconomics; Mathematics; Finance; Mathematical analysis; Computer security","score_opus":0.0768607629827999,"score_gpt":0.28272006611182293,"score_spread":0.20585930312902304,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4241938221","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.024781028,0.0021214213,0.9059819,0.0030834328,0.000504369,0.00008608697,0.00026464913,0.00009282283,0.06308432],"genre_scores_gemma":[0.6735662,0.0032944786,0.22194281,0.0016045796,0.0008788624,0.0005098274,0.0004992591,0.00026193407,0.097442],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994998,0.00014026627,0.000024347115,0.000075720025,0.00019924395,0.000060655446],"domain_scores_gemma":[0.9991912,0.0003911439,0.00008339354,0.00004753552,0.00020085822,0.00008595233],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013183865,0.00081828795,0.00088797463,0.000981501,0.0006559992,0.0022138162,0.0012946762,0.0025952554,0.009120547],"category_scores_gemma":[0.003564937,0.00040634332,0.0011019816,0.0007806635,0.0018218827,0.0029439323,0.001454867,0.0027950038,0.0008156558],"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":[0.000019449866,0.000037460148,0.000319838,0.000055350265,0.000016169979,0.00020657365,0.0001712871,0.08256601,0.0018422293,0.90800893,0.0016251182,0.005131647],"study_design_scores_gemma":[0.00001934473,0.000016473496,0.00018300742,0.00002868142,0.000008397717,0.00008727877,0.000060701306,0.69709325,0.00035460136,0.29734784,0.0047815884,0.00001884029],"about_ca_topic_score_codex":0.0036432545,"about_ca_topic_score_gemma":0.0022777077,"teacher_disagreement_score":0.009120547,"about_ca_system_score_codex":0.0011680073,"about_ca_system_score_gemma":0.0011161731,"threshold_uncertainty_score":0.03051132},"labels":[],"label_agreement":null},{"id":"W4242265679","doi":"10.32920/ryerson.14655162","title":"Pricing and hedging Asian options under Levy processes and robust long-term investing with learning about stock returns","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"Natural Sciences and Engineering Research Council of Canada; Government of Canada; Government of Ontario","keywords":"Economics; Econometrics; Portfolio; Stock (firearms); Stochastic discount factor; Financial economics; Capital asset pricing model","score_opus":0.04876391316860595,"score_gpt":0.23964151551366536,"score_spread":0.1908776023450594,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4242265679","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.38843483,0.00051698834,0.6052597,0.00088896963,0.000053376338,0.000030279303,0.00009179232,0.0001210791,0.004602933],"genre_scores_gemma":[0.9865132,0.00024924203,0.008772108,0.000056429813,0.000037649843,0.00002247206,0.000054516804,0.000018482546,0.004275983],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99950266,0.00020808169,0.000029006764,0.000111146685,0.00009529773,0.000053835567],"domain_scores_gemma":[0.9984193,0.00071855466,0.0004645279,0.00014644813,0.00013004366,0.000121121455],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021108314,0.0007833828,0.0007988993,0.0003744335,0.00019036577,0.0012467294,0.0009936738,0.0015607651,0.0015127352],"category_scores_gemma":[0.006897309,0.00039957234,0.0010022522,0.0004475863,0.001291492,0.0026435053,0.001026127,0.0011741729,0.00017453618],"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":[0.00009054549,0.00009080699,0.0035273365,0.00005424138,0.000078075944,0.00036807518,0.00014275173,0.75884545,0.0039759227,0.22145306,0.0003035232,0.01107016],"study_design_scores_gemma":[0.000008311794,0.000033125263,0.00058196863,0.000003992532,0.00000970234,0.000029480572,0.000010931691,0.9673447,0.00024762625,0.031612005,0.00010894604,0.000009178128],"about_ca_topic_score_codex":0.0021524183,"about_ca_topic_score_gemma":0.0013001288,"teacher_disagreement_score":0.0021524183,"about_ca_system_score_codex":0.0006326094,"about_ca_system_score_gemma":0.0004951587,"threshold_uncertainty_score":0.011163235},"labels":[],"label_agreement":null},{"id":"W4242559281","doi":"10.1017/s0001867800010715","title":"The integral of geometric Brownian motion","year":2001,"lang":"en","type":"article","venue":"Advances in Applied Probability","topic":"Stochastic processes and financial applications","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":"Université de Montréal","funders":"","keywords":"Mathematics; Geometric Brownian motion; Brownian excursion; Brownian motion; Laplace transform; Diffusion process; Mathematical analysis; Fractional Brownian motion; Reflected Brownian motion; Reciprocal; Statistics","score_opus":0.019561279927245365,"score_gpt":0.23157376501330926,"score_spread":0.2120124850860639,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4242559281","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.055409472,0.01693377,0.7956343,0.0049184537,0.002090227,0.000047144662,0.00019776297,0.0002730251,0.12449581],"genre_scores_gemma":[0.8580337,0.01648912,0.07788176,0.0015232364,0.004053854,0.00012952398,0.00029426225,0.0003536637,0.041240763],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99864894,0.00026506704,0.00006403443,0.0003656856,0.00053402636,0.0001222069],"domain_scores_gemma":[0.9986318,0.00065263314,0.00017650823,0.00014128849,0.0002583688,0.0001393483],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015999113,0.0005328229,0.00071864383,0.0015469475,0.00061841245,0.0028532261,0.00097448984,0.0011729364,0.0045816344],"category_scores_gemma":[0.008451747,0.0003114295,0.00083847065,0.0011015392,0.0043950314,0.0054027936,0.0016477071,0.0022866,0.00079472363],"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":[0.0000036097408,0.00000360087,0.000077109034,0.000025385169,0.000004908161,0.00002825311,0.00005994392,0.0014442042,0.0003721788,0.9928059,0.0005815898,0.0045932727],"study_design_scores_gemma":[0.0000049468317,0.000015177071,0.000267038,0.000026491227,0.0000070487376,0.00020729874,0.000024073013,0.012709679,0.00030825505,0.97686243,0.009554225,0.000013317729],"about_ca_topic_score_codex":0.0008790402,"about_ca_topic_score_gemma":0.00029076205,"teacher_disagreement_score":0.0045816344,"about_ca_system_score_codex":0.0011895178,"about_ca_system_score_gemma":0.0008900274,"threshold_uncertainty_score":0.015327096},"labels":[],"label_agreement":null},{"id":"W4242662760","doi":"10.1007/978-1-4939-2867-5_13","title":"Random Measures","year":2015,"lang":"en","type":"book-chapter","venue":"Probability and its applications","topic":"Stochastic processes and financial applications","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":"Mathematics","score_opus":0.08851515919512017,"score_gpt":0.2375637229602435,"score_spread":0.14904856376512332,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4242662760","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.003440514,0.05425571,0.2682845,0.006299256,0.0041778013,0.0001175937,0.00093746587,0.00052817166,0.6619589],"genre_scores_gemma":[0.18521537,0.0574375,0.10731674,0.0059951893,0.009922505,0.00067190226,0.0019278994,0.000841471,0.6306714],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99888426,0.00027680414,0.000060126513,0.00028751662,0.00043727914,0.000054068805],"domain_scores_gemma":[0.9993192,0.00030702178,0.000049339174,0.00014192383,0.00014505241,0.000037462207],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008788197,0.0013235292,0.0010916382,0.0020878352,0.0008337132,0.0040717637,0.0008544474,0.0016649178,0.020984603],"category_scores_gemma":[0.003187787,0.0004249624,0.000530114,0.0020141131,0.0028861582,0.0038725645,0.0013985443,0.002991647,0.0088389255],"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":[0.0000017236468,0.000004989945,0.00002262065,0.00004179325,0.0000036488282,0.000012081801,0.000037052694,0.00022935093,0.00013534687,0.97252613,0.012368118,0.014617107],"study_design_scores_gemma":[0.0000034510076,0.000006548986,0.00009191684,0.000057140864,0.0000040858527,0.00011574629,0.000023144246,0.0011545905,0.00018578269,0.8083686,0.18998176,0.000007168748],"about_ca_topic_score_codex":0.00090512173,"about_ca_topic_score_gemma":0.00080698245,"teacher_disagreement_score":0.020984603,"about_ca_system_score_codex":0.0015075627,"about_ca_system_score_gemma":0.00084740424,"threshold_uncertainty_score":0.07020044},"labels":[],"label_agreement":null},{"id":"W4244422328","doi":"10.32920/ryerson.14662404.v1","title":"Pricing and hedging tools for spread option contracts","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University; University of Toronto","funders":"","keywords":"Valuation of options; Hedge; Portfolio; Exotic option; Jump diffusion; Black–Scholes model; Jump; Probability density function; Econometrics; Poisson distribution; Mathematical optimization; Economics; Mathematics; Computer science; Financial economics; Volatility (finance)","score_opus":0.06204663257776718,"score_gpt":0.2563656663052888,"score_spread":0.1943190337275216,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4244422328","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.046743788,0.0011351052,0.9490607,0.00034405407,0.000036368838,0.0000247598,0.000024757957,0.000092147915,0.0025382922],"genre_scores_gemma":[0.80147034,0.0023395033,0.1900671,0.00012962456,0.00016305191,0.00009569901,0.000120335346,0.00008422211,0.005530118],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992161,0.00041224144,0.00003698929,0.00007720083,0.00022648471,0.000031029453],"domain_scores_gemma":[0.9962534,0.0029280083,0.00025024673,0.00019974347,0.00023189881,0.00013670046],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034833201,0.000869671,0.00091223296,0.0014392601,0.0005160182,0.0016179256,0.0010265949,0.0016044703,0.0025418836],"category_scores_gemma":[0.012295661,0.0005475025,0.0010719943,0.001303988,0.0017561577,0.0038943233,0.0016427884,0.0029498744,0.00022173306],"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":[0.000052802578,0.000081222744,0.0010224154,0.00010130406,0.000044421082,0.00017558191,0.00021390143,0.35337257,0.0024320371,0.60707396,0.00054710475,0.03488274],"study_design_scores_gemma":[0.000011401887,0.000024150435,0.0001488462,0.000013653065,0.00000754979,0.000033116434,0.000015869236,0.859866,0.00032246095,0.13909817,0.00045084846,0.000007895296],"about_ca_topic_score_codex":0.0012339613,"about_ca_topic_score_gemma":0.00062835537,"teacher_disagreement_score":0.0034833201,"about_ca_system_score_codex":0.000745761,"about_ca_system_score_gemma":0.00075349427,"threshold_uncertainty_score":0.018421829},"labels":[],"label_agreement":null},{"id":"W4244635774","doi":"10.32920/ryerson.14656494.v1","title":"INF-Convolution of Risk Measures on Rearrangement Invariant Spaces","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Randomness; Mathematics; Order (exchange); Invariant (physics); Space (punctuation); Convolution (computer science); Combinatorics; Mathematical economics; Economics; Statistics; Computer science; Finance","score_opus":0.045231152939598375,"score_gpt":0.22790352917120507,"score_spread":0.1826723762316067,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4244635774","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24195457,0.0030247222,0.7286471,0.0019503128,0.00019968611,0.000080802914,0.00042637173,0.00033447493,0.023382012],"genre_scores_gemma":[0.90519476,0.0022454348,0.06875576,0.00072740007,0.00059831823,0.00026065143,0.000735952,0.00026938124,0.021212239],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9955863,0.0016635685,0.00029252778,0.0009431145,0.00094540947,0.0005690036],"domain_scores_gemma":[0.9827734,0.009427823,0.0028851684,0.0009855491,0.0018888908,0.0020390977],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005918193,0.0021639708,0.0018553424,0.003414995,0.0010540406,0.0043857684,0.0018180305,0.002000186,0.0056725675],"category_scores_gemma":[0.0193227,0.00090650877,0.0022020442,0.0015369516,0.0061380514,0.008478754,0.0039476953,0.004006303,0.00076912256],"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":[0.000090754314,0.00006961561,0.0013180242,0.00010856494,0.00006339461,0.00036406776,0.0003834393,0.0143899415,0.0014713099,0.972388,0.0010295263,0.008323201],"study_design_scores_gemma":[0.000027058259,0.0001574999,0.0015504797,0.00004713327,0.000023008019,0.00036999438,0.00014621753,0.18988164,0.0008932406,0.80449694,0.002356295,0.0000505442],"about_ca_topic_score_codex":0.0016504807,"about_ca_topic_score_gemma":0.0007979388,"teacher_disagreement_score":0.005918193,"about_ca_system_score_codex":0.0030969752,"about_ca_system_score_gemma":0.0012980842,"threshold_uncertainty_score":0.031298757},"labels":[],"label_agreement":null},{"id":"W4245285765","doi":"10.1002/9781118445112.stat03748","title":"Volatility Smile","year":2014,"lang":"en","type":"other","venue":"Wiley StatsRef: Statistics Reference Online","topic":"Stochastic processes and financial applications","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":"Econometrics; Nonparametric statistics; Volatility (finance); Valuation of options; Implied volatility; Black–Scholes model; Autoregressive conditional heteroskedasticity; Volatility smile; Nonparametric regression; Kernel regression; Economics; Computer science","score_opus":0.045099073370601005,"score_gpt":0.2695469473599828,"score_spread":0.2244478739893818,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4245285765","genre_codex":"empirical","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.65436584,0.0032939524,0.26382926,0.0021081173,0.00055564276,0.00010581458,0.0016586506,0.0021233673,0.07195945],"genre_scores_gemma":[0.992144,0.0002794274,0.0044199442,0.00014082916,0.00008364669,0.000020568277,0.00036129242,0.00008770597,0.0024625903],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99790645,0.0005039608,0.00012328633,0.00025394175,0.0010032763,0.00020907648],"domain_scores_gemma":[0.9917647,0.0039406633,0.0014024227,0.0015110084,0.0011576291,0.000223488],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00264229,0.00044137702,0.0007529789,0.0016723091,0.00043303438,0.002626094,0.0006214888,0.00074256095,0.0050087366],"category_scores_gemma":[0.014330967,0.00016822554,0.00050584506,0.0014188003,0.0009222399,0.0023544177,0.001585694,0.0017305549,0.0011625212],"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":[0.0007108007,0.00020045698,0.073514186,0.00056810776,0.00028456698,0.0023402462,0.0011819166,0.15288852,0.02216784,0.38248956,0.020088715,0.34356517],"study_design_scores_gemma":[0.000034892357,0.00048426382,0.047086563,0.00024689763,0.00007529686,0.0034004664,0.00060818513,0.5699791,0.026200967,0.32129785,0.030380832,0.00020474156],"about_ca_topic_score_codex":0.00026836028,"about_ca_topic_score_gemma":0.0001582902,"teacher_disagreement_score":0.0050087366,"about_ca_system_score_codex":0.0004717595,"about_ca_system_score_gemma":0.0003086657,"threshold_uncertainty_score":0.016755879},"labels":[],"label_agreement":null},{"id":"W4245597447","doi":"10.2139/ssrn.1343461","title":"Optimal Portfolio Allocation with Hedge Funds","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Hedge fund; Alternative beta; Portfolio; Fund of funds; Business; Global assets under management; Asset allocation; Actuarial science; Finance; Financial economics; Institutional investor; Economics; Corporate governance; Market liquidity","score_opus":0.010745256984515417,"score_gpt":0.2107562221328385,"score_spread":0.2000109651483231,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4245597447","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2525011,0.0016771351,0.71467716,0.0028674456,0.0002577485,0.00012680276,0.00010392689,0.00025972247,0.027529035],"genre_scores_gemma":[0.95761865,0.0003870625,0.034236815,0.00012589122,0.00014878367,0.00008170067,0.000045409397,0.000022468801,0.007333173],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992331,0.00044331857,0.000038282727,0.0001076824,0.00009849982,0.00007913808],"domain_scores_gemma":[0.9982887,0.0011919674,0.0001677514,0.000110143585,0.0001281576,0.00011320055],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019309996,0.0006891211,0.0013029726,0.0006188614,0.00026970226,0.0020221253,0.0007468645,0.002315321,0.0031342055],"category_scores_gemma":[0.010100465,0.0006811253,0.00041329188,0.000639943,0.0007355483,0.0021087686,0.001354899,0.00082338334,0.0003311359],"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":[0.0007823331,0.00016531056,0.0011446562,0.00016496738,0.00014934834,0.00023209307,0.00006165392,0.7337901,0.0020097506,0.1980072,0.0029107258,0.060581744],"study_design_scores_gemma":[0.00019570946,0.00012093574,0.000283441,0.000017693908,0.000040213446,0.00006308636,0.00001908648,0.82050544,0.00053838256,0.17728613,0.00091779255,0.00001213303],"about_ca_topic_score_codex":0.00035750022,"about_ca_topic_score_gemma":0.00022456684,"teacher_disagreement_score":0.0031342055,"about_ca_system_score_codex":0.00065548706,"about_ca_system_score_gemma":0.00072974496,"threshold_uncertainty_score":0.010484934},"labels":[],"label_agreement":null},{"id":"W4246703456","doi":"10.1017/s0001867800001610","title":"Convex duality in constrained mean-variance portfolio optimization","year":2007,"lang":"en","type":"article","venue":"Advances in Applied Probability","topic":"Stochastic processes and financial applications","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; HEC Montréal","funders":"","keywords":"Mathematics; Transversality; Portfolio optimization; Duality (order theory); Duality gap; Portfolio; Mathematical finance; Mathematical optimization; Stochastic control; Convex analysis; Optimization problem; Mathematical economics; Convex optimization; Regular polygon; Optimal control; Finance; Economics; Combinatorics; Pure mathematics","score_opus":0.018982679217381275,"score_gpt":0.2495466391927162,"score_spread":0.2305639599753349,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4246703456","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012619264,0.0006590013,0.97839326,0.00045251654,0.000062791645,0.000024519124,0.00004022392,0.00003081335,0.007717655],"genre_scores_gemma":[0.7355954,0.0017017433,0.25123584,0.00039672456,0.00026621265,0.00029987405,0.00016142656,0.00017626215,0.010166483],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99811906,0.0012084135,0.000053759606,0.00018477268,0.00029771624,0.00013625478],"domain_scores_gemma":[0.99666023,0.0025947525,0.0002606829,0.00013770511,0.00022714844,0.000119452496],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003571622,0.0010520988,0.0013829495,0.001024733,0.00056217384,0.0024709783,0.0008650074,0.0013125563,0.0020094288],"category_scores_gemma":[0.009793406,0.0007145055,0.001073202,0.0010697137,0.0024301358,0.0021699034,0.0023451396,0.0020723164,0.0003224291],"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":[0.000038803937,0.000046203677,0.00025385938,0.00008464234,0.000039250564,0.00007886616,0.00007064691,0.26236013,0.0006288757,0.7263178,0.0008943361,0.009186482],"study_design_scores_gemma":[0.000016898744,0.00002774378,0.000085944055,0.000019145993,0.0000072577322,0.00003376114,0.000014131459,0.66914356,0.00037479226,0.3291084,0.001159507,0.000008844743],"about_ca_topic_score_codex":0.0009192698,"about_ca_topic_score_gemma":0.0005894627,"teacher_disagreement_score":0.003571622,"about_ca_system_score_codex":0.001620168,"about_ca_system_score_gemma":0.0012782544,"threshold_uncertainty_score":0.018888712},"labels":[],"label_agreement":null},{"id":"W4247286564","doi":"10.1142/9789814293501_0043","title":"Portfolio choice with endogenous utility: a large deviations approach","year":2011,"lang":"en","type":"book-chapter","venue":"World Scientific handbook in financial economic series","topic":"Stochastic processes and financial applications","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":"University of Alberta","keywords":"Portfolio; Economics; Endogeny; Financial economics; Computer science; Medicine; Internal medicine","score_opus":0.05442019438503319,"score_gpt":0.20406144724143793,"score_spread":0.14964125285640473,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4247286564","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009945616,0.0035670565,0.95209694,0.0027564408,0.00019352605,0.00003536664,0.00007955855,0.00008468786,0.031240853],"genre_scores_gemma":[0.76035494,0.007905297,0.1815291,0.001006244,0.0011473676,0.0003933358,0.00020218008,0.00024169972,0.047219828],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99763536,0.0014673002,0.00006720245,0.0002258624,0.000496235,0.000108038716],"domain_scores_gemma":[0.99347585,0.0051795784,0.00035139237,0.00036989662,0.00040404685,0.00021923445],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0042319773,0.0013667503,0.0015674708,0.0008451315,0.0006036507,0.00330859,0.0023913053,0.002190513,0.0047888295],"category_scores_gemma":[0.012405977,0.0007326325,0.0011496663,0.0012626366,0.0022871036,0.004350376,0.001948879,0.004312411,0.00080193684],"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":[0.000010952157,0.000027752498,0.00019630144,0.00003726996,0.000031947377,0.00005930795,0.000046767873,0.043517396,0.0001137298,0.94823766,0.00093749096,0.0067834207],"study_design_scores_gemma":[0.000009360172,0.000015518457,0.00008990372,0.000023820434,0.000009742529,0.000023314948,0.000014928555,0.16803935,0.000067921166,0.8296645,0.0020309999,0.000010555767],"about_ca_topic_score_codex":0.0014182734,"about_ca_topic_score_gemma":0.0013031352,"teacher_disagreement_score":0.0047888295,"about_ca_system_score_codex":0.0025003643,"about_ca_system_score_gemma":0.0013019069,"threshold_uncertainty_score":0.022381067},"labels":[],"label_agreement":null},{"id":"W4247627640","doi":"10.1017/s0021900200015667","title":"Asymptotic properties of integral functionals of geometric stochastic processes","year":2000,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"","keywords":"Mathematics; Stochastic integral; Stratonovich integral; Transformation (genetics); Applied mathematics; Multiple integral; Selection (genetic algorithm); Stochastic process; Integral equation; Riemann integral; Mathematical analysis; Stochastic differential equation; Fourier integral operator; Statistics","score_opus":0.03468024493964852,"score_gpt":0.20374518123948496,"score_spread":0.16906493629983643,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4247627640","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5523102,0.000814388,0.43055075,0.0008726057,0.000086990825,0.00004810081,0.00006334804,0.00030963728,0.014944026],"genre_scores_gemma":[0.98685986,0.00038010255,0.0106103225,0.00008411133,0.00012779466,0.000036376554,0.00007294086,0.000066198154,0.0017622834],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990382,0.00032757412,0.000051857987,0.00012470684,0.00030497502,0.00015268358],"domain_scores_gemma":[0.9925073,0.004337034,0.0011265359,0.00054098247,0.0010126816,0.000475516],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004235278,0.0007572089,0.00077037246,0.0021063006,0.0005512859,0.0018070653,0.00090593717,0.0008747423,0.0021732633],"category_scores_gemma":[0.01958982,0.00030609802,0.0008761946,0.000766196,0.0038472244,0.003575911,0.0018167909,0.0020072688,0.0002542262],"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":[0.000041787218,0.000050860443,0.0023143578,0.000054944292,0.0000286102,0.00024508027,0.00018704151,0.022551754,0.0058558136,0.9623338,0.0003359073,0.006000091],"study_design_scores_gemma":[0.000020329275,0.00009132627,0.0030434735,0.000026349442,0.000021246808,0.00041211763,0.00010743013,0.38869607,0.0028367292,0.60388273,0.00082356227,0.0000385964],"about_ca_topic_score_codex":0.0005814889,"about_ca_topic_score_gemma":0.0002694586,"teacher_disagreement_score":0.004235278,"about_ca_system_score_codex":0.0010862062,"about_ca_system_score_gemma":0.00059018563,"threshold_uncertainty_score":0.022398591},"labels":[],"label_agreement":null},{"id":"W4247713744","doi":"10.32920/ryerson.14664123.v1","title":"Hedging and pricing in non-probabliistic models with transaction costs","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Transaction cost; Arbitrage; Computer science; Probabilistic logic; Database transaction; Observable; Econometrics; Economics; Mathematical optimization; Mathematical economics; Operations research; Microeconomics; Financial economics; Engineering; Mathematics","score_opus":0.0258515095395604,"score_gpt":0.21321000582367378,"score_spread":0.18735849628411338,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4247713744","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11965516,0.0013458572,0.87012213,0.0013308658,0.0001250036,0.000041634317,0.00016245758,0.000103992286,0.0071130376],"genre_scores_gemma":[0.9479883,0.0012813093,0.038763706,0.00013267559,0.00012370205,0.00011455985,0.0001545257,0.000059172038,0.011382076],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987943,0.000614382,0.000067762754,0.0001737861,0.00022819667,0.00012151006],"domain_scores_gemma":[0.994626,0.004354046,0.00038225076,0.00031030655,0.0001543015,0.00017315788],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002289417,0.0009674915,0.001432791,0.0006508469,0.0004769403,0.0034552028,0.0016133169,0.0021977527,0.0031818592],"category_scores_gemma":[0.009471745,0.0008877326,0.0012445225,0.0010336535,0.0017989016,0.003905441,0.0016002792,0.002163037,0.00026851895],"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":[0.00004670161,0.000036524892,0.00067507266,0.000064491884,0.000043504377,0.00016275486,0.00007513872,0.6613401,0.0005119593,0.33208424,0.0003843349,0.004575127],"study_design_scores_gemma":[0.0000072436737,0.00001310782,0.00011986804,0.0000056324548,0.000005784569,0.00002030142,0.000007906728,0.90031165,0.00007333028,0.09916365,0.00026426167,0.000007232767],"about_ca_topic_score_codex":0.0026356922,"about_ca_topic_score_gemma":0.0016707177,"teacher_disagreement_score":0.0034552028,"about_ca_system_score_codex":0.0012242967,"about_ca_system_score_gemma":0.0009597254,"threshold_uncertainty_score":0.01210773},"labels":[],"label_agreement":null},{"id":"W4247768020","doi":"10.32920/ryerson.14656494","title":"INF-Convolution of Risk Measures on Rearrangement Invariant Spaces","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Randomness; Mathematics; Order (exchange); Invariant (physics); Space (punctuation); Convolution (computer science); Combinatorics; Mathematical economics; Economics; Statistics; Computer science; Finance","score_opus":0.045231152939598375,"score_gpt":0.22790352917120507,"score_spread":0.1826723762316067,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4247768020","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24195457,0.0030247222,0.7286471,0.0019503128,0.00019968611,0.000080802914,0.00042637173,0.00033447493,0.023382012],"genre_scores_gemma":[0.90519476,0.0022454348,0.06875576,0.00072740007,0.00059831823,0.00026065143,0.000735952,0.00026938124,0.021212239],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9955863,0.0016635685,0.00029252778,0.0009431145,0.00094540947,0.0005690036],"domain_scores_gemma":[0.9827734,0.009427823,0.0028851684,0.0009855491,0.0018888908,0.0020390977],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005918193,0.0021639708,0.0018553424,0.003414995,0.0010540406,0.0043857684,0.0018180305,0.002000186,0.0056725675],"category_scores_gemma":[0.0193227,0.00090650877,0.0022020442,0.0015369516,0.0061380514,0.008478754,0.0039476953,0.004006303,0.00076912256],"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":[0.000090754314,0.00006961561,0.0013180242,0.00010856494,0.00006339461,0.00036406776,0.0003834393,0.0143899415,0.0014713099,0.972388,0.0010295263,0.008323201],"study_design_scores_gemma":[0.000027058259,0.0001574999,0.0015504797,0.00004713327,0.000023008019,0.00036999438,0.00014621753,0.18988164,0.0008932406,0.80449694,0.002356295,0.0000505442],"about_ca_topic_score_codex":0.0016504807,"about_ca_topic_score_gemma":0.0007979388,"teacher_disagreement_score":0.005918193,"about_ca_system_score_codex":0.0030969752,"about_ca_system_score_gemma":0.0012980842,"threshold_uncertainty_score":0.031298757},"labels":[],"label_agreement":null},{"id":"W4247860728","doi":"10.1017/s0021900200003958","title":"Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks","year":2008,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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 Calgary","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Portfolio; Mathematics; Order (exchange); Econometrics; Modern portfolio theory; Mathematical optimization; Portfolio optimization; Stochastic ordering; Mathematical economics; Actuarial science; Applied mathematics; Economics; Financial economics; Finance","score_opus":0.05395837342745254,"score_gpt":0.2389342475997129,"score_spread":0.18497587417226036,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4247860728","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24463822,0.0006684552,0.74428165,0.0008406135,0.000039647413,0.00008516108,0.00016974917,0.00015089211,0.00912563],"genre_scores_gemma":[0.8639145,0.0008009512,0.12729068,0.000118242875,0.00008491995,0.00014160217,0.00021901965,0.000084637446,0.007345468],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99832994,0.000822553,0.00008218178,0.00022562016,0.0003045842,0.00023511561],"domain_scores_gemma":[0.9964954,0.0022291462,0.0006536008,0.00019191504,0.00015373218,0.0002761622],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002557689,0.00084309734,0.0015275031,0.00083080906,0.00052673405,0.0022785694,0.0008284414,0.0013064494,0.0033191121],"category_scores_gemma":[0.0077192793,0.0008505255,0.0008283723,0.00074657693,0.0011839444,0.004044772,0.001249002,0.0013761052,0.0003864482],"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":[0.00024265629,0.00011568603,0.0013050768,0.00014379933,0.000078200675,0.00028464297,0.00018029941,0.47340447,0.002383906,0.50529665,0.0009442555,0.015620312],"study_design_scores_gemma":[0.00004741269,0.000097376134,0.00036655526,0.000016959806,0.000015003675,0.00007333895,0.000042132615,0.7489444,0.00046578457,0.24902001,0.00088093994,0.000029959783],"about_ca_topic_score_codex":0.0013129828,"about_ca_topic_score_gemma":0.0016257456,"teacher_disagreement_score":0.0033191121,"about_ca_system_score_codex":0.001371206,"about_ca_system_score_gemma":0.0013308421,"threshold_uncertainty_score":0.013526559},"labels":[],"label_agreement":null},{"id":"W4248051358","doi":"10.32920/ryerson.14653152.v1","title":"Pricing spread options under Levy jump-diffusion models","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Stochastic volatility; Jump diffusion; Valuation of options; Lévy process; Jump; Monte Carlo method; Exotic option; Volatility (finance); Econometrics; Poisson distribution; Jump process; Fourier transform; Economics; Mathematics; Applied mathematics; Statistics; Physics","score_opus":0.06889396788401494,"score_gpt":0.24898726761099882,"score_spread":0.18009329972698387,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4248051358","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4510578,0.0012279612,0.5414863,0.0011317742,0.000084986255,0.000046537014,0.000070981114,0.00019340872,0.004700095],"genre_scores_gemma":[0.97565824,0.0007358318,0.020061929,0.0000778895,0.000095484735,0.00003823597,0.000076137745,0.00004134988,0.0032148622],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993094,0.00034557396,0.000029175506,0.00007448606,0.00017161269,0.00006967247],"domain_scores_gemma":[0.9966577,0.0026765594,0.00026632592,0.00008773916,0.00015661331,0.00015499152],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024467248,0.0007535891,0.0013423637,0.00094263797,0.0004889894,0.0022965511,0.0009171601,0.0025856846,0.0016832544],"category_scores_gemma":[0.0105467215,0.00059774827,0.0009195677,0.00080912997,0.0012991038,0.004000128,0.0013984478,0.0016505718,0.00018453682],"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":[0.0000902365,0.00005286796,0.0014439705,0.000054550015,0.000048529637,0.0003630612,0.000095451636,0.804397,0.0031820838,0.18518755,0.00032052325,0.00476421],"study_design_scores_gemma":[0.000013881596,0.000012410826,0.00010343978,0.0000037283644,0.0000045722672,0.000028396256,0.000007866593,0.96461195,0.00018742318,0.03495887,0.000060209608,0.000007198113],"about_ca_topic_score_codex":0.0027252093,"about_ca_topic_score_gemma":0.0010453257,"teacher_disagreement_score":0.0027252093,"about_ca_system_score_codex":0.0008345136,"about_ca_system_score_gemma":0.0008682399,"threshold_uncertainty_score":0.012939692},"labels":[],"label_agreement":null},{"id":"W4248147046","doi":"10.1017/s0021900200009591","title":"A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011)","year":2012,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"Vrije Universiteit Brussel; Natural Sciences and Engineering Research Council of Canada; BNP Paribas Cardif; Universities Space Research Association","keywords":"Copula (linguistics); Mathematics; Bivariate analysis; Portfolio; Upper and lower bounds; Mathematical economics; Econometrics; Mathematical optimization; Applied mathematics; Statistics; Economics; Finance; Mathematical analysis","score_opus":0.02992024538084215,"score_gpt":0.23887493693174128,"score_spread":0.20895469155089913,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4248147046","genre_codex":"methods","genre_gemma":"commentary","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"commentary","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00943978,0.017363217,0.90591615,0.022481486,0.0063932105,0.00006699327,0.00051640806,0.00041353045,0.037409153],"genre_scores_gemma":[0.3347936,0.022468429,0.5622625,0.019975238,0.01835254,0.000316756,0.0013895564,0.0016543393,0.038787115],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9950629,0.0022065432,0.00026581276,0.00079407607,0.0012008776,0.00046975314],"domain_scores_gemma":[0.986005,0.009961383,0.00062100816,0.0013799538,0.0016995734,0.00033318822],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010912699,0.0030231662,0.0023278298,0.0034175226,0.0014388484,0.0048873345,0.0033380017,0.0040361965,0.0076066325],"category_scores_gemma":[0.027576517,0.00149333,0.004749068,0.0033671982,0.004046119,0.010983529,0.0042384085,0.01068646,0.0024763048],"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":[0.0000993264,0.00009490101,0.0006107676,0.0003030921,0.0001820794,0.00035960466,0.0004898031,0.019067157,0.0017578887,0.8738591,0.05460838,0.0485679],"study_design_scores_gemma":[0.00004015951,0.00009606187,0.0010161892,0.00013553137,0.00009399271,0.00023301321,0.000060067447,0.07678701,0.002055114,0.8423389,0.07696124,0.00018264474],"about_ca_topic_score_codex":0.005265209,"about_ca_topic_score_gemma":0.0036763109,"teacher_disagreement_score":0.010912699,"about_ca_system_score_codex":0.0030336988,"about_ca_system_score_gemma":0.0014959088,"threshold_uncertainty_score":0.057712555},"labels":[],"label_agreement":null},{"id":"W4249139200","doi":"10.1007/978-1-4471-5102-9_30-2","title":"Mean Field Games","year":2019,"lang":"en","type":"book-chapter","venue":"Encyclopedia of Systems and Control","topic":"Stochastic processes and financial applications","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":"Field (mathematics); Mathematics; Pure mathematics","score_opus":0.01050651043525346,"score_gpt":0.1884649279756893,"score_spread":0.17795841754043584,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4249139200","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.011188519,0.005470243,0.22520928,0.003187665,0.000859968,0.000113760594,0.0011685068,0.00046486952,0.75233716],"genre_scores_gemma":[0.295434,0.008339907,0.05115043,0.0016160511,0.0008051966,0.0004588782,0.001895578,0.00029328908,0.64000666],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997588,0.00007027154,0.000008524563,0.000046610206,0.00008524461,0.000030582214],"domain_scores_gemma":[0.99975747,0.00012517422,0.000014207457,0.000027193108,0.000045159948,0.00003079083],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00027943114,0.000902764,0.0006738359,0.00058867806,0.0004842304,0.0018650086,0.0006680042,0.0010274906,0.029382626],"category_scores_gemma":[0.0012839229,0.00020288149,0.00036972106,0.0007034021,0.0008600869,0.0012961667,0.00074614485,0.0012929462,0.0047875317],"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":[0.000022435846,0.0000406012,0.00008843963,0.000073835465,0.000016318145,0.00004245833,0.000053835272,0.010009885,0.00048350287,0.8900214,0.047878284,0.05126899],"study_design_scores_gemma":[0.000019882784,0.00001786938,0.00015185424,0.000035783316,0.000007597869,0.00006505577,0.00002054569,0.022761744,0.00017521674,0.9062817,0.070452176,0.000010628066],"about_ca_topic_score_codex":0.0021881235,"about_ca_topic_score_gemma":0.0023870787,"teacher_disagreement_score":0.029382626,"about_ca_system_score_codex":0.0011625212,"about_ca_system_score_gemma":0.0009504357,"threshold_uncertainty_score":0.098294616},"labels":[],"label_agreement":null},{"id":"W4249179082","doi":"10.32920/ryerson.14651955.v1","title":"Regime-Switching Behaviour In US Equity Indices: Two State Model With Kalman Filter Tracking And Finite State Machine Trading System","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Kalman filter; Econometrics; Equity (law); Index (typography); Economics; Investment (military); State (computer science); Extended Kalman filter; Computer science; Control theory (sociology); Artificial intelligence; Algorithm","score_opus":0.050381496262331085,"score_gpt":0.2653834318619314,"score_spread":0.21500193559960035,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4249179082","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.40170404,0.00041423386,0.5892504,0.0011142177,0.00009898831,0.000056927045,0.00037005407,0.00048404693,0.0065071285],"genre_scores_gemma":[0.98817164,0.00012881205,0.008676512,0.00004433953,0.000026918842,0.00005064105,0.00013511571,0.000017192737,0.0027487073],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995053,0.00018821482,0.000026240583,0.00013723497,0.00007500911,0.00006804037],"domain_scores_gemma":[0.997855,0.001524233,0.0002691116,0.00013137585,0.00016741917,0.0000529702],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014472358,0.0005099499,0.00095860136,0.0004148307,0.0004700923,0.0016523241,0.0009438836,0.0015630868,0.0018810504],"category_scores_gemma":[0.004955629,0.0005040488,0.00088900485,0.00041479862,0.0010029342,0.0012713803,0.00078639924,0.001461732,0.00027196112],"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":[0.00008594224,0.000056367786,0.0035539006,0.000024687715,0.00005299386,0.000097772165,0.00010685266,0.97296226,0.00064440066,0.016089495,0.0003891826,0.005936222],"study_design_scores_gemma":[0.000004580089,0.000007476793,0.0003362164,0.0000014956809,0.0000048430957,0.000003978757,0.0000035120443,0.99765164,0.000048017897,0.0018675904,0.000065969034,0.000004701795],"about_ca_topic_score_codex":0.020317594,"about_ca_topic_score_gemma":0.010049063,"teacher_disagreement_score":0.020317594,"about_ca_system_score_codex":0.0010631765,"about_ca_system_score_gemma":0.0007841401,"threshold_uncertainty_score":0.040398657},"labels":[],"label_agreement":null},{"id":"W4250038648","doi":"10.1090/fic/044/03","title":"Hardy’s inequality in 𝐿²([0,1]) and principal values of Brownian local times","year":2004,"lang":"en","type":"other","venue":"","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"","keywords":"Inequality; Principal (computer security); Mathematics; Brownian motion; Statistical physics; Statistics; Mathematical analysis; Computer science; Physics","score_opus":0.023877494875007694,"score_gpt":0.23642748787949147,"score_spread":0.21254999300448377,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4250038648","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08232637,0.020679995,0.569637,0.014351385,0.00125828,0.000071863346,0.0007971999,0.00028242008,0.31059542],"genre_scores_gemma":[0.64121664,0.016779454,0.12168313,0.0009398063,0.0030828128,0.00021603589,0.0012052583,0.00051870354,0.21435826],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989015,0.00050368026,0.00006085082,0.00018124787,0.00027318377,0.00007957398],"domain_scores_gemma":[0.99462163,0.0035711396,0.00032947437,0.0003336784,0.00073591253,0.00040806085],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034557611,0.0011288014,0.0011195478,0.0025305673,0.000780832,0.0041295397,0.0013926472,0.0012349831,0.013575259],"category_scores_gemma":[0.012288238,0.00048851117,0.0007860036,0.00373001,0.0031024474,0.0048210914,0.0015696543,0.0031081086,0.0015282407],"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":[0.000032288837,0.000014401622,0.00019842734,0.00006700982,0.000015652207,0.000049407503,0.00016634149,0.0018357314,0.00027726055,0.97889495,0.0057451776,0.0127034085],"study_design_scores_gemma":[0.00001257256,0.000010530254,0.00048699035,0.000029383958,0.000008286506,0.00006458984,0.00006286928,0.014458769,0.00017311035,0.9752153,0.009463637,0.000013767664],"about_ca_topic_score_codex":0.0033674336,"about_ca_topic_score_gemma":0.002510366,"teacher_disagreement_score":0.013575259,"about_ca_system_score_codex":0.0025926954,"about_ca_system_score_gemma":0.0012813861,"threshold_uncertainty_score":0.045413733},"labels":[],"label_agreement":null},{"id":"W4250090202","doi":"10.2139/ssrn.967702","title":"Pricing Interest Rate Derivatives Under Stochastic Volatility","year":2007,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Interest rate derivative; Interest rate; Stochastic volatility; Financial economics; Economics; Volatility (finance); Econometrics; Volatility smile; Business; Monetary economics","score_opus":0.02862444992952174,"score_gpt":0.2500671600585447,"score_spread":0.22144271012902295,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4250090202","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.382875,0.0009043554,0.6083554,0.0013968067,0.00031547228,0.000042878968,0.000058786834,0.0003958517,0.0056554433],"genre_scores_gemma":[0.98408,0.0003546955,0.01189629,0.00006744294,0.00021318081,0.000013423704,0.00003586198,0.00007545007,0.0032637496],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99869555,0.00058048556,0.00008461627,0.00015145815,0.00035884915,0.00012899721],"domain_scores_gemma":[0.99241215,0.0052817557,0.0008869396,0.0004016301,0.00059987756,0.00041757166],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0038419415,0.0007771875,0.0013817225,0.000789785,0.00034367052,0.004036354,0.0011582385,0.0024512096,0.0023231392],"category_scores_gemma":[0.02482378,0.00083153415,0.0010362566,0.0008122048,0.001775395,0.0065045194,0.0013635461,0.0020278553,0.00030452647],"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":[0.00025939272,0.0000721913,0.0017883033,0.000082559294,0.00008551332,0.0008330639,0.00015326861,0.33967784,0.006467698,0.638708,0.0006476883,0.011224553],"study_design_scores_gemma":[0.000035124922,0.000045411354,0.00038767076,0.0000058228,0.00002024731,0.00012255512,0.000013024201,0.8995987,0.00076110073,0.09879838,0.00018922119,0.000022725768],"about_ca_topic_score_codex":0.00092750817,"about_ca_topic_score_gemma":0.00044320937,"teacher_disagreement_score":0.004036354,"about_ca_system_score_codex":0.0011007483,"about_ca_system_score_gemma":0.0008231696,"threshold_uncertainty_score":0.02031833},"labels":[],"label_agreement":null},{"id":"W4250126807","doi":"10.1017/s0021900200020192","title":"Generalized Lorenz curves and convexifications of stochastic processes","year":2003,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"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","funders":"Natural Sciences and Engineering Research Council of Canada; Université Lille 1 - Sciences et Technologies; University of Manitoba","keywords":"Mathematics; Fractional Brownian motion; Brownian motion; Limit (mathematics); Range (aeronautics); Regular polygon; Stochastic process; Gaussian process; Asymptotic analysis; Applied mathematics; Mathematical analysis; Gaussian; Statistical physics; Statistics; Geometry","score_opus":0.036007596034460576,"score_gpt":0.22970192297994632,"score_spread":0.19369432694548575,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4250126807","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3207197,0.0010873197,0.6324647,0.0009940044,0.000080670565,0.000095480544,0.00016413271,0.00020581298,0.044188224],"genre_scores_gemma":[0.9394461,0.001060564,0.050253205,0.00010877879,0.00014465154,0.00010695383,0.00017417897,0.00009407736,0.008611506],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989784,0.0003344344,0.000049371574,0.0002080279,0.00024776993,0.0001819862],"domain_scores_gemma":[0.9964187,0.0015478753,0.00087565044,0.0004635445,0.0004359201,0.0002583212],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014937026,0.00082231814,0.0005329278,0.0022024203,0.0008195196,0.0021972237,0.00094013644,0.000768532,0.0040041786],"category_scores_gemma":[0.011849245,0.0003966612,0.00074552896,0.001321885,0.0030247779,0.005101856,0.0014505252,0.0020841942,0.00061272894],"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":[0.000016479744,0.0000091250795,0.00039233305,0.000017979462,0.00000931205,0.00013795334,0.00017677614,0.036283873,0.001321628,0.9522273,0.0002661441,0.009141215],"study_design_scores_gemma":[0.000006874745,0.000030585896,0.00061970117,0.000016843247,0.0000055852647,0.00017636016,0.00013554978,0.16386846,0.0013220052,0.8298077,0.0039878464,0.000022436696],"about_ca_topic_score_codex":0.0011377084,"about_ca_topic_score_gemma":0.00049868703,"teacher_disagreement_score":0.0040041786,"about_ca_system_score_codex":0.0013379914,"about_ca_system_score_gemma":0.0004621086,"threshold_uncertainty_score":0.013395309},"labels":[],"label_agreement":null},{"id":"W4250184214","doi":"10.32920/ryerson.14653533","title":"Pricing barrier and barrier crack option under levy process","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Monte Carlo method; Lévy process; Gasoline; Computation; Monte Carlo methods for option pricing; Fourier transform; Fast Fourier transform; Econometrics; Process (computing); Economics; Computer science; Valuation of options; Mathematics; Applied mathematics; Engineering; Algorithm; Statistics","score_opus":0.032812574932892,"score_gpt":0.2517902364368919,"score_spread":0.21897766150399992,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4250184214","genre_codex":"empirical","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.68382806,0.0012040802,0.303342,0.0016481936,0.00012985019,0.00005812678,0.00013943385,0.00013461526,0.009515494],"genre_scores_gemma":[0.9866252,0.00050622865,0.006144156,0.000069875634,0.00008839074,0.000030080146,0.000060839473,0.00003063805,0.006444642],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99940526,0.00019699085,0.00002470716,0.00009187391,0.00016482857,0.00011637278],"domain_scores_gemma":[0.99801683,0.00090196746,0.0004160378,0.000107569474,0.00024269955,0.00031490944],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015183889,0.00064136717,0.00089575176,0.00082951965,0.00050192367,0.001753484,0.0010661418,0.001961077,0.0038185294],"category_scores_gemma":[0.005803594,0.00032416935,0.0011817924,0.00058296864,0.0017718441,0.0036407663,0.001076553,0.0018513651,0.00019728902],"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":[0.00020153756,0.000103141974,0.0046846173,0.000120530916,0.00007806158,0.0016619773,0.00023184801,0.380053,0.010887168,0.5942761,0.0014064594,0.0062955366],"study_design_scores_gemma":[0.000019656653,0.00003883086,0.00060620793,0.000005667355,0.000011315113,0.000122015605,0.00003622252,0.95590866,0.00030757883,0.042707425,0.0002179125,0.00001843436],"about_ca_topic_score_codex":0.0042150957,"about_ca_topic_score_gemma":0.0016637571,"teacher_disagreement_score":0.0042150957,"about_ca_system_score_codex":0.00088485004,"about_ca_system_score_gemma":0.00081905705,"threshold_uncertainty_score":0.012774289},"labels":[],"label_agreement":null},{"id":"W4250212451","doi":"10.32920/ryerson.14646666.v1","title":"Spanning With Binary Options: A Vector Lattice Approach","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Trinomial; Portfolio; Rollover (web design); Trinomial tree; Linear subspace; Binary number; Lattice (music); Mathematical optimization; Binomial options pricing model; Computer science; Mathematics; Econometrics; Valuation of options; Economics; Financial economics; Combinatorics; Pure mathematics; Arithmetic","score_opus":0.0467569346419002,"score_gpt":0.23290617037587277,"score_spread":0.18614923573397257,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4250212451","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03444613,0.0005941709,0.95777726,0.00036007646,0.00007334321,0.000039217863,0.0000709902,0.00013154196,0.0065072835],"genre_scores_gemma":[0.5088225,0.00087665,0.47996154,0.00016480233,0.0001443407,0.00012998168,0.00028615925,0.000117614596,0.009496374],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990283,0.00042004813,0.000049030477,0.00011995919,0.00027148396,0.000111110465],"domain_scores_gemma":[0.9985423,0.0008815007,0.00011928462,0.00012949579,0.00018289861,0.000144479],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014335219,0.00041924644,0.0009173012,0.0010231785,0.00077360123,0.00239808,0.001507473,0.0010914152,0.006377537],"category_scores_gemma":[0.0045753843,0.00044766584,0.0008741394,0.0015631022,0.0011411482,0.0030981307,0.0017432201,0.0015994597,0.00072715554],"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":[0.0000839657,0.000093921415,0.0009495157,0.000102928345,0.000027893822,0.00011466576,0.00015518598,0.19085255,0.0014048353,0.73662925,0.0015366592,0.06804859],"study_design_scores_gemma":[0.0000134675865,0.000029448922,0.00007039733,0.000014567071,0.0000048314146,0.000049737373,0.00003932172,0.74829894,0.00031581626,0.24968107,0.0014718481,0.000010614085],"about_ca_topic_score_codex":0.0015408642,"about_ca_topic_score_gemma":0.0012516755,"teacher_disagreement_score":0.006377537,"about_ca_system_score_codex":0.0007999109,"about_ca_system_score_gemma":0.0007806642,"threshold_uncertainty_score":0.021335006},"labels":[],"label_agreement":null},{"id":"W4250329553","doi":"10.32920/ryerson.14664330.v1","title":"Pricing energy contracts under regime switching time-changed Levy Processes","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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; University of Toronto","funders":"","keywords":"Lévy process; Econometrics; Economics; Markov chain; Energy (signal processing); Variety (cybernetics); Valuation of options; Computer science; Mathematical economics; Applied mathematics; Mathematics; Statistics","score_opus":0.035319476715052874,"score_gpt":0.22431448040452262,"score_spread":0.18899500368946975,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4250329553","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6369806,0.0003968187,0.35665223,0.0009064484,0.00007396378,0.000033306755,0.00013758778,0.00019435212,0.0046247737],"genre_scores_gemma":[0.99282384,0.00017743002,0.0051313303,0.00003587586,0.000041155457,0.000016760485,0.000056835004,0.000028386556,0.0016883371],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99882966,0.0005751272,0.00005455671,0.00014655906,0.00025844068,0.00013573293],"domain_scores_gemma":[0.9939254,0.0038766656,0.0011918903,0.00032633904,0.00032888225,0.00035082255],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0041365465,0.00042455323,0.0007674639,0.0006427952,0.0003288011,0.0020739825,0.0012031479,0.0020134298,0.002259273],"category_scores_gemma":[0.016206263,0.000475721,0.00082234055,0.00074135215,0.0014106795,0.0035021119,0.0012078885,0.001625299,0.00016091164],"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":[0.0001762938,0.00009644639,0.00635121,0.000048569513,0.00008054848,0.0005675604,0.00018975172,0.6186148,0.002635426,0.36157885,0.0007358393,0.008924675],"study_design_scores_gemma":[0.000020481482,0.000020596932,0.00060698605,0.000004653923,0.0000054154452,0.000034002507,0.000017355575,0.950054,0.00015737287,0.04891447,0.00015168212,0.000012981825],"about_ca_topic_score_codex":0.0023380169,"about_ca_topic_score_gemma":0.0013007828,"teacher_disagreement_score":0.0041365465,"about_ca_system_score_codex":0.001010983,"about_ca_system_score_gemma":0.00074203854,"threshold_uncertainty_score":0.021876395},"labels":[],"label_agreement":null},{"id":"W4250985156","doi":"10.32920/ryerson.14665113","title":"Trajectory Based Market Models for Two Stocks","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Trajectory; Portfolio; Numéraire; Recursion (computer science); Set (abstract data type); Class (philosophy); Mathematical economics; Asset (computer security); Mathematics; Computer science; Mathematical optimization; Econometrics; Economics; Finance; Algorithm; Artificial intelligence","score_opus":0.053576320339006965,"score_gpt":0.25126997425281017,"score_spread":0.1976936539138032,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4250985156","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09111241,0.00034631655,0.8992133,0.00048840366,0.000043463784,0.000046000165,0.00027135038,0.00015096788,0.008327826],"genre_scores_gemma":[0.8649729,0.0007550887,0.10908427,0.00011726004,0.00007945108,0.00021342334,0.0007090202,0.000094859424,0.023973739],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99959916,0.00011242363,0.000018881634,0.00007435363,0.0001338706,0.00006137923],"domain_scores_gemma":[0.9985329,0.0007662079,0.00029197393,0.00008048081,0.00018548322,0.00014301765],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001023648,0.0006155481,0.00070642814,0.0009977468,0.0005171364,0.002227656,0.0014235583,0.001375126,0.0067761955],"category_scores_gemma":[0.0040031117,0.0003367237,0.00097045675,0.00083779177,0.0011948871,0.003120738,0.0010847176,0.0012636797,0.000466806],"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":[0.000023985363,0.000021888629,0.0007957904,0.000021283055,0.000015510486,0.00013565949,0.00008193967,0.4541886,0.0005615486,0.54044646,0.00042432078,0.0032829738],"study_design_scores_gemma":[0.000003440764,0.0000068451127,0.000072057774,0.0000027247822,0.0000018453685,0.000013074927,0.000008756569,0.9387663,0.0000852472,0.060630836,0.00040387613,0.0000050517287],"about_ca_topic_score_codex":0.0065089455,"about_ca_topic_score_gemma":0.004145492,"teacher_disagreement_score":0.0067761955,"about_ca_system_score_codex":0.0015067375,"about_ca_system_score_gemma":0.0008690689,"threshold_uncertainty_score":0.0226686},"labels":[],"label_agreement":null},{"id":"W4251373432","doi":"10.1017/s0021900200021264","title":"Optimal claims with fixed payoff structure","year":2014,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; BNP Paribas Cardif","keywords":"Stochastic game; Generality; Mathematical economics; Portfolio; Mathematics; Maximization; Copula (linguistics); Econometrics; Mathematical optimization; Economics; Finance","score_opus":0.012663878683701038,"score_gpt":0.1906177621428235,"score_spread":0.17795388345912247,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4251373432","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28978813,0.0013688152,0.68879545,0.0017119909,0.00007633072,0.00013466166,0.00035721724,0.00017386374,0.017593518],"genre_scores_gemma":[0.94024676,0.00076208764,0.050672024,0.00014099786,0.00009936411,0.00012610611,0.00025257125,0.00006146501,0.0076387036],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99790525,0.00075422326,0.00015938237,0.00046275416,0.00040827514,0.00031015137],"domain_scores_gemma":[0.9930426,0.0044472297,0.0008804096,0.0006224541,0.00049912673,0.00050822314],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004322083,0.0011666346,0.001840123,0.0010451424,0.00072871335,0.0032037562,0.0015191655,0.003028369,0.003557661],"category_scores_gemma":[0.017264688,0.0008820112,0.0012928039,0.0008386484,0.0024780699,0.00558763,0.002072459,0.0028343701,0.00035598458],"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":[0.00010722764,0.00010545837,0.00083173526,0.0001106924,0.000048778733,0.00023045826,0.00017250291,0.13461056,0.0020005812,0.8502638,0.0008921962,0.01062603],"study_design_scores_gemma":[0.00004330347,0.000091259986,0.00056943356,0.000037630813,0.000020550704,0.000066987006,0.00004488588,0.4242327,0.0010028513,0.5731491,0.0007183228,0.000022990647],"about_ca_topic_score_codex":0.0009168849,"about_ca_topic_score_gemma":0.00050480367,"teacher_disagreement_score":0.004322083,"about_ca_system_score_codex":0.0022615788,"about_ca_system_score_gemma":0.0011397586,"threshold_uncertainty_score":0.022857606},"labels":[],"label_agreement":null},{"id":"W4252238909","doi":"10.2139/ssrn.1343257","title":"Dynamic Correlation Hedging in Copula Models for Portfolio Selection","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Copula (linguistics); Econometrics; Portfolio; Selection (genetic algorithm); Correlation; Economics; Mathematics; Computer science; Financial economics; Artificial intelligence","score_opus":0.017743129659882742,"score_gpt":0.2248098212948515,"score_spread":0.20706669163496877,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4252238909","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04907482,0.002123626,0.94331914,0.0011521585,0.00019133743,0.00006017697,0.00014328693,0.00017776314,0.003757746],"genre_scores_gemma":[0.90664935,0.0034641202,0.06927453,0.0004715282,0.0006104176,0.00025316735,0.00061699253,0.00028747105,0.018372372],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9983058,0.0009772163,0.000071352886,0.00027947538,0.00020183797,0.00016420051],"domain_scores_gemma":[0.98957634,0.0074346755,0.0009548639,0.00083605014,0.0006383035,0.0005597943],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0052970513,0.0013400645,0.0027621211,0.0012938601,0.0008773985,0.0035551486,0.0024474475,0.0029690035,0.0041061523],"category_scores_gemma":[0.026612224,0.0016161213,0.0018831134,0.0019234995,0.0017639962,0.004452939,0.002300663,0.0037091959,0.0005695335],"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":[0.0000630563,0.00009187762,0.0014652928,0.00012018786,0.00016795444,0.0002179078,0.00011823992,0.59610796,0.0007436657,0.38675842,0.0023147603,0.011830636],"study_design_scores_gemma":[0.000006640812,0.000009792279,0.00016527058,0.000008818732,0.000015102842,0.00002006113,0.0000057593356,0.95013976,0.000044162716,0.04936509,0.00020820515,0.000011348946],"about_ca_topic_score_codex":0.0039010805,"about_ca_topic_score_gemma":0.0035882469,"teacher_disagreement_score":0.0052970513,"about_ca_system_score_codex":0.0015316687,"about_ca_system_score_gemma":0.0016082077,"threshold_uncertainty_score":0.028013825},"labels":[],"label_agreement":null},{"id":"W4252878060","doi":"10.5539/ijsp.v10n2p109","title":"A Q-learning Approach to a Consumption-Investment Problem","year":2021,"lang":"en","type":"article","venue":"International Journal of Statistics and Probability","topic":"Stochastic processes and financial applications","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":"Mathematical optimization; Investment (military); Q-learning; Markov decision process; Consumption (sociology); Mathematics; Function (biology); Time horizon; Discrete time and continuous time; Mathematical economics; Markov process; Computer science; Artificial intelligence; Reinforcement learning; Statistics","score_opus":0.03217459380474713,"score_gpt":0.2565965419785219,"score_spread":0.22442194817377475,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4252878060","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0051113945,0.00040731073,0.98925287,0.0010134787,0.000056653484,0.00006001632,0.00006414711,0.000044044253,0.0039901724],"genre_scores_gemma":[0.58427215,0.0018700423,0.395831,0.0005461787,0.0004140378,0.0005701066,0.00027814138,0.00007972507,0.016138755],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99818414,0.001188604,0.000052955445,0.00028277008,0.00018960745,0.00010196522],"domain_scores_gemma":[0.9957496,0.0035886536,0.0001687175,0.00008705753,0.00025421605,0.0001517164],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003781078,0.00082324725,0.001490402,0.00066587364,0.0005735524,0.0015962631,0.0017911597,0.0024769516,0.007245402],"category_scores_gemma":[0.0075932285,0.00063192664,0.00082845247,0.0012907924,0.0018248734,0.0022538987,0.0012915418,0.0027203618,0.00045043384],"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":[0.0000539878,0.00009251939,0.0004141882,0.00013821063,0.000039298357,0.000121461206,0.00007823868,0.7585961,0.00025667963,0.21671413,0.0016142895,0.021880874],"study_design_scores_gemma":[0.000017476388,0.000031109277,0.00006373526,0.00001231312,0.0000066828156,0.000019658004,0.000012331546,0.9284037,0.000071553965,0.07041413,0.0009395744,0.000007706779],"about_ca_topic_score_codex":0.0058105206,"about_ca_topic_score_gemma":0.0036582004,"teacher_disagreement_score":0.007245402,"about_ca_system_score_codex":0.0023582892,"about_ca_system_score_gemma":0.002807027,"threshold_uncertainty_score":0.024238229},"labels":[],"label_agreement":null},{"id":"W4253246159","doi":"10.32920/ryerson.14655162.v1","title":"Pricing and hedging Asian options under Levy processes and robust long-term investing with learning about stock returns","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Economics; Econometrics; Portfolio; Stock (firearms); Stochastic discount factor; Equity (law); Financial economics; Capital asset pricing model","score_opus":0.04876391316860595,"score_gpt":0.23964151551366536,"score_spread":0.1908776023450594,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4253246159","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.38843483,0.00051698834,0.6052597,0.00088896963,0.000053376338,0.000030279303,0.00009179232,0.0001210791,0.004602933],"genre_scores_gemma":[0.9865132,0.00024924203,0.008772108,0.000056429813,0.000037649843,0.00002247206,0.000054516804,0.000018482546,0.004275983],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99950266,0.00020808169,0.000029006764,0.000111146685,0.00009529773,0.000053835567],"domain_scores_gemma":[0.9984193,0.00071855466,0.0004645279,0.00014644813,0.00013004366,0.000121121455],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021108314,0.0007833828,0.0007988993,0.0003744335,0.00019036577,0.0012467294,0.0009936738,0.0015607651,0.0015127352],"category_scores_gemma":[0.006897309,0.00039957234,0.0010022522,0.0004475863,0.001291492,0.0026435053,0.001026127,0.0011741729,0.00017453618],"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":[0.00009054549,0.00009080699,0.0035273365,0.00005424138,0.000078075944,0.00036807518,0.00014275173,0.75884545,0.0039759227,0.22145306,0.0003035232,0.01107016],"study_design_scores_gemma":[0.000008311794,0.000033125263,0.00058196863,0.000003992532,0.00000970234,0.000029480572,0.000010931691,0.9673447,0.00024762625,0.031612005,0.00010894604,0.000009178128],"about_ca_topic_score_codex":0.0021524183,"about_ca_topic_score_gemma":0.0013001288,"teacher_disagreement_score":0.0021524183,"about_ca_system_score_codex":0.0006326094,"about_ca_system_score_gemma":0.0004951587,"threshold_uncertainty_score":0.011163235},"labels":[],"label_agreement":null},{"id":"W4253758796","doi":"10.1017/s0021900200019975","title":"An explicit solution to an optimal stopping problem with regime switching","year":2001,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Optimal stopping; Mathematics; Stopping time; Geometric Brownian motion; Brownian motion; Jump process; Martingale (probability theory); Classification of discontinuities; Jump; Markov process; Applied mathematics; Black–Scholes model; Arbitrage; Optional stopping theorem; Mathematical economics; Mathematical optimization; Valuation of options; Mathematical analysis; Diffusion process; Econometrics; Computer science; Economics","score_opus":0.031395104087653024,"score_gpt":0.23849726138622912,"score_spread":0.2071021572985761,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4253758796","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08870947,0.00078790775,0.8875256,0.0022149533,0.00019820232,0.00004769675,0.0000872936,0.00012006111,0.020308794],"genre_scores_gemma":[0.86285096,0.00089594413,0.11401179,0.0003018277,0.00022510494,0.00018575949,0.00015705866,0.00010631399,0.021265294],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99945277,0.00022234894,0.000028941597,0.0000901599,0.00010881003,0.00009699191],"domain_scores_gemma":[0.99838877,0.0009932694,0.00023879326,0.000061968065,0.00014426597,0.00017296502],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015611025,0.0007288699,0.0009948257,0.0006035109,0.00066310336,0.0016416891,0.0010168537,0.0030844866,0.0048733656],"category_scores_gemma":[0.007175156,0.0006117147,0.0011560798,0.0005428634,0.0016119229,0.0016092008,0.0017904328,0.0018629531,0.00036239848],"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":[0.00006199947,0.00007170429,0.000696234,0.000121000485,0.000049877443,0.00038524094,0.00021134257,0.17498006,0.0018609476,0.81005436,0.001588991,0.009918208],"study_design_scores_gemma":[0.000031787615,0.00004348707,0.00016038917,0.000026300007,0.000015483185,0.0000633503,0.000033975295,0.7290943,0.00032263467,0.26887208,0.0013192184,0.000016933469],"about_ca_topic_score_codex":0.0013007524,"about_ca_topic_score_gemma":0.0010543092,"teacher_disagreement_score":0.0048733656,"about_ca_system_score_codex":0.00075452286,"about_ca_system_score_gemma":0.0013358479,"threshold_uncertainty_score":0.016303003},"labels":[],"label_agreement":null},{"id":"W4254234021","doi":"10.32920/14636439","title":"Pricing Basket Options by Polynomial Approximations","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Chebyshev polynomials; Monte Carlo methods for option pricing; Exponential function; Applied mathematics; Monte Carlo method; Chebyshev filter; Gaussian; Mathematics; Multivariate statistics; Taylor series; Polynomial; Mathematical optimization; Mathematical analysis; Statistics; Physics","score_opus":0.027314228120204963,"score_gpt":0.2273639595118588,"score_spread":0.20004973139165386,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4254234021","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.016972367,0.00016080373,0.9803711,0.0001476512,0.00003452395,0.000020563433,0.00004022931,0.0001347221,0.002118083],"genre_scores_gemma":[0.6483768,0.0013367287,0.33576745,0.0002091102,0.00023340147,0.00017702125,0.00030970722,0.00027980597,0.013309959],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992667,0.00026395117,0.000028801276,0.00007866269,0.00027776018,0.000084106716],"domain_scores_gemma":[0.99805546,0.0010382305,0.00024287844,0.00021693637,0.00032701012,0.00011953749],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001990959,0.0006881059,0.0010376099,0.00094063405,0.00040820887,0.002385089,0.0016436513,0.0014370093,0.0050155977],"category_scores_gemma":[0.008820021,0.0005911562,0.001099176,0.0014981618,0.0011738726,0.003052784,0.0012271391,0.0017369278,0.0010695715],"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":[0.00006757856,0.00004887456,0.00066123024,0.00006184991,0.00003086669,0.00013713224,0.000076802025,0.6997168,0.0014661208,0.27769196,0.0009960551,0.019044721],"study_design_scores_gemma":[0.000004544144,0.0000050963786,0.000025193161,0.0000030842634,0.0000016833517,0.000010569271,0.0000028528393,0.98268974,0.000109181325,0.016876293,0.00026857873,0.00000322217],"about_ca_topic_score_codex":0.0038213728,"about_ca_topic_score_gemma":0.0025982242,"teacher_disagreement_score":0.0050155977,"about_ca_system_score_codex":0.0008613741,"about_ca_system_score_gemma":0.0010313723,"threshold_uncertainty_score":0.016778886},"labels":[],"label_agreement":null},{"id":"W4254255098","doi":"10.1002/wilj.13","title":"Affine concatenation","year":2009,"lang":"en","type":"article","venue":"Wilmott Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":16,"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":"Ryerson University; University of Chicago","keywords":"Affine transformation; Skew; Concatenation (mathematics); Valuation (finance); Computer science; Calibration; Stochastic volatility; Mathematics; Econometrics; Volatility (finance); Economics; Statistics; Accounting; Arithmetic; Geometry","score_opus":0.02367551461032644,"score_gpt":0.22630668082441086,"score_spread":0.20263116621408442,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4254255098","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.011756365,0.0006237138,0.8558104,0.00057611935,0.0009614029,0.00014016873,0.0025605378,0.006141614,0.12142979],"genre_scores_gemma":[0.47844583,0.0019617574,0.32956243,0.0013781472,0.001721912,0.00045176846,0.009770499,0.0045339046,0.1721738],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99781907,0.00041840912,0.00021782315,0.0007028967,0.0005911974,0.00025063928],"domain_scores_gemma":[0.9978319,0.0003663538,0.00020275207,0.0010490373,0.0004510928,0.0000988128],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001081486,0.0010562325,0.0009320838,0.0014409065,0.0012108572,0.0036646887,0.0015582058,0.0008938846,0.06486315],"category_scores_gemma":[0.004095176,0.00053557503,0.0013788582,0.0021332956,0.0014359424,0.0058072596,0.004098298,0.0018138904,0.02329851],"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":[0.0001612398,0.00005266025,0.0008558838,0.000139555,0.00005451061,0.0003836956,0.0003084657,0.012652324,0.0026753962,0.82210755,0.02954455,0.1310642],"study_design_scores_gemma":[0.000024985542,0.00010430439,0.00045196892,0.00008507752,0.000057420155,0.00069803983,0.00012997638,0.06030608,0.00761635,0.68447703,0.24598801,0.000060763326],"about_ca_topic_score_codex":0.0009023379,"about_ca_topic_score_gemma":0.00081861974,"teacher_disagreement_score":0.06486315,"about_ca_system_score_codex":0.0006654343,"about_ca_system_score_gemma":0.0007311019,"threshold_uncertainty_score":0.21698886},"labels":[],"label_agreement":null},{"id":"W4255147800","doi":"10.1111/j.1744-7976.2007.00084_2.x","title":"Martingale Restrictions and the Implied Market Price of Risk","year":2007,"lang":"fr","type":"article","venue":"Canadian Journal of Agricultural Economics/Revue canadienne d agroeconomie","topic":"Stochastic processes and financial applications","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":"Economics; Arbitrage; Valuation of options; Futures contract; Financial economics; Martingale (probability theory); Stochastic discount factor; Capital asset pricing model; Mathematics","score_opus":0.013681339884547502,"score_gpt":0.16160762188718844,"score_spread":0.14792628200264094,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4255147800","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21736312,0.001427545,0.7465549,0.0023053112,0.0001074513,0.000032131156,0.00024145505,0.00013161154,0.03183647],"genre_scores_gemma":[0.93897665,0.0011716097,0.052884642,0.00017288399,0.00017593523,0.00009445052,0.00022205795,0.000065779575,0.0062359767],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9985475,0.000443868,0.000097661294,0.00019184682,0.0005956776,0.00012351893],"domain_scores_gemma":[0.9893545,0.007822751,0.0011477724,0.00086060964,0.00062950456,0.00018490854],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029628682,0.00038404032,0.0004910565,0.0012324366,0.00037889375,0.001861956,0.0007930377,0.0011886084,0.003619738],"category_scores_gemma":[0.017134659,0.0003877712,0.00085839786,0.00072535715,0.004292965,0.00439384,0.001241053,0.0022398822,0.0003818046],"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":[0.000010161629,0.000006715242,0.000363692,0.000025364578,0.000007775084,0.00008603538,0.00006488262,0.0077392906,0.0008660818,0.9870914,0.00013073791,0.0036078966],"study_design_scores_gemma":[0.000011879153,0.000025663621,0.00091659214,0.000030170435,0.000005238307,0.00015176472,0.000024641444,0.05203518,0.00090355333,0.9438217,0.002055425,0.000018207364],"about_ca_topic_score_codex":0.0006904454,"about_ca_topic_score_gemma":0.00046386712,"teacher_disagreement_score":0.003619738,"about_ca_system_score_codex":0.0007630436,"about_ca_system_score_gemma":0.0011831112,"threshold_uncertainty_score":0.015669346},"labels":[],"label_agreement":null},{"id":"W4255203801","doi":"10.1017/s0021900200003946","title":"Law of Large Numbers for Dynamic Bargaining Markets","year":2008,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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":"Université du Québec à Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Law of large numbers; Sequence (biology); Jump; Markov chain; Markov process; Statistical physics; Mathematical economics; Random variable; Statistics","score_opus":0.025650102830669555,"score_gpt":0.23890390746603363,"score_spread":0.21325380463536409,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4255203801","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.056121554,0.0015336737,0.91200507,0.0035548357,0.00020820666,0.00007383929,0.00009928575,0.00017663279,0.026226906],"genre_scores_gemma":[0.8911027,0.0017733903,0.08673157,0.001277781,0.00077353424,0.0004586646,0.00020426213,0.0001811921,0.017496973],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983071,0.0007741561,0.000069009846,0.00021037835,0.00047672,0.0001625247],"domain_scores_gemma":[0.9894142,0.007816608,0.0009096773,0.00045675863,0.00060254376,0.00080012373],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0051916507,0.0009249767,0.0011247462,0.0017433738,0.0012783952,0.0028356223,0.0020657955,0.0024178203,0.0056511187],"category_scores_gemma":[0.02192477,0.00045357685,0.0013693966,0.0010570921,0.0048000026,0.0067297756,0.0023749492,0.0041284417,0.00064924883],"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":[0.0000053797985,0.000011291355,0.00015398074,0.00001669235,0.000006145687,0.00006496475,0.00007088151,0.007564968,0.00032197093,0.9904923,0.00035701867,0.00093446334],"study_design_scores_gemma":[0.000013123151,0.000016135627,0.00012932485,0.00001726301,0.0000050883573,0.000071806724,0.00002788313,0.1745587,0.000109545654,0.82412696,0.0009107063,0.000013509942],"about_ca_topic_score_codex":0.0010439025,"about_ca_topic_score_gemma":0.0007165277,"teacher_disagreement_score":0.0056511187,"about_ca_system_score_codex":0.001882383,"about_ca_system_score_gemma":0.0009989381,"threshold_uncertainty_score":0.027456403},"labels":[],"label_agreement":null},{"id":"W4255523689","doi":"10.2139/ssrn.2081154","title":"High Frequency Trading and End-of-Day Manipulation","year":2012,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"End-to-end principle; High-frequency trading; Business; Computer science; Algorithmic trading; Finance; Computer network","score_opus":0.021415472008775527,"score_gpt":0.2217699664648025,"score_spread":0.20035449445602696,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4255523689","genre_codex":"empirical","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.90586305,0.00077566586,0.07076329,0.00076907227,0.000088759494,0.000016447584,0.0000714071,0.00011182905,0.021540461],"genre_scores_gemma":[0.99716765,0.000067771856,0.00085934694,0.00002315822,0.000035195473,0.000003131065,0.000013167876,0.000006815501,0.0018237843],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9994955,0.00014869886,0.000031342093,0.00011398766,0.00012585103,0.000084654006],"domain_scores_gemma":[0.99055135,0.006384924,0.0017378723,0.00072025583,0.00029219867,0.00031338568],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00080901856,0.0001612019,0.00040596735,0.00041849678,0.0003397948,0.0020645552,0.00044646833,0.0011795982,0.0054719313],"category_scores_gemma":[0.011752927,0.0001967013,0.0003028619,0.00033587168,0.00068970653,0.001854614,0.0007275437,0.00088053074,0.00035204372],"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":[0.0016897228,0.000828514,0.07341414,0.00016751491,0.00028449984,0.003420834,0.0011970929,0.062712766,0.039619587,0.7020228,0.0031674826,0.11147505],"study_design_scores_gemma":[0.00008780124,0.00032040704,0.07344099,0.000030828956,0.00008747787,0.0021762273,0.00042205854,0.41743007,0.004265143,0.4988563,0.0027968679,0.00008577519],"about_ca_topic_score_codex":0.00034660436,"about_ca_topic_score_gemma":0.00029447582,"teacher_disagreement_score":0.0054719313,"about_ca_system_score_codex":0.00026667537,"about_ca_system_score_gemma":0.00018043684,"threshold_uncertainty_score":0.01830548},"labels":[],"label_agreement":null},{"id":"W4255594512","doi":"10.1017/s0001867800000495","title":"Ruin in the perturbed compound Poisson risk process under interest force","year":2005,"lang":"en","type":"article","venue":"Advances in Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":13,"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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Ruin theory; Mathematics; First-hitting-time model; Risk process; Poisson distribution; Constant (computer programming); Differentiable function; Compound Poisson process; Oscillation (cell signaling); Applied mathematics; Cox process; Risk model; Mathematical analysis; Poisson process; Statistics","score_opus":0.03095852373520354,"score_gpt":0.26556974668973554,"score_spread":0.23461122295453202,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4255594512","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.54397964,0.0011904283,0.4438427,0.0016454975,0.00015191732,0.000096639145,0.00015992884,0.00020041673,0.00873286],"genre_scores_gemma":[0.9907425,0.0003342276,0.0047508264,0.0000805172,0.000063289095,0.00003062755,0.000040488834,0.000023690081,0.0039337156],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99824214,0.0005963382,0.00009991772,0.0003607067,0.00037461126,0.00032622024],"domain_scores_gemma":[0.9909128,0.004874669,0.0024404337,0.00043172206,0.000755302,0.0005850264],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003894945,0.00084230397,0.0013308586,0.001100079,0.00069347123,0.0019552072,0.0013396835,0.0018841325,0.0024449178],"category_scores_gemma":[0.0135769,0.00046389166,0.0009874771,0.0006179223,0.002726983,0.0037202805,0.0014241575,0.0018696898,0.0002415847],"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":[0.00032576488,0.00011279455,0.0060324273,0.00011622863,0.000099206496,0.002011518,0.00054803205,0.4014345,0.0073938663,0.5725748,0.0010659419,0.008284864],"study_design_scores_gemma":[0.000031283565,0.00006989211,0.0011559412,0.0000114957575,0.000026432112,0.00025062167,0.000083062194,0.91692805,0.0008558506,0.08011529,0.0004320868,0.000040040002],"about_ca_topic_score_codex":0.0034505855,"about_ca_topic_score_gemma":0.0010116777,"teacher_disagreement_score":0.003894945,"about_ca_system_score_codex":0.001555271,"about_ca_system_score_gemma":0.0006886852,"threshold_uncertainty_score":0.02059865},"labels":[],"label_agreement":null},{"id":"W4255649249","doi":"10.23952/jnva.2.2018.2.09","title":"Disintegration of Young measures and conditional probabilities","year":2018,"lang":"en","type":"article","venue":"Journal of Nonlinear and Variational Analysis","topic":"Stochastic processes and financial applications","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":"Conditional probability; Psychology; Econometrics; Statistics; Mathematics","score_opus":0.02189468496870674,"score_gpt":0.23791386694106878,"score_spread":0.21601918197236203,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4255649249","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0832043,0.0026251387,0.88617504,0.0011909268,0.00024831545,0.000032387226,0.00021774415,0.00013498809,0.026171116],"genre_scores_gemma":[0.8283372,0.0039777304,0.13855284,0.00055126677,0.00077854365,0.00015362164,0.0004841209,0.00020734858,0.026957324],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985795,0.00037309626,0.00010272656,0.00037766367,0.00039301676,0.00017389658],"domain_scores_gemma":[0.9941157,0.0030208533,0.00095598825,0.0004375235,0.00087492727,0.0005948926],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029461419,0.00068425544,0.0007294032,0.002561614,0.00081403076,0.0028013466,0.0010608819,0.0008754853,0.003741156],"category_scores_gemma":[0.010970048,0.00066235615,0.0011866553,0.0015116113,0.004554587,0.006320369,0.0028255107,0.0025933785,0.00050341117],"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":[0.00000629863,0.0000030598485,0.00011103874,0.0000133633785,0.000005874778,0.000030632957,0.000054857715,0.0008915834,0.00028924903,0.99652654,0.00020713848,0.0018603887],"study_design_scores_gemma":[0.0000065629,0.000018680776,0.00032568316,0.000016227974,0.000008088557,0.00014609663,0.0000338565,0.02323889,0.0004693121,0.97324604,0.002474552,0.000016107355],"about_ca_topic_score_codex":0.0013743397,"about_ca_topic_score_gemma":0.00072890293,"teacher_disagreement_score":0.003741156,"about_ca_system_score_codex":0.001423502,"about_ca_system_score_gemma":0.0009783318,"threshold_uncertainty_score":0.015580833},"labels":[],"label_agreement":null},{"id":"W4256099825","doi":"10.32920/ryerson.14664330","title":"Pricing energy contracts under regime switching time-changed Levy Processes","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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; University of Toronto","funders":"","keywords":"Lévy process; Economics; Econometrics; Markov chain; Energy (signal processing); Variety (cybernetics); Valuation of options; Computer science; Mathematical economics; Mathematics; Applied mathematics","score_opus":0.035319476715052874,"score_gpt":0.22431448040452262,"score_spread":0.18899500368946975,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4256099825","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6369806,0.0003968187,0.35665223,0.0009064484,0.00007396378,0.000033306755,0.00013758778,0.00019435212,0.0046247737],"genre_scores_gemma":[0.99282384,0.00017743002,0.0051313303,0.00003587586,0.000041155457,0.000016760485,0.000056835004,0.000028386556,0.0016883371],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99882966,0.0005751272,0.00005455671,0.00014655906,0.00025844068,0.00013573293],"domain_scores_gemma":[0.9939254,0.0038766656,0.0011918903,0.00032633904,0.00032888225,0.00035082255],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0041365465,0.00042455323,0.0007674639,0.0006427952,0.0003288011,0.0020739825,0.0012031479,0.0020134298,0.002259273],"category_scores_gemma":[0.016206263,0.000475721,0.00082234055,0.00074135215,0.0014106795,0.0035021119,0.0012078885,0.001625299,0.00016091164],"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":[0.0001762938,0.00009644639,0.00635121,0.000048569513,0.00008054848,0.0005675604,0.00018975172,0.6186148,0.002635426,0.36157885,0.0007358393,0.008924675],"study_design_scores_gemma":[0.000020481482,0.000020596932,0.00060698605,0.000004653923,0.0000054154452,0.000034002507,0.000017355575,0.950054,0.00015737287,0.04891447,0.00015168212,0.000012981825],"about_ca_topic_score_codex":0.0023380169,"about_ca_topic_score_gemma":0.0013007828,"teacher_disagreement_score":0.0041365465,"about_ca_system_score_codex":0.001010983,"about_ca_system_score_gemma":0.00074203854,"threshold_uncertainty_score":0.021876395},"labels":[],"label_agreement":null},{"id":"W4256120467","doi":"10.32920/ryerson.14647644","title":"The method of images in the pricing of barrier derivatives in three dimensions","year":2021,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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":"Maxima and minima; Maxima; Mathematics; Gaussian; Point (geometry); Point process; Type (biology); Mathematical analysis; Statistical physics; Geometry; Physics; Statistics","score_opus":0.03794694465479938,"score_gpt":0.2790060156577654,"score_spread":0.24105907100296603,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4256120467","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.022648608,0.0007687437,0.9702094,0.0004071477,0.000114299175,0.00003508755,0.000036300982,0.00006865342,0.00571178],"genre_scores_gemma":[0.53822726,0.0028155926,0.4433166,0.0002998139,0.00045976657,0.00025826824,0.00008897245,0.0003792881,0.014154378],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99915314,0.00045218147,0.000038122063,0.00007412636,0.00022898031,0.00005355634],"domain_scores_gemma":[0.99852175,0.0009455935,0.00017440402,0.00013414733,0.00014643648,0.000077737204],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020599125,0.0007189463,0.0005424737,0.0012367017,0.00046032562,0.0016883027,0.0008940443,0.0008978007,0.0017238132],"category_scores_gemma":[0.0061474047,0.00043439714,0.0009766067,0.0010446666,0.0028496198,0.0024244208,0.0016990863,0.0020023992,0.0004960428],"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":[0.000014559632,0.000010344016,0.00017728824,0.000042520256,0.00000782201,0.00007882942,0.00010709846,0.01362518,0.001319875,0.9736699,0.0004667285,0.010479988],"study_design_scores_gemma":[0.000014209014,0.00004100863,0.00033801756,0.000038162834,0.000010560491,0.00028701124,0.000077706056,0.24007094,0.0021367657,0.75173795,0.0052029984,0.0000445243],"about_ca_topic_score_codex":0.00108973,"about_ca_topic_score_gemma":0.00073691993,"teacher_disagreement_score":0.0020599125,"about_ca_system_score_codex":0.00074463367,"about_ca_system_score_gemma":0.0008902348,"threshold_uncertainty_score":0.010893941},"labels":[],"label_agreement":null},{"id":"W4256418230","doi":"10.1109/tac.2017.2758838","title":"Centralized Versus Decentralized Optimization of Distributed Stochastic Differential Decision Systems With Different Information Structures—Part II: Applications","year":2017,"lang":"en","type":"article","venue":"IEEE Transactions on Automatic Control","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Decentralised system; Optimal control; Mathematical optimization; Computation; Nonlinear system; Information structure; Computer science; Quadratic equation; Stochastic differential equation; Linear-quadratic-Gaussian control; Mathematics; Control (management); Applied mathematics; Algorithm; Artificial intelligence","score_opus":0.01394474426151097,"score_gpt":0.22327407986723785,"score_spread":0.2093293356057269,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4256418230","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.032618534,0.0011963025,0.9547954,0.000982724,0.00008683848,0.000041563522,0.0000479499,0.000043460397,0.010187256],"genre_scores_gemma":[0.91388154,0.0010435345,0.08138433,0.00015542784,0.00017722811,0.00010744991,0.000043456184,0.000027015261,0.0031799322],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989999,0.0005279197,0.000031910404,0.00016436796,0.00021507699,0.000060838942],"domain_scores_gemma":[0.9982566,0.001322214,0.00015792852,0.00009981469,0.00011429447,0.0000492088],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016091733,0.00058635365,0.0009071317,0.0002527987,0.00034835312,0.0010433228,0.0006524259,0.0011754766,0.0015305956],"category_scores_gemma":[0.0031915316,0.00033458756,0.000597562,0.00061067875,0.0011890301,0.0009611295,0.0015425679,0.0012636133,0.00011697376],"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":[0.000047520763,0.000047023423,0.0003115417,0.00010952141,0.00004214863,0.000068436035,0.00006861798,0.8267869,0.0015984115,0.1503352,0.00060428435,0.019980278],"study_design_scores_gemma":[0.000013620158,0.00003214002,0.0001346318,0.000008447292,0.0000065027953,0.000013558988,0.0000144101405,0.9567042,0.00028851602,0.04234512,0.0004332308,0.0000055662317],"about_ca_topic_score_codex":0.0010640286,"about_ca_topic_score_gemma":0.0006182094,"teacher_disagreement_score":0.0016091733,"about_ca_system_score_codex":0.0009743417,"about_ca_system_score_gemma":0.00085943146,"threshold_uncertainty_score":0.008510232},"labels":[],"label_agreement":null},{"id":"W4283160339","doi":"10.1007/s10479-022-04798-x","title":"On horizon-consistent mean-variance portfolio allocation","year":2022,"lang":"en","type":"article","venue":"Annals of Operations Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"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":"European Research Council; Fonds de Recherche du Québec-Société et Culture","keywords":"Theory of computation; Variance (accounting); Portfolio; Horizon; Portfolio allocation; Mathematical economics; Computer science; Econometrics; Mathematics; Economics; Financial economics; Algorithm","score_opus":0.20625023236364798,"score_gpt":0.3758405606478733,"score_spread":0.16959032828422532,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4283160339","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.022268245,0.0023291097,0.9653059,0.002414777,0.00028106882,0.0000771596,0.00023459358,0.00015994109,0.0069291787],"genre_scores_gemma":[0.73156166,0.007439843,0.23447704,0.0018848353,0.0016561357,0.00048552032,0.0010858442,0.000593667,0.02081553],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9945857,0.0034605085,0.00021890493,0.0006435618,0.000720429,0.00037102867],"domain_scores_gemma":[0.9595859,0.03500732,0.0015048832,0.0013639107,0.0020103492,0.00052754924],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01622611,0.002346837,0.0043832436,0.0016407679,0.0008384562,0.0036541962,0.00346242,0.0043365164,0.0057904795],"category_scores_gemma":[0.07624832,0.0024675766,0.0018250741,0.0029485642,0.0038257865,0.007077397,0.0037358357,0.004312693,0.0006152402],"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":[0.0002831123,0.00009200195,0.0009821756,0.00023402464,0.00023276127,0.00013253005,0.0001395386,0.46817076,0.0005948684,0.49881122,0.004925449,0.025401609],"study_design_scores_gemma":[0.000048505535,0.000040712323,0.00026273887,0.000053692682,0.0000318705,0.00003630438,0.000018664667,0.6267681,0.00016283472,0.37186962,0.0006755384,0.000031383843],"about_ca_topic_score_codex":0.004230589,"about_ca_topic_score_gemma":0.00273417,"teacher_disagreement_score":0.01622611,"about_ca_system_score_codex":0.002627627,"about_ca_system_score_gemma":0.0039020812,"threshold_uncertainty_score":0.08581293},"labels":[],"label_agreement":null},{"id":"W4283814457","doi":"10.5539/jmr.v14n4p33","title":"Optimal Investment, Consumption and Life Insurance Problem with Stochastic Environments","year":2022,"lang":"en","type":"article","venue":"Journal of Mathematics Research","topic":"Stochastic processes and financial applications","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":"Hamilton–Jacobi–Bellman equation; Economics; Life insurance; Interest rate; Stochastic volatility; Consumption (sociology); Investment (military); Volatility (finance); Stochastic control; Hedge; Actuarial science; Wage; Bellman equation; Econometrics; Mathematics; Labour economics; Optimal control; Monetary economics; Mathematical economics; Mathematical optimization","score_opus":0.09326289526280776,"score_gpt":0.2994996512606266,"score_spread":0.20623675599781885,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4283814457","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2106018,0.0034314264,0.74693024,0.0058600223,0.0002488027,0.00031344578,0.0012485407,0.00023588471,0.03112978],"genre_scores_gemma":[0.89237547,0.0018538816,0.07000037,0.00028970288,0.00017489464,0.0004986104,0.00065506075,0.00011808361,0.034033924],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987956,0.00049546506,0.000044820892,0.0002649101,0.00013724835,0.00026187825],"domain_scores_gemma":[0.9973168,0.0018465735,0.00030768535,0.00006645119,0.00019073415,0.00027179174],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002167067,0.0014087335,0.0022195703,0.00082586723,0.00058513327,0.0021458247,0.0014454102,0.0031071377,0.005674531],"category_scores_gemma":[0.005217279,0.0009387571,0.0012210738,0.00090852217,0.0012894296,0.002219131,0.0017324209,0.0022783806,0.0004287245],"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":[0.0001525348,0.0001123964,0.0012187765,0.00013439036,0.000059234564,0.00039554184,0.00008435212,0.908218,0.00044703364,0.080749385,0.0017596752,0.006668597],"study_design_scores_gemma":[0.00004416407,0.00006211672,0.00041924126,0.000021287638,0.00002078131,0.0000553375,0.000057242338,0.97105724,0.00014600388,0.027190106,0.00090945925,0.000017060947],"about_ca_topic_score_codex":0.009791557,"about_ca_topic_score_gemma":0.0049999617,"teacher_disagreement_score":0.009791557,"about_ca_system_score_codex":0.0024716589,"about_ca_system_score_gemma":0.0025763542,"threshold_uncertainty_score":0.019469142},"labels":[],"label_agreement":null},{"id":"W4284989659","doi":"10.1142/s0219024922500212","title":"A STOCHASTIC CONTROL APPROACH TO BID-ASK PRICE MODELLING","year":2022,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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 Calgary","funders":"Australian Research Council","keywords":"Girsanov theorem; Geometric Brownian motion; Bid price; Stochastic differential equation; Markov chain; Brownian motion; Stochastic control; Asset (computer security); Mathematical economics; Call option; Markov process; Mathematics; Diffusion process; Ask price; Economics; Econometrics; Applied mathematics; Optimal control; Mathematical optimization; Computer science; Finance","score_opus":0.013297074256061458,"score_gpt":0.21120409607146934,"score_spread":0.19790702181540787,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4284989659","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0073756683,0.00033704145,0.98427075,0.0005772606,0.00010169092,0.00003744859,0.00009395111,0.00008568381,0.007120418],"genre_scores_gemma":[0.8486032,0.00136599,0.12709926,0.0002911041,0.0005535215,0.00030088628,0.00027807534,0.00010630547,0.02140157],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986511,0.00050568994,0.00007836856,0.0002173403,0.00041791383,0.00012977152],"domain_scores_gemma":[0.9986506,0.0007919905,0.00019167917,0.0000880031,0.0001956658,0.000082066246],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018571148,0.00086477346,0.0011261045,0.0007895074,0.0005666108,0.002295105,0.0024102826,0.0018291267,0.003966405],"category_scores_gemma":[0.004675343,0.0006153677,0.001299183,0.00090245955,0.0016722112,0.0021129588,0.0012805888,0.0020492559,0.00042082707],"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":[0.000016514243,0.000032346426,0.00022544834,0.000031945045,0.000028826415,0.000081199265,0.000052762134,0.59329885,0.00063565065,0.40060946,0.0004908692,0.00449622],"study_design_scores_gemma":[0.0000056600857,0.000012257937,0.000039918643,0.0000045398942,0.0000049482214,0.000010179967,0.000004111682,0.9434693,0.00010088659,0.055575226,0.0007642982,0.000008696159],"about_ca_topic_score_codex":0.0072013657,"about_ca_topic_score_gemma":0.0038111666,"teacher_disagreement_score":0.0072013657,"about_ca_system_score_codex":0.0015575768,"about_ca_system_score_gemma":0.0017116431,"threshold_uncertainty_score":0.014318943},"labels":[],"label_agreement":null},{"id":"W4285087645","doi":"10.1002/fut.22364","title":"Venturing into uncharted territory: An extensible implied volatility surface model","year":2022,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"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; Group for Research in Decision Analysis; HEC Montréal","funders":"Hydro-Québec; Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada","keywords":"Volatility smile; Extrapolation; Implied volatility; Econometrics; Valuation (finance); Volatility (finance); Differentiable function; Moneyness; Mathematics; Economics; Statistics; Mathematical analysis; Accounting","score_opus":0.022721328225546043,"score_gpt":0.2342486917442277,"score_spread":0.21152736351868165,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4285087645","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07413563,0.00025159592,0.9130513,0.00061805884,0.000068388406,0.0000321714,0.0002462982,0.00027533234,0.011321195],"genre_scores_gemma":[0.9478118,0.00024966177,0.042636335,0.000105430525,0.00005308736,0.00007536799,0.00022916937,0.00013431712,0.008704782],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996049,0.00016582652,0.00001667101,0.000066469125,0.000097949116,0.00004816176],"domain_scores_gemma":[0.9991824,0.00039670576,0.00010076068,0.0001191083,0.000130815,0.00007016648],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013170287,0.00055657484,0.0007353436,0.0005735898,0.00026560633,0.0017576613,0.001712516,0.0018080057,0.0035417394],"category_scores_gemma":[0.0030964273,0.00033833,0.0010369152,0.0006375597,0.0012175576,0.0019496786,0.0011483484,0.0016281256,0.0004579131],"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":[0.000026337344,0.000016259984,0.00045114386,0.000011099052,0.000015387099,0.000092476635,0.000042202348,0.8632292,0.00074791576,0.13052604,0.0005029606,0.0043390156],"study_design_scores_gemma":[0.0000022952797,0.000004390148,0.000039241968,0.0000015859355,0.0000017245567,0.000005889807,0.0000025908444,0.98631555,0.000044518998,0.0133273965,0.00025171868,0.0000030985025],"about_ca_topic_score_codex":0.0035414868,"about_ca_topic_score_gemma":0.0012473869,"teacher_disagreement_score":0.0035417394,"about_ca_system_score_codex":0.00070415164,"about_ca_system_score_gemma":0.0006599856,"threshold_uncertainty_score":0.011848271},"labels":[],"label_agreement":null},{"id":"W4285117290","doi":"10.2139/ssrn.4094237","title":"Efficient Pricing of Large Panels of Options","year":2022,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Center for Interuniversity Research and Analysis on Organizations; Western University","funders":"","keywords":"Business; Finance","score_opus":0.013468055228295967,"score_gpt":0.22420694855115317,"score_spread":0.2107388933228572,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4285117290","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.27983546,0.0005867257,0.70930654,0.0013536304,0.00011275408,0.00007840816,0.00034252956,0.00043870366,0.007945318],"genre_scores_gemma":[0.9655239,0.00023848082,0.028296707,0.0001098852,0.00012244817,0.000062288265,0.00028916623,0.00007905757,0.005278027],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99819,0.0011398201,0.00008151153,0.00018691694,0.0002295958,0.00017225555],"domain_scores_gemma":[0.98535144,0.011687083,0.0008328897,0.0012727567,0.00037030116,0.000485615],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0036015147,0.0006023099,0.0014178427,0.0006588748,0.0005026277,0.002870775,0.0013020178,0.0023724344,0.0057174894],"category_scores_gemma":[0.018288117,0.0011291368,0.00087820896,0.0008995304,0.001167629,0.0038224782,0.0017902137,0.001959343,0.00062592566],"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":[0.00021615258,0.00013813938,0.0027618986,0.00008089768,0.00014365593,0.00053271477,0.00009318567,0.8180946,0.0051252786,0.1462912,0.0017898205,0.024732491],"study_design_scores_gemma":[0.00001934462,0.00002370756,0.0008011946,0.000005640821,0.000010705256,0.000044384113,0.000010891513,0.92142934,0.00047922225,0.07695276,0.00021353293,0.0000091614065],"about_ca_topic_score_codex":0.0012096184,"about_ca_topic_score_gemma":0.0018049104,"teacher_disagreement_score":0.0057174894,"about_ca_system_score_codex":0.0007547638,"about_ca_system_score_gemma":0.00062021473,"threshold_uncertainty_score":0.019126892},"labels":[],"label_agreement":null},{"id":"W4285540823","doi":"10.2139/ssrn.3999386","title":"Tail Risk, Almost Stochastic Dominance and Index Option Anomalies","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Concordia University","funders":"","keywords":"Stochastic dominance; Index (typography); Financial economics; Dominance (genetics); Economics; Econometrics; Actuarial science; Computer science; Biology; Genetics","score_opus":0.009381733011556108,"score_gpt":0.2056223036319244,"score_spread":0.1962405706203683,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4285540823","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7053298,0.0017713419,0.2729781,0.0019029949,0.0001298696,0.000029088273,0.00026182467,0.00020331236,0.017393755],"genre_scores_gemma":[0.9898633,0.000491459,0.0036001955,0.00007155669,0.00014682046,0.00001145037,0.000098225166,0.000035075976,0.0056820214],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99911076,0.00030755994,0.00005790785,0.00013650741,0.0002392389,0.00014797135],"domain_scores_gemma":[0.98644316,0.00818833,0.0025215722,0.00064878823,0.00091512915,0.0012830972],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027369822,0.00072634046,0.0011104039,0.0017299503,0.0006911153,0.0028420773,0.0009806373,0.001501436,0.0044419016],"category_scores_gemma":[0.018685972,0.00039578154,0.00080134097,0.0014125542,0.0026223138,0.0049265483,0.0019731836,0.0020085368,0.00031645832],"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":[0.00019184456,0.00010013659,0.007894273,0.000079031954,0.00005531629,0.00063927454,0.00020371232,0.046305265,0.0040689227,0.92349285,0.001465476,0.015503818],"study_design_scores_gemma":[0.000016678407,0.000052290914,0.002204634,0.000011240427,0.000019755465,0.0004076075,0.00006240035,0.14116703,0.0003471823,0.8552316,0.00045048835,0.000029058901],"about_ca_topic_score_codex":0.00154046,"about_ca_topic_score_gemma":0.0013466168,"teacher_disagreement_score":0.0044419016,"about_ca_system_score_codex":0.0007881168,"about_ca_system_score_gemma":0.00095439656,"threshold_uncertainty_score":0.014859617},"labels":[],"label_agreement":null},{"id":"W4285744737","doi":"10.4236/am.2022.137038","title":"Goal Achieving Probabilities of Mean-Variance Strategies in a Market with Regime-Switching Volatility","year":2022,"lang":"en","type":"article","venue":"Applied Mathematics","topic":"Stochastic processes and financial applications","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":"Université de Montréal; Université du Québec à Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Volatility (finance); Stochastic volatility; Markov chain; Variance (accounting); Econometrics; Mathematics; Context (archaeology); Markov process; Economics; Statistics; Accounting","score_opus":0.017975879678583297,"score_gpt":0.20697952385472343,"score_spread":0.18900364417614013,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4285744737","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.23651288,0.0005008109,0.74903214,0.000598258,0.000047765367,0.00009565229,0.00009843435,0.00031549865,0.012798666],"genre_scores_gemma":[0.9733281,0.00031618518,0.023997119,0.000082781764,0.000029739373,0.00010752337,0.000055176737,0.000060830007,0.0020226147],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986405,0.00048634646,0.00006186209,0.00019456966,0.00035886874,0.00025774646],"domain_scores_gemma":[0.9882826,0.0085251555,0.0014244254,0.00050066615,0.0006872789,0.00057981425],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0041429373,0.00076786074,0.00102306,0.0013929616,0.00083420984,0.0025124995,0.0014459726,0.0012862405,0.004354329],"category_scores_gemma":[0.02220413,0.0005118647,0.0010812578,0.0006355028,0.0028602022,0.0043109716,0.001805113,0.0022076787,0.00034540347],"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":[0.00009983428,0.00006214934,0.0014242437,0.00009217976,0.000058961967,0.00020830063,0.00025064038,0.15053503,0.003585142,0.8346991,0.0006154364,0.008369101],"study_design_scores_gemma":[0.000028585218,0.00008168916,0.00064123364,0.000040322844,0.00002304395,0.000096413954,0.00008596573,0.66216785,0.0013164143,0.33498934,0.00049086567,0.00003822995],"about_ca_topic_score_codex":0.00094351673,"about_ca_topic_score_gemma":0.00067894126,"teacher_disagreement_score":0.004354329,"about_ca_system_score_codex":0.0011760673,"about_ca_system_score_gemma":0.0013812983,"threshold_uncertainty_score":0.02191025},"labels":[],"label_agreement":null},{"id":"W4285819478","doi":"10.2139/ssrn.4149871","title":"Minimal Kullback-Leibler Divergence for Constrained Levy-Ito Processes","year":2022,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Kullback–Leibler divergence; Divergence (linguistics); Lévy process; Mathematics; Statistical physics; Statistics; Physics","score_opus":0.021629929229715673,"score_gpt":0.22768728630819432,"score_spread":0.20605735707847864,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4285819478","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.20768504,0.0007469407,0.77838296,0.0010864462,0.000095622534,0.000067282584,0.00048108338,0.0002714487,0.011183145],"genre_scores_gemma":[0.939073,0.0007451514,0.050663013,0.0002501325,0.00015000015,0.00014943987,0.0005910335,0.00015752012,0.008220707],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99878424,0.00038696418,0.000095491785,0.00026488813,0.00034280968,0.00012566903],"domain_scores_gemma":[0.9934796,0.003876287,0.00073383795,0.000345709,0.0008468454,0.0007177991],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002592275,0.0010935096,0.0016409929,0.001619739,0.0008378245,0.0036662212,0.0016730536,0.001772956,0.0036844343],"category_scores_gemma":[0.013313762,0.0005835167,0.0009391297,0.0009130416,0.0026605723,0.004710451,0.0023786158,0.0020616376,0.00039179143],"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":[0.00011510927,0.00009412137,0.00091963547,0.00013586815,0.000058070113,0.00017868355,0.0001136123,0.040238116,0.0023351884,0.94729865,0.0008911373,0.007621949],"study_design_scores_gemma":[0.00001672224,0.000036602036,0.00039232074,0.000019082907,0.00001236656,0.000074318195,0.000025013034,0.19315854,0.00042483245,0.8054996,0.00031156593,0.000029089966],"about_ca_topic_score_codex":0.0016125928,"about_ca_topic_score_gemma":0.0013518346,"teacher_disagreement_score":0.0036844343,"about_ca_system_score_codex":0.001746544,"about_ca_system_score_gemma":0.0027373403,"threshold_uncertainty_score":0.013709426},"labels":[],"label_agreement":null},{"id":"W4286744759","doi":"10.2139/ssrn.4160206","title":"Ultra Long Run Term Structure Models","year":2022,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Solvency; Term (time); Short rate; Context (archaeology); Economics; Arbitrage; Bond; Pension; Econometrics; Yield curve; Actuarial science; Financial economics; Monetary economics; Finance; Physics","score_opus":0.012259844216366084,"score_gpt":0.20296651033396562,"score_spread":0.19070666611759954,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4286744759","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14590113,0.0032479651,0.8179078,0.0026888058,0.0005255064,0.000039100596,0.00075433956,0.0007391019,0.028196173],"genre_scores_gemma":[0.92235,0.0019428331,0.026679903,0.00042513185,0.0005583277,0.0001055113,0.0008168321,0.00021584326,0.04690565],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996717,0.00012730669,0.000016592121,0.000068066955,0.000066487904,0.000049919905],"domain_scores_gemma":[0.99795604,0.001096555,0.0003566034,0.00021163082,0.00019124412,0.0001878104],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001083371,0.0005911776,0.0010747378,0.00079305586,0.00049451436,0.0018003116,0.0016337212,0.0019980902,0.0063668787],"category_scores_gemma":[0.0042624967,0.00043058215,0.0007444279,0.00088319945,0.00082320604,0.0026284843,0.0011238551,0.0019405521,0.0013633955],"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":[0.00003350224,0.00003101496,0.0008701028,0.00004093311,0.000052949763,0.00014964088,0.00007081827,0.14813139,0.00062042463,0.8397809,0.0026769787,0.00754127],"study_design_scores_gemma":[0.000015893436,0.000022248034,0.0003883686,0.000010583372,0.000023168985,0.00006475521,0.000017369555,0.66399544,0.000106790685,0.33321464,0.0021257498,0.000015069518],"about_ca_topic_score_codex":0.0015179876,"about_ca_topic_score_gemma":0.0011577487,"teacher_disagreement_score":0.0063668787,"about_ca_system_score_codex":0.00055237993,"about_ca_system_score_gemma":0.00045651017,"threshold_uncertainty_score":0.021299303},"labels":[],"label_agreement":null},{"id":"W4287181407","doi":"10.1016/j.jde.2022.07.042","title":"Stochastic equations with time-dependent singular drift","year":2022,"lang":"en","type":"article","venue":"Journal of Differential Equations","topic":"Stochastic processes and financial applications","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":"Université Laval","funders":"","keywords":"Mathematics; Class (philosophy); Stochastic differential equation; Vector field; Mathematical analysis; Applied mathematics; Pure mathematics; Geometry; Computer science","score_opus":0.020397254806218495,"score_gpt":0.2165635554031187,"score_spread":0.1961663005969002,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4287181407","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17004679,0.005504226,0.78976625,0.006771146,0.0020458696,0.000111344176,0.00080346904,0.00043597497,0.024514955],"genre_scores_gemma":[0.9132736,0.0031852715,0.025968315,0.0006507926,0.0012379099,0.00010981,0.0006976887,0.00016222737,0.05471437],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99872893,0.00036683862,0.00012263714,0.00023122404,0.00037818096,0.00017221416],"domain_scores_gemma":[0.99392265,0.003032906,0.0009699589,0.0003816247,0.00108537,0.00060753664],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003169564,0.0014380532,0.002838686,0.002197344,0.0008209313,0.0032637801,0.0021101537,0.0048217895,0.0033108408],"category_scores_gemma":[0.014155686,0.0010716292,0.002066654,0.0018732767,0.003642429,0.004588446,0.003379308,0.003221109,0.00050158455],"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":[0.000058114805,0.00007421834,0.0015000219,0.0000908574,0.000117359996,0.00066236506,0.00013822889,0.22669235,0.0014439966,0.7631593,0.0019162925,0.004146863],"study_design_scores_gemma":[0.0000289746,0.000018322391,0.00043382376,0.000015209206,0.000028012584,0.0002022116,0.000027706858,0.8652184,0.00016404761,0.13309367,0.00073173916,0.000037912305],"about_ca_topic_score_codex":0.008169939,"about_ca_topic_score_gemma":0.004652062,"teacher_disagreement_score":0.008169939,"about_ca_system_score_codex":0.0019838891,"about_ca_system_score_gemma":0.0023735259,"threshold_uncertainty_score":0.016762495},"labels":[],"label_agreement":null},{"id":"W4287558262","doi":"10.48550/arxiv.2012.02052","title":"Team-Optimal Solution of Finite Number of Mean-Field Coupled LQG\\n Subsystems","year":2020,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Linear-quadratic-Gaussian control; Riccati equation; Optimal control; Linear-quadratic regulator; Control theory (sociology); Mathematics; Mean field theory; Gaussian; Algebraic Riccati equation; Field (mathematics); Function (biology); Controller (irrigation); Filter (signal processing); Applied mathematics; Mathematical optimization; Computer science; Control (management); Differential equation; Mathematical analysis","score_opus":0.0768133269500164,"score_gpt":0.19102565067653854,"score_spread":0.11421232372652214,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4287558262","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12537539,0.00045977606,0.85889345,0.00094770873,0.000100399666,0.00010628414,0.00018816035,0.00022034625,0.013708359],"genre_scores_gemma":[0.9675241,0.00016184598,0.026499035,0.00010993615,0.000033627904,0.00021804069,0.00013104237,0.000045367782,0.0052769277],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99944824,0.0002050171,0.000024669327,0.00012919087,0.00007365905,0.00011926128],"domain_scores_gemma":[0.9978599,0.0013624436,0.0003043624,0.00007105341,0.00024596287,0.00015617214],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016650415,0.0010270561,0.0018174674,0.00047770128,0.0005317529,0.0012938591,0.0009499825,0.0018430926,0.0022844025],"category_scores_gemma":[0.0032765297,0.0006712896,0.0009181564,0.00044577583,0.0016214735,0.00064330874,0.0019192073,0.0011078074,0.00018889236],"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":[0.000046342986,0.00001119628,0.0002964075,0.000036730835,0.000029910925,0.000050627146,0.000038891252,0.9903784,0.00033723423,0.0069896556,0.0002794016,0.001505221],"study_design_scores_gemma":[0.000014456867,0.000016911092,0.000052917796,0.0000028667089,0.0000038495964,0.0000025279276,0.000011512133,0.99734515,0.000052479456,0.0024126477,0.00008172887,0.0000029473968],"about_ca_topic_score_codex":0.0134863695,"about_ca_topic_score_gemma":0.0066226255,"teacher_disagreement_score":0.0134863695,"about_ca_system_score_codex":0.0012403729,"about_ca_system_score_gemma":0.0015232604,"threshold_uncertainty_score":0.026815712},"labels":[],"label_agreement":null},{"id":"W4288061406","doi":"10.1017/9781009089470.010","title":"Short-Term Portfolio Risk","year":2022,"lang":"en","type":"book-chapter","venue":"Cambridge University Press eBooks","topic":"Stochastic processes and financial applications","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":"Term (time); Portfolio; Business; Finance; Physics","score_opus":0.028979889803612748,"score_gpt":0.1892195840463629,"score_spread":0.16023969424275017,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4288061406","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0126503,0.057879332,0.24617215,0.01320953,0.0028985743,0.00006515376,0.0005480679,0.00034674045,0.66623014],"genre_scores_gemma":[0.38126892,0.051334262,0.030512989,0.0022560863,0.004793816,0.00016596206,0.0006683011,0.0002806761,0.52871895],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.999689,0.00006811865,0.00001606404,0.00005144279,0.00015210282,0.000023359002],"domain_scores_gemma":[0.9995315,0.00022901568,0.0000438008,0.000054692857,0.0001025632,0.00003831688],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00069735193,0.00072462275,0.00038689107,0.0006087782,0.00036039864,0.0021713825,0.00049097225,0.0009027317,0.016350102],"category_scores_gemma":[0.0020338576,0.0001680676,0.00035803826,0.0006743701,0.0007835672,0.0018752731,0.0008038472,0.0018721384,0.00468535],"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":[0.00001470524,0.00002367192,0.00037520268,0.000094430936,0.000016474256,0.00014066814,0.00014980073,0.006813765,0.0006655909,0.8421754,0.054175697,0.09535462],"study_design_scores_gemma":[0.000003406259,0.00004957338,0.0009395562,0.00019084474,0.00000810826,0.00040508003,0.00006285774,0.011425672,0.0003984228,0.7530223,0.23347583,0.000018332114],"about_ca_topic_score_codex":0.0004193092,"about_ca_topic_score_gemma":0.0003568888,"teacher_disagreement_score":0.016350102,"about_ca_system_score_codex":0.0007516712,"about_ca_system_score_gemma":0.00047172332,"threshold_uncertainty_score":0.0546965},"labels":[],"label_agreement":null},{"id":"W4288292784","doi":"10.48550/arxiv.1905.05853","title":"Reconstructing high-dimensional Hilbert-valued functions via compressed\\n sensing","year":2019,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Oak Ridge National Laboratory; Office of Science; UT-Battelle; Battelle; Advanced Scientific Computing Research; U.S. Department of Energy","keywords":"Hilbert space; Reproducing kernel Hilbert space; Parameterized complexity; Mathematics; Applied mathematics; Norm (philosophy); Compressed sensing; Algorithm; Parametric statistics; Mathematical optimization; Computer science; Pure mathematics","score_opus":0.06531344135351347,"score_gpt":0.1683182890306776,"score_spread":0.10300484767716414,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4288292784","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.007742436,0.00008861559,0.99116427,0.000142697,0.000021995922,0.000011865072,0.00003220196,0.00006738935,0.0007285275],"genre_scores_gemma":[0.39492866,0.0005973331,0.6001629,0.0002160822,0.00014204464,0.0000876295,0.00032419967,0.000059075053,0.0034821373],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99965036,0.00009989983,0.000015576536,0.0000542563,0.00015132215,0.000028501414],"domain_scores_gemma":[0.9990896,0.000568122,0.00009400554,0.00013660465,0.00007648692,0.000035215046],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000796774,0.00065341964,0.0004980889,0.00041418264,0.00024120037,0.00057091913,0.00084276724,0.0010191542,0.0010786179],"category_scores_gemma":[0.0027767958,0.00023204632,0.00049286167,0.00045750474,0.0010170949,0.0013280743,0.001388171,0.0012103111,0.00026317206],"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":[0.00019142796,0.00011666901,0.0008568114,0.00021950653,0.00007618677,0.0002530114,0.0002085503,0.6429327,0.05249986,0.17873253,0.0022704264,0.121642284],"study_design_scores_gemma":[0.0000040511195,0.000013596088,0.00005069222,0.0000032904384,0.0000020085542,0.000034931847,0.000006482481,0.9894796,0.0024929526,0.0074130856,0.00049420894,0.0000051431443],"about_ca_topic_score_codex":0.001570043,"about_ca_topic_score_gemma":0.0017196595,"teacher_disagreement_score":0.001570043,"about_ca_system_score_codex":0.00036987936,"about_ca_system_score_gemma":0.00065932114,"threshold_uncertainty_score":0.00421381},"labels":[],"label_agreement":null},{"id":"W4289546082","doi":"10.22624/aims/maths/v10n2p1","title":"A Price-Based Grid Resources Pricing Approach for NonStorable Real Assets","year":2022,"lang":"en","type":"article","venue":"Advances in Multidisciplinary & Scientific Research Journal Publication","topic":"Stochastic processes and financial applications","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":true,"ca_institutions":"","funders":"Western Canada Research Grid","keywords":"Computer science; Grid; Grid computing; Valuation (finance); Distributed computing; Quality of service; Scheduling (production processes); Operations research; Mathematical optimization; Finance; Computer network; Economics","score_opus":0.07073608051356975,"score_gpt":0.3487339785850632,"score_spread":0.27799789807149344,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4289546082","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.022957906,0.0006177314,0.9546573,0.001477601,0.00019012766,0.00008094524,0.000095323056,0.00012388159,0.01979912],"genre_scores_gemma":[0.828701,0.0007606287,0.14434998,0.00034951302,0.00024683756,0.00015420782,0.00013940978,0.00017897891,0.025119435],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992506,0.0002877524,0.000030884916,0.00011518051,0.00021153243,0.000104010294],"domain_scores_gemma":[0.9989254,0.00060952036,0.00009758092,0.00007347736,0.00016844257,0.00012559631],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015594236,0.0007468986,0.0010054728,0.0006757546,0.00074620673,0.0028543551,0.0027796135,0.0021359385,0.007850907],"category_scores_gemma":[0.0038322269,0.000685028,0.0012978375,0.0010444726,0.0012973233,0.0030612445,0.0015117531,0.001956086,0.000561737],"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":[0.000036144473,0.00006103817,0.00047018728,0.000036144025,0.000032747586,0.00022162405,0.000084149724,0.6833899,0.0005328698,0.2990101,0.0021744901,0.013950676],"study_design_scores_gemma":[0.0000045472157,0.000007682627,0.000054084638,0.0000034777506,0.0000041869425,0.00002202652,0.000013392901,0.9610868,0.000039527604,0.03790115,0.0008571894,0.0000059444756],"about_ca_topic_score_codex":0.007067813,"about_ca_topic_score_gemma":0.0057652295,"teacher_disagreement_score":0.007850907,"about_ca_system_score_codex":0.0025433756,"about_ca_system_score_gemma":0.0018261994,"threshold_uncertainty_score":0.026263952},"labels":[],"label_agreement":null},{"id":"W4292858675","doi":"10.1016/j.jmse.2022.07.004","title":"The valuation of barrier options under a threshold rough Heston model","year":2022,"lang":"en","type":"article","venue":"Journal of Management Science and Engineering","topic":"Stochastic processes and financial applications","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":"Bank of Canada; University of Ottawa","funders":"","keywords":"Heston model; Stochastic volatility; Barrier option; Geometric Brownian motion; Valuation (finance); Valuation of options; Applied mathematics; Mathematics; Leverage (statistics); Econometrics; Statistical physics; Volatility (finance); Diffusion process; Computer science; Economics; Physics; SABR volatility model; Statistics; Finance; Innovation diffusion","score_opus":0.03678553135135661,"score_gpt":0.22450034019750117,"score_spread":0.18771480884614455,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4292858675","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.33974162,0.00045018134,0.653032,0.00046102723,0.00007935919,0.000026721487,0.000055889122,0.00010781687,0.0060454006],"genre_scores_gemma":[0.9882359,0.00014860932,0.009493313,0.00003529118,0.000024646048,0.000014971525,0.000020142854,0.000014326915,0.0020127166],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994898,0.00018459074,0.000024241293,0.000078104305,0.00014978368,0.00007358881],"domain_scores_gemma":[0.99913067,0.00036524967,0.0001863459,0.00006852328,0.00009756729,0.00015168622],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011245951,0.00053335185,0.0008898646,0.00061135256,0.0002692973,0.0018232032,0.00087907625,0.0012852792,0.0014789862],"category_scores_gemma":[0.003435091,0.00033303833,0.00082185597,0.00044903625,0.0012751877,0.003680673,0.0010124105,0.0013113593,0.00013644321],"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":[0.00011378624,0.000039449722,0.0011024455,0.00005541201,0.00005574721,0.0005379179,0.00015177223,0.4068909,0.00787423,0.5781159,0.0003726656,0.004689828],"study_design_scores_gemma":[0.00001159821,0.000030358415,0.00019338408,0.0000052872574,0.000008887908,0.00007386265,0.000022149308,0.9253681,0.00037074205,0.073697366,0.00020137012,0.000016862845],"about_ca_topic_score_codex":0.0009805444,"about_ca_topic_score_gemma":0.00035290932,"teacher_disagreement_score":0.0018232032,"about_ca_system_score_codex":0.00065561134,"about_ca_system_score_gemma":0.00048312917,"threshold_uncertainty_score":0.0059474707},"labels":[],"label_agreement":null},{"id":"W4293261878","doi":"10.1002/ijfe.2686","title":"Joint calibration of S&amp;P 500 and VIX options under local stochastic volatility models","year":2022,"lang":"en","type":"article","venue":"International Journal of Finance & Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Toronto Metropolitan University","funders":"Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Affine transformation; SABR volatility model; Stochastic volatility; Econometrics; Volatility (finance); Volatility smile; Valuation of options; Mathematics; Mean squared error; Implied volatility; Economics; Statistics","score_opus":0.04718007723324,"score_gpt":0.2412815290073046,"score_spread":0.1941014517740646,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4293261878","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7806854,0.0005217559,0.21240959,0.00056957355,0.00007007414,0.000054969467,0.0009831141,0.0007874843,0.003917966],"genre_scores_gemma":[0.9902154,0.00006236347,0.008443883,0.000033858447,0.0000143415455,0.000015922556,0.00072749873,0.000037771788,0.000449032],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9981325,0.00087022,0.00009617876,0.00045810253,0.00030030805,0.0001426683],"domain_scores_gemma":[0.9953413,0.0020294862,0.00089713087,0.0009346762,0.00058941136,0.00020804442],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0058611445,0.0005827508,0.00074423215,0.0014246772,0.00036815208,0.0017347034,0.0012989782,0.001441266,0.00190882],"category_scores_gemma":[0.016743824,0.00036535677,0.0009691022,0.0016641287,0.0006212199,0.0026353311,0.001118615,0.0016088738,0.00049057393],"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":[0.00013169285,0.00010314328,0.052348286,0.000072157265,0.00018382404,0.00018160447,0.00013970492,0.8881932,0.0019200499,0.02012528,0.0018294863,0.03477155],"study_design_scores_gemma":[0.000010646224,0.000027039712,0.013219895,0.000019995643,0.000014607336,0.000047898353,0.00004496335,0.9767641,0.00088261446,0.008422344,0.0005223429,0.000023590304],"about_ca_topic_score_codex":0.0057238927,"about_ca_topic_score_gemma":0.0029588211,"teacher_disagreement_score":0.0058611445,"about_ca_system_score_codex":0.0008169175,"about_ca_system_score_gemma":0.0006226579,"threshold_uncertainty_score":0.030997097},"labels":[],"label_agreement":null},{"id":"W4294590041","doi":"10.48550/arxiv.1803.10128","title":"Explicit description of all deflators for market models under random horizon with applications to NFLVR","year":2018,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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","keywords":"Principal (computer security); Mathematical economics; Set (abstract data type); Mathematics; Flow (mathematics); Combinatorics; Computer science","score_opus":0.12334695889729681,"score_gpt":0.19392609244185763,"score_spread":0.07057913354456082,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4294590041","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.015127557,0.0010119563,0.97264385,0.0007864208,0.00012893019,0.000034159744,0.00034142725,0.00017911762,0.009746498],"genre_scores_gemma":[0.5457514,0.0028572248,0.42659533,0.0010832294,0.0012135946,0.0003999877,0.0020120675,0.00050311047,0.01958407],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99741083,0.0010018493,0.00028070452,0.00046046122,0.0005757563,0.00027039924],"domain_scores_gemma":[0.9962172,0.0018172305,0.0005923732,0.0006380542,0.00047139192,0.00026383318],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0056948694,0.0013623955,0.0015450309,0.0020328541,0.0008320037,0.0032825165,0.002153659,0.0025382931,0.005896754],"category_scores_gemma":[0.009610868,0.000606682,0.0028687732,0.0013786481,0.0020567237,0.007018991,0.0028716582,0.0056949616,0.0013928933],"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":[0.000008575055,0.000019750925,0.00014583857,0.000041850486,0.000006635939,0.00007273839,0.00009553624,0.008171847,0.00037891825,0.9847984,0.00057772535,0.005682297],"study_design_scores_gemma":[0.000006334415,0.00003822244,0.00015204801,0.00004313169,0.000009267658,0.00011237135,0.000035012454,0.1255759,0.0003257141,0.8681806,0.0054949764,0.000026514517],"about_ca_topic_score_codex":0.0015413903,"about_ca_topic_score_gemma":0.00094789045,"teacher_disagreement_score":0.005896754,"about_ca_system_score_codex":0.0013660626,"about_ca_system_score_gemma":0.0011113272,"threshold_uncertainty_score":0.03011769},"labels":[],"label_agreement":null},{"id":"W4294619066","doi":"10.48550/arxiv.1003.1344","title":"Student's t-Distribution Based Option Sensitivities: Greeks for the\\n Gosset Formulae","year":2010,"lang":"","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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 Calgary; McMaster University","funders":"","keywords":"Greeks; Mathematics; Black–Scholes model; Distribution (mathematics); Mathematical economics; Volatility (finance); Philosophy; Calculus (dental); Economics; Econometrics; Financial economics; Mathematical analysis","score_opus":0.06848633916608937,"score_gpt":0.1952959075378633,"score_spread":0.12680956837177393,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4294619066","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02309985,0.0006313043,0.9525679,0.0013641675,0.00048156345,0.000032487154,0.0002103495,0.00054356817,0.02106879],"genre_scores_gemma":[0.6405586,0.0014169485,0.32743475,0.0012841884,0.000781814,0.00016887367,0.0003705757,0.00095572043,0.027028577],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99883884,0.000346189,0.00008251306,0.00012351715,0.0005445769,0.00006435637],"domain_scores_gemma":[0.9965429,0.0019642469,0.0002902632,0.0005274667,0.00052939384,0.00014576837],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003093685,0.0005071744,0.0005004668,0.0010590944,0.00042696204,0.0020655931,0.0010542896,0.0010911147,0.008400194],"category_scores_gemma":[0.018894717,0.00022291971,0.0009460318,0.00096876756,0.0017924435,0.0047050463,0.0016064293,0.0030813387,0.0014362952],"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":[0.000048835864,0.00002303653,0.0007060905,0.000044987817,0.000017326196,0.00013490574,0.00007463117,0.02640244,0.0013120751,0.93038696,0.0036648929,0.0371839],"study_design_scores_gemma":[0.000015172113,0.000027944589,0.0005880643,0.000045593046,0.000011137173,0.00023865956,0.000023739209,0.30949286,0.0013991558,0.6771024,0.011024446,0.000030837324],"about_ca_topic_score_codex":0.00059971213,"about_ca_topic_score_gemma":0.00058562367,"teacher_disagreement_score":0.008400194,"about_ca_system_score_codex":0.0009652849,"about_ca_system_score_gemma":0.0006679823,"threshold_uncertainty_score":0.028101504},"labels":[],"label_agreement":null},{"id":"W4295102798","doi":"10.3390/jrfm15090396","title":"Saddlepoint Method for Pricing European Options under Markov-Switching Heston’s Stochastic Volatility Model","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Heston model; Stochastic volatility; Markov chain; Econometrics; Volatility (finance); Implied volatility; Valuation of options; Economics; Volatility smile; SABR volatility model; Mathematics; Statistics","score_opus":0.023041068598340625,"score_gpt":0.24319926582208257,"score_spread":0.22015819722374194,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4295102798","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0069051418,0.00035868867,0.9904191,0.00017644679,0.000049158978,0.000032903496,0.000030162544,0.000067886634,0.0019605444],"genre_scores_gemma":[0.69301057,0.0026090355,0.28481182,0.0003060512,0.000294106,0.00061469706,0.0004010047,0.00035024804,0.017602505],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994506,0.0003567001,0.000020334755,0.000045579083,0.000096679934,0.000030138894],"domain_scores_gemma":[0.9981396,0.0014620585,0.0000904462,0.00005049687,0.00018930125,0.000068065245],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026428252,0.00090135616,0.001213834,0.0010569929,0.00037709018,0.0011281838,0.0012336622,0.0015203578,0.0041190404],"category_scores_gemma":[0.005581725,0.00045789173,0.0012106737,0.0007231151,0.00088326173,0.0016213848,0.0010762629,0.0017798921,0.00049885677],"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":[0.000053795942,0.00004430547,0.00057931815,0.00012452064,0.00007867474,0.00023574449,0.00010416161,0.76761943,0.00184239,0.2118797,0.0011851847,0.01625281],"study_design_scores_gemma":[0.0000045484226,0.0000094281195,0.00003187956,0.0000057426755,0.0000035245969,0.000010745278,0.0000059191166,0.9785,0.00007924586,0.021020634,0.00032378302,0.0000046017394],"about_ca_topic_score_codex":0.0023922566,"about_ca_topic_score_gemma":0.0011689055,"teacher_disagreement_score":0.0041190404,"about_ca_system_score_codex":0.0006435114,"about_ca_system_score_gemma":0.00089377986,"threshold_uncertainty_score":0.013976753},"labels":[],"label_agreement":null},{"id":"W4297692518","doi":"10.48550/arxiv.1712.04844","title":"Optimal Stochastic Decensoring and Applications to Calibration of Market\\n Models","year":2017,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Interpolation (computer graphics); Missing data; Calibration; Computer science; Process (computing); Polynomial; Algorithm; Mathematical optimization; Mathematics; Artificial intelligence; Statistics; Machine learning; Programming language","score_opus":0.0940447157543707,"score_gpt":0.19735557992089953,"score_spread":0.10331086416652882,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4297692518","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0038575244,0.00030656005,0.9947615,0.00023589209,0.000030811098,0.000010805165,0.0000575114,0.00014113271,0.0005981919],"genre_scores_gemma":[0.28236017,0.0023076932,0.70649976,0.00033938768,0.00035427423,0.00020474482,0.0009483809,0.0005258161,0.0064597377],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998835,0.0006495189,0.00006479206,0.00020850686,0.00018242207,0.000059763748],"domain_scores_gemma":[0.994568,0.0037733663,0.00040878198,0.0006914534,0.00040783302,0.00015056244],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003873179,0.0010690495,0.0011039312,0.0012606496,0.00057738554,0.001522979,0.0015163695,0.002086676,0.003791524],"category_scores_gemma":[0.021748075,0.000864098,0.0011484765,0.0019388443,0.002215422,0.002040802,0.0027556522,0.0030798845,0.000615642],"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":[0.00007349461,0.0000720033,0.0012004041,0.00017624944,0.000072276285,0.0000903769,0.00012850601,0.75632167,0.001608202,0.14449833,0.0026174868,0.09314093],"study_design_scores_gemma":[0.000006121112,0.000009291546,0.0001372664,0.000017952521,0.0000029925093,0.000017251654,0.0000091254415,0.9475816,0.00046893567,0.050570797,0.0011641876,0.000014455071],"about_ca_topic_score_codex":0.004726025,"about_ca_topic_score_gemma":0.005335332,"teacher_disagreement_score":0.004726025,"about_ca_system_score_codex":0.0008836754,"about_ca_system_score_gemma":0.001301677,"threshold_uncertainty_score":0.020483613},"labels":[],"label_agreement":null},{"id":"W4298150627","doi":"10.48550/arxiv.1009.2418","title":"The Random Integral Representation Conjecture: a quarter of a century\\n later","year":2010,"lang":"","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Conjecture; Mathematics; Limit (mathematics); Quarter (Canadian coin); Representation (politics); Calculus (dental); Combinatorics; Discrete mathematics; Pure mathematics; Mathematical analysis; Law; History","score_opus":0.04123452917876694,"score_gpt":0.1809286399882521,"score_spread":0.13969411080948516,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4298150627","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09308878,0.13307673,0.22759987,0.20981468,0.011863932,0.00009604538,0.0012257178,0.0005213513,0.32271296],"genre_scores_gemma":[0.76820296,0.052006677,0.035827722,0.020974467,0.015483591,0.00023006128,0.0006952094,0.00042559518,0.106153764],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99863845,0.00034186745,0.00006732148,0.00045326762,0.00035621115,0.00014287108],"domain_scores_gemma":[0.99580705,0.0028377897,0.0003184744,0.00047301588,0.00042912544,0.00013450361],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0038566364,0.00053115183,0.00079980533,0.0011854526,0.0014643505,0.0043550814,0.00096357166,0.0034172062,0.0061692866],"category_scores_gemma":[0.01342437,0.00035976613,0.0007358824,0.0017731249,0.008168659,0.010596078,0.0020613149,0.004535275,0.0014627625],"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":[0.00003648683,0.000012759705,0.00022167314,0.000036516692,0.000005717922,0.00003437582,0.00010616263,0.00035729515,0.000069077854,0.98302734,0.00556836,0.010524288],"study_design_scores_gemma":[0.000015465204,0.00001827509,0.0005501451,0.00008649712,0.000008607691,0.00010923661,0.000078145575,0.0029894358,0.00031363545,0.90724415,0.08856462,0.000021724654],"about_ca_topic_score_codex":0.00291146,"about_ca_topic_score_gemma":0.001179288,"teacher_disagreement_score":0.0061692866,"about_ca_system_score_codex":0.004887571,"about_ca_system_score_gemma":0.001293705,"threshold_uncertainty_score":0.035461962},"labels":[],"label_agreement":null},{"id":"W4299316259","doi":"","title":"Existence and Non-uniqueness of Solutions for BSDE","year":2010,"lang":"en","type":"book-chapter","venue":"HAL (Le Centre pour la Communication Scientifique Directe)","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Uniqueness; Mathematics; Applied mathematics; Mathematical economics; Pure mathematics; Mathematical analysis","score_opus":0.026790735715432737,"score_gpt":0.2106003353745729,"score_spread":0.18380959965914018,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4299316259","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08546087,0.012348833,0.7668421,0.004218351,0.0010179707,0.00012899644,0.00038387574,0.00014383005,0.12945513],"genre_scores_gemma":[0.6573397,0.014655149,0.18138885,0.0014079732,0.0014981796,0.00060366135,0.00091931777,0.00042368786,0.1417635],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992005,0.00028480586,0.000053808053,0.00016041307,0.0002153137,0.00008509413],"domain_scores_gemma":[0.9973151,0.0017001721,0.00017512038,0.000109504996,0.0005058117,0.00019430532],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018796391,0.001466064,0.0012976453,0.001405561,0.0010364797,0.003529625,0.001046956,0.0023853374,0.005880115],"category_scores_gemma":[0.007047109,0.00070359115,0.001284803,0.0012127801,0.002602481,0.0033625339,0.0028827267,0.0040912023,0.0010092552],"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":[0.000045744393,0.000021023716,0.00012775123,0.00015079427,0.000019967214,0.000089722525,0.00021978197,0.006358781,0.0027091727,0.97981125,0.0024265908,0.008019358],"study_design_scores_gemma":[0.00003118848,0.000042259628,0.00021564159,0.00007654493,0.00001594429,0.0002086533,0.00012928511,0.09051923,0.0013121528,0.89862984,0.0087873265,0.000031954594],"about_ca_topic_score_codex":0.001195806,"about_ca_topic_score_gemma":0.00064958615,"teacher_disagreement_score":0.005880115,"about_ca_system_score_codex":0.0016241195,"about_ca_system_score_gemma":0.0011605959,"threshold_uncertainty_score":0.019670963},"labels":[],"label_agreement":null},{"id":"W4299663192","doi":"10.2139/ssrn.1664961","title":"Multivariate Option Pricing with Time Varying Volatility and Correlations","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Center for Interuniversity Research and Analysis on Organizations; HEC Montréal","funders":"","keywords":"Multivariate statistics; Economics; Econometrics; Valuation of options; Volatility (finance); Financial economics; Implied volatility; Volatility smile; Stochastic volatility; Mathematics; Statistics","score_opus":0.008936432352128976,"score_gpt":0.20616348837582615,"score_spread":0.19722705602369717,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4299663192","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28008884,0.0021371385,0.70826834,0.0023871989,0.00028066486,0.00006144358,0.00036696895,0.00050221535,0.0059071765],"genre_scores_gemma":[0.9730583,0.0010668074,0.017334878,0.00013902251,0.0003724699,0.000057121473,0.00021415537,0.00009764129,0.0076596313],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99652314,0.0016612503,0.00019319741,0.0005280527,0.0006834214,0.00041101107],"domain_scores_gemma":[0.97296,0.017723318,0.004648412,0.0019518354,0.0014893498,0.0012271625],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007993604,0.0019410528,0.0027447636,0.0018598824,0.0007080123,0.0048687407,0.002644525,0.0042622886,0.0037237143],"category_scores_gemma":[0.033069775,0.0017996671,0.0021029566,0.003379722,0.0027808603,0.00951971,0.0024497863,0.0041975654,0.00046026486],"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":[0.00024840957,0.00013615188,0.004434372,0.00008162451,0.00018531477,0.0011966978,0.00011991481,0.36881694,0.0018977706,0.61254454,0.0010754791,0.009262792],"study_design_scores_gemma":[0.00002453581,0.00002497032,0.0009160497,0.000007958845,0.00002811599,0.00020040227,0.000013124633,0.899198,0.00022611006,0.09913067,0.0001863819,0.000043760258],"about_ca_topic_score_codex":0.0026581013,"about_ca_topic_score_gemma":0.0020826526,"teacher_disagreement_score":0.007993604,"about_ca_system_score_codex":0.0013732734,"about_ca_system_score_gemma":0.0011691132,"threshold_uncertainty_score":0.042274773},"labels":[],"label_agreement":null},{"id":"W4300455529","doi":"10.48550/arxiv.0811.2623","title":"Predictability on finite horizon for processes with exponential decrease\\n of energy on higher frequencies","year":2008,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Trent University","funders":"","keywords":"Predictability; Exponential decay; Exponential function; Horizon; Energy (signal processing); Mathematics; Exponential growth; Statistical physics; Applied mathematics; Time horizon; Control theory (sociology); Computer science; Mathematical optimization; Mathematical analysis; Physics; Statistics; Control (management); Quantum mechanics; Artificial intelligence","score_opus":0.07548102589117336,"score_gpt":0.17295334765696382,"score_spread":0.09747232176579046,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4300455529","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.30184117,0.00063290325,0.6842997,0.0013880803,0.00013779559,0.00004322088,0.00036575715,0.00032158403,0.010969702],"genre_scores_gemma":[0.9844072,0.00034477626,0.012218205,0.00013618347,0.00011391802,0.00006313659,0.00016955954,0.00008438166,0.002462628],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99885714,0.00021928223,0.00008335961,0.00032866586,0.0002613607,0.00025024766],"domain_scores_gemma":[0.9851134,0.010352332,0.0020551328,0.000858004,0.0009562639,0.00066492066],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022492667,0.00065524806,0.0008007647,0.0009570326,0.0007083498,0.0018488828,0.0009235422,0.000781107,0.0040303525],"category_scores_gemma":[0.016668955,0.0003615263,0.001059375,0.00056293147,0.0026470693,0.0033951034,0.0016859736,0.0024225705,0.00024927125],"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":[0.00019654959,0.000047745198,0.004241121,0.00018219989,0.00005528693,0.00049429765,0.00040982172,0.05885331,0.008359837,0.9163335,0.00089302217,0.009933319],"study_design_scores_gemma":[0.000029522675,0.00008037649,0.003895006,0.000043796485,0.00003668026,0.00016984947,0.000119159886,0.4957568,0.0028953645,0.49586248,0.0010573057,0.000053730982],"about_ca_topic_score_codex":0.0014137002,"about_ca_topic_score_gemma":0.00096065627,"teacher_disagreement_score":0.0040303525,"about_ca_system_score_codex":0.0010372022,"about_ca_system_score_gemma":0.0010421011,"threshold_uncertainty_score":0.013482869},"labels":[],"label_agreement":null},{"id":"W4301156990","doi":"10.48550/arxiv.1206.5543","title":"On a class of optimal transportation problems with infinitely many\\n marginals","year":2012,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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 Alberta","keywords":"Uniqueness; Mathematics; Class (philosophy); Space (punctuation); Quantum; Characterization (materials science); Pure mathematics; Mass transportation; Mathematical finance; Feynman diagram; Phase space; Applied mathematics; Mathematical analysis; Computer science; Mathematical physics; Quantum mechanics; Finance; Physics","score_opus":0.07668208327061374,"score_gpt":0.17392317917249306,"score_spread":0.09724109590187932,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4301156990","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1525548,0.0012476117,0.8189436,0.0034472644,0.000114268754,0.000087766675,0.00024990767,0.000105643936,0.023249123],"genre_scores_gemma":[0.8702187,0.0018194148,0.113890395,0.00038269357,0.00025558806,0.00026441173,0.00028837897,0.000091627204,0.012788761],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99913955,0.0003225449,0.000037886,0.00020271364,0.0001512307,0.00014597434],"domain_scores_gemma":[0.99684143,0.0020308178,0.00042952388,0.00017164118,0.00023007195,0.0002964546],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002185149,0.0012397239,0.0011005967,0.0014227058,0.0012803095,0.0025685544,0.0017336311,0.0024241738,0.005770595],"category_scores_gemma":[0.0092685865,0.00062239094,0.0015459572,0.0009545161,0.0041255825,0.0048556384,0.002801894,0.0027723126,0.0003148567],"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":[0.000030849314,0.00003692673,0.00032060244,0.00006526603,0.000020993033,0.00008418686,0.00008129549,0.04845595,0.0007958538,0.9458302,0.00086260715,0.0034151687],"study_design_scores_gemma":[0.000024835279,0.000028788718,0.00026781522,0.0000320668,0.000013843098,0.00007248895,0.00006951297,0.39835024,0.00046041879,0.598703,0.0019567565,0.000020168269],"about_ca_topic_score_codex":0.002518163,"about_ca_topic_score_gemma":0.0015673237,"teacher_disagreement_score":0.005770595,"about_ca_system_score_codex":0.0025339916,"about_ca_system_score_gemma":0.0013032964,"threshold_uncertainty_score":0.019304574},"labels":[],"label_agreement":null},{"id":"W4301737665","doi":"10.48550/arxiv.1501.02415","title":"Marcinkiewicz Law of Large Numbers for Outer-products of Heavy-tailed,\\n Long-range Dependent Data","year":2015,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Decoupling (probability); Range (aeronautics); Mathematics; Law of large numbers; Combinatorics; Physics; Statistics; Materials science; Random variable","score_opus":0.1753740249751982,"score_gpt":0.2263991043223181,"score_spread":0.05102507934711992,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4301737665","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.040488224,0.00557341,0.9208533,0.0044830483,0.0005491714,0.00016881367,0.0009892111,0.0005823185,0.02631248],"genre_scores_gemma":[0.7144727,0.01112392,0.2112905,0.0029756993,0.0029274088,0.0019836442,0.0020855828,0.00091866736,0.05222181],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9947496,0.0020804175,0.0002826126,0.001016437,0.0013168892,0.0005540877],"domain_scores_gemma":[0.9308223,0.052012216,0.006152717,0.0050561633,0.004188598,0.0017679448],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.016230676,0.0023057426,0.0018070233,0.0038976523,0.0017980925,0.0055804094,0.0030592112,0.0021774645,0.00666865],"category_scores_gemma":[0.08395132,0.0011534222,0.0017968118,0.0023686476,0.0122880945,0.012033586,0.0036818362,0.00718762,0.00198325],"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":[0.00007157849,0.000023711971,0.0008864777,0.00020177139,0.000032930202,0.00026374514,0.00028245442,0.015458697,0.000937465,0.9732476,0.0025770592,0.0060166703],"study_design_scores_gemma":[0.000033390148,0.00006263662,0.0008941255,0.00015468024,0.000028620008,0.00020645038,0.000093674906,0.29574305,0.0010488206,0.69571745,0.005943047,0.0000741554],"about_ca_topic_score_codex":0.0031396002,"about_ca_topic_score_gemma":0.0031520189,"teacher_disagreement_score":0.016230676,"about_ca_system_score_codex":0.003554738,"about_ca_system_score_gemma":0.0022862887,"threshold_uncertainty_score":0.08583701},"labels":[],"label_agreement":null},{"id":"W4302381309","doi":"10.48550/arxiv.1404.2757","title":"Quasi regular Dirichlet forms and the stochastic quantization problem","year":2014,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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 Center for Mathematics and Interdisciplinary Sciences, Chinese Academy of Sciences; Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China; Deutsche Forschungsgemeinschaft","keywords":"Mathematics; Uniqueness; Stochastic quantization; Infinitesimal; Dirichlet distribution; Invariant (physics); Simple (philosophy); Dirichlet's principle; Dirichlet form; Gaussian; Quantization (signal processing); Pure mathematics; Applied mathematics; Mathematical analysis; Mathematical physics; Algorithm; Physics; Quantum","score_opus":0.04436804483392568,"score_gpt":0.16641954456869412,"score_spread":0.12205149973476845,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4302381309","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3016977,0.0017515701,0.59833163,0.005948825,0.00054156734,0.0000775395,0.000197864,0.00016553425,0.09128782],"genre_scores_gemma":[0.94546574,0.00060987315,0.03678111,0.00034730707,0.000295902,0.00006796898,0.00008860372,0.000054669275,0.016288834],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992964,0.00028943983,0.00003269541,0.000092747185,0.00020343032,0.00008528966],"domain_scores_gemma":[0.99914145,0.00036053653,0.0001132184,0.000096611686,0.00015144474,0.00013657592],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012565014,0.00032413073,0.0004693913,0.00074358453,0.0008975087,0.0016226695,0.00069351454,0.0010079157,0.0037445596],"category_scores_gemma":[0.0026745866,0.00023134737,0.00048212262,0.00056475005,0.0031635105,0.0023405189,0.0013981216,0.0013559278,0.00036911605],"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":[0.0000036758443,0.0000034918787,0.000036011275,0.000006947126,0.000001430852,0.000018976372,0.000030577008,0.0015207065,0.00028955622,0.9969392,0.00018197132,0.0009675389],"study_design_scores_gemma":[0.000004645147,0.0000061829983,0.00005787778,0.000004403703,7.9873996e-7,0.00003789623,0.000027812679,0.020113945,0.00012512525,0.97885346,0.00076312857,0.0000046414007],"about_ca_topic_score_codex":0.00064649346,"about_ca_topic_score_gemma":0.000429479,"teacher_disagreement_score":0.0037445596,"about_ca_system_score_codex":0.00096672255,"about_ca_system_score_gemma":0.0007676116,"threshold_uncertainty_score":0.01252687},"labels":[],"label_agreement":null},{"id":"W4302415562","doi":"10.56082/annalsarscimath.2020.1-2.522","title":"ON THE EXISTENCE OF THE SOLUTION OF RICCATI EQUATIONS ARISING IN LINEAR QUADRATIC MEAN FIELD DYNAMIC GAMES","year":2020,"lang":"en","type":"article","venue":"Annals of the Academy of Romanian Scientists Series on Mathematics and Its Application","topic":"Stochastic processes and financial applications","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 Nautical Research Society","funders":"","keywords":"Mathematics; Riccati equation; Linear-quadratic regulator; Applied mathematics; Quadratic equation; Class (philosophy); Field (mathematics); Mathematical analysis; Pure mathematics; Mathematical optimization; Optimal control; Differential equation; Computer science; Geometry","score_opus":0.0801788691777862,"score_gpt":0.29296373097267947,"score_spread":0.21278486179489325,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4302415562","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.25622278,0.0019998362,0.6945281,0.0031534145,0.00020972767,0.00016784792,0.0002268417,0.00017317598,0.043318324],"genre_scores_gemma":[0.95535946,0.0011796015,0.033025343,0.00030544217,0.00016216499,0.00020348176,0.00017099963,0.000056172423,0.009537462],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99934775,0.00027899334,0.000029354633,0.00012569089,0.000094657116,0.00012357831],"domain_scores_gemma":[0.9963536,0.002468164,0.00037873833,0.000076713266,0.00048242277,0.00024023627],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001816235,0.001023525,0.0012539034,0.00090905774,0.0006910204,0.0015070179,0.00073810597,0.0017648787,0.0041293083],"category_scores_gemma":[0.007886498,0.0004126777,0.0009368571,0.0004760587,0.0019828905,0.0021357243,0.0016721698,0.0021700684,0.00036880755],"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":[0.00012886217,0.000071450755,0.00058715546,0.00037094703,0.000045336714,0.0003830572,0.0004504278,0.06546262,0.009149814,0.9156402,0.001888187,0.005821983],"study_design_scores_gemma":[0.00009868705,0.00019317307,0.00074914115,0.00009191577,0.000037486538,0.00021514263,0.00030766733,0.61252826,0.0018972984,0.3814773,0.0023468337,0.000056976198],"about_ca_topic_score_codex":0.0014990338,"about_ca_topic_score_gemma":0.00085663906,"teacher_disagreement_score":0.0041293083,"about_ca_system_score_codex":0.00083749014,"about_ca_system_score_gemma":0.0012037617,"threshold_uncertainty_score":0.0138139725},"labels":[],"label_agreement":null},{"id":"W4303859737","doi":"10.48550/arxiv.2105.07312","title":"Stochastic equations with time-dependent singular drift","year":2021,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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","keywords":"Class (philosophy); Stochastic differential equation; Mathematics; Property (philosophy); Vector field; Mathematical analysis; Pure mathematics; Applied mathematics; Computer science; Geometry","score_opus":0.05393390954333856,"score_gpt":0.16746580897658328,"score_spread":0.11353189943324472,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4303859737","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.40548176,0.0021318553,0.57577616,0.0030808286,0.00040896033,0.00006411104,0.0002374552,0.00016064034,0.012658204],"genre_scores_gemma":[0.97736007,0.0007250447,0.012795457,0.00019715121,0.00024879028,0.00006275729,0.00012210161,0.00003043805,0.008458285],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994547,0.00017184565,0.000035919817,0.00010052875,0.00013537043,0.000101763726],"domain_scores_gemma":[0.99849164,0.0006577053,0.0003422187,0.000072132745,0.00020510155,0.00023126524],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014452422,0.00093687937,0.0010363291,0.0009960391,0.00054646184,0.001376743,0.0007080889,0.0013109684,0.0013479501],"category_scores_gemma":[0.0048101614,0.00029511238,0.0011301279,0.00053494395,0.0015512428,0.0020641566,0.0017426419,0.0014148221,0.00013372212],"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":[0.000054964563,0.00003646136,0.0016965116,0.00007843093,0.00009104797,0.0004773824,0.0001616164,0.077687636,0.005654742,0.9087744,0.0009090971,0.004377652],"study_design_scores_gemma":[0.00003533195,0.00004033562,0.0006639683,0.000015428204,0.000022591581,0.0001469215,0.000043080392,0.74340063,0.0009130158,0.2538174,0.00087386015,0.000027464954],"about_ca_topic_score_codex":0.0024630246,"about_ca_topic_score_gemma":0.0010868303,"teacher_disagreement_score":0.0024630246,"about_ca_system_score_codex":0.0010642695,"about_ca_system_score_gemma":0.00089701917,"threshold_uncertainty_score":0.0077218413},"labels":[],"label_agreement":null},{"id":"W4306176994","doi":"10.28924/2291-8639-20-2022-54","title":"Direct Solution of Black-Scholes-Merton European Put Option Model on Dividend Yield With Modified-Log Payoff Function","year":2022,"lang":"en","type":"article","venue":"International Journal of Analysis and Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"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":"Department of Higher Education and Training; Tshwane University of Technology","keywords":"Black–Scholes model; Stochastic game; Mathematics; Dividend yield; Valuation (finance); Mathematical economics; Applied mathematics; Geometric Brownian motion; Dividend; Econometrics; Economics; Dividend policy; Finance; Diffusion process; Economy","score_opus":0.026903425743370256,"score_gpt":0.22867211583644756,"score_spread":0.2017686900930773,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4306176994","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07367997,0.00050847884,0.9171139,0.00063720986,0.000081570244,0.00004493855,0.000049045386,0.00006798707,0.007816892],"genre_scores_gemma":[0.9190769,0.0006391593,0.06662329,0.00010268708,0.00008723912,0.000108936336,0.00007512998,0.000040210885,0.013246493],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995479,0.0002038945,0.000022091448,0.00007003181,0.000109745866,0.000046347923],"domain_scores_gemma":[0.9994893,0.0002570135,0.00007164257,0.000036696496,0.00009016087,0.00005513737],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013540353,0.00071818003,0.00071550073,0.00045886196,0.00027821207,0.0011560505,0.0008760159,0.0014178103,0.0027982194],"category_scores_gemma":[0.0038658655,0.00026890426,0.00083291315,0.00039911474,0.0010155912,0.0021853705,0.0012547229,0.0015514777,0.00018379718],"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":[0.000079337646,0.000062221545,0.0013878143,0.000097504555,0.00003778007,0.0005196299,0.00012323802,0.28949675,0.004973147,0.68534636,0.00083806214,0.017038124],"study_design_scores_gemma":[0.000015662376,0.00002887259,0.00015393745,0.0000070477527,0.0000064097912,0.00008081695,0.000014498915,0.93207127,0.00048715298,0.06661854,0.00050617306,0.000009645251],"about_ca_topic_score_codex":0.0012777123,"about_ca_topic_score_gemma":0.0008169907,"teacher_disagreement_score":0.0027982194,"about_ca_system_score_codex":0.00067928364,"about_ca_system_score_gemma":0.0008620667,"threshold_uncertainty_score":0.009361029},"labels":[],"label_agreement":null},{"id":"W4306795461","doi":"10.1287/mnsc.2022.4587","title":"A Macrofinance Model for Option Prices: A Story of Rare Economic Events","year":2022,"lang":"en","type":"article","venue":"Management Science","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"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":"Implied volatility; Volatility smile; Volatility (finance); Economics; Valuation of options; Boom; Equity (law); Financial economics; Moneyness; Monetary economics; Econometrics","score_opus":0.031932304038826916,"score_gpt":0.24046676769435765,"score_spread":0.20853446365553074,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4306795461","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.31203273,0.0015869029,0.58262855,0.027430873,0.0004775257,0.000114538794,0.00181636,0.00070142414,0.07321108],"genre_scores_gemma":[0.9629602,0.0006340147,0.01575184,0.00048757056,0.00023263742,0.000105803236,0.00024138014,0.00011068813,0.019475937],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99960345,0.00015734429,0.0000146171915,0.0000812674,0.00006713848,0.00007616774],"domain_scores_gemma":[0.99788123,0.0010239669,0.0003678213,0.00014747374,0.00018215821,0.0003973025],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018738029,0.0007896722,0.0010544077,0.0008412488,0.001057627,0.0039054744,0.0025795347,0.004595205,0.009342089],"category_scores_gemma":[0.0059469435,0.00056936254,0.0009380155,0.00076649396,0.0018100361,0.0052044946,0.0013758923,0.0037898622,0.000855396],"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":[0.000055880297,0.000053685722,0.0016969434,0.00002986502,0.000024359153,0.000524028,0.00023285345,0.18459816,0.0008412698,0.80462044,0.0037694501,0.0035531267],"study_design_scores_gemma":[0.000030763575,0.000023986244,0.00037027907,0.0000139915865,0.000008984829,0.000101169106,0.00004469867,0.7798808,0.00007087978,0.218078,0.0013498449,0.000026523529],"about_ca_topic_score_codex":0.0058112694,"about_ca_topic_score_gemma":0.004535608,"teacher_disagreement_score":0.009342089,"about_ca_system_score_codex":0.0013935076,"about_ca_system_score_gemma":0.0010048925,"threshold_uncertainty_score":0.031252444},"labels":[],"label_agreement":null},{"id":"W4308122994","doi":"10.3390/jrfm15110504","title":"Efficient Pricing of Spread Options with Stochastic Rates and Stochastic Volatility","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"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":"Stochastic volatility; Monte Carlo method; Fast Fourier transform; Geometric Brownian motion; Econometrics; Valuation of options; Brownian motion; Fourier transform; Heath–Jarrow–Morton framework; Volatility (finance); Mathematics; Computer science; Algorithm; Statistics; Diffusion process","score_opus":0.010569843190381942,"score_gpt":0.20610378872159535,"score_spread":0.1955339455312134,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4308122994","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08231766,0.00040826356,0.91411924,0.00022339869,0.000038044782,0.000019219246,0.000024504458,0.00009111076,0.0027586045],"genre_scores_gemma":[0.90601295,0.00052252517,0.09055805,0.000040262585,0.0000801439,0.000034795317,0.00007038922,0.0000496886,0.0026312545],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99936813,0.00027943894,0.000027238208,0.000046244226,0.000237022,0.00004181772],"domain_scores_gemma":[0.998531,0.00094093935,0.0001623012,0.00015894904,0.00015116065,0.0000557284],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001340014,0.000405349,0.0006499751,0.00050522294,0.0001922244,0.0010815478,0.00056249544,0.0010525279,0.0012618888],"category_scores_gemma":[0.006070913,0.00037851176,0.0004899669,0.00055839855,0.00070733187,0.0021731828,0.00081403303,0.0009383713,0.000200294],"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":[0.00004672237,0.00003585032,0.00094143214,0.000051102346,0.000037392303,0.0002651954,0.00004873212,0.7458601,0.0058433367,0.22719333,0.0004293653,0.019247359],"study_design_scores_gemma":[0.0000042545425,0.0000062077506,0.0001287494,0.0000026687849,0.0000017097301,0.00003527175,0.0000028790967,0.9770175,0.0002830722,0.022356074,0.00015823463,0.0000033920232],"about_ca_topic_score_codex":0.00091273815,"about_ca_topic_score_gemma":0.0006093052,"teacher_disagreement_score":0.001340014,"about_ca_system_score_codex":0.0004061096,"about_ca_system_score_gemma":0.0006054086,"threshold_uncertainty_score":0.007086754},"labels":[],"label_agreement":null},{"id":"W4308238795","doi":"10.1017/9781009291248.015","title":"Asymptotic Analysis","year":2022,"lang":"en","type":"other","venue":"","topic":"Stochastic processes and financial applications","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 de Montréal","funders":"","keywords":"Computer science; Mathematics","score_opus":0.017206901202181078,"score_gpt":0.20870998935798837,"score_spread":0.1915030881558073,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4308238795","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.002847975,0.006089204,0.88007045,0.0016715211,0.0009955612,0.00008572045,0.0010458964,0.0010343317,0.10615943],"genre_scores_gemma":[0.37313014,0.022249417,0.3673571,0.003580942,0.006774598,0.001467056,0.0072576874,0.0043028467,0.21388021],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99726737,0.0012801276,0.00011774416,0.00032608636,0.0007811424,0.00022754012],"domain_scores_gemma":[0.9884925,0.0065323142,0.00041910118,0.0019787878,0.0023409263,0.00023636114],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004461303,0.0013259294,0.0016300358,0.0028783318,0.0007467605,0.00224994,0.0015166245,0.001201371,0.046308376],"category_scores_gemma":[0.027699608,0.00043250964,0.0016676863,0.002116089,0.0014830981,0.0023329274,0.002300259,0.002846459,0.018449947],"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":[0.00009772643,0.00008178675,0.0015782776,0.00064199104,0.00017137051,0.00016006395,0.00014817026,0.03634667,0.0014748618,0.7092907,0.09187477,0.15813369],"study_design_scores_gemma":[0.000037999027,0.000065890024,0.0021945639,0.0003918921,0.00010289909,0.0004192355,0.00009535005,0.27303243,0.0016293783,0.62810504,0.093861856,0.00006341539],"about_ca_topic_score_codex":0.0026315837,"about_ca_topic_score_gemma":0.0024771164,"teacher_disagreement_score":0.046308376,"about_ca_system_score_codex":0.0016263508,"about_ca_system_score_gemma":0.0013964142,"threshold_uncertainty_score":0.15491694},"labels":[],"label_agreement":null},{"id":"W4308780833","doi":"10.1016/j.spa.2022.11.002","title":"Wiener–Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility","year":2022,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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":"Factorization; Mathematics; Brownian motion; Volatility (finance); Wiener process; Brownian excursion; Geometric Brownian motion; Applied mathematics; Mathematical analysis; Diffusion process; Algorithm; Statistics; Econometrics; Computer science","score_opus":0.012554261431881729,"score_gpt":0.19427253871265604,"score_spread":0.1817182772807743,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4308780833","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07546304,0.005840977,0.89047635,0.0012512617,0.000714265,0.000055050263,0.00018767538,0.00014582313,0.025865499],"genre_scores_gemma":[0.8120941,0.007580254,0.12588218,0.00062139495,0.0017229888,0.00015586843,0.00046011456,0.00020262765,0.051280532],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994036,0.00017184915,0.00004070634,0.00012176567,0.00017406799,0.00008793593],"domain_scores_gemma":[0.9986363,0.0005909243,0.00021416784,0.0000947218,0.00027427461,0.0001895702],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019363419,0.0015225338,0.0012352426,0.0018876035,0.0009534886,0.0024784293,0.0010065545,0.0019003076,0.004742845],"category_scores_gemma":[0.004918458,0.0005555543,0.0015686383,0.0011926033,0.0025280036,0.0044030845,0.0015133165,0.0020478356,0.0011584663],"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":[0.000019199691,0.000019998153,0.0001038364,0.000055672615,0.000013814505,0.00008764356,0.00011403502,0.010206127,0.001028665,0.98191166,0.00092810264,0.005511245],"study_design_scores_gemma":[0.0000068781374,0.000017190205,0.00010492945,0.000012439065,0.000006743758,0.00006611698,0.000024564702,0.07140492,0.00021570387,0.92669815,0.0014198938,0.000022371021],"about_ca_topic_score_codex":0.0031111683,"about_ca_topic_score_gemma":0.0017328473,"teacher_disagreement_score":0.004742845,"about_ca_system_score_codex":0.0014126282,"about_ca_system_score_gemma":0.0014450784,"threshold_uncertainty_score":0.01586634},"labels":[],"label_agreement":null},{"id":"W4308910515","doi":"10.31801/cfsuasmas.981876","title":"Stochastic integration with respect to a cylindrical special semi martingale","year":2022,"lang":"en","type":"article","venue":"Communications Faculty Of Science University of Ankara Series A1Mathematics and Statistics","topic":"Stochastic processes and financial applications","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 Alberta","funders":"University of Alberta","keywords":"Martingale (probability theory); Mathematics; Mathematical economics; Applied mathematics; Calculus (dental); Medicine; Orthodontics","score_opus":0.04098106908290089,"score_gpt":0.24743759453424222,"score_spread":0.20645652545134133,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4308910515","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0625204,0.0016289694,0.92299736,0.0006252537,0.00028366505,0.000043229404,0.00015814559,0.00012824412,0.011614778],"genre_scores_gemma":[0.85793597,0.0027482696,0.12417416,0.00035800925,0.0005942694,0.00012275891,0.00034592967,0.00014155847,0.013579022],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988587,0.00040304166,0.00007859827,0.00022646913,0.000299478,0.0001338036],"domain_scores_gemma":[0.99824846,0.0006281057,0.00037145137,0.00018259525,0.00036308035,0.00020644593],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024712463,0.0009526042,0.0010440104,0.0010463434,0.0005135099,0.001914377,0.0007754789,0.0009372605,0.0027718064],"category_scores_gemma":[0.004095012,0.00027349187,0.0013336348,0.0011228737,0.0024099685,0.002847749,0.001461185,0.0016600988,0.0003409547],"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":[0.00001478984,0.000009487585,0.00044442934,0.00005220944,0.000019534824,0.00015962489,0.000077913384,0.008691891,0.0016508184,0.9849327,0.00032158665,0.0036248453],"study_design_scores_gemma":[0.000017187022,0.00015786213,0.0015871957,0.0000521099,0.000040971063,0.0005028233,0.00010983074,0.2105988,0.0016887112,0.7754579,0.009730952,0.000055745353],"about_ca_topic_score_codex":0.0016236177,"about_ca_topic_score_gemma":0.0010428076,"teacher_disagreement_score":0.0027718064,"about_ca_system_score_codex":0.0009565464,"about_ca_system_score_gemma":0.0010660986,"threshold_uncertainty_score":0.013069391},"labels":[],"label_agreement":null},{"id":"W4309349999","doi":"10.1002/cjs.11745","title":"Empirical‐process‐based specification tests for diffusion models","year":2022,"lang":"en","type":"article","venue":"Canadian Journal of Statistics","topic":"Stochastic processes and financial applications","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":"National Natural Science Foundation of China","keywords":"Nonparametric statistics; Estimator; Monte Carlo method; Parametric statistics; Rate of convergence; Volatility (finance); Convergence (economics); Mathematics; Applied mathematics; Joint probability distribution; Econometrics; Statistical hypothesis testing; Computer science; Statistics; Key (lock); Economics","score_opus":0.08679906004898019,"score_gpt":0.2671284493741311,"score_spread":0.1803293893251509,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4309349999","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3091836,0.00034949672,0.68432105,0.0007205158,0.000050768107,0.00013105616,0.0004315528,0.0004781886,0.004333776],"genre_scores_gemma":[0.9725485,0.00009214148,0.025982164,0.000066028195,0.000048213366,0.00012894374,0.00059924216,0.000046171,0.0004885569],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.98460305,0.01003008,0.00095809466,0.0015418122,0.0023421568,0.00052481587],"domain_scores_gemma":[0.83614224,0.13515663,0.014406062,0.006871571,0.0058761933,0.0015472467],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.021322062,0.000853449,0.001208304,0.0042870925,0.00039052212,0.0020772812,0.0021977287,0.0015723492,0.005727536],"category_scores_gemma":[0.12031531,0.00055261765,0.0014317981,0.0024277477,0.0023488365,0.0047462783,0.0028148752,0.0021507822,0.00054046576],"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":[0.00067511224,0.0005499978,0.11363517,0.0003665304,0.0010598443,0.0005183603,0.00061473297,0.3614417,0.0059174,0.3683618,0.001870705,0.14498869],"study_design_scores_gemma":[0.00020381782,0.00031418528,0.019920284,0.00007038854,0.00009281155,0.00019517589,0.00021808773,0.8676438,0.0028142782,0.10742729,0.001015087,0.000084899184],"about_ca_topic_score_codex":0.0012355809,"about_ca_topic_score_gemma":0.0006080163,"teacher_disagreement_score":0.021322062,"about_ca_system_score_codex":0.0009627215,"about_ca_system_score_gemma":0.0016038272,"threshold_uncertainty_score":0},"labels":[{"model":"gpt","categories":[],"domain":null,"study_design":"simulation_or_modeling","genre":"methods","about_ca_system":false,"about_ca_topic":false,"confidence":"high"},{"model":"grok","categories":[],"domain":null,"study_design":"simulation_or_modeling","genre":"methods","about_ca_system":false,"about_ca_topic":false,"confidence":"high"},{"model":"opus","categories":[],"domain":null,"study_design":"simulation_or_modeling","genre":"methods","about_ca_system":false,"about_ca_topic":false,"confidence":"high"}],"label_agreement":"agree"},{"id":"W4311889509","doi":"10.54691/bcpbm.v32i.2964","title":"Research On The Pricing Of Rainbow Option Based On The Geometric Brownian Motion Model: Case Of Pfizer &amp; Walmart","year":2022,"lang":"en","type":"article","venue":"BCP Business & Management","topic":"Stochastic processes and financial applications","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":"Futures contract; Rainbow; Financial economics; Geometric Brownian motion; Derivative (finance); Business; Strike price; Stock options; Economics; Finance; Marketing","score_opus":0.11020042161739677,"score_gpt":0.28773262595076005,"score_spread":0.17753220433336328,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4311889509","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4598962,0.017254982,0.3663952,0.018276455,0.0008500277,0.000117830896,0.00015040778,0.00021386919,0.13684501],"genre_scores_gemma":[0.9538601,0.0045793247,0.01682516,0.00028459812,0.0003328749,0.000026560887,0.000060206257,0.00003722524,0.023994036],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993716,0.00021692392,0.000022888004,0.00011109163,0.00018820507,0.00008933183],"domain_scores_gemma":[0.9989104,0.00065316056,0.000117874835,0.00007361976,0.000158199,0.00008670509],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014179939,0.0005055491,0.0005879354,0.00084543234,0.0008341471,0.0020038167,0.0009766058,0.0017614941,0.0064074905],"category_scores_gemma":[0.0042725145,0.000313571,0.0014162678,0.0007570227,0.0009559045,0.005068535,0.00071767916,0.002047401,0.00042525094],"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":[0.00008693111,0.00016669098,0.0056861173,0.00016775646,0.00009567184,0.0018091626,0.00048900244,0.06730131,0.0034094895,0.8822998,0.006511529,0.03197652],"study_design_scores_gemma":[0.00004303346,0.00014270669,0.00481614,0.00008541103,0.000086389824,0.0013565032,0.0004008051,0.69137377,0.0016291921,0.28701806,0.012945856,0.000102168655],"about_ca_topic_score_codex":0.0038122623,"about_ca_topic_score_gemma":0.0019210111,"teacher_disagreement_score":0.0064074905,"about_ca_system_score_codex":0.0009913316,"about_ca_system_score_gemma":0.00079553964,"threshold_uncertainty_score":0.021435201},"labels":[],"label_agreement":null},{"id":"W4312220394","doi":"10.1016/j.spa.2022.12.009","title":"Discrete-time zero-sum games for Markov chains with risk-sensitive average cost criterion","year":2022,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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":"Queen's University","funders":"Science and Engineering Research Board","keywords":"Mathematics; Markov chain; Saddle point; Countable set; Applied mathematics; Lyapunov function; State space; Discrete time and continuous time; Markov kernel; Stochastic game; Discrete mathematics; Markov model; Mathematical economics; Variable-order Markov model","score_opus":0.010542378464881366,"score_gpt":0.21040057612157237,"score_spread":0.199858197656691,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4312220394","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.061645538,0.0011058388,0.9212895,0.0020568206,0.00022909588,0.00015602344,0.00044561073,0.00015738489,0.01291416],"genre_scores_gemma":[0.91604364,0.002197469,0.054390587,0.00053582137,0.00038344093,0.0005033677,0.0005398202,0.00020069766,0.025205238],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99554473,0.0019208676,0.00021537606,0.000866248,0.00075486995,0.0006978827],"domain_scores_gemma":[0.97771853,0.017384801,0.0015701551,0.00055015937,0.0014179335,0.0013582738],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006721298,0.003043477,0.0047901315,0.0022448942,0.0012764126,0.006004059,0.0043249466,0.0043605184,0.0060789967],"category_scores_gemma":[0.024035173,0.0016484507,0.0023211972,0.002031399,0.005270226,0.006842595,0.0039668814,0.0045171413,0.00060672127],"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":[0.00008788844,0.000099509765,0.00035103346,0.00016156666,0.000099776116,0.00015027073,0.00012609707,0.2726249,0.00077487604,0.7208434,0.0013730468,0.0033076513],"study_design_scores_gemma":[0.000024488992,0.00002317497,0.00012386964,0.000020615526,0.000025593388,0.000027933294,0.000027426551,0.7595709,0.00016304747,0.23966202,0.00029981643,0.000031051397],"about_ca_topic_score_codex":0.010235155,"about_ca_topic_score_gemma":0.006728516,"teacher_disagreement_score":0.010235155,"about_ca_system_score_codex":0.006326319,"about_ca_system_score_gemma":0.005371236,"threshold_uncertainty_score":0.04590088},"labels":[],"label_agreement":null},{"id":"W4312280701","doi":"10.2139/ssrn.4258780","title":"Supervisory Adaptive Control Revisited: Linear-Like Convolution Bounds","year":2022,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Convolution (computer science); Control (management); Adaptive control; Mathematics; Supervisory control; Computer science; Applied mathematics; Control theory (sociology); Artificial intelligence; Artificial neural network","score_opus":0.019938061569034608,"score_gpt":0.208777659671259,"score_spread":0.1888395981022244,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4312280701","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.029050903,0.0015863274,0.95345914,0.0017791601,0.00019735999,0.000024785846,0.000053426695,0.00012161082,0.013727309],"genre_scores_gemma":[0.9753981,0.00081600633,0.018017802,0.0003047187,0.00024658194,0.00006754297,0.000040505438,0.000042993808,0.0050657275],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983949,0.00050293363,0.00009225051,0.00043017315,0.00036769948,0.0002120464],"domain_scores_gemma":[0.9871322,0.009564218,0.0009126071,0.0005693609,0.001406551,0.00041507444],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0042331526,0.0013137771,0.0019183215,0.00067619816,0.00074628677,0.0037656408,0.0015498452,0.0028860183,0.004058915],"category_scores_gemma":[0.015353687,0.0005800044,0.0010522312,0.0007450794,0.0028929175,0.0030327674,0.002551598,0.0039030581,0.0002555421],"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":[0.00018553331,0.000094104165,0.0005987809,0.00032778023,0.00016396586,0.00028076104,0.00026295218,0.5721812,0.0027925244,0.3931611,0.0019300823,0.028021121],"study_design_scores_gemma":[0.0000076200567,0.000030574465,0.00011409323,0.000018951105,0.000014434286,0.000017413515,0.000012879286,0.95933044,0.00026921174,0.03998849,0.00018652572,0.000009437139],"about_ca_topic_score_codex":0.0043439926,"about_ca_topic_score_gemma":0.0023638783,"teacher_disagreement_score":0.0043439926,"about_ca_system_score_codex":0.0021988354,"about_ca_system_score_gemma":0.0018189515,"threshold_uncertainty_score":0.022387326},"labels":[],"label_agreement":null},{"id":"W4312358481","doi":"10.2139/ssrn.4221136","title":"Monte Carlo Variance Reduction and American Option Exercise Strategies","year":2022,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Center for Interuniversity Research and Analysis on Organizations; Wilfrid Laurier University; HEC Montréal; Western University","funders":"","keywords":"Variance reduction; Monte Carlo method; Control variates; Reduction (mathematics); Variance (accounting); Econometrics; Statistics; Markov chain Monte Carlo; Mathematics; Economics; Hybrid Monte Carlo; Accounting","score_opus":0.009614294374345267,"score_gpt":0.2099214903072963,"score_spread":0.20030719593295102,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4312358481","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10910666,0.00090607954,0.8694472,0.00135555,0.00011641556,0.00007073922,0.00006200126,0.00021707412,0.018718243],"genre_scores_gemma":[0.9083641,0.0005199267,0.07451742,0.00029504197,0.00015252967,0.00015664705,0.00013586078,0.00016179969,0.015696663],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9977582,0.0014212242,0.000060450286,0.00017890667,0.00044079148,0.00014047355],"domain_scores_gemma":[0.98514533,0.0129319215,0.0005578604,0.00041371115,0.0006649146,0.0002862872],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0053103487,0.0008024269,0.0011033204,0.0014933911,0.0005969566,0.0021137844,0.0015754701,0.0019983412,0.0038358727],"category_scores_gemma":[0.023882188,0.00070915424,0.0008874937,0.0011088015,0.0018709048,0.0024627692,0.0013687068,0.002047514,0.0002908635],"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":[0.0001249105,0.00010063783,0.00074323534,0.000045854686,0.00006070022,0.000068739995,0.00009875279,0.56215364,0.00065100804,0.41860896,0.0010941608,0.016249416],"study_design_scores_gemma":[0.000010655746,0.000016573675,0.00015056338,0.000009871529,0.000009480925,0.000019704505,0.0000075618655,0.89043707,0.00016313027,0.10893077,0.00023475889,0.000009825376],"about_ca_topic_score_codex":0.002870948,"about_ca_topic_score_gemma":0.0027717485,"teacher_disagreement_score":0.0053103487,"about_ca_system_score_codex":0.0012839674,"about_ca_system_score_gemma":0.001258734,"threshold_uncertainty_score":0.0280841},"labels":[],"label_agreement":null},{"id":"W4312619978","doi":"10.1007/978-3-031-20179-0_1","title":"TOPS: Transition-Based Volatility-Reduced Policy Search","year":2022,"lang":"en","type":"book-chapter","venue":"Lecture notes in computer science","topic":"Stochastic processes and financial applications","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":"Reinforcement learning; Volatility (finance); Computer science; Sublinear function; Parameterized complexity; Mathematical optimization; Variance (accounting); Convergence (economics); Artificial intelligence; Algorithm; Econometrics; Mathematics; Economics","score_opus":0.02929723770295157,"score_gpt":0.24903976890753413,"score_spread":0.21974253120458256,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4312619978","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.015195344,0.0011589264,0.9665927,0.0008977311,0.0003710243,0.00012013147,0.0005256152,0.0039057634,0.011232673],"genre_scores_gemma":[0.63717896,0.0012064801,0.3357138,0.00086532277,0.0005887961,0.0004846525,0.0019792207,0.0021308002,0.019851888],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99897766,0.00052784354,0.000043356926,0.0001298417,0.00021451624,0.000106834],"domain_scores_gemma":[0.99676716,0.0024886793,0.00011980291,0.0002953909,0.00019177177,0.00013721803],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022533487,0.00091078255,0.0024198086,0.0010355958,0.00059555774,0.002205244,0.0021867226,0.0020962919,0.0144824395],"category_scores_gemma":[0.011458692,0.0010703758,0.0011897332,0.0014342163,0.0011107541,0.0028032362,0.0032018134,0.002687271,0.0025840546],"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":[0.0006622943,0.00016513297,0.00061784324,0.00030410252,0.00019374925,0.00012009658,0.00012137823,0.6194106,0.0011029477,0.16732998,0.031173604,0.17879835],"study_design_scores_gemma":[0.000033091743,0.000021738675,0.000045869565,0.000012061699,0.000008023415,0.000014834885,0.000007120768,0.9509311,0.00015668393,0.047733754,0.0010300382,0.000005704698],"about_ca_topic_score_codex":0.0033765065,"about_ca_topic_score_gemma":0.002642785,"teacher_disagreement_score":0.0144824395,"about_ca_system_score_codex":0.00092657586,"about_ca_system_score_gemma":0.0017437339,"threshold_uncertainty_score":0.048448563},"labels":[],"label_agreement":null},{"id":"W4312653808","doi":"10.2139/ssrn.4239892","title":"An Asset-Pricing Model with Commonality in Exchange Rates","year":2018,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Brock University; University of Manitoba","funders":"","keywords":"Capital asset pricing model; Economics; Foreign exchange risk; Econometrics; Currency; Financial economics; Equity (law); Risk–return spectrum; Emerging markets; Expected return; Equity risk; Exchange rate; Monetary economics; Portfolio; Finance; Valuation (finance)","score_opus":0.02543463195133587,"score_gpt":0.2561715253502933,"score_spread":0.23073689339895742,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4312653808","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5801551,0.0019821213,0.39370504,0.006333132,0.00033971487,0.00011999179,0.0009999792,0.00032785823,0.01603713],"genre_scores_gemma":[0.98413336,0.000581759,0.0052289534,0.000110158835,0.00018649598,0.000042056166,0.00022349296,0.000027626911,0.009466045],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9981831,0.000791116,0.00010956811,0.0004218993,0.00022095678,0.0002733622],"domain_scores_gemma":[0.99293447,0.004261924,0.0011120241,0.0003627492,0.0004433832,0.0008854093],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003834694,0.0016796044,0.003772563,0.0016923686,0.0011002414,0.006316091,0.003852466,0.0062919557,0.0037950105],"category_scores_gemma":[0.01097143,0.0010922436,0.0020639247,0.0022245115,0.0030252263,0.00694839,0.0033074913,0.0038627344,0.00054416683],"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":[0.00038380825,0.0001584923,0.0029134827,0.00011077322,0.00024802025,0.0014723135,0.00029266742,0.37379372,0.0010100744,0.61227554,0.0017276561,0.005613462],"study_design_scores_gemma":[0.00013015716,0.000072530675,0.00046417088,0.000014404423,0.00009009612,0.00021051192,0.000049281385,0.88721234,0.00011367437,0.11114049,0.00045147625,0.00005087684],"about_ca_topic_score_codex":0.0065654065,"about_ca_topic_score_gemma":0.0031507604,"teacher_disagreement_score":0.0065654065,"about_ca_system_score_codex":0.0016559283,"about_ca_system_score_gemma":0.0012863274,"threshold_uncertainty_score":0.020280063},"labels":[],"label_agreement":null},{"id":"W4313057525","doi":"10.2139/ssrn.4263048","title":"The discrete-time arbitrage-free Nelson–Siegel model: a closed-form solution and applications to mixed funds representation","year":2022,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Representation (politics); Arbitrage; Mathematics; Discrete time and continuous time; Mathematical economics; Economics; Econometrics; Applied mathematics; Financial economics; Statistics; Political science","score_opus":0.015488595967135721,"score_gpt":0.2342593762689219,"score_spread":0.21877078030178618,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4313057525","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.038052805,0.000709391,0.9514858,0.0018820723,0.000100340236,0.00005101851,0.00015832095,0.00015728422,0.0074028918],"genre_scores_gemma":[0.7230604,0.0019046841,0.21806678,0.00058278267,0.00029157984,0.00038936952,0.00049758086,0.00024490856,0.054961912],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999313,0.00030929866,0.000035499146,0.00013097042,0.00013699035,0.00007423175],"domain_scores_gemma":[0.9975097,0.0015424754,0.00034989056,0.00013709127,0.00025418424,0.00020664127],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030369384,0.0010868028,0.0020834862,0.0012358774,0.00056484377,0.0030285057,0.002732245,0.0037120623,0.0058530564],"category_scores_gemma":[0.013121111,0.0008747323,0.0014746835,0.0014694988,0.0020373738,0.0045395736,0.0020750752,0.0025319613,0.00066386716],"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":[0.000054102005,0.00004833761,0.0004364797,0.00007469125,0.000049379953,0.00017340733,0.000105287654,0.18439902,0.0006306972,0.804904,0.0015680538,0.0075565637],"study_design_scores_gemma":[0.00002349908,0.000010204289,0.000090636655,0.000012506253,0.000014675914,0.000049058985,0.00001621756,0.8550763,0.0001866116,0.14364374,0.0008577481,0.000018869478],"about_ca_topic_score_codex":0.0037531916,"about_ca_topic_score_gemma":0.0033460173,"teacher_disagreement_score":0.0058530564,"about_ca_system_score_codex":0.0012834828,"about_ca_system_score_gemma":0.0026536817,"threshold_uncertainty_score":0.019580424},"labels":[],"label_agreement":null},{"id":"W4313410995","doi":"10.3390/jrfm15120616","title":"Newton–Raphson Emulation Network for Highly Efficient Computation of Numerous Implied Volatilities","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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 Research Foundation of Korea","keywords":"Emulation; Python (programming language); Computer science; Computation; Benchmark (surveying); Volatility (finance); Deep learning; Learning network; Newton's method; Artificial intelligence; Algorithm; Econometrics; Mathematics; Programming language","score_opus":0.0119850532859874,"score_gpt":0.20938120426789103,"score_spread":0.19739615098190363,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4313410995","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.024814893,0.0004154382,0.9622255,0.00046820156,0.00013536503,0.000079758196,0.0003879344,0.004682009,0.006790861],"genre_scores_gemma":[0.37017393,0.0004465046,0.6136791,0.0005924009,0.00009608599,0.0007342342,0.0017333044,0.002347771,0.010196716],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995745,0.00015846912,0.00002177236,0.00007264377,0.00011785268,0.000054763063],"domain_scores_gemma":[0.99873585,0.0007395647,0.00007411222,0.00013936838,0.00024975764,0.000061428065],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011310197,0.0010213401,0.00079390995,0.00046498497,0.00062166626,0.00069020956,0.0016977045,0.0011295059,0.010234241],"category_scores_gemma":[0.0059775077,0.0005129158,0.0007185312,0.0005006233,0.0006295093,0.0013245322,0.0013272656,0.0020146833,0.0022879252],"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":[0.00012610266,0.00007151458,0.0014504966,0.00010723894,0.000057447585,0.00013409049,0.000084321684,0.89626974,0.0019451297,0.022966234,0.008115544,0.06867213],"study_design_scores_gemma":[0.000008298287,0.000007649305,0.00005911932,0.000006230887,0.0000043193904,0.00001563056,0.000004528504,0.99397165,0.0007621283,0.0037087582,0.0014475984,0.000004094441],"about_ca_topic_score_codex":0.0067261998,"about_ca_topic_score_gemma":0.008588924,"teacher_disagreement_score":0.010234241,"about_ca_system_score_codex":0.00090279325,"about_ca_system_score_gemma":0.0017720415,"threshold_uncertainty_score":0.034236908},"labels":[],"label_agreement":null},{"id":"W4313450362","doi":"10.1007/s40314-022-02149-x","title":"A finite elements approach for spread contract valuation via associated two-dimensional PIDE","year":2022,"lang":"en","type":"article","venue":"Computational and Applied Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Toronto Metropolitan University","funders":"Fields Institute for Research in Mathematical Sciences","keywords":"Toeplitz matrix; Preconditioner; Circulant matrix; Discretization; Quadrature (astronomy); Applied mathematics; Mathematics; Valuation (finance); Lévy process; Partial differential equation; Mathematical optimization; Mathematical analysis; Algorithm; Pure mathematics; Iterative method; Physics; Finance; Economics","score_opus":0.04540575526992288,"score_gpt":0.25121940121095765,"score_spread":0.20581364594103477,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4313450362","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.010114277,0.00028342998,0.98217773,0.00034892705,0.00007654782,0.000038686696,0.0000689659,0.00006380244,0.006827664],"genre_scores_gemma":[0.5915218,0.0010297114,0.37706047,0.00057973276,0.0002177003,0.00043412545,0.00029306544,0.0003151554,0.028548261],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994367,0.00026222834,0.000026731528,0.00007142896,0.00015747818,0.00004539963],"domain_scores_gemma":[0.9976555,0.0016744605,0.00014034995,0.000116856834,0.0002583172,0.0001545349],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016257013,0.00075410167,0.001619814,0.0015660572,0.00072499504,0.0022125,0.0019331237,0.003190235,0.005836947],"category_scores_gemma":[0.0055624503,0.00086662284,0.0011827789,0.0010938024,0.0023648029,0.001965998,0.0023849949,0.0028571836,0.00070502755],"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":[0.000034224046,0.0000862535,0.0003962788,0.000067054796,0.000028247485,0.00008485506,0.000094788316,0.7737454,0.0008024302,0.21623325,0.0005436284,0.007883584],"study_design_scores_gemma":[0.0000031296927,0.0000034051636,0.000015252967,0.0000070234046,0.0000019058132,0.000006259161,0.0000071406234,0.98322797,0.000050244467,0.016352855,0.0003214295,0.0000033816204],"about_ca_topic_score_codex":0.0051195403,"about_ca_topic_score_gemma":0.004394802,"teacher_disagreement_score":0.005836947,"about_ca_system_score_codex":0.0011237614,"about_ca_system_score_gemma":0.0013157355,"threshold_uncertainty_score":0.019526482},"labels":[],"label_agreement":null},{"id":"W4313657025","doi":"10.1016/j.sysconle.2022.105443","title":"Nonzero-sum risk-sensitive stochastic differential games: A multi-parameter eigenvalue problem approach","year":2023,"lang":"en","type":"article","venue":"Systems & Control Letters","topic":"Stochastic processes and financial applications","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":"Queen's University","funders":"Science and Engineering Research Board","keywords":"Mathematics; Nash equilibrium; Ergodic theory; Eigenvalues and eigenvectors; Applied mathematics; Stochastic differential equation; Hamilton–Jacobi–Bellman equation; Mathematical optimization; Markov chain; Markov process; Bellman equation; Mathematical analysis","score_opus":0.02272227626778749,"score_gpt":0.21170264037558023,"score_spread":0.18898036410779273,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4313657025","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.038762555,0.0008601267,0.93282086,0.0027486384,0.00027393078,0.00010047745,0.00016738859,0.000075963944,0.024190105],"genre_scores_gemma":[0.88086337,0.0015832729,0.080819234,0.00083167845,0.0005233078,0.00042032127,0.00022541816,0.00016826397,0.034565065],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981573,0.0010473039,0.0000615786,0.0002852546,0.00026537682,0.00018314712],"domain_scores_gemma":[0.99293995,0.005249364,0.00046209732,0.00018100349,0.0005927992,0.00057477225],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029818136,0.0019116102,0.002704652,0.0012480445,0.00092987565,0.0038942029,0.0023600357,0.0036083725,0.005116374],"category_scores_gemma":[0.010397054,0.0013152175,0.0015961904,0.0010588116,0.003591348,0.0039497847,0.004040514,0.0037160092,0.00037716713],"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":[0.00006174871,0.00012793226,0.0003534173,0.00013437524,0.00009371497,0.0002584824,0.0001769514,0.297414,0.0010360769,0.69437873,0.0023022725,0.0036622288],"study_design_scores_gemma":[0.000020069103,0.000023272842,0.00009571494,0.000018039254,0.000015848329,0.000032592023,0.000059426904,0.7989448,0.00010155121,0.20020083,0.00046412222,0.000023762906],"about_ca_topic_score_codex":0.004099717,"about_ca_topic_score_gemma":0.0028955953,"teacher_disagreement_score":0.005116374,"about_ca_system_score_codex":0.002001799,"about_ca_system_score_gemma":0.0025240795,"threshold_uncertainty_score":0.01711595},"labels":[],"label_agreement":null},{"id":"W4313891994","doi":"10.3934/mbe.2023239","title":"An optimal control problem without control costs","year":2023,"lang":"en","type":"article","venue":"Mathematical Biosciences & Engineering","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"","keywords":"Bellman equation; Optimal control; Differential equation; Dynamic programming; Mathematics; Partial differential equation; Function (biology); First-order partial differential equation; Value (mathematics); Applied mathematics; Mathematical optimization; Boundary value problem; Differential (mechanical device); Order (exchange); Similarity (geometry); Diffusion equation; Control (management); Computer science; Mathematical analysis; Statistics; Physics","score_opus":0.014190280768932863,"score_gpt":0.2233223020679472,"score_spread":0.20913202129901434,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4313891994","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13195683,0.0027513695,0.8098395,0.00693378,0.00034927035,0.00033924577,0.0006650198,0.00021945235,0.04694557],"genre_scores_gemma":[0.8920761,0.0009666567,0.072806135,0.00049600605,0.00022781195,0.00069746823,0.0003824669,0.00010796641,0.032239348],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99873775,0.00045884194,0.00005516994,0.00042573057,0.0001577583,0.00016475651],"domain_scores_gemma":[0.9967043,0.0025110699,0.0002579422,0.000080153135,0.000249466,0.00019707771],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002421257,0.0015385814,0.0022734164,0.0011381969,0.0008500933,0.0025789042,0.0014657562,0.004509262,0.00540448],"category_scores_gemma":[0.0067933416,0.0009519531,0.0011219382,0.00091843115,0.0030521862,0.0023175373,0.0021365972,0.0022577173,0.0002974728],"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":[0.00015018377,0.00009527943,0.00042328326,0.0002114195,0.00007409783,0.00020271647,0.00012325267,0.8444617,0.0014315263,0.1444118,0.001170356,0.007244462],"study_design_scores_gemma":[0.00008732809,0.000098252945,0.00022812623,0.000027170778,0.000025935835,0.000025957117,0.000034933146,0.94511944,0.00038045,0.052713,0.0012330577,0.000026395897],"about_ca_topic_score_codex":0.012761543,"about_ca_topic_score_gemma":0.0045852433,"teacher_disagreement_score":0.012761543,"about_ca_system_score_codex":0.0033312852,"about_ca_system_score_gemma":0.002984168,"threshold_uncertainty_score":0.025374532},"labels":[],"label_agreement":null},{"id":"W4314946934","doi":"10.1109/cdc51059.2022.9993210","title":"Markowitz Portfolio Optimization Extended Quadratic Mean-Field Games Approach","year":2022,"lang":"en","type":"article","venue":"2022 IEEE 61st Conference on Decision and Control (CDC)","topic":"Stochastic processes and financial applications","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":"Mathematical optimization; Quadratic programming; Computer science; Portfolio; Mathematics; Economics; Financial economics","score_opus":0.025783806469386595,"score_gpt":0.23202399383082156,"score_spread":0.20624018736143496,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4314946934","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.043285172,0.00135202,0.93969125,0.0011766179,0.00013593116,0.000066520544,0.00012264907,0.00007321665,0.014096563],"genre_scores_gemma":[0.9175574,0.0011115787,0.060206417,0.0003689165,0.00020639015,0.00018768682,0.00011443877,0.000034635825,0.020212512],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99937385,0.000314506,0.000017359125,0.00008682551,0.00012452193,0.00008290908],"domain_scores_gemma":[0.99916124,0.0005393044,0.000094917305,0.000029133424,0.000100388126,0.000075036805],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014097871,0.0010985207,0.0014058521,0.00050857593,0.00030681587,0.0012384611,0.0012233141,0.001640308,0.0025954884],"category_scores_gemma":[0.002266276,0.00041454288,0.00072142767,0.000542046,0.000848514,0.001330787,0.0009098484,0.0012327877,0.00021227889],"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":[0.00003559597,0.00004550489,0.00029753929,0.000050736395,0.00005143541,0.00011306691,0.000033992448,0.8788346,0.0006406526,0.11378948,0.0007386342,0.0053687375],"study_design_scores_gemma":[0.000015238438,0.000025757856,0.00008511689,0.0000044168105,0.00000710872,0.000015465248,0.000006386013,0.96341705,0.000068134235,0.035882916,0.00046592328,0.0000064903716],"about_ca_topic_score_codex":0.0029076708,"about_ca_topic_score_gemma":0.0017186301,"teacher_disagreement_score":0.0029076708,"about_ca_system_score_codex":0.0011059295,"about_ca_system_score_gemma":0.0012125099,"threshold_uncertainty_score":0.008682787},"labels":[],"label_agreement":null},{"id":"W4316806107","doi":"10.3390/jrfm16010055","title":"Pricing European Options under Stochastic Volatility Models: Case of Five-Parameter Variance-Gamma Process","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Sigma; Mathematics; Stochastic volatility; Valuation of options; Volatility (finance); Distribution (mathematics); Combinatorics; Order (exchange); Black–Scholes model; Physics; Mathematical physics; Mathematical analysis; Econometrics; Quantum mechanics; Finance; Economics","score_opus":0.03002399730518906,"score_gpt":0.2412434156348368,"score_spread":0.21121941832964775,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4316806107","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3547314,0.0013195256,0.63484526,0.0012033241,0.00012693155,0.000055202665,0.00012629967,0.00019292628,0.007399035],"genre_scores_gemma":[0.9845005,0.00046455764,0.0118260095,0.00008674954,0.00007454979,0.000037727787,0.00008633144,0.00003239523,0.0028912076],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986168,0.0005556313,0.00006206805,0.00021841683,0.00028442134,0.0002627186],"domain_scores_gemma":[0.9969964,0.0016556621,0.00054577534,0.00019064252,0.00035729763,0.00025430068],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0036321466,0.0012072715,0.0016849162,0.0010504159,0.00062747294,0.0032648847,0.0019228103,0.003099246,0.0014621266],"category_scores_gemma":[0.009372062,0.0005438422,0.0021136869,0.0012384987,0.0018447145,0.0031230012,0.0019379937,0.0024867568,0.00020836093],"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":[0.00009541369,0.000046076697,0.004197436,0.00005844114,0.000095560856,0.0016877663,0.00020715392,0.6724265,0.0015963321,0.31372055,0.0006115556,0.005257268],"study_design_scores_gemma":[0.000012771182,0.000015009488,0.0002954774,0.000006585976,0.000015934316,0.00012309593,0.000024573352,0.96474385,0.00011483655,0.03442286,0.00020860117,0.000016429562],"about_ca_topic_score_codex":0.0066703116,"about_ca_topic_score_gemma":0.0022053164,"teacher_disagreement_score":0.0066703116,"about_ca_system_score_codex":0.0010963859,"about_ca_system_score_gemma":0.0010494761,"threshold_uncertainty_score":0.019208848},"labels":[],"label_agreement":null},{"id":"W4317672241","doi":"10.1080/14697688.2023.2167666","title":"Efficient pricing and hedging of high-dimensional American options using deep recurrent networks","year":2023,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":10,"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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Recurrent neural network; Feed forward; Computer science; Feedforward neural network; Artificial neural network; Deep learning; Quadratic equation; Mathematical optimization; Artificial intelligence; Mathematics","score_opus":0.043636272576722125,"score_gpt":0.28150862960658424,"score_spread":0.23787235702986212,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4317672241","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12230853,0.00049660786,0.87206584,0.00068559725,0.000077927834,0.000020301588,0.00011080818,0.00047859433,0.0037557355],"genre_scores_gemma":[0.93375194,0.000228558,0.06332507,0.00010131238,0.000055600165,0.000024368313,0.00014025884,0.000053028303,0.0023198826],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997874,0.00006401995,0.000012893611,0.000039972896,0.00006814426,0.000027629438],"domain_scores_gemma":[0.99945205,0.00027118914,0.000085310996,0.000048506074,0.00009494131,0.000048042613],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007819974,0.00048290362,0.00063057785,0.00035605807,0.00027735505,0.0010554468,0.0009740085,0.0009304238,0.0014063563],"category_scores_gemma":[0.0028026216,0.00043362385,0.0005654182,0.00043844117,0.00065183203,0.0018118436,0.0009126133,0.0011796638,0.00022715077],"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":[0.00004355786,0.00002351382,0.0008895367,0.000021247892,0.000026356265,0.00008336032,0.0000245944,0.9577163,0.0018460883,0.018882012,0.0005614174,0.019882174],"study_design_scores_gemma":[0.0000012679988,0.000002177877,0.000040372328,6.883031e-7,7.3699783e-7,0.0000032714545,9.4854204e-7,0.9971687,0.00009000466,0.002650456,0.00004004142,0.0000013706491],"about_ca_topic_score_codex":0.0076867817,"about_ca_topic_score_gemma":0.0072302925,"teacher_disagreement_score":0.0076867817,"about_ca_system_score_codex":0.0008208859,"about_ca_system_score_gemma":0.00084717217,"threshold_uncertainty_score":0.015284121},"labels":[],"label_agreement":null},{"id":"W4317792640","doi":"10.1109/wsc57314.2022.10015494","title":"Portfolio Risk Measurement via Stochastic Mesh with Average Weight","year":2022,"lang":"en","type":"article","venue":"2022 Winter Simulation Conference (WSC)","topic":"Stochastic processes and financial applications","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":"Estimator; Portfolio; Convergence (economics); Computer science; Mean squared error; Mathematics; Applied mathematics; Rate of convergence; Derivative (finance); Mathematical optimization; Statistics; Finance; Economics","score_opus":0.034992806321036234,"score_gpt":0.22092880098488277,"score_spread":0.18593599466384653,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4317792640","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.018939888,0.00007258769,0.9798681,0.000073188676,0.000023798759,0.000029235644,0.000042753203,0.00016993299,0.0007804604],"genre_scores_gemma":[0.72565603,0.0002276295,0.2714429,0.00011860233,0.000055529825,0.0002303292,0.00029365363,0.00015200401,0.0018232265],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9985202,0.0006124679,0.000094542476,0.00029215435,0.00037455553,0.000106131054],"domain_scores_gemma":[0.99604994,0.0024405362,0.00044112882,0.00046256013,0.00043333657,0.000172434],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002274828,0.0007728383,0.0012541363,0.00096025,0.0004200175,0.0013120958,0.0014124318,0.0012668945,0.0023157727],"category_scores_gemma":[0.011510818,0.00051733706,0.0010735972,0.0008154686,0.0010012143,0.0020292376,0.0018987347,0.0011767391,0.00026895502],"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":[0.00008812793,0.00003813431,0.0023388017,0.00004739799,0.000051833238,0.000071328635,0.000051943887,0.93413544,0.0022468038,0.035270173,0.00038696462,0.025273072],"study_design_scores_gemma":[0.0000036783285,0.000008978086,0.00008793455,0.0000027165886,0.000002448868,0.0000067649657,0.000002194843,0.99406296,0.0002608746,0.005451858,0.00010558366,0.0000040779937],"about_ca_topic_score_codex":0.0035492496,"about_ca_topic_score_gemma":0.002127378,"teacher_disagreement_score":0.0035492496,"about_ca_system_score_codex":0.00084888405,"about_ca_system_score_gemma":0.0009194213,"threshold_uncertainty_score":0.0120306015},"labels":[],"label_agreement":null},{"id":"W4318200243","doi":"10.1007/s11009-023-09996-z","title":"Optimal Liquidation Through a Limit Order Book: A Neural Network and Simulation Approach","year":2023,"lang":"en","type":"article","venue":"Methodology And Computing In Applied Probability","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"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 du Québec à Montréal","funders":"Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada","keywords":"Artificial neural network; Limit (mathematics); Mathematics; Mathematical optimization; Order book; State space; Dynamic programming; Stochastic control; Optimal control; Order (exchange); Computer science; Artificial intelligence; Finance; Economics; Statistics","score_opus":0.1453298118335074,"score_gpt":0.312727662560421,"score_spread":0.1673978507269136,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4318200243","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.38013366,0.0011108703,0.5971856,0.0017010601,0.0001231748,0.0000781483,0.00021206377,0.00033677122,0.019118663],"genre_scores_gemma":[0.9679232,0.00034342956,0.025495624,0.00008801155,0.000043472628,0.00006473591,0.00008982954,0.00005665202,0.0058950093],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99977225,0.00009218733,0.00001398585,0.00005166114,0.000038826252,0.000031088737],"domain_scores_gemma":[0.9974728,0.0018914322,0.00022541957,0.00007831164,0.0002159,0.000115967574],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011786984,0.00041376593,0.0012067195,0.00090521487,0.000709988,0.0018179768,0.0012653689,0.002073042,0.004011619],"category_scores_gemma":[0.0059149736,0.0007783441,0.0006733031,0.0008957509,0.001450568,0.0033876223,0.0006923223,0.0012751688,0.00019870151],"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":[0.000018897814,0.00001489511,0.00021645168,0.00000904184,0.000008826853,0.000018344708,0.000012895808,0.9879215,0.00008311367,0.01009268,0.000112169495,0.0014912111],"study_design_scores_gemma":[0.0000014927311,0.0000013467194,0.000014123455,9.158945e-7,0.0000010103223,8.977864e-7,9.4965503e-7,0.9983006,0.000013411434,0.0016496237,0.00001473877,9.661004e-7],"about_ca_topic_score_codex":0.022091238,"about_ca_topic_score_gemma":0.014611063,"teacher_disagreement_score":0.022091238,"about_ca_system_score_codex":0.0018141407,"about_ca_system_score_gemma":0.0015301337,"threshold_uncertainty_score":0.043925285},"labels":[],"label_agreement":null},{"id":"W4318480457","doi":"10.3390/risks11020030","title":"The SEV-SV Model—Applications in Portfolio Optimization","year":2023,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Portfolio; Volatility (finance); Stock (firearms); Mean reversion; Economics; Econometrics; Stochastic volatility; Bellman equation; Stochastic modelling; Expected utility hypothesis; Stochastic process; Financial economics; Mathematical economics; Mathematics; Finance; Engineering","score_opus":0.06381840773620871,"score_gpt":0.27890036734730844,"score_spread":0.21508195961109972,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4318480457","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.022319818,0.001476949,0.9681198,0.00093910587,0.00010385972,0.000027884289,0.00012544778,0.00009213165,0.0067950087],"genre_scores_gemma":[0.829367,0.0038152165,0.14657724,0.00048655074,0.00042128365,0.00022305879,0.0005024615,0.00013731066,0.018469926],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992199,0.00038240422,0.000041523264,0.00010603702,0.00016833628,0.000081784936],"domain_scores_gemma":[0.99862003,0.0008356738,0.00022365176,0.00007860685,0.00012986467,0.00011216568],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017603508,0.00091683073,0.001363461,0.00091110327,0.00040895672,0.0014365633,0.0013507272,0.0016993443,0.0025115102],"category_scores_gemma":[0.0045015817,0.00057915394,0.0016912322,0.0009885427,0.0010603317,0.0021157537,0.0015182009,0.0022485242,0.00036442204],"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":[0.000036310343,0.000040633204,0.0013118486,0.00007598728,0.00007938429,0.00013754467,0.000052628526,0.4537402,0.0014177291,0.527079,0.0013712256,0.014657466],"study_design_scores_gemma":[0.0000073995884,0.000020641788,0.00012422062,0.000008886674,0.000005942783,0.000040793177,0.000006532681,0.88077825,0.0000965307,0.117815465,0.0010848267,0.000010419848],"about_ca_topic_score_codex":0.0027189702,"about_ca_topic_score_gemma":0.0016942144,"teacher_disagreement_score":0.0027189702,"about_ca_system_score_codex":0.00072508416,"about_ca_system_score_gemma":0.0007857838,"threshold_uncertainty_score":0.009309709},"labels":[],"label_agreement":null},{"id":"W4318480848","doi":"10.2139/ssrn.4319972","title":"Joint Dynamics For The Underlying Asset and Its Implied Volatility Surface: A New Methodology For Option Risk Management","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Concordia University; HEC Montréal","funders":"","keywords":"Straddle; Econometrics; Volatility (finance); Implied volatility; Volatility smile; Risk management; Forward volatility; Economics; Mathematics; Financial economics; Finance","score_opus":0.12179707902674608,"score_gpt":0.31685180822908504,"score_spread":0.19505472920233896,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4318480848","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0027880028,0.00010286875,0.9964167,0.00007866548,0.000030537965,0.000012525157,0.000011985488,0.000028556578,0.00053021323],"genre_scores_gemma":[0.38483348,0.0017206423,0.5904354,0.0003290647,0.0008319594,0.00058585475,0.0003323394,0.0006265748,0.020304631],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99847513,0.00079219916,0.000083473446,0.0002335438,0.00034472378,0.000070954564],"domain_scores_gemma":[0.99609643,0.0023516493,0.0004274193,0.0004020118,0.0004243091,0.0002981211],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005218774,0.0014456304,0.0013077044,0.0017015646,0.00065974315,0.0028072428,0.0022999088,0.002250695,0.0036730464],"category_scores_gemma":[0.011199381,0.0008652358,0.002129365,0.0013545745,0.001844329,0.0053389138,0.00316161,0.003859138,0.0007938683],"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":[0.00003873013,0.000080309415,0.0012727364,0.00009570745,0.00013631523,0.00018109538,0.00017660584,0.2339403,0.0036996433,0.7304019,0.001004687,0.028971996],"study_design_scores_gemma":[0.000004884742,0.000014686608,0.00012899471,0.000009404404,0.00001723042,0.00003755955,0.000009666072,0.92571795,0.00019869588,0.07309982,0.00074922026,0.00001193809],"about_ca_topic_score_codex":0.00094458973,"about_ca_topic_score_gemma":0.0008548028,"teacher_disagreement_score":0.005218774,"about_ca_system_score_codex":0.0006595684,"about_ca_system_score_gemma":0.0010819868,"threshold_uncertainty_score":0.027599871},"labels":[],"label_agreement":null},{"id":"W4318499483","doi":"10.3390/jrfm16020082","title":"Last-Passage American Cancelable Option in Lévy Models","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Logarithm; Martingale (probability theory); Lévy process; Asset (computer security); Mathematical economics; Exponential function; Mathematics; Optimal stopping; Econometrics; Valuation of options; Economics; Moment (physics); Put option; Applied mathematics; Mathematical optimization; Financial economics; Computer science; Mathematical analysis; Physics","score_opus":0.01647271496952037,"score_gpt":0.21526498837808605,"score_spread":0.19879227340856567,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4318499483","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.36635852,0.0020011868,0.6010929,0.0013083795,0.00033172316,0.000042918356,0.00015040346,0.00025646048,0.02845755],"genre_scores_gemma":[0.97294194,0.00046301016,0.01637544,0.00012913598,0.0001097538,0.00003059372,0.00008211607,0.000056381712,0.009811797],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99976104,0.00006503055,0.000013646676,0.000029597888,0.00008182206,0.000048785874],"domain_scores_gemma":[0.9993605,0.00021770575,0.00010770742,0.000044778975,0.00011333246,0.00015605862],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008540445,0.0006938044,0.00082856143,0.0008392384,0.0005169959,0.0016544241,0.0013578985,0.0016184895,0.0035729867],"category_scores_gemma":[0.0028961655,0.0003157983,0.0010996609,0.0005381618,0.0015735038,0.0018257769,0.0011824837,0.0013777995,0.000356008],"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":[0.00004664883,0.00007051257,0.0009238371,0.00007023472,0.000051901803,0.0008562031,0.00011338461,0.27941337,0.006302772,0.70775604,0.00069664564,0.0036983683],"study_design_scores_gemma":[0.000016725706,0.000022032687,0.00023720307,0.000008738868,0.00001353763,0.00010487017,0.000015704945,0.88669646,0.00061041524,0.11167253,0.0005844948,0.000017266331],"about_ca_topic_score_codex":0.0030092301,"about_ca_topic_score_gemma":0.0025176243,"teacher_disagreement_score":0.0035729867,"about_ca_system_score_codex":0.0010125379,"about_ca_system_score_gemma":0.0012221722,"threshold_uncertainty_score":0.011952877},"labels":[],"label_agreement":null},{"id":"W4319317823","doi":"10.3390/fractalfract7020152","title":"First-Passage Times and Optimal Control of Integrated Jump-Diffusion Processes","year":2023,"lang":"en","type":"article","venue":"Fractal and Fractional","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Jump diffusion; Brownian motion; Jump; Jump process; Mathematics; Moment (physics); Diffusion process; Diffusion; Degenerate energy levels; Continuation; Function (biology); Combinatorics; Mathematical analysis; Mathematical physics; Physics; Computer science; Thermodynamics; Statistics; Classical mechanics; Quantum mechanics","score_opus":0.014231592068359519,"score_gpt":0.21289870639544628,"score_spread":0.19866711432708675,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4319317823","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15081729,0.0059572505,0.81096995,0.0027766197,0.00057644217,0.00007171021,0.0001876776,0.00021262842,0.02843044],"genre_scores_gemma":[0.95077556,0.0022441477,0.03264164,0.00019994641,0.00021953955,0.00011088987,0.00014321806,0.000083050145,0.01358203],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99915767,0.0003479237,0.000047044156,0.0001430602,0.00017490682,0.00012943186],"domain_scores_gemma":[0.99734783,0.0014962276,0.00045465387,0.00010713211,0.0003171209,0.00027701037],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031885689,0.0010768208,0.0012827995,0.0011753126,0.000628012,0.0022048538,0.001493308,0.0015587081,0.0021417222],"category_scores_gemma":[0.008975404,0.00047137652,0.0011953475,0.0006711966,0.0030707272,0.0018948087,0.0012247872,0.0015257536,0.00018642849],"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":[0.000058154623,0.000043622767,0.00033792606,0.00010312328,0.00006363962,0.00013177974,0.00013593683,0.21327016,0.0018456843,0.7783917,0.00082824746,0.0047899806],"study_design_scores_gemma":[0.000041203093,0.000042204258,0.00027018637,0.000033956832,0.000021223537,0.000036134934,0.000033057324,0.6411614,0.00039075394,0.35689628,0.0010481464,0.00002552558],"about_ca_topic_score_codex":0.0060585444,"about_ca_topic_score_gemma":0.0024563486,"teacher_disagreement_score":0.0060585444,"about_ca_system_score_codex":0.0026070175,"about_ca_system_score_gemma":0.0020092041,"threshold_uncertainty_score":0.018915355},"labels":[],"label_agreement":null},{"id":"W4320342471","doi":"10.48550/arxiv.2302.04370","title":"Adaptive State-Dependent Diffusion for Derivative-Free Optimization","year":2023,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"ETH Zürich Foundation; Eidgenössische Technische Hochschule Zürich; McGill University; National Science Foundation","keywords":"Simulated annealing; Derivative (finance); Simplex; Convergence (economics); Rate of convergence; Mathematical optimization; Algebraic number; Global optimization; Applied mathematics; Mathematics; Variance (accounting); Adaptive simulated annealing; Computer science; State (computer science); Algorithm; Key (lock); Mathematical analysis; Combinatorics","score_opus":0.12468080003435565,"score_gpt":0.1891514892014781,"score_spread":0.06447068916712244,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4320342471","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00607306,0.00036924114,0.9896713,0.0003267362,0.00005939281,0.000022005686,0.000019013267,0.00008891207,0.0033704217],"genre_scores_gemma":[0.7232579,0.0011878973,0.25615203,0.0004266521,0.00020894554,0.00032443574,0.00013903304,0.0003088012,0.01799428],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99911195,0.0003558295,0.000039449118,0.00015178497,0.000283999,0.00005700612],"domain_scores_gemma":[0.99844426,0.001033916,0.0001255575,0.000111627574,0.0002074805,0.00007713965],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001695917,0.00085931155,0.0009322615,0.0007046551,0.00051796023,0.0013453324,0.0010946754,0.0015085385,0.0023046613],"category_scores_gemma":[0.0058593918,0.0005217213,0.00095226656,0.000528254,0.0018796391,0.0013674893,0.0018381893,0.0021048728,0.0004885715],"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":[0.000046550795,0.000039631333,0.0003289976,0.000106413856,0.000059294525,0.000076944234,0.00009261254,0.5593634,0.004243892,0.41758782,0.0011236935,0.016930638],"study_design_scores_gemma":[0.0000067323854,0.000011629746,0.000040458275,0.0000057931393,0.0000044101357,0.000010528295,0.0000021968428,0.95645416,0.00030993423,0.042380728,0.0007662618,0.0000070880474],"about_ca_topic_score_codex":0.0025644444,"about_ca_topic_score_gemma":0.0017509493,"teacher_disagreement_score":0.0025644444,"about_ca_system_score_codex":0.0016096453,"about_ca_system_score_gemma":0.0012246368,"threshold_uncertainty_score":0.011678815},"labels":[],"label_agreement":null},{"id":"W4320493572","doi":"10.3390/jrfm16020112","title":"On the Measurement of Hedging Effectiveness for Long-Term Investment Guarantees","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":true,"route_about_ca":false,"ca_institutions":"Université du Québec à Montréal; University of Calgary; Université de Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Term (time); Measure (data warehouse); Investment (military); Perspective (graphical); Position (finance); Actuarial science; Economics; Econometrics; Risk analysis (engineering); Risk measure; Computer science; Financial economics; Finance; Business; Data mining; Artificial intelligence; Portfolio","score_opus":0.030770203409857255,"score_gpt":0.23370379219234738,"score_spread":0.20293358878249013,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4320493572","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5388047,0.008043112,0.42558977,0.0010030016,0.00018833463,0.000114765666,0.00043525442,0.00025969426,0.025561385],"genre_scores_gemma":[0.97550327,0.001317742,0.022196531,0.00006888762,0.00008410092,0.00002692514,0.00019939205,0.000031722873,0.0005715863],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99154085,0.0035819046,0.00063059374,0.0007910025,0.0031725352,0.00028312844],"domain_scores_gemma":[0.9207403,0.06342052,0.0073802304,0.0047389087,0.0031359247,0.0005841144],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.017610667,0.001029064,0.0010594502,0.0029458825,0.00043240015,0.0029297671,0.0011981158,0.0015326062,0.0015823246],"category_scores_gemma":[0.061305527,0.00036516035,0.0006070793,0.0035825605,0.0027652872,0.0039911256,0.0019329147,0.0016984459,0.0003482465],"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":[0.0011386552,0.0004266576,0.044867445,0.00063239195,0.00057354476,0.0003153961,0.00071343035,0.38240352,0.022471199,0.29618356,0.0012780139,0.2489962],"study_design_scores_gemma":[0.00006799786,0.0020519465,0.11084253,0.00046818898,0.00027192637,0.00072218943,0.00062764593,0.65463746,0.018571483,0.20774543,0.0036610803,0.00033206822],"about_ca_topic_score_codex":0.0010741415,"about_ca_topic_score_gemma":0.00060912175,"teacher_disagreement_score":0.017610667,"about_ca_system_score_codex":0.0010290262,"about_ca_system_score_gemma":0.0006694401,"threshold_uncertainty_score":0.09313524},"labels":[],"label_agreement":null},{"id":"W4320509322","doi":"10.2991/978-94-6463-036-7_150","title":"An Analysis of Optimized Asian Options","year":2022,"lang":"en","type":"book-chapter","venue":"Advances in economics, business and management research/Advances in Economics, Business and Management Research","topic":"Stochastic processes and financial applications","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":"Asian option; Issuer; Exotic option; Valuation of options; Put option; Actuarial science; Stock options; Risk analysis (engineering); Computer science; Financial economics; Business; Economics; Finance","score_opus":0.044529480331318504,"score_gpt":0.32065385002463703,"score_spread":0.27612436969331855,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4320509322","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.23836474,0.004058407,0.65444094,0.00092255656,0.00020619629,0.00009596959,0.00020616286,0.00016297598,0.10154204],"genre_scores_gemma":[0.9454445,0.001307181,0.033120397,0.00013033724,0.00011089686,0.00006734501,0.00014828575,0.00006864722,0.01960237],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995982,0.00014789651,0.000023481034,0.000051978284,0.0001314423,0.000046987625],"domain_scores_gemma":[0.99930835,0.00031319394,0.00010339757,0.000048514183,0.00015988205,0.00006671788],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011046191,0.0005195794,0.00043628033,0.0008888317,0.00043976872,0.0013059207,0.000629404,0.0005948934,0.006490415],"category_scores_gemma":[0.0030929071,0.00021345483,0.0008342695,0.00073320593,0.00072506064,0.0017278271,0.0007240315,0.0008202665,0.00031810266],"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":[0.00010056807,0.000045834266,0.0015872925,0.00013016908,0.000048254195,0.0004268585,0.00016348144,0.18780896,0.0035140458,0.7768736,0.0020133515,0.027287576],"study_design_scores_gemma":[0.000013006472,0.00006933732,0.0010106948,0.0000396429,0.000026362342,0.00023323057,0.00005290513,0.8360298,0.00084631226,0.15649371,0.005162102,0.000022830072],"about_ca_topic_score_codex":0.0012453608,"about_ca_topic_score_gemma":0.0005880988,"teacher_disagreement_score":0.006490415,"about_ca_system_score_codex":0.0006342001,"about_ca_system_score_gemma":0.000659537,"threshold_uncertainty_score":0.021712601},"labels":[],"label_agreement":null},{"id":"W4321381193","doi":"10.18045/zbefri.2022.2.297","title":"CRYPTO PORTFOLIO OPTIMIZATION THROUGH LENS OF TAIL RISK AND VARIANCE MEASURES","year":2022,"lang":"en","type":"article","venue":"Zbornik radova Ekonomskog fakulteta u Rijeci","topic":"Stochastic processes and financial applications","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":"Optech (Canada)","funders":"","keywords":"Portfolio optimization; Tail risk; Risk measure; Portfolio; Cryptocurrency; Measure (data warehouse); Econometrics; Asset (computer security); Market capitalization; Spectral risk measure; Variance (accounting); Capitalization; Expected shortfall; Computer science; Actuarial science; Economics; Stock market; Financial economics; Data mining","score_opus":0.029409674667584314,"score_gpt":0.21366681386923783,"score_spread":0.1842571392016535,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4321381193","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10032212,0.0016951321,0.88600737,0.00093713414,0.00006360071,0.000039720566,0.00012989834,0.00014213171,0.010662879],"genre_scores_gemma":[0.919256,0.0012170724,0.073585615,0.00015763755,0.00014323744,0.00007348662,0.000113297276,0.00008708254,0.005366658],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99888974,0.0005801766,0.000041330448,0.00011304748,0.0002836733,0.00009203878],"domain_scores_gemma":[0.9960561,0.002652968,0.00055365387,0.00026405227,0.00030782085,0.00016542923],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003595085,0.00078835833,0.0010248354,0.0013867187,0.0003402042,0.0023687019,0.00057198695,0.00079520006,0.0021305094],"category_scores_gemma":[0.010762918,0.0003881314,0.00070649514,0.0008282627,0.0014538476,0.002466361,0.0014959886,0.0016582294,0.00020223952],"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":[0.00010025086,0.00005961953,0.0027776882,0.00011631754,0.00007842013,0.00014071995,0.00008081498,0.4572076,0.0015609508,0.51661605,0.00093589764,0.020325676],"study_design_scores_gemma":[0.000014658517,0.00004829265,0.000711328,0.00002402666,0.000011940498,0.0000443078,0.000017781485,0.8467507,0.00057483866,0.15107368,0.0007125599,0.000015896017],"about_ca_topic_score_codex":0.0012385248,"about_ca_topic_score_gemma":0.000670494,"teacher_disagreement_score":0.003595085,"about_ca_system_score_codex":0.001197169,"about_ca_system_score_gemma":0.0008920221,"threshold_uncertainty_score":0.019012868},"labels":[],"label_agreement":null},{"id":"W4323529951","doi":"10.2139/ssrn.4377204","title":"FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Toronto","funders":"Natural Sciences and Engineering Research Council of Canada; University of Toronto","keywords":"Volatility (finance); Econometrics; Principal component analysis; Principal (computer security); Asset (computer security); Computer science; Economics; Implied volatility; Financial economics; Artificial intelligence","score_opus":0.05835313154854188,"score_gpt":0.25897350658942453,"score_spread":0.20062037504088265,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4323529951","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10117555,0.00018130123,0.88123894,0.0003753063,0.00021210579,0.00012388018,0.0008062829,0.010344229,0.005542387],"genre_scores_gemma":[0.7139112,0.00014409082,0.27899978,0.00021032436,0.000056934507,0.0002509767,0.0010039748,0.0009702137,0.004452514],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9998248,0.00006468985,0.0000120091545,0.000025931484,0.00005333659,0.000019253228],"domain_scores_gemma":[0.999067,0.0005918482,0.000044950717,0.00009389518,0.00013108461,0.00007121579],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007989446,0.0005829953,0.0006477189,0.00043773232,0.00031569295,0.00079397426,0.0015919019,0.0015317927,0.005084893],"category_scores_gemma":[0.0034220177,0.00042429913,0.0006349337,0.0003639844,0.00044680978,0.0010692766,0.0009404921,0.0014031056,0.00083416014],"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":[0.00011787803,0.00006239379,0.00071586866,0.000042187967,0.0000618267,0.00008724601,0.000027542388,0.9746875,0.0012328989,0.007219152,0.0015013912,0.014244225],"study_design_scores_gemma":[0.000010126851,0.000005459344,0.000017769125,7.9745126e-7,0.0000013442067,0.0000046307314,6.4590967e-7,0.9989661,0.00018224446,0.0006649634,0.00014405372,0.000001767218],"about_ca_topic_score_codex":0.004475989,"about_ca_topic_score_gemma":0.0036853012,"teacher_disagreement_score":0.005084893,"about_ca_system_score_codex":0.0004008823,"about_ca_system_score_gemma":0.00079073734,"threshold_uncertainty_score":0.017010689},"labels":[],"label_agreement":null},{"id":"W4323651140","doi":"10.48550/arxiv.2303.03993","title":"Remarks on parabolic Kolmogorov operator","year":2023,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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","keywords":"Kolmogorov equations (Markov jump process); Mathematics; Parabolic partial differential equation; Operator (biology); Construct (python library); Class (philosophy); Stochastic differential equation; Mathematical analysis; Applied mathematics; Differential equation; Ordinary differential equation; Computer science","score_opus":0.11062930827198982,"score_gpt":0.18996328257808315,"score_spread":0.07933397430609333,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4323651140","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19418167,0.015432126,0.37495816,0.124517225,0.010224077,0.00013689183,0.0016386182,0.0011886593,0.2777227],"genre_scores_gemma":[0.8463687,0.0070624943,0.04149403,0.01609874,0.006135346,0.00013075426,0.00039111654,0.0004213495,0.08189749],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993711,0.00014683414,0.00003554562,0.00015112098,0.00022571506,0.00006970256],"domain_scores_gemma":[0.9985372,0.0006642971,0.0000979033,0.00011193786,0.00032470273,0.00026398824],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018397743,0.0007474469,0.0006053186,0.0014783652,0.0009151175,0.0009766049,0.0008743273,0.0011814749,0.009705699],"category_scores_gemma":[0.003986823,0.00017116843,0.0010363912,0.0004880648,0.0021741984,0.0028931499,0.0021293266,0.0034052231,0.0008808475],"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":[0.000057173173,0.00002732809,0.0005002626,0.00018604271,0.00002213111,0.0003977116,0.00034463662,0.0022720457,0.004467319,0.9717559,0.009557335,0.010412084],"study_design_scores_gemma":[0.000023915703,0.00007348816,0.0012667741,0.0000694837,0.000015541955,0.00034242394,0.0001733823,0.011699272,0.0019893341,0.9588597,0.02545504,0.000031649997],"about_ca_topic_score_codex":0.0017467794,"about_ca_topic_score_gemma":0.00067687966,"teacher_disagreement_score":0.009705699,"about_ca_system_score_codex":0.00074377377,"about_ca_system_score_gemma":0.0003767203,"threshold_uncertainty_score":0.032468796},"labels":[],"label_agreement":null},{"id":"W4323841963","doi":"10.3390/jrfm16030188","title":"Term Premia in Norwegian Interest Rate Swaps","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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; Term (time); Interest rate; Risk premium; Interest rate swap; Monetary economics; Norwegian","score_opus":0.020203898965887153,"score_gpt":0.2236980406867366,"score_spread":0.20349414172084945,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4323841963","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9862368,0.00086302066,0.006666669,0.0001749975,0.00003097725,0.00001165862,0.0019912117,0.0000545884,0.00397006],"genre_scores_gemma":[0.9961533,0.0002210876,0.0007884625,0.000014355736,0.0000089101695,0.0000067477467,0.001920324,0.000012205768,0.0008746002],"study_design_codex":"observational","study_design_gemma":"not_applicable","domain_scores_codex":[0.99944216,0.00012828756,0.00007110406,0.00017192987,0.00013002254,0.000056498095],"domain_scores_gemma":[0.99749327,0.00091376586,0.0010408361,0.00020720976,0.00025903614,0.00008596172],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023200589,0.00033953722,0.00036296825,0.0007675118,0.00022904915,0.0015211058,0.00036768228,0.0004492893,0.0019389949],"category_scores_gemma":[0.0071625854,0.00022470628,0.00059525867,0.0006940233,0.00045485044,0.0010196199,0.0007126555,0.0006080313,0.00032660947],"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":[0.0005714104,0.00011199037,0.49606842,0.00024210945,0.00039459614,0.00084120716,0.0009463897,0.41474876,0.010305026,0.032724515,0.0036225084,0.039423104],"study_design_scores_gemma":[0.000050451774,0.00039595272,0.6218282,0.00013401393,0.00027560713,0.0005717322,0.00054803386,0.3343125,0.005049127,0.024265891,0.012441435,0.00012701658],"about_ca_topic_score_codex":0.013401422,"about_ca_topic_score_gemma":0.009985592,"teacher_disagreement_score":0.013401422,"about_ca_system_score_codex":0.00085619267,"about_ca_system_score_gemma":0.0006199583,"threshold_uncertainty_score":0.026646852},"labels":[],"label_agreement":null},{"id":"W4324094151","doi":"10.3390/jrfm16030192","title":"Pricing Multi-Asset Bermudan Commodity Options with Stochastic Volatility Using Neural Networks","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Japan Society for the Promotion of Science","keywords":"Valuation of options; Stochastic volatility; Artificial neural network; Computer science; Volatility (finance); Econometrics; Commodity; Contango; Economics; Financial economics; Futures contract; Finance; Artificial intelligence","score_opus":0.030108236856187905,"score_gpt":0.23915541570278717,"score_spread":0.20904717884659926,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4324094151","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.40691918,0.00057878264,0.5869785,0.00062364433,0.00008453705,0.00003996147,0.000062840285,0.00019657648,0.0045159934],"genre_scores_gemma":[0.9721843,0.00015474344,0.025481656,0.00004883365,0.000016078813,0.000029317645,0.000040029503,0.000012681455,0.002032297],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996551,0.00016506723,0.000021294236,0.000051320305,0.000066516855,0.000040615476],"domain_scores_gemma":[0.99889886,0.0008064356,0.00009835622,0.000034417233,0.00011082876,0.000050986597],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014270175,0.0007118447,0.0008379307,0.00043839228,0.00037094014,0.0011914661,0.0007831219,0.0016529458,0.0010886965],"category_scores_gemma":[0.0037154465,0.0004964749,0.000731457,0.0005057351,0.0009552003,0.0014785314,0.00079436775,0.0012610868,0.0000944374],"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":[0.000027372036,0.000009254644,0.00031372035,0.000009013083,0.000012930559,0.000034656285,0.000012425085,0.99247015,0.00027272798,0.004511171,0.00004466928,0.0022818833],"study_design_scores_gemma":[8.209227e-7,0.0000019929475,0.00002638594,7.8271535e-7,7.554455e-7,0.000001300142,7.9551836e-7,0.99913603,0.000042167187,0.0007769929,0.000011011807,9.731885e-7],"about_ca_topic_score_codex":0.0107374005,"about_ca_topic_score_gemma":0.0074971817,"teacher_disagreement_score":0.0107374005,"about_ca_system_score_codex":0.0012415928,"about_ca_system_score_gemma":0.0009683934,"threshold_uncertainty_score":0.021349788},"labels":[],"label_agreement":null},{"id":"W4328096305","doi":"10.54691/bcpbm.v37i.3563","title":"Pricing of Asian Options and Barrier Options for The Microsoft Corporation Based on Monte-Carlo Simulation","year":2023,"lang":"en","type":"article","venue":"BCP Business & Management","topic":"Stochastic processes and financial applications","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":"Exotic option; Asian option; Valuation of options; Binomial options pricing model; Embedded option; Asset (computer security); Corporation; Hedge; Stochastic game; Economics; Actuarial science; Financial economics; Perspective (graphical); Trinomial tree; Barrier option; Business; Computer science; Finance; Microeconomics; Interest rate; Artificial intelligence","score_opus":0.037762952408611966,"score_gpt":0.2459016398680364,"score_spread":0.20813868745942443,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4328096305","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6727464,0.0008230234,0.30712733,0.0005751185,0.00008568836,0.000123403,0.0004686922,0.00041380842,0.017636554],"genre_scores_gemma":[0.95770323,0.0002321567,0.03980175,0.00003963117,0.000016492679,0.000070270486,0.00027788593,0.000044007957,0.0018145945],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995159,0.00022064307,0.000029535262,0.00004977105,0.00014473549,0.0000393243],"domain_scores_gemma":[0.99703777,0.0022801652,0.00019051049,0.00011487965,0.000293795,0.00008286648],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015635608,0.0004490376,0.0005550391,0.0009714044,0.00032666617,0.0013626744,0.0005699144,0.0008592616,0.0030000827],"category_scores_gemma":[0.006450956,0.00024183246,0.0006123281,0.0008656638,0.00045184314,0.0014133191,0.00042073324,0.00084672787,0.00017301542],"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":[0.00014200353,0.000053578457,0.0038524303,0.000040563118,0.0000340123,0.00013657882,0.00006106069,0.9539643,0.0010644579,0.03232438,0.00050525856,0.007821379],"study_design_scores_gemma":[0.000006790782,0.000013747603,0.0003399848,0.000006012359,0.0000053371705,0.000020100935,0.000009725611,0.99586475,0.00024693576,0.0032683783,0.00021080482,0.000007378104],"about_ca_topic_score_codex":0.006492285,"about_ca_topic_score_gemma":0.0042259214,"teacher_disagreement_score":0.006492285,"about_ca_system_score_codex":0.0005917129,"about_ca_system_score_gemma":0.0005370519,"threshold_uncertainty_score":0.012908995},"labels":[],"label_agreement":null},{"id":"W4360966999","doi":"10.1016/j.amc.2023.127979","title":"BSDEs generated by fractional space-time noise and related SPDEs","year":2023,"lang":"en","type":"article","venue":"Applied Mathematics and Computation","topic":"Stochastic processes and financial applications","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":"University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Mathematics; Hurst exponent; Uniqueness; Fractional Brownian motion; Stochastic differential equation; Mathematical analysis; Stochastic partial differential equation; Applied mathematics; Brownian motion; Generator (circuit theory); Stochastic process; Differential equation; Physics; Statistics","score_opus":0.01673483753640627,"score_gpt":0.21563137292661422,"score_spread":0.19889653539020796,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4360966999","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16274336,0.0018216887,0.80413187,0.0013787872,0.001056122,0.00006337553,0.0003076288,0.0002225288,0.028274586],"genre_scores_gemma":[0.92768407,0.001589819,0.03662048,0.00055144296,0.00051882036,0.00011355992,0.00027631575,0.0001402433,0.0325054],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99949443,0.00019161275,0.00003066105,0.000088578236,0.00012942424,0.0000653664],"domain_scores_gemma":[0.99763656,0.0011331113,0.00039954614,0.00011944733,0.00047179573,0.00023947851],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010036821,0.0011226257,0.0014147675,0.0015784777,0.0006771007,0.0021963688,0.00096262246,0.0021716116,0.0041659675],"category_scores_gemma":[0.0050504697,0.00039346807,0.00093309284,0.0012394872,0.0021858166,0.0020226173,0.0013865947,0.001688256,0.00042213386],"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":[0.00009818987,0.000035485722,0.00036900808,0.00005755563,0.000038642793,0.00020559832,0.000071059454,0.1537323,0.0018508218,0.8382847,0.0011622955,0.0040944694],"study_design_scores_gemma":[0.000023564804,0.000019918845,0.0001605331,0.000014943431,0.000013167249,0.00010825408,0.000032384647,0.7810558,0.0003537493,0.2172266,0.0009671544,0.000023937424],"about_ca_topic_score_codex":0.0017651543,"about_ca_topic_score_gemma":0.0009856077,"teacher_disagreement_score":0.0041659675,"about_ca_system_score_codex":0.0010664398,"about_ca_system_score_gemma":0.0007929799,"threshold_uncertainty_score":0.013936579},"labels":[],"label_agreement":null},{"id":"W4360985759","doi":"10.1007/s00245-023-09965-5","title":"Sequential Stochastic Control (Single or Multi-Agent) Problems Nearly Admit Change of Measures with Independent Measurement","year":2023,"lang":"en","type":"article","venue":"Applied Mathematics & Optimization","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Queen's University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Stochastic control; Mathematics; Girsanov theorem; Measure (data warehouse); Discrete time and continuous time; Mathematical optimization; Absolute continuity; Bounded function; Stochastic process; Discrete-time stochastic process; Optimal control; Reduction (mathematics); Continuous-time stochastic process; Applied mathematics; Stochastic optimization; Stochastic differential equation; Computer science; Mathematical analysis","score_opus":0.11646699290537522,"score_gpt":0.24119985068085129,"score_spread":0.12473285777547606,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4360985759","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.082521945,0.00041464745,0.91221064,0.0013110887,0.00018569345,0.00007274038,0.00013136156,0.00015222115,0.0029996487],"genre_scores_gemma":[0.94142324,0.0006301274,0.04970394,0.00040295933,0.00035231054,0.00018876906,0.00022655181,0.00010923802,0.0069628186],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9964057,0.0012370342,0.00022159456,0.0010799682,0.0007188471,0.00033680876],"domain_scores_gemma":[0.9821698,0.01159951,0.0034443366,0.00093155535,0.0010779583,0.0007767893],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006528051,0.0014855993,0.0029690599,0.0013122301,0.0006986124,0.0031412109,0.0024366574,0.0037538924,0.0020434842],"category_scores_gemma":[0.026665004,0.0013217945,0.002049878,0.0015349655,0.003745225,0.005515524,0.00287159,0.0030428302,0.00024136876],"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":[0.00031990896,0.00017169802,0.0023956953,0.00036110033,0.00035074944,0.0004168748,0.00023454844,0.45318457,0.0047899787,0.5139435,0.0012660996,0.022565385],"study_design_scores_gemma":[0.00003177633,0.00008410744,0.0008094395,0.00001444287,0.000032898086,0.00006088724,0.000029938625,0.86280715,0.0006078881,0.13509753,0.00039893013,0.000025009123],"about_ca_topic_score_codex":0.0023761268,"about_ca_topic_score_gemma":0.0011429888,"teacher_disagreement_score":0.006528051,"about_ca_system_score_codex":0.0018546529,"about_ca_system_score_gemma":0.0012930403,"threshold_uncertainty_score":0.034524024},"labels":[],"label_agreement":null},{"id":"W4361306169","doi":"10.3390/ijfs11020055","title":"Valuing Exchange Options under an Ornstein-Uhlenbeck Covariance Model","year":2023,"lang":"en","type":"article","venue":"International Journal of Financial Studies","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Ornstein–Uhlenbeck process; Covariance; Applied mathematics; Mathematics; Derivative (finance); Inverse Gaussian distribution; Gaussian; Monte Carlo method; Econometrics; Lévy process; Economics; Statistical physics; Stochastic process; Financial economics; Mathematical analysis; Physics; Statistics","score_opus":0.136948758722158,"score_gpt":0.33508222603637433,"score_spread":0.19813346731421633,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4361306169","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32146657,0.00047973453,0.67444026,0.0006058814,0.000053539767,0.000031842195,0.000047010733,0.000105997926,0.0027691603],"genre_scores_gemma":[0.96940583,0.00028774442,0.027180007,0.000059398557,0.000041818297,0.000031051626,0.00005184482,0.000036463578,0.0029057648],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987477,0.0006194044,0.00005489904,0.00015252191,0.00029295756,0.00013243878],"domain_scores_gemma":[0.9963588,0.0025641357,0.00041391837,0.00013616425,0.00021736919,0.00030953376],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0046592234,0.00083483604,0.001682728,0.00085966865,0.000636668,0.0025896179,0.0012965284,0.002890533,0.0014163507],"category_scores_gemma":[0.012688362,0.0006179172,0.0011870159,0.0008402906,0.0022449754,0.005453287,0.0018725548,0.0021354416,0.00016912879],"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":[0.00009987687,0.00007217528,0.0023008941,0.00004434546,0.00006185678,0.00034256943,0.0000991346,0.7110377,0.0021386144,0.27932534,0.00014871806,0.0043288097],"study_design_scores_gemma":[0.000009982643,0.000022870056,0.00018944823,0.000004093885,0.000005205766,0.000029020372,0.000012285326,0.95544255,0.00018224932,0.044015843,0.00007216529,0.000014212113],"about_ca_topic_score_codex":0.0039416775,"about_ca_topic_score_gemma":0.0019990099,"teacher_disagreement_score":0.0046592234,"about_ca_system_score_codex":0.0012953498,"about_ca_system_score_gemma":0.0015485096,"threshold_uncertainty_score":0.02464062},"labels":[],"label_agreement":null},{"id":"W4362503231","doi":"10.1007/978-3-031-25326-3_7","title":"Discrete Time Stochastic Analysis: Further Results and Applications","year":2023,"lang":"en","type":"book-chapter","venue":"CMS/CAIMS books in mathematics","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Martingale (probability theory); Mathematics; Girsanov theorem; Local martingale; Martingale pricing; Martingale difference sequence; Applied mathematics; Square-integrable function; Asymptotic distribution; Pure mathematics; Estimator; Statistics; Stochastic differential equation","score_opus":0.0293287460624041,"score_gpt":0.23118113943632204,"score_spread":0.20185239337391794,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4362503231","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0077666217,0.11657375,0.65590376,0.0042001377,0.0036779193,0.000049385664,0.0006673687,0.00037160143,0.21078941],"genre_scores_gemma":[0.2383652,0.15202522,0.19946633,0.0028777912,0.008808124,0.00027380462,0.0015908838,0.0007977548,0.3957949],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99961346,0.000077118115,0.000023093948,0.000069393755,0.00019374516,0.00002318648],"domain_scores_gemma":[0.9992217,0.0004902213,0.000049549515,0.00006394377,0.00013327622,0.000041348045],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00064814097,0.0014516576,0.0015870845,0.0014575981,0.00044248116,0.0023094884,0.00074982963,0.0011966657,0.011906705],"category_scores_gemma":[0.002106895,0.0005171958,0.0014229992,0.0032552625,0.0013500963,0.0017031254,0.0009821852,0.002674855,0.003645573],"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":[0.00001965247,0.00007451092,0.00025796582,0.0003786038,0.000054742013,0.00012886617,0.00013926104,0.01459746,0.0011978024,0.85774493,0.03440452,0.09100174],"study_design_scores_gemma":[0.000011427202,0.000020027113,0.00064665213,0.00009665652,0.000040223633,0.00022403385,0.000046037178,0.063774936,0.00042899235,0.85479313,0.07989794,0.000019834268],"about_ca_topic_score_codex":0.002110686,"about_ca_topic_score_gemma":0.0018107254,"teacher_disagreement_score":0.011906705,"about_ca_system_score_codex":0.0012806241,"about_ca_system_score_gemma":0.0008295769,"threshold_uncertainty_score":0.039831936},"labels":[],"label_agreement":null},{"id":"W4362503313","doi":"10.1007/978-3-031-25326-3_6","title":"Discrete Time Stochastic Analysis: Basic Results","year":2023,"lang":"en","type":"book-chapter","venue":"CMS/CAIMS books in mathematics","topic":"Stochastic processes and financial applications","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":"Martingale (probability theory); Mathematics; Discrete time and continuous time; Local martingale; Stopping time; Stochastic process; Discrete-time stochastic process; Applied mathematics; Predictability; Continuous-time stochastic process; Statistics","score_opus":0.03878581667216815,"score_gpt":0.23444729542798232,"score_spread":0.19566147875581416,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4362503313","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.005446811,0.08272391,0.7408618,0.0042838873,0.0024375205,0.000096829506,0.0013038818,0.00032820043,0.16251713],"genre_scores_gemma":[0.27200282,0.20724364,0.25293088,0.006420775,0.013718053,0.0011414852,0.00422524,0.00115439,0.24116266],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9992393,0.00017581283,0.000052998887,0.00016176293,0.00031231958,0.00005778053],"domain_scores_gemma":[0.9979944,0.001282046,0.00011465458,0.00014824574,0.00036202895,0.000098536875],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016251303,0.002239896,0.0021798445,0.0022769936,0.0007298465,0.003048529,0.0015499486,0.0019718946,0.011394063],"category_scores_gemma":[0.0050427676,0.00081305276,0.0020420514,0.0047458303,0.0018557822,0.003114841,0.0017649906,0.004526098,0.0049957004],"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":[0.000021353475,0.00006305244,0.00023717986,0.00040051003,0.00005747185,0.00009091647,0.00013780287,0.007940815,0.0006883655,0.9358054,0.018837914,0.035719216],"study_design_scores_gemma":[0.000014596677,0.000017464954,0.00051617523,0.00013269091,0.0000522765,0.00017158991,0.000041240568,0.039542254,0.0002719138,0.9150329,0.044185635,0.000021301164],"about_ca_topic_score_codex":0.0028692822,"about_ca_topic_score_gemma":0.0018963108,"teacher_disagreement_score":0.011394063,"about_ca_system_score_codex":0.0016669434,"about_ca_system_score_gemma":0.0014470051,"threshold_uncertainty_score":0.038116932},"labels":[],"label_agreement":null},{"id":"W4362503569","doi":"10.1007/978-3-031-25326-3_10","title":"General Theory of Stochastic Processes Under “Usual Conditions”","year":2023,"lang":"en","type":"book-chapter","venue":"CMS/CAIMS books in mathematics","topic":"Stochastic processes and financial applications","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":"Mathematics; Martingale (probability theory); Local martingale; Uniqueness; Semimartingale; Integrable system; Pure mathematics; Lipschitz continuity; Square-integrable function; Applied mathematics; Stochastic process; Class (philosophy); Wiener process; Stochastic calculus; Mathematical analysis; Stochastic partial differential equation; Differential equation","score_opus":0.06093433019321253,"score_gpt":0.2551849465779907,"score_spread":0.19425061638477814,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4362503569","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0086245295,0.02149804,0.712253,0.0070707044,0.0021313876,0.00008431658,0.0010773801,0.0005431399,0.24671753],"genre_scores_gemma":[0.39530408,0.042154063,0.33497992,0.0053465,0.011205291,0.0008528427,0.0030944287,0.0008163825,0.20624653],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9988488,0.0003770234,0.000076656936,0.000198991,0.0004028267,0.000095697884],"domain_scores_gemma":[0.99859935,0.00075368775,0.00010388255,0.00020996763,0.00028235427,0.000050757248],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001555385,0.001197088,0.0013815805,0.0013947735,0.0006576436,0.0029392655,0.0017192881,0.0018859934,0.010148057],"category_scores_gemma":[0.0035695492,0.00067998056,0.0015042064,0.0019241029,0.0032708768,0.0045397286,0.0010414227,0.0046463823,0.0037589206],"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":[0.0000017729536,0.0000029011387,0.00001872874,0.000028800598,0.0000049132045,0.000013106777,0.000037108588,0.0005910215,0.000096282376,0.9927206,0.0032602523,0.00322453],"study_design_scores_gemma":[0.0000034797472,0.0000036913739,0.00006640416,0.000011697469,0.0000033655726,0.000045526802,0.000007786496,0.0028682712,0.000047815716,0.98288774,0.01404921,0.000004854057],"about_ca_topic_score_codex":0.0014266702,"about_ca_topic_score_gemma":0.0009493849,"teacher_disagreement_score":0.010148057,"about_ca_system_score_codex":0.0017863961,"about_ca_system_score_gemma":0.0013240795,"threshold_uncertainty_score":0.0339486},"labels":[],"label_agreement":null},{"id":"W4362503581","doi":"10.1007/978-3-031-25326-3_11","title":"General Theory of Stochastic Processes in Applications","year":2023,"lang":"en","type":"book-chapter","venue":"CMS/CAIMS books in mathematics","topic":"Stochastic processes and financial applications","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":"Semimartingale; Mathematical finance; Mathematics; Applied mathematics; Mathematical economics; Stochastic process; Property (philosophy); Econometrics; Finance; Economics; Statistics","score_opus":0.049904664094782926,"score_gpt":0.24140689614273392,"score_spread":0.191502232047951,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4362503581","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0038744719,0.06182854,0.7001286,0.0061967904,0.0026532048,0.00009859562,0.0009811157,0.00071620103,0.2235224],"genre_scores_gemma":[0.23846124,0.11883189,0.36614445,0.0052428083,0.0107212905,0.0013141197,0.002494032,0.0009975609,0.25579262],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99903107,0.00028875677,0.00006859203,0.00016018072,0.0003829129,0.00006850469],"domain_scores_gemma":[0.99861705,0.0007958768,0.00007948497,0.00017007226,0.00027798282,0.000059527294],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011937818,0.0015409228,0.001951709,0.0016466555,0.0006146855,0.0037372748,0.0014690674,0.0020884483,0.015045441],"category_scores_gemma":[0.003548194,0.0006819902,0.0014316699,0.0028877174,0.0024257414,0.0028096242,0.0013304866,0.004866154,0.0057903263],"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":[0.000003812237,0.000010693875,0.00006993863,0.00011888069,0.000014455821,0.00003355423,0.00006437625,0.003052132,0.0002125096,0.97102225,0.011095365,0.014302055],"study_design_scores_gemma":[0.0000070712954,0.0000072530984,0.00014717586,0.00005019407,0.000008260097,0.0000747064,0.0000141997525,0.011006745,0.00006544631,0.9430303,0.045580316,0.00000827163],"about_ca_topic_score_codex":0.002106544,"about_ca_topic_score_gemma":0.0015614057,"teacher_disagreement_score":0.015045441,"about_ca_system_score_codex":0.0018434417,"about_ca_system_score_gemma":0.0015589953,"threshold_uncertainty_score":0.05033201},"labels":[],"label_agreement":null},{"id":"W4362503636","doi":"10.1007/978-3-031-25326-3_9","title":"Stochastic Differential Equations, Diffusion Processes, and Their Applications","year":2023,"lang":"en","type":"book-chapter","venue":"CMS/CAIMS books in mathematics","topic":"Stochastic processes and financial applications","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":"Girsanov theorem; Mathematics; Stochastic differential equation; Diffusion process; Subordinator; Brownian motion; Mathematical analysis; Diffusion; Stochastic partial differential equation; Lipschitz continuity; Bounded function; Partial differential equation; Lévy process; Applied mathematics; Physics","score_opus":0.04081122766076922,"score_gpt":0.22651288654171492,"score_spread":0.1857016588809457,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4362503636","genre_codex":"other","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.013978421,0.26977986,0.3440357,0.011310049,0.0050451425,0.00008722787,0.0011920095,0.00046395216,0.35410762],"genre_scores_gemma":[0.25394884,0.2787782,0.11061844,0.0030105459,0.006751243,0.0003775109,0.0015360257,0.0004102724,0.344569],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9996525,0.00006752526,0.000022359503,0.000058911635,0.00017616723,0.00002256782],"domain_scores_gemma":[0.9995028,0.00031848086,0.000042045387,0.000025752815,0.00008613877,0.000024724704],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005063255,0.00096317613,0.0011144403,0.0011542283,0.0004377513,0.002113354,0.0006251667,0.0012875709,0.010427585],"category_scores_gemma":[0.0019258555,0.00046833968,0.000672506,0.0025940433,0.0012999722,0.0017481145,0.00093565724,0.0023535788,0.0026227916],"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":[0.000006952491,0.00003364945,0.00028457338,0.00025029804,0.000019119598,0.000072848314,0.00013898777,0.00824271,0.0004358316,0.8976766,0.03299444,0.059844],"study_design_scores_gemma":[0.000005603025,0.000010142923,0.0005153367,0.00010267796,0.000010654578,0.00015483281,0.00006961958,0.019835118,0.00012677597,0.8756002,0.10355739,0.000011682942],"about_ca_topic_score_codex":0.0023200854,"about_ca_topic_score_gemma":0.0019330491,"teacher_disagreement_score":0.010427585,"about_ca_system_score_codex":0.0009527253,"about_ca_system_score_gemma":0.0010511331,"threshold_uncertainty_score":0.034883797},"labels":[],"label_agreement":null},{"id":"W4362586321","doi":"10.1111/mafi.12386","title":"Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information","year":2023,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"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":"Stochastic discount factor; Bond valuation; Economics; Partial differential equation; Volatility (finance); Affine transformation; Perfect information; Stochastic volatility; Credit risk; Econometrics; Mathematical economics; Mathematics; Interest rate; Capital asset pricing model; Finance","score_opus":0.029040319246756846,"score_gpt":0.24027153989731814,"score_spread":0.2112312206505613,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4362586321","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09456098,0.00068182,0.88802415,0.002288338,0.00008673396,0.000053264343,0.00026167667,0.00012025946,0.013922895],"genre_scores_gemma":[0.948221,0.00068527344,0.03917205,0.00014660008,0.00013814648,0.000106907515,0.00016918751,0.00004638833,0.01131458],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989397,0.00043915128,0.000053304724,0.00017658575,0.00025309625,0.00013822633],"domain_scores_gemma":[0.9975325,0.001429404,0.00041326165,0.00016287786,0.00030998053,0.00015198604],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027501043,0.00079890195,0.0014320532,0.0009892818,0.0005720606,0.0026351106,0.0021218017,0.002327686,0.004272912],"category_scores_gemma":[0.0075404905,0.000752594,0.0011370443,0.0010349355,0.0020476982,0.003945958,0.0016096759,0.0018894002,0.00027137937],"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":[0.000024265464,0.000033461598,0.000351168,0.000025240419,0.000021232761,0.00012220125,0.000058961847,0.28799388,0.00039756286,0.7082241,0.00047632074,0.0022717437],"study_design_scores_gemma":[0.000012789159,0.000008890054,0.00013773344,0.000008105495,0.0000063131315,0.00001867058,0.000014065821,0.8342047,0.000093089926,0.16513196,0.0003501093,0.000013588229],"about_ca_topic_score_codex":0.007333729,"about_ca_topic_score_gemma":0.0035166345,"teacher_disagreement_score":0.007333729,"about_ca_system_score_codex":0.0023790672,"about_ca_system_score_gemma":0.0016113028,"threshold_uncertainty_score":0.017261505},"labels":[],"label_agreement":null},{"id":"W4362647746","doi":"10.2139/ssrn.4398010","title":"Robust Risk-Aware Option Hedging","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Actuarial science; Business; Financial economics; Economics; Econometrics; Risk analysis (engineering); Computer science","score_opus":0.02675178303372746,"score_gpt":0.21973599577429204,"score_spread":0.19298421274056457,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4362647746","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.043284245,0.00077187107,0.95231146,0.0002873072,0.00009813796,0.00002644947,0.00011716398,0.00048290362,0.0026204025],"genre_scores_gemma":[0.93863046,0.00040603295,0.05687638,0.000092907256,0.0001119447,0.000022445292,0.00021846901,0.00013038304,0.003510956],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99926144,0.00027026972,0.00004389453,0.00014574704,0.00021432439,0.0000643448],"domain_scores_gemma":[0.9974323,0.0014883105,0.00029432442,0.00043312844,0.00024229084,0.000109613364],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021196564,0.00094062154,0.0014935042,0.00045895207,0.00017499577,0.0018213695,0.0011659558,0.0012877734,0.002455719],"category_scores_gemma":[0.008410937,0.0005935005,0.00072216475,0.0004799453,0.0005288268,0.0019674413,0.0017023667,0.0014674615,0.00044691138],"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":[0.0003229653,0.00008658241,0.00088695606,0.00013028759,0.00016493125,0.00019281424,0.00003021382,0.88171977,0.010084151,0.05056812,0.0013793316,0.054433864],"study_design_scores_gemma":[0.000005273005,0.000021244578,0.00015734849,0.0000041805934,0.000010203745,0.00002319056,0.000001725059,0.98825085,0.0006903561,0.01069456,0.00013350452,0.000007657557],"about_ca_topic_score_codex":0.0005224035,"about_ca_topic_score_gemma":0.0004157535,"teacher_disagreement_score":0.002455719,"about_ca_system_score_codex":0.0003231221,"about_ca_system_score_gemma":0.00044176175,"threshold_uncertainty_score":0.011209965},"labels":[],"label_agreement":null},{"id":"W4362652837","doi":"10.3934/fmf.2023013","title":"Representation for martingales living after a random time with applications","year":2023,"lang":"en","type":"article","venue":"Frontiers of Mathematical Finance","topic":"Stochastic processes and financial applications","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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Parametrization (atmospheric modeling); Representation (politics); Mathematics; Discrete time and continuous time; Flow (mathematics); Martingale (probability theory); Local martingale; Filtration (mathematics); Combinatorics; Discrete mathematics; Pure mathematics; Applied mathematics; Physics; Statistics; Geometry","score_opus":0.016553797731168447,"score_gpt":0.22827658289980993,"score_spread":0.2117227851686415,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4362652837","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.037427843,0.0018066699,0.943074,0.0014296153,0.00017781426,0.00005152083,0.00021301498,0.00015175673,0.015667738],"genre_scores_gemma":[0.77809525,0.0036315392,0.17684102,0.00072102377,0.00090485817,0.0004538625,0.0006170711,0.00024515684,0.038490254],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999038,0.00041007524,0.00004883449,0.00015544573,0.00022332731,0.0001243804],"domain_scores_gemma":[0.99747854,0.0013665278,0.00030548198,0.00024079025,0.00034742596,0.0002612403],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0038765124,0.001339373,0.00095072767,0.0022231129,0.00069024507,0.0027157539,0.0015133028,0.0015655607,0.0073401337],"category_scores_gemma":[0.008360945,0.00038700455,0.0015335856,0.0016185419,0.0023985524,0.004528707,0.0023568482,0.003387603,0.0009117742],"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":[0.000004200042,0.0000068333666,0.00006725305,0.000013886077,0.0000034016284,0.000025446147,0.00006410823,0.0030843841,0.00015613945,0.9947476,0.00025588155,0.0015708037],"study_design_scores_gemma":[0.000008528332,0.000026087237,0.00013696843,0.000021432124,0.000006215378,0.00004183061,0.000036890648,0.10680228,0.00012287749,0.890298,0.002487242,0.000011632372],"about_ca_topic_score_codex":0.0016160451,"about_ca_topic_score_gemma":0.001070079,"teacher_disagreement_score":0.0073401337,"about_ca_system_score_codex":0.0018223397,"about_ca_system_score_gemma":0.0009806228,"threshold_uncertainty_score":0.024555206},"labels":[],"label_agreement":null},{"id":"W4362735410","doi":"10.1080/1350486x.2023.2193343","title":"Optimal Execution with Identity Optionality","year":2022,"lang":"en","type":"article","venue":"Applied Mathematical Finance","topic":"Stochastic processes and financial applications","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":"Air Force Office of Scientific Research","keywords":"Computer science; Identity (music); Limiting; Population; Differential (mechanical device); Code (set theory); Operations research; Mathematical economics; Economics; Set (abstract data type); Programming language; Mathematics","score_opus":0.023100796068969195,"score_gpt":0.22660929620507358,"score_spread":0.2035085001361044,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4362735410","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.47271955,0.00024015896,0.5090357,0.0014463488,0.00006982832,0.00018111087,0.00017512757,0.00017611601,0.015956037],"genre_scores_gemma":[0.98007685,0.00007644559,0.015691584,0.00006227875,0.000015165767,0.000049783383,0.00003825505,0.000021952465,0.0039677005],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99805355,0.00080184714,0.00010510525,0.0003545816,0.00025043057,0.00043453425],"domain_scores_gemma":[0.99418455,0.0035592366,0.0009485488,0.00048137206,0.00030974377,0.00051639497],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029628177,0.0006174857,0.0010384356,0.00033496317,0.00044701726,0.001657497,0.001185985,0.0011693403,0.0029064242],"category_scores_gemma":[0.0125931585,0.00043366812,0.0006024377,0.00037174107,0.0017338267,0.0022522395,0.0014228562,0.0013841531,0.00023069669],"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":[0.0002560017,0.00011941241,0.0013708307,0.000045198925,0.000036958812,0.00018482226,0.0001165616,0.84535223,0.001431506,0.14200287,0.00059654645,0.00848702],"study_design_scores_gemma":[0.00003425874,0.00004745798,0.0002978287,0.000005424166,0.000008523894,0.000020390955,0.0000379149,0.94589186,0.00041810406,0.052924316,0.00030354183,0.000010411354],"about_ca_topic_score_codex":0.0065270527,"about_ca_topic_score_gemma":0.0036812886,"teacher_disagreement_score":0.0065270527,"about_ca_system_score_codex":0.001956772,"about_ca_system_score_gemma":0.0027844037,"threshold_uncertainty_score":0.015669048},"labels":[],"label_agreement":null},{"id":"W4364370009","doi":"10.1108/s0731-90532023000045b005","title":"Risk Neutral Density Estimation with a Functional Linear Model","year":2023,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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 de Montréal","funders":"","keywords":"Applied mathematics; Estimator; Mathematics; Asymptotic distribution; Consistency (knowledge bases); Scalar (mathematics); Econometrics; Monte Carlo method; Mathematical optimization; Statistics; Discrete mathematics","score_opus":0.04512778177620355,"score_gpt":0.206012152319166,"score_spread":0.16088437054296245,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4364370009","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.007859454,0.00021231627,0.98990446,0.0001976987,0.00002105398,0.000014100708,0.00004136748,0.000106354164,0.0016431953],"genre_scores_gemma":[0.5714494,0.00087296346,0.4113335,0.0003908256,0.00018599763,0.00022813401,0.0005622388,0.00019293037,0.014783963],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980484,0.0012130496,0.00006161347,0.0002717249,0.0003303388,0.00007476597],"domain_scores_gemma":[0.99513286,0.0037343858,0.00026230107,0.0002643238,0.00053435017,0.000071780625],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0047070854,0.0005584943,0.0009691243,0.0011658774,0.0002855446,0.0015630034,0.0016882714,0.001490077,0.003082521],"category_scores_gemma":[0.013086714,0.0005500286,0.00091629586,0.0008329878,0.001199778,0.0021196695,0.001479318,0.0014932731,0.000553045],"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":[0.000044667715,0.00006582926,0.0019346038,0.000122908,0.00010245478,0.000098109354,0.000104285704,0.6954105,0.0015346374,0.24373853,0.0014345768,0.055408854],"study_design_scores_gemma":[0.0000021159506,0.0000072320213,0.00017285293,0.000008325648,0.0000040747022,0.000015241151,0.0000048224147,0.9809224,0.00015273725,0.018246442,0.00045646058,0.0000073589094],"about_ca_topic_score_codex":0.0045976066,"about_ca_topic_score_gemma":0.0021531037,"teacher_disagreement_score":0.0047070854,"about_ca_system_score_codex":0.0011117671,"about_ca_system_score_gemma":0.0008749987,"threshold_uncertainty_score":0.02489376},"labels":[],"label_agreement":null},{"id":"W4365149748","doi":"10.1080/07362994.2023.2192267","title":"Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM","year":2023,"lang":"en","type":"article","venue":"Stochastic Analysis and Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"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; National Natural Science Foundation of China","keywords":"Mathematics; Fractional Brownian motion; Stochastic calculus; Malliavin calculus; Stochastic differential equation; Hurst exponent; Type (biology); Applied mathematics; Fractional calculus; Geometric Brownian motion; Stability (learning theory); Calculus (dental); Brownian motion; Multivariable calculus; Mathematical analysis; Differential equation; Diffusion process; Stochastic partial differential equation; Statistics; Computer science","score_opus":0.026896904566387107,"score_gpt":0.254853189411169,"score_spread":0.22795628484478192,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4365149748","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.075918704,0.0018433722,0.9120227,0.00071064394,0.00020042245,0.000044786364,0.000117824304,0.00009657843,0.009044887],"genre_scores_gemma":[0.9201648,0.0021070482,0.062005002,0.0003218184,0.00039118054,0.00020352092,0.00021147374,0.00009501093,0.014500209],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991322,0.00026372747,0.000055845347,0.00016055744,0.00028621667,0.00010140128],"domain_scores_gemma":[0.9986706,0.00054944266,0.00025765912,0.00007081606,0.00031636597,0.00013529236],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021869806,0.00077869196,0.000957475,0.0013553739,0.0005932217,0.001949494,0.0008222304,0.0010366549,0.0020718991],"category_scores_gemma":[0.0050949478,0.00027292297,0.0015079151,0.0007628396,0.0020199546,0.0017332359,0.0013408369,0.0014540185,0.0002061988],"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":[0.00002236849,0.000018772744,0.0006505565,0.000058168363,0.00004612212,0.00017135678,0.00015404244,0.07899345,0.0037929001,0.91156155,0.00039942883,0.004131237],"study_design_scores_gemma":[0.000013725282,0.000031201067,0.0005585445,0.000018781717,0.000019378247,0.00009128411,0.00004075826,0.7250884,0.0005697792,0.27221936,0.0013253153,0.000023511699],"about_ca_topic_score_codex":0.0032104251,"about_ca_topic_score_gemma":0.0012016882,"teacher_disagreement_score":0.0032104251,"about_ca_system_score_codex":0.001419731,"about_ca_system_score_gemma":0.0010837684,"threshold_uncertainty_score":0.011566043},"labels":[],"label_agreement":null},{"id":"W4366312299","doi":"10.2139/ssrn.4409911","title":"The Binomial Option Pricing Model: a Flaw and How to Fix It","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Binomial options pricing model; Trinomial tree; Binomial (polynomial); Valuation of options; Actuarial science; Econometrics; Economics; Mathematics; Statistics","score_opus":0.01981401669477398,"score_gpt":0.22792498942458084,"score_spread":0.20811097272980686,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4366312299","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.005313771,0.007233619,0.76453537,0.20352606,0.0065232064,0.00010129334,0.0005148832,0.001003783,0.011248046],"genre_scores_gemma":[0.21256037,0.020561341,0.6811859,0.047195207,0.01669512,0.00060203765,0.000571945,0.0010336747,0.01959439],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9922518,0.0033828663,0.0006539044,0.00084986916,0.0026210374,0.00024045089],"domain_scores_gemma":[0.97215277,0.015972216,0.0015180667,0.0040450403,0.005399004,0.0009129546],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.016224023,0.0014100792,0.0033536605,0.0018556189,0.0016668617,0.0067388206,0.0052384837,0.009824682,0.006816297],"category_scores_gemma":[0.063400455,0.0012679785,0.001712917,0.00267785,0.0064530163,0.016706802,0.004310153,0.017501347,0.0033748911],"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":[0.000063408675,0.00010506986,0.001151142,0.00023018742,0.0001362579,0.00025599357,0.00012065359,0.009923956,0.0003381897,0.90406847,0.03386128,0.04974547],"study_design_scores_gemma":[0.000025692425,0.000009923002,0.00007589587,0.00009048038,0.000022493456,0.00016952635,0.000033233155,0.02319655,0.0001019291,0.9683497,0.007881829,0.00004269843],"about_ca_topic_score_codex":0.0044155163,"about_ca_topic_score_gemma":0.0025108317,"teacher_disagreement_score":0.016224023,"about_ca_system_score_codex":0.0019311099,"about_ca_system_score_gemma":0.004716621,"threshold_uncertainty_score":0.0858019},"labels":[],"label_agreement":null},{"id":"W4366365000","doi":"10.1080/14697688.2023.2199781","title":"Optimal asset allocation under search frictions and stochastic interest rate","year":2023,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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 Calgary","funders":"Australian Research Council; Natural Sciences and Engineering Research Council of Canada","keywords":"Bellman equation; Asset (computer security); Stochastic control; Exponential utility; Interest rate; Logarithm; Viscosity solution; Mathematical optimization; Asset allocation; Cox–Ingersoll–Ross model; Stochastic differential equation; Market liquidity; Mathematical economics; Economics; Econometrics; Computer science; Mathematics; Optimal control; Applied mathematics; Finance; Portfolio","score_opus":0.11481026935172911,"score_gpt":0.31539665253578975,"score_spread":0.20058638318406063,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4366365000","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.36691123,0.0021309685,0.61577004,0.0018092763,0.00009313849,0.00010914007,0.00013155091,0.00010418371,0.0129405605],"genre_scores_gemma":[0.9733734,0.0005171102,0.021145372,0.00007473047,0.000035041336,0.000090895504,0.00004552525,0.00002844871,0.004689485],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99925214,0.0003624247,0.000031421514,0.000115476774,0.00007861551,0.00015991346],"domain_scores_gemma":[0.9973803,0.0018443617,0.0003530793,0.00006426355,0.00014677593,0.00021124809],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020631086,0.0006693135,0.0018263619,0.00075710565,0.0003632547,0.0018729103,0.00085665536,0.00187409,0.0023548263],"category_scores_gemma":[0.0063753193,0.0008045745,0.0007110707,0.0006669435,0.0017326155,0.0023580438,0.0012687353,0.0009162552,0.00021038039],"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":[0.00009802521,0.0000341286,0.0003245788,0.000050626073,0.000026304991,0.00013547954,0.000033766715,0.9316269,0.00053396117,0.063812904,0.0002889825,0.0030343998],"study_design_scores_gemma":[0.00003950307,0.000032109976,0.00012957376,0.000008468776,0.000006963236,0.000017579452,0.000017568995,0.97320145,0.000110451074,0.026246326,0.0001820716,0.0000079577885],"about_ca_topic_score_codex":0.003339485,"about_ca_topic_score_gemma":0.0014958419,"teacher_disagreement_score":0.003339485,"about_ca_system_score_codex":0.0015456231,"about_ca_system_score_gemma":0.0016437671,"threshold_uncertainty_score":0.011214316},"labels":[],"label_agreement":null},{"id":"W4367055811","doi":"10.37394/23202.2023.22.40","title":"An Explicit Solution to a Discrete-time Stochastic Optimal Control Problem","year":2023,"lang":"en","type":"article","venue":"WSEAS TRANSACTIONS ON SYSTEMS","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"","keywords":"Markov chain; Discrete time and continuous time; Mathematics; Mathematical optimization; Bellman equation; Optimal control; Control (management); Variable (mathematics); Stochastic control; Set (abstract data type); Control variable; Function (biology); Value (mathematics); Markov decision process; Markov process; Applied mathematics; Computer science; Statistics; Mathematical analysis","score_opus":0.020624548533814693,"score_gpt":0.23488855504962253,"score_spread":0.21426400651580785,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4367055811","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.016897587,0.00071366894,0.95787114,0.001327664,0.00023719766,0.00005117339,0.00017162964,0.00011080789,0.022619164],"genre_scores_gemma":[0.73647505,0.0010613955,0.22029485,0.0003626642,0.0002720988,0.00030335138,0.00031296647,0.00009841083,0.04081914],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99952495,0.00016754397,0.000018681372,0.00010586908,0.00011053311,0.00007238673],"domain_scores_gemma":[0.99908864,0.00061720493,0.00008046726,0.000036805726,0.00010214223,0.000074640746],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001121044,0.0009045584,0.001162772,0.0004134223,0.0005018868,0.001648187,0.0010810632,0.002260317,0.0068440204],"category_scores_gemma":[0.0034117557,0.0005506439,0.00085323147,0.0005096081,0.0013976676,0.0009241575,0.0013019677,0.001884382,0.00053814304],"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":[0.00005328101,0.000044622946,0.00019519293,0.00013614661,0.000028668734,0.00012584288,0.000075970274,0.69951344,0.000847127,0.28853565,0.0016917707,0.008752322],"study_design_scores_gemma":[0.00002237457,0.000024081679,0.00005991841,0.00001518501,0.000008197771,0.000016142038,0.000010881327,0.9542202,0.00015216898,0.043917798,0.0015451466,0.000007913307],"about_ca_topic_score_codex":0.004431623,"about_ca_topic_score_gemma":0.0036678098,"teacher_disagreement_score":0.0068440204,"about_ca_system_score_codex":0.001049894,"about_ca_system_score_gemma":0.0021729947,"threshold_uncertainty_score":0.022895515},"labels":[],"label_agreement":null},{"id":"W4367549770","doi":"10.1142/s021949372350034x","title":"Periodic measures for a class of SPDEs with regime-switching","year":2023,"lang":"en","type":"article","venue":"Stochastics and Dynamics","topic":"Stochastic processes and financial applications","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":"Concordia University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Irreducibility; Uniqueness; Semigroup; Degenerate energy levels; Lyapunov function; Class (philosophy); Stochastic partial differential equation; Mathematical analysis; Ordinary differential equation; Applied mathematics; Partial differential equation; Differential equation; Pure mathematics; Nonlinear system","score_opus":0.022760821507044372,"score_gpt":0.22547574738222792,"score_spread":0.20271492587518355,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4367549770","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.51687884,0.0013602048,0.46578127,0.00068761804,0.00017583792,0.00008942079,0.00015593226,0.00011722528,0.014753657],"genre_scores_gemma":[0.9810783,0.00040887418,0.015065867,0.00005811343,0.00007922337,0.00007510918,0.00006779824,0.000021380061,0.0031453117],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99972135,0.0000629675,0.000021448795,0.000058696078,0.00008177746,0.000053763193],"domain_scores_gemma":[0.9990747,0.00037036705,0.00025285588,0.000057082656,0.00011912443,0.0001259021],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007949326,0.000476891,0.0006254456,0.0010208382,0.0006858354,0.0012460457,0.0006177182,0.0009738374,0.001386363],"category_scores_gemma":[0.0017689461,0.00033308213,0.0012429027,0.00030847007,0.0016585324,0.0009761917,0.0010720841,0.0008952419,0.000091315225],"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":[0.000049141112,0.0000963941,0.0034276529,0.00015500536,0.00014152647,0.0009797957,0.00028309572,0.12082784,0.017850634,0.84811455,0.00071027194,0.0073641166],"study_design_scores_gemma":[0.00002097973,0.00008015019,0.0013386338,0.00002481502,0.000023306533,0.0003999444,0.00008187783,0.8095791,0.001208776,0.18622793,0.0009821813,0.0000323051],"about_ca_topic_score_codex":0.00086421205,"about_ca_topic_score_gemma":0.00055161543,"teacher_disagreement_score":0.001386363,"about_ca_system_score_codex":0.0006771972,"about_ca_system_score_gemma":0.0005503152,"threshold_uncertainty_score":0.0049134493},"labels":[],"label_agreement":null},{"id":"W4372301549","doi":"10.1007/s10959-023-01242-z","title":"Generalized Unimodality and Subordinators, With Applications to Stable Laws and to the Mittag-Leffler Function","year":2023,"lang":"en","type":"article","venue":"Journal of Theoretical Probability","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Mathematics; Monotonic function; Class (philosophy); Unimodality; Pure mathematics; Operator (biology); Interpretation (philosophy); Real line; Infinite divisibility; Distribution (mathematics); Function (biology); Subordinator; Property (philosophy); Lévy process; Combinatorics; Mathematical analysis; Applied mathematics","score_opus":0.02058661516716608,"score_gpt":0.23574452841767218,"score_spread":0.2151579132505061,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4372301549","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09884192,0.0076547684,0.853403,0.002592184,0.0005970225,0.00007237702,0.00015100485,0.00028850674,0.0363993],"genre_scores_gemma":[0.85349023,0.0090828,0.10513285,0.0009072233,0.0023889411,0.00019832679,0.00017490897,0.00029846377,0.028326191],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99908364,0.00046009978,0.000067184315,0.00014818991,0.00014257456,0.000098336706],"domain_scores_gemma":[0.99193585,0.0055179507,0.000731502,0.0004208193,0.00079197786,0.0006018864],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003333298,0.0015212195,0.0017107414,0.0037646627,0.0012518782,0.003939413,0.0011655266,0.0016660239,0.0050170207],"category_scores_gemma":[0.015256313,0.0007363099,0.0015773575,0.0028536208,0.0051223584,0.0059914603,0.002288818,0.003089172,0.00067202357],"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":[0.000012910106,0.0000149843145,0.00011836392,0.00003901181,0.0000106075995,0.00006856882,0.00019548401,0.0032668738,0.00039200316,0.99029666,0.00054440653,0.005040078],"study_design_scores_gemma":[0.0000071712043,0.000011569714,0.00011234234,0.000011924938,0.0000073490683,0.00006384046,0.000048619117,0.03942558,0.00013561737,0.9591893,0.0009698791,0.00001692979],"about_ca_topic_score_codex":0.0012523052,"about_ca_topic_score_gemma":0.0010481457,"teacher_disagreement_score":0.0050170207,"about_ca_system_score_codex":0.0013043141,"about_ca_system_score_gemma":0.001013556,"threshold_uncertainty_score":0.017628372},"labels":[],"label_agreement":null},{"id":"W4376455793","doi":"10.2139/ssrn.4440168","title":"Asymptotic Expansions for High-Frequency Option Data","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Kellogg's (Canada)","funders":"","keywords":"Mathematics; Econometrics; Applied mathematics; Computer science","score_opus":0.04244630026364715,"score_gpt":0.2617301088855332,"score_spread":0.21928380862188607,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4376455793","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.030271789,0.0010041047,0.95656747,0.0010881902,0.00020850594,0.00004744437,0.0002009424,0.0005647115,0.010046854],"genre_scores_gemma":[0.7293904,0.0045656115,0.22695546,0.0011606379,0.0018865173,0.0006940175,0.0019144465,0.0012362209,0.032196682],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9977584,0.0011163278,0.00010399413,0.00020587479,0.00065347366,0.00016197069],"domain_scores_gemma":[0.96352947,0.029256321,0.0014904808,0.0023413943,0.0025370442,0.0008452818],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009038131,0.0012255254,0.0014831532,0.0036523528,0.00066572515,0.0026387626,0.0022860852,0.0024437923,0.009713745],"category_scores_gemma":[0.06211803,0.0009392988,0.0014629483,0.0022200285,0.00221306,0.0056813853,0.0028441863,0.0049655708,0.0021257186],"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":[0.000109591216,0.00013294081,0.0020357186,0.00036252142,0.000105578554,0.00049442705,0.0003552683,0.16372263,0.0040463055,0.78435546,0.005618412,0.038661115],"study_design_scores_gemma":[0.000015683609,0.000015139558,0.0006549686,0.00006984735,0.00001968381,0.0001765436,0.00003935405,0.8081061,0.00044486413,0.18914759,0.0012834441,0.000026794116],"about_ca_topic_score_codex":0.001653425,"about_ca_topic_score_gemma":0.0021472313,"teacher_disagreement_score":0.009713745,"about_ca_system_score_codex":0.0013523354,"about_ca_system_score_gemma":0.00094011356,"threshold_uncertainty_score":0.047798812},"labels":[],"label_agreement":null},{"id":"W4376457020","doi":"10.2139/ssrn.4440172","title":"Volatility of Volatility and Leverage Effect from Options","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Kellogg's (Canada)","funders":"","keywords":"Volatility (finance); Volatility swap; Volatility smile; Volatility risk premium; Variance swap; Implied volatility; Economics; Leverage (statistics); Leverage effect; Forward volatility; Financial economics; Monetary economics; Business; Econometrics; Autoregressive conditional heteroskedasticity; Computer science","score_opus":0.014644285058863688,"score_gpt":0.22559037147922004,"score_spread":0.21094608642035634,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4376457020","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96846503,0.0010294679,0.023389684,0.00074442424,0.00007276371,0.000012001554,0.00016203706,0.00009216907,0.0060325456],"genre_scores_gemma":[0.9986355,0.00023440519,0.00030112406,0.000018577057,0.000055442022,0.0000024217811,0.00006653982,0.000012303265,0.0006736781],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996555,0.000106785745,0.000019419496,0.000058958463,0.00009354084,0.00006585778],"domain_scores_gemma":[0.9928094,0.0050683077,0.00076861045,0.00036953075,0.00040824545,0.0005759553],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016319676,0.00042538793,0.00067657523,0.0011294095,0.00025066428,0.0014703913,0.00071440206,0.00109612,0.0033931406],"category_scores_gemma":[0.014528471,0.0002970508,0.0005888242,0.0007063349,0.0008630896,0.0022213124,0.0009171924,0.00152609,0.00020237359],"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":[0.0010376925,0.00032402898,0.06537143,0.0003300363,0.0004187353,0.00233796,0.0007730651,0.19702666,0.038923748,0.65390784,0.0026629127,0.036885858],"study_design_scores_gemma":[0.000060337767,0.0002491939,0.07282661,0.00005039179,0.00015181824,0.00071793684,0.00013264167,0.6841967,0.0040777316,0.23665579,0.00076489523,0.00011594108],"about_ca_topic_score_codex":0.00089266023,"about_ca_topic_score_gemma":0.00062493497,"teacher_disagreement_score":0.0033931406,"about_ca_system_score_codex":0.00032860023,"about_ca_system_score_gemma":0.00028428665,"threshold_uncertainty_score":0.011351168},"labels":[],"label_agreement":null},{"id":"W4377015802","doi":"10.1016/j.cam.2023.115329","title":"Ergodic estimators of double exponential Ornstein–Uhlenbeck processes","year":2023,"lang":"en","type":"article","venue":"Journal of Computational and Applied Mathematics","topic":"Stochastic processes and financial applications","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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada; University of Alberta","keywords":"Ornstein–Uhlenbeck process; Mathematics; Ergodic theory; Estimator; Uniqueness; Applied mathematics; Asymptotic distribution; Exponential function; Consistency (knowledge bases); Double exponential function; Function (biology); Mathematical analysis; Stochastic process; Statistics; Discrete mathematics","score_opus":0.03446275133410923,"score_gpt":0.24216840664266712,"score_spread":0.2077056553085579,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4377015802","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.053066906,0.00045871604,0.9448843,0.00010443046,0.000119195574,0.000023097595,0.000060050977,0.0001638814,0.0011194387],"genre_scores_gemma":[0.8312374,0.00088696595,0.16237353,0.0001235124,0.00028785408,0.000088544846,0.0005361691,0.00015190299,0.0043141237],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99873906,0.00049394195,0.00009794551,0.00023569947,0.00029410556,0.00013923082],"domain_scores_gemma":[0.98872405,0.0075059137,0.0010292289,0.0012609,0.0010537269,0.0004261343],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00600899,0.00073758955,0.0010670633,0.0018465678,0.00038284643,0.002054687,0.0015013174,0.0013325664,0.0022960147],"category_scores_gemma":[0.03295325,0.0005814443,0.00078370346,0.00086339685,0.0012309976,0.0033918119,0.0019709303,0.0015491077,0.0004528176],"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":[0.00031937184,0.00017458657,0.007333271,0.00020824953,0.0003111357,0.0001558685,0.00018151257,0.35464513,0.005882621,0.5314627,0.001585916,0.09773958],"study_design_scores_gemma":[0.000017582766,0.000032180076,0.0008413449,0.000028409328,0.000028121627,0.00007011515,0.00002026862,0.9258566,0.0017330819,0.07057175,0.0007716018,0.000028939028],"about_ca_topic_score_codex":0.0008514893,"about_ca_topic_score_gemma":0.0008470939,"teacher_disagreement_score":0.00600899,"about_ca_system_score_codex":0.00079735805,"about_ca_system_score_gemma":0.0009839283,"threshold_uncertainty_score":0.03177899},"labels":[],"label_agreement":null},{"id":"W4378194808","doi":"10.1109/mcs.2023.3253439","title":"Anastasia Bizyaeva [PhDs in Control]","year":2023,"lang":"en","type":"article","venue":"IEEE Control Systems","topic":"Stochastic processes and financial applications","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":"Queen's University","funders":"","keywords":"Paragraph; Control (management); Computer science; Library science; Information retrieval; Psychology; World Wide Web; Artificial intelligence","score_opus":0.027162707155249075,"score_gpt":0.22690256042288692,"score_spread":0.19973985326763785,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4378194808","genre_codex":"commentary","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.005985976,0.3149004,0.05287357,0.37259325,0.061566852,0.00012095228,0.0020761918,0.0019193323,0.18796343],"genre_scores_gemma":[0.12668301,0.23715761,0.019330204,0.035200033,0.038926896,0.00034763187,0.0011613236,0.0013200484,0.53987336],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9991091,0.00013506396,0.000050943716,0.00029718,0.00033165692,0.00007597471],"domain_scores_gemma":[0.9985051,0.00043294535,0.000062846106,0.000058147372,0.00057451223,0.00036635072],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0014727195,0.0008922997,0.0010950811,0.000995966,0.0007697978,0.001770797,0.00048912154,0.001145342,0.024038758],"category_scores_gemma":[0.0041156965,0.0003043619,0.00035863387,0.00064306904,0.00068063027,0.0013532786,0.0007828242,0.0028533982,0.02229647],"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":[0.00010122049,0.00007910095,0.00046348592,0.0004445444,0.00003080927,0.000115713454,0.00033679514,0.0010158725,0.00082650594,0.033922836,0.8362236,0.12643947],"study_design_scores_gemma":[0.000029361845,0.000069881615,0.00096784445,0.00025673083,0.000018586083,0.00029085894,0.00012214332,0.0012210832,0.00066518463,0.018146724,0.97818255,0.00002909448],"about_ca_topic_score_codex":0.0020567677,"about_ca_topic_score_gemma":0.0011189672,"teacher_disagreement_score":0.97596127,"about_ca_system_score_codex":0.0017330577,"about_ca_system_score_gemma":0.0015248851,"threshold_uncertainty_score":0.08041769},"labels":[],"label_agreement":null},{"id":"W4380136162","doi":"10.48550/arxiv.2306.04825","title":"Strong solutions of SDEs with singular (form-bounded) drift via Roeckner-Zhao approach","year":2023,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Bounded function; Mathematics; Applied mathematics; Singular solution; Mathematical analysis","score_opus":0.1200942224908696,"score_gpt":0.17781719988342357,"score_spread":0.05772297739255397,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4380136162","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06076518,0.0010055972,0.92357546,0.0020119953,0.0001745269,0.000101240454,0.00020745712,0.00010818726,0.012050404],"genre_scores_gemma":[0.86277956,0.0017147793,0.10639412,0.0005574482,0.0003153506,0.0005040988,0.00031675425,0.00012632774,0.027291574],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991867,0.00031349852,0.0000582056,0.0001730653,0.00016181427,0.00010656246],"domain_scores_gemma":[0.99780244,0.0010227954,0.00029101424,0.000114764654,0.0004656003,0.00030333851],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026729018,0.0020576203,0.0015348968,0.001683578,0.0007432647,0.0020437576,0.0012009953,0.0020899572,0.0025699523],"category_scores_gemma":[0.0061024423,0.00065092545,0.0023723815,0.0004958322,0.0024840035,0.002476729,0.005361226,0.0026241727,0.00026897452],"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":[0.000052922795,0.000035341975,0.0005534656,0.0001869956,0.00007944502,0.00021957951,0.00019030081,0.09855616,0.0063347933,0.8896148,0.0007516737,0.0034244347],"study_design_scores_gemma":[0.00003253485,0.000071388546,0.00025936952,0.000048368587,0.000028175742,0.00007500924,0.00009619223,0.6504226,0.001756587,0.34558457,0.0015902999,0.000034919347],"about_ca_topic_score_codex":0.0027778086,"about_ca_topic_score_gemma":0.0014049715,"teacher_disagreement_score":0.0027778086,"about_ca_system_score_codex":0.001707969,"about_ca_system_score_gemma":0.001573745,"threshold_uncertainty_score":0.014135778},"labels":[],"label_agreement":null},{"id":"W4380997605","doi":"10.3390/jrfm16060300","title":"Multitouch Options","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Valuation (finance); Computer science; Asset (computer security); Function (biology); Risk analysis (engineering); Business; Computer security; Finance","score_opus":0.017703079774355698,"score_gpt":0.22238710720425012,"score_spread":0.20468402742989442,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4380997605","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.061198656,0.0032833316,0.8107013,0.0013411153,0.00060574495,0.00016727779,0.0004641627,0.0004737008,0.12176472],"genre_scores_gemma":[0.81409025,0.0027336928,0.11772639,0.0006012851,0.00041539248,0.00030446606,0.000683504,0.00028674013,0.06315838],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990421,0.00025656796,0.000054779324,0.00012683363,0.00040817293,0.00011158475],"domain_scores_gemma":[0.9986268,0.0005584817,0.00022221521,0.00022272504,0.00021335528,0.0001563682],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011654394,0.00083761616,0.00060137577,0.0010493456,0.00065360684,0.0032094044,0.0010197205,0.0014379498,0.02152992],"category_scores_gemma":[0.004226164,0.00021565189,0.0008108705,0.001097448,0.001139586,0.005323975,0.0017811635,0.0015914214,0.0023473618],"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":[0.00007894402,0.000055747565,0.000448795,0.000075782205,0.000017112992,0.0003585443,0.000088920366,0.013124527,0.0015953245,0.93062013,0.0032899992,0.05024609],"study_design_scores_gemma":[0.000027167662,0.00012792509,0.00047122384,0.00008918729,0.000016910131,0.000914815,0.00009767341,0.10254541,0.0014482691,0.84247315,0.051742055,0.00004617353],"about_ca_topic_score_codex":0.00022820948,"about_ca_topic_score_gemma":0.00024129028,"teacher_disagreement_score":0.02152992,"about_ca_system_score_codex":0.00049227104,"about_ca_system_score_gemma":0.00050060084,"threshold_uncertainty_score":0.07202476},"labels":[],"label_agreement":null},{"id":"W4381252049","doi":"10.3390/axioms12060602","title":"Local Refinement and Adaptive Strategy for a System of Free Boundary Power Options with High Order Compact Differencing","year":2023,"lang":"en","type":"article","venue":"Axioms","topic":"Stochastic processes and financial applications","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 Calgary","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Boundary (topology); Hermitian matrix; Mathematical optimization; Mathematics; Grid; Applied mathematics; Boundary value problem; Computer science; Leverage (statistics); Mathematical analysis; Topology (electrical circuits); Geometry","score_opus":0.03369659936962519,"score_gpt":0.2292138191146868,"score_spread":0.19551721974506162,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4381252049","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.032366212,0.00019394608,0.96506286,0.00014929504,0.000074708514,0.00003900939,0.000022237651,0.000113110706,0.001978649],"genre_scores_gemma":[0.6690673,0.00021715272,0.3228242,0.00018662194,0.0000710424,0.00012649577,0.000094660936,0.000116219504,0.00729619],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996909,0.000089991,0.000023639715,0.000063091924,0.00009963746,0.00003281887],"domain_scores_gemma":[0.9993236,0.0003209561,0.00007457938,0.00008262006,0.00013708486,0.00006112086],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00084128283,0.0005098505,0.00082540815,0.00044597234,0.00050637184,0.00091091666,0.0012781103,0.0010535662,0.0030320105],"category_scores_gemma":[0.0020808151,0.00030717967,0.0007520807,0.00032187015,0.0010866796,0.0011990384,0.0012627436,0.001391625,0.0003457214],"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":[0.00015625168,0.00008591348,0.00268174,0.00015982443,0.000060419326,0.0003639395,0.00027175414,0.8189656,0.013804315,0.10506252,0.0009775558,0.057410218],"study_design_scores_gemma":[0.000005361827,0.000009696762,0.000036072775,0.000002179876,0.0000020428806,0.000009400737,0.000005341743,0.9969785,0.00035942957,0.002315244,0.00027376265,0.0000030313397],"about_ca_topic_score_codex":0.0062781107,"about_ca_topic_score_gemma":0.0046415287,"teacher_disagreement_score":0.0062781107,"about_ca_system_score_codex":0.00073927245,"about_ca_system_score_gemma":0.0008597796,"threshold_uncertainty_score":0.01248312},"labels":[],"label_agreement":null},{"id":"W4381466410","doi":"10.4108/eai.28-10-2022.2328413","title":"Barrier Option Pricing Based on Monte-Carlo Simulation","year":2023,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Monte Carlo method; Monte Carlo methods for option pricing; Exotic option; Computer science; Barrier option; Valuation of options; Econometrics; Economics; Mathematics; Statistics","score_opus":0.04148653194286945,"score_gpt":0.24942090936844247,"score_spread":0.20793437742557302,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4381466410","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03076784,0.00063456944,0.96211934,0.00030201307,0.000057486166,0.000039911356,0.000049677445,0.00017785783,0.005851224],"genre_scores_gemma":[0.8843107,0.0010093978,0.10953801,0.00013648225,0.00012636202,0.00019920606,0.00014568919,0.000093174946,0.0044409265],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989236,0.0005865727,0.00003712794,0.00010449735,0.00024819432,0.000100029996],"domain_scores_gemma":[0.9957189,0.0033015318,0.00025862444,0.00016410113,0.00037841205,0.00017845978],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001565203,0.0006068274,0.0013848144,0.0008750453,0.0006267608,0.0015920943,0.0013605199,0.0013684904,0.003413069],"category_scores_gemma":[0.007184265,0.00046890162,0.0010130338,0.0009793382,0.0012029364,0.0021558274,0.0010206797,0.0017149919,0.00030340697],"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":[0.000046464585,0.000031665222,0.000675362,0.000037072296,0.000027861834,0.000087622626,0.000037735655,0.88227135,0.0007014899,0.11098401,0.00034610968,0.0047531845],"study_design_scores_gemma":[0.0000033080141,0.0000035664207,0.00003499697,0.0000024408894,0.0000024590483,0.000008868795,0.0000016691233,0.9918236,0.000053632677,0.007946742,0.000114850714,0.0000038312387],"about_ca_topic_score_codex":0.0055222344,"about_ca_topic_score_gemma":0.0023517052,"teacher_disagreement_score":0.0055222344,"about_ca_system_score_codex":0.0007969311,"about_ca_system_score_gemma":0.0010475587,"threshold_uncertainty_score":0.011417866},"labels":[],"label_agreement":null},{"id":"W4381568652","doi":"10.3934/qfe.2023014","title":"A Fourier cosine expansion method for pricing FX-TARN under Lévy processes","year":2023,"lang":"en","type":"article","venue":"Quantitative Finance and Economics","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Mathematics; Fourier transform; Trigonometric functions; Fourier series; Quadrature (astronomy); Fast Fourier transform; Mathematical analysis; Applied mathematics; Algorithm; Geometry; Physics","score_opus":0.0765514011484142,"score_gpt":0.3097036670981396,"score_spread":0.23315226594972543,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4381568652","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.011636142,0.0001517929,0.9859643,0.00011192144,0.000066902256,0.000025926145,0.000024982126,0.00009433039,0.0019236243],"genre_scores_gemma":[0.30190468,0.0007610804,0.6867248,0.00016928591,0.00022240904,0.00012381158,0.00016008603,0.00026603244,0.009667839],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99979883,0.00007782215,0.000008902986,0.000016341293,0.000080071964,0.00001796473],"domain_scores_gemma":[0.9993167,0.00040235967,0.000038624352,0.000045463235,0.00015883446,0.000038117505],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012353567,0.0003803576,0.0004972331,0.00046499784,0.00025662495,0.00054722204,0.0006584875,0.00057809945,0.0035124447],"category_scores_gemma":[0.002433436,0.00018370048,0.00046872604,0.00051621324,0.0005059637,0.00097104494,0.00046650934,0.0012108877,0.00064637454],"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":[0.00017307377,0.00013980857,0.0012278055,0.000121297504,0.000041298375,0.0002455449,0.00011158828,0.61105704,0.015900109,0.2298309,0.0033832565,0.13776824],"study_design_scores_gemma":[0.0000053769722,0.0000049890846,0.00003521776,0.0000017715536,0.0000013993589,0.000010834615,0.0000029581288,0.9963462,0.00030440014,0.002859639,0.00042473598,0.0000025200977],"about_ca_topic_score_codex":0.0033152734,"about_ca_topic_score_gemma":0.0026048708,"teacher_disagreement_score":0.0035124447,"about_ca_system_score_codex":0.00042101144,"about_ca_system_score_gemma":0.00081095204,"threshold_uncertainty_score":0.011750281},"labels":[],"label_agreement":null},{"id":"W4381799559","doi":"10.28924/2291-8639-21-2023-57","title":"A PDE Approach to the Problems of Optimality of Expectations","year":2023,"lang":"en","type":"article","venue":"International Journal of Analysis and Applications","topic":"Stochastic processes and financial applications","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":"Mathematics; Function (biology); Combinatorics; Borel measure; Bivariate analysis; Measurable function; Multivariate random variable; Random variable; Discrete mathematics; Mathematical analysis; Bounded function; Statistics; Probability measure","score_opus":0.030655369148298656,"score_gpt":0.26832817183229324,"score_spread":0.23767280268399457,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4381799559","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00362986,0.0040536574,0.9717828,0.0049995948,0.0004404204,0.000051892446,0.00025464356,0.00005763494,0.014729477],"genre_scores_gemma":[0.39953217,0.020544004,0.51196516,0.0033121058,0.0039307405,0.0009862133,0.0010118664,0.00040799103,0.058309786],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985392,0.00071421906,0.00007880163,0.0002764764,0.00028930022,0.00010207983],"domain_scores_gemma":[0.99378717,0.0050283344,0.00033175075,0.00019341626,0.0004778289,0.00018159607],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043313643,0.0016448747,0.00180014,0.0018265081,0.000833054,0.0026851734,0.0021283631,0.003518012,0.004399068],"category_scores_gemma":[0.012431429,0.0009481004,0.0025115865,0.001515222,0.0037105952,0.0042707156,0.0027696667,0.005080613,0.0006903839],"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":[0.000013420337,0.000025449552,0.0002683507,0.00013131234,0.00004545561,0.00010092128,0.00010253842,0.08258094,0.0005415217,0.90678185,0.0028794839,0.006528763],"study_design_scores_gemma":[0.000020206795,0.000030699262,0.0002040355,0.00005371174,0.000016326894,0.00005166688,0.00003166271,0.4237798,0.00021662723,0.56821716,0.0073542534,0.000023832303],"about_ca_topic_score_codex":0.0055971732,"about_ca_topic_score_gemma":0.002290208,"teacher_disagreement_score":0.0055971732,"about_ca_system_score_codex":0.003058135,"about_ca_system_score_gemma":0.002586398,"threshold_uncertainty_score":0.02290672},"labels":[],"label_agreement":null},{"id":"W4382603142","doi":"10.1002/fut.22422","title":"Hedging options in a hidden Markov‐switching local‐volatility model via stochastic flows and a Monte‐Carlo method","year":2023,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Stochastic processes and financial applications","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":"Australian Research Council; Macquarie University","keywords":"Local volatility; Stochastic volatility; Monte Carlo method; Martingale (probability theory); Econometrics; Markov chain Monte Carlo; Hedge; Unobservable; Volatility (finance); Markov chain; Mathematics; Applied mathematics; Statistical physics; Economics; Physics; Statistics","score_opus":0.02011947932316683,"score_gpt":0.25844039843126,"score_spread":0.23832091910809317,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4382603142","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.051638756,0.0002549365,0.94603014,0.00021892933,0.000029079629,0.000035668712,0.000041070336,0.00008827712,0.001663206],"genre_scores_gemma":[0.8986122,0.00041503002,0.09557775,0.000112563815,0.00007006284,0.0001632464,0.0001245438,0.000048133927,0.0048764683],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99938905,0.0003570549,0.000024572797,0.00007477806,0.00010928687,0.00004533244],"domain_scores_gemma":[0.99638844,0.0029417025,0.00023846306,0.000115934556,0.00018885238,0.00012656045],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033323143,0.0005940441,0.0012806882,0.0010024356,0.00050865154,0.0012324202,0.0014004662,0.0015844099,0.0022443517],"category_scores_gemma":[0.005174241,0.0007267147,0.0014147655,0.00068763946,0.0016452561,0.0015329695,0.00094946,0.0014995878,0.0001532089],"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":[0.000023995815,0.000019658915,0.00038542761,0.00001703859,0.00002716853,0.000055860724,0.000024607885,0.94963795,0.00042003725,0.046911217,0.0000740033,0.0024031221],"study_design_scores_gemma":[0.0000025501615,0.0000035900437,0.000033518347,0.00000201187,0.0000020373566,0.000003401096,0.0000013624423,0.9967853,0.000040218332,0.0030922268,0.000030853116,0.0000029354894],"about_ca_topic_score_codex":0.009169666,"about_ca_topic_score_gemma":0.005348175,"teacher_disagreement_score":0.009169666,"about_ca_system_score_codex":0.0011420149,"about_ca_system_score_gemma":0.0012048101,"threshold_uncertainty_score":0.018232584},"labels":[],"label_agreement":null},{"id":"W4383040765","doi":"10.1142/s0219024923500115","title":"BEATING A CONSTANT WEIGHT BENCHMARK: EASIER DONE THAN SAID","year":2023,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Constant (computer programming); Benchmark (surveying); Mathematical economics; Computer science; Economics; Mathematics; Econometrics; Geology; Geodesy","score_opus":0.01098431158575371,"score_gpt":0.225802948957968,"score_spread":0.2148186373722143,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4383040765","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09903825,0.0007554791,0.8665442,0.0015550933,0.0002823337,0.00012984841,0.00005935546,0.00051765575,0.03111773],"genre_scores_gemma":[0.8906873,0.00031871977,0.10224895,0.00051073305,0.00013584945,0.000097476775,0.000053543332,0.00018232888,0.0057652025],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99850994,0.0004331244,0.0000606311,0.00032810232,0.00051295967,0.00015530593],"domain_scores_gemma":[0.99741733,0.001075963,0.00043851798,0.00045914235,0.00041320623,0.00019586559],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028097832,0.0008174794,0.00095572695,0.00062001235,0.00041791052,0.0026263876,0.0014072037,0.0014046102,0.005708662],"category_scores_gemma":[0.013064278,0.00019098408,0.00041794498,0.0006490088,0.0015268474,0.0027715943,0.0012002992,0.001788174,0.00075106195],"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":[0.0004138472,0.0002508655,0.0019236846,0.00021040958,0.00013042326,0.00021954266,0.00013402685,0.42258337,0.011291064,0.3875802,0.004396263,0.17086628],"study_design_scores_gemma":[0.000059570877,0.0005413146,0.00067521486,0.00007554029,0.00003197982,0.000111319794,0.0000674605,0.8465084,0.006201065,0.14097615,0.004700864,0.000051074327],"about_ca_topic_score_codex":0.0017278345,"about_ca_topic_score_gemma":0.0010443287,"teacher_disagreement_score":0.005708662,"about_ca_system_score_codex":0.0009322548,"about_ca_system_score_gemma":0.0012223212,"threshold_uncertainty_score":0.019097388},"labels":[],"label_agreement":null},{"id":"W4383553031","doi":"10.1007/s10543-023-00981-z","title":"Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional Brownian motion","year":2023,"lang":"en","type":"article","venue":"BIT Numerical Mathematics","topic":"Stochastic processes and financial applications","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 Alberta","funders":"China Scholarship Council","keywords":"Lipschitz continuity; Mathematics; Stochastic differential equation; Euler method; Rate of convergence; Backward Euler method; Mathematical analysis; Euler's formula; Brownian motion; Fractional Brownian motion; Geometric Brownian motion; Convergence (economics); Applied mathematics; Euler equations; Diffusion process; Statistics","score_opus":0.03365659819015417,"score_gpt":0.2701859446325642,"score_spread":0.23652934644241,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4383553031","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.008948467,0.0009817447,0.9851246,0.00067935477,0.00037357814,0.000044071778,0.000083483,0.00007203586,0.0036926528],"genre_scores_gemma":[0.39284402,0.003487066,0.5437034,0.00079647946,0.00074300263,0.00072466256,0.00072691974,0.00055830355,0.0564162],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99948174,0.00026986594,0.000025652584,0.00005916127,0.00012050945,0.00004318621],"domain_scores_gemma":[0.99737394,0.0017364756,0.00017313991,0.00011612672,0.00040948964,0.00019087283],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028371706,0.001203326,0.0016567546,0.001282703,0.00069395883,0.0016144603,0.0017974826,0.002281026,0.0036648365],"category_scores_gemma":[0.0076517267,0.0007476777,0.0013422896,0.0008372005,0.0020066986,0.0026483978,0.0027810798,0.0035790473,0.0005423116],"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":[0.000120029246,0.000085312095,0.00074755354,0.00027744457,0.000101425365,0.0001702665,0.00016813654,0.26938906,0.0035530573,0.7052887,0.0018776637,0.018221362],"study_design_scores_gemma":[0.000019948857,0.000013884892,0.00007291312,0.000019421417,0.000011083194,0.000018481973,0.000008668062,0.934539,0.00021351165,0.06346823,0.0016045186,0.00001032823],"about_ca_topic_score_codex":0.006986535,"about_ca_topic_score_gemma":0.0048900954,"teacher_disagreement_score":0.006986535,"about_ca_system_score_codex":0.0015801499,"about_ca_system_score_gemma":0.0029891164,"threshold_uncertainty_score":0.015004575},"labels":[],"label_agreement":null},{"id":"W4384203558","doi":"10.1137/22m1513538","title":"Optimal Stopping for Exponential Lévy Models with Weighted Discounting","year":2023,"lang":"en","type":"article","venue":"SIAM Journal on Financial Mathematics","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China; Canada Research Chairs; Society of Actuaries","keywords":"Discounting; Optimal stopping; Lévy process; Mathematics; Martingale (probability theory); Mathematical economics; Exponential function; Stopping time; Optional stopping theorem; Applied mathematics; Econometrics; Economics; Mathematical optimization; Statistics; Finance","score_opus":0.04650355844839415,"score_gpt":0.24249228786515983,"score_spread":0.19598872941676568,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4384203558","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14591849,0.0013694775,0.8454453,0.0011531442,0.00009673074,0.000059799033,0.00010296796,0.0001256355,0.005728342],"genre_scores_gemma":[0.9479389,0.0008940183,0.040306654,0.00015059087,0.00008695697,0.00011708361,0.00016843004,0.00007747571,0.010259794],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99798846,0.0008124703,0.00012517482,0.00044540866,0.0002686368,0.00035987745],"domain_scores_gemma":[0.99462247,0.0035158643,0.00082087104,0.00019694216,0.00040344294,0.00044041703],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005001807,0.0012862013,0.0019031932,0.0008624286,0.0006219175,0.0025472692,0.001980335,0.0023168086,0.0029801487],"category_scores_gemma":[0.0140578905,0.0010436773,0.0016100139,0.00068334636,0.0020845742,0.0040827887,0.001838429,0.0028533996,0.0003129498],"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":[0.00017105463,0.000103013386,0.0015405462,0.00016049002,0.000110534,0.000359327,0.00027098646,0.4252212,0.0016274499,0.55813444,0.00081186736,0.011489038],"study_design_scores_gemma":[0.000039072853,0.000046367997,0.00017998485,0.00002010506,0.00002388799,0.000039593913,0.000030755094,0.8197005,0.00026505784,0.1792048,0.00042867588,0.000021321664],"about_ca_topic_score_codex":0.0043916064,"about_ca_topic_score_gemma":0.0025928125,"teacher_disagreement_score":0.005001807,"about_ca_system_score_codex":0.0024509556,"about_ca_system_score_gemma":0.0017934744,"threshold_uncertainty_score":0.026452422},"labels":[],"label_agreement":null},{"id":"W4384807751","doi":"10.48550/arxiv.2307.08882","title":"Optimal control of infinite-dimensional differential systems with randomness and path-dependence and stochastic path-dependent Hamilton-Jacobi equations","year":2023,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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; Banff International Research Station for Mathematical Innovation and Discovery","keywords":"Randomness; Hamilton–Jacobi equation; Viscosity solution; Path (computing); Mathematics; Bellman equation; Stochastic differential equation; Stochastic control; Mathematical analysis; Viscosity; Function (biology); Applied mathematics; Optimal control; Mathematical optimization; Physics; Computer science; Quantum mechanics","score_opus":0.050945547542179954,"score_gpt":0.17383271813498244,"score_spread":0.12288717059280249,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4384807751","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12717128,0.0030466625,0.85341865,0.0030843872,0.00025071643,0.00005952698,0.00021348151,0.00010676952,0.01264858],"genre_scores_gemma":[0.9628795,0.0015089628,0.02608431,0.0002803853,0.00018071782,0.00015729076,0.0001639732,0.000058276953,0.00868658],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99873286,0.00060903805,0.000051068975,0.00023209894,0.00022816393,0.00014677129],"domain_scores_gemma":[0.9973003,0.0016473203,0.0004980543,0.000092261405,0.00024288871,0.0002191625],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023332958,0.0010326997,0.0014144867,0.00082728337,0.0006151751,0.00195323,0.0013649222,0.0016178448,0.0012415757],"category_scores_gemma":[0.006228012,0.00070431095,0.0011941412,0.00067013776,0.0032907,0.0018549521,0.0019657193,0.0016880785,0.00010261279],"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":[0.000048413953,0.00003583106,0.00065443513,0.00010473413,0.00010161156,0.00020366296,0.00008674206,0.49008134,0.0012970241,0.5021664,0.0008209743,0.004398877],"study_design_scores_gemma":[0.00002190811,0.000027882441,0.00033992916,0.000016671644,0.000015516653,0.000028484079,0.000027041993,0.8289693,0.00018012349,0.16966064,0.0006876293,0.000024902274],"about_ca_topic_score_codex":0.0061474717,"about_ca_topic_score_gemma":0.0030292284,"teacher_disagreement_score":0.0061474717,"about_ca_system_score_codex":0.002164846,"about_ca_system_score_gemma":0.002092906,"threshold_uncertainty_score":0.015707076},"labels":[],"label_agreement":null},{"id":"W4384945676","doi":"10.1016/j.ecosta.2023.07.004","title":"Estimation of Extreme Risk Measures for Stochastic Volatility Models with Long Memory and Heavy Tails","year":2023,"lang":"en","type":"article","venue":"Econometrics and Statistics","topic":"Stochastic processes and financial applications","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":"University of Ottawa; University of Guelph","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Estimator; Stochastic volatility; Econometrics; Long memory; Volatility (finance); Value at risk; Economics; Extreme value theory; Mathematics; Statistics; Risk management; Finance","score_opus":0.07386067975230526,"score_gpt":0.2398231404937475,"score_spread":0.16596246074144225,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4384945676","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.033702727,0.0002725619,0.9655326,0.000088302935,0.000014707812,0.000017737251,0.000031435036,0.00008494295,0.0002550833],"genre_scores_gemma":[0.79944956,0.0008622723,0.19690059,0.00008715762,0.00014653812,0.00017383686,0.00055877876,0.00012990212,0.0016914266],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984712,0.0009014899,0.000092588976,0.00019892107,0.00021419697,0.000121474804],"domain_scores_gemma":[0.9828897,0.014295028,0.0012540413,0.0006375924,0.000622145,0.0003014249],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0057503227,0.0009956999,0.0015406368,0.0016041212,0.0003840857,0.0019177209,0.0018578104,0.001637207,0.001003631],"category_scores_gemma":[0.027749896,0.0011061291,0.0015721933,0.00089310645,0.0010501142,0.0032034456,0.00231806,0.0022975008,0.00020747163],"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":[0.00010955789,0.00012710657,0.0045196856,0.0001156928,0.00029030294,0.0001239596,0.00011466783,0.86761546,0.0016046056,0.08411668,0.00066387287,0.04059838],"study_design_scores_gemma":[0.0000070556016,0.00001915325,0.00034693486,0.000010497167,0.000013320862,0.00002388717,0.000008404168,0.9718304,0.00030774152,0.02731938,0.00010284788,0.000010342529],"about_ca_topic_score_codex":0.0014331213,"about_ca_topic_score_gemma":0.0010511751,"teacher_disagreement_score":0.0057503227,"about_ca_system_score_codex":0.0005793008,"about_ca_system_score_gemma":0.0011271514,"threshold_uncertainty_score":0.030411005},"labels":[],"label_agreement":null},{"id":"W4385198018","doi":"10.1007/978-3-031-33429-0_6","title":"Controlled Discrete-Time Semi-Markov Random Evolutions","year":2023,"lang":"en","type":"book-chapter","venue":"Probability and its applications","topic":"Stochastic processes and financial applications","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":"Mathematical proof; Markov chain; Applied mathematics; Scheme (mathematics); Mathematics; Limiting; Markov process; Heavy traffic approximation; Diffusion; Dynamic programming; Discrete time and continuous time; Mathematical optimization; Statistical physics; Computer science; Mathematical analysis; Discrete mathematics; Physics","score_opus":0.024315981411302735,"score_gpt":0.21590218281970813,"score_spread":0.1915862014084054,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385198018","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.057006046,0.0025726228,0.83711517,0.0012914187,0.00080932374,0.00009896585,0.00048115067,0.00040372903,0.10022162],"genre_scores_gemma":[0.8866484,0.00231635,0.037190307,0.00030549846,0.00028457533,0.00021458352,0.00035193152,0.00014051031,0.0725479],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99967694,0.000085705105,0.000013923994,0.000061383296,0.00012675939,0.000035223922],"domain_scores_gemma":[0.99908066,0.0006130788,0.00008492965,0.00007129342,0.00010132335,0.00004865072],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005130329,0.00058503874,0.0007508035,0.00054632284,0.00036087172,0.0014561198,0.0008697759,0.00090096117,0.005893046],"category_scores_gemma":[0.0020282818,0.00032568572,0.0005976514,0.0005218347,0.0018287741,0.0011187573,0.0007516186,0.0009741627,0.0005597507],"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":[0.000016995456,0.000022089649,0.0000974,0.000038661397,0.000013255491,0.000049681526,0.000039032162,0.059466746,0.0015545177,0.9324461,0.0014357117,0.004819746],"study_design_scores_gemma":[0.000028219452,0.000024028397,0.00018946448,0.000015984991,0.000011193025,0.000056185294,0.00001767013,0.5290634,0.0009002529,0.4635199,0.0061527044,0.000021045224],"about_ca_topic_score_codex":0.002844915,"about_ca_topic_score_gemma":0.0015653638,"teacher_disagreement_score":0.005893046,"about_ca_system_score_codex":0.0010893376,"about_ca_system_score_gemma":0.0008591875,"threshold_uncertainty_score":0.019714236},"labels":[],"label_agreement":null},{"id":"W4385209885","doi":"10.1007/978-3-031-33429-0_1","title":"Discrete-Time Stochastic Calculus in Banach Space","year":2023,"lang":"en","type":"book-chapter","venue":"Probability and its applications","topic":"Stochastic processes and financial applications","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":"Banach space; Mathematics; Calculus (dental); Discrete time and continuous time; Applied mathematics; Pure mathematics; Computer science; Medicine; Statistics","score_opus":0.03364881786550804,"score_gpt":0.22502700164285633,"score_spread":0.19137818377734828,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385209885","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0068014287,0.054761074,0.6566368,0.0028730931,0.0036455714,0.00004751897,0.00033726008,0.0003904186,0.27450684],"genre_scores_gemma":[0.27813378,0.071645014,0.1639602,0.0017584566,0.0066154557,0.0003175072,0.0006717907,0.0006133196,0.47628447],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99961793,0.00010946849,0.000024897787,0.00005173046,0.00017865155,0.000017283963],"domain_scores_gemma":[0.9996686,0.00020808984,0.000020666776,0.000027730046,0.000053418604,0.000021600034],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007378943,0.0011465275,0.00096471765,0.0010505094,0.00043412967,0.0025058899,0.00062000233,0.0009503886,0.00586585],"category_scores_gemma":[0.001139058,0.00040257312,0.00057514897,0.0020451408,0.0017911104,0.00204448,0.00076564826,0.0020033105,0.0018020623],"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":[0.0000032768128,0.000013359945,0.000024532073,0.00007141178,0.0000073995825,0.000030153195,0.00005589918,0.002854942,0.000492825,0.97426355,0.007823038,0.014359583],"study_design_scores_gemma":[0.0000042404404,0.000012053631,0.00015140203,0.000045607514,0.000007825187,0.000096408214,0.00002356797,0.016866058,0.00034652336,0.90908796,0.07334678,0.000011515307],"about_ca_topic_score_codex":0.0009388608,"about_ca_topic_score_gemma":0.00074639695,"teacher_disagreement_score":0.00586585,"about_ca_system_score_codex":0.0011805389,"about_ca_system_score_gemma":0.00077903084,"threshold_uncertainty_score":0.01962322},"labels":[],"label_agreement":null},{"id":"W4385213798","doi":"10.1007/978-3-031-33429-0_8","title":"Optimal Stopping of Geometric Markov Renewal Chains and Pricing","year":2023,"lang":"en","type":"book-chapter","venue":"Probability and its applications","topic":"Stochastic processes and financial applications","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":"Optional stopping theorem; Optimal stopping; Martingale (probability theory); Markov chain; Stopping time; Mathematical economics; Mathematical optimization; Markov process; Mathematics; Computer science; Applied mathematics; Statistics","score_opus":0.04473564450808129,"score_gpt":0.22391718504831984,"score_spread":0.17918154054023855,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385213798","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05035054,0.021972999,0.8016503,0.0066549196,0.0012409257,0.0000630817,0.0003258382,0.0004265947,0.11731477],"genre_scores_gemma":[0.7628029,0.018206699,0.105186254,0.0010092916,0.0023320904,0.00021640927,0.000661407,0.00065726513,0.10892772],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99884474,0.0005018008,0.00005861509,0.00017932316,0.000306374,0.000109142384],"domain_scores_gemma":[0.9963481,0.0026461568,0.0002647271,0.00020310827,0.00031370364,0.00022419966],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023809988,0.0012469171,0.0015451853,0.0014368499,0.0008017649,0.0035649457,0.0017922294,0.002478986,0.006001325],"category_scores_gemma":[0.011383346,0.0010553066,0.0010418901,0.0023708122,0.0036791714,0.00454707,0.0015038291,0.003034133,0.0009100014],"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":[0.000010049858,0.00001453175,0.00011602301,0.000038170238,0.000010018786,0.000020831161,0.000058573398,0.014781942,0.0001924721,0.9761495,0.0024908453,0.006117042],"study_design_scores_gemma":[0.0000045945594,0.000004902338,0.000068515525,0.000012165683,0.0000031640886,0.000016284544,0.000010998433,0.044573024,0.000053709973,0.9531819,0.0020644162,0.0000064039714],"about_ca_topic_score_codex":0.003452421,"about_ca_topic_score_gemma":0.0025004442,"teacher_disagreement_score":0.006001325,"about_ca_system_score_codex":0.003012975,"about_ca_system_score_gemma":0.00199836,"threshold_uncertainty_score":0.021860719},"labels":[],"label_agreement":null},{"id":"W4385255520","doi":"10.2139/ssrn.4516173","title":"&lt;div&gt; The Global Implied Volatility Surface and Common&amp;nbsp;&lt;span&gt;Predictability of International Equity Premia&lt;/span&gt;&lt;/div&gt;","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Predictability; Economics; Financial economics; Equity (law); Implied volatility; Volatility (finance); Econometrics; Volatility risk premium; Volatility smile; Mathematics; Statistics","score_opus":0.02568463055346964,"score_gpt":0.2710162806896235,"score_spread":0.24533165013615388,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385255520","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.040748727,0.009971629,0.10463091,0.049415585,0.0046493956,0.00009208428,0.018123887,0.0027574815,0.76961035],"genre_scores_gemma":[0.69701374,0.01061287,0.021777948,0.002250347,0.0036433567,0.0001306356,0.009334246,0.0032767176,0.2519602],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99961096,0.00005502693,0.000030754036,0.00012668192,0.00014350109,0.000033185217],"domain_scores_gemma":[0.9981698,0.0005318017,0.0002717447,0.00038002347,0.00052883953,0.00011777497],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010452345,0.0006258684,0.0008551943,0.0013564825,0.000541448,0.0022315036,0.0007869791,0.0013309194,0.06624385],"category_scores_gemma":[0.007455003,0.00024812124,0.0006352079,0.0024220587,0.0011567561,0.00215641,0.0013669378,0.0017194633,0.013733721],"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":[0.0000818775,0.000019149848,0.0032836052,0.00013000875,0.000046059966,0.00009293309,0.00008678573,0.0088208085,0.0006880789,0.5451317,0.23720539,0.20441364],"study_design_scores_gemma":[0.000028482971,0.000030630883,0.013131029,0.000205851,0.00004304087,0.00015959401,0.0000548976,0.037863087,0.0026101193,0.6628468,0.2829783,0.000048126272],"about_ca_topic_score_codex":0.013305959,"about_ca_topic_score_gemma":0.01183794,"teacher_disagreement_score":0.06624385,"about_ca_system_score_codex":0.0022744029,"about_ca_system_score_gemma":0.0010736883,"threshold_uncertainty_score":0.2216078},"labels":[],"label_agreement":null},{"id":"W4385285766","doi":"10.1007/s13235-023-00512-z","title":"Mean Field Social Control for Production Output Adjustment with Noisy Sticky Prices","year":2023,"lang":"en","type":"article","venue":"Dynamic Games and Applications","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"National Natural Science Foundation of China","keywords":"Decoupling (probability); Stochastic differential equation; Stochastic control; Control (management); Optimal control; Mathematical optimization; Production (economics); Set (abstract data type); Field (mathematics); Decentralised system; Economics; Mathematics; Mathematical economics; Computer science; Applied mathematics; Microeconomics","score_opus":0.015073012582123969,"score_gpt":0.23439914162535133,"score_spread":0.21932612904322737,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385285766","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2369387,0.00088844995,0.7375414,0.005877938,0.00050625775,0.00011451568,0.00037793833,0.00039056467,0.017364247],"genre_scores_gemma":[0.9718426,0.0004583692,0.01139588,0.00035097913,0.00022869105,0.000111263114,0.00008520382,0.000103148166,0.015423809],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99807453,0.00083522726,0.00007866294,0.00047162693,0.00024924165,0.00029069325],"domain_scores_gemma":[0.9861399,0.010106751,0.0016434926,0.000580072,0.00066631055,0.00086346763],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004347155,0.0013363913,0.0033146353,0.0014681743,0.001270283,0.0043445965,0.0025596654,0.0041066557,0.007726598],"category_scores_gemma":[0.019905813,0.0013755851,0.0016595656,0.0011068238,0.0049954653,0.0047736224,0.0027954346,0.0025949527,0.0004342311],"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":[0.00014193232,0.00011496234,0.0008382545,0.00009140789,0.00016356858,0.00019971517,0.00020541185,0.44025028,0.001001148,0.5482783,0.0025721765,0.0061428165],"study_design_scores_gemma":[0.00004464925,0.00003149828,0.0003836718,0.000009089664,0.000020649237,0.00002046066,0.000042958545,0.75614524,0.00007989165,0.24287039,0.00031702075,0.00003442096],"about_ca_topic_score_codex":0.0126709435,"about_ca_topic_score_gemma":0.0067439647,"teacher_disagreement_score":0.0126709435,"about_ca_system_score_codex":0.0034744118,"about_ca_system_score_gemma":0.0022132285,"threshold_uncertainty_score":0.02584809},"labels":[],"label_agreement":null},{"id":"W4385307444","doi":"10.3390/jrfm16080352","title":"Exploring Dynamic Asset Pricing within Bachelier’s Market Model","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Financial economics; Economics; Capital asset pricing model; Interest rate; Microeconomics; Econometrics; Finance","score_opus":0.04708746635774112,"score_gpt":0.2280983732430977,"score_spread":0.1810109068853566,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385307444","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.36701128,0.0020671156,0.570948,0.004955013,0.00017242662,0.00006857546,0.00024263364,0.00015208471,0.054382876],"genre_scores_gemma":[0.9649859,0.00077480567,0.023353424,0.00023549878,0.00014804034,0.00005013112,0.00006864657,0.00002183289,0.010361635],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995871,0.0001799114,0.000013648298,0.00005968977,0.00008013192,0.00007949385],"domain_scores_gemma":[0.99898833,0.0005332941,0.00016313454,0.00006833231,0.00010059163,0.00014621111],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016065049,0.00053116475,0.0008298513,0.00065802515,0.0004897189,0.0020124116,0.0010036674,0.0014989546,0.0030709638],"category_scores_gemma":[0.0042648776,0.00023496349,0.0006727775,0.0005503721,0.0013547926,0.003158513,0.0012356732,0.0014603074,0.00035673133],"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":[0.000027359047,0.000030706615,0.00095944275,0.000021112057,0.000014133092,0.00015138359,0.00015833092,0.122379825,0.0009273033,0.8714679,0.0007552156,0.003107204],"study_design_scores_gemma":[0.000013443749,0.000018714454,0.00029326975,0.0000070524197,0.0000055784653,0.000040354393,0.000033380104,0.83684945,0.000101266785,0.1618386,0.0007851686,0.0000136506915],"about_ca_topic_score_codex":0.0062944996,"about_ca_topic_score_gemma":0.0022233266,"teacher_disagreement_score":0.0062944996,"about_ca_system_score_codex":0.0009734858,"about_ca_system_score_gemma":0.0009648334,"threshold_uncertainty_score":0.012515724},"labels":[],"label_agreement":null},{"id":"W4385397683","doi":"10.1142/s242478632350024x","title":"Analytical formulas for option prices under time-changed CARMA process","year":2023,"lang":"en","type":"article","venue":"International Journal of Financial Engineering","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Subordinator; State variable; Autoregressive model; Applied mathematics; Polynomial; Mathematics; Variable (mathematics); Process (computing); Time complexity; Lévy process; Mathematical optimization; Econometrics; Computer science; Algorithm; Mathematical analysis","score_opus":0.026685162433062595,"score_gpt":0.2656073121983384,"score_spread":0.2389221497652758,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385397683","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05421068,0.0011127315,0.9342992,0.0006882653,0.00009822569,0.00007871631,0.00010248065,0.00014694661,0.0092628505],"genre_scores_gemma":[0.86292136,0.0021276625,0.12231307,0.00026022876,0.0001423976,0.00024266815,0.0002140834,0.00014132558,0.011637145],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99963677,0.00011086854,0.000022449467,0.000049016002,0.00013208196,0.000048853228],"domain_scores_gemma":[0.9978375,0.001256586,0.0002747141,0.00008847517,0.00044212095,0.00010062064],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020522655,0.00074506376,0.000822203,0.001159545,0.00047464954,0.0013439371,0.0014314717,0.0019078165,0.004790507],"category_scores_gemma":[0.008903743,0.0003620105,0.0009711051,0.0010849936,0.0011173679,0.0027400048,0.00082242984,0.0018040625,0.0005461518],"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":[0.000024894216,0.000051684587,0.0009580092,0.00014489828,0.00003066705,0.00059747405,0.0002731227,0.5659502,0.0053674984,0.4129369,0.0010094459,0.012655284],"study_design_scores_gemma":[0.0000057947855,0.000008161404,0.000117476884,0.000009381284,0.000006500047,0.00006906636,0.000021180482,0.9682907,0.000197871,0.030975405,0.00028835976,0.000010089597],"about_ca_topic_score_codex":0.003037851,"about_ca_topic_score_gemma":0.0021499188,"teacher_disagreement_score":0.004790507,"about_ca_system_score_codex":0.00095265,"about_ca_system_score_gemma":0.0012186895,"threshold_uncertainty_score":0.016025841},"labels":[],"label_agreement":null},{"id":"W4385434637","doi":"10.1007/978-3-031-38299-4_62","title":"Generative OrnsteinUhlenbeck Markets via Geometric Deep Learning","year":2023,"lang":"en","type":"book-chapter","venue":"Lecture notes in computer science","topic":"Stochastic processes and financial applications","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; McMaster University","funders":"","keywords":"Lipschitz continuity; Computer science; A priori and a posteriori; Stochastic game; Conditional probability distribution; Generative grammar; Generative model; Function (biology); Artificial intelligence; Mathematical optimization; Applied mathematics; Mathematical economics; Econometrics; Mathematics; Pure mathematics","score_opus":0.02347080694356061,"score_gpt":0.21991284921764917,"score_spread":0.19644204227408857,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385434637","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.032626227,0.00040815986,0.95846814,0.00056487275,0.000106281484,0.000022318874,0.00013370103,0.0006932605,0.0069770236],"genre_scores_gemma":[0.81755704,0.00083699776,0.15489559,0.00047581393,0.00021309931,0.00009084567,0.00047371152,0.0005244706,0.024932299],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997595,0.000086945794,0.000007208647,0.00005381059,0.000058233414,0.000034304678],"domain_scores_gemma":[0.999138,0.00049345783,0.00008321639,0.00012796349,0.00007460266,0.00008276179],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007734292,0.0006321137,0.00092049694,0.00053482054,0.00034334845,0.0016124586,0.0013217006,0.0015751745,0.0052754353],"category_scores_gemma":[0.003737799,0.00077805226,0.00087924674,0.00047434715,0.0014256021,0.002542014,0.0023163413,0.0021111167,0.0009697561],"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":[0.000056837736,0.0000435483,0.0004966697,0.000037695892,0.00003486852,0.00008691609,0.000056862733,0.5274696,0.0016154556,0.43522176,0.0025082687,0.03237159],"study_design_scores_gemma":[0.0000061099263,0.00000805508,0.0000471848,0.00000441836,0.0000034680434,0.00002152192,0.000004022003,0.8272572,0.0002270075,0.1719017,0.00051222986,0.0000070729866],"about_ca_topic_score_codex":0.0015646406,"about_ca_topic_score_gemma":0.001988905,"teacher_disagreement_score":0.0052754353,"about_ca_system_score_codex":0.00089737953,"about_ca_system_score_gemma":0.0005686084,"threshold_uncertainty_score":0.017648041},"labels":[],"label_agreement":null},{"id":"W4385434929","doi":"10.2139/ssrn.4517731","title":"Multivariate Hawkes-based Models in Limit Order Book: European, Spread and Basket Option Pricing","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Multivariate statistics; Econometrics; Order (exchange); Limit (mathematics); Multivariate analysis; Economics; Order book; Financial economics; Mathematical economics; Mathematics; Statistics; Mathematical analysis","score_opus":0.025303488859372326,"score_gpt":0.2290664215939461,"score_spread":0.20376293273457377,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385434929","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32343218,0.0069908956,0.6446559,0.0049314657,0.00081150886,0.000099003024,0.000637922,0.00045513033,0.01798602],"genre_scores_gemma":[0.94765896,0.0025243587,0.018718038,0.00029819648,0.00085273595,0.00009383169,0.00035550288,0.00018155207,0.029316729],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99875367,0.00062930223,0.00005783341,0.00022103733,0.00018023775,0.0001578419],"domain_scores_gemma":[0.99068147,0.005942552,0.0010308988,0.0004902952,0.00090880424,0.00094607816],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0049844114,0.0013196378,0.0028983308,0.0018858048,0.0010218015,0.005565455,0.0031760626,0.003900265,0.0063706385],"category_scores_gemma":[0.019813243,0.0013355261,0.0018738599,0.0023314084,0.0030259483,0.008735745,0.0018543235,0.0037889585,0.00090754876],"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":[0.000102714934,0.00009603749,0.001883011,0.00009461117,0.000087153574,0.00030303764,0.00020278178,0.2583379,0.00055543,0.73064274,0.0028540674,0.004840536],"study_design_scores_gemma":[0.000019491343,0.000014927667,0.00043339655,0.000012492282,0.000022282858,0.000053862408,0.000024605764,0.83444434,0.000047784615,0.16458344,0.0003120022,0.00003133645],"about_ca_topic_score_codex":0.006636685,"about_ca_topic_score_gemma":0.0053285467,"teacher_disagreement_score":0.006636685,"about_ca_system_score_codex":0.0015931089,"about_ca_system_score_gemma":0.0011657214,"threshold_uncertainty_score":0.026360393},"labels":[],"label_agreement":null},{"id":"W4385439014","doi":"10.1016/j.najef.2023.101968","title":"Valuing rebate options and equity-linked products","year":2023,"lang":"en","type":"article","venue":"The North American Journal of Economics and Finance","topic":"Stochastic processes and financial applications","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":"Simon Fraser University","funders":"","keywords":"Equity (law); Black–Scholes model; Extension (predicate logic); Actuarial science; Economics; Business; Microeconomics; Econometrics; Computer science","score_opus":0.03849777960074838,"score_gpt":0.2418031717074025,"score_spread":0.20330539210665413,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385439014","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6450116,0.0054145106,0.3190443,0.002276317,0.00031873267,0.00012652701,0.0002629053,0.00020192868,0.027343158],"genre_scores_gemma":[0.9786872,0.000932867,0.012303755,0.00005447006,0.00009195579,0.000024312149,0.00011249492,0.000036339457,0.0077565885],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99898237,0.0005334365,0.000052885,0.00014291838,0.00020501496,0.00008330824],"domain_scores_gemma":[0.9929442,0.005624566,0.00046616237,0.00026572027,0.00034232676,0.00035704605],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003925819,0.001127435,0.0012531589,0.0013892481,0.00035936834,0.0039198007,0.0011244564,0.0030147976,0.0044928547],"category_scores_gemma":[0.020966701,0.00057573937,0.0008264131,0.001078396,0.0015087497,0.009568704,0.0012992808,0.0020070318,0.00028599935],"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":[0.0004512833,0.00021526523,0.00485325,0.00022511109,0.00014031475,0.00075020286,0.0003553703,0.43284833,0.003447849,0.5057796,0.001495873,0.049437545],"study_design_scores_gemma":[0.000023043436,0.00014105173,0.0020196163,0.000078186196,0.00003356025,0.00012707755,0.00015411794,0.54692197,0.00080585777,0.44785407,0.0018027497,0.000038707043],"about_ca_topic_score_codex":0.0011378131,"about_ca_topic_score_gemma":0.0011339718,"teacher_disagreement_score":0.0044928547,"about_ca_system_score_codex":0.0014101644,"about_ca_system_score_gemma":0.00081679446,"threshold_uncertainty_score":0.020761967},"labels":[],"label_agreement":null},{"id":"W4385494980","doi":"10.1080/02331888.2023.2242549","title":"Parameter estimation in optional semimartingale regression models","year":2023,"lang":"en","type":"article","venue":"Statistics","topic":"Stochastic processes and financial applications","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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Semimartingale; Estimation; Statistics; Econometrics; Regression; Regression analysis; Applied mathematics","score_opus":0.04996243628234277,"score_gpt":0.276838113388515,"score_spread":0.22687567710617224,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385494980","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.015413357,0.00035077022,0.98357105,0.00017488805,0.000013726538,0.0000124705675,0.00005885314,0.0000906937,0.00031420615],"genre_scores_gemma":[0.7383154,0.0019890731,0.25394523,0.00015360628,0.00019384165,0.00022534947,0.000544296,0.0001721336,0.004461069],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9965049,0.0020578094,0.00021266229,0.00065863936,0.00038761678,0.00017838602],"domain_scores_gemma":[0.9880223,0.009687808,0.0012474955,0.00057299726,0.0003346678,0.00013466696],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0072887423,0.0012521704,0.0017626833,0.001179193,0.00034269865,0.0014291784,0.0019923276,0.0016748179,0.0014478216],"category_scores_gemma":[0.022157429,0.0010568515,0.0015143905,0.0016286101,0.0016975964,0.0025840462,0.0020546792,0.002320346,0.00026416103],"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":[0.00014896026,0.00006875668,0.004690905,0.0004039097,0.00029884346,0.00031973925,0.00014984535,0.6834314,0.0033279397,0.25602365,0.0007726796,0.050363313],"study_design_scores_gemma":[0.000008212964,0.00002788332,0.000605887,0.000018840889,0.00002222056,0.000040986022,0.000011994845,0.9163488,0.0007249734,0.08164153,0.0005305609,0.000018031793],"about_ca_topic_score_codex":0.002311513,"about_ca_topic_score_gemma":0.0018329638,"teacher_disagreement_score":0.0072887423,"about_ca_system_score_codex":0.00069181604,"about_ca_system_score_gemma":0.0011420507,"threshold_uncertainty_score":0.03854698},"labels":[],"label_agreement":null},{"id":"W4385498178","doi":"10.3390/axioms12080762","title":"Efficiency of Some Predictor–Corrector Methods with Fourth-Order Compact Scheme for a System of Free Boundary Options","year":2023,"lang":"en","type":"article","venue":"Axioms","topic":"Stochastic processes and financial applications","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":"Mathematics; Boundary value problem; Boundary (topology); Diagonal; Mathematical optimization; Applied mathematics; Convergence (economics); Computation; Rate of convergence; Computer science; Algorithm; Mathematical analysis; Geometry; Channel (broadcasting)","score_opus":0.035141085798540125,"score_gpt":0.2814831109821903,"score_spread":0.24634202518365017,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385498178","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.036523018,0.0004450798,0.95705247,0.00037850003,0.00012483123,0.00009935032,0.00006206042,0.00044212435,0.0048725],"genre_scores_gemma":[0.47213793,0.00047844223,0.5182634,0.00020120831,0.000086009655,0.00044654662,0.00020424448,0.0002960374,0.007886182],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993487,0.0002454376,0.00004123048,0.000050516974,0.00024835704,0.00006572866],"domain_scores_gemma":[0.9979625,0.0010691456,0.00018586143,0.00029342234,0.00039919058,0.00009006015],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018594248,0.00077243,0.0010492852,0.00067231694,0.00089239405,0.001100828,0.001587813,0.0016774996,0.0026025516],"category_scores_gemma":[0.004634874,0.00039050519,0.0007745949,0.0005885611,0.001643519,0.0012980556,0.0012286929,0.0022051716,0.0006112183],"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":[0.00021858436,0.0001447695,0.00227854,0.0003052452,0.00006429562,0.00027463032,0.00040862412,0.79148513,0.010751735,0.1343587,0.0015913221,0.058118448],"study_design_scores_gemma":[0.000008759577,0.000010129927,0.000041177434,0.000005134278,0.000002297363,0.000008827892,0.000006230633,0.9960367,0.000610557,0.0028940989,0.0003722195,0.000003933818],"about_ca_topic_score_codex":0.009572749,"about_ca_topic_score_gemma":0.0053323773,"teacher_disagreement_score":0.009572749,"about_ca_system_score_codex":0.0009017642,"about_ca_system_score_gemma":0.0020632737,"threshold_uncertainty_score":0.019034028},"labels":[],"label_agreement":null},{"id":"W4385749896","doi":"10.48550/arxiv.2308.04576","title":"Global dynamics for the stochastic KdV equation with white noise as initial data","year":2023,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Natural Sciences and Engineering Research Council of Canada; National Science Foundation","keywords":"White noise; Measure (data warehouse); Invariant measure; Mathematics; Invariant (physics); Noise (video); Context (archaeology); Torus; Forcing (mathematics); Colors of noise; Applied mathematics; Mathematical analysis; Computer science; Ergodic theory; Statistics; Artificial intelligence; Mathematical physics; Geography; Data mining","score_opus":0.19526871585682923,"score_gpt":0.22966858858048297,"score_spread":0.034399872723653746,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385749896","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.36253795,0.0008070659,0.61064214,0.0022811804,0.00021538777,0.000071421106,0.0002456198,0.0001601029,0.023039183],"genre_scores_gemma":[0.9555494,0.00061260944,0.026589584,0.00021850056,0.00012983094,0.00016117874,0.00023524777,0.00010577974,0.016397743],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99974173,0.00008030782,0.000012431635,0.000052142495,0.0000662308,0.000047207155],"domain_scores_gemma":[0.9993449,0.000215037,0.00018124067,0.00002916708,0.0001142262,0.00011544058],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000646146,0.001069022,0.00078724045,0.0009309664,0.00050069846,0.0012000598,0.0008523863,0.0013051399,0.0020293235],"category_scores_gemma":[0.002166858,0.00032342476,0.0009117454,0.00039626003,0.0020373177,0.0015673558,0.0019683216,0.0010982817,0.00021425413],"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":[0.000058848163,0.000040017305,0.0015715692,0.000110949375,0.00006853238,0.00040561965,0.0002559384,0.2807419,0.008613083,0.70346797,0.00094982557,0.0037157414],"study_design_scores_gemma":[0.000029905514,0.000051286122,0.0005616112,0.00001780526,0.000015551768,0.00009420815,0.00008082386,0.88241154,0.00078209344,0.11482654,0.0010997229,0.000028852268],"about_ca_topic_score_codex":0.0035065117,"about_ca_topic_score_gemma":0.0016652667,"teacher_disagreement_score":0.0035065117,"about_ca_system_score_codex":0.0009475044,"about_ca_system_score_gemma":0.0008565578,"threshold_uncertainty_score":0.0069721937},"labels":[],"label_agreement":null},{"id":"W4385759422","doi":"10.1007/978-3-031-37260-5_4","title":"Measure Solutions for Stochastic Systems","year":2023,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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":"Measure (data warehouse); Extension (predicate logic); Mathematics; Applied mathematics; Computer science; Data mining","score_opus":0.10053269088906804,"score_gpt":0.22942188213462553,"score_spread":0.12888919124555748,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385759422","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0063836086,0.036931653,0.58981866,0.0056335274,0.0028064635,0.000053712145,0.00038104292,0.00050988176,0.3574814],"genre_scores_gemma":[0.3094215,0.047709055,0.17310697,0.0028578194,0.0070831245,0.00045286753,0.001285738,0.0010536084,0.45702928],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99965227,0.0001048879,0.000019201869,0.00004921152,0.00015001518,0.000024408722],"domain_scores_gemma":[0.9996524,0.00019251682,0.000023794575,0.00004318328,0.00006733895,0.00002079947],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00069158897,0.0011068,0.0009739093,0.0010993456,0.000576888,0.002187194,0.0007287029,0.0017018311,0.0111878915],"category_scores_gemma":[0.0020879244,0.00044761866,0.00073437934,0.0014113125,0.0015813742,0.0021611596,0.0013018444,0.0026804528,0.0027613055],"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":[0.0000018777108,0.000004751481,0.000013484854,0.00004173039,0.000005287175,0.000009304847,0.000033915083,0.0019457359,0.00019771904,0.9780918,0.008633563,0.01102076],"study_design_scores_gemma":[0.0000031203551,0.0000039856354,0.00003648954,0.000021128213,0.00000221348,0.00002110413,0.000012654383,0.006994092,0.00007706095,0.9641986,0.028624976,0.00000449326],"about_ca_topic_score_codex":0.001245116,"about_ca_topic_score_gemma":0.0009658686,"teacher_disagreement_score":0.0111878915,"about_ca_system_score_codex":0.0014469009,"about_ca_system_score_gemma":0.0006334677,"threshold_uncertainty_score":0.037427187},"labels":[],"label_agreement":null},{"id":"W4385805298","doi":"10.3390/risks11080150","title":"Overview of Some Recent Results of Energy Market Modeling and Clean Energy Vision in Canada","year":2023,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","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":"University of Calgary","funders":"","keywords":"Mean reversion; Futures contract; Volatility (finance); Financial economics; West Texas Intermediate; Economics; Valuation of options; Black–Scholes model; Energy market; Renewable energy; Econometrics; Engineering","score_opus":0.069788278445599,"score_gpt":0.26514204843571043,"score_spread":0.19535376999011145,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385805298","genre_codex":"review","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.019719921,0.43035668,0.13654488,0.03426688,0.0030774728,0.00015694428,0.0076489677,0.0010942928,0.36713392],"genre_scores_gemma":[0.17214301,0.6156471,0.094134286,0.003350814,0.002314549,0.000110430636,0.006536535,0.00072823884,0.10503505],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99829394,0.0001702866,0.000073730895,0.00015999339,0.0011305431,0.00017140103],"domain_scores_gemma":[0.99775165,0.00048033136,0.00010307005,0.00017732677,0.0013421752,0.00014546773],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002151333,0.0013509014,0.0009987458,0.0052212873,0.002274591,0.004693712,0.0020471711,0.0012131366,0.012267987],"category_scores_gemma":[0.005280452,0.0008605788,0.0015024758,0.014534078,0.0016654863,0.0031594604,0.001271307,0.0018334481,0.001505641],"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":[0.000060973354,0.00009380448,0.004320757,0.0009279606,0.00012183936,0.00018443176,0.00036895587,0.07665802,0.00055499113,0.449598,0.11697863,0.35013166],"study_design_scores_gemma":[0.000011331295,0.000019341749,0.0067608017,0.0008738945,0.00009039168,0.000109152206,0.00037962003,0.07635083,0.00081326463,0.093591966,0.8208686,0.00013086703],"about_ca_topic_score_codex":0.9587486,"about_ca_topic_score_gemma":0.9460484,"teacher_disagreement_score":0.04786468,"about_ca_system_score_codex":0.04786468,"about_ca_system_score_gemma":0.04675781,"threshold_uncertainty_score":0.34728414},"labels":[],"label_agreement":null},{"id":"W4385825724","doi":"10.48550/arxiv.2308.06192","title":"Sampling and Filtering with Markov Chains","year":2023,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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","keywords":"Markov chain; Balance equation; Markov chain mixing time; Computer science; Markov model; Particle filter; Sampling (signal processing); Variable-order Markov model; Markov property; Markov process; Markov chain Monte Carlo; Volatility (finance); Mathematics; Hidden Markov model; Applied mathematics; Mathematical optimization; Algorithm; Econometrics; Statistics; Artificial intelligence; Kalman filter; Bayesian probability; Filter (signal processing)","score_opus":0.13940346126623188,"score_gpt":0.1855917369531495,"score_spread":0.046188275686917635,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385825724","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0018592089,0.0002588502,0.99632204,0.0001965913,0.00006107854,0.00002007284,0.000036184112,0.00008174631,0.0011641541],"genre_scores_gemma":[0.4014866,0.0040001506,0.5731264,0.0007626511,0.00090320024,0.0009546376,0.0008828584,0.0002922119,0.017591283],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9973465,0.0010448794,0.00015071966,0.00052902655,0.000747641,0.00018121269],"domain_scores_gemma":[0.98713267,0.010175092,0.0007241005,0.0007032849,0.0010346825,0.00023015562],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005022334,0.0010860892,0.0014665582,0.0020297416,0.0008436844,0.002389351,0.0016828257,0.0019821941,0.0038894834],"category_scores_gemma":[0.023158722,0.00093065604,0.001992798,0.0016238536,0.002852716,0.0029008521,0.0022659537,0.003157917,0.0006688072],"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":[0.000055414956,0.00004038015,0.0009942662,0.00014572799,0.000070503665,0.00014285388,0.00015039618,0.30502227,0.0012901362,0.6594027,0.0014663772,0.031218875],"study_design_scores_gemma":[0.000014332973,0.000019758574,0.0001479772,0.000030869887,0.000013823074,0.000038477305,0.000010859918,0.81906563,0.0004950594,0.17841963,0.0017256753,0.000017986165],"about_ca_topic_score_codex":0.0066584363,"about_ca_topic_score_gemma":0.0034002527,"teacher_disagreement_score":0.0066584363,"about_ca_system_score_codex":0.0023918322,"about_ca_system_score_gemma":0.0019094852,"threshold_uncertainty_score":0.026560962},"labels":[],"label_agreement":null},{"id":"W4386122338","doi":"10.20944/preprints202308.1726.v1","title":"Optimal Consumption and Robust Portfolio Choice for the 3/2 and 4/2 Stochastic Volatility Models","year":2023,"lang":"en","type":"preprint","venue":"Preprints.org","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Hamilton–Jacobi–Bellman equation; Portfolio; Ambiguity; Volatility (finance); Stochastic volatility; Econometrics; Economics; Ambiguity aversion; Dynamic programming; Investment strategy; Bounded function; Consumption (sociology); Mathematics; Mathematical economics; Mathematical optimization; Bellman equation; Computer science; Microeconomics; Financial economics","score_opus":0.28204702514069346,"score_gpt":0.3297388207534951,"score_spread":0.047691795612801624,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386122338","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.23249571,0.001474178,0.75301236,0.0019155546,0.000086243825,0.000049454728,0.00022037355,0.00009828224,0.0106478175],"genre_scores_gemma":[0.95743805,0.0009121654,0.031491175,0.00016072218,0.00007958237,0.00009340466,0.00018256238,0.00006104801,0.009581298],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993973,0.00030351002,0.00002571363,0.000102402446,0.00007756711,0.000093538445],"domain_scores_gemma":[0.9989178,0.00056747266,0.00027810127,0.000067768415,0.00007802544,0.00009086795],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017965151,0.0010633108,0.001109955,0.0005412496,0.00025863544,0.0017364011,0.0009561317,0.0015932082,0.0021793335],"category_scores_gemma":[0.005650931,0.00069804874,0.0011619787,0.00050119386,0.0010696006,0.0024080456,0.0014385224,0.0011264688,0.0001894656],"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":[0.00006579829,0.00003768035,0.00075658975,0.0000597917,0.00007499503,0.00014070555,0.00007776941,0.56080854,0.0011900575,0.43026122,0.00084701314,0.005679813],"study_design_scores_gemma":[0.000013296669,0.000019467523,0.00028096494,0.000009248374,0.000011475602,0.000018655312,0.000017801327,0.86104643,0.00018146863,0.13799806,0.0003876869,0.000015468275],"about_ca_topic_score_codex":0.0031854273,"about_ca_topic_score_gemma":0.0016968312,"teacher_disagreement_score":0.0031854273,"about_ca_system_score_codex":0.0015197492,"about_ca_system_score_gemma":0.0009829126,"threshold_uncertainty_score":0.011026621},"labels":[],"label_agreement":null},{"id":"W4386282638","doi":"10.3390/jrfm16090387","title":"On a Data-Driven Optimization Approach to the PID-Based Algorithmic Trading","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"PID controller; Python (programming language); Computer science; Trading strategy; Algorithmic trading; Realization (probability); Software; Monte Carlo method; High-frequency trading; Financial market; Mathematical optimization; Finance; Mathematics; Control engineering; Engineering; Economics","score_opus":0.033808407067871596,"score_gpt":0.23080636417718592,"score_spread":0.19699795710931434,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386282638","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.002149923,0.00006516938,0.996572,0.00006113554,0.000016957341,0.000015319843,0.0000048826996,0.00006572831,0.0010489391],"genre_scores_gemma":[0.4693596,0.00038492418,0.52576464,0.00023516224,0.000120629884,0.00023090912,0.00007472578,0.00012773965,0.003701663],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994325,0.00014717726,0.000034045308,0.0001096973,0.00023665372,0.000039853137],"domain_scores_gemma":[0.99918646,0.00051853043,0.00007310523,0.00006796503,0.00013084835,0.000023053215],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011232483,0.0006383957,0.0008347661,0.00048445177,0.00032871962,0.0011098266,0.00087946217,0.0008853029,0.001939482],"category_scores_gemma":[0.0029474488,0.00032200917,0.00059750676,0.00044042632,0.0011040816,0.00094222487,0.00092432613,0.0012445664,0.00029879736],"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":[0.00004614742,0.00005758704,0.00036682322,0.00008543268,0.000034939367,0.000061105195,0.000063991974,0.8638725,0.004062871,0.06786049,0.0005681997,0.062919855],"study_design_scores_gemma":[0.0000047257527,0.000020493853,0.000035332116,0.0000045360434,0.0000029134985,0.000012630148,0.0000022542263,0.9926731,0.0005138194,0.006172405,0.00055316737,0.000004622558],"about_ca_topic_score_codex":0.0016064476,"about_ca_topic_score_gemma":0.0009295838,"teacher_disagreement_score":0.001939482,"about_ca_system_score_codex":0.000518448,"about_ca_system_score_gemma":0.00093500933,"threshold_uncertainty_score":0.006488204},"labels":[],"label_agreement":null},{"id":"W4386396717","doi":"10.1007/s11203-023-09293-z","title":"Inference in generalized exponential O–U processes with change-point","year":2023,"lang":"en","type":"article","venue":"Statistical Inference for Stochastic Processes","topic":"Stochastic processes and financial applications","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 Windsor","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Estimator; Mathematics; Applied mathematics; Inference; Context (archaeology); Exponential function; Econometrics; Mathematical optimization; Statistics; Mathematical analysis; Computer science","score_opus":0.08337708752791749,"score_gpt":0.3108730383604215,"score_spread":0.227495950832504,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386396717","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.027796628,0.00050883,0.9702102,0.0006018552,0.000090039466,0.00003519737,0.000060729126,0.00016661163,0.0005299943],"genre_scores_gemma":[0.81021106,0.0016566531,0.17936146,0.00082011375,0.0007473305,0.00033120438,0.0007703179,0.0002491193,0.00585264],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.98843735,0.006404908,0.0006572811,0.0028261815,0.0009307677,0.0007434873],"domain_scores_gemma":[0.7918701,0.19123949,0.006553561,0.005317801,0.0034537043,0.0015652097],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.025253339,0.0015104314,0.004085236,0.0031699229,0.0012393384,0.0041841054,0.005081705,0.005854591,0.003049925],"category_scores_gemma":[0.14638026,0.0025788846,0.0038486212,0.0027303733,0.0065953964,0.009505909,0.0045088166,0.004884801,0.00048690476],"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":[0.00041789276,0.0002311927,0.0054977397,0.00031594644,0.00058066845,0.0004615195,0.00036227703,0.512024,0.0008677556,0.4403716,0.0017732576,0.037096206],"study_design_scores_gemma":[0.00003691114,0.000027586775,0.0003866447,0.000020083708,0.000030278623,0.000026330343,0.000026044288,0.8268371,0.00020053404,0.17214382,0.00023846072,0.000026263056],"about_ca_topic_score_codex":0.0117296735,"about_ca_topic_score_gemma":0.0069509996,"teacher_disagreement_score":0.025253339,"about_ca_system_score_codex":0.002078004,"about_ca_system_score_gemma":0.002087393,"threshold_uncertainty_score":0.13355404},"labels":[],"label_agreement":null},{"id":"W4386524132","doi":"10.3390/jrfm16090401","title":"Implicit Hedging and Liquidity Costs of Structured Products","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Market liquidity; Economics; Equity (law); Geometric Brownian motion; Volatility (finance); Econometrics; Range (aeronautics); Liquidity risk; Fair value; Financial economics; Monetary economics; Finance","score_opus":0.013981588322864882,"score_gpt":0.21775346017838554,"score_spread":0.20377187185552065,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386524132","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.98117,0.0004531033,0.014831048,0.000082422965,0.00001687833,0.000025167543,0.00006606942,0.000031254316,0.0033241138],"genre_scores_gemma":[0.99812764,0.00006316881,0.0013290393,0.0000048407414,0.000005677856,0.000004763843,0.00003655428,0.0000048974243,0.00042334877],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99907386,0.00017862549,0.00006491976,0.00010835848,0.00044090618,0.00013331106],"domain_scores_gemma":[0.9902458,0.006066884,0.0016896323,0.0010669607,0.00060744473,0.00032332356],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001867087,0.00043305833,0.00039320675,0.0009362672,0.00032232894,0.0020621272,0.0008994657,0.0006713101,0.0037899576],"category_scores_gemma":[0.0143769495,0.00024167664,0.00040220696,0.00056896947,0.0010573363,0.0042197695,0.0011397087,0.0008094215,0.00013698841],"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":[0.0028079331,0.0009131503,0.0686772,0.00039902554,0.00039479558,0.0015992844,0.0005719867,0.54592556,0.04703222,0.2030266,0.00075367716,0.12789856],"study_design_scores_gemma":[0.00022251628,0.0024773288,0.09875321,0.00012839759,0.00034031563,0.0013010508,0.0006924745,0.69606215,0.036251403,0.1603983,0.003147311,0.00022554948],"about_ca_topic_score_codex":0.00045552666,"about_ca_topic_score_gemma":0.00040229497,"teacher_disagreement_score":0.0037899576,"about_ca_system_score_codex":0.0009011801,"about_ca_system_score_gemma":0.00038877723,"threshold_uncertainty_score":0.012678683},"labels":[],"label_agreement":null},{"id":"W4386547365","doi":"10.1080/07350015.2023.2256801","title":"On the Combination of Naive and Mean-Variance Portfolio Strategies","year":2023,"lang":"en","type":"article","venue":"Journal of Business and Economic Statistics","topic":"Stochastic processes and financial applications","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":"HEC Montréal","funders":"Belgian Federal Science Policy Office; Fonds De La Recherche Scientifique - FNRS","keywords":"Portfolio; Variance (accounting); Statistics; Econometrics; Mathematics; Economics; Financial economics","score_opus":0.027217812944370527,"score_gpt":0.23247534355078597,"score_spread":0.20525753060641544,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386547365","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08643612,0.00075244927,0.9032705,0.00047365253,0.000058112924,0.0001772492,0.000049193764,0.0004422379,0.008340503],"genre_scores_gemma":[0.67726904,0.00034688503,0.3160689,0.00053864915,0.00012241985,0.0002877535,0.0001595601,0.00014103185,0.005065812],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9959459,0.0022112264,0.00022084391,0.00048850727,0.00089832704,0.00023526521],"domain_scores_gemma":[0.99473804,0.0035056672,0.0003507918,0.00063829427,0.00060661003,0.00016060984],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0075007384,0.0016099273,0.0020516845,0.0010430347,0.0003866238,0.0018716101,0.0018005549,0.0014199762,0.0026729298],"category_scores_gemma":[0.019791424,0.00081562396,0.00065750856,0.0012337569,0.0008142719,0.0030649332,0.001663096,0.0010493636,0.00069807173],"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":[0.00048029554,0.00041544574,0.005261788,0.00018740552,0.00050037133,0.00024990726,0.00014374485,0.6137216,0.004988747,0.052108057,0.0033907713,0.31855196],"study_design_scores_gemma":[0.00006239854,0.00029954728,0.0006280768,0.000031777003,0.00007490431,0.00010904159,0.000019395664,0.9725342,0.0011829863,0.024160136,0.00087414903,0.000023364266],"about_ca_topic_score_codex":0.0009107465,"about_ca_topic_score_gemma":0.00132886,"teacher_disagreement_score":0.0075007384,"about_ca_system_score_codex":0.00059134525,"about_ca_system_score_gemma":0.0010218396,"threshold_uncertainty_score":0.039668143},"labels":[],"label_agreement":null},{"id":"W4386571302","doi":"10.2139/ssrn.4566384","title":"Hedging Barrier Options Using Reinforcement Learning","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Reinforcement learning; Reinforcement; Computer science; Business; Artificial intelligence; Psychology; Social psychology","score_opus":0.025403480586573376,"score_gpt":0.2457408857193525,"score_spread":0.2203374051327791,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386571302","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2738144,0.00047244533,0.7196376,0.00047291734,0.00011497679,0.000088107765,0.00004335669,0.00047997406,0.004876319],"genre_scores_gemma":[0.974534,0.00007702766,0.023312831,0.00007276056,0.000019111978,0.000040715448,0.000024975307,0.000019590709,0.0018989923],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996443,0.00015788521,0.000018839552,0.000059265938,0.00007024205,0.00004953772],"domain_scores_gemma":[0.9951414,0.004013809,0.00023342493,0.0001428036,0.0002928466,0.00017560204],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014737212,0.00050242746,0.0009412873,0.0003841507,0.00023840663,0.00075250474,0.00082461606,0.0012685178,0.0027259924],"category_scores_gemma":[0.006050263,0.0004142156,0.00042421967,0.00028195098,0.00069303985,0.0010581319,0.00091039774,0.0014436445,0.0002026696],"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":[0.00011149965,0.0000870506,0.00088047376,0.000021329392,0.00002752718,0.000046778532,0.000024893388,0.97337294,0.0006582562,0.0052072825,0.0002693015,0.019292694],"study_design_scores_gemma":[0.000007911626,0.000016108688,0.00003616589,0.0000015270077,0.0000025414342,0.0000030557446,0.0000012246508,0.9982659,0.0000622335,0.0015778764,0.000024047835,0.0000013929749],"about_ca_topic_score_codex":0.0026986303,"about_ca_topic_score_gemma":0.0021311317,"teacher_disagreement_score":0.0027259924,"about_ca_system_score_codex":0.0004921199,"about_ca_system_score_gemma":0.0005717512,"threshold_uncertainty_score":0.009119332},"labels":[],"label_agreement":null},{"id":"W4386608012","doi":"10.3390/risks11090162","title":"Pricing of Averaged Variance, Volatility, Covariance and Correlation Swaps with Semi-Markov Volatilities","year":2023,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Variance swap; Covariance; Volatility (finance); Econometrics; Stochastic volatility; Covariance and correlation; Markov chain; Implied volatility; Futures contract; Forward volatility; Swap (finance); Economics; Financial economics; Mathematics; Finance; Statistics; Random variable","score_opus":0.035733098181125834,"score_gpt":0.24006255319187897,"score_spread":0.20432945501075314,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386608012","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12053658,0.0008186665,0.8738909,0.00051778706,0.000084741754,0.00004783788,0.0000919514,0.00015689088,0.0038546491],"genre_scores_gemma":[0.947767,0.00062028307,0.047688648,0.000104392544,0.00007700162,0.000060280097,0.00009909501,0.00004725699,0.0035360232],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991861,0.0002723098,0.000043452583,0.000108419445,0.0002567731,0.00013283307],"domain_scores_gemma":[0.9972023,0.0019647426,0.00033331715,0.00012934892,0.00023680713,0.00013355407],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021154215,0.0006793076,0.0012888095,0.0005697843,0.0005024962,0.0023899851,0.0010741431,0.0017162437,0.0030303318],"category_scores_gemma":[0.007810891,0.0006208316,0.0013488175,0.00067871425,0.0013153728,0.0031349685,0.0009532851,0.0014576355,0.00017683904],"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":[0.00007846227,0.000032044765,0.0012657209,0.0000683301,0.000055812863,0.00029060806,0.000059776965,0.79871595,0.0020487634,0.18932441,0.00044885365,0.007611209],"study_design_scores_gemma":[0.0000055943556,0.000011823749,0.00013837972,0.0000036860208,0.0000049292203,0.000028018047,0.0000067892383,0.9794353,0.00019585836,0.020046582,0.00011622409,0.0000068032123],"about_ca_topic_score_codex":0.0037186919,"about_ca_topic_score_gemma":0.0024207386,"teacher_disagreement_score":0.0037186919,"about_ca_system_score_codex":0.0011845812,"about_ca_system_score_gemma":0.0014506433,"threshold_uncertainty_score":0.011187613},"labels":[],"label_agreement":null},{"id":"W4386893647","doi":"10.3390/jrfm16090415","title":"Market Liquidity Estimation in a High-Frequency Setup","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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; Poisson distribution; Market liquidity; Bid price; Econometrics; Heston model; Mathematics; Computer science; Economics; Stochastic volatility; Statistics; Volatility (finance); SABR volatility model; Finance","score_opus":0.012915359961800509,"score_gpt":0.21615120388955064,"score_spread":0.20323584392775013,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386893647","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.34169018,0.00018163236,0.65594023,0.00038782693,0.00003595654,0.00003211899,0.00019034708,0.00023631133,0.0013053457],"genre_scores_gemma":[0.9643293,0.000098607125,0.034564465,0.00004358651,0.00007845564,0.000029772982,0.00019581642,0.000020324136,0.0006396842],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998594,0.0008240246,0.000038857084,0.00023231024,0.00020912479,0.00010165447],"domain_scores_gemma":[0.9929738,0.005251338,0.00083838543,0.00047549867,0.00031458918,0.00014630942],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00283682,0.00047150344,0.0008488929,0.0010686264,0.0003601395,0.0012532341,0.0011924107,0.002038854,0.0013217283],"category_scores_gemma":[0.012795903,0.00057408895,0.000653571,0.0006859991,0.0007563146,0.0024869482,0.0011650288,0.0015705185,0.00020064878],"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":[0.00015854661,0.000068869274,0.0060831844,0.000044621756,0.00011111593,0.0004030233,0.000053913453,0.95263755,0.0038773953,0.02440965,0.00038002283,0.01177211],"study_design_scores_gemma":[0.00001028413,0.000021456157,0.0008600678,0.0000018404943,0.000005382087,0.00004532528,0.000007959323,0.99259514,0.00026535822,0.006111055,0.00006663134,0.000009538917],"about_ca_topic_score_codex":0.0026128462,"about_ca_topic_score_gemma":0.0013544468,"teacher_disagreement_score":0.00283682,"about_ca_system_score_codex":0.00052858517,"about_ca_system_score_gemma":0.00040255988,"threshold_uncertainty_score":0.0150027275},"labels":[],"label_agreement":null},{"id":"W4386897094","doi":"10.1007/s10614-023-10459-3","title":"Deep Learning and American Options via Free Boundary Framework","year":2023,"lang":"en","type":"article","venue":"Computational Economics","topic":"Stochastic processes and financial applications","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":"University of Calgary","funders":"Natural Sciences and Engineering Research Council of Canada; Cardiff University","keywords":"Boundary (topology); Free boundary problem; Function (biology); Singular boundary method; Boundary value problem; Computer science; Mixed boundary condition; Applied mathematics; Mathematical optimization; Mathematics; Mathematical analysis; Boundary element method; Engineering; Finite element method","score_opus":0.01658216992105721,"score_gpt":0.2374716542151949,"score_spread":0.22088948429413768,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386897094","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14173344,0.0029226441,0.8394169,0.0048586302,0.00020259184,0.000023462939,0.0002549888,0.00026869867,0.01031862],"genre_scores_gemma":[0.9368644,0.0014150228,0.045977604,0.00042686632,0.0003092954,0.000073399526,0.00029287353,0.00011706526,0.014523528],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994374,0.0003172085,0.000018695882,0.00008373833,0.00008076664,0.00006221598],"domain_scores_gemma":[0.9966247,0.002459619,0.00024454112,0.00016370966,0.00021256233,0.00029495516],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001964239,0.0007234749,0.0013596275,0.00096723426,0.00060493854,0.0019878526,0.0015185175,0.002339093,0.004195427],"category_scores_gemma":[0.010646371,0.0006353057,0.00074701285,0.0008955478,0.0025134867,0.0050173686,0.0021385043,0.0031806568,0.00031877993],"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":[0.000060304676,0.000040716564,0.00051876623,0.000046865556,0.000028822957,0.0000529535,0.00006063361,0.28657752,0.0002595925,0.7016151,0.0015538288,0.009184848],"study_design_scores_gemma":[0.0000069083503,0.0000051514567,0.000070865004,0.000008345492,0.0000035823955,0.0000060998723,0.000005805161,0.65758055,0.000045981436,0.34196374,0.00029768693,0.000005211052],"about_ca_topic_score_codex":0.005756629,"about_ca_topic_score_gemma":0.0046844273,"teacher_disagreement_score":0.005756629,"about_ca_system_score_codex":0.0014694617,"about_ca_system_score_gemma":0.0010572441,"threshold_uncertainty_score":0.014035106},"labels":[],"label_agreement":null},{"id":"W4386966626","doi":"10.3390/math11184020","title":"Optimal Consumption and Robust Portfolio Choice for the 3/2 and 4/2 Stochastic Volatility Models","year":2023,"lang":"en","type":"article","venue":"Mathematics","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Portfolio; Hamilton–Jacobi–Bellman equation; Ambiguity; Econometrics; Stochastic volatility; Economics; Ambiguity aversion; Volatility (finance); Consumption (sociology); Heston model; Mathematical economics; Mathematics; Computer science; Bellman equation; Financial economics; SABR volatility model","score_opus":0.10172248327198449,"score_gpt":0.26473884812887266,"score_spread":0.16301636485688817,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4386966626","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.26450932,0.0012843969,0.718822,0.0016086941,0.00006513428,0.00006797112,0.00022543501,0.000105638705,0.013311435],"genre_scores_gemma":[0.96006334,0.0007840049,0.028408349,0.00012452395,0.000056673878,0.00008835832,0.00016637993,0.00005823855,0.010250264],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993499,0.0003454316,0.000029306668,0.00010557189,0.000079411344,0.00009028036],"domain_scores_gemma":[0.9985562,0.0008069804,0.00034188753,0.00009238533,0.00009583678,0.0001067425],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018749473,0.001149854,0.0012613372,0.00055094,0.00022542043,0.0015007358,0.0010383743,0.0015082958,0.002534634],"category_scores_gemma":[0.0070254677,0.00071193255,0.0013289575,0.00042497838,0.0010139989,0.002357604,0.0014844758,0.0013103456,0.00020043232],"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":[0.000078250836,0.000041904394,0.0010046328,0.000058461363,0.00007567151,0.00016810342,0.00007745463,0.7244949,0.0010705602,0.2661513,0.0007429233,0.0060358443],"study_design_scores_gemma":[0.000014266018,0.00002468539,0.00035881167,0.000010885831,0.000016356225,0.000020758973,0.000015847132,0.93436736,0.00018944942,0.06456526,0.00040250455,0.000013852096],"about_ca_topic_score_codex":0.0032984053,"about_ca_topic_score_gemma":0.001538082,"teacher_disagreement_score":0.0032984053,"about_ca_system_score_codex":0.0012715759,"about_ca_system_score_gemma":0.00086783915,"threshold_uncertainty_score":0.009915829},"labels":[],"label_agreement":null},{"id":"W4387063518","doi":"10.1016/j.orl.2023.09.008","title":"Lower bounds for American option prices with control variates","year":2023,"lang":"en","type":"article","venue":"Operations Research Letters","topic":"Stochastic processes and financial applications","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; Wilfrid Laurier University; University of Ottawa","funders":"","keywords":"Control variates; Monte Carlo method; Context (archaeology); Optimal stopping; Proxy (statistics); Futures contract; Mathematics; Econometrics; Statistics; Sample size determination; Valuation of options; Markov chain Monte Carlo; Economics; Hybrid Monte Carlo; Finance","score_opus":0.051855341843932916,"score_gpt":0.3141233142460983,"score_spread":0.2622679724021654,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4387063518","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.042153634,0.009812345,0.88613516,0.0054174936,0.00067058206,0.00011032682,0.00045665354,0.0005405639,0.054703254],"genre_scores_gemma":[0.81665814,0.009252368,0.13750072,0.0020529027,0.0024988004,0.0008332954,0.0012730806,0.00075383915,0.029176872],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9906036,0.0045318394,0.0003734527,0.00081208756,0.002526577,0.0011523438],"domain_scores_gemma":[0.9032485,0.08278548,0.0035189132,0.0027876706,0.0051633106,0.002496097],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.018833729,0.0044023613,0.003681124,0.0068874005,0.001831674,0.01265272,0.0049751545,0.0048108296,0.012020759],"category_scores_gemma":[0.07607376,0.0018194425,0.0026598854,0.0059173903,0.0059687165,0.010263801,0.0060506356,0.010717231,0.0014338851],"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":[0.0003316628,0.0001934572,0.000595643,0.00031261786,0.00015788387,0.00012279487,0.00024636608,0.1586417,0.0011165825,0.8117369,0.004734814,0.021809645],"study_design_scores_gemma":[0.00003852924,0.000047618298,0.00036075932,0.00018816526,0.000059050817,0.00005563571,0.00004830051,0.5401648,0.0005144135,0.4566318,0.0018375174,0.00005337194],"about_ca_topic_score_codex":0.0027841588,"about_ca_topic_score_gemma":0.0023815664,"teacher_disagreement_score":0.018833729,"about_ca_system_score_codex":0.005103824,"about_ca_system_score_gemma":0.003009017,"threshold_uncertainty_score":0.099603474},"labels":[],"label_agreement":null},{"id":"W4387117883","doi":"10.1007/s00780-023-00511-3","title":"In memoriam: Tomas Björk (1947–2021)","year":2023,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","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":"Mathematical finance; Philosophy; Sociology; Economics","score_opus":0.025740768192507913,"score_gpt":0.2354566060312292,"score_spread":0.20971583783872128,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4387117883","genre_codex":"editorial","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00017167859,0.015762962,0.00038756538,0.17978248,0.7986143,0.000016054872,0.0004378109,0.0000889633,0.004738169],"genre_scores_gemma":[0.010232595,0.019676628,0.0007978057,0.12359384,0.6022485,0.00010473141,0.0007001881,0.00033790435,0.24230781],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99783355,0.0004211059,0.00017614193,0.00058080204,0.0007478599,0.00024059287],"domain_scores_gemma":[0.9938328,0.0013399901,0.00059883186,0.00020565077,0.0026792402,0.0013433232],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002853964,0.0014570666,0.0014994729,0.0017183177,0.0024023834,0.0050693406,0.0014119457,0.0047232127,0.039702382],"category_scores_gemma":[0.022526497,0.00036069524,0.0009391216,0.00095681654,0.001433047,0.0031130088,0.0040930854,0.008575722,0.028772086],"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":[0.000028967925,0.0000038728317,0.00007842589,0.000038854523,0.000007037038,0.00007438837,0.000028898914,0.000023350085,0.00004145445,0.00088940084,0.9933697,0.00541569],"study_design_scores_gemma":[0.000010337528,0.000010905982,0.00032460547,0.00013420761,0.000013804951,0.00011856731,0.0000702913,0.00006856642,0.00011187477,0.0013176306,0.99780506,0.000014109755],"about_ca_topic_score_codex":0.0049133026,"about_ca_topic_score_gemma":0.0058157644,"teacher_disagreement_score":0.039702382,"about_ca_system_score_codex":0.0034752802,"about_ca_system_score_gemma":0.0026058324,"threshold_uncertainty_score":0.13281769},"labels":[],"label_agreement":null},{"id":"W4387335519","doi":"10.1007/s11147-023-09196-4","title":"Pricing swaptions and zero-coupon futures options under the discrete-time arbitrage-free Nelson–Siegel model","year":2023,"lang":"en","type":"article","venue":"Review of Derivatives Research","topic":"Stochastic processes and financial applications","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":"Concordia University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Futures contract; Arbitrage; Discrete time and continuous time; Economics; Heath–Jarrow–Morton framework; Econometrics; Monte Carlo method; Mathematical economics; Financial economics; Mathematics; Statistics","score_opus":0.0934755825927124,"score_gpt":0.3521224328189685,"score_spread":0.2586468502262561,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4387335519","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.23465133,0.013888362,0.7343249,0.0033189422,0.00031239368,0.000043459444,0.0001776606,0.000245513,0.013037399],"genre_scores_gemma":[0.94207406,0.00841455,0.03453064,0.0002138937,0.0004447647,0.00003820258,0.00020103517,0.00008176274,0.014001144],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989091,0.0005182674,0.00006778373,0.00014915301,0.00026122777,0.0000944306],"domain_scores_gemma":[0.99765944,0.0015109059,0.00029863502,0.00016863258,0.00017730278,0.00018505818],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033161067,0.001031392,0.002145246,0.0010421178,0.0005337422,0.003895609,0.0020830212,0.0038532878,0.0025151381],"category_scores_gemma":[0.009587666,0.0008757347,0.0018041682,0.0013377628,0.0032015138,0.008271649,0.001462493,0.0028604593,0.00039818912],"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":[0.0000970086,0.000032156036,0.0004462019,0.00009658691,0.00006055222,0.00020324228,0.00008629234,0.13198477,0.0015519925,0.85826516,0.00053428666,0.0066417786],"study_design_scores_gemma":[0.00002627924,0.00002410245,0.00022343661,0.0000180074,0.000018174338,0.00015811514,0.000015253082,0.46506682,0.00038203158,0.53331643,0.0007194098,0.000032007356],"about_ca_topic_score_codex":0.0017138567,"about_ca_topic_score_gemma":0.000996461,"teacher_disagreement_score":0.003895609,"about_ca_system_score_codex":0.0011839917,"about_ca_system_score_gemma":0.0013328666,"threshold_uncertainty_score":0.017537475},"labels":[],"label_agreement":null},{"id":"W4387362664","doi":"10.1080/27684520.2023.2261429","title":"A proof and an application of the continuous parameter martingale convergence theorem","year":2023,"lang":"en","type":"article","venue":"Research in Statistics","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Martingale (probability theory); Local martingale; Mathematics; Martingale difference sequence; Optional stopping theorem; Doob's martingale inequality; Dominated convergence theorem; Probabilistic logic; Weak convergence; Applied mathematics; Bounded function; Pure mathematics; Discrete mathematics; Convergence tests; Mathematical analysis; Rate of convergence; Computer science","score_opus":0.09324678482625785,"score_gpt":0.36052870710079343,"score_spread":0.26728192227453557,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4387362664","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0046834415,0.004385663,0.9017027,0.006097909,0.0039094132,0.000340311,0.0009850259,0.00051618135,0.077379316],"genre_scores_gemma":[0.24670097,0.016504955,0.59699345,0.0068758023,0.0065443986,0.0020476333,0.0017822089,0.0012594619,0.12129117],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984003,0.00028482376,0.00010785029,0.00027832243,0.0007423369,0.00018647287],"domain_scores_gemma":[0.9969913,0.0013646188,0.0002026485,0.00022963871,0.0010405326,0.0001712275],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024707478,0.0025301448,0.0017714369,0.0026140932,0.0015595462,0.0018106254,0.00204639,0.002023759,0.034854475],"category_scores_gemma":[0.0066950168,0.00088509324,0.0032037897,0.0022552267,0.0025640372,0.0029766567,0.0045734323,0.0063080033,0.007592635],"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":[0.000042604534,0.00015920096,0.00036738295,0.00077609706,0.00008229408,0.0010160137,0.00028185948,0.00816054,0.0073803687,0.90296745,0.027641369,0.051124915],"study_design_scores_gemma":[0.000036114387,0.00010352171,0.0010184826,0.00022445468,0.00005187256,0.0016914242,0.00011359362,0.025189165,0.0033264805,0.86615175,0.10199397,0.000099101744],"about_ca_topic_score_codex":0.0019121479,"about_ca_topic_score_gemma":0.0015828054,"teacher_disagreement_score":0.034854475,"about_ca_system_score_codex":0.0015045109,"about_ca_system_score_gemma":0.0021236523,"threshold_uncertainty_score":0.1165998},"labels":[],"label_agreement":null},{"id":"W4387478948","doi":"10.2139/ssrn.4598615","title":"Stochastic Control for Backward Stochastic Differential Equations with Semi-Markov Chain Noises","year":2023,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Markov chain; Stochastic differential equation; Control (management); Stochastic control; Computer science; Chain (unit); Continuous-time Markov chain; Control theory (sociology); Mathematics; Mathematical optimization; Applied mathematics; Markov property; Markov model; Optimal control; Artificial intelligence; Physics; Machine learning","score_opus":0.022880082343345563,"score_gpt":0.23655065383624096,"score_spread":0.2136705714928954,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4387478948","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.039309636,0.0022467806,0.9405885,0.002473846,0.000643935,0.00010952497,0.00041119603,0.0002318345,0.013984792],"genre_scores_gemma":[0.8965859,0.004091444,0.04280088,0.00073757424,0.0009527176,0.0006057959,0.0009988577,0.00036571643,0.052861065],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99751794,0.0010560447,0.0001262008,0.00047460757,0.0005351636,0.00029016263],"domain_scores_gemma":[0.9901952,0.006883185,0.001006618,0.00029806123,0.0010492106,0.00056759367],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005311601,0.0026003974,0.0029866546,0.0021416387,0.0010839553,0.0044288402,0.0028798045,0.0035750177,0.0069484427],"category_scores_gemma":[0.017100764,0.0013821286,0.00219405,0.0017749539,0.004596431,0.003935106,0.0041283043,0.0035461124,0.000587504],"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":[0.00013546176,0.000114929484,0.0006595997,0.00017506497,0.00014959997,0.00018155573,0.0001401328,0.23369016,0.001455135,0.7548246,0.0018262102,0.0066475915],"study_design_scores_gemma":[0.000047171467,0.000033892095,0.00022173573,0.000024503972,0.000027249715,0.000026768672,0.000019730565,0.8175334,0.00018633508,0.18115027,0.0006975462,0.000031376076],"about_ca_topic_score_codex":0.020280654,"about_ca_topic_score_gemma":0.008627796,"teacher_disagreement_score":0.020280654,"about_ca_system_score_codex":0.004547128,"about_ca_system_score_gemma":0.0051784823,"threshold_uncertainty_score":0.040325224},"labels":[],"label_agreement":null},{"id":"W4387578519","doi":"10.1287/moor.2022.0134","title":"Robustness of Stochastic Optimal Control to Approximate Diffusion Models Under Several Cost Evaluation Criteria","year":2023,"lang":"en","type":"article","venue":"Mathematics of Operations Research","topic":"Stochastic processes and financial applications","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":"Queen's University","funders":"","keywords":"Robustness (evolution); Mathematics; Optimal control; Mathematical optimization; Bellman equation; Applied mathematics; Partial differential equation; Stochastic differential equation; Ergodic theory; Stochastic control; Mathematical analysis","score_opus":0.20341783776608585,"score_gpt":0.38875182291361765,"score_spread":0.1853339851475318,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4387578519","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10720187,0.001473441,0.88318837,0.0015616667,0.000064044565,0.00010219966,0.00017627726,0.00019604161,0.006036181],"genre_scores_gemma":[0.9813262,0.00043301398,0.015998203,0.000120791985,0.00004467625,0.000094107534,0.00013590518,0.000051194955,0.0017958871],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9948226,0.0026654217,0.00029305005,0.0008649463,0.0009139932,0.0004399974],"domain_scores_gemma":[0.9791656,0.014627132,0.003140963,0.0011227595,0.0014430789,0.00050042535],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.011378427,0.00192031,0.0016972286,0.0014710594,0.0006006626,0.0025655937,0.0015559063,0.0024789071,0.0013098564],"category_scores_gemma":[0.03686702,0.0005420527,0.001771645,0.00070522854,0.0029462117,0.0026275595,0.0033628487,0.0024464454,0.0000959483],"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":[0.00018548487,0.000046112174,0.0011262888,0.00013349236,0.00011509309,0.00009781471,0.00010393808,0.8779452,0.0018669572,0.11293139,0.00028611868,0.005162167],"study_design_scores_gemma":[0.0000074694963,0.000051220293,0.0002641801,0.000016893655,0.000010841676,0.000018502013,0.000012609879,0.98198605,0.00044452713,0.0170733,0.000101420046,0.0000129336095],"about_ca_topic_score_codex":0.0056907563,"about_ca_topic_score_gemma":0.0013983586,"teacher_disagreement_score":0.011378427,"about_ca_system_score_codex":0.0035558362,"about_ca_system_score_gemma":0.0017769439,"threshold_uncertainty_score":0.060175598},"labels":[],"label_agreement":null},{"id":"W4387774935","doi":"10.1002/num.23075","title":"A semi‐Lagrangian ε$$ \\varepsilon $$‐monotone Fourier method for continuous withdrawal GMWBs under jump‐diffusion with stochastic interest rate","year":2023,"lang":"en","type":"article","venue":"Numerical Methods for Partial Differential Equations","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"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 Waterloo; University of Queensland","keywords":"Hamilton–Jacobi–Bellman equation; Mathematics; Monotone polygon; Variational inequality; Monotonic function; Rate of convergence; Viscosity solution; Interest rate; Augmented Lagrangian method; Applied mathematics; Arbitrage; Mathematical optimization; Bellman equation; Mathematical analysis; Computer science; Economics","score_opus":0.06597025661925042,"score_gpt":0.3501786667280177,"score_spread":0.28420841010876724,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4387774935","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.01087168,0.00018001586,0.9852588,0.00034835108,0.000056265853,0.000042232867,0.000024962368,0.00004251794,0.0031751487],"genre_scores_gemma":[0.6021468,0.00052309746,0.38259095,0.0003481403,0.00013137714,0.0004119618,0.000103555474,0.00016570686,0.013578321],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996136,0.00018814547,0.0000141736655,0.00003483845,0.00010164885,0.00004766717],"domain_scores_gemma":[0.9991787,0.00048472374,0.000078770776,0.000047124002,0.00013339141,0.000077251774],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021599683,0.0007944025,0.0008960992,0.0005701608,0.00044255352,0.00081608345,0.0012178789,0.0016089964,0.0033970224],"category_scores_gemma":[0.0028811698,0.00042472102,0.0009529972,0.0003434514,0.0014240517,0.0011814755,0.00157305,0.0019136426,0.00028651571],"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":[0.00007185394,0.00009934793,0.0006253006,0.00015642538,0.00004173299,0.00020377972,0.00013071674,0.74199563,0.0055551226,0.22904181,0.0014599761,0.020618299],"study_design_scores_gemma":[0.000005731851,0.000009600501,0.00001848564,0.0000050909985,0.0000015561295,0.000008033737,0.0000040381333,0.99446446,0.00010859984,0.0051496667,0.00022176837,0.0000029292162],"about_ca_topic_score_codex":0.0037184001,"about_ca_topic_score_gemma":0.0028014558,"teacher_disagreement_score":0.0037184001,"about_ca_system_score_codex":0.0009260962,"about_ca_system_score_gemma":0.0018937105,"threshold_uncertainty_score":0.011423111},"labels":[],"label_agreement":null},{"id":"W4387788255","doi":"10.2139/ssrn.4582816","title":"On General Semi-Closed-Form Solutions for VIX Derivative Pricing","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Simon Fraser University; HEC Montréal","funders":"","keywords":"Derivative (finance); Business; Economics; Financial economics; Mathematical economics","score_opus":0.026967191956970362,"score_gpt":0.24415796374002796,"score_spread":0.2171907717830576,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4387788255","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.025842922,0.0017259441,0.94760245,0.0016756669,0.0002568038,0.00010690697,0.00019354513,0.00013021023,0.022465535],"genre_scores_gemma":[0.6918222,0.0060401615,0.25291145,0.0014989601,0.0010363505,0.000667953,0.0010651025,0.000639359,0.044318616],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983878,0.0009257387,0.000081768136,0.00021651166,0.00025275626,0.00013541034],"domain_scores_gemma":[0.9892663,0.008147424,0.0006392706,0.00039218264,0.0011233788,0.00043146487],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005612753,0.0023145084,0.0017478474,0.0014976036,0.00086500705,0.003442708,0.0019425434,0.0034650909,0.010618322],"category_scores_gemma":[0.027674627,0.00092766114,0.0019088365,0.0017185393,0.0032583058,0.0049370266,0.0039189407,0.00438324,0.0014210086],"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":[0.000053955304,0.00007617979,0.00022187912,0.00018525882,0.000032890875,0.00016296183,0.00027698756,0.049752414,0.0010900701,0.9336131,0.0031904147,0.011343983],"study_design_scores_gemma":[0.0000235984,0.000025447427,0.00011203266,0.000060880324,0.000008472228,0.0000716413,0.000065903645,0.377751,0.00017743518,0.6201186,0.0015627751,0.000022310092],"about_ca_topic_score_codex":0.0018379635,"about_ca_topic_score_gemma":0.0016437913,"teacher_disagreement_score":0.010618322,"about_ca_system_score_codex":0.001293957,"about_ca_system_score_gemma":0.0018172563,"threshold_uncertainty_score":0.035521865},"labels":[],"label_agreement":null},{"id":"W4387806276","doi":"10.3390/jrfm16100456","title":"Pricing Path-Dependent Options under Stochastic Volatility via Mellin Transform","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Stochastic volatility; Exotic option; Mellin transform; Volatility (finance); Monte Carlo method; Path dependent; Implied volatility; Applied mathematics; Mathematics; Term (time); Order (exchange); SABR volatility model; Econometrics; Valuation of options; Economics; Mathematical analysis; Statistics; Laplace transform; Physics; Finance","score_opus":0.016308679564921606,"score_gpt":0.218799565251839,"score_spread":0.2024908856869174,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4387806276","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04358775,0.0005226956,0.9528378,0.00029249376,0.000048891892,0.000030522646,0.0000306235,0.00012650633,0.0025227226],"genre_scores_gemma":[0.8707313,0.0020274147,0.120767884,0.0003082494,0.00017034957,0.00014245935,0.00013406693,0.00020073041,0.005517584],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99932516,0.00030558847,0.00003148152,0.000059061644,0.00021880638,0.000059871243],"domain_scores_gemma":[0.9973909,0.0018844758,0.00026051502,0.00011842974,0.00025730714,0.00008843254],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025136434,0.00096877443,0.0009562552,0.0011168666,0.00049051055,0.001804182,0.0011413498,0.0013758182,0.0023358827],"category_scores_gemma":[0.010015991,0.00048746038,0.0010422638,0.00087234017,0.0017839593,0.005011611,0.00093544996,0.002119624,0.0003688304],"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":[0.000039031198,0.000069559996,0.0010993503,0.00010600294,0.000041067728,0.00046181201,0.0001871285,0.42273673,0.004263327,0.560216,0.000380202,0.010399708],"study_design_scores_gemma":[0.0000061463074,0.000009968387,0.00009459167,0.000007477413,0.000004625335,0.00005529504,0.000009311712,0.9451036,0.0002818543,0.054251406,0.00016628737,0.00000957238],"about_ca_topic_score_codex":0.0023416213,"about_ca_topic_score_gemma":0.0014941038,"teacher_disagreement_score":0.0025136434,"about_ca_system_score_codex":0.0009954444,"about_ca_system_score_gemma":0.0012226729,"threshold_uncertainty_score":0.013293624},"labels":[],"label_agreement":null},{"id":"W4387918203","doi":"10.2139/ssrn.4581048","title":"Derivable: a Novel Derivatives Pricing Markets based on a Family of Asymptotic Power Curves","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Economics; Power (physics); Mathematical economics; Mathematics; Econometrics; Applied mathematics; Financial economics; Thermodynamics; Physics","score_opus":0.018127107786905638,"score_gpt":0.2260189502749131,"score_spread":0.20789184248800746,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4387918203","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09929878,0.0007132657,0.8764108,0.0007193447,0.00025909307,0.00006121495,0.00015189938,0.0006097604,0.021775812],"genre_scores_gemma":[0.9032477,0.0007352597,0.0764482,0.00026321536,0.00034799043,0.000054607066,0.00018596325,0.00025621796,0.018460767],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996433,0.00010125982,0.000018001,0.00007709798,0.00012342697,0.000036804846],"domain_scores_gemma":[0.9991215,0.00031306013,0.000114576585,0.00013726106,0.00016181805,0.00015169627],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008030449,0.00052534917,0.0008089141,0.0009595526,0.000583771,0.0025590311,0.0012717745,0.0015934054,0.0055504697],"category_scores_gemma":[0.0045606596,0.0003027372,0.0009077693,0.00076305814,0.0011548987,0.003455743,0.0013491907,0.0017495421,0.0008328548],"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":[0.00006318417,0.00006671032,0.0005692169,0.00005835972,0.000026721526,0.00045845902,0.000121205645,0.0305526,0.006495109,0.92890936,0.002351989,0.030327173],"study_design_scores_gemma":[0.000017559301,0.00005015865,0.00028549792,0.000009577229,0.000012949455,0.00042901275,0.000022360808,0.5846926,0.0012010166,0.4096047,0.0036512122,0.00002341507],"about_ca_topic_score_codex":0.00058213103,"about_ca_topic_score_gemma":0.00036237756,"teacher_disagreement_score":0.0055504697,"about_ca_system_score_codex":0.0006088446,"about_ca_system_score_gemma":0.00069453084,"threshold_uncertainty_score":0.018568158},"labels":[],"label_agreement":null},{"id":"W4387918224","doi":"10.2139/ssrn.4582824","title":"Supplementary material- On General Semi-closed-form Solutions for VIX Derivative Pricing","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Simon Fraser University; HEC Montréal","funders":"","keywords":"Derivative (finance); Economics; Mathematics; Business; Applied mathematics; Econometrics; Mathematical economics; Financial economics","score_opus":0.024303965390144944,"score_gpt":0.24434331089717315,"score_spread":0.2200393455070282,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4387918224","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.011112828,0.0028608337,0.75975764,0.0032690666,0.0035060626,0.00035099016,0.03452258,0.002017984,0.18260208],"genre_scores_gemma":[0.24428277,0.0059435144,0.5024703,0.0028759548,0.0034112085,0.0013953068,0.067555025,0.006926257,0.1651397],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995061,0.0001639539,0.000045569966,0.00008848732,0.00015547956,0.00004037718],"domain_scores_gemma":[0.99593216,0.0024822836,0.00018937266,0.0004099146,0.0008643689,0.00012192618],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0012269147,0.001457016,0.00097274093,0.001285199,0.00036492632,0.0017219605,0.0014349335,0.0020163169,0.30596736],"category_scores_gemma":[0.011647439,0.00048476498,0.001074944,0.0018639802,0.0004323087,0.0025319974,0.0016186461,0.0016362835,0.05889876],"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":[0.00013524303,0.00023556205,0.0005185458,0.0009147768,0.000054277843,0.0004569607,0.00014233976,0.026590733,0.0024357946,0.6341592,0.23767659,0.096679956],"study_design_scores_gemma":[0.00010545224,0.000060109756,0.0009245145,0.00027574922,0.00001829196,0.0004944086,0.00007292395,0.19367312,0.0013931777,0.68196356,0.12094218,0.00007649291],"about_ca_topic_score_codex":0.0011314416,"about_ca_topic_score_gemma":0.0016949318,"teacher_disagreement_score":0.30596736,"about_ca_system_score_codex":0.00073676725,"about_ca_system_score_gemma":0.0008114119,"threshold_uncertainty_score":0.98995334},"labels":[],"label_agreement":null},{"id":"W4388032036","doi":"10.48550/arxiv.2310.18164","title":"Optimality of a refraction strategy in the optimal dividends problem with absolutely continuous controls subject to Parisian ruin","year":2023,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Fonds de recherche du Québec – Nature et technologies; Natural Sciences and Engineering Research Council of Canada","keywords":"Absolute continuity; Generalization; Dividend; Measure (data warehouse); Mathematics; Monotone polygon; Optimal control; Applied mathematics; Mathematical economics; Mathematical analysis; Mathematical optimization; Computer science; Economics; Geometry; Finance","score_opus":0.10115355419123144,"score_gpt":0.21006694568153503,"score_spread":0.10891339149030359,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4388032036","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5977916,0.0013118405,0.3687178,0.005759314,0.0001447618,0.00017111869,0.0002003383,0.00020167559,0.025701538],"genre_scores_gemma":[0.9800418,0.00045343162,0.013523761,0.00018253553,0.00006100068,0.00008928556,0.000043866214,0.000046965008,0.005557386],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9985158,0.0006981377,0.0000778026,0.0002585488,0.00017306772,0.0002765625],"domain_scores_gemma":[0.9908942,0.0070047127,0.0009530294,0.00021764115,0.0003512706,0.0005791026],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00399341,0.0013271335,0.0021380608,0.0009314522,0.00081947865,0.0037590137,0.0015536204,0.004071278,0.0033405947],"category_scores_gemma":[0.014502449,0.00077029207,0.0012062949,0.0005245456,0.004553096,0.0043141306,0.0020209441,0.0029778825,0.00020260121],"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":[0.00037318355,0.00017956569,0.0013696009,0.0002090176,0.00009650374,0.00043219794,0.000320956,0.24013002,0.004452339,0.7440021,0.0012348169,0.0071997317],"study_design_scores_gemma":[0.00021052452,0.00024605758,0.0006023811,0.00006280149,0.00004544375,0.00007704586,0.00018421983,0.6577525,0.0018717003,0.338176,0.00071923865,0.000051969215],"about_ca_topic_score_codex":0.0039380044,"about_ca_topic_score_gemma":0.0014225859,"teacher_disagreement_score":0.004071278,"about_ca_system_score_codex":0.0040361485,"about_ca_system_score_gemma":0.002553425,"threshold_uncertainty_score":0.029284418},"labels":[],"label_agreement":null},{"id":"W4388063435","doi":"10.1093/oso/9780199257195.003.0013","title":"Pricing Foreign Currency Options with Stochastic Volatility","year":2005,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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":"Currency; Economics; Stochastic volatility; Implied volatility; Valuation of options; Volatility (finance); Volatility smile; Financial economics; Foreign exchange market; Econometrics; Foreign exchange; Foreign exchange risk; Monetary economics","score_opus":0.03202066806376746,"score_gpt":0.21699369382906247,"score_spread":0.184973025765295,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4388063435","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.47083148,0.001903838,0.50284415,0.0019999675,0.000297151,0.000032662043,0.00013715099,0.00024060994,0.021713037],"genre_scores_gemma":[0.98766565,0.00037486712,0.008875335,0.000055832697,0.00006359193,0.000010050321,0.000057014804,0.000017944645,0.002879711],"study_design_codex":"simulation_or_modeling","study_design_gemma":"not_applicable","domain_scores_codex":[0.999233,0.00036548954,0.000027835473,0.000081726525,0.00023630298,0.00005557888],"domain_scores_gemma":[0.997743,0.0016159319,0.00020805973,0.00011194134,0.00020816452,0.00011297651],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015875302,0.00041311758,0.00080219674,0.00037506904,0.00027588132,0.002244906,0.00069026905,0.001070894,0.0026784546],"category_scores_gemma":[0.0071827793,0.0003255336,0.0005870708,0.0005608711,0.00083965476,0.001742175,0.0008724561,0.0010553598,0.00019428576],"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":[0.00008716628,0.000033865294,0.002896826,0.00005185712,0.00006386655,0.00042680578,0.000090490124,0.71040076,0.0020911032,0.27037743,0.00095072895,0.012529139],"study_design_scores_gemma":[0.000013443441,0.000025880978,0.00039480097,0.000010653721,0.000007537018,0.00006705017,0.00001916443,0.9102056,0.00033060255,0.08820475,0.0007079695,0.000012591496],"about_ca_topic_score_codex":0.0024815449,"about_ca_topic_score_gemma":0.0010872368,"teacher_disagreement_score":0.0026784546,"about_ca_system_score_codex":0.00071004016,"about_ca_system_score_gemma":0.0006124696,"threshold_uncertainty_score":0.008960307},"labels":[],"label_agreement":null},{"id":"W4388081619","doi":"10.1016/j.spl.2023.109956","title":"Exact solution to a first-passage problem for an Ornstein–Uhlenbeck process with jumps and its integral","year":2023,"lang":"en","type":"article","venue":"Statistics & Probability Letters","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Polytechnique Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Ornstein–Uhlenbeck process; Moment (physics); First-hitting-time model; Jump; Function (biology); Moment-generating function; Mathematical analysis; Generating function; Differential equation; Boundary (topology); Combinatorics; Mathematical physics; Stochastic process; Probability density function; Statistics; Quantum mechanics; Physics","score_opus":0.039067217616286835,"score_gpt":0.25784740919708093,"score_spread":0.2187801915807941,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4388081619","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11668422,0.0037171186,0.8389113,0.0043358495,0.0012847153,0.00010695714,0.00022329144,0.00025116417,0.034485366],"genre_scores_gemma":[0.8426011,0.0018780252,0.09829541,0.00097060413,0.0006501324,0.00019350485,0.0003510804,0.000404251,0.05465595],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992879,0.000248476,0.000044538334,0.00014264994,0.00017081056,0.00010560512],"domain_scores_gemma":[0.9971252,0.0017365798,0.00022386092,0.0001205346,0.00039764942,0.00039620136],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027527735,0.0017617138,0.0020583665,0.0017550405,0.0013068508,0.0027445157,0.0024126803,0.0061237216,0.0062322095],"category_scores_gemma":[0.010651033,0.0007732935,0.001890699,0.0010706089,0.0041399836,0.0045410884,0.0032366784,0.0039377464,0.00056163745],"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":[0.000110710505,0.000116333846,0.0005008507,0.0002449511,0.00011098209,0.000469164,0.0002780223,0.16705817,0.0026793915,0.8190217,0.002329608,0.007080055],"study_design_scores_gemma":[0.000026135762,0.00002618511,0.00015590631,0.00003031755,0.000022760327,0.00011662507,0.00006337435,0.8059378,0.00033741567,0.19238591,0.0008624152,0.000035101224],"about_ca_topic_score_codex":0.006026703,"about_ca_topic_score_gemma":0.0031931961,"teacher_disagreement_score":0.0062322095,"about_ca_system_score_codex":0.0026444558,"about_ca_system_score_gemma":0.0026575564,"threshold_uncertainty_score":0.02084881},"labels":[],"label_agreement":null},{"id":"W4388344700","doi":"10.3905/jod.2023.1.195","title":"VIX Option Pricing for Non-Parameter Heston Stochastic Local Volatility Model","year":2023,"lang":"en","type":"article","venue":"The Journal of Derivatives","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Local volatility; Stochastic volatility; Heston model; Valuation of options; Monte Carlo method; Econometrics; Exotic option; Parametric statistics; Computer science; Mathematics; Applied mathematics; Mathematical optimization; Volatility (finance); SABR volatility model; Statistics","score_opus":0.05070269034154875,"score_gpt":0.2697932664922505,"score_spread":0.21909057615070174,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4388344700","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.060899023,0.00036904932,0.9348033,0.0001681138,0.00003898527,0.000028620758,0.000026801004,0.00008899867,0.0035770545],"genre_scores_gemma":[0.89237624,0.00055920344,0.1011524,0.000071708804,0.000054430122,0.00008353855,0.0000831479,0.00006399286,0.005555196],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99966896,0.00015455173,0.000013592569,0.000035067853,0.00010033134,0.000027544662],"domain_scores_gemma":[0.9994004,0.00037109104,0.00005877216,0.00003939433,0.000077100856,0.00005333978],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009583648,0.00033116873,0.0006412495,0.00034796807,0.0003523608,0.0008929818,0.00074949965,0.0007836209,0.0023292357],"category_scores_gemma":[0.0026197857,0.00016886805,0.00051122793,0.0004767471,0.00052115816,0.0014379162,0.000684996,0.00096580834,0.00016389984],"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":[0.00006041292,0.000036005047,0.0010973582,0.00006877779,0.000026249472,0.000252493,0.00009396407,0.7368605,0.0031206287,0.23745383,0.0008072679,0.020122506],"study_design_scores_gemma":[0.0000027520439,0.000005722039,0.000052897933,0.0000016253249,0.0000015421749,0.000017814335,0.000003858036,0.9911481,0.00013361897,0.0084623825,0.00016701371,0.0000026828147],"about_ca_topic_score_codex":0.0017572406,"about_ca_topic_score_gemma":0.0012166527,"teacher_disagreement_score":0.0023292357,"about_ca_system_score_codex":0.0004456324,"about_ca_system_score_gemma":0.0005812459,"threshold_uncertainty_score":0.0077920556},"labels":[],"label_agreement":null},{"id":"W4388366473","doi":"10.1016/j.cam.2023.115646","title":"Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk","year":2023,"lang":"en","type":"article","venue":"Journal of Computational and Applied Mathematics","topic":"Stochastic processes and financial applications","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":"National Natural Science Foundation of China","keywords":"Mean reversion; Surrender; Mathematics; Valuation (finance); Econometrics; Jump process; Stochastic volatility; Asset (computer security); Jump; Actuarial science; Economics; Volatility (finance); Finance; Computer science","score_opus":0.053415341959601674,"score_gpt":0.23220389134421202,"score_spread":0.17878854938461033,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4388366473","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6598631,0.0019308829,0.3260452,0.0024333356,0.00016058674,0.00008754662,0.0002666202,0.00024628677,0.00896639],"genre_scores_gemma":[0.99310184,0.00023778758,0.004798288,0.000024741621,0.000055442473,0.000012701799,0.000055988425,0.000019179164,0.0016941347],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9985563,0.00073092757,0.00006841117,0.00018691938,0.00026072116,0.00019673981],"domain_scores_gemma":[0.9887998,0.00778514,0.0011860736,0.0005758617,0.00047505603,0.0011780843],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005728033,0.0011047528,0.002178502,0.0010101069,0.0004177576,0.0044447677,0.00204917,0.003598484,0.0030775296],"category_scores_gemma":[0.019279096,0.00080963323,0.0010033059,0.0007386446,0.0022562183,0.0069492096,0.0016409007,0.0030604154,0.00019144425],"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":[0.00092837895,0.0001951145,0.0037958752,0.00018719675,0.00017819367,0.00086949207,0.0002756489,0.4398483,0.0040669404,0.5304387,0.0013588271,0.017857205],"study_design_scores_gemma":[0.0000656535,0.00017192466,0.0010438953,0.000026984515,0.000034633013,0.00013232454,0.000049118767,0.85385805,0.0003179118,0.1438617,0.00040929945,0.000028441076],"about_ca_topic_score_codex":0.0012785236,"about_ca_topic_score_gemma":0.00066282344,"teacher_disagreement_score":0.005728033,"about_ca_system_score_codex":0.0018340521,"about_ca_system_score_gemma":0.001316008,"threshold_uncertainty_score":0.030293107},"labels":[],"label_agreement":null},{"id":"W4388429734","doi":"10.2139/ssrn.4624235","title":"Risk Preferences Implied by Synthetic Options","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Economics; Actuarial science","score_opus":0.01521650188986996,"score_gpt":0.22226603701605102,"score_spread":0.20704953512618107,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4388429734","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.83013237,0.00023066836,0.14785746,0.0010649766,0.000069152484,0.000024243665,0.00012752466,0.000046901532,0.02044659],"genre_scores_gemma":[0.9930205,0.00009705426,0.0036021553,0.000054343633,0.000025851175,0.000012299917,0.000054361775,0.000010724148,0.0031227854],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994716,0.00030472784,0.000021795211,0.000046802754,0.00010788935,0.000047101683],"domain_scores_gemma":[0.9966978,0.0020444219,0.00041070592,0.00020839334,0.00025571603,0.00038300277],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014590715,0.00034909364,0.000343955,0.00039261926,0.00019259754,0.0017022736,0.00041257034,0.0007641001,0.0053034793],"category_scores_gemma":[0.008457063,0.00021245766,0.00040506432,0.00034208776,0.00061738386,0.0017231413,0.000686685,0.0009461318,0.00026389418],"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":[0.00026520516,0.00007889302,0.0025628905,0.00005993445,0.000056403704,0.0003436292,0.00028105182,0.19893809,0.003233047,0.783611,0.0010089913,0.009560803],"study_design_scores_gemma":[0.000035345347,0.00010671835,0.0012407094,0.000014875292,0.000012439919,0.00014462323,0.0001572287,0.5912328,0.0005316899,0.40568036,0.0008235057,0.000019716299],"about_ca_topic_score_codex":0.00023916684,"about_ca_topic_score_gemma":0.00017574005,"teacher_disagreement_score":0.0053034793,"about_ca_system_score_codex":0.00034809485,"about_ca_system_score_gemma":0.00019614692,"threshold_uncertainty_score":0.017741859},"labels":[],"label_agreement":null},{"id":"W4388441786","doi":"10.1080/14697688.2023.2271223","title":"Mind the cap!—constrained portfolio optimisation in Heston's stochastic volatility model","year":2023,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Portfolio; Heston model; Stochastic volatility; Portfolio optimization; Volatility (finance); Replicating portfolio; Economics; Mathematical optimization; Merton's portfolio problem; Post-modern portfolio theory; Econometrics; Mathematical economics; Computer science; Mathematics; Financial economics; SABR volatility model","score_opus":0.07096457169355719,"score_gpt":0.285598039108681,"score_spread":0.2146334674151238,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4388441786","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13514061,0.0013407129,0.81851995,0.0031225428,0.00015809885,0.000060179947,0.00018943948,0.0001362479,0.041332297],"genre_scores_gemma":[0.96362656,0.0005604543,0.024441065,0.00027607157,0.000063014646,0.00007603062,0.00008058074,0.000054137443,0.010822126],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995522,0.00024253687,0.000012890578,0.000068298745,0.00007059154,0.000053518183],"domain_scores_gemma":[0.999131,0.000564755,0.00009801349,0.000034403147,0.00007800749,0.00009384963],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001298238,0.0007517622,0.0010228456,0.00034029144,0.00037964614,0.0018426444,0.0006708401,0.0017569294,0.003852189],"category_scores_gemma":[0.0040778457,0.00049977173,0.0006027633,0.0004791497,0.001622078,0.0019192923,0.0014781463,0.0015544387,0.00026635217],"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":[0.00005947081,0.000023616025,0.00028094315,0.00005106897,0.000029082077,0.0001597825,0.00004742715,0.8168649,0.00051312655,0.17683673,0.0012263095,0.0039075757],"study_design_scores_gemma":[0.00001662305,0.000023976716,0.00008664694,0.000013657326,0.000007592028,0.000019153129,0.000017291006,0.9264011,0.00015770021,0.07257805,0.0006667301,0.000011506173],"about_ca_topic_score_codex":0.002773965,"about_ca_topic_score_gemma":0.0011599693,"teacher_disagreement_score":0.003852189,"about_ca_system_score_codex":0.0008574169,"about_ca_system_score_gemma":0.0008529782,"threshold_uncertainty_score":0.012886882},"labels":[],"label_agreement":null},{"id":"W4388739933","doi":"10.2139/ssrn.4605168","title":"Variance Optimality of Empirical Martingale Simulation Estimators","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Estimator; Econometrics; Martingale (probability theory); Mathematics; Variance (accounting); Martingale difference sequence; Statistics; Economics","score_opus":0.03499158426984593,"score_gpt":0.2968410872184942,"score_spread":0.2618495029486483,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4388739933","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.029849865,0.00043066093,0.96437365,0.0008388732,0.00005977535,0.000052261043,0.0000903057,0.00028090773,0.004023691],"genre_scores_gemma":[0.7811759,0.0009866449,0.20948401,0.00053085183,0.00026367046,0.00030713048,0.00072736165,0.0006851404,0.0058392617],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99051255,0.006655106,0.000356251,0.0008106975,0.0012238891,0.0004415945],"domain_scores_gemma":[0.8644134,0.12506808,0.0025916079,0.0032794005,0.0038900415,0.00075748644],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01742823,0.0009885672,0.0021933967,0.0022752502,0.0007290425,0.0028019394,0.0019682795,0.0026546307,0.0035558767],"category_scores_gemma":[0.11279741,0.0016180272,0.0013151986,0.0012475353,0.0028166748,0.0036891953,0.0033074815,0.0027287095,0.00061131525],"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":[0.0003066623,0.000104985374,0.0023534745,0.00017928203,0.0001474219,0.00006808491,0.00016233679,0.53866595,0.0014315838,0.4301441,0.0015460243,0.024890086],"study_design_scores_gemma":[0.000041372004,0.00004203883,0.0004845116,0.000043902895,0.000016822374,0.000029891698,0.0000120499335,0.8467592,0.00068500184,0.15149519,0.00037462445,0.000015499167],"about_ca_topic_score_codex":0.0024262052,"about_ca_topic_score_gemma":0.0016163397,"teacher_disagreement_score":0.01742823,"about_ca_system_score_codex":0.0022410355,"about_ca_system_score_gemma":0.0031661866,"threshold_uncertainty_score":0.09217042},"labels":[],"label_agreement":null},{"id":"W4388814248","doi":"10.1142/9789811280306_0007","title":"Representation for Martingales Living after a Random Time with Applications","year":2023,"lang":"en","type":"book-chapter","venue":"WORLD SCIENTIFIC eBooks","topic":"Stochastic processes and financial applications","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":"Representation (politics); Mathematics; Computer science; Political science","score_opus":0.034198729884383695,"score_gpt":0.22839353007664553,"score_spread":0.19419480019226185,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4388814248","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.022125263,0.004716394,0.9121724,0.001483282,0.0004236555,0.00005695786,0.00021962468,0.00019550056,0.058606926],"genre_scores_gemma":[0.5985622,0.010164633,0.28389737,0.0009489921,0.001647112,0.00044846325,0.0007586661,0.00033997858,0.10323251],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995085,0.00020373231,0.00002769976,0.00007551508,0.00013852125,0.000046011002],"domain_scores_gemma":[0.99907935,0.00049866614,0.0000891635,0.00010591245,0.00015014899,0.000076625874],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019589944,0.0009701016,0.00062624254,0.0015191465,0.0005162337,0.0020236974,0.00091948843,0.0009610952,0.006703111],"category_scores_gemma":[0.0038732544,0.00027629826,0.0009799802,0.001864721,0.0016644163,0.003111902,0.0014372981,0.0025760236,0.0012530886],"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":[0.000002348922,0.0000053741423,0.000028630006,0.000015863265,0.0000015683347,0.000019607993,0.00005777527,0.0015927083,0.00015590312,0.9939318,0.0006475233,0.0035410568],"study_design_scores_gemma":[0.0000036007716,0.000015584339,0.00008775364,0.00002225719,0.0000032083917,0.00005111985,0.00002794578,0.036094833,0.000098858,0.95538175,0.008206628,0.0000064008586],"about_ca_topic_score_codex":0.0009214792,"about_ca_topic_score_gemma":0.0006587451,"teacher_disagreement_score":0.006703111,"about_ca_system_score_codex":0.0012576184,"about_ca_system_score_gemma":0.0005700719,"threshold_uncertainty_score":0.022424161},"labels":[],"label_agreement":null},{"id":"W4388861818","doi":"10.28924/2291-8639-21-2023-126","title":"Valuing European Option Under Double 3/2-Volatility Jump-Diffusion Model With Stochastic Interest Rate and Stochastic Intensity Under Approximative Fractional Brownian Motion","year":2023,"lang":"en","type":"article","venue":"International Journal of Analysis and Applications","topic":"Stochastic processes and financial applications","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":"Vasicek model; Rendleman–Bartter model; Stochastic volatility; Mathematics; Short-rate model; Geometric Brownian motion; Interest rate; Fractional Brownian motion; Brownian motion; Short rate; Applied mathematics; Valuation of options; Jump diffusion; Jump; Statistical physics; Econometrics; Diffusion process; Volatility (finance); Computer science; Economics; Statistics; Yield curve","score_opus":0.048248314398972716,"score_gpt":0.26724538228602135,"score_spread":0.21899706788704865,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4388861818","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.25312117,0.0008248453,0.7382466,0.00083343167,0.00009995687,0.000038484766,0.000067631234,0.00009707279,0.0066707963],"genre_scores_gemma":[0.9817301,0.00030678458,0.014526694,0.000069697584,0.00003677904,0.000031616353,0.000035298315,0.000017252874,0.0032457535],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99946517,0.00021492263,0.000023281367,0.00009537234,0.00011281731,0.00008846699],"domain_scores_gemma":[0.9995183,0.00022711932,0.00009615315,0.00002974266,0.0000652016,0.00006354196],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014179116,0.000784617,0.0010645596,0.0005237874,0.0004235687,0.0016988656,0.0008953383,0.0018646981,0.0014016137],"category_scores_gemma":[0.002281598,0.00036667573,0.0011616268,0.0005681647,0.001071299,0.0026078841,0.0010174221,0.0012294165,0.00010362017],"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":[0.00004999066,0.000028983965,0.00097237667,0.000040859366,0.00003329153,0.0003479723,0.000072431765,0.7778313,0.0028669264,0.21419194,0.00028752585,0.0032763972],"study_design_scores_gemma":[0.00000601831,0.000009942996,0.00007912636,0.000002372513,0.000004321704,0.000024723524,0.0000071083246,0.98495317,0.000097840144,0.014709063,0.000099767116,0.0000065643767],"about_ca_topic_score_codex":0.004219533,"about_ca_topic_score_gemma":0.0015706867,"teacher_disagreement_score":0.004219533,"about_ca_system_score_codex":0.0010128601,"about_ca_system_score_gemma":0.0009027192,"threshold_uncertainty_score":0.00838995},"labels":[],"label_agreement":null},{"id":"W4389065323","doi":"10.2139/ssrn.4615215","title":"Deep Kalman Filters Can Filter","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"McMaster University","funders":"","keywords":"Kalman filter; Gaussian; Class (philosophy); Computer science; Filter (signal processing); Ensemble Kalman filter; Algorithm; Mathematics; Applied mathematics; Gaussian process; Conditional expectation; Extended Kalman filter; Artificial intelligence; Econometrics","score_opus":0.016636246686742226,"score_gpt":0.21753384639096643,"score_spread":0.20089759970422422,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389065323","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0052021793,0.00036326848,0.9907258,0.00027285403,0.00022157504,0.000009751244,0.0001737024,0.0006474862,0.0023833571],"genre_scores_gemma":[0.62686545,0.00230753,0.32005903,0.0008281941,0.0005251458,0.000115863855,0.0016057909,0.00069514406,0.046997882],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997093,0.000044708053,0.000024701481,0.000099674755,0.00007766046,0.000043963733],"domain_scores_gemma":[0.9982408,0.0009096538,0.00014839454,0.00036974958,0.00028799643,0.000043374726],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00083338557,0.0011291418,0.000899743,0.0007435045,0.00047696623,0.0016975186,0.00052890094,0.0017870988,0.006672034],"category_scores_gemma":[0.007077149,0.00074149173,0.00070712896,0.00084359077,0.0005455758,0.0027423536,0.0012092503,0.002086408,0.0033873243],"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":[0.00015075094,0.000057695874,0.002359306,0.00015260973,0.00016098123,0.00009253689,0.00010229955,0.5516648,0.006928043,0.0927966,0.009735311,0.33579904],"study_design_scores_gemma":[0.000008646847,0.000012435309,0.00049366127,0.000017359269,0.000022777343,0.0000178493,0.000011379525,0.94248104,0.0017776577,0.050223373,0.0049174326,0.00001630387],"about_ca_topic_score_codex":0.00982336,"about_ca_topic_score_gemma":0.012295574,"teacher_disagreement_score":0.00982336,"about_ca_system_score_codex":0.000657382,"about_ca_system_score_gemma":0.0011452017,"threshold_uncertainty_score":0.022320151},"labels":[],"label_agreement":null},{"id":"W4389105408","doi":"10.2139/ssrn.4619038","title":"Efficient likelihood estimation of Heston model for novel climate-related financial contracts valuation","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Heston model; Valuation (finance); Economics; Econometrics; Estimation; Maximum likelihood; Actuarial science; Stochastic volatility; Finance; Mathematics; Statistics; SABR volatility model; Volatility (finance)","score_opus":0.024319404589676127,"score_gpt":0.2489338336252196,"score_spread":0.22461442903554346,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389105408","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0844538,0.00042969585,0.9118894,0.0006269576,0.000046580964,0.000040319,0.0001543333,0.000120544784,0.0022383984],"genre_scores_gemma":[0.93924874,0.00054679194,0.051863335,0.00011248979,0.00011285051,0.00009152676,0.0004300866,0.00008505772,0.0075091748],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993168,0.00038940585,0.00002295403,0.00012120236,0.00007779672,0.00007184037],"domain_scores_gemma":[0.9954922,0.0035770738,0.0003401235,0.00015457983,0.00025146193,0.00018456709],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003001378,0.00068803964,0.0013976556,0.0007693945,0.0004172183,0.002018183,0.0015713965,0.0022144301,0.0041703135],"category_scores_gemma":[0.012184757,0.0007721455,0.0009071667,0.0007876738,0.0010951307,0.0030599716,0.0014121938,0.0019677933,0.00042396176],"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":[0.000121082776,0.00007987924,0.0032245012,0.000115438204,0.000088622975,0.00028092111,0.00012373779,0.8255161,0.0013984338,0.15245375,0.0012674448,0.015330168],"study_design_scores_gemma":[0.0000048974616,0.000005586184,0.00019681126,0.0000038417566,0.0000039556185,0.000014902502,0.000006571371,0.98556817,0.00007718171,0.014017782,0.000093707116,0.000006670305],"about_ca_topic_score_codex":0.0025776618,"about_ca_topic_score_gemma":0.002056199,"teacher_disagreement_score":0.0041703135,"about_ca_system_score_codex":0.0009189603,"about_ca_system_score_gemma":0.0011917544,"threshold_uncertainty_score":0.015873015},"labels":[],"label_agreement":null},{"id":"W4389145713","doi":"10.1051/cocv/2023086","title":"Optimal Control of Infinite-Dimensional Differential Systems with Randomness and Path-Dependence and Stochastic Path-Dependent Hamilton–Jacobi Equations","year":2023,"lang":"en","type":"article","venue":"ESAIM Control Optimisation and Calculus of Variations","topic":"Stochastic processes and financial applications","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; Banff International Research Station for Mathematical Innovation and Discovery","keywords":"Randomness; Hamilton–Jacobi equation; Mathematics; Viscosity solution; Path (computing); Bellman equation; Stochastic differential equation; Mathematical analysis; Stochastic control; Viscosity; Optimal control; Applied mathematics; Mathematical optimization; Physics; Computer science","score_opus":0.012914084153303172,"score_gpt":0.20682710689493555,"score_spread":0.19391302274163238,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389145713","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08603059,0.002591308,0.8973755,0.0020405955,0.00020625102,0.0000554935,0.00016396285,0.00008785326,0.011448395],"genre_scores_gemma":[0.95985425,0.0014554647,0.029048163,0.00025975966,0.00016166587,0.00016224183,0.00014894325,0.000052599677,0.008856891],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987626,0.00056774745,0.00005195623,0.00023460187,0.00024046004,0.0001426899],"domain_scores_gemma":[0.99766374,0.0014063469,0.00045992594,0.000077202945,0.00022267307,0.00017015767],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022346624,0.0010420945,0.0014575266,0.000826486,0.0005713391,0.0019710616,0.00128338,0.001542672,0.0011938274],"category_scores_gemma":[0.0057119294,0.00066947425,0.0012362918,0.00069659366,0.0030968352,0.0015940837,0.0019268575,0.0016300303,0.000098452234],"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":[0.00004078322,0.00003246583,0.00052754086,0.00011238486,0.00009187801,0.00017778401,0.00008033232,0.5801775,0.00133315,0.41180074,0.00067719014,0.004948215],"study_design_scores_gemma":[0.00001588113,0.000026612937,0.00028103756,0.00001568674,0.000013773469,0.00002406623,0.000019924872,0.88859934,0.00016851796,0.11015319,0.0006605709,0.000021341515],"about_ca_topic_score_codex":0.005844699,"about_ca_topic_score_gemma":0.0027990378,"teacher_disagreement_score":0.005844699,"about_ca_system_score_codex":0.0020151485,"about_ca_system_score_gemma":0.0020373429,"threshold_uncertainty_score":0.01462096},"labels":[],"label_agreement":null},{"id":"W4389291879","doi":"10.20944/preprints202312.0034.v1","title":"Pricing Contingent Claims in a Two-Interest Rate Multi-dimensional Jump-diffusion Model via Market Completion","year":2023,"lang":"en","type":"preprint","venue":"Preprints.org","topic":"Stochastic processes and financial applications","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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Arbitrage; Jump diffusion; Interest rate; Financial market; Jump; Economics; Econometrics; Asset (computer security); Poisson distribution; Financial economics; Computer science; Monetary economics; Mathematics; Finance","score_opus":0.2417721774778069,"score_gpt":0.3408731455285849,"score_spread":0.09910096805077798,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389291879","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3066475,0.0006238397,0.6867544,0.0012675505,0.00007488371,0.000109343535,0.00018338385,0.00015285384,0.004186199],"genre_scores_gemma":[0.9585792,0.0003932689,0.032409642,0.00011311831,0.0000849296,0.00010727592,0.00016593748,0.000057424775,0.008089172],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99884003,0.00058534066,0.00005206343,0.00020658718,0.00018676682,0.00012920785],"domain_scores_gemma":[0.9965063,0.0019079045,0.0005652304,0.00018847598,0.0003052902,0.0005267984],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0042846994,0.0010617261,0.0022440988,0.00084801734,0.0004855382,0.002275614,0.0017838649,0.0022031835,0.0030346697],"category_scores_gemma":[0.008118455,0.00079610985,0.0016992764,0.00061029795,0.0023962804,0.004400165,0.0020899423,0.0026263476,0.00028379244],"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":[0.0001657386,0.00015085853,0.0011659189,0.00009505721,0.000077637465,0.00037312176,0.00019662493,0.47309104,0.003103167,0.51762515,0.00057364133,0.0033819592],"study_design_scores_gemma":[0.000027622771,0.000025551004,0.00012669714,0.0000034347845,0.0000059545155,0.000017190521,0.0000084338735,0.9623824,0.000117815296,0.037171833,0.00010210445,0.000010996877],"about_ca_topic_score_codex":0.0052549015,"about_ca_topic_score_gemma":0.0023066446,"teacher_disagreement_score":0.0052549015,"about_ca_system_score_codex":0.0015732837,"about_ca_system_score_gemma":0.0013848738,"threshold_uncertainty_score":0.022659898},"labels":[],"label_agreement":null},{"id":"W4389310884","doi":"10.28924/2291-8639-21-2023-132","title":"A Graphical Representation of the Truncated Moment of the Solution of a Nonlinear SPDE","year":2023,"lang":"en","type":"article","venue":"International Journal of Analysis and Applications","topic":"Stochastic processes and financial applications","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":"King Fahd University of Petroleum and Minerals","keywords":"Mathematics; Nonlinear system; Formalism (music); Stochastic partial differential equation; Graph; Representation (politics); Applied mathematics; Moment (physics); Partial differential equation; Mathematical analysis; Discrete mathematics; Classical mechanics","score_opus":0.02236558197561741,"score_gpt":0.2711792349593507,"score_spread":0.24881365298373329,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389310884","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04340141,0.0002661536,0.9502616,0.0004777356,0.00009409136,0.000020836107,0.00022965524,0.00027951025,0.004969114],"genre_scores_gemma":[0.85167354,0.00088010525,0.13085066,0.00034800437,0.00023229436,0.00014567739,0.00056795037,0.00024128523,0.015060452],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996847,0.00010659584,0.000018413604,0.00007150694,0.000070128415,0.000048685153],"domain_scores_gemma":[0.99885166,0.00045705703,0.00021962132,0.00010087575,0.00025254523,0.000118226235],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00063122687,0.00053978566,0.00066853315,0.0012908445,0.00035330333,0.0012688623,0.0010921785,0.0011917442,0.0058352617],"category_scores_gemma":[0.0029397013,0.00029297482,0.0008073808,0.000811842,0.0011385997,0.0012850142,0.000726535,0.0010583714,0.000691328],"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":[0.000057035744,0.000025593588,0.00064075325,0.000100493,0.00004119767,0.00042485894,0.00014602445,0.20527393,0.009161493,0.77179676,0.0014243884,0.010907556],"study_design_scores_gemma":[0.000009436449,0.00003087805,0.00030715505,0.00002147299,0.0000134472975,0.00011034879,0.000024061497,0.7314829,0.0007884408,0.26577973,0.0013990041,0.000033096017],"about_ca_topic_score_codex":0.0018002368,"about_ca_topic_score_gemma":0.0012513007,"teacher_disagreement_score":0.0058352617,"about_ca_system_score_codex":0.0005994247,"about_ca_system_score_gemma":0.00065732654,"threshold_uncertainty_score":0.019520879},"labels":[],"label_agreement":null},{"id":"W4389317873","doi":"10.2139/ssrn.4645366","title":"A New Type of Cev Model. Properties, Comparison and Application to Portfolio Optimization","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Type (biology); Portfolio; Portfolio optimization; Computer science; Mathematics; Economics; Financial economics; Geology","score_opus":0.02971254702720057,"score_gpt":0.24621170676461693,"score_spread":0.21649915973741635,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389317873","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.021316577,0.0010582899,0.9651963,0.0013058861,0.00035969962,0.000059206537,0.00030539106,0.0001672596,0.01023133],"genre_scores_gemma":[0.86633354,0.0019317325,0.08945013,0.0009409176,0.00066469173,0.00033172537,0.00065162097,0.0002422425,0.039453425],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991003,0.00034966998,0.000048200385,0.00016713692,0.00021899116,0.00011558505],"domain_scores_gemma":[0.9967122,0.0015626672,0.00045468053,0.00024691876,0.0006327655,0.00039062693],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021745658,0.0011005318,0.0014409737,0.0013582135,0.0005794115,0.0031371284,0.0029223089,0.003975078,0.00536834],"category_scores_gemma":[0.010475292,0.0006081559,0.0014985907,0.001553659,0.0014624638,0.0034758484,0.002151117,0.0031204252,0.00070147077],"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":[0.0000782112,0.00007041993,0.0013539012,0.00009291211,0.00010288259,0.00021560192,0.00007220148,0.31793866,0.0019127522,0.66058594,0.0043292004,0.013247295],"study_design_scores_gemma":[0.000026527456,0.000028302255,0.00015390111,0.000011277663,0.000021606998,0.00011263074,0.000012625109,0.9068477,0.00022499941,0.090390496,0.0021537167,0.000016141586],"about_ca_topic_score_codex":0.0031218242,"about_ca_topic_score_gemma":0.0023122623,"teacher_disagreement_score":0.00536834,"about_ca_system_score_codex":0.0012005251,"about_ca_system_score_gemma":0.001238736,"threshold_uncertainty_score":0.01795894},"labels":[],"label_agreement":null},{"id":"W4389335414","doi":"10.3390/jrfm16120501","title":"Information Theory and the Pricing of Contingent Claims: An Alternative Derivation of the Black–Scholes–Merton Formula","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Black–Scholes model; Mathematical economics; Formalism (music); Cash flow; Valuation of options; Black box; Probability distribution; Mathematical finance; Econometrics; Mathematics; Call option; Actuarial science; Economics; Applied mathematics; Computer science; Financial economics; Finance; Statistics; Artificial intelligence","score_opus":0.009518004475344405,"score_gpt":0.2100446059604546,"score_spread":0.2005266014851102,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389335414","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.035995595,0.0024141592,0.9421112,0.0031388714,0.00019547707,0.000022799433,0.00008957269,0.00004532717,0.015986977],"genre_scores_gemma":[0.84219885,0.0036844148,0.1419059,0.00063333136,0.00083815353,0.000073801806,0.00012787331,0.000088819885,0.0104488665],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99903464,0.00031170697,0.000051810446,0.0001135131,0.00042571864,0.00006264785],"domain_scores_gemma":[0.9975057,0.0016619869,0.0002569887,0.00019688549,0.0002825631,0.00009590684],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034766078,0.000694993,0.0006493497,0.001108293,0.00042487957,0.0021684759,0.0010585326,0.0014411275,0.0024286439],"category_scores_gemma":[0.009519855,0.00032327496,0.00089932134,0.0008391021,0.0018367016,0.00491203,0.001318889,0.0021545712,0.00037830396],"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":[0.000012063493,0.000012059926,0.00014332183,0.000036438705,0.000012385001,0.000056200082,0.0000704712,0.019546838,0.0006299719,0.9713932,0.0003821667,0.00770495],"study_design_scores_gemma":[0.000010539507,0.00002132821,0.0001696925,0.000029332108,0.0000071008485,0.00004449978,0.000011191612,0.13969126,0.00029779633,0.85816985,0.0015320415,0.000015355234],"about_ca_topic_score_codex":0.0007958865,"about_ca_topic_score_gemma":0.00047550583,"teacher_disagreement_score":0.0034766078,"about_ca_system_score_codex":0.0008766927,"about_ca_system_score_gemma":0.0010157591,"threshold_uncertainty_score":0.018386245},"labels":[],"label_agreement":null},{"id":"W4389674451","doi":"10.1214/23-aap1954","title":"Viscosity solutions to second order path-dependent Hamilton–Jacobi–Bellman equations and applications","year":2023,"lang":"en","type":"article","venue":"The Annals of Applied Probability","topic":"Stochastic processes and financial applications","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":"Science North","funders":"","keywords":"Hamilton–Jacobi equation; Mathematics; Viscosity solution; Bellman equation; Viscosity; Applied mathematics; Path (computing); Optimal control; Hamilton–Jacobi–Bellman equation; Mathematical analysis; Stochastic control; Order (exchange); Stochastic differential equation; Mathematical optimization; Computer science","score_opus":0.09926966798696428,"score_gpt":0.27927384809026173,"score_spread":0.18000418010329744,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389674451","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.045268588,0.0071575185,0.9075028,0.0042601423,0.0006826399,0.000054940287,0.00008003963,0.00009526321,0.034898054],"genre_scores_gemma":[0.82078654,0.008264815,0.13961835,0.0010257663,0.0008909173,0.00019992977,0.00013468695,0.00010328442,0.028975753],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995615,0.00015509142,0.00002513509,0.00006605789,0.00015006366,0.00004220905],"domain_scores_gemma":[0.998938,0.0005332426,0.00018545215,0.00005466528,0.0001811306,0.000107550855],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012098114,0.00084877637,0.000570497,0.0009261245,0.0006394806,0.0014983054,0.0005977947,0.0018750662,0.002363405],"category_scores_gemma":[0.0038489683,0.00039151162,0.00094802276,0.00074663525,0.002079845,0.002109405,0.0017413094,0.002541453,0.00020712789],"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":[0.0000048373704,0.000009887282,0.0001004344,0.00004017098,0.000006418004,0.000060004102,0.00008623911,0.010904007,0.00087815785,0.984371,0.00043754256,0.0031013133],"study_design_scores_gemma":[0.000009783593,0.00002930115,0.00016702754,0.000034824257,0.000005099649,0.00011180681,0.000055691908,0.12178347,0.00043070008,0.8723766,0.0049782135,0.000017424814],"about_ca_topic_score_codex":0.001315988,"about_ca_topic_score_gemma":0.0005743248,"teacher_disagreement_score":0.002363405,"about_ca_system_score_codex":0.0012766655,"about_ca_system_score_gemma":0.0009463875,"threshold_uncertainty_score":0.009262919},"labels":[],"label_agreement":null},{"id":"W4389675132","doi":"10.3390/risks11120217","title":"Option Pricing and Portfolio Optimization under a Multi-Asset Jump-Diffusion Model with Systemic Risk","year":2023,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","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":"Portfolio; Econometrics; Jump diffusion; Asset (computer security); Computer science; Mathematics; Economics; Jump; Financial economics","score_opus":0.057412412069625995,"score_gpt":0.2592535911922164,"score_spread":0.20184117912259042,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389675132","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10983224,0.0013851053,0.879795,0.0022538872,0.000105290215,0.000042958734,0.00019653027,0.00014658585,0.0062423456],"genre_scores_gemma":[0.94413304,0.0009332536,0.04474485,0.00021230512,0.00014717957,0.00011096376,0.00017482242,0.000051798783,0.009491732],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989882,0.00050576526,0.00003733319,0.00018018433,0.0001619853,0.00012657522],"domain_scores_gemma":[0.9974511,0.001802284,0.00029542844,0.000082240156,0.00017151686,0.0001974209],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002577608,0.0011242331,0.0018910716,0.00090171734,0.0004671,0.002179298,0.0012963228,0.0025167237,0.0021129658],"category_scores_gemma":[0.0061113387,0.00074926397,0.0014256727,0.0011765794,0.0015307793,0.0024661934,0.0018007469,0.0021169179,0.00018065995],"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":[0.00005646153,0.000052894615,0.001322894,0.00006611335,0.00007933209,0.00025354428,0.000060396374,0.8595329,0.0009908726,0.131707,0.0006002789,0.0052773086],"study_design_scores_gemma":[0.0000069098537,0.000009041151,0.00008942558,0.00000288114,0.00000566326,0.0000107981095,0.000004116688,0.9880177,0.000037187903,0.011719422,0.00009055791,0.000006249282],"about_ca_topic_score_codex":0.0053878883,"about_ca_topic_score_gemma":0.0027992162,"teacher_disagreement_score":0.0053878883,"about_ca_system_score_codex":0.0012031152,"about_ca_system_score_gemma":0.0009821975,"threshold_uncertainty_score":0.013631821},"labels":[],"label_agreement":null},{"id":"W4389675160","doi":"10.3390/math11244943","title":"Deep Reinforcement Learning for Dynamic Stock Option Hedging: A Review","year":2023,"lang":"en","type":"review","venue":"Mathematics","topic":"Stochastic processes and financial applications","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":"Reinforcement learning; Stochastic volatility; Computer science; Econometrics; CVAR; Volatility (finance); Mathematical optimization; Mathematics; Artificial intelligence; Economics; Financial economics; Expected shortfall; Portfolio","score_opus":0.11700959403383675,"score_gpt":0.3362618703945343,"score_spread":0.21925227636069755,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389675160","genre_codex":"review","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"review","genre_consensus":"review","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0008695009,0.989164,0.0066208034,0.0005256158,0.0001804356,0.000014863863,0.000049127128,0.000046516398,0.0025291927],"genre_scores_gemma":[0.011527193,0.9825869,0.004012006,0.00023410449,0.00025267364,0.000024354313,0.00009232115,0.000014055957,0.0012563402],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.9998129,0.00003581988,0.000026661122,0.000049672115,0.00006079446,0.00001415354],"domain_scores_gemma":[0.99908066,0.0006735881,0.000066370936,0.000024551982,0.00012544788,0.000029468896],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00092941726,0.0008899358,0.0010204988,0.0010069985,0.00014651816,0.0009232602,0.00094042806,0.0010121028,0.0036759793],"category_scores_gemma":[0.002305566,0.00041127272,0.00071501813,0.0016857875,0.00032262254,0.0011712137,0.0006310504,0.0011504326,0.0012383177],"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":[0.000047112957,0.000097062955,0.00044374098,0.008987284,0.00014047034,0.000053067855,0.000032847733,0.009551664,0.0003830238,0.009388914,0.00950347,0.96137124],"study_design_scores_gemma":[0.000082886436,0.00060617423,0.0033625707,0.014371754,0.00080561626,0.000966362,0.00014052447,0.033476092,0.0023770418,0.027994365,0.91568536,0.00013125218],"about_ca_topic_score_codex":0.0019680716,"about_ca_topic_score_gemma":0.0018352378,"teacher_disagreement_score":0.0036759793,"about_ca_system_score_codex":0.0005141363,"about_ca_system_score_gemma":0.0010516584,"threshold_uncertainty_score":0.012297332},"labels":[],"label_agreement":null},{"id":"W4389677094","doi":"10.1142/s2424786323500391","title":"The binomial option pricing model: The trouble with dividends","year":2023,"lang":"en","type":"article","venue":"International Journal of Financial Engineering","topic":"Stochastic processes and financial applications","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":"York University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Binomial options pricing model; Futures contract; Dividend; Trinomial tree; Binomial (polynomial); Dividend yield; Mathematical economics; Asset (computer security); Value (mathematics); Econometrics; Economics; Binomial distribution; Asian option; Valuation of options; Financial economics; Computer science; Mathematics; Finance; Statistics; Dividend policy","score_opus":0.016642509571372616,"score_gpt":0.214739281675502,"score_spread":0.19809677210412938,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389677094","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.027859675,0.0010352442,0.94963,0.0049685775,0.00026588744,0.00003427079,0.000072560826,0.00018108878,0.015952691],"genre_scores_gemma":[0.6972991,0.0025876255,0.26948923,0.0017101922,0.00079788856,0.00022882594,0.00017560147,0.00023865415,0.027472887],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99844426,0.00076287246,0.00004551765,0.00014141818,0.00048711654,0.00011882489],"domain_scores_gemma":[0.9961849,0.0028560052,0.00018505342,0.00027265085,0.0002640353,0.00023741329],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0046874634,0.00061476073,0.0012794378,0.00048549427,0.00085180055,0.0023614832,0.0019935367,0.0028934455,0.004713061],"category_scores_gemma":[0.015238715,0.00055773946,0.0008013097,0.0011832126,0.0021021373,0.005077657,0.002054642,0.0040517626,0.0008445703],"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":[0.000052892745,0.000050608844,0.0006899913,0.000047725956,0.000021771202,0.00029416417,0.00015337842,0.076496564,0.0007448627,0.8980285,0.0030039402,0.020415498],"study_design_scores_gemma":[0.000030905936,0.000018578974,0.00012020184,0.000019417139,0.000010273257,0.0001583387,0.000027526874,0.45666072,0.00027398882,0.5399214,0.0027347,0.000023984192],"about_ca_topic_score_codex":0.0032709937,"about_ca_topic_score_gemma":0.0020496605,"teacher_disagreement_score":0.004713061,"about_ca_system_score_codex":0.0007107222,"about_ca_system_score_gemma":0.0015885025,"threshold_uncertainty_score":0.02478993},"labels":[],"label_agreement":null},{"id":"W4389762249","doi":"10.5539/ijef.v16n1p42","title":"On the Interest Rate Derivatives Pricing with Discrete Probability Distribution and Calibration with Genetic Algorithm","year":2023,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Stochastic processes and financial applications","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":"Logarithm; Computation; Interest rate; Yield curve; Computer science; Econometrics; Series (stratigraphy); Path (computing); Calibration; Function (biology); Mathematical optimization; Valuation of options; Economics; Algorithm; Mathematics; Finance; Statistics","score_opus":0.024681086671770266,"score_gpt":0.22023105820188874,"score_spread":0.19554997153011847,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389762249","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.053218924,0.00042218578,0.9415947,0.0004659518,0.000040473227,0.0000438358,0.000030452127,0.00011685891,0.0040666508],"genre_scores_gemma":[0.761687,0.0007264359,0.23422016,0.00016516876,0.000070844566,0.000127497,0.00007709998,0.0000769966,0.0028488091],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996074,0.00019863113,0.0000122177125,0.00005849549,0.00008656416,0.000036778543],"domain_scores_gemma":[0.9972548,0.002219315,0.00015256343,0.00010138288,0.00021675095,0.00005528633],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017038544,0.0005456954,0.00077472365,0.0008068848,0.00044739366,0.0011448152,0.00087166415,0.001305128,0.0016001282],"category_scores_gemma":[0.008101179,0.00039658765,0.00058399746,0.0009434296,0.0011154122,0.001228635,0.0008286029,0.0013876482,0.00017534588],"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":[0.000013263802,0.000019837558,0.00033932723,0.000014940767,0.000011131746,0.000024566672,0.000025513134,0.9660798,0.00032879313,0.023127718,0.00018428573,0.009830765],"study_design_scores_gemma":[0.0000030451856,0.0000044019653,0.00004158175,0.0000019666222,0.0000018784979,0.000004793254,0.0000023574453,0.9949351,0.00006369575,0.0048528677,0.000086066015,0.000002140742],"about_ca_topic_score_codex":0.00709533,"about_ca_topic_score_gemma":0.0029734788,"teacher_disagreement_score":0.00709533,"about_ca_system_score_codex":0.0011264795,"about_ca_system_score_gemma":0.0014435408,"threshold_uncertainty_score":0.014108062},"labels":[],"label_agreement":null},{"id":"W4389822960","doi":"10.2139/ssrn.4664927","title":"Setting the VIX Free: A Generalized Affine GARCH Model","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Center for Interuniversity Research and Analysis on Organizations; Western University","funders":"","keywords":"Affine transformation; Autoregressive conditional heteroskedasticity; Econometrics; Mathematics; Generalized additive model; Statistics; Pure mathematics; Volatility (finance)","score_opus":0.021831462190283105,"score_gpt":0.23787103881506005,"score_spread":0.21603957662477696,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389822960","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0990646,0.0012558687,0.87624586,0.0037444716,0.0005134495,0.00006554021,0.00064685673,0.00076401996,0.017699325],"genre_scores_gemma":[0.9253443,0.0008359529,0.049164336,0.0005036214,0.0005759118,0.000082396204,0.00038407193,0.00025350065,0.022855865],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982003,0.0008339713,0.000060801845,0.00046733127,0.00021579143,0.00022187576],"domain_scores_gemma":[0.9967348,0.001668349,0.00042372954,0.00062322,0.00029491546,0.00025495654],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00312013,0.0013807649,0.0028103148,0.0008389961,0.0008866958,0.004656898,0.0036355047,0.004703872,0.0056595807],"category_scores_gemma":[0.011036692,0.001367206,0.0016841231,0.0013877479,0.001811848,0.004560811,0.002703181,0.0049058525,0.001509497],"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":[0.00017403244,0.000077873476,0.0011571306,0.000109654284,0.00012982113,0.0005355457,0.00019176333,0.38284662,0.001153925,0.5994114,0.0031221693,0.011089953],"study_design_scores_gemma":[0.00006446878,0.000041566258,0.00029542178,0.000017347831,0.00004652453,0.00008028038,0.000033803703,0.74172777,0.00026072608,0.25599346,0.0013879463,0.000050763563],"about_ca_topic_score_codex":0.004402219,"about_ca_topic_score_gemma":0.003097944,"teacher_disagreement_score":0.0056595807,"about_ca_system_score_codex":0.001155368,"about_ca_system_score_gemma":0.0010648607,"threshold_uncertainty_score":0.018933177},"labels":[],"label_agreement":null},{"id":"W4389832324","doi":"10.4171/jems/1382","title":"A Torelli-like theorem for higher-dimensional function fields","year":2023,"lang":"en","type":"article","venue":"Journal of the European Mathematical Society","topic":"Stochastic processes and financial applications","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":"Mathematics; Pure mathematics; Function field; Function (biology); Mathematical analysis; Field (mathematics)","score_opus":0.037984622069931084,"score_gpt":0.23282314987064456,"score_spread":0.19483852780071348,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389832324","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28214395,0.0026833452,0.5028479,0.0064561088,0.0014163211,0.00012448583,0.00061517354,0.00056720455,0.20314549],"genre_scores_gemma":[0.93906367,0.0014508307,0.03366877,0.0011017057,0.0012799503,0.00008742206,0.00037134587,0.00015657021,0.022819646],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992084,0.00015927045,0.000042343123,0.00014604848,0.00026852434,0.00017555074],"domain_scores_gemma":[0.9977303,0.0008277695,0.00033921577,0.00021802344,0.00044377954,0.00044091538],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016008994,0.0010740269,0.00075569033,0.002974925,0.0016443665,0.0027194861,0.0011589862,0.0011190509,0.00825469],"category_scores_gemma":[0.004079213,0.0003516578,0.0015704967,0.0010735015,0.0036379583,0.0054157004,0.0032915398,0.0031245959,0.0012386098],"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":[0.000011524078,0.000006926376,0.000118857824,0.00004063274,0.0000071960503,0.00006787716,0.00010065,0.00065235293,0.00046367687,0.995654,0.00092922925,0.0019471055],"study_design_scores_gemma":[0.000013847633,0.000030756884,0.00035411154,0.00001647084,0.000011568366,0.00022885922,0.000068712325,0.0076873214,0.0007340084,0.9863788,0.004456629,0.000018816283],"about_ca_topic_score_codex":0.0012377776,"about_ca_topic_score_gemma":0.0005345591,"teacher_disagreement_score":0.00825469,"about_ca_system_score_codex":0.0016623139,"about_ca_system_score_gemma":0.0005407868,"threshold_uncertainty_score":0.027614653},"labels":[],"label_agreement":null},{"id":"W4389915504","doi":"10.2139/ssrn.4634661","title":"Gaussian Volterra Processes as Models of Electricity Markets","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Gaussian; Gaussian process; Econometrics; Electricity; Economics; Computer science; Physics; Engineering; Electrical engineering","score_opus":0.02029365366336804,"score_gpt":0.23093143608997957,"score_spread":0.21063778242661152,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389915504","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16969351,0.005751773,0.78136545,0.0061516287,0.000681789,0.000067428795,0.00062875065,0.00042015864,0.035239525],"genre_scores_gemma":[0.9573377,0.003018215,0.019161249,0.00038942858,0.0004123269,0.00007098557,0.00024040621,0.000101773825,0.019267896],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993162,0.00034770754,0.000025495889,0.00008132288,0.00015348593,0.00007578623],"domain_scores_gemma":[0.9980502,0.0014104948,0.00018696813,0.00007571498,0.00017013871,0.00010655805],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014060115,0.00060973543,0.0010262267,0.0009900725,0.0004130071,0.0028528231,0.0012877831,0.0023985638,0.003753204],"category_scores_gemma":[0.0071912245,0.0005473846,0.00083352055,0.0015376176,0.0013581204,0.0027742286,0.000783783,0.0018217762,0.0006419292],"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":[0.000018627363,0.000021895337,0.0002834528,0.000029380539,0.000017169777,0.000060640257,0.00008015301,0.16248548,0.00047389668,0.8322142,0.0011574369,0.0031576708],"study_design_scores_gemma":[0.000011093166,0.0000073616466,0.00012976667,0.000008154803,0.0000075370854,0.000027208174,0.000017407401,0.56535757,0.000063760344,0.43345192,0.00090859307,0.000009648974],"about_ca_topic_score_codex":0.0038048518,"about_ca_topic_score_gemma":0.0026673705,"teacher_disagreement_score":0.0038048518,"about_ca_system_score_codex":0.00132819,"about_ca_system_score_gemma":0.0009551761,"threshold_uncertainty_score":0.012555778},"labels":[],"label_agreement":null},{"id":"W4389993326","doi":"10.2139/ssrn.4660138","title":"The Fine Structure of Volatility Dynamics","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Kellogg's (Canada)","funders":"","keywords":"Volatility (finance); Econometrics; Statistical physics; Economics; Financial economics; Physics","score_opus":0.009087585824189656,"score_gpt":0.21314414859847322,"score_spread":0.20405656277428358,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4389993326","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6775866,0.0019370995,0.27426133,0.0036007187,0.00026094553,0.000041894928,0.0003910254,0.0006398634,0.041280426],"genre_scores_gemma":[0.99218315,0.00029933997,0.004345764,0.00011770615,0.00015082769,0.000012701782,0.0000636008,0.00008084719,0.0027460167],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99958915,0.00007919429,0.000024025254,0.00011379642,0.000120811346,0.00007302388],"domain_scores_gemma":[0.9922758,0.004901933,0.00081856333,0.00092768826,0.0004509066,0.0006251925],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010253912,0.00026355323,0.00094319094,0.0014022213,0.000724642,0.002488425,0.00074923184,0.0015336082,0.0049310527],"category_scores_gemma":[0.013749923,0.0009494003,0.00048418102,0.00051626144,0.001912409,0.004764027,0.0016155127,0.002114373,0.00051275303],"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":[0.00008520143,0.00007549752,0.006769985,0.000107881715,0.00008042604,0.00043893946,0.00027837037,0.078074954,0.0085005015,0.8877868,0.0025760215,0.015225452],"study_design_scores_gemma":[0.000015242711,0.000027675631,0.008832223,0.00001834338,0.000014456236,0.0002281544,0.00005479896,0.21747854,0.00057268597,0.77167284,0.0010435559,0.00004146237],"about_ca_topic_score_codex":0.00083004544,"about_ca_topic_score_gemma":0.0008940801,"teacher_disagreement_score":0.0049310527,"about_ca_system_score_codex":0.0006056461,"about_ca_system_score_gemma":0.00037032814,"threshold_uncertainty_score":0.016496062},"labels":[],"label_agreement":null},{"id":"W4390005218","doi":"10.18280/mmep.100631","title":"Accelerating Convergence in Trinomial Option Pricing: Recursive Incremental Value Ordering with Repeated Richardson Extrapolation","year":2023,"lang":"en","type":"article","venue":"Mathematical Modelling and Engineering Problems","topic":"Stochastic processes and financial applications","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":"Trinomial; Extrapolation; Richardson extrapolation; Mathematics; Trinomial tree; Applied mathematics; Convergence (economics); Value (mathematics); Valuation of options; Mathematical economics; Asian option; Econometrics; Economics; Statistics; Combinatorics","score_opus":0.046746426367822065,"score_gpt":0.21336977157182951,"score_spread":0.16662334520400746,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4390005218","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.047413245,0.0002221342,0.9489367,0.000094929674,0.000036125275,0.000056438046,0.000018952502,0.00049782207,0.0027235535],"genre_scores_gemma":[0.5641202,0.00024812954,0.43300945,0.000052858803,0.000026273403,0.0000922823,0.00006887141,0.0001409275,0.002241005],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99909556,0.0004348718,0.000052455922,0.00007065222,0.00027018238,0.00007624966],"domain_scores_gemma":[0.99788994,0.001291023,0.00016225145,0.00027917096,0.00031252904,0.00006511091],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001863511,0.0004753588,0.000754621,0.0006375001,0.00028222532,0.00067962264,0.0009131504,0.00049273367,0.0019979046],"category_scores_gemma":[0.007463299,0.00027211363,0.00062505767,0.0005339505,0.00060036953,0.0011704252,0.00092771323,0.001066192,0.0005499348],"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":[0.00024203185,0.0001811511,0.0023953214,0.00014187912,0.000049523114,0.00040503955,0.00033300745,0.7383189,0.012606992,0.050055623,0.0012402002,0.19403026],"study_design_scores_gemma":[0.0000049993773,0.000025587618,0.00008089018,0.0000052245828,0.0000028331274,0.000022917266,0.000009564961,0.994826,0.0010490014,0.0036221242,0.0003450365,0.000005645222],"about_ca_topic_score_codex":0.0030074553,"about_ca_topic_score_gemma":0.0032001766,"teacher_disagreement_score":0.0030074553,"about_ca_system_score_codex":0.00039465123,"about_ca_system_score_gemma":0.0009883025,"threshold_uncertainty_score":0.00985527},"labels":[],"label_agreement":null},{"id":"W4390018006","doi":"10.2139/ssrn.4666567","title":"Semi-Analytical Pricing for Generalized Short Rate Models","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Trinity College","funders":"","keywords":"Econometrics; Economics; Short-rate model; Mathematics; Mathematical economics; Financial economics; Statistics","score_opus":0.04498577207899382,"score_gpt":0.2652904634451148,"score_spread":0.220304691366121,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4390018006","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07965789,0.00251904,0.8953565,0.0020818897,0.00032268182,0.00007469639,0.00029331405,0.00040917445,0.019284835],"genre_scores_gemma":[0.920212,0.0024731148,0.043985967,0.0005101376,0.00090597896,0.0001776143,0.00055613596,0.00036821302,0.03081083],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.998995,0.00054444186,0.00004981366,0.00009713906,0.00017845375,0.00013521143],"domain_scores_gemma":[0.995096,0.0029629446,0.00059360504,0.00034450862,0.0005428199,0.0004600627],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027552762,0.0013248022,0.002024969,0.0015534726,0.0005811218,0.0030370886,0.0020248678,0.0022027222,0.006631142],"category_scores_gemma":[0.010818198,0.00087015185,0.0020992586,0.001258033,0.0029843042,0.0041053044,0.0021607596,0.0021319767,0.00083931716],"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":[0.000026183528,0.00005063978,0.0002918141,0.00008715441,0.000046821548,0.00016682093,0.00010468878,0.22038645,0.0007888342,0.77306944,0.0016460122,0.0033352352],"study_design_scores_gemma":[0.000009186636,0.000008369522,0.00010372499,0.000011263531,0.0000073951137,0.00003927379,0.000014846097,0.7497648,0.000051868403,0.24960074,0.00037525556,0.000013235482],"about_ca_topic_score_codex":0.0044009006,"about_ca_topic_score_gemma":0.0032857521,"teacher_disagreement_score":0.006631142,"about_ca_system_score_codex":0.001564507,"about_ca_system_score_gemma":0.0016404892,"threshold_uncertainty_score":0.022183359},"labels":[],"label_agreement":null},{"id":"W4390366340","doi":"10.20944/preprints202312.2164.v1","title":"The Duality Principle for Multidimensional Optional Semimartingales","year":2023,"lang":"en","type":"preprint","venue":"Preprints.org","topic":"Stochastic processes and financial applications","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":"Semimartingale; Dual (grammatical number); Duality (order theory); Mathematical optimization; Mathematical economics; Mathematics; Economics; Econometrics; Computer science; Applied mathematics","score_opus":0.2525153477168807,"score_gpt":0.36645711509988244,"score_spread":0.11394176738300171,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4390366340","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0337455,0.0015683519,0.90456563,0.0026466113,0.00036862772,0.00007346438,0.00020446065,0.00006738244,0.056760013],"genre_scores_gemma":[0.738663,0.0030109019,0.23072992,0.0013344293,0.0013270255,0.00049661926,0.00034146046,0.0002153634,0.023881322],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99793696,0.0009721102,0.000097512915,0.00025657026,0.0005783003,0.00015849888],"domain_scores_gemma":[0.9972275,0.0017272999,0.00018858847,0.0002448844,0.0003354971,0.0002762694],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0048512346,0.0007261916,0.0010162808,0.0013588604,0.0011557125,0.0035612974,0.00096276094,0.0015244089,0.0044645253],"category_scores_gemma":[0.006568903,0.0005364834,0.0017285848,0.0011887517,0.003826699,0.005562901,0.0038245907,0.0049894257,0.00068315427],"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":[0.000004556614,0.000006548589,0.000025537518,0.000011388835,0.0000033707545,0.000016996428,0.00003308859,0.00062304165,0.00011631544,0.9976999,0.000239671,0.0012195009],"study_design_scores_gemma":[0.000007716447,0.000010141172,0.000039365797,0.000010073977,0.0000022928941,0.00004789928,0.00001547247,0.010056734,0.00009668247,0.9876423,0.0020668807,0.0000044430644],"about_ca_topic_score_codex":0.0003692936,"about_ca_topic_score_gemma":0.00028877656,"teacher_disagreement_score":0.0048512346,"about_ca_system_score_codex":0.0014030259,"about_ca_system_score_gemma":0.0011632732,"threshold_uncertainty_score":0.025656104},"labels":[],"label_agreement":null},{"id":"W4390535575","doi":"10.2139/ssrn.4652814","title":"Optimal Portfolio Choice with Fat Tails and Parameter Uncertainty","year":2024,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Toronto","funders":"","keywords":"Portfolio; Econometrics; Portfolio optimization; Economics; Mathematics; Actuarial science; Computer science; Statistics; Financial economics","score_opus":0.011791364725514567,"score_gpt":0.22339579217958494,"score_spread":0.21160442745407038,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4390535575","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5111135,0.0015514652,0.46811596,0.0042087208,0.00012575794,0.00007657406,0.00033065738,0.00026150333,0.01421591],"genre_scores_gemma":[0.97455364,0.00043183297,0.01686908,0.00018981154,0.000088418004,0.00004595959,0.000119720404,0.00006313601,0.00763843],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99855345,0.00076692214,0.00007400532,0.00026297712,0.00017309554,0.00016951477],"domain_scores_gemma":[0.9780573,0.019064866,0.0013781383,0.000519002,0.00038831664,0.0005922824],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004699799,0.00094105094,0.0022260996,0.0012747913,0.0003886355,0.003475166,0.0012574813,0.004464299,0.003838173],"category_scores_gemma":[0.030371904,0.0020225218,0.0011223027,0.0012204947,0.0017024754,0.0053567705,0.0017545494,0.0023429897,0.00047957597],"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":[0.00045330296,0.00015099444,0.0026869671,0.00014032387,0.00022788372,0.0006530943,0.00011736066,0.8363141,0.0010564404,0.14361796,0.0013924708,0.013189213],"study_design_scores_gemma":[0.0000756368,0.00006197133,0.0007547644,0.000019611052,0.000043052514,0.00011010612,0.000032238142,0.8407999,0.00022514342,0.15764546,0.00020409438,0.000027923103],"about_ca_topic_score_codex":0.001164087,"about_ca_topic_score_gemma":0.00072697474,"teacher_disagreement_score":0.004699799,"about_ca_system_score_codex":0.0012337486,"about_ca_system_score_gemma":0.0008184642,"threshold_uncertainty_score":0.024855196},"labels":[],"label_agreement":null},{"id":"W4390909702","doi":"10.1287/mnsc.2022.02047","title":"A Continuous Time Framework for Sequential Goal-Based Wealth Management","year":2024,"lang":"en","type":"article","venue":"Management Science","topic":"Stochastic processes and financial applications","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 Toronto","funders":"","keywords":"Viscosity solution; Bellman equation; Stochastic control; Dynamic programming; Computer science; Project portfolio management; Economics; Portfolio; Mathematical optimization; Asset (computer security); Mathematical economics; Hamilton–Jacobi–Bellman equation; Microeconomics; Operations research; Mathematics; Finance; Optimal control; Project management; Applied mathematics","score_opus":0.019184793650886493,"score_gpt":0.26218175145798933,"score_spread":0.24299695780710284,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4390909702","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.004586533,0.00019988208,0.98636127,0.0005681781,0.000058963502,0.000039596416,0.00007572385,0.00006610612,0.008043749],"genre_scores_gemma":[0.6199602,0.0011041317,0.35819188,0.0003368542,0.00027101272,0.0005543328,0.00023016226,0.00013841024,0.019213103],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985454,0.00046310225,0.00006647794,0.00032983828,0.00041433863,0.00018094633],"domain_scores_gemma":[0.99809307,0.0008538749,0.0003335821,0.00016396491,0.00028183623,0.0002735861],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021645217,0.0012624586,0.0007966464,0.00084439456,0.0007217898,0.002659865,0.0023696113,0.0016277621,0.010063816],"category_scores_gemma":[0.0049004364,0.00061397173,0.0012767994,0.00077736523,0.0023519401,0.0030181431,0.0022448772,0.0027576012,0.0007756888],"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":[0.000021626789,0.0000508577,0.00030417286,0.000052613206,0.000029905197,0.00013851187,0.00011183387,0.20360297,0.0009946051,0.78615814,0.0008810284,0.007653621],"study_design_scores_gemma":[0.000021690852,0.00006048871,0.00016158714,0.000024149205,0.000015156468,0.000044010754,0.00002911073,0.68619096,0.00026313553,0.30905548,0.004111744,0.000022499147],"about_ca_topic_score_codex":0.005027395,"about_ca_topic_score_gemma":0.0038869036,"teacher_disagreement_score":0.010063816,"about_ca_system_score_codex":0.002247812,"about_ca_system_score_gemma":0.0021691383,"threshold_uncertainty_score":0.03366685},"labels":[],"label_agreement":null},{"id":"W4390974248","doi":"10.3390/jrfm17010039","title":"Implementing Intraday Model-Free Implied Volatility for Individual Equities to Analyze the Return–Volatility Relationship","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Volatility (finance); Econometrics; Forward volatility; Implied volatility; Volatility smile; Economics; Volatility risk premium; Stochastic volatility; Volatility swap; Variance swap; Realized variance; Leverage effect; Equity (law); Financial economics; Autoregressive conditional heteroskedasticity","score_opus":0.03520238571642302,"score_gpt":0.261001706906534,"score_spread":0.22579932119011098,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4390974248","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.603425,0.000097840966,0.3935392,0.00008878429,0.000020251584,0.000039066,0.0005488661,0.0007441024,0.0014967769],"genre_scores_gemma":[0.9547778,0.00004089708,0.043716297,0.000014571585,0.000009857145,0.000036776903,0.00069540326,0.000070577546,0.0006377239],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994388,0.00021707013,0.000037961698,0.0001242631,0.00012153258,0.00006028234],"domain_scores_gemma":[0.9980381,0.0010136049,0.0002501739,0.00048757053,0.00017234586,0.000038155857],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022628824,0.00035612055,0.000504373,0.0007870549,0.00016639967,0.00082185527,0.0007976013,0.00045206156,0.0016952311],"category_scores_gemma":[0.008144045,0.00022123258,0.00043378095,0.0007727359,0.00019518964,0.0008893149,0.0006373321,0.0009381169,0.00023753197],"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":[0.0002538343,0.00029193697,0.12573436,0.00011244562,0.00035142727,0.00035020564,0.00035023785,0.71408445,0.016824538,0.04289415,0.0010137301,0.097738616],"study_design_scores_gemma":[0.0000051460343,0.0000335245,0.01084935,0.0000045380257,0.000006812968,0.00003904369,0.00001967551,0.9827443,0.0023818838,0.0034986194,0.0004052086,0.000011955603],"about_ca_topic_score_codex":0.0034067512,"about_ca_topic_score_gemma":0.0023080704,"teacher_disagreement_score":0.0034067512,"about_ca_system_score_codex":0.00025221365,"about_ca_system_score_gemma":0.000398993,"threshold_uncertainty_score":0.011967361},"labels":[],"label_agreement":null},{"id":"W4391020623","doi":"10.1109/cdc49753.2023.10384183","title":"Large-Population Optimal Control with Mixed Agents: The Multi-Scale Analysis and Decentralized Control","year":2023,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Scaling; Population; Decentralised system; Control (management); Computer science; Scale (ratio); Minor (academic); Optimal control; Upper and lower bounds; Mathematical optimization; Mathematics; Artificial intelligence; Law; Physics","score_opus":0.018816185556109054,"score_gpt":0.23482257019753267,"score_spread":0.2160063846414236,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4391020623","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.019919327,0.0003681717,0.9708511,0.0010365742,0.00008336741,0.000054568976,0.000058434747,0.00008139637,0.0075471383],"genre_scores_gemma":[0.9033989,0.0007013074,0.08401991,0.000465156,0.00028115933,0.00045241156,0.00011543191,0.00012547233,0.010440275],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989336,0.00044912903,0.000030162542,0.00026861386,0.00018842964,0.00013008706],"domain_scores_gemma":[0.9971016,0.0015443615,0.0005707567,0.00023400632,0.00032152806,0.00022765054],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002254466,0.0011820253,0.0014761278,0.0006535545,0.00082971295,0.0016735538,0.0015284386,0.0016563351,0.0038606485],"category_scores_gemma":[0.0070233587,0.0005147878,0.0013464354,0.00062671216,0.0020784491,0.0020425995,0.002498967,0.0020622185,0.00036307034],"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":[0.00004107879,0.00003738123,0.00048394914,0.000092118236,0.00006872504,0.0001266418,0.00007118169,0.8509379,0.0012612022,0.13857193,0.0014482886,0.006859635],"study_design_scores_gemma":[0.000008422009,0.000014089315,0.00009134497,0.0000055028936,0.000006675796,0.0000084676,0.000012431085,0.9694373,0.00011080308,0.02991722,0.00038174327,0.00000597542],"about_ca_topic_score_codex":0.005383383,"about_ca_topic_score_gemma":0.0030979733,"teacher_disagreement_score":0.005383383,"about_ca_system_score_codex":0.001677522,"about_ca_system_score_gemma":0.0013998523,"threshold_uncertainty_score":0.012915194},"labels":[],"label_agreement":null},{"id":"W4391215554","doi":"10.3390/jrfm17020043","title":"The Duality Principle for Multidimensional Optional Semimartingales","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":true,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Semimartingale; Dual (grammatical number); Duality (order theory); Mathematical optimization; Mathematical economics; Mathematics; Computer science; Applied mathematics; Econometrics; Pure mathematics","score_opus":0.017907850777986095,"score_gpt":0.2519503926948964,"score_spread":0.2340425419169103,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4391215554","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.027868034,0.0012826386,0.915625,0.0024632688,0.00031712462,0.00007103303,0.0001535789,0.00005437219,0.05216501],"genre_scores_gemma":[0.722095,0.0026077456,0.250683,0.0012138204,0.0011109266,0.0004890817,0.00026036068,0.00016756161,0.021372503],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99794286,0.0010033541,0.00009373695,0.00023885148,0.0005660474,0.00015511843],"domain_scores_gemma":[0.99712354,0.0018518621,0.00018205341,0.00024498877,0.0003325815,0.00026486188],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0050805793,0.00066924776,0.0010014737,0.0012154799,0.001123374,0.0032240788,0.0010126516,0.0015082655,0.0041862773],"category_scores_gemma":[0.006925915,0.0005459649,0.0017542271,0.0010326555,0.0038839362,0.0055644023,0.0037800616,0.004963227,0.00060505385],"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":[0.0000044128697,0.0000062206454,0.000024644767,0.000011028981,0.0000032962353,0.000017819619,0.000034081957,0.0007393677,0.000111219575,0.99763083,0.00021393773,0.0012030378],"study_design_scores_gemma":[0.000008285704,0.000011230419,0.000039537183,0.0000109281855,0.0000023845496,0.00005152025,0.000016108386,0.012342647,0.00009668277,0.9853536,0.00206212,0.000004828319],"about_ca_topic_score_codex":0.00038510788,"about_ca_topic_score_gemma":0.0003260066,"teacher_disagreement_score":0.0050805793,"about_ca_system_score_codex":0.0013562527,"about_ca_system_score_gemma":0.0012453579,"threshold_uncertainty_score":0.026868999},"labels":[],"label_agreement":null},{"id":"W4391224798","doi":"10.1017/jpr.2023.87","title":"De Finetti’s control problem with a concave bound on the control rate","year":2024,"lang":"en","type":"article","venue":"Journal of Applied Probability","topic":"Stochastic processes and financial applications","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":"Université du Québec à Montréal","funders":"Fonds de recherche du Québec – Nature et technologies; Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Control (management); Upper and lower bounds; Optimal control; Mathematical economics; Combinatorics; Applied mathematics; Mathematical optimization; Mathematical analysis; Economics","score_opus":0.015855204443263004,"score_gpt":0.20492811816464243,"score_spread":0.18907291372137944,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4391224798","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14045486,0.001552496,0.8155277,0.004735665,0.00028988972,0.00023200909,0.00018886218,0.00012287432,0.03689572],"genre_scores_gemma":[0.9295116,0.0005077257,0.04844768,0.00047059436,0.00019538034,0.00029696577,0.00012268334,0.00008035204,0.020367086],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981567,0.00073888456,0.0000818258,0.0005126369,0.00022336877,0.0002865271],"domain_scores_gemma":[0.9952224,0.0032588665,0.00036535776,0.00029507463,0.00047725084,0.0003809874],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005132236,0.001467138,0.0022272205,0.000887295,0.00073843595,0.0029109532,0.0022514637,0.0051380657,0.0038524016],"category_scores_gemma":[0.011052859,0.0006314772,0.0012492947,0.0005071239,0.0034453294,0.00286695,0.002250638,0.0031347254,0.0002968167],"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":[0.0002171212,0.00014854071,0.000602265,0.0001553515,0.00006757722,0.00038887453,0.00025433148,0.30854765,0.0037231068,0.6715553,0.0021302225,0.012209697],"study_design_scores_gemma":[0.00007629904,0.000089370624,0.00027093216,0.00003844831,0.0000129917025,0.00006622776,0.000043328026,0.82244587,0.0009773483,0.17462412,0.00131667,0.00003843863],"about_ca_topic_score_codex":0.00617988,"about_ca_topic_score_gemma":0.0014683233,"teacher_disagreement_score":0.00617988,"about_ca_system_score_codex":0.0037302529,"about_ca_system_score_gemma":0.0020829053,"threshold_uncertainty_score":0.027142227},"labels":[],"label_agreement":null},{"id":"W4391360851","doi":"10.3390/math12030440","title":"Robust Portfolio Choice under the Modified Constant Elasticity of Variance","year":2024,"lang":"en","type":"article","venue":"Mathematics","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Portfolio; Elasticity (physics); Variance (accounting); Constant (computer programming); Econometrics; Economics; Mathematics; Mathematical economics; Computer science; Financial economics; Physics; Thermodynamics; Accounting","score_opus":0.06555142956368162,"score_gpt":0.2436535077299006,"score_spread":0.17810207816621898,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4391360851","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2846123,0.0005374758,0.70513976,0.0013002564,0.00005505518,0.000025591467,0.00006078295,0.0000698331,0.008198874],"genre_scores_gemma":[0.9866545,0.00023666258,0.010555468,0.00006544776,0.00003164255,0.000015862348,0.000022207292,0.00001657476,0.0024016218],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987546,0.0006123927,0.000047400965,0.00024919177,0.00021091329,0.00012552108],"domain_scores_gemma":[0.99711764,0.0015858541,0.00063175795,0.00028953626,0.00018060491,0.00019462177],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025073276,0.00049292186,0.00073969347,0.0004181805,0.00021214127,0.0017937261,0.0007666397,0.0012951887,0.0012762247],"category_scores_gemma":[0.009211719,0.0003632294,0.0006500711,0.00037840605,0.001422212,0.00317108,0.0015666987,0.0013325238,0.00015440371],"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":[0.00006776001,0.0000322847,0.0013653286,0.000040812152,0.00006236906,0.00023680135,0.0000916674,0.26494405,0.002856548,0.7221153,0.00040625973,0.007780821],"study_design_scores_gemma":[0.000019907226,0.000056942194,0.0006836133,0.000012136047,0.000011163236,0.00009029661,0.000037142963,0.67279553,0.0005454229,0.32527578,0.00044467725,0.000027374499],"about_ca_topic_score_codex":0.0006451393,"about_ca_topic_score_gemma":0.00031393536,"teacher_disagreement_score":0.0025073276,"about_ca_system_score_codex":0.00092191395,"about_ca_system_score_gemma":0.00061884226,"threshold_uncertainty_score":0.013260186},"labels":[],"label_agreement":null},{"id":"W4391458272","doi":"10.3150/23-bej1635","title":"Comparison principle for stochastic heat equations driven by α-stable white noises","year":2024,"lang":"en","type":"article","venue":"Bernoulli","topic":"Stochastic processes and financial applications","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":"Mathematics; Heat equation; White noise; Applied mathematics; Stability (learning theory); Mathematical analysis; Calculus (dental); Statistics","score_opus":0.047764693912980064,"score_gpt":0.2962016286374029,"score_spread":0.24843693472442285,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4391458272","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.093653195,0.0011565736,0.88838506,0.0010785826,0.0002435483,0.00012677256,0.0002079499,0.00010973187,0.015038455],"genre_scores_gemma":[0.882311,0.0014861929,0.08871544,0.0006876029,0.000380531,0.0004830086,0.00039806488,0.00019505784,0.025343176],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992944,0.0002654251,0.000031811353,0.00015677596,0.00017840425,0.00007306545],"domain_scores_gemma":[0.99778074,0.001341499,0.00027386067,0.000057686557,0.0003460187,0.00020027382],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003376372,0.0010375689,0.0010020627,0.0013754921,0.0006991126,0.0016913016,0.0016730273,0.0014392546,0.0041265367],"category_scores_gemma":[0.0052998886,0.00033520596,0.0014389305,0.00072221906,0.0018360338,0.002711579,0.0022907744,0.0018974836,0.00021729876],"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":[0.00007238511,0.000029448358,0.00048640027,0.00014087155,0.000069047834,0.0001564212,0.00013870711,0.049818713,0.009314909,0.93514794,0.0005720171,0.004053218],"study_design_scores_gemma":[0.000034179448,0.00014069816,0.0006300172,0.000030519917,0.000024471019,0.000100911624,0.000054067805,0.7764544,0.0018464826,0.2184705,0.002179527,0.000034284763],"about_ca_topic_score_codex":0.0013221117,"about_ca_topic_score_gemma":0.000702637,"teacher_disagreement_score":0.0041265367,"about_ca_system_score_codex":0.001760728,"about_ca_system_score_gemma":0.0012833158,"threshold_uncertainty_score":0.017856121},"labels":[],"label_agreement":null},{"id":"W4391568448","doi":"10.1137/22m1543203","title":"The Global Maximum Principle for Optimal Control of Partially Observed Stochastic Systems Driven by Fractional Brownian Motion","year":2024,"lang":"en","type":"article","venue":"SIAM Journal on Control and Optimization","topic":"Stochastic processes and financial applications","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":"Natural Sciences and Engineering Research Council of Canada; China Scholarship Council; University of Alberta","keywords":"Mathematics; Fractional Brownian motion; Brownian motion; Optimal control; Geometric Brownian motion; Motion (physics); Stochastic control; Maximum principle; Applied mathematics; Mathematical analysis; Mathematical economics; Mathematical optimization; Diffusion process; Classical mechanics; Computer science; Statistics","score_opus":0.017324068349455435,"score_gpt":0.22952934246283258,"score_spread":0.21220527411337714,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4391568448","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023330122,0.003142652,0.9562336,0.0022768641,0.00021752494,0.000064961416,0.00011340553,0.00008585628,0.014534983],"genre_scores_gemma":[0.8600018,0.0038971778,0.120174184,0.00067695347,0.0006011637,0.00036202278,0.00019150153,0.00014264067,0.01395263],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990695,0.0003547965,0.00003714204,0.00017785672,0.00028808575,0.000072549556],"domain_scores_gemma":[0.99889827,0.0006400656,0.00017180272,0.00006557784,0.0001390424,0.00008515702],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003065857,0.0010650058,0.0008807606,0.00071943324,0.00066605647,0.0014852193,0.0011393521,0.0017446581,0.0025716764],"category_scores_gemma":[0.0039707874,0.0005059232,0.0015660648,0.00049794436,0.0031378383,0.0023938776,0.002186116,0.0024563977,0.00027873536],"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":[0.000019420942,0.000017494283,0.00020378485,0.00013421911,0.00006906781,0.000067422196,0.00008421162,0.036210027,0.002527514,0.9526162,0.0009891023,0.0070615383],"study_design_scores_gemma":[0.000023120187,0.00007198405,0.00034300718,0.000038932078,0.00002399547,0.000095557996,0.000035289864,0.27593067,0.00079922227,0.7188431,0.003772367,0.000022718714],"about_ca_topic_score_codex":0.0010445416,"about_ca_topic_score_gemma":0.00068716746,"teacher_disagreement_score":0.003065857,"about_ca_system_score_codex":0.0014361611,"about_ca_system_score_gemma":0.001547128,"threshold_uncertainty_score":0.016213953},"labels":[],"label_agreement":null},{"id":"W4391709319","doi":"10.48550/arxiv.2402.05229","title":"Long time numerical stability of implicit schemes for stochastic heat equations","year":2024,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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; University of Alberta","keywords":"Stability (learning theory); Mathematics; Applied mathematics; Computer science","score_opus":0.08324005101161422,"score_gpt":0.2040097653384672,"score_spread":0.12076971432685299,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4391709319","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.48632488,0.0013553379,0.5003089,0.0015530951,0.00022502229,0.00010218024,0.000076612494,0.00020304172,0.009850988],"genre_scores_gemma":[0.969348,0.0002389933,0.027210876,0.00006764983,0.00003713118,0.00008371487,0.000046312456,0.0000493971,0.0029178567],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99944323,0.00028198236,0.000027765233,0.00004833507,0.00014836004,0.000050326278],"domain_scores_gemma":[0.9949332,0.0036417006,0.0005295574,0.00022153079,0.00044650867,0.00022741535],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018940594,0.0005807564,0.0006108711,0.0006369232,0.00066253735,0.0013208443,0.00075086544,0.0012224941,0.0011714258],"category_scores_gemma":[0.0114123225,0.00029205173,0.00045163513,0.00032763457,0.0023699382,0.0013291289,0.002028742,0.001325348,0.00011340857],"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":[0.00022773055,0.00006973358,0.0026398508,0.00011773631,0.00004704992,0.00014702142,0.00037817593,0.8299649,0.0111477785,0.14570414,0.0003911507,0.009164751],"study_design_scores_gemma":[0.000004616166,0.000007440156,0.000044745277,0.0000037690206,0.000001087878,0.0000034403702,0.000006421606,0.9954099,0.00026935307,0.0041533415,0.000093157694,0.0000027212245],"about_ca_topic_score_codex":0.0033316747,"about_ca_topic_score_gemma":0.0013491124,"teacher_disagreement_score":0.0033316747,"about_ca_system_score_codex":0.0009705654,"about_ca_system_score_gemma":0.00090037024,"threshold_uncertainty_score":0.010016859},"labels":[],"label_agreement":null},{"id":"W4391753003","doi":"10.1017/s1748499524000010","title":"The discrete-time arbitrage-free Nelson-Siegel model: a closed-form solution and applications to mixed funds representation","year":2024,"lang":"en","type":"article","venue":"Annals of Actuarial Science","topic":"Stochastic processes and financial applications","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":true,"ca_institutions":"Concordia University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Arbitrage; Kalman filter; Econometrics; Discrete time and continuous time; Economics; Representation (politics); Mathematical economics; Bond; Mathematics; Applied mathematics; Financial economics; Finance; Statistics","score_opus":0.060623905793705836,"score_gpt":0.3115696299122443,"score_spread":0.25094572411853844,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4391753003","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.019219203,0.000297924,0.976664,0.00051706645,0.000034551107,0.000023346587,0.00008379813,0.00011468558,0.0030454078],"genre_scores_gemma":[0.69340247,0.000830308,0.2839574,0.00022357401,0.00008886471,0.00030472016,0.00029293282,0.0001250327,0.020774666],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994779,0.00021223858,0.000028851686,0.000077730954,0.00016055696,0.00004272168],"domain_scores_gemma":[0.99811506,0.0012182023,0.0002225296,0.000116129035,0.00024247149,0.00008563438],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025304842,0.00066296366,0.0008922551,0.00077452883,0.00032608773,0.0017655797,0.0015718171,0.001367964,0.0044823484],"category_scores_gemma":[0.009313928,0.0004967402,0.0009081742,0.00084808486,0.0009797342,0.0018174943,0.0013117378,0.0016098974,0.0004837822],"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":[0.000034207696,0.00004200222,0.000613453,0.00006335677,0.000035322122,0.0001280616,0.00010682206,0.4297528,0.00075059396,0.54438907,0.0015931196,0.022491304],"study_design_scores_gemma":[0.0000059435247,0.000008480539,0.000078346224,0.000009422942,0.000005138049,0.000023006023,0.000009591242,0.93450725,0.00017269333,0.064407945,0.0007636792,0.000008551283],"about_ca_topic_score_codex":0.0067609497,"about_ca_topic_score_gemma":0.0052217925,"teacher_disagreement_score":0.0067609497,"about_ca_system_score_codex":0.0011468164,"about_ca_system_score_gemma":0.0017881748,"threshold_uncertainty_score":0.014994979},"labels":[],"label_agreement":null},{"id":"W4391754336","doi":"10.3390/jrfm17020067","title":"Option Pricing with the Logistic Return Distribution","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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; Black–Scholes model; Economics; Mathematics; Stock (firearms); Logistic distribution; Capital asset pricing model; Logistic regression; Financial economics; Statistics; Volatility (finance)","score_opus":0.013973257934927803,"score_gpt":0.21092835728485113,"score_spread":0.19695509934992333,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4391754336","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09117989,0.00062731415,0.89537364,0.0011922783,0.00006901874,0.000033440785,0.0001853902,0.0002520232,0.011086997],"genre_scores_gemma":[0.9302605,0.00089549535,0.06027711,0.00014621836,0.00018201873,0.00006621227,0.00019397425,0.000071341994,0.007907197],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99944204,0.00020032414,0.000035599987,0.000068032496,0.00020011296,0.000053778214],"domain_scores_gemma":[0.9975624,0.0015301125,0.00028634668,0.0001924844,0.00034714697,0.0000814738],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017017195,0.00046020123,0.0004720841,0.000692161,0.00023062434,0.0014777002,0.0010573781,0.0008818607,0.0033233138],"category_scores_gemma":[0.012727416,0.00030323752,0.0008444605,0.0008988553,0.001151768,0.0033728743,0.0009928402,0.0014653981,0.00046281173],"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":[0.00007602029,0.000043139727,0.0027380723,0.000054685013,0.000035115525,0.00046922546,0.00010483648,0.23451634,0.001241003,0.7274983,0.0020200768,0.031203205],"study_design_scores_gemma":[0.000019912657,0.00001681291,0.00054136425,0.00001163231,0.0000066734287,0.00015976462,0.000014996327,0.7075599,0.00023254572,0.29027122,0.0011479064,0.00001729748],"about_ca_topic_score_codex":0.0017585133,"about_ca_topic_score_gemma":0.00063605385,"teacher_disagreement_score":0.0033233138,"about_ca_system_score_codex":0.0005644783,"about_ca_system_score_gemma":0.00057543715,"threshold_uncertainty_score":0.011117578},"labels":[],"label_agreement":null},{"id":"W4391791051","doi":"10.2139/ssrn.4706840","title":"Analytical Fixed Income Pricing in Discrete-Time: A New Family of Models","year":2024,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Western University","funders":"","keywords":"Economics; Fixed income; Econometrics; Mathematical economics; Discrete time and continuous time; Mathematics; Statistics; Finance; Bond","score_opus":0.017161955376467333,"score_gpt":0.23714103024290092,"score_spread":0.2199790748664336,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4391791051","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.014598448,0.0019169615,0.9714769,0.0014945723,0.00026912038,0.00003727723,0.00014320096,0.0001227221,0.009940653],"genre_scores_gemma":[0.7575995,0.010178215,0.17712073,0.0012166374,0.0026013523,0.00036236364,0.00061937416,0.0003763206,0.049925465],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987502,0.00062712614,0.0000559636,0.00018870036,0.00021966497,0.0001582992],"domain_scores_gemma":[0.99536765,0.003060454,0.00043486687,0.00036256463,0.00041364072,0.00036082344],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003940768,0.0018332091,0.0021488215,0.0018862627,0.00083795347,0.004025018,0.004434708,0.0034179678,0.0060336622],"category_scores_gemma":[0.0125873955,0.0009117533,0.0030507718,0.0021511067,0.0028767022,0.005453026,0.0019807243,0.004088522,0.00088706124],"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":[0.000015494868,0.000061795385,0.0003803052,0.00005944273,0.000052842635,0.000096149524,0.00011544536,0.119497456,0.00020260247,0.87102115,0.0023429245,0.0061543854],"study_design_scores_gemma":[0.000013057836,0.000010926996,0.00007823487,0.000013789825,0.000019777724,0.000048432536,0.000018720584,0.7263961,0.000033063545,0.27203584,0.0013176036,0.0000144680635],"about_ca_topic_score_codex":0.004015069,"about_ca_topic_score_gemma":0.002742694,"teacher_disagreement_score":0.0060336622,"about_ca_system_score_codex":0.0019420369,"about_ca_system_score_gemma":0.0014059646,"threshold_uncertainty_score":0.020841002},"labels":[],"label_agreement":null},{"id":"W4391826447","doi":"10.2139/ssrn.4726328","title":"A Critical Analysis of the Weighted Least Squares Monte Carlo Method for Pricing American Options","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Wilfrid Laurier University; Western University","funders":"","keywords":"Monte Carlo method; Econometrics; Monte Carlo methods for option pricing; Mathematics; Statistical physics; Economics; Statistics; Physics","score_opus":0.017809794250609492,"score_gpt":0.2933764063204909,"score_spread":0.2755666120698814,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4391826447","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.010331048,0.0006103112,0.9849945,0.00049865607,0.00010289195,0.000048641523,0.000027781396,0.000114856535,0.0032713204],"genre_scores_gemma":[0.4561575,0.0016123818,0.5260632,0.0007316926,0.0008510722,0.00039270063,0.00026413292,0.0010711992,0.012856078],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99526536,0.0032101828,0.00012663113,0.00033124635,0.0008850345,0.00018157868],"domain_scores_gemma":[0.92094654,0.06960757,0.0018147918,0.0018354978,0.00509878,0.00069695676],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.014541433,0.0012740593,0.0013197599,0.0026597981,0.0010697631,0.002552773,0.002053339,0.0018226807,0.008246012],"category_scores_gemma":[0.090347454,0.0013413024,0.0012864867,0.0015464099,0.0034272482,0.0049444865,0.002705645,0.0035469062,0.00053271477],"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":[0.00018400673,0.00006055775,0.0010352585,0.0002272013,0.00011233944,0.0001675819,0.0002019826,0.32529292,0.0017877355,0.63711166,0.003135394,0.030683426],"study_design_scores_gemma":[0.000011665904,0.000020117717,0.00017500267,0.000033058895,0.000018015544,0.000037637426,0.000015037686,0.9180585,0.00050029345,0.08030459,0.00080658874,0.000019450415],"about_ca_topic_score_codex":0.0050971434,"about_ca_topic_score_gemma":0.0033804865,"teacher_disagreement_score":0.014541433,"about_ca_system_score_codex":0.0017289442,"about_ca_system_score_gemma":0.0022549499,"threshold_uncertainty_score":0.07690334},"labels":[],"label_agreement":null},{"id":"W4392006821","doi":"10.2139/ssrn.4734038","title":"Not All Vixs are (Informationally) Equal: Evidence from Affine GARCH Option Pricing Models","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Center for Interuniversity Research and Analysis on Organizations; Western University","funders":"","keywords":"Affine transformation; Autoregressive conditional heteroskedasticity; Valuation of options; Economics; Financial economics; Econometrics; Mathematical economics; Mathematics; Pure mathematics; Volatility (finance)","score_opus":0.06497111461254489,"score_gpt":0.27051550467447527,"score_spread":0.20554439006193037,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392006821","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97269136,0.000833408,0.011361972,0.0018398426,0.000056169345,0.0000156047,0.00033224456,0.0000923838,0.0127771],"genre_scores_gemma":[0.9979233,0.00025383753,0.0008348761,0.00015448575,0.000048152877,0.0000047415992,0.00019503219,0.000018772642,0.000566908],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9965569,0.0010716416,0.0003668206,0.0007464926,0.0008290218,0.00042919515],"domain_scores_gemma":[0.9090681,0.059526384,0.015487721,0.012220918,0.0020485253,0.0016483448],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0073695327,0.00044138337,0.0014359779,0.00089153653,0.001011246,0.005959512,0.0018961998,0.0027172575,0.0101961875],"category_scores_gemma":[0.06233006,0.0007385947,0.00070725934,0.0015868979,0.0027940671,0.00816961,0.002138825,0.0027510526,0.0014803833],"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":[0.009081777,0.0017151923,0.23518838,0.00077915785,0.0017269723,0.0022590198,0.0041924785,0.041427784,0.008554694,0.51106423,0.0076805614,0.17632982],"study_design_scores_gemma":[0.0005857148,0.0007725761,0.0814534,0.00010252149,0.00044128843,0.0015074507,0.00173991,0.063332945,0.004547258,0.8414584,0.0039145495,0.00014402828],"about_ca_topic_score_codex":0.0012013785,"about_ca_topic_score_gemma":0.00060002407,"teacher_disagreement_score":0.0101961875,"about_ca_system_score_codex":0.0004196431,"about_ca_system_score_gemma":0.00045165105,"threshold_uncertainty_score":0.038974285},"labels":[],"label_agreement":null},{"id":"W4392139766","doi":"10.1007/s00291-024-00749-z","title":"Optimal consumption and investment in general affine GARCH models","year":2024,"lang":"en","type":"article","venue":"OR Spectrum","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Homoscedasticity; Autoregressive conditional heteroskedasticity; Consumption (sociology); Heteroscedasticity; Conditional variance; Econometrics; Economics; Variance (accounting); Affine transformation; Gaussian; Mathematics; Computer science; Volatility (finance)","score_opus":0.047938874374722745,"score_gpt":0.2571650337813429,"score_spread":0.20922615940662018,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392139766","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.644576,0.003087755,0.33302486,0.004100244,0.0001521205,0.000037019116,0.00032544884,0.00027590618,0.014420649],"genre_scores_gemma":[0.9845318,0.0009196569,0.0074843164,0.000089590656,0.00008312406,0.000016269834,0.000116090836,0.000047919955,0.006711199],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99940777,0.0003337292,0.000027066028,0.000101269565,0.000048781752,0.00008152525],"domain_scores_gemma":[0.9953172,0.003656472,0.00048357417,0.000177869,0.00016602252,0.00019885723],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00221472,0.0006435234,0.0015599509,0.0006914671,0.00037003652,0.0027703466,0.0009427009,0.0017693663,0.0032697034],"category_scores_gemma":[0.011984134,0.00095844065,0.0008005675,0.0009671767,0.0017607933,0.0041320957,0.0009961212,0.0014459353,0.00018774961],"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":[0.00016006961,0.000084260464,0.0022690857,0.00010653441,0.00009694335,0.00020988447,0.00016566405,0.47431657,0.0008114799,0.512882,0.0013972822,0.007500173],"study_design_scores_gemma":[0.000026254827,0.000020067902,0.000932238,0.000012986922,0.000019925941,0.000022154922,0.000052030686,0.6234919,0.000107521664,0.3750185,0.00027931028,0.000017178872],"about_ca_topic_score_codex":0.0057945163,"about_ca_topic_score_gemma":0.005026279,"teacher_disagreement_score":0.0057945163,"about_ca_system_score_codex":0.0016565637,"about_ca_system_score_gemma":0.0009209566,"threshold_uncertainty_score":0.012019277},"labels":[],"label_agreement":null},{"id":"W4392241784","doi":"10.1142/s2010139224500034","title":"Futures Replication and the Law of One Futures Price","year":2024,"lang":"en","type":"article","venue":"Quarterly Journal of Finance","topic":"Stochastic processes and financial applications","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":"Simon Fraser University","funders":"","keywords":"Futures contract; Spread trade; Forward market; Commodity pool; Cash; Economics; Financial economics; Microeconomics; Finance","score_opus":0.014344798612632022,"score_gpt":0.22497560878747327,"score_spread":0.21063081017484125,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392241784","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.22136731,0.00058634643,0.73840904,0.0013550271,0.00032566738,0.000089934096,0.00010837566,0.00016563149,0.037592717],"genre_scores_gemma":[0.92681485,0.00026239885,0.065750815,0.0001633832,0.00020862342,0.00008964664,0.00007376762,0.000072773306,0.0065637385],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99824286,0.0005495359,0.0000996065,0.00030044644,0.0006944757,0.00011303849],"domain_scores_gemma":[0.9946978,0.002514505,0.00082441274,0.001147572,0.00053564634,0.00028004244],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030360639,0.00029998648,0.00046182898,0.00040903897,0.00059552625,0.00143898,0.0010054369,0.0013973961,0.003673263],"category_scores_gemma":[0.013527121,0.00027371125,0.00082565396,0.00042151604,0.003709474,0.003972721,0.001407398,0.0020350514,0.0004463728],"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":[0.000025981924,0.000015769536,0.00040018605,0.000012053437,0.0000041851076,0.00021588274,0.00008250741,0.009984322,0.0010211511,0.9845376,0.00025638985,0.0034440686],"study_design_scores_gemma":[0.000023390916,0.0000655513,0.0002545416,0.000010131344,0.000005445415,0.0004033762,0.000030973573,0.15253755,0.0013134469,0.84168905,0.0036428834,0.000023722117],"about_ca_topic_score_codex":0.0004769178,"about_ca_topic_score_gemma":0.00020229603,"teacher_disagreement_score":0.003673263,"about_ca_system_score_codex":0.0008432693,"about_ca_system_score_gemma":0.0007624149,"threshold_uncertainty_score":0.016056478},"labels":[],"label_agreement":null},{"id":"W4392473207","doi":"10.3390/appliedmath4010018","title":"Pricing Contingent Claims in a Two-Interest-Rate Multi-Dimensional Jump-Diffusion Model via Market Completion","year":2024,"lang":"en","type":"article","venue":"AppliedMath","topic":"Stochastic processes and financial applications","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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Jump diffusion; Interest rate; Jump; Diffusion; Economics; Financial economics; Econometrics; Mathematical economics; Monetary economics; Physics","score_opus":0.0456421709474429,"score_gpt":0.2627409784738586,"score_spread":0.2170988075264157,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392473207","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2212253,0.00071036414,0.7711369,0.0014925101,0.00008069629,0.000110439265,0.00017572854,0.00016508516,0.0049029314],"genre_scores_gemma":[0.9566472,0.00054421363,0.03419533,0.00012221928,0.000095943185,0.000114244795,0.00015348838,0.000053158055,0.008074227],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9988882,0.00055176276,0.000053618478,0.00018320186,0.00018596785,0.00013731763],"domain_scores_gemma":[0.9958235,0.0025861354,0.0005810129,0.00020809322,0.0003398605,0.00046141617],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004447037,0.0009336278,0.0019077257,0.00085650804,0.00045729085,0.0022513599,0.0017385456,0.0019795303,0.0035710281],"category_scores_gemma":[0.009243042,0.0007513676,0.0014859551,0.0006670674,0.002332812,0.0046923044,0.0020963657,0.002576445,0.00033447111],"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":[0.00015087082,0.00013761097,0.0010492204,0.000105627885,0.00006238723,0.00042725253,0.0002280531,0.38982156,0.0025256856,0.59983957,0.00086912035,0.004783078],"study_design_scores_gemma":[0.000026161522,0.000025447122,0.00012328442,0.0000043021378,0.000005867631,0.000022876051,0.000013197059,0.9455512,0.00011769121,0.053930394,0.00016708545,0.000012468287],"about_ca_topic_score_codex":0.0048737125,"about_ca_topic_score_gemma":0.002076461,"teacher_disagreement_score":0.0048737125,"about_ca_system_score_codex":0.0015049994,"about_ca_system_score_gemma":0.0013218796,"threshold_uncertainty_score":0.023518503},"labels":[],"label_agreement":null},{"id":"W4392507158","doi":"10.1080/0025570x.2024.2312093","title":"On the Basel Problem and the Square of Gregory’s Series","year":2024,"lang":"en","type":"article","venue":"Mathematics Magazine","topic":"Stochastic processes and financial applications","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":"Mathematics; Series (stratigraphy); Square (algebra); Calculus (dental); Mathematical economics; Geometry; Geology","score_opus":0.018577358880253875,"score_gpt":0.20614490908800281,"score_spread":0.18756755020774893,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392507158","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17447066,0.013261122,0.23843382,0.04777818,0.0023253981,0.000076282755,0.00021046781,0.0005542783,0.5228897],"genre_scores_gemma":[0.96317786,0.0014646444,0.007801368,0.0020123646,0.0008674264,0.000041342162,0.000033626202,0.00012548543,0.02447587],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980046,0.0007678168,0.000116526855,0.00036367896,0.00053105113,0.00021635034],"domain_scores_gemma":[0.9945703,0.0025894388,0.00080672005,0.0011113398,0.00062434044,0.00029782733],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005498338,0.000614563,0.0007573434,0.0015866425,0.0019694928,0.0033731705,0.0008520644,0.0026354252,0.011103437],"category_scores_gemma":[0.020497495,0.00028615317,0.0009355404,0.0010607677,0.008550081,0.006481719,0.002635825,0.0043509626,0.001333871],"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":[0.00000848165,0.0000041779426,0.0001786815,0.000009089976,0.0000054589786,0.00007678103,0.000059385555,0.00081796723,0.00010164512,0.9935049,0.0015461656,0.0036873086],"study_design_scores_gemma":[0.0000054954958,0.0000073248793,0.0001807338,0.000027427632,0.0000027496603,0.00006967756,0.000018030072,0.002864742,0.0001568225,0.9913196,0.005336844,0.000010580911],"about_ca_topic_score_codex":0.0013877314,"about_ca_topic_score_gemma":0.0011655572,"teacher_disagreement_score":0.011103437,"about_ca_system_score_codex":0.0019551718,"about_ca_system_score_gemma":0.0011958145,"threshold_uncertainty_score":0.03714472},"labels":[],"label_agreement":null},{"id":"W4392735737","doi":"10.1080/14697688.2024.2423686","title":"A unifying approach for the pricing of debt securities","year":2024,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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":"Université de Sherbrooke; Université du Québec à Montréal","funders":"Fonds de recherche du Québec – Nature et technologies; Natural Sciences and Engineering Research Council of Canada; Université du Québec à Montréal","keywords":"Economics; Financial economics; Debt; Business; Monetary economics; Econometrics; Finance","score_opus":0.06808958447002114,"score_gpt":0.28555296769529476,"score_spread":0.21746338322527362,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392735737","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.001782326,0.00015328686,0.99626476,0.00009980942,0.000040019924,0.000025657931,0.000029872177,0.000031525622,0.0015726378],"genre_scores_gemma":[0.19474182,0.0019289099,0.7918901,0.00020945819,0.0005347819,0.00033955855,0.0002854671,0.00014892578,0.0099209715],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99897194,0.0002461731,0.00007392275,0.00017255616,0.0004585068,0.000076904886],"domain_scores_gemma":[0.9992755,0.00028230928,0.00008873612,0.00012484023,0.00016934382,0.000059253452],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016518869,0.001080257,0.0014334031,0.0012428458,0.00066075433,0.0018999821,0.002368268,0.0019088754,0.004145645],"category_scores_gemma":[0.003561162,0.0006988837,0.002226084,0.0015908759,0.00109666,0.0034031237,0.0016389989,0.0030371044,0.00093840074],"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":[0.000015408637,0.000047086756,0.0003832625,0.00006392175,0.000038378752,0.00012258031,0.00008726059,0.34193537,0.0022149,0.6238197,0.0012179627,0.030054215],"study_design_scores_gemma":[0.0000072811267,0.000012184594,0.00006511804,0.000006696886,0.000006450345,0.000022749235,0.00000486698,0.92818445,0.00020249776,0.07007425,0.0014058817,0.000007555398],"about_ca_topic_score_codex":0.0056605553,"about_ca_topic_score_gemma":0.0035992314,"teacher_disagreement_score":0.0056605553,"about_ca_system_score_codex":0.0016015506,"about_ca_system_score_gemma":0.0021871647,"threshold_uncertainty_score":0},"labels":[],"label_agreement":null},{"id":"W4392764755","doi":"10.1007/s10203-024-00433-5","title":"The power of derivatives in portfolio optimization under affine GARCH models","year":2024,"lang":"en","type":"article","venue":"Decisions in Economics and Finance","topic":"Stochastic processes and financial applications","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":"Affine transformation; Econometrics; Portfolio; Economics; Derivative (finance); Autoregressive conditional heteroskedasticity; Stock (firearms); Heston model; Call option; Valuation of options; Financial economics; Mathematics; Volatility (finance); Stochastic volatility; Geography","score_opus":0.029787935410141568,"score_gpt":0.25057978670764897,"score_spread":0.2207918512975074,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392764755","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32553682,0.0107466,0.6253492,0.0075588883,0.0006333686,0.000038775856,0.00019398193,0.0003775764,0.029564794],"genre_scores_gemma":[0.97945535,0.0027049917,0.011192068,0.0002595507,0.00072122796,0.000017841934,0.00007044585,0.00010602986,0.0054723797],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9974727,0.0015357573,0.00012864625,0.00024903673,0.0004921146,0.0001217045],"domain_scores_gemma":[0.93187696,0.061625805,0.002766979,0.0015771033,0.0012697228,0.0008834556],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0073857913,0.001013375,0.0019067526,0.0018430776,0.0006461466,0.0038616078,0.0013775358,0.0021237067,0.0026420977],"category_scores_gemma":[0.06280953,0.0010809081,0.0010407582,0.0019346008,0.0035716696,0.008973373,0.0019463198,0.0029439041,0.0002706404],"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":[0.00015061494,0.00006676427,0.0024902571,0.00015792201,0.00011857934,0.0003024693,0.00021672384,0.25731218,0.00087637943,0.7163841,0.0014279663,0.020495983],"study_design_scores_gemma":[0.000019036828,0.000020582598,0.000620572,0.000017996808,0.000019046089,0.000043425927,0.000015584983,0.57426363,0.0001460542,0.42452812,0.0002884497,0.000017538183],"about_ca_topic_score_codex":0.002306922,"about_ca_topic_score_gemma":0.0012774245,"teacher_disagreement_score":0.0073857913,"about_ca_system_score_codex":0.0010235996,"about_ca_system_score_gemma":0.00075950153,"threshold_uncertainty_score":0.039060235},"labels":[],"label_agreement":null},{"id":"W4392788355","doi":"10.1080/17442508.2024.2307015","title":"Criteria for what makes a local optional martingale a true martingale","year":2024,"lang":"en","type":"article","venue":"Stochastics","topic":"Stochastic processes and financial applications","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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Martingale pricing; Martingale (probability theory); Doob's martingale inequality; Local martingale; Mathematics; Econometrics; Applied mathematics","score_opus":0.04105569542682345,"score_gpt":0.28036521696957706,"score_spread":0.23930952154275362,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392788355","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.30039817,0.0020572948,0.62251794,0.0074045067,0.0004941846,0.00035789926,0.001213782,0.00052570424,0.06503056],"genre_scores_gemma":[0.91476417,0.00065746997,0.07528044,0.000964346,0.00074139424,0.00041614537,0.0007342695,0.00026979003,0.0061719227],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9888793,0.003043597,0.0013740099,0.0026950573,0.0025430862,0.0014648783],"domain_scores_gemma":[0.8414052,0.114411116,0.010429397,0.00979727,0.015812604,0.008144367],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.023832133,0.0007075115,0.0021339029,0.0028776624,0.0021696214,0.0064502927,0.0023301733,0.0049358374,0.009102753],"category_scores_gemma":[0.10137666,0.0009980762,0.002650202,0.0013919227,0.013240473,0.020535953,0.004953421,0.0057574674,0.0010717671],"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":[0.0001108728,0.0000440237,0.0025218884,0.00015551625,0.00003966142,0.0002852816,0.00036567028,0.00282063,0.0013746325,0.9876744,0.0011123485,0.003495065],"study_design_scores_gemma":[0.000059566522,0.000117150754,0.002537238,0.00015342109,0.000038224836,0.00027087782,0.00045973092,0.020669919,0.002263311,0.9694937,0.0038518414,0.000085070795],"about_ca_topic_score_codex":0.0008488557,"about_ca_topic_score_gemma":0.00085843296,"teacher_disagreement_score":0.023832133,"about_ca_system_score_codex":0.0022637954,"about_ca_system_score_gemma":0.0024950597,"threshold_uncertainty_score":0.12603784},"labels":[],"label_agreement":null},{"id":"W4392872571","doi":"10.1214/24-ejp1105","title":"Central limit theorems for martingales-I: Continuous limits","year":2024,"lang":"en","type":"article","venue":"Electronic Journal of Probability","topic":"Stochastic processes and financial applications","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","keywords":"Mathematics; Limit (mathematics); Central limit theorem; Martingale (probability theory); Pure mathematics; Calculus (dental); Mathematical analysis; Applied mathematics; Statistics","score_opus":0.02277687377850244,"score_gpt":0.2355454004101098,"score_spread":0.21276852663160736,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392872571","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.016724247,0.0022864568,0.9600028,0.0009483266,0.00028037827,0.000095375886,0.00020479818,0.00025271095,0.019204868],"genre_scores_gemma":[0.66645,0.006347827,0.2922085,0.0018154114,0.0014435337,0.002053761,0.0005809532,0.00095450063,0.0281454],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9964856,0.0013656844,0.00021044999,0.0006098342,0.000982519,0.00034585706],"domain_scores_gemma":[0.9763737,0.015406585,0.0016206157,0.0015326622,0.0040383525,0.001028047],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.014331943,0.0014737191,0.001574634,0.0037301625,0.0012004428,0.0039010695,0.0030011854,0.0018178438,0.008411486],"category_scores_gemma":[0.03462161,0.00074195646,0.0028841773,0.0023980823,0.0048661404,0.006833719,0.0040111807,0.0059256065,0.0013576988],"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":[0.00002358462,0.000029694687,0.00033223836,0.0001311176,0.000047006608,0.00008737248,0.00022738229,0.004297678,0.00106361,0.98663294,0.0009658399,0.006161532],"study_design_scores_gemma":[0.00004933524,0.00006134486,0.0006006286,0.00012589572,0.000039430233,0.0002952925,0.00010154959,0.08957745,0.0022425367,0.9000556,0.006807423,0.000043533215],"about_ca_topic_score_codex":0.0013544635,"about_ca_topic_score_gemma":0.0009673145,"teacher_disagreement_score":0.014331943,"about_ca_system_score_codex":0.0030755422,"about_ca_system_score_gemma":0.0026394452,"threshold_uncertainty_score":0.07579541},"labels":[],"label_agreement":null},{"id":"W4392880958","doi":"10.1080/15326349.2024.2327435","title":"A new type of CEV model: properties, comparison, and application to portfolio optimization","year":2024,"lang":"en","type":"article","venue":"Stochastic Models","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Mathematics; Type (biology); Portfolio; Applied mathematics; Mathematical optimization","score_opus":0.0530842622722255,"score_gpt":0.25796975316826126,"score_spread":0.20488549089603575,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4392880958","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.018994689,0.00086394406,0.97202164,0.0007610945,0.00014346844,0.000038337632,0.000118683216,0.0000728234,0.006985282],"genre_scores_gemma":[0.86436766,0.0023690853,0.11478826,0.0006252483,0.00045583144,0.00027408623,0.00044546407,0.00016338677,0.016511023],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99887687,0.00039811822,0.000058568803,0.00022075849,0.00029777837,0.00014790286],"domain_scores_gemma":[0.99796945,0.0010705753,0.0003228641,0.00016244012,0.0002713745,0.00020326795],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018399793,0.0010421263,0.001333452,0.0011968464,0.00054428435,0.0027409263,0.002206243,0.002635489,0.0028460787],"category_scores_gemma":[0.0067907646,0.000508265,0.0016231996,0.0011532689,0.0014237034,0.0036850227,0.0022919243,0.0031818738,0.0003390473],"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":[0.00003277832,0.00004954677,0.0013574158,0.00007650921,0.00007267425,0.00016198885,0.00006775044,0.2942766,0.0015656411,0.69038373,0.0014831634,0.0104721505],"study_design_scores_gemma":[0.000010175489,0.000024416897,0.00017557229,0.000012356818,0.000013236402,0.00011093903,0.000016796876,0.8737244,0.00026602382,0.123544745,0.002081179,0.000020111664],"about_ca_topic_score_codex":0.0016536374,"about_ca_topic_score_gemma":0.00085864286,"teacher_disagreement_score":0.0028460787,"about_ca_system_score_codex":0.001179493,"about_ca_system_score_gemma":0.00095647114,"threshold_uncertainty_score":0.0097308755},"labels":[],"label_agreement":null},{"id":"W4393095114","doi":"10.1111/irfi.12447","title":"The mean–variance (in)efficiency of duration‐based immunization","year":2024,"lang":"en","type":"article","venue":"International Review of Finance","topic":"Stochastic processes and financial applications","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":"Efficient frontier; Duration (music); Econometrics; Variance (accounting); Stylized fact; Inefficiency; Immunization; Discounting; Mathematics; Set (abstract data type); Portfolio; Gaussian; Economics; Statistics; Computer science; Medicine; Microeconomics; Finance","score_opus":0.018271303742313106,"score_gpt":0.26515241462417344,"score_spread":0.24688111088186032,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4393095114","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.66733426,0.0024057871,0.29453495,0.0014958413,0.00005510037,0.00010710578,0.0007708307,0.00018399909,0.033111997],"genre_scores_gemma":[0.9922666,0.00033720667,0.0057208943,0.000057323352,0.000018025314,0.000021593196,0.000092015194,0.000019212457,0.0014671796],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9979989,0.0011101128,0.00010540443,0.0002630495,0.00025448893,0.00026798478],"domain_scores_gemma":[0.9888732,0.006966345,0.0024307908,0.0010397716,0.00047722078,0.00021283141],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0052781235,0.00033202893,0.000677598,0.00061610807,0.00022923139,0.0017150955,0.0008017072,0.00070530747,0.0038135953],"category_scores_gemma":[0.02554253,0.00028289098,0.00043789236,0.000631538,0.0008824293,0.0017714081,0.0008258345,0.0008081633,0.00041536425],"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":[0.00043308086,0.00023445253,0.0921625,0.00033261054,0.0005094187,0.0001721532,0.00048242087,0.3731104,0.006436921,0.3578093,0.0038245688,0.16449215],"study_design_scores_gemma":[0.00008035384,0.0009746029,0.10255969,0.0002234952,0.0002953998,0.0006334795,0.00053152523,0.4856744,0.008137922,0.3883475,0.012447846,0.000093758325],"about_ca_topic_score_codex":0.0019169654,"about_ca_topic_score_gemma":0.0010950962,"teacher_disagreement_score":0.0052781235,"about_ca_system_score_codex":0.0013221948,"about_ca_system_score_gemma":0.00062755065,"threshold_uncertainty_score":0.02791375},"labels":[],"label_agreement":null},{"id":"W4393218206","doi":"10.3390/jrfm17040138","title":"Option Pricing Using a Skew Random Walk Binary Tree","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Skew; Random walk; Random binary tree; Tree (set theory); Mathematics; Binary tree; Binary search tree; Binary number; Combinatorics; Computer science; Statistics; Arithmetic","score_opus":0.016551359331682256,"score_gpt":0.22424094205003117,"score_spread":0.20768958271834892,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4393218206","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.10437157,0.00071658177,0.87854403,0.0016929185,0.00015600216,0.00006141383,0.00028150267,0.00016681041,0.0140091805],"genre_scores_gemma":[0.9048727,0.0009889593,0.076185346,0.0003421287,0.00018933193,0.00012846048,0.0002125444,0.00005953379,0.017021045],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99947673,0.00020264613,0.000022977374,0.00007664253,0.0001534415,0.000067537985],"domain_scores_gemma":[0.99901915,0.00040608924,0.00017292575,0.0000612568,0.0001451226,0.0001954606],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011517265,0.0004984577,0.0010176764,0.00084021944,0.0005580559,0.0017437612,0.0012037818,0.0019331761,0.0043636104],"category_scores_gemma":[0.003171831,0.0004692665,0.00078104786,0.001200417,0.0010694494,0.0031604413,0.0010614435,0.0014661889,0.00066275964],"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":[0.000044280576,0.00006744792,0.0008922298,0.000042645173,0.000018987766,0.00025582395,0.000100682926,0.25250128,0.0016377277,0.73635167,0.0012346624,0.0068526645],"study_design_scores_gemma":[0.000015399306,0.000019233883,0.00011882034,0.0000064552805,0.0000048236966,0.000041575153,0.000007322909,0.901638,0.00007345043,0.09742412,0.0006397202,0.000011048377],"about_ca_topic_score_codex":0.0025987173,"about_ca_topic_score_gemma":0.001801792,"teacher_disagreement_score":0.0043636104,"about_ca_system_score_codex":0.0008124928,"about_ca_system_score_gemma":0.00081564614,"threshold_uncertainty_score":0.014597714},"labels":[],"label_agreement":null},{"id":"W4393254328","doi":"10.1088/1742-5468/ad3196","title":"Universality in coupled stochastic Burgers systems with degenerate flux Jacobian","year":2024,"lang":"en","type":"article","venue":"Journal of Statistical Mechanics Theory and Experiment","topic":"Stochastic processes and financial applications","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":"Universality (dynamical systems); Jacobian matrix and determinant; Degenerate energy levels; Mathematics; Burgers' equation; Mathematical physics; Statistical physics; Mathematical analysis; Pure mathematics; Physics; Applied mathematics; Quantum mechanics","score_opus":0.015539184551282543,"score_gpt":0.23881970017860815,"score_spread":0.22328051562732562,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4393254328","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.92285246,0.0001804503,0.07157649,0.0005730765,0.000039812123,0.000037818987,0.0000655574,0.00019340005,0.004480977],"genre_scores_gemma":[0.99672866,0.00004187682,0.0024750922,0.00003913689,0.000024339612,0.000014694569,0.00002427783,0.000015524642,0.0006363747],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991073,0.000285629,0.00004765871,0.00014822776,0.0002101175,0.00020104332],"domain_scores_gemma":[0.9977864,0.0006284338,0.0006544534,0.00024008438,0.0002646788,0.00042593916],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001636116,0.0005037683,0.00126489,0.0015588788,0.0009474646,0.0017527671,0.0010242688,0.0011989241,0.0013375786],"category_scores_gemma":[0.004793786,0.00057477877,0.0012931156,0.00042972557,0.0033970708,0.0019284235,0.0017454894,0.0008123999,0.000101164165],"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":[0.000117332085,0.00015352089,0.006780688,0.000073253745,0.00016009675,0.0007510997,0.0004955906,0.22174431,0.012248633,0.7545507,0.0007254729,0.0021992393],"study_design_scores_gemma":[0.00002808321,0.000029805806,0.001238722,0.000006830321,0.000016447524,0.00008146057,0.0000582203,0.90350187,0.0005335311,0.09430736,0.00017155817,0.00002625546],"about_ca_topic_score_codex":0.0067335535,"about_ca_topic_score_gemma":0.0026149685,"teacher_disagreement_score":0.0067335535,"about_ca_system_score_codex":0.0014001942,"about_ca_system_score_gemma":0.0012228348,"threshold_uncertainty_score":0.013388753},"labels":[],"label_agreement":null},{"id":"W4393315982","doi":"10.1515/snde-2023-0028","title":"A Simulation and Empirical Study of the Maximum Likelihood Estimator for Stochastic Volatility Jump-Diffusion Models","year":2024,"lang":"en","type":"article","venue":"Studies in Nonlinear Dynamics and Econometrics","topic":"Stochastic processes and financial applications","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":"Université du Québec à Montréal; Simon Fraser University","funders":"Natural Sciences and Engineering Research Council of Canada; Simon Fraser University","keywords":"Estimator; Jump; Econometrics; Stochastic volatility; Maximum likelihood; Jump diffusion; Mathematics; Volatility (finance); Statistical physics; Economics; Statistics; Applied mathematics; Physics","score_opus":0.08826308223351437,"score_gpt":0.33197793338393966,"score_spread":0.2437148511504253,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4393315982","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8377025,0.0006054434,0.15525095,0.0011858157,0.00004128334,0.00011089501,0.00028742696,0.00024333107,0.004572352],"genre_scores_gemma":[0.97491384,0.00008951508,0.024299584,0.000042116953,0.000010374017,0.00006356572,0.00016596242,0.000022783488,0.00039222345],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99812216,0.0013838884,0.00007081593,0.00013818119,0.00019130425,0.00009359513],"domain_scores_gemma":[0.9112471,0.08214853,0.0020639254,0.0020713,0.0020005149,0.0004686215],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008611081,0.0004918632,0.0010372907,0.0013024991,0.0006275349,0.0010166725,0.0011829282,0.0015362654,0.0021132997],"category_scores_gemma":[0.043440674,0.00046275245,0.000711129,0.0010433125,0.0010850328,0.0018301439,0.0010504184,0.0017496479,0.00017695727],"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":[0.00011547774,0.00010150437,0.010254009,0.00005281458,0.00006159024,0.00014510851,0.00010437032,0.96777135,0.00039670212,0.01580577,0.00039492498,0.0047964468],"study_design_scores_gemma":[0.000021296617,0.000030729952,0.00054936117,0.000009619095,0.000006406782,0.000019266898,0.000017005897,0.9968155,0.00018014963,0.0022519187,0.000089948066,0.000008848378],"about_ca_topic_score_codex":0.00796589,"about_ca_topic_score_gemma":0.004696123,"teacher_disagreement_score":0.008611081,"about_ca_system_score_codex":0.0009427421,"about_ca_system_score_gemma":0.00072663365,"threshold_uncertainty_score":0.045540333},"labels":[],"label_agreement":null},{"id":"W4393321333","doi":"10.1016/j.jmaa.2024.128362","title":"Existence of weak solutions to stochastic heat equations driven by truncated α-stable white noises with non-Lipschitz coefficients","year":2024,"lang":"en","type":"article","venue":"Journal of Mathematical Analysis and Applications","topic":"Stochastic processes and financial applications","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":"Concordia University","funders":"Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Mathematics; Lipschitz continuity; Heat equation; White noise; Mathematical analysis; Applied mathematics; Statistics","score_opus":0.020405656297559912,"score_gpt":0.24023761774057986,"score_spread":0.21983196144301995,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4393321333","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5578699,0.001179767,0.42222613,0.0028891743,0.0004873622,0.00014152944,0.00023291551,0.0001694561,0.014803903],"genre_scores_gemma":[0.972451,0.00061766413,0.012561978,0.00025215637,0.00016068852,0.00013633478,0.00016245371,0.00007507842,0.01358273],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995365,0.00017013845,0.000034455104,0.00008401574,0.00008432221,0.000090579684],"domain_scores_gemma":[0.99475867,0.0026837394,0.000918429,0.00013181903,0.0009935463,0.00051384553],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017484922,0.0014252261,0.0012780683,0.0015893566,0.0007856993,0.0022908617,0.0012255686,0.0019892373,0.0024242268],"category_scores_gemma":[0.010706488,0.00075880124,0.0014749265,0.0005866116,0.003148886,0.0022547792,0.0027574243,0.0022736238,0.00021564902],"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":[0.0004385519,0.00015602566,0.0029840164,0.00043590227,0.0002431015,0.0008023463,0.00063247187,0.173838,0.036302697,0.7747365,0.0019833522,0.0074469764],"study_design_scores_gemma":[0.000084575186,0.00015472548,0.0012380063,0.000052703577,0.000043425483,0.00021374488,0.00025552823,0.83649844,0.0031876136,0.1573459,0.0008518854,0.00007340981],"about_ca_topic_score_codex":0.0019278758,"about_ca_topic_score_gemma":0.001079503,"teacher_disagreement_score":0.0024242268,"about_ca_system_score_codex":0.0013405553,"about_ca_system_score_gemma":0.0016537249,"threshold_uncertainty_score":0.009726465},"labels":[],"label_agreement":null},{"id":"W4393902444","doi":"10.1007/s10959-024-01326-4","title":"Exact Modulus of Continuities for $$\\Lambda $$-Fleming–Viot Processes with Brownian Spatial Motion","year":2024,"lang":"en","type":"article","venue":"Journal of Theoretical Probability","topic":"Stochastic processes and financial applications","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":"Concordia University","funders":"Natural Science Foundation of Hebei Province; Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Mathematics; Brownian motion; Lambda; Brownian excursion; Modulus of continuity; Mathematical analysis; Diffusion process; Pure mathematics; Fractional Brownian motion; Geometric Brownian motion; Statistical physics; Type (biology); Statistics","score_opus":0.017686467265561046,"score_gpt":0.23037500447117076,"score_spread":0.2126885372056097,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4393902444","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.42880487,0.0027352232,0.4908871,0.0075876187,0.00093396695,0.00012386387,0.0003921892,0.00059232244,0.06794281],"genre_scores_gemma":[0.9315036,0.0013578839,0.03286343,0.00062212284,0.00065538916,0.00014526246,0.00024112305,0.00031025783,0.032301024],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99922776,0.00023126784,0.00005008873,0.00017230806,0.00017740867,0.00014130649],"domain_scores_gemma":[0.9943791,0.0027512994,0.0007236513,0.00031230328,0.00065911515,0.0011744788],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004054384,0.001663267,0.0013700338,0.004313414,0.0015611753,0.0035538191,0.002839439,0.0030648222,0.013842556],"category_scores_gemma":[0.016079547,0.0009854373,0.0015855612,0.0013356394,0.0049010967,0.010756351,0.004093132,0.0049130325,0.0011633908],"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":[0.000026522994,0.000017911456,0.00014659231,0.000032532156,0.00001002198,0.00009030412,0.00012945144,0.0015726731,0.00075551466,0.9951946,0.00040085995,0.0016230617],"study_design_scores_gemma":[0.000022301985,0.000019247418,0.00037006303,0.000033914454,0.000010061299,0.00021678781,0.000078751415,0.047057886,0.00046095715,0.9507302,0.00095953094,0.000040299652],"about_ca_topic_score_codex":0.001298512,"about_ca_topic_score_gemma":0.0008782332,"teacher_disagreement_score":0.013842556,"about_ca_system_score_codex":0.0023389426,"about_ca_system_score_gemma":0.0011778679,"threshold_uncertainty_score":0.04630798},"labels":[],"label_agreement":null},{"id":"W4393945103","doi":"10.1016/j.cam.2024.115902","title":"Numerical method for singular drift stochastic differential equation driven by fractional Brownian motion","year":2024,"lang":"en","type":"article","venue":"Journal of Computational and Applied Mathematics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"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 Alberta","funders":"Fundamental Research Funds for the Central Universities; National University's Basic Research Foundation of China; China Scholarship Council; Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Mathematics; Fractional Brownian motion; Stochastic differential equation; Rate of convergence; Mathematical analysis; Hurst exponent; Brownian motion; Geometric Brownian motion; Euler method; Numerical analysis; Applied mathematics; Euler's formula; Diffusion process; Statistics","score_opus":0.025723310728191,"score_gpt":0.26408572367788036,"score_spread":0.23836241294968935,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4393945103","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.022815993,0.00057811546,0.9707626,0.00043118402,0.0004016299,0.00008406859,0.00005687497,0.00016370724,0.0047059073],"genre_scores_gemma":[0.5938863,0.00081174046,0.38885444,0.00038431177,0.00030264215,0.00045002127,0.00020756201,0.00018902196,0.014913939],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997242,0.000098130055,0.000022668686,0.000041457624,0.00008377075,0.000029801717],"domain_scores_gemma":[0.9989741,0.0004931398,0.000089606896,0.00006120457,0.000277279,0.00010475548],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00107039,0.0005595328,0.0012452791,0.00080625794,0.0007755935,0.00102337,0.0015237384,0.0020463052,0.00385079],"category_scores_gemma":[0.0028466173,0.00038210663,0.0009140779,0.00055887934,0.0010779554,0.0009727834,0.001641247,0.001488646,0.00044025615],"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":[0.00017574459,0.0001732529,0.001931055,0.0003139728,0.0001226393,0.00035723174,0.0001886664,0.85931313,0.00938049,0.085387565,0.0015855405,0.04107076],"study_design_scores_gemma":[0.000008175539,0.000010556681,0.000034619272,0.0000055172577,0.0000033594577,0.000015076089,0.000005212015,0.99744666,0.000145342,0.0020103971,0.0003108935,0.0000042489114],"about_ca_topic_score_codex":0.0065207104,"about_ca_topic_score_gemma":0.0037572372,"teacher_disagreement_score":0.0065207104,"about_ca_system_score_codex":0.0006625108,"about_ca_system_score_gemma":0.0015989259,"threshold_uncertainty_score":0.0129655},"labels":[],"label_agreement":null},{"id":"W4394988735","doi":"10.1007/s00521-024-09740-9","title":"A fast and enhanced shallow learning framework for solving free boundary options pricing problems","year":2024,"lang":"en","type":"article","venue":"Neural Computing and Applications","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Convexity; Computer science; Nonlinear system; Boundary (topology); Mathematical optimization; Valuation of options; Generalization; Local volatility; Artificial neural network; Computational Science and Engineering; Volatility (finance); Applied mathematics; Implied volatility; Mathematics; Econometrics; Artificial intelligence; Machine learning; Economics; Mathematical analysis; Financial economics","score_opus":0.02171002914795478,"score_gpt":0.25487846033714207,"score_spread":0.2331684311891873,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4394988735","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0114213545,0.00027337472,0.98568964,0.00023109348,0.00006772141,0.000030816165,0.0001082021,0.00067072053,0.0015070237],"genre_scores_gemma":[0.35084873,0.00042170598,0.6366639,0.0005274752,0.00016918319,0.00022999872,0.0007075084,0.00046844708,0.009962997],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99973196,0.0000709637,0.000017453473,0.00004366838,0.00009100127,0.00004492902],"domain_scores_gemma":[0.9993937,0.00029771545,0.00003192,0.00006166169,0.00014174772,0.00007320406],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00080477615,0.00076053507,0.0010312063,0.00041614485,0.00041480598,0.0009803313,0.00217074,0.0017633833,0.0052260444],"category_scores_gemma":[0.002525033,0.0006596712,0.0007433482,0.0005176372,0.0006399869,0.0017573511,0.0022065907,0.0025438548,0.0012516177],"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":[0.00020764965,0.00014551159,0.00055151066,0.00013978826,0.00009006381,0.00017554022,0.00007751808,0.7472452,0.0072968355,0.05404321,0.0070034587,0.1830238],"study_design_scores_gemma":[0.0000052701685,0.0000067606516,0.000017297234,0.0000022653076,0.0000023635087,0.0000042271663,0.0000016134968,0.9945779,0.00017750075,0.005010348,0.00019230976,0.0000021061574],"about_ca_topic_score_codex":0.00810683,"about_ca_topic_score_gemma":0.013542523,"teacher_disagreement_score":0.00810683,"about_ca_system_score_codex":0.0005221713,"about_ca_system_score_gemma":0.0015078426,"threshold_uncertainty_score":0.017482877},"labels":[],"label_agreement":null},{"id":"W4395033808","doi":"10.3390/math12091273","title":"The Optimal Stopping Problem under a Random Horizon","year":2024,"lang":"en","type":"article","venue":"Mathematics","topic":"Stochastic processes and financial applications","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":"University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada; University of Alberta","keywords":"Optimal stopping; Stopping time; Observable; Time horizon; Filtration (mathematics); Stochastic process; Discrete time and continuous time; Mathematics; Process (computing); Optional stopping theorem; Mathematical optimization; Stochastic control; Optimal control; Mathematical economics; Computer science; Statistics; Physics","score_opus":0.028082056704949072,"score_gpt":0.2346692236468347,"score_spread":0.20658716694188564,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4395033808","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1719805,0.0015843748,0.8035825,0.0056637516,0.00020535581,0.00018875174,0.0005146783,0.00022026715,0.01605982],"genre_scores_gemma":[0.89097697,0.0012236167,0.090737976,0.00047247583,0.0002669704,0.00037729836,0.0004943986,0.00012058319,0.015329651],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9965663,0.0015370332,0.00021566039,0.0008795236,0.00036683216,0.00043460398],"domain_scores_gemma":[0.98977965,0.0075320895,0.0010325843,0.0003589059,0.00052251836,0.0007743766],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0067286887,0.0010795693,0.0018435208,0.0009888263,0.0007170055,0.0023353891,0.0014324044,0.0028499258,0.0038753818],"category_scores_gemma":[0.016595932,0.00071800686,0.0011509018,0.0007109922,0.0025360242,0.004015992,0.0015559499,0.002482259,0.00034492766],"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":[0.00024507422,0.0001222519,0.0013705313,0.00021793258,0.00009980993,0.00028337454,0.00031634638,0.14666872,0.0013754205,0.82884353,0.0016334996,0.018823551],"study_design_scores_gemma":[0.0000971216,0.00019118696,0.00051556574,0.00008486541,0.000035784044,0.000070460716,0.00007973767,0.4214568,0.00084229367,0.5745832,0.002002225,0.000040757564],"about_ca_topic_score_codex":0.0020875828,"about_ca_topic_score_gemma":0.0010509118,"teacher_disagreement_score":0.0067286887,"about_ca_system_score_codex":0.0023235825,"about_ca_system_score_gemma":0.0028433194,"threshold_uncertainty_score":0.035585165},"labels":[],"label_agreement":null},{"id":"W4395461424","doi":"10.2139/ssrn.4806746","title":"Do Jumps Matter in Discrete-Time Portfolio Optimization?","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Portfolio; Discrete time and continuous time; Portfolio optimization; Economics; Computer science; Econometrics; Statistical physics; Mathematics; Physics; Financial economics; Statistics","score_opus":0.00915757136013656,"score_gpt":0.22692820300732544,"score_spread":0.21777063164718888,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4395461424","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6942778,0.015287848,0.22573027,0.042059746,0.0015494339,0.000041888576,0.0003801874,0.00043125934,0.020241624],"genre_scores_gemma":[0.98779804,0.0023163473,0.003546616,0.00072796375,0.0005715984,0.00001648828,0.0000975813,0.00008282194,0.004842708],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99926454,0.00030781506,0.000048633097,0.00017125887,0.00009922144,0.00010850471],"domain_scores_gemma":[0.9734987,0.022045897,0.0019743564,0.0008205028,0.0006010683,0.001059484],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003488571,0.00053679314,0.0017566227,0.00073722936,0.00060828344,0.0033299145,0.0016218927,0.0049491012,0.0077078477],"category_scores_gemma":[0.03966408,0.00071901205,0.0007843729,0.0008237621,0.0019700308,0.008350596,0.0010030227,0.0032870236,0.00040831842],"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":[0.0004973014,0.0002722675,0.014849836,0.00048423285,0.0003599759,0.0005049632,0.00026157103,0.10753923,0.0013636816,0.8235489,0.0076849735,0.042633038],"study_design_scores_gemma":[0.00007097218,0.00004686905,0.0027034306,0.000050299266,0.00005956337,0.00006453979,0.000086806125,0.26156172,0.00020077596,0.73447776,0.00064726465,0.000030041165],"about_ca_topic_score_codex":0.0014913327,"about_ca_topic_score_gemma":0.0010412857,"teacher_disagreement_score":0.0077078477,"about_ca_system_score_codex":0.0005946618,"about_ca_system_score_gemma":0.0005388747,"threshold_uncertainty_score":0.025785267},"labels":[],"label_agreement":null},{"id":"W4396509678","doi":"10.2139/ssrn.4810132","title":"On the relation between discrete and continuous-time affine option pricing models","year":2024,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Simon Fraser University; University of Calgary; Université de Montréal","funders":"","keywords":"Relation (database); Affine transformation; Econometrics; Mathematical economics; Mathematics; Valuation of options; Discrete time and continuous time; Economics; Applied mathematics; Computer science; Statistics; Geometry; Data mining","score_opus":0.014100588311510712,"score_gpt":0.21299009138463423,"score_spread":0.19888950307312353,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4396509678","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.23199809,0.008713571,0.7080586,0.007999383,0.00060517405,0.00006368258,0.0004239748,0.00021330963,0.04192416],"genre_scores_gemma":[0.9629122,0.003259738,0.022925261,0.00050702743,0.00075254845,0.00005765025,0.00030287364,0.000072522664,0.009210147],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983405,0.00081353926,0.000110542875,0.00028172953,0.00032484037,0.00012888202],"domain_scores_gemma":[0.9672954,0.027820872,0.0020954069,0.00096339674,0.00097430835,0.00085070037],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0040821065,0.00073764083,0.0012921792,0.0015430233,0.0009739019,0.0048149684,0.0020408758,0.002908383,0.0066393325],"category_scores_gemma":[0.028512502,0.00071798975,0.0012035668,0.0023511057,0.0037893273,0.007810973,0.002679177,0.0056542326,0.00049944053],"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":[0.000028447106,0.0000378044,0.0006099773,0.0000458946,0.000018928562,0.000073819894,0.000121238205,0.018076686,0.00022212416,0.9770031,0.00041525593,0.0033466006],"study_design_scores_gemma":[0.000013338332,0.000017372558,0.00038505252,0.000019710296,0.000010265628,0.00004731845,0.000027688822,0.18551967,0.000045766665,0.8134738,0.000424417,0.000015579999],"about_ca_topic_score_codex":0.0026896617,"about_ca_topic_score_gemma":0.001746314,"teacher_disagreement_score":0.0066393325,"about_ca_system_score_codex":0.0013726209,"about_ca_system_score_gemma":0.001120475,"threshold_uncertainty_score":0.022210777},"labels":[],"label_agreement":null},{"id":"W4396712200","doi":"10.2139/ssrn.4819165","title":"On the Relation between Discrete and Continuous-Time Affine Option Pricing Models","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Calgary; Simon Fraser University; Université de Montréal","funders":"","keywords":"Relation (database); Affine transformation; Discrete time and continuous time; Valuation of options; Mathematical economics; Mathematics; Economics; Computer science; Econometrics; Statistics; Pure mathematics; Data mining","score_opus":0.01753227337836881,"score_gpt":0.22142018009618167,"score_spread":0.20388790671781287,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4396712200","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.24069937,0.008261851,0.7030431,0.007862723,0.0006002882,0.00006563094,0.0004914403,0.00021512252,0.03876045],"genre_scores_gemma":[0.9598298,0.0032729672,0.025430614,0.0005451419,0.0008040357,0.00006813693,0.0003644369,0.000086307795,0.009598512],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99821585,0.00086929393,0.00011765871,0.00031536087,0.00035213976,0.00012962247],"domain_scores_gemma":[0.9695182,0.025583997,0.0020357333,0.0010112451,0.00096768717,0.0008831111],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004101581,0.0007729351,0.0013168927,0.0016668529,0.0009434786,0.004871084,0.0020552042,0.0030979512,0.0068222913],"category_scores_gemma":[0.028410107,0.0007467627,0.0012481516,0.002334617,0.0036666812,0.008103019,0.002777176,0.005740835,0.00052274525],"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":[0.00003093936,0.000040343723,0.000622204,0.000049548013,0.000020287047,0.00007214138,0.000117879325,0.015731994,0.0002484828,0.97913295,0.0004449661,0.003488317],"study_design_scores_gemma":[0.000013595904,0.000016428407,0.00036128817,0.000019565932,0.000010010852,0.000046233286,0.0000252004,0.1645432,0.000051248106,0.8344818,0.00041676124,0.000014741336],"about_ca_topic_score_codex":0.0022838134,"about_ca_topic_score_gemma":0.0014496158,"teacher_disagreement_score":0.0068222913,"about_ca_system_score_codex":0.001357199,"about_ca_system_score_gemma":0.001079557,"threshold_uncertainty_score":0.022822857},"labels":[],"label_agreement":null},{"id":"W4396835479","doi":"10.1016/j.aml.2024.109143","title":"Modified least squares estimators for Ornstein–Uhlenbeck processes from low-frequency observations","year":2024,"lang":"en","type":"article","venue":"Applied Mathematics Letters","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Mathematics; Estimator; Applied mathematics; Consistency (knowledge bases); Asymptotic distribution; Ergodic theory; Least-squares function approximation; Strong consistency; Ornstein–Uhlenbeck process; Statistics; Mathematical analysis; Stochastic process; Discrete mathematics","score_opus":0.045316253233618785,"score_gpt":0.23020281568054557,"score_spread":0.18488656244692678,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4396835479","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.008241913,0.00015223646,0.9911746,0.0000525057,0.000031627766,0.000010614291,0.000040509967,0.00011088955,0.00018515067],"genre_scores_gemma":[0.27134398,0.0008328215,0.72168416,0.00013932597,0.00022835766,0.00020952757,0.0008552986,0.00025218236,0.0044543194],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99868625,0.00058143894,0.000085334126,0.00027099505,0.00030148966,0.00007449387],"domain_scores_gemma":[0.9937354,0.004057648,0.00069099513,0.0007966537,0.0006222412,0.00009702599],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028167886,0.00083873316,0.0009978433,0.0008382266,0.00030119382,0.0014230262,0.0016058558,0.001600533,0.0015521595],"category_scores_gemma":[0.019815532,0.000757921,0.0008193791,0.0009991579,0.0007229559,0.002588084,0.0012699432,0.0017595314,0.0008832213],"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":[0.00037252053,0.000183847,0.0036917753,0.00045883603,0.00042654024,0.00014327581,0.00023614382,0.5491033,0.020952797,0.10299254,0.0023576054,0.3190808],"study_design_scores_gemma":[0.000016500939,0.000021209196,0.0008927349,0.000017561306,0.000017558123,0.0000350848,0.000009021174,0.9710035,0.0021914528,0.02491655,0.00085215183,0.000026709595],"about_ca_topic_score_codex":0.0013805565,"about_ca_topic_score_gemma":0.0017770604,"teacher_disagreement_score":0.0028167886,"about_ca_system_score_codex":0.0005640521,"about_ca_system_score_gemma":0.0011667645,"threshold_uncertainty_score":0.01489675},"labels":[],"label_agreement":null},{"id":"W4396964917","doi":"10.1137/22m1534055","title":"Nash Equilibria for Exchangeable Team-Against-Team Games, Their Mean-Field Limit, and the Role of Common Randomness","year":2024,"lang":"en","type":"article","venue":"SIAM Journal on Control and Optimization","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Queen's University; Royal Military College of Canada","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Randomness; Mathematics; Limit (mathematics); Mathematical economics; Nash equilibrium; Mean field theory; Field (mathematics); Combinatorics; Mathematical optimization; Statistics; Pure mathematics; Mathematical analysis","score_opus":0.009835540891625994,"score_gpt":0.20624147631910103,"score_spread":0.19640593542747503,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4396964917","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.45246226,0.0017182641,0.47432122,0.006379296,0.0002711674,0.00021369665,0.00041987712,0.00033918285,0.06387496],"genre_scores_gemma":[0.95978016,0.0008996166,0.020245949,0.00043514586,0.00019947487,0.00029646733,0.00016293324,0.00009641394,0.01788389],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99818987,0.00086362846,0.000082091385,0.00024485998,0.0002988602,0.0003206464],"domain_scores_gemma":[0.986985,0.009049597,0.0014358347,0.00042720145,0.0007769673,0.0013253553],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0042570946,0.0011488484,0.0018389163,0.0024265228,0.0020102398,0.0042901384,0.0031307882,0.0035194764,0.007255201],"category_scores_gemma":[0.01817503,0.0009263787,0.0017608233,0.0012356085,0.0047470806,0.006754974,0.0031191602,0.0031460344,0.0005937446],"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":[0.000045761608,0.000058366943,0.00020421785,0.000042158088,0.000029126155,0.00006622342,0.0001389767,0.024781415,0.00031390315,0.97189844,0.0010726615,0.0013486479],"study_design_scores_gemma":[0.000049688162,0.000020727357,0.00013693134,0.000020388637,0.000011072337,0.000033110788,0.000068156,0.17079772,0.00008786762,0.8283515,0.00040011038,0.000022759945],"about_ca_topic_score_codex":0.0043708486,"about_ca_topic_score_gemma":0.003937086,"teacher_disagreement_score":0.007255201,"about_ca_system_score_codex":0.0030654182,"about_ca_system_score_gemma":0.00201495,"threshold_uncertainty_score":0.024271071},"labels":[],"label_agreement":null},{"id":"W4398144166","doi":"10.1007/s00245-024-10138-1","title":"Actor-Critic Reinforcement Learning Algorithms for Mean Field Games in Continuous Time, State and Action Spaces","year":2024,"lang":"en","type":"article","venue":"Applied Mathematics & Optimization","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Reinforcement learning; Action (physics); Field (mathematics); State (computer science); Reinforcement; Computer science; Mathematics; Artificial intelligence; Algorithm; Psychology; Social psychology; Physics; Pure mathematics","score_opus":0.021153782425481923,"score_gpt":0.24757676984778268,"score_spread":0.22642298742230077,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4398144166","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023280751,0.0005057761,0.9711311,0.00058160763,0.00010296566,0.00007651839,0.000051771618,0.00023013481,0.0040393407],"genre_scores_gemma":[0.8505577,0.0004413985,0.13931364,0.00038099097,0.00012837646,0.00042029805,0.00020136219,0.00015937007,0.008396888],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989807,0.000504341,0.000048421003,0.00017892475,0.00014072523,0.00014683545],"domain_scores_gemma":[0.9916909,0.0069942777,0.00035308482,0.00013882322,0.00047104293,0.00035176432],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0037030424,0.0015672834,0.0027439909,0.0008750753,0.0006169169,0.0014246053,0.0022857136,0.0028632665,0.0029801459],"category_scores_gemma":[0.01046085,0.0010181852,0.0008173886,0.0006870895,0.0019281298,0.0015917562,0.002186373,0.0029984303,0.00046025476],"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":[0.00007049329,0.00004303817,0.00029301562,0.00003744831,0.000037211925,0.000025577163,0.000035176014,0.9797794,0.0001399658,0.011448942,0.0005659892,0.0075237146],"study_design_scores_gemma":[0.000013637931,0.000011051076,0.000017666658,0.0000038552676,0.0000031464433,0.0000023394045,0.00000274384,0.99592113,0.000026442987,0.003932895,0.00006274573,0.0000022829208],"about_ca_topic_score_codex":0.010580672,"about_ca_topic_score_gemma":0.008884819,"teacher_disagreement_score":0.010580672,"about_ca_system_score_codex":0.0022283578,"about_ca_system_score_gemma":0.0024921563,"threshold_uncertainty_score":0.021038175},"labels":[],"label_agreement":null},{"id":"W4398231138","doi":"10.2139/ssrn.4839308","title":"The Shifted GARCH Model with Affine Variance: Applications in Pricing","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Western University","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Affine transformation; Econometrics; Variance (accounting); Economics; Mathematics; Financial economics; Computer science; Volatility (finance); Pure mathematics; Accounting","score_opus":0.014496954612144201,"score_gpt":0.23409731719013605,"score_spread":0.21960036257799184,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4398231138","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.029476622,0.008790108,0.95198315,0.002203266,0.000596825,0.000020787676,0.0001726915,0.00037815515,0.00637836],"genre_scores_gemma":[0.7876991,0.02093408,0.16274066,0.00075815036,0.0047628693,0.000102577,0.0004993136,0.0004529541,0.022050258],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990495,0.00047469005,0.000051146686,0.00015987661,0.00020526019,0.000059699552],"domain_scores_gemma":[0.9955918,0.0030700956,0.00038766398,0.00035249896,0.0003821269,0.00021571678],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026186535,0.0012666718,0.0019178304,0.0014570943,0.00057924364,0.0032235917,0.0016000301,0.0032590432,0.0039910083],"category_scores_gemma":[0.013080717,0.0009711217,0.0016179302,0.0042369617,0.0016834827,0.0041151866,0.0016320725,0.0030114083,0.0008563024],"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":[0.000050169605,0.00007271176,0.0010941838,0.00016197049,0.00009561829,0.00030606563,0.00011972489,0.19492102,0.0010786357,0.7622498,0.0033610228,0.036489166],"study_design_scores_gemma":[0.000016314803,0.000017649627,0.00029012145,0.000017309969,0.000022715218,0.00007487173,0.000017422988,0.51114076,0.00015687828,0.4862533,0.0019648701,0.00002776258],"about_ca_topic_score_codex":0.002436852,"about_ca_topic_score_gemma":0.0013362037,"teacher_disagreement_score":0.0039910083,"about_ca_system_score_codex":0.0010184713,"about_ca_system_score_gemma":0.0010585765,"threshold_uncertainty_score":0.01384896},"labels":[],"label_agreement":null},{"id":"W4398244985","doi":"10.2139/ssrn.4839092","title":"Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems","year":2024,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Class (philosophy); Algorithm; Deep learning; Computer science; Optimal stopping; Artificial intelligence; Mathematical optimization; Mathematics","score_opus":0.021961012482986375,"score_gpt":0.2729373097471289,"score_spread":0.2509762972641425,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4398244985","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0024237416,0.00038091443,0.9958104,0.00019280163,0.000055874327,0.000024510247,0.00003380276,0.00016154471,0.00091647345],"genre_scores_gemma":[0.21724007,0.0016231213,0.76193726,0.0006215112,0.00035847968,0.0005804752,0.0004887159,0.00075623335,0.016394036],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990711,0.00041055726,0.00005601982,0.0001000797,0.00027746384,0.000084724335],"domain_scores_gemma":[0.99606425,0.0025576968,0.00035784976,0.0002367513,0.0005091827,0.0002742173],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030779834,0.001547892,0.0017548994,0.0010104693,0.00052751385,0.0015558774,0.002256213,0.0025401337,0.0037822544],"category_scores_gemma":[0.01005383,0.0009183314,0.00090301863,0.0013123339,0.0012857224,0.001894684,0.002351938,0.004408581,0.0008911798],"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":[0.00014732842,0.00014500918,0.0009302381,0.0002953716,0.000116934476,0.00008478412,0.00009030259,0.6857528,0.002143487,0.14702056,0.008680842,0.15459237],"study_design_scores_gemma":[0.000010792868,0.00001574962,0.000041894895,0.000014705973,0.0000043703553,0.0000108482,0.000002804217,0.97731084,0.0002403243,0.021489039,0.0008530704,0.0000055380187],"about_ca_topic_score_codex":0.0026524565,"about_ca_topic_score_gemma":0.0044136946,"teacher_disagreement_score":0.0037822544,"about_ca_system_score_codex":0.0010350745,"about_ca_system_score_gemma":0.002103366,"threshold_uncertainty_score":0.016278148},"labels":[],"label_agreement":null},{"id":"W4399261744","doi":"10.1609/socs.v17i1.31552","title":"The Bench Transition System and Stochastic Exploration","year":2024,"lang":"en","type":"article","venue":"Proceedings of the International Symposium on Combinatorial Search","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Transition (genetics); Computer science; Chemistry","score_opus":0.02001600689470291,"score_gpt":0.2319384954794397,"score_spread":0.2119224885847368,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4399261744","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.100585744,0.00049806206,0.8903554,0.00052833924,0.00006055711,0.000095355696,0.00045043594,0.00083397527,0.006592199],"genre_scores_gemma":[0.8253379,0.00030843058,0.16882828,0.00017842211,0.000047505167,0.00021740896,0.00064863445,0.0001562036,0.0042772577],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99802774,0.00080212316,0.00013093701,0.0004176536,0.0003623336,0.00025914478],"domain_scores_gemma":[0.9903032,0.00626049,0.0010897864,0.0011445166,0.00070268486,0.00049940974],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002743438,0.00061235786,0.000932791,0.0014167448,0.00084602466,0.0020696633,0.00139744,0.0013880373,0.0068590958],"category_scores_gemma":[0.016724076,0.000558096,0.0012525844,0.0014364417,0.0027012057,0.0038504605,0.00236833,0.0020494617,0.0005971082],"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":[0.00021085158,0.00006159068,0.0036541878,0.00016832154,0.00007360679,0.00018438858,0.00025953882,0.5873339,0.002064234,0.37406352,0.0016154192,0.030310458],"study_design_scores_gemma":[0.000029382321,0.00012404796,0.00057412346,0.000029929823,0.00001917863,0.00008067908,0.00005939945,0.77269846,0.0010119439,0.22333121,0.0020094623,0.0000321173],"about_ca_topic_score_codex":0.0049496293,"about_ca_topic_score_gemma":0.0039323694,"teacher_disagreement_score":0.0068590958,"about_ca_system_score_codex":0.0017528514,"about_ca_system_score_gemma":0.0018440024,"threshold_uncertainty_score":0.02294594},"labels":[],"label_agreement":null},{"id":"W4399289388","doi":"10.7202/1107525ar","title":"DYNAMIC OPTIMAL FUTURES HEDGINGWITH JUMP RISK AND STOCHASTIC INTEREST RATES","year":2002,"lang":"en","type":"article","venue":"Assurances :","topic":"Stochastic processes and financial applications","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; National Bank of Canada","funders":"","keywords":"Futures contract; Jump; Economics; Interest rate; Econometrics; Financial economics; Mathematics; Monetary economics; Physics","score_opus":0.02269889010870766,"score_gpt":0.22478811159104564,"score_spread":0.202089221482338,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4399289388","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.29113856,0.0057099783,0.68726355,0.0031911132,0.00063079555,0.0000659542,0.00039075734,0.00014567164,0.011463565],"genre_scores_gemma":[0.97078055,0.0016586361,0.018977027,0.00006313808,0.00016076611,0.000032923155,0.00024163078,0.00003825554,0.008047104],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99933475,0.0002632537,0.000044113465,0.00011876415,0.00015439252,0.00008474346],"domain_scores_gemma":[0.9982279,0.0011050674,0.00026396185,0.000087783825,0.00017911229,0.00013622078],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022365502,0.0007809526,0.0010951807,0.00049898395,0.00032289024,0.0021361336,0.0008834633,0.0015140055,0.0033814749],"category_scores_gemma":[0.00815112,0.00080711703,0.00095570507,0.00060356467,0.0009851162,0.0035552615,0.0011918963,0.0015832908,0.00018596475],"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":[0.0004103928,0.00012907981,0.0026308433,0.00015764427,0.00014129403,0.0004388094,0.00009033043,0.64989406,0.0034011195,0.30594265,0.0028557207,0.033908043],"study_design_scores_gemma":[0.000036044195,0.000056475248,0.0007702764,0.00001317246,0.000029915533,0.000045580604,0.00001693868,0.91392034,0.00057080854,0.08359109,0.00092519104,0.00002415664],"about_ca_topic_score_codex":0.0025196236,"about_ca_topic_score_gemma":0.0014971445,"teacher_disagreement_score":0.0033814749,"about_ca_system_score_codex":0.001230629,"about_ca_system_score_gemma":0.00095422927,"threshold_uncertainty_score":0.0118281245},"labels":[],"label_agreement":null},{"id":"W4399296797","doi":"10.1111/mafi.12440","title":"Long‐term risk with stochastic interest rates","year":2024,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","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 Laval","funders":"","keywords":"Term (time); Interest rate; Economics; Econometrics; Actuarial science; Financial economics; Monetary economics; Physics","score_opus":0.0325316981151274,"score_gpt":0.25135304418015975,"score_spread":0.21882134606503234,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4399296797","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.20350486,0.0021407763,0.7691758,0.003169871,0.00044521672,0.000039953127,0.00016350423,0.00020752595,0.02115243],"genre_scores_gemma":[0.9836932,0.00072265184,0.00931635,0.00011988262,0.0002268246,0.000020091644,0.00006529876,0.000033739074,0.0058019655],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990627,0.0003211178,0.000055449033,0.0001748907,0.0002748482,0.000110956935],"domain_scores_gemma":[0.9966486,0.00150659,0.0009471253,0.00028678644,0.00043023666,0.00018062157],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019385658,0.00071655534,0.0006016487,0.00050399377,0.00033445135,0.0018466815,0.00093913375,0.0014611551,0.0018115176],"category_scores_gemma":[0.008409259,0.0003639405,0.00092974806,0.0005402906,0.0018053615,0.0027746693,0.0010415987,0.0019547923,0.00023814493],"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":[0.00003257452,0.000022704751,0.0011041367,0.000044112516,0.00004276971,0.00027874438,0.00007888753,0.1525177,0.0020722772,0.83816624,0.0009601271,0.004679802],"study_design_scores_gemma":[0.000015443966,0.000031485863,0.000860628,0.000021809705,0.000022544808,0.0001776716,0.000030958727,0.57730955,0.00061670353,0.4188804,0.0020022274,0.000030497189],"about_ca_topic_score_codex":0.0028527933,"about_ca_topic_score_gemma":0.0009962807,"teacher_disagreement_score":0.0028527933,"about_ca_system_score_codex":0.0011441387,"about_ca_system_score_gemma":0.0008483709,"threshold_uncertainty_score":0.010252237},"labels":[],"label_agreement":null},{"id":"W4399394665","doi":"10.48550/arxiv.2406.00165","title":"Mesoscopic and Macroscopic Entropy Balance Equations in a Stochastic Dynamics and Its Deterministic Limit","year":2024,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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; University of Alberta","keywords":"Mesoscopic physics; Statistical physics; Limit (mathematics); Detailed balance; Stochastic dynamics; Entropy (arrow of time); Physics; Dynamics (music); Mathematics; Mathematical analysis; Quantum mechanics","score_opus":0.052873267830872595,"score_gpt":0.1948003536715604,"score_spread":0.1419270858406878,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4399394665","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.61435556,0.0031897246,0.2900109,0.010271998,0.00028990666,0.000110455076,0.00069114496,0.00031970988,0.08076063],"genre_scores_gemma":[0.94972557,0.00091051555,0.018233467,0.0005901781,0.00022376102,0.00020871584,0.00021103439,0.000112798596,0.029783996],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99968004,0.00006146339,0.000019242878,0.000071381175,0.000116237155,0.000051748528],"domain_scores_gemma":[0.99934906,0.00021420566,0.00015798949,0.000041220865,0.00012820173,0.00010930772],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00085929106,0.0005077762,0.0006591226,0.00093221397,0.0007306297,0.0014540027,0.0011121772,0.0010996655,0.0024613861],"category_scores_gemma":[0.0019641146,0.00039409575,0.00107394,0.00040397263,0.0021720736,0.0021076128,0.0020880925,0.0011553388,0.00028589193],"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":[0.00003733104,0.00004176885,0.0014463591,0.00006335936,0.00004205688,0.00023751069,0.00027196348,0.14599012,0.004417688,0.84261227,0.0010255302,0.0038139315],"study_design_scores_gemma":[0.000030195035,0.000022617278,0.0011241302,0.000019421708,0.000013387583,0.000076530196,0.000050095907,0.7966995,0.0004056223,0.20028372,0.0012439386,0.000030776133],"about_ca_topic_score_codex":0.011698114,"about_ca_topic_score_gemma":0.00573868,"teacher_disagreement_score":0.011698114,"about_ca_system_score_codex":0.0020416928,"about_ca_system_score_gemma":0.0016090538,"threshold_uncertainty_score":0.023260057},"labels":[],"label_agreement":null},{"id":"W4399424919","doi":"10.2139/ssrn.4855601","title":"An Analysis of Neural Network Architectures for Deep Quadratic Hedging","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Artificial neural network; Deep neural networks; Quadratic equation; Computer science; Artificial intelligence; Econometrics; Mathematical economics; Mathematics","score_opus":0.01468624098748307,"score_gpt":0.2548965212558709,"score_spread":0.24021028026838787,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4399424919","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18835567,0.005069273,0.7794986,0.0027178035,0.00020828971,0.00008250176,0.00026550188,0.0003100348,0.023492465],"genre_scores_gemma":[0.95104235,0.0013240651,0.031207394,0.00020698692,0.00016745167,0.000068676956,0.00017926401,0.00009810069,0.015705701],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99978524,0.00007168409,0.000011273386,0.000041184063,0.000048017402,0.0000424909],"domain_scores_gemma":[0.9979387,0.0016021432,0.000096407275,0.00008235769,0.00020229089,0.00007823054],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015480246,0.0007531034,0.00078225264,0.00043218795,0.00036233471,0.001126832,0.0011518603,0.0012302358,0.006954032],"category_scores_gemma":[0.005983046,0.0007843052,0.0005805389,0.00050328206,0.0007593185,0.00176107,0.0010847826,0.0019843783,0.0003022677],"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":[0.00010967968,0.00005879834,0.0007391121,0.00012820908,0.00006566709,0.000105019404,0.000054888675,0.8562351,0.0020934998,0.11174606,0.001690584,0.026973322],"study_design_scores_gemma":[0.0000038622475,0.000013576376,0.0001436043,0.00000773049,0.0000082073775,0.000012543409,0.000003885952,0.98242074,0.00014085091,0.017084949,0.0001570194,0.0000030628337],"about_ca_topic_score_codex":0.003603115,"about_ca_topic_score_gemma":0.0048054475,"teacher_disagreement_score":0.006954032,"about_ca_system_score_codex":0.0011361181,"about_ca_system_score_gemma":0.00090949127,"threshold_uncertainty_score":0.023263574},"labels":[],"label_agreement":null},{"id":"W4399487679","doi":"10.3390/mca29030044","title":"Bitcoin versus S&amp;P 500 Index: Return and Risk Analysis","year":2024,"lang":"en","type":"article","venue":"Mathematical and Computational Applications","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Index (typography); Mathematics; Distribution (mathematics); Economics; Risk–return spectrum; Econometrics; Profit (economics); Statistics; Financial economics; Mathematical analysis; Computer science","score_opus":0.02642255306511179,"score_gpt":0.25459837649379374,"score_spread":0.22817582342868195,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4399487679","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97995836,0.0003975126,0.015130436,0.00021603175,0.00002673161,0.0000357947,0.0005424608,0.00020490943,0.0034877115],"genre_scores_gemma":[0.99648356,0.000108436194,0.0019333443,0.000023245764,0.000021450236,0.000012071687,0.00052983453,0.000028789784,0.0008590674],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9990553,0.0002052794,0.000056947738,0.0001799519,0.00039310055,0.00010940625],"domain_scores_gemma":[0.99125165,0.004893419,0.0017249912,0.0007089051,0.0010736925,0.00034731367],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00269025,0.00044225767,0.00050070346,0.002192224,0.00022550943,0.0013138866,0.000559756,0.0007379361,0.0020152184],"category_scores_gemma":[0.015149797,0.00012201648,0.0004927609,0.0017290802,0.00058126,0.0016025068,0.0006035799,0.0008614381,0.0005489081],"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":[0.0019227918,0.0004551061,0.5910057,0.00018421316,0.00045546345,0.0019697603,0.0006335847,0.22341818,0.012860146,0.036318127,0.007267115,0.12350973],"study_design_scores_gemma":[0.000021127245,0.00031979702,0.2346752,0.000027222466,0.00005653459,0.0009854948,0.00031443755,0.7484077,0.0046374747,0.00835296,0.0021260919,0.000075922966],"about_ca_topic_score_codex":0.0023164505,"about_ca_topic_score_gemma":0.001109399,"teacher_disagreement_score":0.00269025,"about_ca_system_score_codex":0.00062760874,"about_ca_system_score_gemma":0.00022583066,"threshold_uncertainty_score":0.014227629},"labels":[],"label_agreement":null},{"id":"W4399554903","doi":"10.48550/arxiv.2406.05523","title":"Stochastic Calculus for the Theta Process","year":2024,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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","keywords":"Calculus (dental); Stochastic calculus; Malliavin calculus; Process (computing); Mathematics; Applied mathematics; Mathematical economics; Computer science; Mathematical analysis; Programming language; Medicine; Differential equation","score_opus":0.09520560533695775,"score_gpt":0.201059923982924,"score_spread":0.10585431864596624,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4399554903","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.049368475,0.002600446,0.88496286,0.0034268242,0.0005400259,0.0000733771,0.00040159764,0.00015209486,0.058474246],"genre_scores_gemma":[0.7818466,0.004865501,0.14854354,0.0011179771,0.0017572471,0.00038210535,0.00049754826,0.00023015714,0.060759373],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989176,0.00027905416,0.00005778391,0.00018657268,0.00043773788,0.00012128273],"domain_scores_gemma":[0.99867505,0.0006083628,0.00016924883,0.00011477589,0.00028651027,0.00014597301],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021439653,0.0005913393,0.00065568293,0.0012782423,0.001005652,0.0022925765,0.00072052074,0.00086700363,0.0063997414],"category_scores_gemma":[0.004274962,0.00022435818,0.0012460136,0.0009022248,0.0026778523,0.002616434,0.0018906828,0.0028764957,0.0008799302],"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":[0.0000012965498,0.0000022240822,0.000044682107,0.000006820239,0.0000020135071,0.00001837167,0.000029085908,0.0013246293,0.00013453166,0.99735475,0.00028106724,0.0008004867],"study_design_scores_gemma":[0.0000054493407,0.000010186109,0.00016320185,0.000014057768,0.0000046347786,0.000059476755,0.000028436985,0.029138062,0.00012745484,0.9642117,0.0062270775,0.000010271787],"about_ca_topic_score_codex":0.0018689397,"about_ca_topic_score_gemma":0.0010787171,"teacher_disagreement_score":0.0063997414,"about_ca_system_score_codex":0.0019327962,"about_ca_system_score_gemma":0.0012599035,"threshold_uncertainty_score":0.021409273},"labels":[],"label_agreement":null},{"id":"W4399660179","doi":"10.1016/j.jde.2024.06.001","title":"Feynman-Kac formula for general diffusion equations driven by TFBM with Hurst index H ∈ (0,1)","year":2024,"lang":"en","type":"article","venue":"Journal of Differential Equations","topic":"Stochastic processes and financial applications","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":"Mathematics; Feynman diagram; Index (typography); Diffusion; Mathematical physics; Statistical physics; Pure mathematics; Applied mathematics; Mathematical analysis; Physics; Quantum mechanics; Computer science","score_opus":0.023581472220415525,"score_gpt":0.24768216102710958,"score_spread":0.22410068880669404,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4399660179","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14363678,0.0077404208,0.8097856,0.0049109603,0.0010232045,0.00013686957,0.00075475266,0.0003800392,0.031631313],"genre_scores_gemma":[0.8773185,0.0034966206,0.07713199,0.0010430627,0.00069358025,0.00025520063,0.0006271738,0.00026818764,0.039165672],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99964285,0.00012194451,0.00002473232,0.00006741613,0.00007968523,0.00006327393],"domain_scores_gemma":[0.99743134,0.001249972,0.00027781402,0.00015089859,0.0006223113,0.00026774814],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026562952,0.0009749663,0.001523774,0.002720478,0.0008049814,0.0018144093,0.001799884,0.0026874014,0.0055541107],"category_scores_gemma":[0.010399517,0.00036284304,0.0012000958,0.0011551605,0.0018614755,0.0037473515,0.0011019266,0.0027134817,0.0006075687],"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":[0.000024850768,0.000027736522,0.0006888533,0.00009681911,0.000035098747,0.00022529223,0.000109520275,0.022608263,0.0014510187,0.9676403,0.002151105,0.004941228],"study_design_scores_gemma":[0.000020665964,0.000016946542,0.00070374535,0.00004650663,0.000025425514,0.00025172989,0.000038994727,0.58828264,0.00034821508,0.40861028,0.0016089424,0.000045896348],"about_ca_topic_score_codex":0.005609855,"about_ca_topic_score_gemma":0.004565513,"teacher_disagreement_score":0.005609855,"about_ca_system_score_codex":0.0020905393,"about_ca_system_score_gemma":0.0019130381,"threshold_uncertainty_score":0.018580377},"labels":[],"label_agreement":null},{"id":"W4399828354","doi":"10.32920/26052685.v1","title":"Option Pricing Under the GARCH Framework","year":2024,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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; University of Waterloo","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Financial economics; Economics; Econometrics; Valuation of options; Volatility (finance)","score_opus":0.04792912070803541,"score_gpt":0.2723465854351846,"score_spread":0.22441746472714919,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4399828354","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13532789,0.0007734471,0.85706383,0.0005729915,0.00010229008,0.00004090454,0.00010446008,0.00026487454,0.0057494454],"genre_scores_gemma":[0.8983265,0.000568451,0.0964742,0.00012656863,0.00011112947,0.00004107491,0.00012127457,0.000061701976,0.0041690683],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.998278,0.0009033046,0.00007641954,0.00017610393,0.00044760984,0.000118646145],"domain_scores_gemma":[0.9974316,0.001731074,0.00020904776,0.0002466567,0.0003081942,0.000073435105],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003456776,0.00061151484,0.0009033207,0.00050341716,0.00040106368,0.0015239917,0.0009299257,0.0014263829,0.0021304423],"category_scores_gemma":[0.008323041,0.000383484,0.0012158592,0.0008935069,0.0009049731,0.002693157,0.0007004921,0.0012983092,0.00022852934],"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":[0.000048634236,0.000042177657,0.0011970743,0.000059104794,0.00008235052,0.00025201734,0.00009298242,0.6874873,0.002803311,0.2915908,0.00047963113,0.01586464],"study_design_scores_gemma":[0.000010290956,0.000017544346,0.00025049582,0.0000037163684,0.0000071835047,0.000033116146,0.000007919403,0.9440835,0.00033941393,0.054935664,0.00030003107,0.000011173753],"about_ca_topic_score_codex":0.0040233266,"about_ca_topic_score_gemma":0.0018767277,"teacher_disagreement_score":0.0040233266,"about_ca_system_score_codex":0.00083456613,"about_ca_system_score_gemma":0.00083034416,"threshold_uncertainty_score":0.0182814},"labels":[],"label_agreement":null},{"id":"W4399828389","doi":"10.32920/26052685","title":"Option Pricing Under the GARCH Framework","year":2024,"lang":"en","type":"preprint","venue":"","topic":"Stochastic processes and financial applications","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; University of Waterloo","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Financial economics; Valuation of options; Economics; Business; Volatility (finance)","score_opus":0.04792912070803541,"score_gpt":0.2723465854351846,"score_spread":0.22441746472714919,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4399828389","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13532789,0.0007734471,0.85706383,0.0005729915,0.00010229008,0.00004090454,0.00010446008,0.00026487454,0.0057494454],"genre_scores_gemma":[0.8983265,0.000568451,0.0964742,0.00012656863,0.00011112947,0.00004107491,0.00012127457,0.000061701976,0.0041690683],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.998278,0.0009033046,0.00007641954,0.00017610393,0.00044760984,0.000118646145],"domain_scores_gemma":[0.9974316,0.001731074,0.00020904776,0.0002466567,0.0003081942,0.000073435105],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003456776,0.00061151484,0.0009033207,0.00050341716,0.00040106368,0.0015239917,0.0009299257,0.0014263829,0.0021304423],"category_scores_gemma":[0.008323041,0.000383484,0.0012158592,0.0008935069,0.0009049731,0.002693157,0.0007004921,0.0012983092,0.00022852934],"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":[0.000048634236,0.000042177657,0.0011970743,0.000059104794,0.00008235052,0.00025201734,0.00009298242,0.6874873,0.002803311,0.2915908,0.00047963113,0.01586464],"study_design_scores_gemma":[0.000010290956,0.000017544346,0.00025049582,0.0000037163684,0.0000071835047,0.000033116146,0.000007919403,0.9440835,0.00033941393,0.054935664,0.00030003107,0.000011173753],"about_ca_topic_score_codex":0.0040233266,"about_ca_topic_score_gemma":0.0018767277,"teacher_disagreement_score":0.0040233266,"about_ca_system_score_codex":0.00083456613,"about_ca_system_score_gemma":0.00083034416,"threshold_uncertainty_score":0.0182814},"labels":[],"label_agreement":null},{"id":"W4399850177","doi":"10.3390/jrfm17060254","title":"Portfolio Optimization with Sector Return Prediction Models","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Portfolio; Portfolio optimization; Computer science; Econometrics; Economics; Financial economics","score_opus":0.011540664097292711,"score_gpt":0.18583596455635415,"score_spread":0.17429530045906144,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4399850177","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5127349,0.00066999265,0.47998682,0.0008948511,0.000051659856,0.00005252054,0.000385989,0.000608712,0.0046145823],"genre_scores_gemma":[0.97791857,0.0001714141,0.02032073,0.000058172453,0.000029303465,0.00003186484,0.00026356877,0.000024772618,0.0011816743],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99940276,0.00033776838,0.000023990326,0.000098449396,0.000080043676,0.000057028912],"domain_scores_gemma":[0.99716824,0.0019801243,0.0004546006,0.00015675751,0.00017549445,0.000064872474],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023539707,0.0008060993,0.0009972564,0.00042231442,0.0001855848,0.00089128216,0.0006239414,0.0006588478,0.0011250383],"category_scores_gemma":[0.0062164767,0.00037619742,0.00047050542,0.00066635705,0.0003739642,0.0010331017,0.00064629596,0.00095423794,0.0001803799],"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":[0.000027878312,0.000016283777,0.0011744805,0.0000059398258,0.000023644814,0.000010442012,0.0000048013444,0.9923409,0.00009895698,0.0013901588,0.00011734209,0.004789203],"study_design_scores_gemma":[0.0000023540274,0.000007347512,0.0001277587,6.741006e-7,0.0000021387618,9.7261e-7,8.664898e-7,0.9988507,0.00005188847,0.0009306444,0.000023472741,0.00000111256],"about_ca_topic_score_codex":0.0064597274,"about_ca_topic_score_gemma":0.003301892,"teacher_disagreement_score":0.0064597274,"about_ca_system_score_codex":0.00057591253,"about_ca_system_score_gemma":0.000941207,"threshold_uncertainty_score":0.012844205},"labels":[],"label_agreement":null},{"id":"W4399884535","doi":"10.21203/rs.3.rs-4583952/v1","title":"Solving the Stock Option Forecast problem by a numerical method for the Black-Scholes Equation with Machine Learning Classification Model","year":2024,"lang":"en","type":"preprint","venue":"Research Square","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Black–Scholes model; Computer science; Artificial intelligence; Valuation of options; Random forest; Machine learning; Mathematics; Mathematical optimization; Econometrics; Volatility (finance)","score_opus":0.16017579130328435,"score_gpt":0.3729660146548353,"score_spread":0.21279022335155096,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4399884535","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.034234535,0.00018515474,0.9637765,0.00051020924,0.00006449056,0.000045609875,0.000079391495,0.00024791664,0.00085618364],"genre_scores_gemma":[0.44133392,0.00018823112,0.5548243,0.00018984135,0.00018440459,0.0002179826,0.0002920111,0.000059024744,0.0027103806],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995011,0.00021132713,0.00004479826,0.00010055107,0.0001031982,0.000039030234],"domain_scores_gemma":[0.9970084,0.002133473,0.0002419547,0.00012170505,0.000399902,0.00009457938],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027822754,0.0004677271,0.00091225555,0.0005825262,0.00041415775,0.0009523845,0.0009532079,0.0013467971,0.0024978302],"category_scores_gemma":[0.006767215,0.00038146877,0.0008544649,0.0005824921,0.00052934326,0.0010537038,0.0005959961,0.001817585,0.00034590438],"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":[0.000054743417,0.00006853383,0.0024189716,0.00007151923,0.00003528691,0.00005066503,0.00006068432,0.9187352,0.0011105897,0.021704528,0.0011182156,0.054571096],"study_design_scores_gemma":[0.0000022556565,0.000002565474,0.000035025885,0.0000016259626,7.8129125e-7,0.0000016249783,0.0000010325956,0.99835443,0.000052120566,0.0014960219,0.0000515076,0.0000010983226],"about_ca_topic_score_codex":0.009745552,"about_ca_topic_score_gemma":0.007964982,"teacher_disagreement_score":0.009745552,"about_ca_system_score_codex":0.0008084583,"about_ca_system_score_gemma":0.0016604143,"threshold_uncertainty_score":0.019377649},"labels":[],"label_agreement":null},{"id":"W4400280302","doi":"10.2139/ssrn.4881008","title":"The Market for 0-Days-to-Expiration: The Role of Liquidity Providers in Volatility Attenuation","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Bank of Canada","funders":"","keywords":"Expiration; Market liquidity; Volatility (finance); Business; Expiration date; Attenuation; Monetary economics; Economics; Finance; Medicine; Internal medicine; Chemistry; Physics","score_opus":0.016207227516196857,"score_gpt":0.2395235060858316,"score_spread":0.22331627856963474,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4400280302","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8275862,0.0034825746,0.12524831,0.009703233,0.00024734196,0.000045934794,0.00047490446,0.00034204044,0.032869536],"genre_scores_gemma":[0.99469525,0.0003613194,0.0021218453,0.000096269505,0.00013227921,0.000008657465,0.00004264948,0.000029687853,0.0025120513],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99951065,0.00018394561,0.000024655626,0.000118980286,0.00007639396,0.00008534439],"domain_scores_gemma":[0.9858753,0.009777978,0.0021860113,0.0005423195,0.00058787974,0.0010306016],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030047272,0.00029527815,0.00078644796,0.000550914,0.00055492244,0.0037215971,0.0012108149,0.0019563297,0.009376796],"category_scores_gemma":[0.021131977,0.0003905659,0.00036318597,0.0004694893,0.0013357691,0.0069212564,0.0011536101,0.002268426,0.00055887],"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":[0.0009954665,0.00015537426,0.010984701,0.00013824453,0.000065301596,0.00047847914,0.00041248742,0.020771706,0.007778125,0.91504186,0.0043156967,0.038862653],"study_design_scores_gemma":[0.0002256147,0.00016866332,0.008881561,0.00006186272,0.00012648814,0.00037906787,0.00035266893,0.21603999,0.0027339635,0.7671969,0.0037612328,0.00007199857],"about_ca_topic_score_codex":0.00075114815,"about_ca_topic_score_gemma":0.0004983432,"teacher_disagreement_score":0.009376796,"about_ca_system_score_codex":0.000586712,"about_ca_system_score_gemma":0.00079430296,"threshold_uncertainty_score":0.031368494},"labels":[],"label_agreement":null},{"id":"W4400404096","doi":"10.1007/978-3-031-61868-0_3","title":"Balance Laws","year":2024,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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 Victoria","funders":"","keywords":"Balance (ability); Law; Political science; Psychology","score_opus":0.02789815207674463,"score_gpt":0.2081127331181027,"score_spread":0.18021458104135807,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4400404096","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0026044543,0.0014004902,0.044907227,0.0019511324,0.00070666283,0.000046908637,0.0003907255,0.00026698606,0.94772536],"genre_scores_gemma":[0.09557753,0.0021679855,0.013959234,0.0011143582,0.0007615535,0.00015244265,0.0006157654,0.00030498765,0.8853462],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99975485,0.000036338715,0.000009679827,0.000065970184,0.00011041049,0.000022847966],"domain_scores_gemma":[0.9998331,0.000035142384,0.000016013762,0.000046987956,0.0000531705,0.00001557573],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00032864162,0.00052569027,0.00045329743,0.0008451315,0.0009403528,0.0023381973,0.00059769617,0.0011758971,0.068400204],"category_scores_gemma":[0.0011307498,0.00029021452,0.00028692247,0.00053495413,0.0015450617,0.0028684635,0.0009886794,0.0017139405,0.020081665],"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":[0.0000037180805,0.0000066888647,0.000018965477,0.0000112739845,0.0000013759302,0.000010889721,0.00003482116,0.00029016737,0.00021007781,0.97385603,0.013943166,0.011612834],"study_design_scores_gemma":[0.000005888691,0.000006091654,0.000090269416,0.000020923864,0.000002096722,0.000057567107,0.000024995465,0.0016027063,0.0003869821,0.7964654,0.20133236,0.0000048143565],"about_ca_topic_score_codex":0.00093120156,"about_ca_topic_score_gemma":0.0008188464,"teacher_disagreement_score":0.068400204,"about_ca_system_score_codex":0.00081990863,"about_ca_system_score_gemma":0.0006044005,"threshold_uncertainty_score":0.22882146},"labels":[],"label_agreement":null},{"id":"W4400411810","doi":"10.1007/s10614-024-10663-9","title":"Bias Correction in the Least-Squares Monte Carlo Algorithm","year":2024,"lang":"en","type":"article","venue":"Computational Economics","topic":"Stochastic processes and financial applications","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; Wilfrid Laurier University; University of Ottawa","funders":"","keywords":"Monte Carlo method; Algorithm; Computer science; Least-squares function approximation; Mathematics; Statistics; Estimator","score_opus":0.04166801103830703,"score_gpt":0.23760937187924489,"score_spread":0.19594136084093786,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4400411810","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0042599333,0.00022822664,0.9941877,0.00024296915,0.000062330226,0.000018150624,0.000023918526,0.00027568638,0.00070106605],"genre_scores_gemma":[0.25834548,0.00050514063,0.73435575,0.00032921627,0.0002275753,0.00022666864,0.00020344756,0.00054977275,0.0052569713],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9965996,0.00200709,0.00014800963,0.00035074964,0.000735369,0.00015918205],"domain_scores_gemma":[0.9781894,0.01796284,0.0005506007,0.0011721854,0.0018804657,0.00024451385],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006100077,0.00065184664,0.0015427932,0.0010575831,0.0007779236,0.001910305,0.0019263772,0.0022012785,0.0040894113],"category_scores_gemma":[0.05038897,0.0010051865,0.00072342216,0.0014901651,0.0013153676,0.0020875062,0.0019195616,0.0024580879,0.0012836289],"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":[0.0002774324,0.000076435856,0.0019445553,0.00016492189,0.00013720038,0.00008596972,0.0001144342,0.78791916,0.0019514288,0.106435895,0.0026005558,0.09829197],"study_design_scores_gemma":[0.000016205138,0.000009556356,0.00012506494,0.000013088625,0.000009184344,0.000018014545,0.0000037730697,0.9754254,0.0005486115,0.023167582,0.0006532851,0.000010136121],"about_ca_topic_score_codex":0.008515819,"about_ca_topic_score_gemma":0.0066262973,"teacher_disagreement_score":0.008515819,"about_ca_system_score_codex":0.0010791991,"about_ca_system_score_gemma":0.0029049888,"threshold_uncertainty_score":0.032260656},"labels":[],"label_agreement":null},{"id":"W4400539327","doi":"10.2139/ssrn.4886668","title":"Kullback-Leibler Barycentre of Stochastic Processes&amp;nbsp;","year":2024,"lang":"sv","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Kullback–Leibler divergence; Computer science; Statistical physics; Artificial intelligence; Physics","score_opus":0.018316162919494797,"score_gpt":0.2381109730942145,"score_spread":0.2197948101747197,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4400539327","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.047172707,0.0059105707,0.8875374,0.0040159994,0.0010475867,0.00010261715,0.0026100492,0.0006933746,0.05090968],"genre_scores_gemma":[0.7551925,0.013893569,0.16587141,0.0013315917,0.0017888773,0.00039598247,0.0034575625,0.0011057137,0.056962837],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980976,0.00075688906,0.000100020894,0.00034284694,0.0005787962,0.00012378796],"domain_scores_gemma":[0.99190325,0.0042673186,0.0010234016,0.0006560154,0.0014410705,0.0007090032],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0039599505,0.0012441723,0.001404138,0.0030617977,0.0012201291,0.0059597753,0.0014919363,0.0020287884,0.014846419],"category_scores_gemma":[0.020413559,0.00060641224,0.00083015504,0.0028381909,0.0037374257,0.006708383,0.002867847,0.0029682654,0.0034161834],"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":[0.000056154033,0.00004067841,0.00046212616,0.00014242546,0.000026267911,0.0000473246,0.00008285221,0.012532515,0.00045967477,0.95796937,0.0060423575,0.022138324],"study_design_scores_gemma":[0.000009960758,0.000020266918,0.00069401256,0.00006103881,0.000009490067,0.00007785495,0.000028618299,0.065829486,0.00036757896,0.9283268,0.004533637,0.000041271553],"about_ca_topic_score_codex":0.0034725862,"about_ca_topic_score_gemma":0.002581318,"teacher_disagreement_score":0.014846419,"about_ca_system_score_codex":0.002585065,"about_ca_system_score_gemma":0.0029615855,"threshold_uncertainty_score":0.049666226},"labels":[],"label_agreement":null},{"id":"W4400539482","doi":"10.2139/ssrn.4886152","title":"Modelling Uncertain Volatility Using Quantum Stochastic Calculus: Unitary vs Non-Unitary Time Evolution","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Memorial University of Newfoundland","funders":"","keywords":"Unitary state; Volatility (finance); Mathematics; Stochastic volatility; Quantum; Quantum stochastic calculus; Applied mathematics; Calculus (dental); Mathematical economics; Statistical physics; Econometrics; Quantum mechanics; Physics; Quantum process; Quantum dynamics; Law; Political science; Medicine","score_opus":0.027956154625932646,"score_gpt":0.2430135348169875,"score_spread":0.21505738019105486,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4400539482","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.089223616,0.0007177887,0.9014563,0.0013858071,0.00021190211,0.000029383735,0.000118236676,0.00010506835,0.0067519713],"genre_scores_gemma":[0.96468216,0.00093173195,0.029528461,0.00014962231,0.00021172132,0.000043922773,0.00008120183,0.000082289815,0.0042889146],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99949205,0.00020742783,0.00002818586,0.00009227846,0.00010741037,0.00007262407],"domain_scores_gemma":[0.99775606,0.0015082605,0.0002859468,0.00014814168,0.00014464678,0.00015694537],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015036566,0.0005760913,0.0010634774,0.00049677695,0.0005073906,0.0030079086,0.0014233773,0.0017748096,0.002176643],"category_scores_gemma":[0.005595396,0.0006215373,0.0010945633,0.00071496563,0.001962881,0.0040607317,0.0016418846,0.0021330917,0.00016761727],"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":[0.000047436144,0.000040686424,0.00061874796,0.000046641697,0.00005219066,0.00010213213,0.00006396747,0.52214617,0.0010404004,0.4710555,0.00048066236,0.004305395],"study_design_scores_gemma":[0.000004052127,0.0000054771717,0.000071529765,0.0000030451083,0.000005021469,0.00000778469,0.000006439238,0.930085,0.000071239956,0.0696096,0.00012333556,0.00000749142],"about_ca_topic_score_codex":0.0048396257,"about_ca_topic_score_gemma":0.0023606431,"teacher_disagreement_score":0.0048396257,"about_ca_system_score_codex":0.0010497646,"about_ca_system_score_gemma":0.0012201541,"threshold_uncertainty_score":0.0096229315},"labels":[],"label_agreement":null},{"id":"W4400649962","doi":"10.3103/s1066530724700091","title":"Asymptotic Properties of Extrema of Moving Sums of Independent Non-identically Distributed Variables","year":2024,"lang":"en","type":"article","venue":"Mathematical Methods of Statistics","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Independent and identically distributed random variables; Mathematics; Maxima and minima; Applied mathematics; Pure mathematics; Econometrics; Mathematical analysis; Random variable; Statistics","score_opus":0.04830380418469694,"score_gpt":0.2972979241119332,"score_spread":0.24899411992723625,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4400649962","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4143033,0.0011247514,0.569682,0.0009897265,0.000113915565,0.000045796663,0.00014664928,0.00044380224,0.013150131],"genre_scores_gemma":[0.9805222,0.00031155336,0.016007032,0.000088384986,0.000121092846,0.00007360332,0.000107146334,0.00012341997,0.0026455445],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99868304,0.00047273134,0.00006147885,0.0003019862,0.00032161138,0.00015924698],"domain_scores_gemma":[0.9782242,0.016259147,0.002317578,0.0011169629,0.0013595583,0.0007224923],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005734462,0.00056707213,0.001213741,0.0023325246,0.000615038,0.0019808984,0.0019651796,0.0010408643,0.00472825],"category_scores_gemma":[0.04599955,0.00065321487,0.0008632031,0.0010625422,0.0027058148,0.004975103,0.0016304688,0.0021507966,0.00035112666],"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":[0.00015815465,0.00010592665,0.0053180642,0.000214081,0.0001506044,0.00046875005,0.0003203742,0.0790778,0.005996972,0.8906974,0.0014391751,0.016052533],"study_design_scores_gemma":[0.000025647625,0.000087059045,0.0047764033,0.00010206967,0.000050277813,0.00039954876,0.00015764807,0.49850413,0.0021997716,0.49272785,0.0009006531,0.000068996975],"about_ca_topic_score_codex":0.00060457713,"about_ca_topic_score_gemma":0.0004129664,"teacher_disagreement_score":0.005734462,"about_ca_system_score_codex":0.0011593219,"about_ca_system_score_gemma":0.0005248039,"threshold_uncertainty_score":0.030327082},"labels":[],"label_agreement":null},{"id":"W4400668379","doi":"10.48550/arxiv.2407.09321","title":"A note on Refracted Skew Brownian Motion with an application","year":2024,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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","keywords":"Skew; Brownian motion; Mathematics; Statistical physics; Reflected Brownian motion; Geometric Brownian motion; Diffusion process; Computer science; Physics; Statistics; Innovation diffusion; Telecommunications","score_opus":0.05176624463200148,"score_gpt":0.18376197789228405,"score_spread":0.13199573326028258,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4400668379","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.017897554,0.009656765,0.9461258,0.0034209439,0.0033541163,0.000059318645,0.00013362669,0.00022802094,0.019123806],"genre_scores_gemma":[0.46190223,0.020954594,0.45978045,0.00442894,0.007816735,0.00027490247,0.00027704219,0.00056847965,0.043996524],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99905306,0.0004096714,0.000046707457,0.00017090581,0.00028471416,0.000034908582],"domain_scores_gemma":[0.99844956,0.0008858802,0.00010721231,0.0002080445,0.00024970988,0.000099553225],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019692827,0.00086256047,0.0006942548,0.0011854882,0.00044981836,0.00092538446,0.00094011496,0.0013812713,0.0040549235],"category_scores_gemma":[0.006133396,0.0003038415,0.0011967877,0.0011263363,0.0015715342,0.0019352703,0.0016707854,0.0027270634,0.00080171414],"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":[0.00003106605,0.0000329812,0.000297654,0.0001330021,0.000021292191,0.00045803643,0.0001620907,0.015090358,0.0048092487,0.94718343,0.005270313,0.026510417],"study_design_scores_gemma":[0.00001441504,0.00011482061,0.00091881066,0.00006790224,0.000020902293,0.00059327314,0.00005392652,0.17925456,0.001645958,0.77190584,0.045356136,0.00005351094],"about_ca_topic_score_codex":0.0011803326,"about_ca_topic_score_gemma":0.00056667667,"teacher_disagreement_score":0.0040549235,"about_ca_system_score_codex":0.00059730205,"about_ca_system_score_gemma":0.000417632,"threshold_uncertainty_score":0.013565123},"labels":[],"label_agreement":null},{"id":"W4400772937","doi":"10.2139/ssrn.4894757","title":"Nash Equilibrium between Brokers and Traders","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Toronto","funders":"","keywords":"Nash equilibrium; Microeconomics; Business; Economics; Mathematical economics","score_opus":0.02253450951843359,"score_gpt":0.23552738202248766,"score_spread":0.21299287250405408,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4400772937","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.36000136,0.0008885876,0.47970632,0.011180446,0.0004692577,0.00032239125,0.0004009401,0.00035926915,0.14667153],"genre_scores_gemma":[0.93885225,0.00028886154,0.017935557,0.00044310628,0.0001783993,0.00013104806,0.00006596798,0.00004735775,0.042057496],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99762493,0.0011454006,0.0001173576,0.000433849,0.00032482616,0.00035369693],"domain_scores_gemma":[0.99236614,0.005350698,0.00057064847,0.00047302988,0.00053706253,0.00070235523],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032503402,0.00073974184,0.0016795836,0.00061415695,0.0013099381,0.00523824,0.001569629,0.0048445244,0.022487976],"category_scores_gemma":[0.017138498,0.00070235913,0.0007077978,0.0007649401,0.0020367138,0.0061384966,0.0024652702,0.0016917821,0.0023675594],"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":[0.00047781976,0.00014963627,0.0011518756,0.00010765734,0.00007843001,0.00045457156,0.00035556767,0.040637296,0.0018279976,0.94306326,0.0040262747,0.0076696784],"study_design_scores_gemma":[0.00021926392,0.00005508834,0.0002456757,0.000017824492,0.000027810853,0.00012558195,0.000239605,0.1779009,0.00039607435,0.8184378,0.0023079934,0.000026258065],"about_ca_topic_score_codex":0.0020421816,"about_ca_topic_score_gemma":0.0013870912,"teacher_disagreement_score":0.022487976,"about_ca_system_score_codex":0.0013687192,"about_ca_system_score_gemma":0.0015623501,"threshold_uncertainty_score":0.075229764},"labels":[],"label_agreement":null},{"id":"W4401522498","doi":"10.1137/23m1571940","title":"On Borkar and Young Relaxed Control Topologies and Continuous Dependence of Invariant Measures on Control Policy","year":2024,"lang":"en","type":"article","venue":"SIAM Journal on Control and Optimization","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Queen's University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Network topology; Invariant (physics); Control theory (sociology); Control (management); Topology (electrical circuits); Computer science; Combinatorics; Mathematical physics; Artificial intelligence","score_opus":0.011373140264507697,"score_gpt":0.2178235857690464,"score_spread":0.2064504455045387,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4401522498","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15986298,0.00214803,0.78017145,0.005808876,0.00027988706,0.0001224828,0.0006857724,0.00017130352,0.050749168],"genre_scores_gemma":[0.8909209,0.0028348838,0.07926885,0.0015025042,0.0005789925,0.0003248476,0.0007237269,0.0002800522,0.023565253],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9970868,0.0015606657,0.00012768753,0.000508918,0.00036783615,0.00034805926],"domain_scores_gemma":[0.9670718,0.02537287,0.0022136478,0.001653496,0.0018731864,0.001815044],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008074188,0.0015912924,0.0025315762,0.0020627524,0.0013903903,0.003593746,0.0026685023,0.0029858141,0.012721061],"category_scores_gemma":[0.034007665,0.001401876,0.0025879585,0.0015998313,0.0052900612,0.010757883,0.00449313,0.005794093,0.00065908994],"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":[0.00006787751,0.000025172445,0.00013818727,0.000043088825,0.000019276507,0.000049611303,0.00014292108,0.012505129,0.0003736134,0.983957,0.0006045326,0.0020735902],"study_design_scores_gemma":[0.000038078604,0.00005488346,0.00027928504,0.000029655474,0.000014317193,0.000041551466,0.00008117193,0.09213068,0.00017855775,0.90628153,0.00084385654,0.000026436162],"about_ca_topic_score_codex":0.0019606415,"about_ca_topic_score_gemma":0.0011257934,"teacher_disagreement_score":0.012721061,"about_ca_system_score_codex":0.0021550478,"about_ca_system_score_gemma":0.0014590306,"threshold_uncertainty_score":0.042700946},"labels":[],"label_agreement":null},{"id":"W4401535166","doi":"10.3390/jrfm17080356","title":"Rainbow Step Barrier Options","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Rainbow; Computer science; Optics; Physics","score_opus":0.011198859849104811,"score_gpt":0.21276040314016867,"score_spread":0.20156154329106385,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4401535166","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.053378806,0.00091993995,0.9222561,0.0003645755,0.00013578655,0.000048991435,0.00015804166,0.0002714365,0.022466283],"genre_scores_gemma":[0.8164851,0.0012964302,0.14447069,0.00022063057,0.00011276113,0.000101566984,0.00023666614,0.00020602188,0.03687012],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996679,0.00007626482,0.000019084231,0.000052901913,0.00013418238,0.000049765134],"domain_scores_gemma":[0.9994265,0.00023461346,0.00007592568,0.00008587866,0.00009452348,0.000082643455],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007806285,0.00050035515,0.00046874568,0.0009196115,0.0003167049,0.0011641679,0.001066412,0.0009269901,0.008110718],"category_scores_gemma":[0.002698543,0.00025898387,0.00095989916,0.00066094426,0.0009196466,0.0029702955,0.0012417412,0.0016646904,0.00089639984],"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":[0.00003574852,0.000022358929,0.00027028713,0.000048089296,0.000015582884,0.00017604764,0.00006299241,0.04091858,0.0046204487,0.93771654,0.00088779937,0.015225489],"study_design_scores_gemma":[0.000019178795,0.00005338602,0.0004545569,0.000028175122,0.000014372737,0.00039468362,0.000038906775,0.4182953,0.0025370829,0.5713192,0.0068097273,0.00003543354],"about_ca_topic_score_codex":0.00045748136,"about_ca_topic_score_gemma":0.00036816823,"teacher_disagreement_score":0.008110718,"about_ca_system_score_codex":0.0005506001,"about_ca_system_score_gemma":0.00052299397,"threshold_uncertainty_score":0.027133107},"labels":[],"label_agreement":null},{"id":"W4401719702","doi":"10.1109/icbc59979.2024.10634452","title":"Option Contracts in the DeFi Ecosystem: Motivation, Solutions, &amp; Technical Challenges","year":2024,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Ecosystem; Computer science; Ecology; Biology","score_opus":0.0945375108961725,"score_gpt":0.2523196552377959,"score_spread":0.1577821443416234,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4401719702","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09968799,0.018798426,0.37453458,0.30886206,0.0019146856,0.00021735896,0.00025006285,0.00047742948,0.19525743],"genre_scores_gemma":[0.8159384,0.015928166,0.12095363,0.010890398,0.0028604758,0.0003546766,0.00024788463,0.000269841,0.03255659],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99451584,0.0021399718,0.00021346405,0.00072139,0.0019142049,0.0004950854],"domain_scores_gemma":[0.9849467,0.009118141,0.0012697402,0.0020118603,0.0018551745,0.0007983574],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01074635,0.00041037664,0.0005182869,0.0011211118,0.00277881,0.009863086,0.002050408,0.007252962,0.0056154574],"category_scores_gemma":[0.020358047,0.00048690336,0.0005673541,0.0016560267,0.0077927965,0.02176648,0.0052258116,0.0087232925,0.001087402],"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":[0.000009682672,0.000021287167,0.0004300979,0.00006153839,0.000003067532,0.00010506328,0.00041972098,0.0010779739,0.0002736181,0.9748659,0.002633476,0.020098569],"study_design_scores_gemma":[0.0000144129,0.000053144133,0.00083614397,0.0003755118,0.0000070344763,0.0005521456,0.0017180488,0.015704539,0.0009665283,0.79722524,0.18248396,0.00006327317],"about_ca_topic_score_codex":0.0011170342,"about_ca_topic_score_gemma":0.00092746754,"teacher_disagreement_score":0.01074635,"about_ca_system_score_codex":0.002352397,"about_ca_system_score_gemma":0.0030293998,"threshold_uncertainty_score":0.05683279},"labels":[],"label_agreement":null},{"id":"W4401732607","doi":"10.1016/j.jempfin.2024.101531","title":"Persistent and transient variance components in option pricing models with variance-dependent Kernel","year":2024,"lang":"en","type":"article","venue":"Journal of Empirical Finance","topic":"Stochastic processes and financial applications","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 Lethbridge","funders":"","keywords":"Variance (accounting); Variance components; Econometrics; Transient (computer programming); Kernel (algebra); Variance-based sensitivity analysis; Variance risk premium; Economics; Law of total variance; Mathematics; Stochastic discount factor; One-way analysis of variance; Statistics; Computer science; Conditional variance; Capital asset pricing model; Stochastic volatility; Autoregressive conditional heteroskedasticity; Volatility (finance)","score_opus":0.06726252699078754,"score_gpt":0.26413385318452387,"score_spread":0.19687132619373632,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4401732607","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.55437785,0.00069271115,0.44058713,0.00067240826,0.000053369135,0.000036260994,0.00009691876,0.00025182363,0.003231476],"genre_scores_gemma":[0.9933374,0.00014299186,0.004823871,0.000025955685,0.000021965954,0.000012198759,0.000049670434,0.000024377714,0.0015616311],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99916816,0.00033263225,0.00004548597,0.00017284864,0.00013392333,0.00014698096],"domain_scores_gemma":[0.99563795,0.0027891921,0.00071836205,0.0003805486,0.000317106,0.00015690597],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025076808,0.0007216976,0.0007559929,0.0007279686,0.00035074208,0.002297021,0.001284975,0.0015841405,0.0010037238],"category_scores_gemma":[0.0126366345,0.00053046073,0.0012383431,0.0007276814,0.0011772867,0.0028570557,0.0011150467,0.001588095,0.00019780174],"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":[0.00020958442,0.00015852583,0.016915195,0.00011959437,0.00021143036,0.00068776537,0.00045025352,0.66769475,0.004319162,0.29471853,0.00086584245,0.013649278],"study_design_scores_gemma":[0.000009611528,0.000021023161,0.0013756107,0.000005519805,0.00001660348,0.000055205554,0.00002687488,0.9751413,0.00017009195,0.02302831,0.00013427359,0.000015516342],"about_ca_topic_score_codex":0.006397762,"about_ca_topic_score_gemma":0.0026948277,"teacher_disagreement_score":0.006397762,"about_ca_system_score_codex":0.0009008809,"about_ca_system_score_gemma":0.0007859374,"threshold_uncertainty_score":0.013262093},"labels":[],"label_agreement":null},{"id":"W4401872127","doi":"10.1016/j.jmaa.2024.128786","title":"The stochastic fast logarithmic equation in <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" altimg=\"si1.svg\"><mml:msup><mml:mrow><mml:mi mathvariant=\"double-struck\">R</mml:mi></mml:mrow><mml:mrow><mml:mi>d</mml:mi></mml:mrow></mml:msup></mml:math> with multiplicative Stratonovich noise","year":2024,"lang":"lv","type":"article","venue":"Journal of Mathematical Analysis and Applications","topic":"Stochastic processes and financial applications","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":"Université Laval","funders":"Agence Nationale de la Recherche","keywords":"Logarithm; Mathematics; Combinatorics; Mathematical analysis","score_opus":0.0210904057157004,"score_gpt":0.2428074491004528,"score_spread":0.2217170433847524,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4401872127","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02552985,0.00382887,0.82217574,0.016974881,0.0025031527,0.00009643525,0.0033572093,0.0009164023,0.1246175],"genre_scores_gemma":[0.47868723,0.004683113,0.102691166,0.0032969632,0.0015671197,0.00025857624,0.0036478261,0.0014131645,0.40375486],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995347,0.00013610258,0.000026355243,0.000090606394,0.00016898873,0.000043260927],"domain_scores_gemma":[0.99886346,0.00054286123,0.00012552399,0.00012874874,0.00026851948,0.00007089644],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010228993,0.000642361,0.0005757369,0.000664517,0.00042331437,0.002031017,0.0010548542,0.001414884,0.030194893],"category_scores_gemma":[0.007186041,0.00028869451,0.0009190833,0.0009719469,0.0007216336,0.003726179,0.0011128776,0.0021928365,0.006608565],"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":[0.00004462889,0.000020666432,0.0006934586,0.00013377711,0.00002053077,0.00027707132,0.00012772102,0.019824596,0.0013771428,0.9196026,0.041162506,0.016715284],"study_design_scores_gemma":[0.000042106738,0.000023279532,0.0011292204,0.00006924745,0.000025596108,0.0004250704,0.000060632257,0.30196977,0.001389863,0.6427135,0.052100997,0.000050692284],"about_ca_topic_score_codex":0.0072207116,"about_ca_topic_score_gemma":0.0050584143,"teacher_disagreement_score":0.030194893,"about_ca_system_score_codex":0.001149692,"about_ca_system_score_gemma":0.0012830416,"threshold_uncertainty_score":0.10101205},"labels":[],"label_agreement":null},{"id":"W4402042546","doi":"10.1016/j.spa.2024.104479","title":"Stochastic wave equation with heavy-tailed noise: Uniqueness of solutions and past light-cone property","year":2024,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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":"Mathematics; Uniqueness; Cone (formal languages); Multiplicative noise; Light cone; Wave equation; Mathematical analysis; Property (philosophy); Noise (video); Multiplicative function; Mathematical physics; Image (mathematics); Algorithm","score_opus":0.028930821736877523,"score_gpt":0.21086367578266393,"score_spread":0.1819328540457864,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4402042546","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09066583,0.0020639077,0.8872979,0.003502522,0.00042665825,0.000101057056,0.0004124939,0.00013416194,0.015395415],"genre_scores_gemma":[0.88023305,0.0040898146,0.06926748,0.0012433616,0.00091074134,0.0002536143,0.0007975052,0.00023789282,0.042966582],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99913824,0.00028628638,0.000050936116,0.00019587448,0.0001999394,0.00012859982],"domain_scores_gemma":[0.99287546,0.0036013785,0.00094723067,0.00028742402,0.0013417194,0.00094685314],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032640486,0.0016973368,0.00201943,0.0019230007,0.0011137839,0.0034205038,0.0024840746,0.0029281124,0.002976961],"category_scores_gemma":[0.01503118,0.00087088096,0.0018170531,0.0013897781,0.0038942066,0.006519716,0.0032203635,0.0046133543,0.000381758],"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":[0.00009778675,0.00010617901,0.0012403537,0.00014978339,0.0000861057,0.00044560674,0.00017389153,0.063446574,0.0032856325,0.92348176,0.0021387585,0.0053477017],"study_design_scores_gemma":[0.00004555182,0.000036595775,0.00054960116,0.00004631154,0.00002851354,0.0002329858,0.00011139011,0.5837759,0.0006877621,0.41345796,0.0009599315,0.00006748527],"about_ca_topic_score_codex":0.005606784,"about_ca_topic_score_gemma":0.0033307201,"teacher_disagreement_score":0.005606784,"about_ca_system_score_codex":0.0016171441,"about_ca_system_score_gemma":0.0027411922,"threshold_uncertainty_score":0.01726216},"labels":[],"label_agreement":null},{"id":"W4402087542","doi":"10.1016/j.automatica.2024.111878","title":"On a class of linear quadratic Gaussian quantilized mean field games","year":2024,"lang":"en","type":"article","venue":"Automatica","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal; McGill University","funders":"Air Force Office of Scientific Research; Natural Sciences and Engineering Research Council of Canada; Army Research Office; Institut de Valorisation des Données","keywords":"Class (philosophy); Mathematics; Gaussian; Quadratic equation; Applied mathematics; Field (mathematics); Pure mathematics; Computer science; Artificial intelligence; Physics; Geometry","score_opus":0.024460686571176962,"score_gpt":0.2618872908910014,"score_spread":0.23742660431982443,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4402087542","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.25158396,0.0015728545,0.67917365,0.0039864574,0.0003105112,0.00022140575,0.0007071618,0.00030341835,0.062140662],"genre_scores_gemma":[0.93024117,0.0011809488,0.025602516,0.00077746634,0.00033508355,0.00028641365,0.00039492658,0.00008787083,0.041093547],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99872845,0.0004804491,0.000045177658,0.00021253742,0.00028210468,0.00025133276],"domain_scores_gemma":[0.9965217,0.0022274582,0.0003614844,0.00011833805,0.00032443172,0.00044661976],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001917822,0.0014913375,0.0025222446,0.0011645744,0.0011389051,0.0032619627,0.0021706035,0.0025783228,0.0071017933],"category_scores_gemma":[0.0054303156,0.00067723583,0.0010982367,0.0011425501,0.0030402523,0.0030731806,0.00216345,0.0025771225,0.00044311327],"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":[0.000055907727,0.000051385294,0.00016691507,0.000050348903,0.00002733449,0.000078959165,0.00009341378,0.04800923,0.00054342655,0.94696456,0.0016735123,0.0022851243],"study_design_scores_gemma":[0.00006421469,0.000038713435,0.00017435549,0.0000151216,0.000009515905,0.00003526243,0.00003688813,0.42160854,0.000081008555,0.5770603,0.0008535114,0.0000224648],"about_ca_topic_score_codex":0.006915205,"about_ca_topic_score_gemma":0.0038522296,"teacher_disagreement_score":0.0071017933,"about_ca_system_score_codex":0.003098178,"about_ca_system_score_gemma":0.0021767395,"threshold_uncertainty_score":0.023757875},"labels":[],"label_agreement":null},{"id":"W4402309677","doi":"10.1016/j.frl.2024.106053","title":"Not all VIXs are (Informationally) equal: Evidence from affine GARCH option pricing models","year":2024,"lang":"en","type":"article","venue":"Finance research letters","topic":"Stochastic processes and financial applications","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":"Valuation of options; Affine transformation; Autoregressive conditional heteroskedasticity; Economics; Financial economics; Econometrics; Mathematical economics; Mathematics; Volatility (finance); Pure mathematics","score_opus":0.21590816478436733,"score_gpt":0.3451003497423924,"score_spread":0.12919218495802506,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4402309677","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9272264,0.0038133394,0.038450114,0.0057490845,0.00013344458,0.000059391445,0.0008048628,0.00028246798,0.023480996],"genre_scores_gemma":[0.9952762,0.00072250946,0.0023358394,0.000329957,0.00009762006,0.000011574899,0.00039359878,0.00004642835,0.0007861505],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9902486,0.0043910174,0.0008544445,0.0013367601,0.0024538985,0.0007152364],"domain_scores_gemma":[0.72565275,0.21835884,0.029126015,0.019424131,0.005304489,0.002133903],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.025282755,0.0006563103,0.0015442227,0.0015517118,0.0013231738,0.0055110063,0.0022020808,0.0027091058,0.008213153],"category_scores_gemma":[0.16782273,0.00077149353,0.0015885683,0.0025103013,0.0029856083,0.010818245,0.0031668143,0.004374309,0.0013763255],"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":[0.009264881,0.001547891,0.2880252,0.001573004,0.0030229248,0.0026227997,0.0036196082,0.11580884,0.004495603,0.30476037,0.010003723,0.2552552],"study_design_scores_gemma":[0.0007190084,0.0019244194,0.16653465,0.0005461759,0.001377024,0.0015806941,0.003018097,0.27147216,0.006317777,0.5381246,0.00799744,0.00038796803],"about_ca_topic_score_codex":0.0026138395,"about_ca_topic_score_gemma":0.0013639962,"teacher_disagreement_score":0.025282755,"about_ca_system_score_codex":0.00068434776,"about_ca_system_score_gemma":0.0008149364,"threshold_uncertainty_score":0.13370961},"labels":[],"label_agreement":null},{"id":"W4402362610","doi":"10.1016/j.sysconle.2024.105915","title":"Robust decentralized control of coupled systems via risk sensitive control of decoupled or simple models with measure change","year":2024,"lang":"en","type":"article","venue":"Systems & Control Letters","topic":"Stochastic processes and financial applications","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":"Queen's University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Measure (data warehouse); Simple (philosophy); Control theory (sociology); Decentralised system; Control (management); Computer science; Mathematics; Artificial intelligence; Data mining","score_opus":0.03381780866863807,"score_gpt":0.20757381637017347,"score_spread":0.1737560077015354,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4402362610","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.030684372,0.00021472789,0.9641383,0.00045255158,0.000040831186,0.000037799677,0.000034048157,0.00016736698,0.004229947],"genre_scores_gemma":[0.9676568,0.00023581281,0.028438814,0.00011528076,0.000057984445,0.0001285015,0.00004676346,0.00005593193,0.0032641862],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9984976,0.00062452495,0.000044624485,0.0003506627,0.00032342557,0.00015916822],"domain_scores_gemma":[0.99803656,0.0009753768,0.0005228699,0.00014144997,0.00018000652,0.00014367174],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019503216,0.0013253757,0.0016116956,0.0005509702,0.0005181121,0.001581975,0.0012301726,0.0011983961,0.0012243808],"category_scores_gemma":[0.004255684,0.0006966694,0.0011761783,0.0003747049,0.0023652157,0.0012510909,0.003211843,0.001451592,0.00016994028],"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":[0.00003921503,0.00002537944,0.00014782487,0.000041907202,0.00004728571,0.00006810051,0.000055741904,0.9486777,0.002543806,0.04440627,0.00030710225,0.0036395914],"study_design_scores_gemma":[0.000006749832,0.000024204652,0.00005280337,0.0000028461673,0.0000043656564,0.0000060549496,0.0000045887105,0.98896223,0.00018219154,0.0106017515,0.00014736391,0.000004986787],"about_ca_topic_score_codex":0.004222708,"about_ca_topic_score_gemma":0.0020682358,"teacher_disagreement_score":0.004222708,"about_ca_system_score_codex":0.0015732199,"about_ca_system_score_gemma":0.0011775409,"threshold_uncertainty_score":0.0114145875},"labels":[],"label_agreement":null},{"id":"W4402413036","doi":"10.1057/s41260-024-00368-x","title":"Applications of FX derivatives to portfolio management","year":2024,"lang":"en","type":"article","venue":"Journal of Asset Management","topic":"Stochastic processes and financial applications","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":"CARE Canada; University of Toronto","funders":"","keywords":"Portfolio; Business; Project portfolio management; Economics; Finance; Project management","score_opus":0.015331672758402064,"score_gpt":0.2516812751570656,"score_spread":0.23634960239866357,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4402413036","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08745461,0.061191436,0.7779679,0.009374199,0.001910499,0.000032909167,0.00014543917,0.0002162044,0.061706897],"genre_scores_gemma":[0.8644797,0.03438946,0.073693424,0.00041732416,0.0028434526,0.000033144563,0.00009868073,0.000088193854,0.023956586],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995733,0.0002167704,0.000038295468,0.000049751554,0.00009452961,0.000027383054],"domain_scores_gemma":[0.9963935,0.0027389925,0.0002424125,0.0001622014,0.0003135113,0.00014943091],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013025904,0.0009837005,0.00082173623,0.0018627519,0.000505813,0.001931781,0.0006239792,0.0015935161,0.0047130967],"category_scores_gemma":[0.009591236,0.00037510676,0.000782505,0.0019399474,0.0014267783,0.0017954089,0.0011340367,0.0017479546,0.00027032732],"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":[0.00003137069,0.00006976904,0.0018997014,0.00010308935,0.00005950386,0.00030161318,0.00015813916,0.10548696,0.00086635473,0.8256144,0.002635673,0.06277335],"study_design_scores_gemma":[0.000016231335,0.000028042286,0.0009964502,0.000057121546,0.000023835388,0.00019370891,0.000059271788,0.31161875,0.00030888218,0.6785773,0.008100528,0.000019795389],"about_ca_topic_score_codex":0.0035924283,"about_ca_topic_score_gemma":0.0025538853,"teacher_disagreement_score":0.0047130967,"about_ca_system_score_codex":0.00075509393,"about_ca_system_score_gemma":0.00087230525,"threshold_uncertainty_score":0.015766859},"labels":[],"label_agreement":null},{"id":"W4402622770","doi":"10.1057/s10713-024-00105-9","title":"The Riccati tontine: how to satisfy regulators on average","year":2024,"lang":"en","type":"article","venue":"The Geneva Risk and Insurance Review","topic":"Stochastic processes and financial applications","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":"York University","funders":"Social Sciences and Humanities Research Council; Natural Sciences and Engineering Research Council of Canada","keywords":"Riccati equation; Mathematical economics; Linear-quadratic regulator; Mathematics; Mathematical optimization; Applied mathematics; Control theory (sociology); Computer science; Control (management); Optimal control; Mathematical analysis; Artificial intelligence; Differential equation","score_opus":0.016798963124881616,"score_gpt":0.23399858705506446,"score_spread":0.21719962393018286,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4402622770","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012373763,0.04073723,0.67856556,0.15838057,0.005899621,0.000087382745,0.000453163,0.0008847414,0.10261799],"genre_scores_gemma":[0.72418404,0.03973907,0.1465813,0.02663379,0.011176163,0.00034177065,0.00047788568,0.001184901,0.049681157],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99429905,0.0029447125,0.00031571795,0.00072326435,0.0013304966,0.00038665347],"domain_scores_gemma":[0.99235994,0.0041080127,0.00045982449,0.0012607429,0.0015965656,0.00021490501],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008048317,0.0009091798,0.0017345424,0.00069643406,0.0010889627,0.0041405004,0.0015486489,0.0056055933,0.0062941713],"category_scores_gemma":[0.027190117,0.00055278256,0.0009821273,0.00094622286,0.0047157253,0.00747748,0.0022130737,0.00560144,0.002003034],"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":[0.000023018254,0.0000121878375,0.00020895862,0.000108581786,0.00003625675,0.000028827944,0.000100524456,0.010030861,0.00019661602,0.90845054,0.031117953,0.049685568],"study_design_scores_gemma":[0.000013255521,0.000012259095,0.00012563492,0.0000754068,0.000009935466,0.000019864934,0.00003800725,0.014923018,0.00014485115,0.9586083,0.026006142,0.0000232609],"about_ca_topic_score_codex":0.0077441325,"about_ca_topic_score_gemma":0.004867607,"teacher_disagreement_score":0.008048317,"about_ca_system_score_codex":0.0024085485,"about_ca_system_score_gemma":0.0044011073,"threshold_uncertainty_score":0.042564034},"labels":[],"label_agreement":null},{"id":"W4402749525","doi":"10.1007/s10479-024-06267-z","title":"Mean-variance optimization with inferred regimes","year":2024,"lang":"en","type":"article","venue":"Annals of Operations Research","topic":"Stochastic processes and financial applications","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":"Dalhousie University","funders":"","keywords":"Theory of computation; Variance (accounting); Computer science; Mathematical optimization; Mathematics; Algorithm; Economics","score_opus":0.19197773032523602,"score_gpt":0.38725637267958346,"score_spread":0.19527864235434744,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4402749525","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023681475,0.00038091638,0.97124475,0.0010201627,0.00006842441,0.000051158055,0.00013693165,0.0002086547,0.0032074435],"genre_scores_gemma":[0.7025808,0.00057385064,0.2878064,0.00030675437,0.0003106987,0.0003181644,0.00050350017,0.00031395518,0.0072859027],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9971493,0.0016634025,0.00016446796,0.0005064813,0.00032469176,0.0001916765],"domain_scores_gemma":[0.9752677,0.021963647,0.0010176661,0.0007664908,0.00067417364,0.00031035673],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0070016272,0.0015099037,0.003593169,0.0015969938,0.00096102746,0.003191148,0.002312174,0.0050892783,0.0030749165],"category_scores_gemma":[0.03504938,0.0027975806,0.0021704144,0.0016566609,0.0031988716,0.0046906923,0.003812434,0.0038589232,0.0005383342],"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":[0.00012105634,0.000051394847,0.00046935416,0.000056940797,0.000080734855,0.00005403034,0.00005186111,0.9426242,0.00023044227,0.04515278,0.0006485737,0.010458589],"study_design_scores_gemma":[0.000012457914,0.000007887783,0.000044698634,0.0000075125786,0.000006650737,0.000004705409,0.0000030707959,0.9740975,0.00008222882,0.02565032,0.00007757616,0.0000053280637],"about_ca_topic_score_codex":0.004992691,"about_ca_topic_score_gemma":0.003318639,"teacher_disagreement_score":0.0070016272,"about_ca_system_score_codex":0.0019446143,"about_ca_system_score_gemma":0.0025456364,"threshold_uncertainty_score":0.03702855},"labels":[],"label_agreement":null},{"id":"W4402772497","doi":"10.2139/ssrn.4927476","title":"Incomplete Market Analysis of Optimal Consumption and Robust Portfolio for the 4/2 Stochastic Volatility Model","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Imperial Bank of Commerce (Canada); Western University","funders":"","keywords":"Portfolio; Volatility (finance); Economics; Econometrics; Stochastic volatility; Consumption (sociology); Portfolio optimization; Financial economics","score_opus":0.038007781373989614,"score_gpt":0.2565283325660241,"score_spread":0.21852055119203448,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4402772497","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32237592,0.0025792425,0.645062,0.0053202896,0.00021061856,0.0001033717,0.00075800164,0.0002768529,0.023313658],"genre_scores_gemma":[0.95102423,0.0010952281,0.021579603,0.00030452455,0.00022685484,0.000116359544,0.00049134286,0.00020994655,0.024951966],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99929035,0.0003217916,0.000034104352,0.00011561695,0.00012025884,0.00011783007],"domain_scores_gemma":[0.9966113,0.0018848004,0.0006505337,0.00019361291,0.00033907,0.00032066487],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003559333,0.0013099468,0.002463737,0.0013495956,0.00048830727,0.0028130035,0.0021195929,0.0025517691,0.007050851],"category_scores_gemma":[0.010679939,0.0012841217,0.0016523068,0.00090372574,0.0022543322,0.004557645,0.0016811194,0.002347718,0.00034422203],"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":[0.0000913961,0.000059032496,0.0006884445,0.000089682624,0.00010707044,0.00019833808,0.000093544215,0.42415836,0.0009161457,0.5690229,0.0017631304,0.0028119446],"study_design_scores_gemma":[0.0000178069,0.000013502344,0.00029184637,0.0000077909,0.000014305818,0.000018790412,0.0000152187795,0.8823666,0.00006800346,0.116964474,0.00020433449,0.000017228287],"about_ca_topic_score_codex":0.009725113,"about_ca_topic_score_gemma":0.004946951,"teacher_disagreement_score":0.009725113,"about_ca_system_score_codex":0.0025554663,"about_ca_system_score_gemma":0.0022298351,"threshold_uncertainty_score":0.023587406},"labels":[],"label_agreement":null},{"id":"W4402810352","doi":"10.1137/23m1598428","title":"Controlled Martingale Problems and Their Markov Mimics","year":2024,"lang":"en","type":"article","venue":"SIAM Journal on Control and Optimization","topic":"Stochastic processes and financial applications","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 British Columbia","funders":"","keywords":"Mathematics; Martingale (probability theory); Doob's martingale inequality; Markov chain; Local martingale; Martingale difference sequence; Mathematical economics; Mathematical optimization; Markov process; Calculus (dental); Applied mathematics; Statistics","score_opus":0.011248623112780503,"score_gpt":0.19421106475302607,"score_spread":0.18296244164024558,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4402810352","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2310545,0.004434997,0.6767807,0.0058897906,0.00073320174,0.00021483893,0.00043743328,0.00025230675,0.0802022],"genre_scores_gemma":[0.909756,0.0024068137,0.039302308,0.0008484488,0.0004758504,0.00045245767,0.00030486681,0.00013314556,0.04632006],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99897075,0.0005300615,0.00004833019,0.00013719218,0.00020336595,0.00011026825],"domain_scores_gemma":[0.9912888,0.0065558995,0.00089091074,0.00025193143,0.00046278545,0.00054976],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026897374,0.000980649,0.001417541,0.0017205594,0.0011349801,0.003345601,0.0015658522,0.0028943412,0.0062425043],"category_scores_gemma":[0.01495205,0.0008442364,0.0013176372,0.0011675751,0.004032698,0.003967652,0.0021485987,0.0026537862,0.00038762114],"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":[0.000014678739,0.000022212482,0.00008709511,0.000019612804,0.0000106974285,0.00003316032,0.000044991535,0.015473604,0.0001345716,0.9826523,0.00057867734,0.0009283484],"study_design_scores_gemma":[0.00002714011,0.000022975333,0.00012294555,0.000017208367,0.000009023374,0.00003696469,0.00002787523,0.17774063,0.00009566958,0.8209851,0.00089811865,0.00001633031],"about_ca_topic_score_codex":0.0026262377,"about_ca_topic_score_gemma":0.0016811058,"teacher_disagreement_score":0.0062425043,"about_ca_system_score_codex":0.0019371511,"about_ca_system_score_gemma":0.0018969426,"threshold_uncertainty_score":0.020883262},"labels":[],"label_agreement":null},{"id":"W4402868444","doi":"10.1080/14697688.2024.2396977","title":"FuNVol: multi-asset implied volatility market simulator using functional principal components and neural SDEs","year":2024,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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 Toronto","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Econometrics; Volatility (finance); Implied volatility; Principal component analysis; Economics; Asset (computer security); Computer science; Financial economics; Artificial intelligence","score_opus":0.12998734323390201,"score_gpt":0.3077500432082738,"score_spread":0.1777626999743718,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4402868444","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05870978,0.00006554793,0.9363164,0.00021410345,0.000041924915,0.00005206233,0.00021094315,0.0017671472,0.0026221487],"genre_scores_gemma":[0.7561538,0.00008555091,0.24006546,0.00011037324,0.000023288983,0.00019470138,0.00044970866,0.00034949355,0.0025676452],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99982977,0.000057429344,0.000010130995,0.000023040004,0.00006396675,0.000015549691],"domain_scores_gemma":[0.9991979,0.00050726463,0.000064875334,0.000083455045,0.00010429523,0.000042171327],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009192808,0.00039627778,0.00042976384,0.0004387238,0.00020372026,0.0006197513,0.0010528628,0.0009840637,0.0029536702],"category_scores_gemma":[0.0031464621,0.00032575245,0.0005392298,0.00028267555,0.00044209076,0.0008356762,0.0008580033,0.0011584962,0.00035103044],"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":[0.000025284824,0.000022778586,0.00054379134,0.000015202009,0.000020627978,0.00003665902,0.000017789822,0.9791126,0.0007396796,0.010511794,0.00043362888,0.008520081],"study_design_scores_gemma":[0.0000018600264,0.0000023082775,0.000012729424,4.909271e-7,3.382708e-7,0.0000020189837,4.083061e-7,0.99889416,0.00010443848,0.0009118239,0.000068629735,8.2795106e-7],"about_ca_topic_score_codex":0.0035184983,"about_ca_topic_score_gemma":0.0029300677,"teacher_disagreement_score":0.0035184983,"about_ca_system_score_codex":0.0004719012,"about_ca_system_score_gemma":0.00064443296,"threshold_uncertainty_score":0.00988102},"labels":[],"label_agreement":null},{"id":"W4402933288","doi":"10.1214/24-aap2078","title":"Viscosity solutions to second order elliptic Hamilton-Jacobi–Bellman equations with infinite delay","year":2024,"lang":"en","type":"article","venue":"The Annals of Applied Probability","topic":"Stochastic processes and financial applications","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":"Science North","funders":"","keywords":"Hamilton–Jacobi equation; Viscosity solution; Order (exchange); Viscosity; Mathematics; Applied mathematics; Hamilton–Jacobi–Bellman equation; Mathematical analysis; Bellman equation; Mathematical economics; Physics; Economics; Thermodynamics","score_opus":0.0866799126225905,"score_gpt":0.2715315161063319,"score_spread":0.1848516034837414,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4402933288","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09597521,0.0012192061,0.8853748,0.0017061625,0.0002465891,0.000038599705,0.00007507759,0.000062211126,0.015302162],"genre_scores_gemma":[0.9119686,0.0012231013,0.07038888,0.00036405056,0.00021504851,0.00012799441,0.00008545567,0.000048561975,0.015578316],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996544,0.00010722208,0.000020695377,0.00006763708,0.000104206345,0.000045806584],"domain_scores_gemma":[0.9991148,0.0003868236,0.00023279099,0.00004120656,0.00012436863,0.000099908786],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009789631,0.00074418605,0.0005293841,0.0006767188,0.00048988115,0.0015487175,0.00074287556,0.0013369501,0.0015477114],"category_scores_gemma":[0.0035644458,0.0003533833,0.0006060437,0.00041106422,0.0018642091,0.0027932688,0.0015656614,0.0017584907,0.00012584626],"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":[0.00001822835,0.0000135648,0.00019595266,0.000040671996,0.000009978886,0.00013068908,0.00011083929,0.029023845,0.0031028425,0.9646358,0.0002947686,0.0024228524],"study_design_scores_gemma":[0.000029965382,0.00004109625,0.00022669353,0.000035365476,0.00000865157,0.000118991724,0.000085043685,0.38292813,0.0013232152,0.61261284,0.0025639234,0.000026081789],"about_ca_topic_score_codex":0.0010143042,"about_ca_topic_score_gemma":0.0005629151,"teacher_disagreement_score":0.0015487175,"about_ca_system_score_codex":0.0012105025,"about_ca_system_score_gemma":0.0010034298,"threshold_uncertainty_score":0.008782804},"labels":[],"label_agreement":null},{"id":"W4402964294","doi":"10.3390/jrfm17100436","title":"Bayesian Lower and Upper Estimates for Ether Option Prices with Conditional Heteroscedasticity and Model Uncertainty","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Australian Research Council","keywords":"Heteroscedasticity; Econometrics; Bayesian probability; Economics; Bayesian inference; Mathematics; Statistics","score_opus":0.011411597824035669,"score_gpt":0.22648126498491314,"score_spread":0.21506966716087747,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4402964294","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.022710675,0.0003727069,0.9731651,0.00025101114,0.000020809126,0.000020739923,0.00014198138,0.00012604635,0.0031908862],"genre_scores_gemma":[0.72763705,0.0019476288,0.26271173,0.0003799203,0.00024400423,0.00019367211,0.0013241828,0.00024330599,0.0053184973],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9968172,0.0012322188,0.00020644859,0.00045272196,0.0010968329,0.0001947352],"domain_scores_gemma":[0.97927433,0.01570203,0.0020688425,0.0012573896,0.0013923263,0.00030505972],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008655864,0.0012206575,0.0014183708,0.0025540397,0.0005705465,0.0030955458,0.00216114,0.0013918729,0.004742516],"category_scores_gemma":[0.038601853,0.00097486965,0.0016583399,0.0014272975,0.0016667974,0.0058711916,0.0025711053,0.003900945,0.00094406115],"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":[0.00015052553,0.000120651144,0.0059841992,0.00023005636,0.0002038473,0.00019568556,0.00025460622,0.54028004,0.0035593635,0.36839136,0.001587831,0.079041846],"study_design_scores_gemma":[0.000013266825,0.000028265307,0.0016999845,0.00005936634,0.000026134905,0.000075171,0.000028580986,0.82787067,0.0013019512,0.16787489,0.0009651122,0.000056595265],"about_ca_topic_score_codex":0.0026799121,"about_ca_topic_score_gemma":0.002575685,"teacher_disagreement_score":0.008655864,"about_ca_system_score_codex":0.0013342674,"about_ca_system_score_gemma":0.0014357098,"threshold_uncertainty_score":0.045777142},"labels":[],"label_agreement":null},{"id":"W4403074266","doi":"10.3390/jrfm17100446","title":"Martingale Pricing and Single Index Models: Unified Approach with Esscher and Minimal Relative Entropy Measures","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Martingale (probability theory); Martingale pricing; Econometrics; Mathematics; Entropy (arrow of time); Index (typography); Generalized entropy index; Mathematical economics; Economics; Local martingale; Statistics; Computer science; Thermodynamics; Physics","score_opus":0.022195026336968522,"score_gpt":0.19612630840385048,"score_spread":0.17393128206688196,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4403074266","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08000702,0.0017372944,0.9003409,0.001631911,0.00012502783,0.000035040634,0.00008344645,0.00008049947,0.015958823],"genre_scores_gemma":[0.92808133,0.0016350383,0.06095353,0.00027316585,0.0005122988,0.00009004584,0.000075963784,0.000054651144,0.008323996],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990538,0.00042913866,0.000039190454,0.00013670571,0.00022518013,0.000115995295],"domain_scores_gemma":[0.9976966,0.0012597393,0.00037094025,0.00025630993,0.000197241,0.00021922846],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002800622,0.0010558255,0.0014425308,0.0017517745,0.0006041992,0.0024209714,0.0015687272,0.001953098,0.002852488],"category_scores_gemma":[0.0067497254,0.00055597146,0.0016993168,0.0009498775,0.0030773662,0.00588495,0.001968271,0.0024358842,0.00026037256],"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":[0.000005422277,0.000016300166,0.0001804022,0.000019666382,0.000013787107,0.00007144887,0.0000390848,0.016657202,0.00031875892,0.9811256,0.00016835296,0.0013839464],"study_design_scores_gemma":[0.0000059651297,0.00002610391,0.0002004806,0.000013134786,0.000007772721,0.00006648351,0.000020078567,0.22305514,0.00016428735,0.7758781,0.00054741174,0.000015096377],"about_ca_topic_score_codex":0.0009351782,"about_ca_topic_score_gemma":0.00072234054,"teacher_disagreement_score":0.002852488,"about_ca_system_score_codex":0.0014333839,"about_ca_system_score_gemma":0.0010240303,"threshold_uncertainty_score":0.014811337},"labels":[],"label_agreement":null},{"id":"W4403214888","doi":"10.3390/jrfm17100457","title":"Optimal Market Completion through Financial Derivatives with Applications to Volatility Risk","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Volatility (finance); Financial market; Volatility smile; Implied volatility; Financial risk; Business; Economics; Market risk; Financial economics; Finance; Monetary economics","score_opus":0.014893801216466827,"score_gpt":0.22973333530062662,"score_spread":0.2148395340841598,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4403214888","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16365513,0.0010706895,0.8296725,0.0005237858,0.000036873902,0.00007005222,0.000051299132,0.00009754556,0.0048220404],"genre_scores_gemma":[0.8950369,0.00064458995,0.1005994,0.000062230654,0.000040178897,0.000099761375,0.000065288674,0.00008463876,0.0033669097],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99921846,0.00046249627,0.000030323392,0.00008770349,0.00011273989,0.000088247674],"domain_scores_gemma":[0.9964192,0.0025688503,0.00032690706,0.00013780025,0.00023391754,0.00031338484],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025971346,0.00084413996,0.0015834958,0.000807798,0.0004787543,0.0013529307,0.00066244864,0.0013172532,0.0017853413],"category_scores_gemma":[0.0095077995,0.0007004968,0.001025275,0.00048430794,0.001340411,0.0022184416,0.0015432193,0.0014075743,0.00012169926],"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":[0.000066769324,0.00005886525,0.00044184114,0.000048046844,0.000027202419,0.00007310608,0.00006927435,0.90205467,0.0011345854,0.08875183,0.00022955492,0.0070441635],"study_design_scores_gemma":[0.000011059253,0.000032978565,0.00008221607,0.000009014616,0.0000059376443,0.0000117116615,0.000010264916,0.9775785,0.00028016197,0.021764629,0.00020553383,0.000007957663],"about_ca_topic_score_codex":0.002517926,"about_ca_topic_score_gemma":0.0018475957,"teacher_disagreement_score":0.0025971346,"about_ca_system_score_codex":0.0012861994,"about_ca_system_score_gemma":0.0015095939,"threshold_uncertainty_score":0.0137351155},"labels":[],"label_agreement":null},{"id":"W4403602260","doi":"10.2139/ssrn.4956752","title":"Algorithmic and High-Frequency Trading Problems for Semi-Markov and Hawkes Jump-Diffusion Models","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Jump; High-frequency trading; Jump diffusion; Markov chain; Diffusion; Statistical physics; Computer science; Econometrics; Markov model; Economics; Mathematical economics; Algorithmic trading; Financial economics; Physics; Machine learning","score_opus":0.018658112440772184,"score_gpt":0.22123296925703384,"score_spread":0.20257485681626167,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4403602260","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.26419473,0.0024312085,0.7111484,0.0054410207,0.0002754551,0.00009279245,0.00029903848,0.00015148838,0.01596599],"genre_scores_gemma":[0.89854,0.0012654819,0.083975874,0.0005067325,0.0005765836,0.000234792,0.00049278693,0.00012447799,0.014283306],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986778,0.00071860227,0.00007211036,0.00023924609,0.00017695781,0.00011528048],"domain_scores_gemma":[0.96694714,0.029231383,0.001509049,0.0005530695,0.00076704816,0.0009923317],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004466365,0.001200049,0.001769753,0.0018796846,0.0013425632,0.003999389,0.002838775,0.004705631,0.0056668255],"category_scores_gemma":[0.028024623,0.0011412242,0.0018930293,0.0013707419,0.0037194656,0.006285478,0.003233474,0.0035410782,0.00026236236],"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":[0.00011981169,0.00016912825,0.001806854,0.0001908149,0.0000990623,0.00016884058,0.00021527102,0.22423257,0.0005547316,0.76332194,0.0018229559,0.0072980295],"study_design_scores_gemma":[0.000024289418,0.000014818019,0.00021517396,0.000013163341,0.000010900113,0.000030085072,0.000036795675,0.5902682,0.00006777979,0.40908813,0.00021468161,0.00001588903],"about_ca_topic_score_codex":0.0029732934,"about_ca_topic_score_gemma":0.0032071783,"teacher_disagreement_score":0.0056668255,"about_ca_system_score_codex":0.0016529732,"about_ca_system_score_gemma":0.0016611037,"threshold_uncertainty_score":0.023620725},"labels":[],"label_agreement":null},{"id":"W4403673593","doi":"10.1090/cln/033","title":"Applied Stochastic Analysis","year":2024,"lang":"en","type":"book","venue":"Courant lecture notes in mathematics","topic":"Stochastic processes and financial applications","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":"University of British Columbia","funders":"","keywords":"Computer science","score_opus":0.02154063939230087,"score_gpt":0.22953464392432368,"score_spread":0.20799400453202282,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4403673593","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0043078912,0.06440715,0.6109509,0.0047901194,0.008078318,0.00008292954,0.0008691016,0.00089785916,0.30561575],"genre_scores_gemma":[0.18191841,0.051678892,0.13334498,0.0015257164,0.009472927,0.00031061555,0.001471257,0.0011973092,0.6190799],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993013,0.00021400432,0.0000414295,0.00010747675,0.0003035868,0.000032231557],"domain_scores_gemma":[0.9993125,0.00026742576,0.000035000434,0.0001490592,0.00020101943,0.000035029752],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008994173,0.0012112379,0.0014696207,0.0013907069,0.0004898305,0.0021082216,0.00057016953,0.0009923583,0.017478267],"category_scores_gemma":[0.0024368335,0.0004691815,0.0009884542,0.0018887753,0.0011746377,0.0011745056,0.0014082025,0.0021262153,0.005906165],"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":[0.000016026692,0.000038163435,0.00024987877,0.00022497638,0.0000844224,0.0000657609,0.00008998501,0.018662425,0.0009712128,0.7005248,0.10100245,0.17806996],"study_design_scores_gemma":[0.000006598201,0.000019076875,0.0006356194,0.00010468375,0.00002335329,0.00011680855,0.00002519757,0.04750836,0.00048418573,0.7416907,0.20936851,0.000016825734],"about_ca_topic_score_codex":0.002067536,"about_ca_topic_score_gemma":0.0019928461,"teacher_disagreement_score":0.017478267,"about_ca_system_score_codex":0.0012360681,"about_ca_system_score_gemma":0.00089732185,"threshold_uncertainty_score":0.058470607},"labels":[],"label_agreement":null},{"id":"W4403673614","doi":"10.1090/cln/033/08","title":"Stochastic differential equations","year":2024,"lang":"en","type":"book-chapter","venue":"Courant lecture notes in mathematics","topic":"Stochastic processes and financial applications","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 British Columbia","funders":"","keywords":"Stochastic differential equation; Applied mathematics; Mathematics; Computer science","score_opus":0.03378296692747827,"score_gpt":0.2360300123218526,"score_spread":0.20224704539437433,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4403673614","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.015231275,0.030322265,0.43176553,0.00573291,0.0037487287,0.00008610222,0.0015210996,0.0004606993,0.51113135],"genre_scores_gemma":[0.3317227,0.024658302,0.04317606,0.001556636,0.0027103822,0.00021598284,0.0015716429,0.0003175528,0.5940708],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99981385,0.000042958454,0.00000851067,0.00003860997,0.000081256294,0.000014810676],"domain_scores_gemma":[0.9998072,0.00006858289,0.000018997815,0.00002128716,0.00006748105,0.000016596585],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00027500707,0.00064452295,0.00092062674,0.00051338435,0.00034671673,0.0013072342,0.00041732652,0.0008244554,0.0133048],"category_scores_gemma":[0.0010131139,0.00022561479,0.00047317953,0.000736795,0.0006399055,0.0007969839,0.0007496861,0.0013037856,0.0033843399],"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":[0.0000049709142,0.000017775503,0.00014537507,0.00005640624,0.000016119577,0.00006525702,0.000052116917,0.014724197,0.00054779305,0.93463373,0.022162223,0.02757389],"study_design_scores_gemma":[0.000010441549,0.000011858712,0.00051931385,0.00005510505,0.000012663179,0.0001231229,0.000030045308,0.05915419,0.00030334643,0.79112214,0.14864336,0.0000144188925],"about_ca_topic_score_codex":0.0028525002,"about_ca_topic_score_gemma":0.0017343971,"teacher_disagreement_score":0.0133048,"about_ca_system_score_codex":0.0010359203,"about_ca_system_score_gemma":0.0006790309,"threshold_uncertainty_score":0.044508994},"labels":[],"label_agreement":null},{"id":"W4403684500","doi":"10.1016/j.sysconle.2024.105943","title":"Near optimality of Lipschitz and smooth policies in controlled diffusions","year":2024,"lang":"en","type":"article","venue":"Systems & Control Letters","topic":"Stochastic processes and financial applications","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":"Queen's University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Lipschitz continuity; Mathematics; Mathematical economics; Applied mathematics; Pure mathematics; Mathematical optimization; Control theory (sociology); Computer science; Control (management); Artificial intelligence","score_opus":0.012907140032527013,"score_gpt":0.21621402395823974,"score_spread":0.20330688392571272,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4403684500","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3028498,0.0038084744,0.66527396,0.0040477742,0.00029261387,0.00012559998,0.0003543168,0.00028490473,0.022962466],"genre_scores_gemma":[0.9518285,0.0018751014,0.030094178,0.00034930004,0.00020424685,0.00015744893,0.000265658,0.00014851228,0.015077135],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9979919,0.0010374044,0.000100732424,0.00030090075,0.00033352475,0.0002355759],"domain_scores_gemma":[0.96793014,0.026522927,0.002041085,0.0005447133,0.0016130566,0.0013480966],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0050353324,0.0015535858,0.0029584528,0.0025392214,0.0010960684,0.0040619946,0.0017816959,0.00324954,0.0026936927],"category_scores_gemma":[0.03301748,0.0013329491,0.0014024349,0.0009899286,0.004789018,0.004380456,0.0030965335,0.003363088,0.00024427427],"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":[0.00027131892,0.00008181171,0.00061855634,0.00017010178,0.00008423323,0.00015314308,0.00022715075,0.2855428,0.002294533,0.70464337,0.0009998314,0.0049132104],"study_design_scores_gemma":[0.000049255505,0.00007963705,0.0003286995,0.000031880758,0.000016866712,0.000031466603,0.00005384803,0.6498932,0.00038401314,0.3486374,0.00046286956,0.000030826188],"about_ca_topic_score_codex":0.0060062455,"about_ca_topic_score_gemma":0.0031130277,"teacher_disagreement_score":0.0060062455,"about_ca_system_score_codex":0.0036340351,"about_ca_system_score_gemma":0.0028391841,"threshold_uncertainty_score":0.026629686},"labels":[],"label_agreement":null},{"id":"W4403943671","doi":"10.1080/1350486x.2024.2410200","title":"A Global-in-Time Neural Network Approach to Dynamic Portfolio Optimization","year":2024,"lang":"en","type":"article","venue":"Applied Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Artificial neural network; Computer science; Portfolio; Portfolio optimization; Artificial intelligence; Mathematical optimization; Economics; Financial economics; Mathematics","score_opus":0.012618898137764902,"score_gpt":0.22182597131816403,"score_spread":0.20920707318039913,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4403943671","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0027895418,0.0003400319,0.99335986,0.0002677841,0.00004594131,0.000013032429,0.000028006387,0.000056083572,0.0030997302],"genre_scores_gemma":[0.5183214,0.0018789226,0.46133387,0.00059835135,0.00044117117,0.0003316043,0.00021873771,0.00020717455,0.016668877],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996137,0.00014775753,0.000018370623,0.00009033667,0.00008698105,0.000042900647],"domain_scores_gemma":[0.9994066,0.00036804433,0.00006760232,0.00004674377,0.00007933984,0.0000317619],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010426174,0.0011339422,0.0007830988,0.0004684609,0.00033019207,0.0009911408,0.001230172,0.001676568,0.003907196],"category_scores_gemma":[0.0024617584,0.00039469433,0.0006645911,0.0006421651,0.00086029427,0.0016939467,0.0013192495,0.0022599762,0.00038249805],"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":[0.0000125618535,0.000020676498,0.000157727,0.000035360215,0.000034252887,0.00004218227,0.000019082283,0.93844116,0.00074683834,0.043416556,0.00062084245,0.016452838],"study_design_scores_gemma":[0.0000015701797,0.000007974381,0.00002099201,0.0000028650798,0.0000037360628,0.00000968733,0.0000016519023,0.9880051,0.00012855204,0.011400426,0.00041499027,0.0000024429671],"about_ca_topic_score_codex":0.0020024697,"about_ca_topic_score_gemma":0.0028648924,"teacher_disagreement_score":0.003907196,"about_ca_system_score_codex":0.0009206728,"about_ca_system_score_gemma":0.00076464895,"threshold_uncertainty_score":0.013070881},"labels":[],"label_agreement":null},{"id":"W4403946708","doi":"10.3390/risks12110173","title":"Spread Option Pricing Under Finite Liquidity Framework","year":2024,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","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":"Systems, Applications & Products in Data Processing (Canada); McMaster University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Market liquidity; Business; Valuation of options; Economics; Financial economics; Finance","score_opus":0.08289140657884511,"score_gpt":0.30102566087796945,"score_spread":0.21813425429912434,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4403946708","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16665387,0.0009917372,0.8270822,0.00046333572,0.00005587033,0.000023040184,0.00004750389,0.00015799935,0.0045243534],"genre_scores_gemma":[0.9682233,0.00048841827,0.028998576,0.00006659598,0.00006372693,0.000023010498,0.00003907575,0.000023562265,0.0020738244],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99951756,0.00023772371,0.000015867248,0.000055024517,0.00012911804,0.00004473794],"domain_scores_gemma":[0.99910337,0.00054867,0.00011746944,0.00006761637,0.0000958169,0.00006708941],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00084194884,0.000469753,0.0007125818,0.0005663187,0.00037341507,0.0014995256,0.00096322055,0.0012101238,0.001852718],"category_scores_gemma":[0.0030366916,0.00024673625,0.0006041333,0.0006203836,0.0010132216,0.0028793584,0.0008077541,0.0014407453,0.000162864],"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":[0.00007179736,0.000050548475,0.0011440719,0.000061230836,0.000037222875,0.00047855207,0.000074166725,0.7049691,0.0071770702,0.2771,0.00031519998,0.008520975],"study_design_scores_gemma":[0.0000045431602,0.0000111427835,0.00007494882,0.000002772801,0.0000029105468,0.000030881794,0.0000045270885,0.9765313,0.00019761079,0.023049489,0.00008449367,0.0000053800513],"about_ca_topic_score_codex":0.0018118125,"about_ca_topic_score_gemma":0.00081420835,"teacher_disagreement_score":0.001852718,"about_ca_system_score_codex":0.0005221524,"about_ca_system_score_gemma":0.0006357884,"threshold_uncertainty_score":0.006197989},"labels":[],"label_agreement":null},{"id":"W4403977647","doi":"10.2139/ssrn.4966971","title":"Closed-form pricing formulas for autocallable reverse convertible securities","year":2024,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Convertible; Business; Convertible bond; Financial economics; Economics; Finance; Engineering","score_opus":0.01532816755441453,"score_gpt":0.22978552745757294,"score_spread":0.21445735990315842,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4403977647","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.015796194,0.0017448312,0.95576197,0.0008894549,0.0002615589,0.00013660737,0.0002881206,0.00028262814,0.024838723],"genre_scores_gemma":[0.5574499,0.005972703,0.3778174,0.00083627633,0.0011436802,0.00072997203,0.0013866088,0.00074384076,0.053919613],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99906987,0.00030822738,0.000059621798,0.000112542446,0.000328322,0.00012136475],"domain_scores_gemma":[0.99400663,0.0040923157,0.00030701995,0.0004506016,0.0010029281,0.0001405231],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0035021438,0.0014522383,0.0012716352,0.0016090262,0.000561337,0.0037648755,0.0019707745,0.0019159857,0.022450076],"category_scores_gemma":[0.01608892,0.0007448189,0.0014446169,0.001791738,0.001300857,0.0064614597,0.0013805506,0.0035697594,0.0035320225],"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":[0.00004114391,0.00015020624,0.0004622651,0.00018741646,0.000032202395,0.00023769718,0.00023439975,0.05418649,0.001173643,0.8775988,0.006981443,0.05871433],"study_design_scores_gemma":[0.00003373489,0.000029750303,0.00025071748,0.00007677589,0.00003202908,0.00024850093,0.000071500515,0.41567427,0.00079608615,0.57819575,0.0045581344,0.00003278647],"about_ca_topic_score_codex":0.0014402226,"about_ca_topic_score_gemma":0.00296096,"teacher_disagreement_score":0.022450076,"about_ca_system_score_codex":0.0013840385,"about_ca_system_score_gemma":0.001499016,"threshold_uncertainty_score":0.075103045},"labels":[],"label_agreement":null},{"id":"W4404135106","doi":"10.1016/j.frl.2024.106371","title":"The shifted GARCH model with affine variance: Applications in pricing","year":2024,"lang":"en","type":"article","venue":"Finance research letters","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Affine transformation; Autoregressive conditional heteroskedasticity; Econometrics; Economics; Variance (accounting); Financial economics; Mathematics; Volatility (finance); Geometry","score_opus":0.05051473116663244,"score_gpt":0.301619015661325,"score_spread":0.2511042844946926,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4404135106","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02356979,0.004288558,0.9657746,0.0011805559,0.00031581594,0.000019231744,0.0001164533,0.00029127256,0.004443738],"genre_scores_gemma":[0.74957293,0.0094561605,0.22991236,0.00046825432,0.0015558127,0.000074878684,0.00029288104,0.0002159825,0.008450733],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999323,0.0002862132,0.000035039408,0.00011364142,0.00019344555,0.00004861053],"domain_scores_gemma":[0.99825615,0.0010576905,0.00021202138,0.00021826092,0.0001642177,0.00009162381],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015046404,0.0009139956,0.0009864174,0.0008055553,0.00042535894,0.0012122385,0.0013153984,0.0018853766,0.0026852142],"category_scores_gemma":[0.006510404,0.0005410281,0.0013410833,0.0021680654,0.0010869824,0.0024027685,0.0011930827,0.0022828944,0.00050240493],"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":[0.000045706427,0.000054774107,0.0019588454,0.00010744581,0.00009508774,0.00040914767,0.00012490133,0.38237658,0.001994486,0.55209196,0.0022835024,0.058457546],"study_design_scores_gemma":[0.000012313684,0.000034234574,0.00050867687,0.000015656877,0.000019372756,0.0001313739,0.000018234703,0.69209987,0.00035967986,0.30249244,0.004276315,0.000031972275],"about_ca_topic_score_codex":0.0038188454,"about_ca_topic_score_gemma":0.0014139264,"teacher_disagreement_score":0.0038188454,"about_ca_system_score_codex":0.00080865744,"about_ca_system_score_gemma":0.0006952685,"threshold_uncertainty_score":0.008982956},"labels":[],"label_agreement":null},{"id":"W4404162368","doi":"10.1109/cdc56724.2024.10886824","title":"Constant step-size stochastic approximation with delayed updates","year":2024,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"McGill University; Mila - Quebec Artificial Intelligence Institute; Group for Research in Decision Analysis; HEC Montréal","funders":"Science and Engineering Research Board; Natural Sciences and Engineering Research Council of Canada; Université Paris-Saclay","keywords":"Constant (computer programming); Computer science; Mathematical optimization; Mathematics","score_opus":0.0145970175772948,"score_gpt":0.2109079280006199,"score_spread":0.19631091042332507,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4404162368","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.039346136,0.0005384576,0.9536148,0.00034409086,0.00024725162,0.00005870585,0.000078681864,0.00014897728,0.00562299],"genre_scores_gemma":[0.9541054,0.00047318306,0.03897179,0.00011122942,0.00007930506,0.00009335209,0.00006341471,0.000026374042,0.0060760374],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99948835,0.00014057253,0.000028325823,0.00013213391,0.0001538568,0.000056691453],"domain_scores_gemma":[0.99874985,0.0006560416,0.00018831612,0.00011936768,0.00022650558,0.000059964965],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009264148,0.0008422542,0.0007849752,0.00029439467,0.00032522154,0.0010875552,0.0013070941,0.0012302903,0.0016154542],"category_scores_gemma":[0.0040829377,0.0003286187,0.00057664997,0.00038152916,0.0010741466,0.0010818662,0.00082451676,0.001356228,0.0002107747],"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":[0.0000764101,0.000027472372,0.0004883812,0.00006223286,0.000024710343,0.00012980329,0.00003925228,0.9508703,0.0019766975,0.04124963,0.00029311187,0.0047620717],"study_design_scores_gemma":[0.000010092226,0.000022177828,0.000040880688,0.0000037212014,0.0000051590355,0.000010135882,0.000004306665,0.9955354,0.00032095012,0.0036753572,0.00036762422,0.0000042722622],"about_ca_topic_score_codex":0.006925554,"about_ca_topic_score_gemma":0.002946223,"teacher_disagreement_score":0.006925554,"about_ca_system_score_codex":0.0008648773,"about_ca_system_score_gemma":0.0009577496,"threshold_uncertainty_score":0.013770461},"labels":[],"label_agreement":null},{"id":"W4404164388","doi":"10.1007/978-3-031-73758-9_2","title":"Problem Statement","year":2024,"lang":"en","type":"book-chapter","venue":"SpringerBriefs in mathematics","topic":"Stochastic processes and financial applications","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":"Statement (logic); Computer science; Philosophy; Epistemology","score_opus":0.03418269600855502,"score_gpt":0.23423016544407724,"score_spread":0.2000474694355222,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4404164388","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.015886197,0.004702761,0.41305152,0.08817721,0.008288052,0.0020393555,0.013631537,0.0010703715,0.453153],"genre_scores_gemma":[0.35109642,0.006572368,0.20663291,0.018702298,0.011159302,0.00397305,0.012780502,0.0008830608,0.38820013],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9983474,0.0004585176,0.00005829158,0.0006161115,0.0002811705,0.00023847319],"domain_scores_gemma":[0.99654144,0.002352812,0.00015979206,0.00022566445,0.00047872588,0.00024155463],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017285445,0.00096489134,0.0012279202,0.0008455777,0.0010701332,0.0041247793,0.0019274666,0.00492814,0.15372302],"category_scores_gemma":[0.012414358,0.00032808218,0.0007508347,0.0008325799,0.0017205856,0.003462515,0.0029647127,0.003200759,0.020647034],"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":[0.0003617383,0.0002583372,0.0011539262,0.0014762278,0.000048482736,0.00067287835,0.00022993286,0.028916799,0.00065568875,0.45781967,0.36647213,0.14193405],"study_design_scores_gemma":[0.00014575933,0.00012391049,0.00036219603,0.00045961188,0.00003782608,0.0006559411,0.00066227233,0.06799066,0.0008016641,0.68304896,0.24566883,0.000042337793],"about_ca_topic_score_codex":0.0016965081,"about_ca_topic_score_gemma":0.0010481682,"teacher_disagreement_score":0.15372302,"about_ca_system_score_codex":0.00087310554,"about_ca_system_score_gemma":0.0023745345,"threshold_uncertainty_score":0.5142547},"labels":[],"label_agreement":null},{"id":"W4404363475","doi":"10.1142/s0219493724500503","title":"Strong solutions of SDEs with singular (form-bounded) drift via Röckner–Zhao approach","year":2024,"lang":"en","type":"article","venue":"Stochastics and Dynamics","topic":"Stochastic processes and financial applications","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; Université Laval","funders":"","keywords":"Mathematics; Bounded function; Applied mathematics; Mathematical analysis","score_opus":0.016361967380214486,"score_gpt":0.20490542157902558,"score_spread":0.1885434541988111,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4404363475","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08405628,0.0009797465,0.89805096,0.0019837944,0.00016362403,0.00009191038,0.0002269315,0.00011197525,0.014334643],"genre_scores_gemma":[0.8886879,0.0017623997,0.08076892,0.00048622425,0.0002888336,0.000380772,0.00029888903,0.000117069176,0.027208982],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993261,0.00025897782,0.00005423648,0.00012419165,0.00014497597,0.00009153833],"domain_scores_gemma":[0.9980318,0.0008326196,0.00032593322,0.000097878954,0.00043522194,0.0002764909],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024322292,0.0016421856,0.001323579,0.001461968,0.00062065385,0.0016010016,0.0010219646,0.0014763599,0.002615583],"category_scores_gemma":[0.0054045054,0.00052919745,0.0018975205,0.0004703758,0.0020895477,0.0022749817,0.0043657133,0.0019023437,0.0002669425],"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":[0.000037262347,0.000022985647,0.00044762495,0.00014026645,0.000059383943,0.00017145224,0.0001585178,0.059557986,0.005745969,0.93005556,0.0006271896,0.0029759232],"study_design_scores_gemma":[0.000033596083,0.00007413449,0.00041258463,0.00004821848,0.000028019813,0.00008833646,0.000108842694,0.58891153,0.0018916226,0.4063036,0.0020632134,0.000036341273],"about_ca_topic_score_codex":0.002696402,"about_ca_topic_score_gemma":0.0014847203,"teacher_disagreement_score":0.002696402,"about_ca_system_score_codex":0.0014803192,"about_ca_system_score_gemma":0.0015497678,"threshold_uncertainty_score":0.01286298},"labels":[],"label_agreement":null},{"id":"W4404584092","doi":"10.3390/risks12120183","title":"Dynamic Programming for Designing and Valuing Two-Dimensional Financial Derivatives","year":2024,"lang":"en","type":"article","venue":"Risks","topic":"Stochastic processes and financial applications","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":"HEC Montréal","funders":"Canadian Statistical Sciences Institute","keywords":"Dynamic programming; Computer science; Economics; Algorithm","score_opus":0.050192040669852826,"score_gpt":0.29811647583451556,"score_spread":0.24792443516466273,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4404584092","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0060477513,0.00013795015,0.9909595,0.000141118,0.00003131071,0.000046307778,0.00002078285,0.000104953135,0.0025103341],"genre_scores_gemma":[0.23701595,0.0004348873,0.75875336,0.00013958255,0.00004393316,0.00051282585,0.00008532413,0.00020151788,0.0028126677],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99934894,0.00025084193,0.00003247035,0.00007439594,0.00023499898,0.000058248148],"domain_scores_gemma":[0.9988416,0.0008128585,0.00008407543,0.000066563516,0.00014221358,0.000052843367],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016942517,0.00092335,0.0008734381,0.0009075095,0.00066909153,0.0013781401,0.0009167359,0.0012032458,0.001950267],"category_scores_gemma":[0.0039539123,0.0006825689,0.0009065182,0.0010378986,0.0019553143,0.0010372224,0.0013367159,0.0017827274,0.00026479797],"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":[0.000017042305,0.000036140336,0.0002590329,0.000053961838,0.000015880614,0.000033352328,0.000041362455,0.9310213,0.0012281956,0.053014368,0.00024195436,0.014037395],"study_design_scores_gemma":[0.0000072561406,0.000010124768,0.000020140862,0.00000616694,0.0000022383924,0.000005856721,0.0000047494395,0.9843797,0.0004918589,0.0144025255,0.0006651764,0.0000043130426],"about_ca_topic_score_codex":0.004253367,"about_ca_topic_score_gemma":0.0037696536,"teacher_disagreement_score":0.004253367,"about_ca_system_score_codex":0.0013523329,"about_ca_system_score_gemma":0.0017185818,"threshold_uncertainty_score":0.009811938},"labels":[],"label_agreement":null},{"id":"W4404608907","doi":"10.2139/ssrn.5020528","title":"Quadratic Hedging of American Option Under GARCH Models","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Quadratic equation; Econometrics; Economics; Financial economics; Mathematical economics; Mathematics; Actuarial science; Volatility (finance)","score_opus":0.029095197375052225,"score_gpt":0.25840833194953905,"score_spread":0.22931313457448682,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4404608907","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.58085823,0.0009743726,0.4082319,0.0011686134,0.00015758853,0.00003461351,0.00019765426,0.00025502002,0.008121913],"genre_scores_gemma":[0.9875587,0.00023018428,0.004775917,0.00007118098,0.00007428679,0.000011866506,0.000100923324,0.000053186046,0.00712381],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989912,0.0004565262,0.000056183813,0.00015478992,0.00022475261,0.00011653642],"domain_scores_gemma":[0.9942966,0.0039379513,0.00066034455,0.00028266042,0.0004616591,0.00036081637],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034891625,0.00062835205,0.0011629814,0.00081438565,0.00038768194,0.0021554765,0.0012285484,0.001439243,0.004033928],"category_scores_gemma":[0.010440528,0.00059486873,0.0008722329,0.0009944381,0.0010008157,0.0034705538,0.0013691931,0.0015630435,0.00018629698],"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":[0.0004190798,0.0001722905,0.0043424903,0.00021060208,0.00015613975,0.0004588364,0.00025932383,0.66595054,0.0075806635,0.2947921,0.0015711327,0.024086844],"study_design_scores_gemma":[0.0000074848913,0.000028217797,0.0006822953,0.0000036675567,0.000008433117,0.000024699964,0.000007141091,0.9618793,0.00016449386,0.0370934,0.0000883085,0.00001260775],"about_ca_topic_score_codex":0.0029671448,"about_ca_topic_score_gemma":0.0020555153,"teacher_disagreement_score":0.004033928,"about_ca_system_score_codex":0.0008779575,"about_ca_system_score_gemma":0.0007308449,"threshold_uncertainty_score":0.018452704},"labels":[],"label_agreement":null},{"id":"W4404936426","doi":"10.1016/j.jbankfin.2024.107346","title":"A general option pricing framework for affine fractionally integrated models","year":2024,"lang":"en","type":"article","venue":"Journal of Banking & Finance","topic":"Stochastic processes and financial applications","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":"Simon Fraser University; University of Calgary; Université de Montréal","funders":"Natural Sciences and Engineering Research Council of Canada; Alliance de recherche numérique du Canada; Simon Fraser University","keywords":"Affine transformation; Mathematical economics; Econometrics; Economics; Computer science; Mathematics; Pure mathematics","score_opus":0.03419527144256802,"score_gpt":0.26554828564273025,"score_spread":0.23135301420016224,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4404936426","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.020401742,0.0010918053,0.9708848,0.0005549548,0.00010575823,0.000022944769,0.000086461696,0.00009758695,0.006753922],"genre_scores_gemma":[0.80787957,0.0025388177,0.17680575,0.00034196398,0.0005091239,0.000111278314,0.00025165212,0.000089212765,0.0114726825],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99945503,0.00022864986,0.000029623106,0.00009646973,0.00013607435,0.00005406102],"domain_scores_gemma":[0.9993529,0.00030999287,0.000106595835,0.00007676038,0.00009148144,0.00006221702],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015271737,0.0009823986,0.0010449517,0.00075381855,0.00056789565,0.002196976,0.0013889307,0.0017319369,0.0030086937],"category_scores_gemma":[0.0031157504,0.00040719777,0.0015589079,0.0011075969,0.0013106682,0.0030262722,0.001045135,0.0019871064,0.000317375],"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":[0.000012922116,0.000033043503,0.00022279739,0.000039549483,0.00003136646,0.00018126813,0.000084133986,0.24389212,0.0014382226,0.7473633,0.0005045291,0.0061966917],"study_design_scores_gemma":[0.000007797137,0.000015768008,0.00009228963,0.0000097341035,0.000011296475,0.0000573241,0.000011385586,0.8033043,0.00012035195,0.19461973,0.0017368338,0.000013159407],"about_ca_topic_score_codex":0.0031123636,"about_ca_topic_score_gemma":0.0016827247,"teacher_disagreement_score":0.0031123636,"about_ca_system_score_codex":0.00086251163,"about_ca_system_score_gemma":0.0009973703,"threshold_uncertainty_score":0.010065079},"labels":[],"label_agreement":null},{"id":"W4404962409","doi":"10.1080/14697688.2024.2429424","title":"On general semi-closed-form solutions for VIX derivative pricing","year":2024,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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":"Simon Fraser University; HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada; HEC Montréal; Simon Fraser University","keywords":"Futures contract; Valuation of options; Affine transformation; Economics; Derivative (finance); Econometrics; Rational pricing; Function (biology); Mathematical economics; Mathematics; Financial economics; Capital asset pricing model","score_opus":0.06446911556216178,"score_gpt":0.29244459636837655,"score_spread":0.22797548080621477,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4404962409","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0038544326,0.0003486298,0.99102485,0.00024494156,0.00005182928,0.000033251024,0.0000398543,0.000060581744,0.004341633],"genre_scores_gemma":[0.32594475,0.0033336743,0.65235025,0.00064495695,0.0003712416,0.0004989607,0.00041150724,0.00042658293,0.016018124],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999073,0.00043057188,0.000049122486,0.00011552403,0.00027360386,0.0000582664],"domain_scores_gemma":[0.9967384,0.0021789386,0.00024355,0.00025931103,0.00048902276,0.00009070437],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034631258,0.0010776663,0.00068912277,0.00083573785,0.00047667942,0.0017241866,0.0009119153,0.0016391213,0.006248219],"category_scores_gemma":[0.01585332,0.00045180196,0.0011299062,0.000921137,0.0015292373,0.002518005,0.0018023745,0.0027314397,0.001322635],"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":[0.000027229979,0.000044047094,0.0002854378,0.0001498053,0.000016244527,0.00014674426,0.00014863568,0.13644294,0.0027007703,0.8320781,0.0021925701,0.025767468],"study_design_scores_gemma":[0.000011367657,0.000021025115,0.00008694975,0.000038635415,0.000003564654,0.00009859635,0.000024329574,0.79701686,0.0005396255,0.19923662,0.002906416,0.000015963624],"about_ca_topic_score_codex":0.0011757028,"about_ca_topic_score_gemma":0.00097288407,"teacher_disagreement_score":0.006248219,"about_ca_system_score_codex":0.0006778832,"about_ca_system_score_gemma":0.0012843491,"threshold_uncertainty_score":0.020902336},"labels":[],"label_agreement":null},{"id":"W4404963069","doi":"10.1080/07362994.2024.2427231","title":"Diffusion processes and a random ODE arising in macroeconomics","year":2024,"lang":"en","type":"article","venue":"Stochastic Analysis and Applications","topic":"Stochastic processes and financial applications","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":"Ode; Mathematics; Diffusion; Applied mathematics; Mathematical economics; Statistical physics; Econometrics; Calculus (dental)","score_opus":0.011269265822505587,"score_gpt":0.22913656218112896,"score_spread":0.21786729635862337,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4404963069","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.050769996,0.004528107,0.91059005,0.0074555306,0.0005800561,0.000041869218,0.00034300963,0.00014117635,0.025550209],"genre_scores_gemma":[0.85050696,0.0069510974,0.11275344,0.0013173366,0.001373793,0.00021329927,0.00048493448,0.00013877661,0.026260328],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99868876,0.0004940556,0.00009019027,0.00031218174,0.00030437417,0.00011036736],"domain_scores_gemma":[0.9962334,0.0024541693,0.0003862978,0.00020435297,0.00044894908,0.000272891],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003233182,0.00093802885,0.0010673958,0.0014611586,0.0006598721,0.0021071546,0.00066871376,0.0018369622,0.0024105152],"category_scores_gemma":[0.009879161,0.0003613173,0.0014769222,0.0010838684,0.0025832632,0.0039987336,0.002724454,0.0033104979,0.00030594223],"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":[0.000004090068,0.0000050670988,0.0001943836,0.000022943324,0.000009461476,0.000031182153,0.000051153485,0.0070522903,0.0002999189,0.9903775,0.00037654294,0.0015755218],"study_design_scores_gemma":[0.000007894181,0.000012098209,0.00022299522,0.000021501754,0.000008586493,0.000043831285,0.000023901079,0.06934529,0.00013737839,0.9269781,0.0031857728,0.000012666727],"about_ca_topic_score_codex":0.002710736,"about_ca_topic_score_gemma":0.001190762,"teacher_disagreement_score":0.003233182,"about_ca_system_score_codex":0.0017539213,"about_ca_system_score_gemma":0.0013023559,"threshold_uncertainty_score":0.017098904},"labels":[],"label_agreement":null},{"id":"W4405041279","doi":"10.1111/jtsa.12801","title":"A Stochastic Tree for Bubble Asset Modelling and Pricing","year":2024,"lang":"en","type":"article","venue":"Journal of Time Series Analysis","topic":"Stochastic processes and financial applications","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":"York University; University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Stochastic volatility; Econometrics; Mathematical economics; Capital asset pricing model; Volatility (finance); Tree (set theory); Economic bubble; Bubble; Economics; Computer science; Finance; Mathematical analysis","score_opus":0.019624531579474955,"score_gpt":0.22637825277601137,"score_spread":0.2067537211965364,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4405041279","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012182964,0.00021234216,0.98572725,0.00018400427,0.000036111574,0.000011847165,0.00004926086,0.000054032036,0.001542191],"genre_scores_gemma":[0.77352214,0.0011929369,0.21765944,0.00015858417,0.00019527627,0.00014695423,0.00028788258,0.00012390611,0.0067128497],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995389,0.00022007569,0.000025937126,0.000048044545,0.00013212823,0.000034926925],"domain_scores_gemma":[0.9990754,0.0005434976,0.00010670424,0.000062849445,0.00014120479,0.00007028152],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013314633,0.0003855588,0.0006543987,0.00057567,0.00031934452,0.0010905447,0.0009309243,0.0011783189,0.0019548314],"category_scores_gemma":[0.0035934986,0.00029699897,0.0008013399,0.0009187589,0.00081135356,0.0020371345,0.0007270894,0.0014695297,0.00040417045],"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":[0.000018601,0.000023002578,0.00044171858,0.00003345936,0.000021969841,0.000091394024,0.00007390283,0.42546523,0.0019556603,0.5602845,0.0008791395,0.010711515],"study_design_scores_gemma":[0.0000017324064,0.0000060373122,0.00003336056,0.000002498589,0.0000021244357,0.000011568839,0.0000026733292,0.94860834,0.00006809618,0.050774273,0.00048614724,0.000003183868],"about_ca_topic_score_codex":0.0027512226,"about_ca_topic_score_gemma":0.0014578265,"teacher_disagreement_score":0.0027512226,"about_ca_system_score_codex":0.0005724636,"about_ca_system_score_gemma":0.00066576357,"threshold_uncertainty_score":0.007041514},"labels":[],"label_agreement":null},{"id":"W4405074505","doi":"10.37394/23203.2024.19.37","title":"First-hitting Place Optimization Problems for Two-dimensional Degenerate Diffusion Processes","year":2024,"lang":"en","type":"article","venue":"WSEAS TRANSACTIONS ON SYSTEMS AND CONTROL","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"","keywords":"Degenerate energy levels; Brownian motion; Diffusion process; Diffusion; Hitting time; Continuation; Process (computing); Boundary (topology); Mathematical optimization; Statistical physics; Optimal control; Geometric Brownian motion; Mathematics; Applied mathematics; Computer science; Mathematical analysis; Physics; Innovation diffusion; Statistics","score_opus":0.015644128323842304,"score_gpt":0.20873206036007075,"score_spread":0.19308793203622845,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4405074505","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13381763,0.0035830697,0.8372081,0.0027971105,0.00037264585,0.00016783303,0.00029431074,0.00017391662,0.02158538],"genre_scores_gemma":[0.9130885,0.0018514734,0.059668362,0.0003079452,0.00022939456,0.0003577501,0.00045263677,0.0001515328,0.023892397],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986084,0.0007132404,0.00007739117,0.00023529494,0.00017890873,0.00018683485],"domain_scores_gemma":[0.9947083,0.0037350305,0.00042071083,0.00011045342,0.0004101532,0.0006152621],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0044475584,0.0021662917,0.0029015655,0.00212172,0.0011888603,0.003224024,0.00186103,0.0038844284,0.0041844887],"category_scores_gemma":[0.010627995,0.00088004547,0.0019637835,0.0014181844,0.0035602686,0.0022108762,0.0026881413,0.003134298,0.00032483076],"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":[0.0001734738,0.00015969289,0.0008839602,0.00035408165,0.000120868164,0.0004437684,0.00025539202,0.6250576,0.0014715722,0.3584687,0.0017731931,0.010837741],"study_design_scores_gemma":[0.000023521407,0.00003898631,0.00015893485,0.000021046744,0.000013020749,0.00003319357,0.000050823684,0.9115494,0.00020037747,0.08747285,0.00041927944,0.000018632838],"about_ca_topic_score_codex":0.0061579864,"about_ca_topic_score_gemma":0.0027560585,"teacher_disagreement_score":0.0061579864,"about_ca_system_score_codex":0.0033091216,"about_ca_system_score_gemma":0.0021576714,"threshold_uncertainty_score":0.024009407},"labels":[],"label_agreement":null},{"id":"W4405378001","doi":"10.1007/s00028-024-01032-y","title":"A stochastic porous media Schrödinger equation: Feynman-type motivation, well-posedness and control interpretation","year":2024,"lang":"en","type":"article","venue":"Journal of Evolution Equations","topic":"Stochastic processes and financial applications","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":"Shandong University; National Science Foundation","keywords":"Mathematics; Monotonic function; Uniqueness; Feynman diagram; Path integral formulation; Type (biology); Operator (biology); Mathematical analysis; Schrödinger equation; Applied mathematics; Mathematical physics; Quantum mechanics; Quantum; Physics","score_opus":0.030399449402085704,"score_gpt":0.24051563892850028,"score_spread":0.2101161895264146,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4405378001","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14007375,0.0025340503,0.7639027,0.013643308,0.0011360323,0.00019715863,0.00084410195,0.00024139637,0.07742747],"genre_scores_gemma":[0.88632023,0.0016809466,0.069912516,0.001727587,0.0009765765,0.00020267877,0.00045472052,0.00011811792,0.03860665],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99954104,0.0001397777,0.000025435706,0.00010665536,0.00013540371,0.000051810315],"domain_scores_gemma":[0.99886,0.0004566953,0.00015880958,0.00006603943,0.00027963053,0.00017884428],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011062113,0.0008619541,0.0012204301,0.0010861394,0.0009950707,0.0027533916,0.0012911396,0.0031343084,0.002941126],"category_scores_gemma":[0.0028443646,0.00047769494,0.0009097258,0.0006009501,0.0032332405,0.0033996303,0.002064516,0.00222304,0.00023034612],"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":[0.000011492408,0.000024276445,0.00016939908,0.00004167527,0.000012428317,0.00010701835,0.000069835296,0.009598426,0.0014512393,0.9866594,0.0007603283,0.0010945654],"study_design_scores_gemma":[0.000033067063,0.000029644461,0.00040613822,0.00002313169,0.000013998992,0.00021917096,0.000075889664,0.19027658,0.0006628703,0.80611527,0.002101114,0.000043162392],"about_ca_topic_score_codex":0.0028415732,"about_ca_topic_score_gemma":0.0015491615,"teacher_disagreement_score":0.0031343084,"about_ca_system_score_codex":0.0012947151,"about_ca_system_score_gemma":0.0015579766,"threshold_uncertainty_score":0.009839058},"labels":[],"label_agreement":null},{"id":"W4405380276","doi":"10.1007/s10489-024-05897-x","title":"Ensemble deep neural network method for solving free boundary American style stochastic volatility models","year":2024,"lang":"en","type":"article","venue":"Applied Intelligence","topic":"Stochastic processes and financial applications","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":"Computer science; Artificial neural network; Boundary value problem; Ensemble learning; Volatility (finance); Operator (biology); Boundary (topology); Artificial intelligence; Applied mathematics; Mathematical optimization; Algorithm; Machine learning; Mathematics; Mathematical analysis; Econometrics","score_opus":0.03765159395049371,"score_gpt":0.27407458715377947,"score_spread":0.23642299320328575,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4405380276","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0636855,0.00056748104,0.9317231,0.00023564734,0.00013885053,0.000018838458,0.00012300501,0.0003719774,0.0031356367],"genre_scores_gemma":[0.8404038,0.00048268167,0.1496379,0.00018949284,0.00015197975,0.0000915221,0.0005226978,0.00016967281,0.008350266],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99984956,0.000042456126,0.000008868381,0.000029752546,0.000042577605,0.00002687893],"domain_scores_gemma":[0.9996093,0.00020039245,0.00002911976,0.000030633153,0.000094370065,0.000036279238],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00062606763,0.000552336,0.0009981457,0.00039930327,0.00037878557,0.0005769531,0.0009737919,0.0011497566,0.0019904503],"category_scores_gemma":[0.0012341071,0.00040407834,0.0007136144,0.0004907907,0.00033395307,0.0009934121,0.0008738521,0.0017763316,0.00028824568],"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":[0.000033538123,0.000031934986,0.000570657,0.000025247457,0.000051583258,0.00004629877,0.00002082358,0.9542442,0.0010591215,0.010340179,0.0013795329,0.03219678],"study_design_scores_gemma":[6.1083847e-7,0.0000013672657,0.000019404291,5.1740324e-7,0.0000013082785,0.0000013497896,6.53693e-7,0.99919003,0.000034818673,0.00070367183,0.00004569087,6.762107e-7],"about_ca_topic_score_codex":0.008743987,"about_ca_topic_score_gemma":0.010705806,"teacher_disagreement_score":0.008743987,"about_ca_system_score_codex":0.00040878422,"about_ca_system_score_gemma":0.0009038429,"threshold_uncertainty_score":0.017386198},"labels":[],"label_agreement":null},{"id":"W4405529273","doi":"10.1090/btran/213","title":"Strong solution of stochastic differential equations with discontinuous and unbounded coefficients","year":2024,"lang":"en","type":"article","venue":"Transactions of the American Mathematical Society Series B","topic":"Stochastic processes and financial applications","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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China; University of Alberta","keywords":"Algorithm; Artificial intelligence; Computer science","score_opus":0.015001984779324075,"score_gpt":0.22320831648631115,"score_spread":0.20820633170698707,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4405529273","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.22451307,0.0030225432,0.7394058,0.0056478935,0.0006630547,0.00015275847,0.00038473893,0.00032062543,0.025889475],"genre_scores_gemma":[0.93703794,0.0015804387,0.029268395,0.000601581,0.0003373029,0.00024177895,0.00023477149,0.00011474126,0.030583007],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99881977,0.00043092563,0.00005615071,0.00024777028,0.00024519942,0.00020011733],"domain_scores_gemma":[0.9935561,0.0033912144,0.0010856414,0.00019382806,0.00100989,0.0007632933],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027725114,0.0017261304,0.0014937381,0.0015666046,0.00083117565,0.0025813081,0.001572781,0.0028150855,0.0032492403],"category_scores_gemma":[0.0126369735,0.0008589493,0.0017901508,0.00062445394,0.0035978684,0.002793415,0.0038691352,0.0030773939,0.00043631607],"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":[0.0001612143,0.00010136184,0.0026136525,0.0004880665,0.00025285626,0.0008309867,0.00033208635,0.13258927,0.011041759,0.8435897,0.0026388525,0.005360244],"study_design_scores_gemma":[0.0000721315,0.00012457835,0.0008533105,0.00008050427,0.00005930044,0.00021017816,0.00018541826,0.8410837,0.0015039232,0.15358709,0.0021747828,0.000065096996],"about_ca_topic_score_codex":0.0035537162,"about_ca_topic_score_gemma":0.001749538,"teacher_disagreement_score":0.0035537162,"about_ca_system_score_codex":0.0014380848,"about_ca_system_score_gemma":0.0021225966,"threshold_uncertainty_score":0.014662623},"labels":[],"label_agreement":null},{"id":"W4405724763","doi":"10.1214/24-ecp646","title":"A criterion for absolute continuity relative to the law of fractional Brownian motion","year":2024,"lang":"en","type":"article","venue":"Electronic Communications in Probability","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Fractional Brownian motion; Absolute (philosophy); Brownian motion; Reflected Brownian motion; Mathematical analysis; Brownian excursion; Geometric Brownian motion; Wiener process; Law; Calculus (dental); Diffusion process; Statistics","score_opus":0.04300111628663932,"score_gpt":0.29424028207050534,"score_spread":0.251239165783866,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4405724763","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13687669,0.0017588357,0.8185496,0.002765868,0.0005629922,0.00010423877,0.00024528525,0.00034440728,0.038792066],"genre_scores_gemma":[0.8176793,0.0012636605,0.16445181,0.001055692,0.0012348406,0.00026602074,0.0004275039,0.0003288118,0.013292358],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9973334,0.00060947036,0.00020726981,0.0006155456,0.00093615445,0.00029819482],"domain_scores_gemma":[0.98768604,0.006259589,0.0011134888,0.0009088412,0.0028489563,0.0011830385],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006592685,0.0007757277,0.0010004053,0.0030545376,0.0013896888,0.0024106128,0.0017782833,0.0020457776,0.003942702],"category_scores_gemma":[0.02506095,0.00051435025,0.0011820293,0.0010885851,0.004890529,0.005499298,0.0039059883,0.00349598,0.0007900154],"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":[0.000024301851,0.000032483335,0.0007442177,0.00005508974,0.00001552759,0.00021745774,0.0002514599,0.0029225398,0.0041292114,0.9840366,0.0009107974,0.006660229],"study_design_scores_gemma":[0.00003333791,0.00014787943,0.0018288882,0.00008530509,0.000020275633,0.00059269514,0.00013815676,0.07174466,0.004189125,0.9113023,0.009864188,0.000053151576],"about_ca_topic_score_codex":0.00054736243,"about_ca_topic_score_gemma":0.0002766573,"teacher_disagreement_score":0.006592685,"about_ca_system_score_codex":0.0011686973,"about_ca_system_score_gemma":0.0011691204,"threshold_uncertainty_score":0.034865916},"labels":[],"label_agreement":null},{"id":"W4405820824","doi":"10.54254/2754-1169/2024.18562","title":"Testing the Viability of Options Volatility Arbitrage Strategy in Real Market","year":2024,"lang":"en","type":"article","venue":"Advances in Economics Management and Political Sciences","topic":"Stochastic processes and financial applications","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":"Arbitrage; Volatility (finance); Economics; Financial economics; Econometrics; Monetary economics","score_opus":0.03503785878034528,"score_gpt":0.28008720108138896,"score_spread":0.2450493423010437,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4405820824","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8658764,0.00027997725,0.12881485,0.00026623774,0.000031631247,0.00015647235,0.00012606381,0.00009968512,0.004348822],"genre_scores_gemma":[0.9800591,0.00007265773,0.019197518,0.000030996518,0.000007664813,0.000086529995,0.00010836454,0.000009611958,0.00042746958],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9957222,0.002355968,0.00029482352,0.0005085849,0.00088363804,0.00023480087],"domain_scores_gemma":[0.9678668,0.027849814,0.0016441615,0.0010530734,0.0011628746,0.0004232651],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010718763,0.0006843334,0.00053767907,0.0008339861,0.00027802063,0.0013858018,0.0006703783,0.001118476,0.0017878142],"category_scores_gemma":[0.03620106,0.00021821418,0.0006140648,0.00042919395,0.0011049728,0.0022657122,0.00083997124,0.00062632404,0.00016319277],"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":[0.0029488208,0.0020350774,0.12509418,0.0010816403,0.0009143755,0.0011009853,0.0012381828,0.31061193,0.05068711,0.34054887,0.0018622048,0.16187672],"study_design_scores_gemma":[0.00012698743,0.0022412378,0.011652127,0.000035744055,0.00008541426,0.00016541699,0.0002674959,0.9242711,0.011220393,0.049154982,0.0007237351,0.00005532406],"about_ca_topic_score_codex":0.00054122694,"about_ca_topic_score_gemma":0.00024725738,"teacher_disagreement_score":0.010718763,"about_ca_system_score_codex":0.0005102526,"about_ca_system_score_gemma":0.0008072447,"threshold_uncertainty_score":0.056686938},"labels":[],"label_agreement":null},{"id":"W4406003066","doi":"10.28924/2291-8639-23-2025-6","title":"Remarks on Cauchy-Riemann Structure","year":2025,"lang":"en","type":"article","venue":"International Journal of Analysis and Applications","topic":"Stochastic processes and financial applications","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":"Mathematics; Cauchy–Riemann equations; Pure mathematics; Cauchy distribution; Riemann hypothesis; Relation (database); Lambda; Mathematical analysis; Computer science; Physics","score_opus":0.007013398083978593,"score_gpt":0.2495349324053207,"score_spread":0.2425215343213421,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4406003066","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15414181,0.01398256,0.21787447,0.048093427,0.0047480166,0.00008787183,0.00093170715,0.00047460853,0.55966556],"genre_scores_gemma":[0.9048225,0.0061520557,0.029116893,0.0065855733,0.0045275562,0.00006745013,0.00041046902,0.00014421398,0.048173264],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991335,0.00023137417,0.00004343857,0.00015336936,0.00034081945,0.00009750172],"domain_scores_gemma":[0.99783593,0.0010045083,0.00013980112,0.00017983204,0.0005626527,0.00027735505],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020290124,0.0004415723,0.0004392955,0.0012780951,0.0011192588,0.0013033436,0.00080856815,0.001011233,0.012217854],"category_scores_gemma":[0.005752559,0.00014434477,0.0005676727,0.00069129776,0.0030875118,0.0027090735,0.0016714178,0.002142515,0.0011921581],"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":[0.000012804816,0.000010147244,0.00017497996,0.000049271228,0.0000040804084,0.00013899544,0.0001962694,0.00041027597,0.00050062226,0.99074745,0.0036415348,0.0041135494],"study_design_scores_gemma":[0.000010294046,0.000042189247,0.00063843356,0.00004092302,0.00000443013,0.0002966207,0.00016757903,0.0018248835,0.000559158,0.97306675,0.023336677,0.000012098447],"about_ca_topic_score_codex":0.0012775012,"about_ca_topic_score_gemma":0.0006167523,"teacher_disagreement_score":0.012217854,"about_ca_system_score_codex":0.00056555134,"about_ca_system_score_gemma":0.0004728096,"threshold_uncertainty_score":0.040872753},"labels":[],"label_agreement":null},{"id":"W4406061517","doi":"10.1007/s00245-024-10211-9","title":"Another Look at Partially Observed Optimal Stochastic Control: Existence, Ergodicity, and Approximations Without Belief-Reduction","year":2025,"lang":"en","type":"article","venue":"Applied Mathematics & Optimization","topic":"Stochastic processes and financial applications","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":"Queen's University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Ergodicity; Reduction (mathematics); Mathematics; Approximations of π; Mathematical economics; Control (management); Applied mathematics; Computer science; Statistics; Artificial intelligence; Geometry","score_opus":0.024680826368286873,"score_gpt":0.2209757649232351,"score_spread":0.19629493855494823,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4406061517","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.034006808,0.005240797,0.9250527,0.018079802,0.00037077835,0.000024101606,0.0001590964,0.00013122543,0.016934635],"genre_scores_gemma":[0.83323413,0.004927348,0.14214562,0.0025028973,0.0018071284,0.00006543777,0.00018896553,0.00018486685,0.014943574],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9979013,0.0010611683,0.0000952291,0.00037220254,0.00041132502,0.00015861008],"domain_scores_gemma":[0.98258543,0.013992756,0.0008220211,0.0012579549,0.0009481928,0.00039360236],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0042988267,0.00091845565,0.0018919549,0.0013562455,0.00088158104,0.003725519,0.0018923628,0.0029741572,0.004289772],"category_scores_gemma":[0.021465497,0.00083477644,0.0026551865,0.0009713401,0.0049248044,0.009377008,0.0024914097,0.007458049,0.00021185183],"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":[0.000044704528,0.000024645255,0.00023614126,0.0000727429,0.000068202105,0.000049880022,0.00010236366,0.0345475,0.00037591052,0.9593598,0.0007564307,0.0043617385],"study_design_scores_gemma":[0.00001067868,0.000041684827,0.00019986328,0.00005177791,0.000025961634,0.000036354686,0.00003763135,0.19975811,0.00026201046,0.7981053,0.0014505689,0.000020052452],"about_ca_topic_score_codex":0.0029210434,"about_ca_topic_score_gemma":0.0020326502,"teacher_disagreement_score":0.0042988267,"about_ca_system_score_codex":0.0021741882,"about_ca_system_score_gemma":0.0013473565,"threshold_uncertainty_score":0.022734582},"labels":[],"label_agreement":null},{"id":"W4406215456","doi":"10.3390/math13020204","title":"Peano Theorems for Pedjeu–Ladde-Type Multi-Time Scale Stochastic Differential Equations Driven by Fractional Noises","year":2025,"lang":"en","type":"article","venue":"Mathematics","topic":"Stochastic processes and financial applications","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":"Vancouver Island University","funders":"","keywords":"Peano axioms; Scale (ratio); Type (biology); Mathematics; Stochastic differential equation; Applied mathematics; Mathematical analysis; Statistical physics; Discrete mathematics; Physics; Geology","score_opus":0.025988022400025176,"score_gpt":0.2567019403339022,"score_spread":0.23071391793387702,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4406215456","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04649725,0.0032813437,0.9109075,0.0027298192,0.00046718426,0.000095623,0.00018939459,0.000092189446,0.035739735],"genre_scores_gemma":[0.8341997,0.0062723705,0.13082848,0.0010926707,0.00066344213,0.00048731687,0.00021127793,0.0001462355,0.026098428],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994081,0.00022110288,0.00003082363,0.00010343926,0.00015466618,0.00008189035],"domain_scores_gemma":[0.9980817,0.0011638171,0.00025915657,0.0001052366,0.00022601668,0.00016411731],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0036275717,0.0013488393,0.0009158315,0.0016978211,0.0011428474,0.001559936,0.0013444858,0.0017043541,0.0029148075],"category_scores_gemma":[0.0070598135,0.00044847975,0.002974013,0.0007164345,0.0034906636,0.0034300114,0.0027628948,0.003563755,0.000343916],"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":[0.000015408088,0.000011244367,0.00023985202,0.000059863873,0.000019288822,0.0001288456,0.00011102778,0.0116820615,0.0013300204,0.98330855,0.0004859184,0.0026079703],"study_design_scores_gemma":[0.000025026244,0.000044727127,0.0005518664,0.000058795107,0.000031373664,0.00020694539,0.000094897514,0.2335981,0.0010273488,0.7605883,0.003732563,0.00004009627],"about_ca_topic_score_codex":0.0015488362,"about_ca_topic_score_gemma":0.0009055561,"teacher_disagreement_score":0.0036275717,"about_ca_system_score_codex":0.0014338769,"about_ca_system_score_gemma":0.0014032425,"threshold_uncertainty_score":0.019184649},"labels":[],"label_agreement":null},{"id":"W4406246056","doi":"10.3390/math13020213","title":"Convergence Speed of Bermudan, Randomized Bermudan, and Canadian Options","year":2025,"lang":"en","type":"article","venue":"Mathematics","topic":"Stochastic processes and financial applications","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":"American University of Sharjah","keywords":"Convergence (economics); Valuation of options; Mathematical optimization; Econometrics; Volatility (finance); Economics; Mathematical economics; Computer science; Mathematics","score_opus":0.017646158208578983,"score_gpt":0.2253237101746006,"score_spread":0.2076775519660216,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4406246056","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.37914398,0.0071871695,0.56043285,0.0035885351,0.00026774386,0.0001722298,0.0005037828,0.00048884563,0.048214804],"genre_scores_gemma":[0.9170685,0.0019932867,0.069446884,0.0003641351,0.00009884055,0.00013361957,0.00038166787,0.00015208694,0.010361025],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99768627,0.00059557485,0.0001017746,0.00037357735,0.000857335,0.00038534115],"domain_scores_gemma":[0.98745906,0.007336667,0.0010789691,0.0007472503,0.0025500508,0.00082798937],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006774819,0.0009500636,0.00089000585,0.00248778,0.0014068815,0.0021385867,0.0020504175,0.0014505023,0.0043688756],"category_scores_gemma":[0.0471994,0.00047848947,0.0014345427,0.0014214227,0.0032620542,0.0034725664,0.0019300468,0.0030312713,0.0003584587],"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":[0.00020920527,0.00004052873,0.0046769646,0.00013936636,0.00007312627,0.000181602,0.0003858737,0.1785656,0.0020034593,0.78426343,0.0021244145,0.027336478],"study_design_scores_gemma":[0.000026191854,0.000042415006,0.0027359203,0.00010332173,0.00003370733,0.00016222191,0.00013714064,0.76174515,0.0013594708,0.23052429,0.0030546845,0.000075462005],"about_ca_topic_score_codex":0.08273976,"about_ca_topic_score_gemma":0.050400134,"teacher_disagreement_score":0.08273976,"about_ca_system_score_codex":0.0061754384,"about_ca_system_score_gemma":0.005557027,"threshold_uncertainty_score":0.16451633},"labels":[],"label_agreement":null},{"id":"W4406303145","doi":"10.3390/jrfm18010030","title":"A Model-Free Lattice","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Lattice (music); Physics","score_opus":0.013915087711245323,"score_gpt":0.21522824159753107,"score_spread":0.20131315388628573,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4406303145","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1026591,0.00076951744,0.85883963,0.001981896,0.00034906052,0.00006701405,0.0008627006,0.00063315226,0.033837963],"genre_scores_gemma":[0.80559117,0.0006664361,0.17454974,0.00049839175,0.0002497358,0.00025487132,0.0008711218,0.0002478377,0.017070713],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993649,0.00021267244,0.0000302846,0.00013887434,0.00016437707,0.00008885465],"domain_scores_gemma":[0.9988512,0.0005033675,0.00011645988,0.00022237601,0.00015065425,0.00015600768],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007164778,0.0005516199,0.0013416467,0.0006016885,0.0008384143,0.0021947245,0.00154581,0.0020333787,0.0050922125],"category_scores_gemma":[0.0031298986,0.0005625193,0.0015755382,0.00060613407,0.0017955037,0.0031929445,0.0014144604,0.0019177072,0.0009995921],"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":[0.000055404234,0.00006414096,0.000782232,0.000047049267,0.00003835672,0.00016361498,0.000075990356,0.59587306,0.001279635,0.39343336,0.0018460075,0.00634112],"study_design_scores_gemma":[0.00002234745,0.00001903638,0.000072245784,0.000007704916,0.000005431393,0.000047721456,0.000015291025,0.7959272,0.00015182923,0.20197839,0.0017387678,0.00001404296],"about_ca_topic_score_codex":0.004808404,"about_ca_topic_score_gemma":0.002922277,"teacher_disagreement_score":0.0050922125,"about_ca_system_score_codex":0.00081326853,"about_ca_system_score_gemma":0.0015451766,"threshold_uncertainty_score":0.017035127},"labels":[],"label_agreement":null},{"id":"W4406559809","doi":"10.1016/j.spa.2025.104575","title":"On the expected <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" altimg=\"si9.svg\" display=\"inline\" id=\"d1e23\"><mml:msub><mml:mrow><mml:mi>ℓ</mml:mi></mml:mrow><mml:mrow><mml:mi>∞</mml:mi></mml:mrow></mml:msub></mml:math>-norm of high-dimensional martingales","year":2025,"lang":"lv","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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":"University of British Columbia","funders":"Natural Sciences and Engineering Research Council of Canada; Canada Excellence Research Chairs, Government of Canada","keywords":"Algorithm; Computer science; Mathematics","score_opus":0.015421255663967147,"score_gpt":0.2253848381736263,"score_spread":0.20996358250965916,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4406559809","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.016732581,0.0007072466,0.82091165,0.0044946345,0.0011622959,0.00012488419,0.0055923276,0.0017546942,0.14851968],"genre_scores_gemma":[0.3845004,0.005228938,0.33216295,0.0028772736,0.0016353012,0.000809131,0.013907179,0.0065571093,0.25232175],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99822205,0.0004459986,0.00010742837,0.00023705291,0.00084390567,0.00014351218],"domain_scores_gemma":[0.9920007,0.0044389404,0.0003231354,0.0011296232,0.0018110108,0.00029660747],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027750586,0.000945356,0.00078104076,0.0016522558,0.00067634194,0.003615852,0.001319102,0.0012289932,0.10838432],"category_scores_gemma":[0.023334762,0.00042371912,0.00085004594,0.001674204,0.0012637175,0.004969688,0.0026913711,0.0023982727,0.028734438],"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":[0.00008773571,0.000056875455,0.0010438113,0.00018668943,0.000017234388,0.00024205672,0.0002329822,0.008863262,0.0017717378,0.8810264,0.050524663,0.055946484],"study_design_scores_gemma":[0.000019295543,0.00004182901,0.0018983374,0.0002441812,0.000013175645,0.00034151485,0.00018716166,0.06463832,0.003613227,0.857026,0.07192463,0.000052383344],"about_ca_topic_score_codex":0.0025471116,"about_ca_topic_score_gemma":0.0030713303,"teacher_disagreement_score":0.10838432,"about_ca_system_score_codex":0.0013531458,"about_ca_system_score_gemma":0.0011273334,"threshold_uncertainty_score":0.36258167},"labels":[],"label_agreement":null},{"id":"W4406588653","doi":"10.1080/07362994.2024.2445815","title":"Central limit theorems for martingales-II: convergence in the weak dual topology","year":2025,"lang":"en","type":"article","venue":"Stochastic Analysis and Applications","topic":"Stochastic processes and financial applications","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":"Group for Research in Decision Analysis; HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Weak convergence; Limit (mathematics); Convergence (economics); Martingale (probability theory); Dual (grammatical number); Topology (electrical circuits); Weak topology (polar topology); Central limit theorem; Convergence of random variables; Pure mathematics; Applied mathematics; Mathematical analysis; Combinatorics; General topology; Extension topology; Topological space; Random variable; Statistics","score_opus":0.015184622510303178,"score_gpt":0.24784285496206027,"score_spread":0.2326582324517571,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4406588653","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.038893722,0.0029213605,0.92809594,0.0014105131,0.00046423025,0.00009674065,0.00035446178,0.00018775031,0.027575294],"genre_scores_gemma":[0.7907226,0.004598764,0.17123462,0.0013293069,0.0012887563,0.001057641,0.00077588786,0.0004454672,0.028546866],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99736375,0.0011484594,0.00013171064,0.00042541698,0.0007103809,0.00022030176],"domain_scores_gemma":[0.98772407,0.006770963,0.0011500854,0.0007150621,0.0023658597,0.001273906],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00924685,0.0011711111,0.0011768495,0.0034139713,0.0012270894,0.0042534457,0.0018846473,0.0012864609,0.0059446245],"category_scores_gemma":[0.0215684,0.00071295915,0.002290659,0.0017803743,0.004546567,0.0067488435,0.005159633,0.0047067367,0.0011519025],"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":[0.000050636132,0.000023704222,0.0003743672,0.00012268437,0.00004159288,0.00008430237,0.00020763525,0.0025168979,0.0013264251,0.9887166,0.0009570442,0.005578151],"study_design_scores_gemma":[0.000036872974,0.00007529163,0.00053810223,0.00007480302,0.000025065696,0.0002841991,0.00012265267,0.0618305,0.0015222519,0.92970294,0.0057566743,0.000030759293],"about_ca_topic_score_codex":0.00084337854,"about_ca_topic_score_gemma":0.00055344315,"teacher_disagreement_score":0.00924685,"about_ca_system_score_codex":0.0021209691,"about_ca_system_score_gemma":0.0015590294,"threshold_uncertainty_score":0.04890263},"labels":[],"label_agreement":null},{"id":"W4406755524","doi":"10.48550/arxiv.2501.12320","title":"Fully quantum inflation: quantum marginal problem constraints in the service of causal inference","year":2025,"lang":"en","type":"preprint","venue":"ArXiv.org","topic":"Stochastic processes and financial applications","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":"Ministry of Colleges and Universities; Institut Périmètre de physique théorique; Austrian Science Fund; Government of Canada","keywords":"Inflation (cosmology); Quantum; Inference; Causal inference; Economics; Econometrics; Physics; Theoretical physics; Computer science; Quantum mechanics; Artificial intelligence","score_opus":0.06832025477318455,"score_gpt":0.27667088469854906,"score_spread":0.20835062992536452,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4406755524","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.019639106,0.0003398453,0.96627396,0.004128623,0.00009628059,0.000098400116,0.00031105167,0.0001434262,0.008969337],"genre_scores_gemma":[0.6724622,0.0005524408,0.31999743,0.0016483008,0.0005224868,0.00045857293,0.00058702566,0.00019842456,0.0035729576],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9884051,0.0071077794,0.00040387516,0.0018685312,0.0015506438,0.0006640765],"domain_scores_gemma":[0.9228807,0.067830324,0.0026498917,0.0036748888,0.001904688,0.0010595559],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01369481,0.0008799449,0.0023557318,0.0015865896,0.0024148203,0.003710112,0.0027855411,0.003197028,0.009891602],"category_scores_gemma":[0.088911235,0.0013145731,0.0020231332,0.0024781113,0.0074461023,0.012133685,0.0066442974,0.008576059,0.00062390784],"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":[0.00007326762,0.000028934703,0.00042218773,0.000066521985,0.000036392685,0.000119159864,0.00015017748,0.01861363,0.00019304405,0.9714182,0.0009643948,0.007914005],"study_design_scores_gemma":[0.000018276687,0.000009214642,0.000107201,0.000010940551,0.000006512591,0.000025639472,0.00001908317,0.07142642,0.00015591615,0.9275865,0.00062275026,0.000011581528],"about_ca_topic_score_codex":0.0044910787,"about_ca_topic_score_gemma":0.0027744332,"teacher_disagreement_score":0.01369481,"about_ca_system_score_codex":0.0031229018,"about_ca_system_score_gemma":0.0034634648,"threshold_uncertainty_score":0.07242596},"labels":[],"label_agreement":null},{"id":"W4406814980","doi":"10.1155/jom/6658524","title":"Asian Options Pricing and Parameter Estimation of Uncertain Mean‐Reverting Currency Model With Exponential Ornstein–Uhlenbeck Exchange Rate","year":2025,"lang":"en","type":"article","venue":"Journal of Mathematics","topic":"Stochastic processes and financial applications","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":false,"route_about_ca":true,"ca_institutions":"","funders":"Guangxi University of Finance and Economics; Guangxi University; Tsinghua University","keywords":"Mathematics; Mean reversion; Ornstein–Uhlenbeck process; Exponential function; Exchange rate; Cox–Ingersoll–Ross model; Estimation; Applied mathematics; Econometrics; Statistics; Stochastic process; Mathematical analysis; Interest rate; Economics; Finance","score_opus":0.03564249189493568,"score_gpt":0.2592543978723754,"score_spread":0.22361190597743974,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4406814980","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12226204,0.0005668784,0.8737366,0.00036484445,0.000058206948,0.00003762839,0.00012954172,0.0001292315,0.0027150225],"genre_scores_gemma":[0.964643,0.0006761285,0.031583235,0.00006991959,0.000057363864,0.000085725456,0.00024546604,0.00003596853,0.002603084],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99893194,0.0004909661,0.00007247208,0.00021912574,0.00017885937,0.00010655988],"domain_scores_gemma":[0.9976127,0.0015284213,0.00039386636,0.00011313651,0.00027350502,0.000078338155],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029077511,0.0010024962,0.0015324681,0.00068763783,0.00042803132,0.0020439355,0.001599373,0.0014009498,0.0014294528],"category_scores_gemma":[0.008300621,0.00074347714,0.0016841087,0.00086753204,0.00087151595,0.002125497,0.0010212497,0.0019017318,0.0001749087],"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":[0.000032608183,0.000018158433,0.0016328896,0.000042314827,0.000049318896,0.00018871386,0.00005420641,0.95563346,0.0005512656,0.03662264,0.00022403787,0.004950352],"study_design_scores_gemma":[0.0000031736395,0.000006845575,0.00017837803,0.000002651215,0.000007330019,0.000018023411,0.0000051163584,0.9955712,0.00009353112,0.0040327855,0.000073390525,0.000007700116],"about_ca_topic_score_codex":0.011089487,"about_ca_topic_score_gemma":0.0033979265,"teacher_disagreement_score":0.011089487,"about_ca_system_score_codex":0.0007502364,"about_ca_system_score_gemma":0.0012182624,"threshold_uncertainty_score":0.022049844},"labels":[],"label_agreement":null},{"id":"W4406874367","doi":"10.1007/s00245-025-10219-9","title":"Viscosity Solutions of a Class of Second Order Hamilton–Jacobi–Bellman Equations in the Wasserstein Space","year":2025,"lang":"en","type":"article","venue":"Applied Mathematics & Optimization","topic":"Stochastic processes and financial applications","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 Calgary","funders":"","keywords":"Hamilton–Jacobi equation; Class (philosophy); Space (punctuation); Mathematics; Viscosity; Viscosity solution; Order (exchange); Applied mathematics; Hamilton–Jacobi–Bellman equation; Mathematical analysis; Bellman equation; Mathematical economics; Physics; Economics; Computer science; Thermodynamics","score_opus":0.021707889772850125,"score_gpt":0.22654626209005513,"score_spread":0.204838372317205,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4406874367","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.26544622,0.0019825234,0.7042203,0.002861149,0.00032479412,0.00009919085,0.00024105686,0.00018623612,0.024638655],"genre_scores_gemma":[0.92325795,0.001107865,0.050991908,0.00034755337,0.00028179924,0.0001395369,0.00025528893,0.00009332254,0.023524838],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99962187,0.00012199127,0.000022385979,0.00006982518,0.000093919014,0.00006999853],"domain_scores_gemma":[0.99882,0.0005050413,0.00028878637,0.000054275795,0.00014341887,0.00018846677],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010060325,0.0010440676,0.0009942922,0.0009956629,0.0007349741,0.0025581904,0.0010085597,0.002592852,0.0032993946],"category_scores_gemma":[0.00453164,0.00074136176,0.0010122905,0.0005969475,0.002208848,0.0031079429,0.0015844099,0.0020554857,0.0002336501],"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":[0.00003989258,0.00005249255,0.0005256138,0.00007169498,0.00004315375,0.00020333454,0.00017467357,0.047613084,0.0029657783,0.94272304,0.0014245237,0.004162855],"study_design_scores_gemma":[0.00004747635,0.00005055215,0.0005392461,0.000030992956,0.000013386289,0.00013620668,0.00008344549,0.5108765,0.0005345288,0.48572525,0.0019268877,0.00003557649],"about_ca_topic_score_codex":0.0024899277,"about_ca_topic_score_gemma":0.0018320584,"teacher_disagreement_score":0.0032993946,"about_ca_system_score_codex":0.001500067,"about_ca_system_score_gemma":0.0013096749,"threshold_uncertainty_score":0.0110375285},"labels":[],"label_agreement":null},{"id":"W4406907027","doi":"10.37394/23203.2025.20.2","title":"A Homing Problem for a Geometric Brownian Motion and Its Integral","year":2025,"lang":"en","type":"article","venue":"WSEAS TRANSACTIONS ON SYSTEMS AND CONTROL","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"","keywords":"Homing (biology); Brownian motion; Geometric Brownian motion; Mathematics; Motion (physics); Classical mechanics; Computer science; Physics; Diffusion process; Geophysics","score_opus":0.014962921578613758,"score_gpt":0.2124500284174342,"score_spread":0.19748710683882045,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4406907027","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18260719,0.0014993736,0.80305576,0.0014385409,0.00014528401,0.00007828998,0.00016455143,0.00013473992,0.01087628],"genre_scores_gemma":[0.8327484,0.0012077785,0.14203525,0.00023994759,0.00022898121,0.00021107093,0.00032406521,0.00019784231,0.022806639],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991392,0.00028304197,0.00005205698,0.0002839748,0.000112140435,0.00012956011],"domain_scores_gemma":[0.99685425,0.002146699,0.00026745748,0.00015244864,0.0001731101,0.00040594197],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034104118,0.0009120109,0.0014271525,0.0011799021,0.0007998187,0.0021117236,0.0015747697,0.0025644994,0.0054387334],"category_scores_gemma":[0.008356214,0.00049274776,0.0013569477,0.00074781454,0.0027310643,0.003475394,0.0021637669,0.0020428658,0.00028988795],"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":[0.00013837068,0.00007219502,0.00085479446,0.0001484743,0.000056949597,0.00024524462,0.000294478,0.11016143,0.0024121453,0.86526704,0.0013418928,0.019006949],"study_design_scores_gemma":[0.00004346513,0.00017874641,0.00057910243,0.000038729686,0.000035747304,0.00014080836,0.000102487946,0.5116241,0.0007352365,0.4840939,0.0023905057,0.00003712703],"about_ca_topic_score_codex":0.0017711222,"about_ca_topic_score_gemma":0.0007049349,"teacher_disagreement_score":0.0054387334,"about_ca_system_score_codex":0.0016747351,"about_ca_system_score_gemma":0.001039936,"threshold_uncertainty_score":0.018194437},"labels":[],"label_agreement":null},{"id":"W4406957766","doi":"10.3390/jrfm18020063","title":"Diagnostic for Volatility and Local Influence Analysis for the Vasicek Model","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Vasicek model; Volatility (finance); Econometrics; Local volatility; Economics; Computer science; Stochastic volatility; Monetary economics; Interest rate","score_opus":0.012304255144644147,"score_gpt":0.2287390407158896,"score_spread":0.21643478557124546,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4406957766","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.042625293,0.00029367587,0.9551735,0.000255316,0.00003326741,0.00006556857,0.00008546471,0.00029263194,0.0011752268],"genre_scores_gemma":[0.8696635,0.00028754928,0.1278002,0.00014024568,0.000078689314,0.00017355561,0.00034056717,0.00011895213,0.001396768],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980525,0.00096770946,0.00009017167,0.00029786423,0.0004283738,0.00016344868],"domain_scores_gemma":[0.980161,0.016151207,0.0014851495,0.0005160513,0.0010603995,0.0006261111],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0054186108,0.0008871475,0.0011688153,0.0028230303,0.0006300119,0.0012604317,0.0015425957,0.0016253678,0.0022321078],"category_scores_gemma":[0.03182594,0.00037692883,0.0013546551,0.0008521058,0.0014649999,0.0013661134,0.0020176107,0.0018443658,0.0002999856],"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":[0.00024409515,0.0001067042,0.010990947,0.00017199037,0.00013130013,0.0004896836,0.00030802682,0.7829456,0.0041268794,0.15005389,0.0014107977,0.04902013],"study_design_scores_gemma":[0.0000054558886,0.000016899468,0.00031351575,0.000008013367,0.000005259191,0.00003818835,0.00001387556,0.9855349,0.00038791678,0.013481599,0.0001828859,0.0000114649765],"about_ca_topic_score_codex":0.003947182,"about_ca_topic_score_gemma":0.0023515017,"teacher_disagreement_score":0.0054186108,"about_ca_system_score_codex":0.0011466241,"about_ca_system_score_gemma":0.0013573108,"threshold_uncertainty_score":0.028656721},"labels":[],"label_agreement":null},{"id":"W4407001334","doi":"10.1007/s11579-025-00382-6","title":"Portfolio time consistency and utility weighted discount rates","year":2025,"lang":"en","type":"article","venue":"Mathematics and Financial Economics","topic":"Stochastic processes and financial applications","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":"McMaster University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematical finance; Portfolio; Consistency (knowledge bases); Economics; Econometrics; Computer science; Actuarial science; Financial economics; Artificial intelligence","score_opus":0.013038158851338074,"score_gpt":0.21368159781625534,"score_spread":0.20064343896491726,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4407001334","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.17195387,0.0045012757,0.8071707,0.003960811,0.00029180147,0.000065164,0.00045331934,0.0002148355,0.011388261],"genre_scores_gemma":[0.92367995,0.0037352405,0.055043243,0.0005010051,0.0005919813,0.0001285992,0.00080123555,0.00029623788,0.015222523],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99609655,0.0017122458,0.0003050736,0.00085742073,0.00075084076,0.00027798387],"domain_scores_gemma":[0.91143245,0.068763725,0.009427923,0.0042507057,0.0047849296,0.0013404222],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01602993,0.00091127737,0.0019791685,0.0025069665,0.0006394702,0.0049957666,0.0032034272,0.002648243,0.005857217],"category_scores_gemma":[0.11624289,0.0013884188,0.0017165918,0.0029382424,0.0030485825,0.012338913,0.0020557607,0.0045175743,0.0005442454],"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":[0.00014053711,0.000038097547,0.0025731374,0.00008844625,0.000109290304,0.00014738504,0.00017993132,0.034933817,0.0003699896,0.9500707,0.00097316626,0.0103757195],"study_design_scores_gemma":[0.000020661591,0.000024535051,0.0011421836,0.00003111656,0.000038329003,0.00011904243,0.00004190475,0.08246177,0.000233275,0.9150799,0.0007830668,0.000024246572],"about_ca_topic_score_codex":0.0022742501,"about_ca_topic_score_gemma":0.00091981515,"teacher_disagreement_score":0.01602993,"about_ca_system_score_codex":0.0016282364,"about_ca_system_score_gemma":0.0010895499,"threshold_uncertainty_score":0.08477533},"labels":[],"label_agreement":null},{"id":"W4407021778","doi":"10.1007/s10479-024-06390-x","title":"Value-at-risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston’s model","year":2025,"lang":"en","type":"article","venue":"Annals of Operations Research","topic":"Stochastic processes and financial applications","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":"Technische Universität München","keywords":"Theory of computation; Dynamic programming; Heston model; Incomplete markets; Value (mathematics); Value at risk; Econometrics; Computer science; Mathematical optimization; Mathematics; Economics; Mathematical economics; Risk management; Stochastic volatility; Statistics; SABR volatility model; Microeconomics; Volatility (finance); Algorithm; Finance","score_opus":0.12461591006994675,"score_gpt":0.3808112805915064,"score_spread":0.2561953705215596,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4407021778","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07435082,0.00079829607,0.90429527,0.0021811207,0.00006794128,0.000077428755,0.00018521445,0.00006655802,0.017977418],"genre_scores_gemma":[0.9229945,0.0009522138,0.058669686,0.0002794454,0.00008344812,0.00026748155,0.00016316268,0.00008187147,0.016508173],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991366,0.00051455887,0.000023159422,0.00010733409,0.000112335714,0.000106055086],"domain_scores_gemma":[0.9967098,0.002530126,0.00028865153,0.0000763297,0.00018413807,0.00021090465],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028888325,0.0009186302,0.0016500998,0.00070641935,0.00048405782,0.0022418245,0.0013607854,0.0021048698,0.005039357],"category_scores_gemma":[0.0071298284,0.00089066493,0.0009645145,0.0008678036,0.0020322457,0.002515435,0.0013212966,0.002126707,0.00029469572],"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":[0.000019080268,0.00002065321,0.00016590582,0.000023407618,0.000020161297,0.000066831446,0.00003644891,0.8836641,0.00012635466,0.11393921,0.00040931927,0.0015085541],"study_design_scores_gemma":[0.000013653927,0.000010917018,0.000051964744,0.000009291327,0.0000054105813,0.000007141164,0.000014058843,0.9454974,0.000049949136,0.054062106,0.00027033527,0.000007672991],"about_ca_topic_score_codex":0.00549174,"about_ca_topic_score_gemma":0.003509777,"teacher_disagreement_score":0.00549174,"about_ca_system_score_codex":0.0019736756,"about_ca_system_score_gemma":0.0016932881,"threshold_uncertainty_score":0.01685834},"labels":[],"label_agreement":null},{"id":"W4407325208","doi":"10.2139/ssrn.5113405","title":"&lt;b&gt;&lt;span&gt;0DTE Index Options and Market Volatility: How Large is Their Impact?&lt;/span&gt;&lt;/b&gt;","year":2025,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Span (engineering); Volatility (finance); Index (typography); Life span; Economics; Econometrics; Computer science; Engineering; Medicine; Structural engineering; Gerontology","score_opus":0.012931285198826343,"score_gpt":0.23204351164997092,"score_spread":0.2191122264511446,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4407325208","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.23914587,0.06310704,0.10454697,0.25304097,0.00915197,0.00007939602,0.0047493745,0.0009345092,0.32524395],"genre_scores_gemma":[0.8696103,0.020675967,0.009572429,0.0037326068,0.0046372176,0.000066717934,0.0014499848,0.00048605012,0.08976875],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996587,0.00014111795,0.000015272559,0.00006805692,0.00008764613,0.000029253779],"domain_scores_gemma":[0.99652314,0.002512937,0.0002911288,0.00012401336,0.00029923287,0.00024954104],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010932127,0.0006349531,0.0010613115,0.0012092164,0.00045931689,0.0032660365,0.00041608693,0.0020467173,0.035580605],"category_scores_gemma":[0.0075139515,0.00027576325,0.00034076947,0.0016613281,0.0012142216,0.0034197257,0.0009865119,0.00176843,0.0040403027],"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":[0.0003646159,0.000099551144,0.005304384,0.0004998512,0.0001452979,0.00036183157,0.0002544946,0.006996227,0.0023880769,0.707757,0.1132246,0.16260391],"study_design_scores_gemma":[0.00005219886,0.000027118453,0.007321833,0.000165794,0.000064044616,0.00013431965,0.00022449433,0.03904414,0.0014319248,0.9201868,0.03130809,0.00003931457],"about_ca_topic_score_codex":0.0045033344,"about_ca_topic_score_gemma":0.0021489891,"teacher_disagreement_score":0.035580605,"about_ca_system_score_codex":0.0008179761,"about_ca_system_score_gemma":0.0005207969,"threshold_uncertainty_score":0.119028986},"labels":[],"label_agreement":null},{"id":"W4407674161","doi":"10.1137/24m1636691","title":"Long Time Stability and Numerical Stability of Implicit Schemes for Stochastic Heat Equations","year":2025,"lang":"en","type":"article","venue":"SIAM Journal on Numerical Analysis","topic":"Stochastic processes and financial applications","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":"University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada; University of Alberta","keywords":"Mathematics; Stability (learning theory); Heat equation; Applied mathematics; Numerical stability; Numerical analysis; Mathematical analysis; Computer science","score_opus":0.02371946108843356,"score_gpt":0.2645268154804517,"score_spread":0.24080735439201814,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4407674161","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.31521815,0.0029286558,0.65697896,0.0034551087,0.0006503312,0.00014331493,0.00016052685,0.00021985131,0.020245118],"genre_scores_gemma":[0.95679694,0.0006698033,0.03083522,0.0001950704,0.00021440725,0.00019454835,0.0001454659,0.00017674647,0.010771774],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990351,0.0004928095,0.0000478825,0.000105233514,0.00021823987,0.00010075592],"domain_scores_gemma":[0.9905365,0.0062618004,0.000980573,0.00047946465,0.0012927304,0.0004489245],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029905434,0.00094491564,0.000957495,0.0012899253,0.0012920371,0.0027581693,0.0013417387,0.0021677394,0.0024107345],"category_scores_gemma":[0.023048546,0.00055726146,0.0009445732,0.0006187933,0.00474282,0.0028794184,0.0036288179,0.0031035584,0.00024465512],"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":[0.0002890758,0.00009219156,0.0014158692,0.00016384748,0.00006112616,0.00010989977,0.00055021385,0.36941987,0.0064892,0.6100643,0.0011721262,0.010172203],"study_design_scores_gemma":[0.000014204233,0.000012893176,0.00011801057,0.000012465345,0.000003863024,0.0000075750418,0.000018326034,0.94808537,0.00035275894,0.05107181,0.00029195336,0.000010702956],"about_ca_topic_score_codex":0.0049807,"about_ca_topic_score_gemma":0.0019751857,"teacher_disagreement_score":0.0049807,"about_ca_system_score_codex":0.0017219924,"about_ca_system_score_gemma":0.0020182752,"threshold_uncertainty_score":0.015815675},"labels":[],"label_agreement":null},{"id":"W4407845529","doi":"10.1016/j.econmod.2025.107039","title":"A generalized constant elasticity of volatility and correlation ratio (CEVC) model: Empirical evidence and application for portfolio optimization","year":2025,"lang":"en","type":"article","venue":"Economic Modelling","topic":"Stochastic processes and financial applications","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","funders":"","keywords":"Economics; Econometrics; Volatility (finance); Portfolio; Elasticity (physics); Portfolio optimization; Constant (computer programming); Mathematical economics; Financial economics; Physics; Computer science; Thermodynamics","score_opus":0.06603607087798909,"score_gpt":0.27962071399311134,"score_spread":0.21358464311512226,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4407845529","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3377318,0.004969968,0.6395891,0.0021820643,0.0002295768,0.00010487833,0.0005056179,0.00072128954,0.013965725],"genre_scores_gemma":[0.96721506,0.0015837714,0.02511757,0.0002352542,0.00013115953,0.000047331083,0.00038923207,0.0001297361,0.0051508895],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987644,0.0005352486,0.000058926358,0.00031937723,0.00018319,0.0001388706],"domain_scores_gemma":[0.9916869,0.0055980147,0.0011268747,0.00091357366,0.00046753653,0.00020716558],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027029973,0.00090102776,0.0012857727,0.0011936175,0.00040799275,0.0031239677,0.0021636847,0.0024201686,0.0028807083],"category_scores_gemma":[0.014292665,0.00046478177,0.0013558657,0.002162223,0.0013327613,0.0034826582,0.000979563,0.0023509972,0.00046293836],"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":[0.0001983581,0.000113681315,0.009832881,0.00012527218,0.00030177686,0.00036967476,0.000108442466,0.7177263,0.00081947946,0.2404341,0.0029818667,0.026988244],"study_design_scores_gemma":[0.000040565374,0.000034412944,0.0018374403,0.000014701561,0.00006271036,0.0001653082,0.00002189106,0.90260744,0.00020029303,0.09388973,0.0010967348,0.000028820241],"about_ca_topic_score_codex":0.007249021,"about_ca_topic_score_gemma":0.0023810703,"teacher_disagreement_score":0.007249021,"about_ca_system_score_codex":0.0012149926,"about_ca_system_score_gemma":0.0011578789,"threshold_uncertainty_score":0.014413655},"labels":[],"label_agreement":null},{"id":"W4407848534","doi":"10.1016/j.eneco.2025.108296","title":"The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets","year":2025,"lang":"en","type":"article","venue":"Energy Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Simon Fraser University","funders":"Australian Research Council; Alliance de recherche numérique du Canada; Natural Sciences and Engineering Research Council of Canada; Government of Western Australia; Simon Fraser University","keywords":"Futures contract; Scrutiny; Spot contract; Economics; Spot market; Electricity; Financial economics; Econometrics; Engineering","score_opus":0.01676554103703344,"score_gpt":0.2220026518084544,"score_spread":0.20523711077142098,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4407848534","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9972331,0.00017971003,0.0007965141,0.00023785063,0.000004171547,0.000004631718,0.000056141496,0.000006827248,0.0014810604],"genre_scores_gemma":[0.9993818,0.00015724143,0.00018944431,0.000014188013,0.000008887102,0.0000015067317,0.000091948015,0.0000033604167,0.00015159795],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9993801,0.00017944562,0.000042751162,0.00008184566,0.0002684714,0.00004741708],"domain_scores_gemma":[0.98918825,0.006971319,0.002210185,0.0005980435,0.0008080084,0.00022423487],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018729878,0.00014357235,0.00037034103,0.0006242186,0.0003945662,0.0009986835,0.00045437305,0.00080821983,0.001007377],"category_scores_gemma":[0.021874227,0.00022102303,0.00031295817,0.00072236464,0.0007766996,0.0021100182,0.0006210977,0.00084143516,0.00016680015],"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":[0.0020134002,0.0007396975,0.7864648,0.0002624388,0.0006080803,0.0021199186,0.004068864,0.06293422,0.010206497,0.03841902,0.0033864514,0.08877664],"study_design_scores_gemma":[0.00008247779,0.00030244712,0.843225,0.00004064772,0.00008106569,0.00047972045,0.0013411844,0.13184917,0.0027126262,0.015812036,0.0039992547,0.000074322976],"about_ca_topic_score_codex":0.0108438805,"about_ca_topic_score_gemma":0.00599325,"teacher_disagreement_score":0.0108438805,"about_ca_system_score_codex":0.00039956905,"about_ca_system_score_gemma":0.00028113765,"threshold_uncertainty_score":0.021561503},"labels":[],"label_agreement":null},{"id":"W4407949246","doi":"10.1109/cdc56724.2024.10886683","title":"Controlled Diffusions under Full, Partial and Decentralized Information: Optimal Policies and Discrete-Time Approximations","year":2024,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Queen's University","funders":"","keywords":"Discrete time and continuous time; Computer science; Mathematical optimization; Applied mathematics; Mathematics; Statistics","score_opus":0.012380414644631054,"score_gpt":0.2249919430560658,"score_spread":0.21261152841143474,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4407949246","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.035008222,0.0012002108,0.9522765,0.0014476518,0.0001177326,0.000043335654,0.00013456504,0.00014042547,0.009631367],"genre_scores_gemma":[0.92135555,0.0013823211,0.07010352,0.00021354374,0.000117001364,0.00017696798,0.0001654454,0.000067879235,0.0064178053],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989453,0.00039496124,0.000049008355,0.00019139994,0.0002698217,0.0001494158],"domain_scores_gemma":[0.99276674,0.0053615198,0.00076266326,0.0003612564,0.00046638455,0.0002814616],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022352415,0.0010006527,0.0015094423,0.00072947243,0.00051330926,0.002286354,0.0014070395,0.0019310776,0.0021598232],"category_scores_gemma":[0.019166391,0.0005989247,0.001012915,0.0006650441,0.0021736803,0.002866285,0.0018042121,0.0024110223,0.00019759587],"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":[0.00004240181,0.000027459346,0.0003093317,0.00008042874,0.000024697449,0.00008779452,0.00009671195,0.74184525,0.00052746985,0.25169906,0.0005725036,0.0046868753],"study_design_scores_gemma":[0.000005983916,0.0000051897414,0.000030796964,0.000009741109,0.0000035158005,0.0000070675123,0.000009761384,0.96311927,0.000098621735,0.036483385,0.00022256312,0.000004163955],"about_ca_topic_score_codex":0.0074815084,"about_ca_topic_score_gemma":0.0028477872,"teacher_disagreement_score":0.0074815084,"about_ca_system_score_codex":0.002200891,"about_ca_system_score_gemma":0.0019153028,"threshold_uncertainty_score":0.01596862},"labels":[],"label_agreement":null},{"id":"W4407971823","doi":"10.37394/23202.2024.23.53","title":"An Optimal Landing Problem for a Bessel Process","year":2024,"lang":"en","type":"article","venue":"WSEAS TRANSACTIONS ON SYSTEMS","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"","keywords":"Process (computing); Bessel process; Bessel function; Computer science; Mathematics; Mathematical analysis; Programming language","score_opus":0.032090046751277426,"score_gpt":0.2713278721479428,"score_spread":0.23923782539666538,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4407971823","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1849058,0.0007049792,0.7969124,0.0011621158,0.00015670231,0.00009434694,0.00017182731,0.00017580263,0.015716096],"genre_scores_gemma":[0.93184817,0.00045456958,0.0477237,0.00013255994,0.00006768343,0.00013077876,0.00020359448,0.00009889904,0.019340092],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99957985,0.00013710065,0.000021192272,0.00012374867,0.00005497544,0.00008317098],"domain_scores_gemma":[0.9989587,0.00063579465,0.0001023657,0.0000384561,0.000105288906,0.00015933896],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012204517,0.001052129,0.0012374499,0.00075443514,0.0009237349,0.0021979662,0.0008882187,0.0027779276,0.0050592376],"category_scores_gemma":[0.0024326004,0.0004204399,0.00092615274,0.0004911632,0.0019252552,0.001660426,0.0017157127,0.001478868,0.00041996443],"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":[0.00019472343,0.00011319653,0.000991789,0.00023600871,0.00006295963,0.000701416,0.00025416567,0.8281274,0.0062121334,0.14863557,0.0014897096,0.012981005],"study_design_scores_gemma":[0.000033368062,0.00010585252,0.00017277469,0.000016510923,0.000014527355,0.000071996415,0.000081440616,0.9645376,0.0006483866,0.0336766,0.00062156876,0.000019418958],"about_ca_topic_score_codex":0.005131856,"about_ca_topic_score_gemma":0.0019177464,"teacher_disagreement_score":0.005131856,"about_ca_system_score_codex":0.0011469792,"about_ca_system_score_gemma":0.001383744,"threshold_uncertainty_score":0.016924858},"labels":[],"label_agreement":null},{"id":"W4408055321","doi":"10.3390/math13050798","title":"Exponential Bounds for the Density of the Law of the Solution of an SDE with Locally Lipschitz Coefficients","year":2025,"lang":"en","type":"article","venue":"Mathematics","topic":"Stochastic processes and financial applications","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":"MacEwan University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Lipschitz continuity; Mathematics; Exponential function; Mathematical analysis; Applied mathematics","score_opus":0.01745744818683825,"score_gpt":0.22082557051646476,"score_spread":0.2033681223296265,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4408055321","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.064212725,0.0018355239,0.9169935,0.0022228286,0.00017162891,0.00011680013,0.00023558254,0.00019399368,0.014017345],"genre_scores_gemma":[0.8662836,0.0055780904,0.10444957,0.0010771868,0.000802449,0.00079067115,0.0008079915,0.00047593997,0.019734494],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985586,0.00044868517,0.00009019726,0.0002913609,0.00042528976,0.00018587845],"domain_scores_gemma":[0.96458864,0.02536853,0.0026157133,0.0014205093,0.0046611815,0.0013454397],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0077231517,0.001971631,0.0012498945,0.0027549237,0.0008239603,0.0022885848,0.0019513922,0.0022738057,0.004169361],"category_scores_gemma":[0.053112034,0.00067049905,0.0020904655,0.000974779,0.005184976,0.0068024592,0.0041769547,0.0050321394,0.0005747473],"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":[0.00015097925,0.0001188241,0.0038160942,0.0005830227,0.00009573296,0.00041622808,0.0006592795,0.101640694,0.011013681,0.86651504,0.0016532459,0.013337228],"study_design_scores_gemma":[0.000026676604,0.00013813302,0.0024895489,0.00017385147,0.00005225068,0.00027520827,0.00017762986,0.7385005,0.0045222323,0.25102374,0.0025383362,0.0000818102],"about_ca_topic_score_codex":0.0030650264,"about_ca_topic_score_gemma":0.001344578,"teacher_disagreement_score":0.0077231517,"about_ca_system_score_codex":0.0020136484,"about_ca_system_score_gemma":0.0015133035,"threshold_uncertainty_score":0.04084444},"labels":[],"label_agreement":null},{"id":"W4408520359","doi":"10.1016/j.ecosta.2025.03.002","title":"Estimation of multifactor stochastic volatility jump-diffusion models: A marginalized filter approach","year":2025,"lang":"en","type":"article","venue":"Econometrics and Statistics","topic":"Stochastic processes and financial applications","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":"Simon Fraser University","funders":"Natural Sciences and Engineering Research Council of Canada; Alliance de recherche numérique du Canada; Simon Fraser University","keywords":"Jump diffusion; Stochastic volatility; Econometrics; Jump; Volatility (finance); Mathematics; Estimation; Economics; Computer science; Statistical physics; Physics","score_opus":0.049564062658686035,"score_gpt":0.244745794058517,"score_spread":0.19518173139983097,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4408520359","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.002691799,0.000066841676,0.99691427,0.00004897826,0.000009743792,0.0000066983825,0.00002237061,0.00006500904,0.00017434575],"genre_scores_gemma":[0.3617896,0.00072534854,0.6327138,0.00015947582,0.0001435045,0.0001770392,0.00043296398,0.00011972732,0.0037385724],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992442,0.00028793528,0.000045624984,0.00018632194,0.00017371969,0.00006220621],"domain_scores_gemma":[0.99821115,0.0012065861,0.00018036143,0.00015026021,0.00020099523,0.000050629726],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021241333,0.0006619791,0.0010270576,0.00073280145,0.00031712308,0.0010875216,0.0014045346,0.0012791259,0.0020620546],"category_scores_gemma":[0.0053838626,0.00065626245,0.0014108832,0.0007017496,0.0006358315,0.0016407078,0.0012797017,0.0015745568,0.00040720648],"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":[0.00008679076,0.00006731095,0.0015290157,0.00011533292,0.00016988949,0.00010115776,0.00009606367,0.8122072,0.0051023606,0.08736689,0.00087983237,0.092278175],"study_design_scores_gemma":[0.0000035919043,0.000011420427,0.00014694771,0.0000043004516,0.0000074333207,0.000010334159,0.000002469744,0.9923713,0.00032127782,0.0067369766,0.0003757419,0.00000828537],"about_ca_topic_score_codex":0.0065202904,"about_ca_topic_score_gemma":0.0047273953,"teacher_disagreement_score":0.0065202904,"about_ca_system_score_codex":0.00082748994,"about_ca_system_score_gemma":0.0016038518,"threshold_uncertainty_score":0.0129647255},"labels":[],"label_agreement":null},{"id":"W4408613464","doi":"10.1007/s11424-025-4517-5","title":"Risk-Sensitive Linear-Quadratic Mean-Field Games: Asymptotic Solvability and Decentralized O(1/N)-Nash Equilibria","year":2025,"lang":"en","type":"article","venue":"Journal of Systems Science and Complexity","topic":"Stochastic processes and financial applications","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":"Carleton University","funders":"","keywords":"Nash equilibrium; Mathematics; Mean field theory; Quadratic equation; Mathematical economics; Best response; Applied mathematics; Physics; Geometry","score_opus":0.04094236301352388,"score_gpt":0.2717526449144447,"score_spread":0.2308102819009208,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4408613464","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.23632161,0.00046373755,0.7210215,0.0028433835,0.00009231435,0.00023828552,0.00032928243,0.00026160487,0.03842837],"genre_scores_gemma":[0.9628617,0.0003089578,0.025403714,0.00026087865,0.0001098702,0.00024930798,0.00013321759,0.000081245,0.010591124],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9982222,0.00081593066,0.000055926386,0.0003150172,0.0002604707,0.0003304735],"domain_scores_gemma":[0.979521,0.016975174,0.0013606467,0.00044684848,0.0009246235,0.0007717242],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033232837,0.0013549177,0.0024379129,0.001147378,0.0014239515,0.0033463163,0.002465858,0.0030387365,0.0063265655],"category_scores_gemma":[0.025401855,0.0009425792,0.001157337,0.0009903286,0.0030060075,0.00453343,0.003919034,0.0027769157,0.0004710345],"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":[0.0003345355,0.0002757396,0.0008723106,0.00019536297,0.00009179499,0.00021373344,0.00024207904,0.4616249,0.0021325324,0.5215976,0.003626583,0.008792797],"study_design_scores_gemma":[0.000057409037,0.000033224595,0.00013504492,0.000012659907,0.000010568905,0.000030978947,0.000045975212,0.79575604,0.00022722068,0.20346257,0.00021117843,0.000017166138],"about_ca_topic_score_codex":0.003755278,"about_ca_topic_score_gemma":0.0033807405,"teacher_disagreement_score":0.0063265655,"about_ca_system_score_codex":0.0026667034,"about_ca_system_score_gemma":0.002940768,"threshold_uncertainty_score":0.021164417},"labels":[],"label_agreement":null},{"id":"W4408614163","doi":"10.1007/s11424-025-4503-y","title":"Linear Quadratic Mean Field Games with Quantile-Dependent Cost Coefficients","year":2025,"lang":"en","type":"article","venue":"Journal of Systems Science and Complexity","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal; Group for Research in Decision Analysis","funders":"","keywords":"Quantile; Mathematics; Field (mathematics); Quadratic equation; Statistics; Econometrics; Applied mathematics; Pure mathematics; Geometry","score_opus":0.05491271747923082,"score_gpt":0.27551176471635125,"score_spread":0.22059904723712043,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4408614163","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2501591,0.000662327,0.70846385,0.007981124,0.0002892102,0.00023997414,0.000997632,0.00033292716,0.030873746],"genre_scores_gemma":[0.95236844,0.00038924662,0.015161594,0.0005250243,0.00018154412,0.00022567388,0.00019530299,0.000063994616,0.030889269],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9975024,0.0012337511,0.00008560419,0.0003476429,0.00029517157,0.0005354603],"domain_scores_gemma":[0.9789515,0.017498283,0.0011712392,0.0004681651,0.0007808733,0.0011300618],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004221471,0.0014524044,0.003861019,0.0011223578,0.0006978519,0.003511013,0.0029735535,0.005235344,0.008768575],"category_scores_gemma":[0.022346277,0.0013549216,0.0010666121,0.0012207028,0.0027561476,0.003946415,0.0030274708,0.0036160836,0.0006356279],"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":[0.0002684279,0.00016325059,0.0007589762,0.000091159825,0.00008118647,0.00031951076,0.00012792123,0.42002386,0.000778649,0.5673906,0.0040061027,0.0059903357],"study_design_scores_gemma":[0.0001263562,0.000068661146,0.0003253171,0.000013099398,0.000021923497,0.0000565178,0.000049691098,0.7653813,0.00009516787,0.23333716,0.00048722574,0.000037675658],"about_ca_topic_score_codex":0.0071559693,"about_ca_topic_score_gemma":0.005748848,"teacher_disagreement_score":0.008768575,"about_ca_system_score_codex":0.0032274106,"about_ca_system_score_gemma":0.0020454747,"threshold_uncertainty_score":0.02933383},"labels":[],"label_agreement":null},{"id":"W4408684082","doi":"10.2139/ssrn.5167174","title":"Algorithmic and High-Frequency Trading Problems for Semi-Markov and Hawkes Jump-Diffusion Models","year":2025,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Jump; High-frequency trading; Jump diffusion; Diffusion; Markov chain; Statistical physics; Computer science; Econometrics; Mathematics; Mathematical economics; Financial economics; Economics; Algorithmic trading; Physics; Machine learning; Thermodynamics","score_opus":0.018193351102241195,"score_gpt":0.2232900791405221,"score_spread":0.2050967280382809,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4408684082","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2635888,0.0024443988,0.7115463,0.0054531535,0.00027811545,0.00009252492,0.0002990342,0.00015150754,0.016146228],"genre_scores_gemma":[0.89938474,0.0012750239,0.08297594,0.0005070508,0.00057830766,0.00023251964,0.0004895494,0.0001240126,0.01443289],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986926,0.0007109266,0.000071210554,0.00023601326,0.00017565918,0.00011374966],"domain_scores_gemma":[0.96743447,0.028776847,0.001498088,0.00054344843,0.00076447375,0.0009825703],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0044326223,0.0011924936,0.001758587,0.0018826795,0.0013363021,0.0039848583,0.0028076982,0.0046726167,0.005674445],"category_scores_gemma":[0.027883714,0.0011347553,0.0018818473,0.0013743718,0.003701757,0.0062583354,0.0032091024,0.0035201402,0.00026361004],"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":[0.000118163116,0.00016638897,0.0017912196,0.00018937398,0.0000982598,0.000168182,0.00021344809,0.22316328,0.00055427593,0.76445824,0.0018263253,0.0072527616],"study_design_scores_gemma":[0.000024005061,0.000014758951,0.00021509944,0.000013232236,0.000010799383,0.000030132214,0.00003671084,0.5894271,0.00006730434,0.4099291,0.0002158391,0.000015860249],"about_ca_topic_score_codex":0.0029928216,"about_ca_topic_score_gemma":0.00321315,"teacher_disagreement_score":0.005674445,"about_ca_system_score_codex":0.0016506079,"about_ca_system_score_gemma":0.001650208,"threshold_uncertainty_score":0.023442209},"labels":[],"label_agreement":null},{"id":"W4409007896","doi":"10.2139/ssrn.5178417","title":"Discrete-time hedging, basis risk, and covariance-dependent pricing kernels","year":2025,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Simon Fraser University; Université de Montréal","funders":"","keywords":"Basis (linear algebra); Covariance; Econometrics; Economics; Mathematics; Financial economics; Mathematical economics; Applied mathematics; Statistics","score_opus":0.010606103116510637,"score_gpt":0.22560315544687953,"score_spread":0.2149970523303689,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4409007896","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3456258,0.0019156759,0.6409581,0.0020427485,0.0002569322,0.000038484533,0.00022420286,0.0001896833,0.008748408],"genre_scores_gemma":[0.9766956,0.0009698944,0.013111826,0.00009019269,0.00017726279,0.000024002999,0.00014996096,0.000063956744,0.008717446],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991177,0.00030405194,0.00005320816,0.00020483967,0.00019738617,0.00012281763],"domain_scores_gemma":[0.99146116,0.0048690336,0.0011725466,0.00093821716,0.0008034178,0.00075561006],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0034482419,0.0008732561,0.0014469547,0.0010781958,0.0005778389,0.0041675344,0.0016501223,0.0025200574,0.00391439],"category_scores_gemma":[0.019687906,0.0008231033,0.0011131358,0.0011066974,0.0023014182,0.0060086288,0.0017437241,0.0032870127,0.0003810655],"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":[0.00018133866,0.0001376142,0.0032335992,0.00007941336,0.00008926963,0.00026909422,0.00016238622,0.103911825,0.0022613474,0.87530667,0.001217816,0.013149685],"study_design_scores_gemma":[0.000024588884,0.000027577982,0.0014627238,0.000013658953,0.000025216441,0.00010650867,0.000031154606,0.60809875,0.00032961305,0.38955688,0.00028040135,0.00004286623],"about_ca_topic_score_codex":0.0026860265,"about_ca_topic_score_gemma":0.0013768072,"teacher_disagreement_score":0.0041675344,"about_ca_system_score_codex":0.0010933258,"about_ca_system_score_gemma":0.0010439397,"threshold_uncertainty_score":0.01823628},"labels":[],"label_agreement":null},{"id":"W4409040568","doi":"10.1214/25-ejs2356","title":"Inference methods in time-varying linear diffusion processes","year":2025,"lang":"en","type":"article","venue":"Electronic Journal of Statistics","topic":"Stochastic processes and financial applications","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 Windsor","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Inference; Econometrics; Applied mathematics; Statistics; Statistical physics; Artificial intelligence; Computer science","score_opus":0.018924976819874036,"score_gpt":0.31131273439107515,"score_spread":0.2923877575712011,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4409040568","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0032618907,0.0003598638,0.9958401,0.00012546526,0.000024022569,0.000019619332,0.00002957107,0.000064664535,0.00027490043],"genre_scores_gemma":[0.4157958,0.0029479563,0.5731082,0.00043387208,0.0004673053,0.0005347325,0.00057203724,0.00016106633,0.005978964],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99662185,0.0019035339,0.0001931924,0.00072056707,0.00043633053,0.00012443842],"domain_scores_gemma":[0.9781636,0.019246593,0.0011288195,0.00051746104,0.0007596727,0.00018377262],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009698377,0.0009630009,0.0017344846,0.0017757136,0.00058586145,0.0015837671,0.0023317223,0.0020435893,0.0023516626],"category_scores_gemma":[0.033143383,0.0007340179,0.0015611292,0.0015970871,0.0018214536,0.0027166372,0.0018719452,0.0025193598,0.00041275818],"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":[0.0001041171,0.000090890084,0.002557658,0.00035025683,0.0002658728,0.0003007205,0.00027997693,0.59953815,0.0019971028,0.3096375,0.00082825415,0.08404962],"study_design_scores_gemma":[0.000017465585,0.000014424927,0.00018004689,0.000016000273,0.000017344912,0.00003355806,0.000013125656,0.944134,0.00027122177,0.054820344,0.0004705847,0.00001181979],"about_ca_topic_score_codex":0.0033993365,"about_ca_topic_score_gemma":0.0020749588,"teacher_disagreement_score":0.009698377,"about_ca_system_score_codex":0.001123214,"about_ca_system_score_gemma":0.0011697805,"threshold_uncertainty_score":0.051290512},"labels":[],"label_agreement":null},{"id":"W4409089923","doi":"10.3390/jrfm18040192","title":"Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Trinomial; Trinomial tree; Valuation of options; Call option; Mathematics; Asian option; Economics; Financial economics; Mathematical economics; Econometrics; Combinatorics","score_opus":0.00954711669587807,"score_gpt":0.21903940096339733,"score_spread":0.20949228426751926,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4409089923","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05667034,0.00045832078,0.93816364,0.0003086687,0.00004121446,0.000022997152,0.00011220768,0.00010641374,0.004116295],"genre_scores_gemma":[0.88398206,0.0008878772,0.10695203,0.00013260955,0.00010758299,0.000119109296,0.0002691416,0.00012590832,0.007423656],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991742,0.00041080877,0.000041737978,0.00010947125,0.00019375756,0.000070061986],"domain_scores_gemma":[0.99708825,0.0018717292,0.00037536662,0.00029617586,0.00022835808,0.00014013618],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030311488,0.0006369262,0.0010173668,0.0011487461,0.00039122006,0.0020356355,0.0018704311,0.0019393916,0.004486195],"category_scores_gemma":[0.010477191,0.00047256355,0.0011220211,0.0012436718,0.0015942324,0.004515996,0.0014212657,0.0019237769,0.00040836143],"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":[0.000016327625,0.000027508984,0.0012181518,0.000034396624,0.0000211352,0.00015409368,0.00012528768,0.42174956,0.0007484634,0.5675959,0.00042903583,0.007880175],"study_design_scores_gemma":[0.0000025880047,0.0000052079536,0.0001317968,0.0000063929842,0.0000027434119,0.0000273811,0.000007938281,0.87262046,0.000044403074,0.12685084,0.0002922724,0.000008009214],"about_ca_topic_score_codex":0.002227776,"about_ca_topic_score_gemma":0.0017436318,"teacher_disagreement_score":0.004486195,"about_ca_system_score_codex":0.0009963722,"about_ca_system_score_gemma":0.00066093577,"threshold_uncertainty_score":0.01603043},"labels":[],"label_agreement":null},{"id":"W4409312987","doi":"10.3390/jrfm18040204","title":"South African Government Bond Yields and the Specifications of Affine Term Structure Models","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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); Affine transformation; Bond; Government (linguistics); Affine term structure model; Business; Mathematics; Pure mathematics; Linguistics; Yield curve; Philosophy; Finance; Physics","score_opus":0.01341555867540473,"score_gpt":0.18845381173603448,"score_spread":0.17503825306062976,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4409312987","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.83211946,0.00060092844,0.15977132,0.0004064608,0.000025539297,0.00006325547,0.0006461745,0.000120161836,0.006246671],"genre_scores_gemma":[0.9937546,0.00027073652,0.0047852052,0.000013694945,0.000011067746,0.000025488062,0.00023296496,0.000013337625,0.0008928501],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99909425,0.00043678604,0.00007189783,0.00015447952,0.00013730457,0.00010521957],"domain_scores_gemma":[0.9954965,0.0027693438,0.0011043196,0.00033045458,0.0002249324,0.000074490286],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002399479,0.0007107002,0.0005260131,0.00074127305,0.0003359245,0.0019303793,0.00064602226,0.0008683268,0.0019605537],"category_scores_gemma":[0.014649985,0.00038834423,0.00074896414,0.0012683179,0.0005782284,0.0015439154,0.0005931912,0.0009736579,0.00023763368],"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":[0.00019137081,0.00006439013,0.039367586,0.00012602132,0.00016478624,0.00080122746,0.0006698597,0.66726637,0.003593886,0.26113188,0.00062205986,0.026000677],"study_design_scores_gemma":[0.000021146581,0.00010249862,0.022204509,0.00003912771,0.000044592533,0.00023237994,0.00018662088,0.86125535,0.000832154,0.1135297,0.0015112552,0.000040689487],"about_ca_topic_score_codex":0.008008046,"about_ca_topic_score_gemma":0.004163762,"teacher_disagreement_score":0.008008046,"about_ca_system_score_codex":0.00066919264,"about_ca_system_score_gemma":0.00070228655,"threshold_uncertainty_score":0.015922844},"labels":[],"label_agreement":null},{"id":"W4409817892","doi":"10.3390/jrfm18050230","title":"Bridging Asset Pricing and Market Microstructure: Option Valuation in Roll’s Framework","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Valuation (finance); Bridging (networking); Capital asset pricing model; Business; Financial economics; Valuation of options; Market microstructure; Economics; Finance; Computer science","score_opus":0.008287103897280504,"score_gpt":0.22327673751437835,"score_spread":0.21498963361709783,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4409817892","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06873841,0.0012580472,0.8998451,0.0023788125,0.00014007374,0.000054105614,0.00026832477,0.00025092016,0.027066298],"genre_scores_gemma":[0.86711836,0.00080361264,0.12299288,0.0002238208,0.00024230545,0.00009238932,0.00014148979,0.00005792934,0.008327166],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993337,0.00030575754,0.00002983201,0.00008762849,0.00016870968,0.00007446557],"domain_scores_gemma":[0.99906236,0.0003518745,0.00018023295,0.00013729717,0.00008845277,0.00017974545],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017821167,0.00051277527,0.0007703185,0.0010753548,0.0005715875,0.002571779,0.0013780554,0.0019958625,0.0037734823],"category_scores_gemma":[0.0037054725,0.00036876678,0.00083098444,0.0012389714,0.0014297515,0.003826459,0.0012564845,0.0014953214,0.0005349128],"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":[0.000013576664,0.000023038061,0.00022851488,0.000012673684,0.0000070438573,0.000097775854,0.000059609225,0.022775397,0.0003982802,0.97260284,0.00039878476,0.0033824642],"study_design_scores_gemma":[0.000012045031,0.000026209873,0.00023696381,0.000012481687,0.0000068268873,0.00006478616,0.000017237182,0.3432654,0.000106419306,0.6543044,0.001932676,0.000014623929],"about_ca_topic_score_codex":0.0019767126,"about_ca_topic_score_gemma":0.0013970773,"teacher_disagreement_score":0.0037734823,"about_ca_system_score_codex":0.0007080673,"about_ca_system_score_gemma":0.0007173141,"threshold_uncertainty_score":0.0126235485},"labels":[],"label_agreement":null},{"id":"W4409895040","doi":"10.3390/math13091440","title":"Stochastic Optimal Control of Averaged SDDE with Semi-Markov Switching and with Application in Economics","year":2025,"lang":"en","type":"article","venue":"Mathematics","topic":"Stochastic processes and financial applications","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; Mount Royal University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Markov chain; Control (management); Mathematics; Stochastic control; Economics; Mathematical economics; Econometrics; Optimal control; Mathematical optimization; Applied mathematics; Computer science; Control theory (sociology); Statistics; Artificial intelligence","score_opus":0.0061509388477378555,"score_gpt":0.19231670995418496,"score_spread":0.1861657711064471,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4409895040","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0723263,0.0029810881,0.9139808,0.0011603681,0.00031055266,0.00004268717,0.00014733121,0.00013294331,0.008917901],"genre_scores_gemma":[0.96536016,0.0019500725,0.024515804,0.00021186992,0.00020482973,0.00012063952,0.00010823341,0.000046353653,0.007482085],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991779,0.00031383437,0.00004754513,0.00017948102,0.00016106167,0.00012024944],"domain_scores_gemma":[0.9985147,0.0007893403,0.0002564746,0.000063623134,0.00023733961,0.00013846405],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016688354,0.0008575158,0.0014830078,0.000679815,0.00044894018,0.0014742735,0.0008831939,0.0011889203,0.0020590923],"category_scores_gemma":[0.003912184,0.00045556642,0.0012514354,0.00064467965,0.0018101783,0.001281657,0.0013841749,0.0013210468,0.00011545403],"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":[0.00007889672,0.00006029311,0.000697635,0.00017290641,0.000113197166,0.00020302559,0.000078954006,0.6696984,0.0029648924,0.3161035,0.0007721744,0.009056073],"study_design_scores_gemma":[0.000011370952,0.00003225165,0.00017333994,0.000010354416,0.0000140134525,0.00002098861,0.000014069696,0.9479994,0.00020661527,0.05106307,0.0004408856,0.000013573213],"about_ca_topic_score_codex":0.007838058,"about_ca_topic_score_gemma":0.003634118,"teacher_disagreement_score":0.007838058,"about_ca_system_score_codex":0.0014671365,"about_ca_system_score_gemma":0.0016016405,"threshold_uncertainty_score":0.015584886},"labels":[],"label_agreement":null},{"id":"W4409966396","doi":"10.3390/jrfm18050239","title":"Variational Autoencoders for Completing the Volatility Surfaces","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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 Johannesburg","keywords":"Volatility (finance); Artificial intelligence; Econometrics; Computer science; Economics","score_opus":0.015475107558974138,"score_gpt":0.2257991953256573,"score_spread":0.21032408776668315,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4409966396","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.022489673,0.00017761507,0.97567797,0.00017222285,0.000027547669,0.000022377948,0.00008932377,0.0002756245,0.001067689],"genre_scores_gemma":[0.6361799,0.00044044832,0.35832077,0.00020780646,0.000065901804,0.00019009184,0.00081709266,0.00032131013,0.0034567341],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996276,0.00015056226,0.000025953188,0.00007171347,0.00008470146,0.00003944803],"domain_scores_gemma":[0.998102,0.0014129564,0.000095944866,0.00015498405,0.00018638623,0.00004787529],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017675371,0.0007901969,0.0006842972,0.0004964475,0.00029145202,0.00093834626,0.0007693656,0.0010844651,0.0017382461],"category_scores_gemma":[0.0059757,0.0006091613,0.0009658217,0.00039941602,0.00085560506,0.0011945115,0.0011676342,0.0021309077,0.00044679083],"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":[0.000020583087,0.000013612143,0.0005083313,0.00003361605,0.000023556893,0.000023507051,0.00003598567,0.96073514,0.0012268795,0.014766947,0.00053434493,0.022077547],"study_design_scores_gemma":[0.00000117561,0.0000034693962,0.000036020752,0.000002393268,8.506979e-7,0.0000028118222,0.0000027657536,0.99693906,0.00019142804,0.002683616,0.00013480095,0.0000016384204],"about_ca_topic_score_codex":0.004632958,"about_ca_topic_score_gemma":0.004203679,"teacher_disagreement_score":0.004632958,"about_ca_system_score_codex":0.0006263061,"about_ca_system_score_gemma":0.0009337243,"threshold_uncertainty_score":0.009347737},"labels":[],"label_agreement":null},{"id":"W4410026080","doi":"10.2139/ssrn.5198880","title":"Efficient Option Pricing Under Hull-White Model","year":2025,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Royal Bank of Canada","funders":"","keywords":"Hull; White (mutation); Economics; Business; Computer science; Financial economics; Marine engineering; Engineering","score_opus":0.019956249130380944,"score_gpt":0.23987411981664927,"score_spread":0.21991787068626834,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4410026080","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15340854,0.00053744105,0.82728165,0.0013804697,0.00018841332,0.000042168343,0.00022214449,0.00023542231,0.016703729],"genre_scores_gemma":[0.9511425,0.00036758088,0.023358814,0.00015326514,0.00020072449,0.00003640047,0.00018090144,0.0000960251,0.02446377],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990175,0.00046335586,0.00003429998,0.00011823436,0.00022106938,0.00014554147],"domain_scores_gemma":[0.9979075,0.0012690284,0.00023242102,0.00017979434,0.00016275783,0.00024855364],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001715315,0.00064705434,0.0017864115,0.0007353973,0.00047820172,0.0025521212,0.0014864157,0.0023189534,0.0058350735],"category_scores_gemma":[0.0054195463,0.0005159092,0.0009417667,0.0008705698,0.0011276202,0.0047272267,0.001394721,0.0017056648,0.00049684633],"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":[0.00011618698,0.0000894278,0.00048641293,0.000055251665,0.00004051816,0.00027019667,0.000047555335,0.25627202,0.0019394946,0.73149544,0.001808677,0.007378771],"study_design_scores_gemma":[0.000018094706,0.000013348398,0.00010877126,0.000002774011,0.0000062401555,0.000031606975,0.000007701743,0.8183736,0.00017379608,0.18105462,0.00019813678,0.000011286764],"about_ca_topic_score_codex":0.002116534,"about_ca_topic_score_gemma":0.0014363322,"teacher_disagreement_score":0.0058350735,"about_ca_system_score_codex":0.0007749219,"about_ca_system_score_gemma":0.000823168,"threshold_uncertainty_score":0.019520283},"labels":[],"label_agreement":null},{"id":"W4410099661","doi":"10.3390/sym17050704","title":"Similarity Solutions of Partial Differential–Integral Equations from the Theory of Stochastic Processes","year":2025,"lang":"en","type":"article","venue":"Symmetry","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Similarity (geometry); Stochastic partial differential equation; Mathematics; Integral equation; Stochastic differential equation; Partial differential equation; Applied mathematics; Mathematical analysis; Computer science; Artificial intelligence","score_opus":0.036691019300027175,"score_gpt":0.2421805661492666,"score_spread":0.20548954684923942,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4410099661","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1119924,0.003991767,0.85716975,0.0020323752,0.00054807996,0.00016667438,0.00012228092,0.00013530102,0.02384134],"genre_scores_gemma":[0.8642775,0.0046475106,0.096027866,0.0005118589,0.0011405149,0.00045543237,0.00031870473,0.00016586616,0.03245474],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99911565,0.00039781275,0.000055815726,0.00008731302,0.00024242332,0.00010098251],"domain_scores_gemma":[0.9970592,0.0017090545,0.00052609184,0.000106008316,0.00035045287,0.00024921616],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023051635,0.0014117917,0.0016597079,0.0019474947,0.00090577826,0.0019900003,0.0014239474,0.0023518663,0.0027060916],"category_scores_gemma":[0.0092956815,0.00055135076,0.0021516636,0.0013915481,0.0026340028,0.0024602672,0.0022781433,0.0020900369,0.0003626075],"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":[0.000025246367,0.000043631422,0.0004543044,0.00012512236,0.000041166917,0.00024517212,0.00017584152,0.061805304,0.0013593709,0.93110746,0.0006146387,0.0040027276],"study_design_scores_gemma":[0.00003140268,0.000037888116,0.0002924061,0.00002939374,0.00001443739,0.00016317207,0.000071611736,0.5444631,0.00036761456,0.45335245,0.001147038,0.000029508896],"about_ca_topic_score_codex":0.0018619053,"about_ca_topic_score_gemma":0.0010303794,"teacher_disagreement_score":0.0027060916,"about_ca_system_score_codex":0.0013440088,"about_ca_system_score_gemma":0.0016665632,"threshold_uncertainty_score":0.012190998},"labels":[],"label_agreement":null},{"id":"W4410118112","doi":"10.2139/ssrn.5199630","title":"Stochastic Optimal Control of Averaged SDDE&amp;nbsp;With Semi-Markov Switching, and With Application in Economics","year":2025,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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; Mount Royal University","funders":"","keywords":"Markov chain; Control (management); Economics; Stochastic control; Mathematics; Mathematical economics; Optimal control; Econometrics; Mathematical optimization; Statistics","score_opus":0.006595922792196945,"score_gpt":0.20547486397311684,"score_spread":0.1988789411809199,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4410118112","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04056437,0.0013736167,0.9414159,0.0016183757,0.00049769506,0.0000763575,0.0003143102,0.00024239856,0.013896959],"genre_scores_gemma":[0.9198857,0.0012005576,0.053293247,0.00048974215,0.00041448948,0.00028248076,0.00032968752,0.00024304264,0.023860995],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99829894,0.000736186,0.00007638893,0.00038615588,0.00026114762,0.00024118487],"domain_scores_gemma":[0.9945943,0.0032005392,0.0005700576,0.00021220373,0.00096490467,0.00045803716],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0044342596,0.0015499169,0.0026114003,0.0013608276,0.00080550165,0.003286522,0.002186707,0.0028896676,0.006949535],"category_scores_gemma":[0.012911354,0.0012135024,0.0015397304,0.0010896216,0.003300941,0.0025467593,0.0030857096,0.0023523432,0.0003855998],"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":[0.00019121957,0.00013388546,0.00066520105,0.00018521603,0.0001582043,0.00015467973,0.000081551465,0.77395844,0.0014265456,0.20822056,0.0031839504,0.011640578],"study_design_scores_gemma":[0.0000134239945,0.000018152465,0.00009932554,0.0000093845965,0.000011367009,0.000010535067,0.000006751933,0.9809033,0.000107152824,0.018583134,0.00022752826,0.000009864882],"about_ca_topic_score_codex":0.015938608,"about_ca_topic_score_gemma":0.009870069,"teacher_disagreement_score":0.015938608,"about_ca_system_score_codex":0.0026818377,"about_ca_system_score_gemma":0.0033383807,"threshold_uncertainty_score":0.03169167},"labels":[],"label_agreement":null},{"id":"W4410445366","doi":"10.3390/math13101629","title":"First-Hitting Problems for Jump-Diffusion Processes with State-Dependent Uniform Jumps","year":2025,"lang":"en","type":"article","venue":"Mathematics","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Jump; Jump diffusion; Diffusion; Hitting time; State (computer science); Statistical physics; Mechanics; Computer science; Mathematics; Physics; Mathematical analysis; Thermodynamics; Algorithm","score_opus":0.021869683253261198,"score_gpt":0.222020237930512,"score_spread":0.20015055467725082,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4410445366","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.20974995,0.009853756,0.7420386,0.006647056,0.00072298414,0.0003081642,0.00075403776,0.00029762776,0.029627793],"genre_scores_gemma":[0.9092852,0.0037197047,0.044977356,0.0005782438,0.0005187231,0.00063468004,0.00096096395,0.00021289755,0.039112285],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99835914,0.0008298869,0.00010182498,0.00023914283,0.00019892227,0.00027107843],"domain_scores_gemma":[0.9763851,0.019820403,0.0011741928,0.00024377464,0.0011277895,0.0012488129],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0064328006,0.002369609,0.0032929764,0.002781113,0.0013500571,0.0039764903,0.0032005948,0.0055572833,0.006446664],"category_scores_gemma":[0.026300536,0.001310894,0.0022738944,0.001931312,0.0034939293,0.0030949074,0.0031943605,0.0037590081,0.00045286765],"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":[0.00024087926,0.00011217075,0.0028067771,0.00038764637,0.00018499492,0.0010095729,0.00047600718,0.54141927,0.0013956055,0.44457808,0.0017584314,0.0056305425],"study_design_scores_gemma":[0.00003217913,0.000024083547,0.00029069246,0.000026200598,0.000021179621,0.000043653614,0.00006412689,0.9429632,0.00011831037,0.056026407,0.00036387015,0.000026104948],"about_ca_topic_score_codex":0.016275667,"about_ca_topic_score_gemma":0.0073295166,"teacher_disagreement_score":0.016275667,"about_ca_system_score_codex":0.0035225868,"about_ca_system_score_gemma":0.0025125148,"threshold_uncertainty_score":0.034020305},"labels":[],"label_agreement":null},{"id":"W4410816937","doi":"10.1080/14697688.2025.2506771","title":"Semi-Markov-modulated exponential-affine bond prices","year":2025,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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":"University of Calgary","funders":"Australian Research Council; Natural Sciences and Engineering Research Council of Canada","keywords":"Affine transformation; Markov chain; Bond; Bond valuation; Exponential function; Mathematics; Economics; Mathematical economics; Econometrics; Financial economics; Applied mathematics; Pure mathematics; Statistics; Mathematical analysis; Finance","score_opus":0.025143681788894624,"score_gpt":0.2662449904403632,"score_spread":0.2411013086514686,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4410816937","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19905156,0.001189068,0.78817,0.0018707718,0.0002595471,0.00006727804,0.0005662389,0.00027127325,0.00855425],"genre_scores_gemma":[0.96867204,0.000977109,0.01516919,0.00016552632,0.0002183502,0.00006532644,0.00033429457,0.000045376408,0.0143527],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99900085,0.0004107322,0.000048036087,0.0002185915,0.00018921035,0.00013266147],"domain_scores_gemma":[0.9935808,0.0039753974,0.001024289,0.0003882054,0.0006988083,0.00033246537],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002941256,0.0007939031,0.0013886233,0.0008425259,0.0004140072,0.0022272947,0.0017789945,0.0022081083,0.0055871853],"category_scores_gemma":[0.014404057,0.0007187195,0.0010172001,0.00096857373,0.0019968448,0.0035661266,0.0010254917,0.0019837646,0.0006685577],"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":[0.00019933356,0.000087775246,0.0019661502,0.00009588531,0.000074740106,0.0003184861,0.000108289605,0.22325987,0.0027632343,0.7605174,0.0017122537,0.00889659],"study_design_scores_gemma":[0.000027024194,0.000023429104,0.0006660472,0.000009340175,0.0000149047055,0.00006831532,0.000013348699,0.88176244,0.00037647624,0.11670713,0.0003105298,0.000020993763],"about_ca_topic_score_codex":0.0030079272,"about_ca_topic_score_gemma":0.0024724526,"teacher_disagreement_score":0.0055871853,"about_ca_system_score_codex":0.0012576741,"about_ca_system_score_gemma":0.0010388789,"threshold_uncertainty_score":0.018691003},"labels":[],"label_agreement":null},{"id":"W4410844250","doi":"10.1007/s40435-025-01731-5","title":"Mean-field-type games driven by a mixture of noises","year":2025,"lang":"en","type":"article","venue":"International Journal of Dynamics and Control","topic":"Stochastic processes and financial applications","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 Trois-Rivières; Innovation and Economic Development Trois Rivières","funders":"","keywords":"Type (biology); Field (mathematics); Mathematics; Pure mathematics; Geology","score_opus":0.004416884548150741,"score_gpt":0.21994148355990684,"score_spread":0.2155245990117561,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4410844250","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.31973898,0.0006200488,0.65923685,0.003744706,0.00047832046,0.00024261298,0.0004975651,0.00028739026,0.015153617],"genre_scores_gemma":[0.9634134,0.0003867592,0.015572097,0.000509787,0.00017352373,0.00022143347,0.00019012869,0.000055086934,0.019477868],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9975688,0.001053255,0.00011583216,0.00044548552,0.00039649045,0.00042016272],"domain_scores_gemma":[0.9869502,0.009398168,0.0011230191,0.00027098748,0.00085744396,0.00140018],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043299785,0.0018484199,0.0042117564,0.002200152,0.001102345,0.0039425464,0.0036460112,0.0064601284,0.0038494784],"category_scores_gemma":[0.016969314,0.0015722533,0.0019538696,0.0011630506,0.004476063,0.0043985276,0.003620617,0.0030696646,0.00038275175],"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":[0.00042820573,0.00016106044,0.0013971092,0.00012911539,0.00020906553,0.00058376446,0.00026938098,0.53562474,0.0029496157,0.45320597,0.0018569111,0.0031851004],"study_design_scores_gemma":[0.00007362099,0.000061601815,0.000270084,0.00001413705,0.000027655859,0.000059370563,0.000044063894,0.93882406,0.00014822857,0.0601995,0.0002375699,0.000040126484],"about_ca_topic_score_codex":0.0074472306,"about_ca_topic_score_gemma":0.004870005,"teacher_disagreement_score":0.0074472306,"about_ca_system_score_codex":0.0030309514,"about_ca_system_score_gemma":0.0020313603,"threshold_uncertainty_score":0.02289939},"labels":[],"label_agreement":null},{"id":"W4410858956","doi":"10.1016/j.jedc.2025.105127","title":"Optimal multi-period leverage-constrained portfolios: A neural network approach","year":2025,"lang":"en","type":"article","venue":"Journal of Economic Dynamics and Control","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Leverage (statistics); Economics; Period (music); Artificial neural network; Econometrics; Mathematical optimization; Computer science; Mathematics; Artificial intelligence","score_opus":0.01067562563557875,"score_gpt":0.21472294036454836,"score_spread":0.20404731472896961,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4410858956","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15659201,0.0025778713,0.8288441,0.0019714236,0.00012256484,0.000091584065,0.000248938,0.00028183177,0.009269834],"genre_scores_gemma":[0.95931464,0.00074900646,0.03326549,0.00017500238,0.00014116737,0.00010114248,0.00016704117,0.000054298787,0.006032172],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996037,0.00016228479,0.000024085526,0.00009483346,0.000047270456,0.00006783519],"domain_scores_gemma":[0.997136,0.0022428487,0.00025127662,0.00006283743,0.0001927132,0.000114297],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001901985,0.00093549053,0.002168515,0.00091752195,0.00037858557,0.0017331607,0.0015366004,0.0028197702,0.003747569],"category_scores_gemma":[0.007522893,0.0013049956,0.0006346835,0.00086447725,0.0008363612,0.0025475805,0.001168149,0.0014461571,0.00025169214],"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":[0.000053865366,0.000035132285,0.00035802784,0.000025402445,0.00004699251,0.000038384034,0.000012653895,0.9852174,0.00016968389,0.005527274,0.00031372547,0.008201414],"study_design_scores_gemma":[0.0000054361926,0.0000066193074,0.000057908077,0.0000034529837,0.000005509849,0.000003476092,0.000001736087,0.9975694,0.000024687755,0.0022884477,0.00003052589,0.0000027696622],"about_ca_topic_score_codex":0.0049898326,"about_ca_topic_score_gemma":0.0049794316,"teacher_disagreement_score":0.0049898326,"about_ca_system_score_codex":0.000996751,"about_ca_system_score_gemma":0.0011743031,"threshold_uncertainty_score":0.012536883},"labels":[],"label_agreement":null},{"id":"W4410862820","doi":"10.3390/ijfs13020091","title":"Markov-Modulated and Shifted Wishart Processes with Applications in Derivatives Pricing","year":2025,"lang":"en","type":"article","venue":"International Journal of Financial Studies","topic":"Stochastic processes and financial applications","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":"Western University; York University","funders":"","keywords":"Wishart distribution; Markov chain; Economics; Econometrics; Mathematics; Statistics","score_opus":0.02037333668313065,"score_gpt":0.27247998137016954,"score_spread":0.2521066446870389,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4410862820","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.042247575,0.0030808041,0.95042276,0.00041476305,0.00011646842,0.000023268727,0.000053172615,0.00010968087,0.0035315766],"genre_scores_gemma":[0.81307536,0.0064294953,0.17440392,0.00023476905,0.00047575272,0.00009268517,0.00015570266,0.00007873849,0.005053668],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994561,0.00027929677,0.0000297628,0.000064522086,0.0001323622,0.000037947695],"domain_scores_gemma":[0.9964386,0.0026842945,0.00032719038,0.00019008739,0.0002596346,0.00010026086],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018665344,0.0007219469,0.00057175016,0.0011090729,0.00035420954,0.0011621951,0.000646572,0.0012231283,0.0016847389],"category_scores_gemma":[0.0078395605,0.0004067088,0.0010746148,0.0017649964,0.0011619598,0.0018486531,0.0007926222,0.001663811,0.00029071022],"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":[0.000070667615,0.00007887859,0.0022854302,0.00010858143,0.00006867995,0.00036251088,0.00015427177,0.48016444,0.004403195,0.47807765,0.0006444738,0.033581275],"study_design_scores_gemma":[0.000006347806,0.000026553647,0.0003611873,0.00001211682,0.000009806129,0.00007554842,0.000014716013,0.9190645,0.00045898577,0.079119354,0.00083228503,0.000018534394],"about_ca_topic_score_codex":0.0024707068,"about_ca_topic_score_gemma":0.0012899111,"teacher_disagreement_score":0.0024707068,"about_ca_system_score_codex":0.0005414441,"about_ca_system_score_gemma":0.000550719,"threshold_uncertainty_score":0.009871304},"labels":[],"label_agreement":null},{"id":"W4410871730","doi":"10.1215/00127094-2024-0058","title":"KPZ fluctuations in the planar stochastic heat equation","year":2025,"lang":"en","type":"article","venue":"Duke Mathematical Journal","topic":"Stochastic processes and financial applications","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":"Planar; Mathematics; Heat equation; Statistical physics; Mathematical analysis; Physics; Computer science","score_opus":0.03559777138155282,"score_gpt":0.2586903082942796,"score_spread":0.22309253691272676,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4410871730","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.380968,0.002700476,0.55221003,0.0044872006,0.0005561656,0.00010319739,0.00049943064,0.00044604385,0.05802947],"genre_scores_gemma":[0.95356244,0.001115535,0.022795783,0.0004337442,0.0004282725,0.00010388558,0.00020251934,0.00010554247,0.021252211],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99966776,0.000074448704,0.0000152078765,0.000065611086,0.00012556218,0.000051355324],"domain_scores_gemma":[0.99964166,0.00011295059,0.00006845431,0.000027313406,0.00008719876,0.00006244117],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00057167053,0.00065741176,0.0007076349,0.0008069301,0.0005156912,0.001280779,0.0007248406,0.00097359525,0.0019182175],"category_scores_gemma":[0.002226498,0.00024760372,0.0005802313,0.0005613907,0.001774344,0.0020109324,0.0012428032,0.0012073605,0.00027901775],"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":[0.000018964203,0.000012665466,0.00021987314,0.000025352041,0.0000093238805,0.00010750082,0.000055697023,0.0359887,0.0023581837,0.9582464,0.0007011291,0.0022560973],"study_design_scores_gemma":[0.000023182787,0.000025407802,0.000468845,0.000010729753,0.000009590967,0.00011171994,0.000037368354,0.4794945,0.0006565309,0.51757437,0.0015526,0.000035167184],"about_ca_topic_score_codex":0.004089528,"about_ca_topic_score_gemma":0.0014600368,"teacher_disagreement_score":0.004089528,"about_ca_system_score_codex":0.0011767833,"about_ca_system_score_gemma":0.0009635602,"threshold_uncertainty_score":0.008538246},"labels":[],"label_agreement":null},{"id":"W4411102147","doi":"10.1007/978-981-96-6389-7_2","title":"Multiscale Bernstein Copula with Bayesian Model Averaging","year":2025,"lang":"en","type":"book-chapter","venue":"Lecture notes in computer science","topic":"Stochastic processes and financial applications","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":"Copula (linguistics); Computer science; Bayesian probability; Econometrics; Artificial intelligence; Mathematics","score_opus":0.01575313426954557,"score_gpt":0.2149166365568447,"score_spread":0.19916350228729912,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4411102147","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.007968895,0.00045797962,0.98584336,0.0003044405,0.00010492464,0.000021464039,0.0000825721,0.00019980114,0.005016531],"genre_scores_gemma":[0.62594104,0.0025622847,0.33984,0.0006807977,0.00097174733,0.00026032192,0.00056617666,0.0008594045,0.028318195],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99877363,0.00049266807,0.00005098512,0.00024440532,0.00033122735,0.00010713435],"domain_scores_gemma":[0.9973231,0.0013991762,0.0002925768,0.00040138583,0.00034382794,0.00023989097],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028900441,0.0012303776,0.0018867682,0.0011113336,0.00048578423,0.001677796,0.0018937801,0.001732496,0.0051363744],"category_scores_gemma":[0.011068151,0.0011212272,0.0015634209,0.0011310078,0.0014282506,0.003088777,0.0028954602,0.0022347749,0.0011148285],"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":[0.000042384992,0.000037514295,0.000375087,0.00007473726,0.00009422013,0.00016787346,0.0000821841,0.19938691,0.0023003262,0.7668596,0.0036400696,0.026939172],"study_design_scores_gemma":[0.000005479963,0.00001559165,0.00020355108,0.000007885745,0.000015776328,0.000077115,0.0000073795627,0.7635053,0.00021971935,0.23466916,0.001251062,0.000022100348],"about_ca_topic_score_codex":0.0032782028,"about_ca_topic_score_gemma":0.0029153565,"teacher_disagreement_score":0.0051363744,"about_ca_system_score_codex":0.0011892935,"about_ca_system_score_gemma":0.0010044675,"threshold_uncertainty_score":0.017182887},"labels":[],"label_agreement":null},{"id":"W4411279664","doi":"10.1080/01966324.2025.2509009","title":"A Direct Approach in the Pricing Analysis and Risk Role Matching of a Guaranteed Annuity Option Under Correlated Risks","year":2025,"lang":"en","type":"article","venue":"American Journal of Mathematical and Management Sciences","topic":"Stochastic processes and financial applications","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":"Western University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Annuity; Actuarial science; Valuation of options; Matching (statistics); Econometrics; Economics; Risk analysis (engineering); Life annuity; Mathematics; Business; Statistics; Finance","score_opus":0.0201268490675444,"score_gpt":0.26097985548204117,"score_spread":0.24085300641449678,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4411279664","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009867711,0.0003937784,0.9864682,0.00028838156,0.00007649218,0.00004028176,0.000026212616,0.000021261476,0.0028176352],"genre_scores_gemma":[0.6826008,0.0023322834,0.30038705,0.00034955685,0.00075223297,0.00028942092,0.00013092696,0.00011165089,0.013046169],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99791974,0.0011650024,0.00007184689,0.00028982584,0.00044311918,0.00011044803],"domain_scores_gemma":[0.9960659,0.0024278318,0.0004693279,0.000361867,0.0004614352,0.00021362149],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0040490483,0.0012114581,0.0011951426,0.0013428599,0.00067303947,0.00222317,0.0018746332,0.0022117242,0.0044643558],"category_scores_gemma":[0.012951415,0.00066994014,0.0023478342,0.0013266861,0.0019884165,0.0034224878,0.002429892,0.0039786515,0.0004050682],"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":[0.000042762535,0.0001385826,0.0016995195,0.00016036358,0.00009344384,0.00035427255,0.00020011963,0.22632258,0.0030084692,0.7431913,0.0012978226,0.023490816],"study_design_scores_gemma":[0.00000797445,0.000048200305,0.00029312924,0.000022178876,0.000024157993,0.00012175325,0.000022121649,0.901615,0.0004560581,0.09617532,0.0011896829,0.000024356732],"about_ca_topic_score_codex":0.0014814318,"about_ca_topic_score_gemma":0.00091499276,"teacher_disagreement_score":0.0044643558,"about_ca_system_score_codex":0.0011829304,"about_ca_system_score_gemma":0.0015921261,"threshold_uncertainty_score":0.021413684},"labels":[],"label_agreement":null},{"id":"W4411397937","doi":"10.1112/jlms.70213","title":"Stationary solution to stochastically forced Euler–Poisson equations in bounded domain: Part 2. 1‐D Ohmic contact boundary","year":2025,"lang":"en","type":"article","venue":"Journal of the London Mathematical Society","topic":"Stochastic processes and financial applications","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":"Champlain Regional College; McGill University","funders":"Fundamental Research Funds for the Central Universities; Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China; McGill University","keywords":"Mathematics; Mathematical analysis; Bounded function; Exponential stability; Boundary (topology); Invariant measure; Steady state (chemistry); Boundary value problem; Maximum principle; Physics; Mathematical optimization; Optimal control; Quantum mechanics","score_opus":0.022219283206483472,"score_gpt":0.2562354623776342,"score_spread":0.23401617917115075,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4411397937","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.47660413,0.0007520286,0.5018658,0.001170913,0.00013200716,0.000060928436,0.000111951,0.00013163479,0.019170692],"genre_scores_gemma":[0.99117625,0.00018069077,0.00526168,0.00008339808,0.000040673047,0.0000446153,0.000044386215,0.000020024128,0.0031483248],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996854,0.00008134137,0.000020255175,0.00007375759,0.0000868197,0.000052357056],"domain_scores_gemma":[0.99843925,0.0006918004,0.00036762428,0.00009547364,0.00028462554,0.00012120558],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000968511,0.0005689614,0.00076554756,0.0010439095,0.00051731535,0.0016712347,0.0008009261,0.0013266557,0.0020010837],"category_scores_gemma":[0.0038617675,0.00027608604,0.00081459293,0.00033015272,0.0025469009,0.0015161097,0.0016317469,0.00093048404,0.00016916911],"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":[0.00011591288,0.00009939557,0.0028073692,0.0001276397,0.00007300494,0.00066951296,0.00030794967,0.42056984,0.01600168,0.5521756,0.00078266155,0.0062695444],"study_design_scores_gemma":[0.000009851903,0.00002845902,0.0006577843,0.000014517519,0.000008556593,0.000065931796,0.000057841862,0.9591439,0.0012796293,0.038344268,0.00037366585,0.000015674323],"about_ca_topic_score_codex":0.0035822678,"about_ca_topic_score_gemma":0.001009207,"teacher_disagreement_score":0.0035822678,"about_ca_system_score_codex":0.0009597112,"about_ca_system_score_gemma":0.00077242556,"threshold_uncertainty_score":0.0071228147},"labels":[],"label_agreement":null},{"id":"W4411656161","doi":"10.51847/untj4ofihc","title":"10.51847/untJ4oFIhC","year":2000,"lang":"en","type":"article","venue":"Time to knit","topic":"Stochastic processes and financial applications","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":"Heston model; Valuation of options; Econometrics; Database transaction; Economics; Stochastic volatility; Financial economics; Computer science; SABR volatility model; Volatility (finance)","score_opus":0.011776810285301928,"score_gpt":0.1730645369603413,"score_spread":0.16128772667503938,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4411656161","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0030975128,0.0011822161,0.007736544,0.0012521165,0.00210053,0.00010373863,0.0012725429,0.0019271035,0.9813277],"genre_scores_gemma":[0.012990382,0.00053604826,0.0034769834,0.00049492955,0.0002646657,0.000060791186,0.0012934332,0.00035784376,0.9805249],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.99949896,0.000046629033,0.000036636564,0.0001415943,0.00017540695,0.00010086761],"domain_scores_gemma":[0.9987373,0.00021558384,0.00006271216,0.00028468145,0.00048749466,0.00021212864],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0006473526,0.0011300644,0.0007117799,0.0021052854,0.0011297066,0.0032374908,0.0011968126,0.003170673,0.89626765],"category_scores_gemma":[0.0013920253,0.00031486482,0.00051691465,0.0023638962,0.00084754196,0.0016328822,0.0016383803,0.0013139572,0.85768193],"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":[0.00032566814,0.00023586495,0.001342365,0.00034941823,0.000024485047,0.0004332503,0.00012989962,0.0012183537,0.005943592,0.02194751,0.17803013,0.79001945],"study_design_scores_gemma":[0.00004817698,0.00005875494,0.0013958585,0.00019382616,0.000020209882,0.00044270628,0.00012551073,0.0036807216,0.0021032097,0.0044866204,0.9874121,0.000032255346],"about_ca_topic_score_codex":0.00636509,"about_ca_topic_score_gemma":0.0037883644,"teacher_disagreement_score":0.10373235,"about_ca_system_score_codex":0.0011500064,"about_ca_system_score_gemma":0.00091096567,"threshold_uncertainty_score":0.1479615},"labels":[],"label_agreement":null},{"id":"W4411921778","doi":"10.1137/23m1595734","title":"LQG Risk-Sensitive Single-Agent and Major-Minor Mean-Field Game Systems: A Variational Framework","year":2025,"lang":"en","type":"article","venue":"SIAM Journal on Control and Optimization","topic":"Stochastic processes and financial applications","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":"HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Minor (academic); Linear-quadratic-Gaussian control; Mathematical optimization; Applied mathematics; Control theory (sociology); Mathematical economics; Optimal control; Control (management); Computer science; Artificial intelligence","score_opus":0.009578398101985361,"score_gpt":0.20611053120152412,"score_spread":0.19653213309953876,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4411921778","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03247496,0.0013820381,0.94436085,0.0030701768,0.00026583025,0.00013110375,0.0002869671,0.00010102932,0.017927129],"genre_scores_gemma":[0.8964214,0.0015315849,0.062489387,0.000974917,0.00042144983,0.00036596993,0.00032079843,0.0002426707,0.03723196],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9985631,0.0007047151,0.000049788614,0.00028554504,0.00019029819,0.00020660457],"domain_scores_gemma":[0.9936963,0.003911182,0.00066994986,0.00019111624,0.0008132272,0.0007182697],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004596328,0.0024150293,0.0036140482,0.0015335644,0.0010367014,0.0040819356,0.0029397951,0.005181283,0.004763618],"category_scores_gemma":[0.013303199,0.001557327,0.0022365055,0.0010133432,0.0049765687,0.0032273785,0.0053140623,0.0034674841,0.00040170347],"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":[0.000064571876,0.00007763566,0.00052513165,0.00013190889,0.0001011074,0.00019338328,0.00016779893,0.5883533,0.00086751237,0.40480584,0.0019517279,0.0027601013],"study_design_scores_gemma":[0.000011879629,0.000019308505,0.00010256729,0.000011649066,0.000013288969,0.00002165934,0.000028107217,0.9399386,0.00004898784,0.05941271,0.00037480757,0.000016431737],"about_ca_topic_score_codex":0.013877894,"about_ca_topic_score_gemma":0.0068907347,"teacher_disagreement_score":0.013877894,"about_ca_system_score_codex":0.0037159245,"about_ca_system_score_gemma":0.0036437062,"threshold_uncertainty_score":0.027594268},"labels":[],"label_agreement":null},{"id":"W4411928820","doi":"10.1080/14697688.2025.2518252","title":"Crypto inverse-power options and fractional stochastic volatility","year":2025,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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":"Quest University Canada","funders":"","keywords":"Stochastic volatility; Economics; Econometrics; Volatility (finance); Inverse; Mathematics; Mathematical economics; Financial economics","score_opus":0.033798941246046495,"score_gpt":0.2791759231414859,"score_spread":0.24537698189543944,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4411928820","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.46308637,0.0011081342,0.5239448,0.0008896215,0.00008329383,0.00003065831,0.00020199665,0.00022324729,0.010431814],"genre_scores_gemma":[0.9892323,0.00027148306,0.009291239,0.000039353585,0.000033230503,0.000008298702,0.00005928499,0.000014095232,0.0010506451],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996387,0.00010614683,0.000024886955,0.00007976519,0.000103101534,0.000047449754],"domain_scores_gemma":[0.9983108,0.0008520887,0.00041794256,0.00023023404,0.000113364134,0.000075468626],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012444829,0.00048673648,0.00046441422,0.0008325415,0.00026458473,0.0015660095,0.0006816627,0.0009005213,0.0018572456],"category_scores_gemma":[0.0067313756,0.00020564965,0.0007040841,0.0007765456,0.0012770924,0.0032503987,0.00094601774,0.0011115009,0.00011488757],"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":[0.00007178105,0.000038463673,0.006358839,0.000061022354,0.00004829867,0.00036895662,0.00011621695,0.31128475,0.0024612397,0.658957,0.0004535043,0.019779919],"study_design_scores_gemma":[0.0000094063225,0.000025055244,0.001771412,0.000010384472,0.000012809776,0.00015053405,0.000027642267,0.7902265,0.00066261203,0.206189,0.0008976339,0.000017037702],"about_ca_topic_score_codex":0.0021376854,"about_ca_topic_score_gemma":0.00090413616,"teacher_disagreement_score":0.0021376854,"about_ca_system_score_codex":0.00057391275,"about_ca_system_score_gemma":0.00051121577,"threshold_uncertainty_score":0.006581545},"labels":[],"label_agreement":null},{"id":"W4412334155","doi":"","title":"Continuous-Time Stationary Processes And Wind Power:Infinitely divisible distributions, stochastic delay differentialequations, and applcations to wind power production","year":2019,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Norges Forskningsråd; Danmarks Frie Forskningsfond; Army Research Office; Innovationsfonden","keywords":"Wind power; Production (economics); Power (physics); Mathematics; Environmental science; Physics; Economics; Engineering; Electrical engineering; Microeconomics; Thermodynamics","score_opus":0.011283694565181308,"score_gpt":0.2109987005019079,"score_spread":0.1997150059367266,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4412334155","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19553386,0.027796092,0.73627037,0.01688997,0.0008198607,0.000044221968,0.00036703225,0.000090215566,0.022188328],"genre_scores_gemma":[0.93825114,0.018189458,0.022914577,0.0003278821,0.0007989422,0.00006075316,0.00030324684,0.00003974635,0.01911429],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996519,0.00015391,0.000020432752,0.00006862091,0.000071749826,0.00003345758],"domain_scores_gemma":[0.9958639,0.003218235,0.00041322483,0.00014154994,0.00024382277,0.00011918973],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013301045,0.000560563,0.00040497398,0.00062138634,0.00030760258,0.0016816212,0.0006689053,0.0012045652,0.0026751605],"category_scores_gemma":[0.007923764,0.0003797779,0.00062286836,0.0011152342,0.0020076022,0.0026543317,0.00079338276,0.0022286759,0.00027090783],"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":[0.00003261718,0.00005256884,0.003049132,0.00012046206,0.00005534063,0.00024944515,0.00026901605,0.12535098,0.000517584,0.85407287,0.002150564,0.014079413],"study_design_scores_gemma":[0.000016559628,0.000025437417,0.0015122613,0.00006196032,0.000023284145,0.000097659744,0.00012436208,0.3689958,0.00016810342,0.6241106,0.0048430893,0.000020907832],"about_ca_topic_score_codex":0.005280435,"about_ca_topic_score_gemma":0.004027194,"teacher_disagreement_score":0.005280435,"about_ca_system_score_codex":0.0010182114,"about_ca_system_score_gemma":0.00078797113,"threshold_uncertainty_score":0.010499418},"labels":[],"label_agreement":null},{"id":"W4412448255","doi":"10.1287/moor.2022.0328","title":"Robust Faber–Schauder Approximation Based on Discrete Observations of an Antiderivative","year":2025,"lang":"en","type":"article","venue":"Mathematics of Operations Research","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"","keywords":"Mathematics; Discrete mathematics; Applied mathematics; Mathematical optimization; Mathematical economics","score_opus":0.18068538024043884,"score_gpt":0.35019823585394705,"score_spread":0.1695128556135082,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4412448255","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.038797494,0.00015577009,0.96019286,0.00011577651,0.000020502803,0.000009442893,0.000037470596,0.00010496348,0.00056574674],"genre_scores_gemma":[0.7338263,0.00072886265,0.26052666,0.00010430528,0.000082581544,0.00007257473,0.00031609862,0.0001444067,0.004198237],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99939525,0.00018846206,0.000027357974,0.0001238917,0.00018939989,0.000075581236],"domain_scores_gemma":[0.99649113,0.002181868,0.0004739486,0.0004128755,0.00029341615,0.000146715],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031765155,0.00093478133,0.0010595345,0.0010638767,0.000292458,0.0011618193,0.0014126081,0.0012717025,0.00086168275],"category_scores_gemma":[0.010491828,0.0005467669,0.0010400965,0.0006537772,0.001781607,0.0018767937,0.0014372694,0.002429172,0.00026984836],"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":[0.00020112806,0.000046550296,0.0023834172,0.0001605799,0.00006629021,0.00023912308,0.00022482932,0.7778517,0.016661715,0.16723834,0.0005191107,0.034407176],"study_design_scores_gemma":[0.000003568528,0.00001123615,0.0001285219,0.000006793429,0.000003970024,0.000016906979,0.000004861856,0.9887631,0.0013651026,0.009488983,0.00019673163,0.000010175567],"about_ca_topic_score_codex":0.0037227413,"about_ca_topic_score_gemma":0.0016186083,"teacher_disagreement_score":0.0037227413,"about_ca_system_score_codex":0.00075293117,"about_ca_system_score_gemma":0.00096852623,"threshold_uncertainty_score":0.016799212},"labels":[],"label_agreement":null},{"id":"W4412630514","doi":"10.1287/moor.2024.0591","title":"Distorted Optimal Transport","year":2025,"lang":"en","type":"article","venue":"Mathematics of Operations Research","topic":"Stochastic processes and financial applications","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":"University of Waterloo","funders":"","keywords":"Mathematics; Mathematical optimization","score_opus":0.08777789874440091,"score_gpt":0.347427694514767,"score_spread":0.2596497957703661,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4412630514","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.016171824,0.00043780758,0.9613589,0.0013648509,0.000114803974,0.000056592595,0.00028003787,0.00011478951,0.020100426],"genre_scores_gemma":[0.79281354,0.0013737088,0.17916124,0.0006057736,0.00021074335,0.0002256952,0.0004177696,0.00034558095,0.024845937],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9980287,0.00072993134,0.0001188407,0.00048451294,0.00042321396,0.00021484208],"domain_scores_gemma":[0.9974227,0.00091272057,0.0004476558,0.00045710403,0.00052259234,0.00023728001],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024801912,0.0012779667,0.0012947564,0.0010195072,0.0008414809,0.0032405423,0.002185908,0.0022491778,0.008145963],"category_scores_gemma":[0.008138747,0.0007101978,0.0012547552,0.0011872816,0.0031502845,0.0066445204,0.002778583,0.0022055244,0.00079312007],"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":[0.000057116253,0.000021700977,0.00034964064,0.0000832008,0.00003401985,0.00007192337,0.00006624236,0.15987056,0.00072511646,0.82639754,0.0019955,0.010327496],"study_design_scores_gemma":[0.000014580773,0.00004766515,0.00025524624,0.000042045296,0.00001881053,0.00009597812,0.000061016308,0.46965224,0.00077188836,0.52376556,0.005247454,0.000027528524],"about_ca_topic_score_codex":0.0030704674,"about_ca_topic_score_gemma":0.0018812921,"teacher_disagreement_score":0.008145963,"about_ca_system_score_codex":0.0053557493,"about_ca_system_score_gemma":0.0023353037,"threshold_uncertainty_score":0.03885883},"labels":[],"label_agreement":null},{"id":"W4412662542","doi":"10.1002/cjs.70017","title":"Subuniformity of harmonic mean p‐values","year":2025,"lang":"en","type":"article","venue":"Canadian Journal of Statistics","topic":"Stochastic processes and financial applications","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":true,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Harmonic mean; Mathematics; Statistics; Medicine","score_opus":0.024301622757357547,"score_gpt":0.21945913868967773,"score_spread":0.19515751593232017,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4412662542","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12048305,0.00073473825,0.8589032,0.00046523922,0.0000793173,0.00010638006,0.00041090083,0.00025953774,0.018557558],"genre_scores_gemma":[0.90098935,0.0006901424,0.09121162,0.00040237876,0.00021360679,0.0004905199,0.0004949945,0.00022506123,0.005282354],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9891255,0.0034589085,0.00092233776,0.0030403044,0.002635774,0.0008171615],"domain_scores_gemma":[0.90092236,0.079000115,0.0040268647,0.00856897,0.0063149584,0.001166713],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.013584629,0.0008497261,0.001443989,0.0028464955,0.0010441969,0.0038516535,0.002197691,0.0010639906,0.008811884],"category_scores_gemma":[0.096988074,0.000762925,0.0012022152,0.0018859367,0.005092737,0.006041013,0.00479722,0.0035623282,0.0012165867],"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":[0.00043948245,0.00007324574,0.011324843,0.00043140765,0.00022654052,0.0008721467,0.0011488296,0.030793218,0.00787294,0.8595566,0.0015964521,0.085664295],"study_design_scores_gemma":[0.00003953867,0.00018841791,0.01128638,0.0001428461,0.00006654818,0.00091722055,0.00042537478,0.09143071,0.0068928367,0.8830997,0.0053882524,0.00012216214],"about_ca_topic_score_codex":0.0011505154,"about_ca_topic_score_gemma":0.00068519224,"teacher_disagreement_score":0.013584629,"about_ca_system_score_codex":0.0016451464,"about_ca_system_score_gemma":0.0008894581,"threshold_uncertainty_score":0.07184327},"labels":[],"label_agreement":null},{"id":"W4412737765","doi":"10.1007/s10959-025-01433-w","title":"Series Expansions for Stochastic Partial Differential Equations with Symmetric $$\\alpha $$-Stable Lévy Noise","year":2025,"lang":"en","type":"article","venue":"Journal of Theoretical Probability","topic":"Stochastic processes and financial applications","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":"University of Ottawa","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Mathematics; Alpha (finance); Stable process; Stochastic partial differential equation; Series (stratigraphy); Noise (video); Mathematical analysis; Applied mathematics; Partial differential equation; Stochastic process; Statistics","score_opus":0.019975080284028928,"score_gpt":0.2412517816029568,"score_spread":0.22127670131892788,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4412737765","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07957254,0.0051659206,0.86428255,0.004120513,0.0020205027,0.00009453168,0.00029580042,0.000394171,0.04405346],"genre_scores_gemma":[0.8215907,0.0069509516,0.09155857,0.001251999,0.0023648678,0.00038399926,0.00062920793,0.00082563446,0.07444404],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993654,0.00025478197,0.00004055429,0.000061040235,0.00021186988,0.00006651356],"domain_scores_gemma":[0.9967482,0.0019020186,0.00028452935,0.00014259359,0.0006150184,0.00030760615],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029173712,0.0018814236,0.0014908237,0.0021291908,0.0006558013,0.0025006845,0.0017241768,0.0018137159,0.006088362],"category_scores_gemma":[0.009978477,0.00057984656,0.0015499729,0.0012494994,0.0025683052,0.0034961547,0.0018303538,0.0029258498,0.00088104437],"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":[0.00003527213,0.000047428184,0.00022974427,0.000097195734,0.000039656992,0.00017681283,0.00014364214,0.036451045,0.0017619481,0.95303094,0.0024725327,0.0055138497],"study_design_scores_gemma":[0.000018703879,0.000021450362,0.0002175892,0.00003849021,0.000020365991,0.00008170983,0.00004989999,0.6321145,0.00029295887,0.36544487,0.0016735347,0.00002588291],"about_ca_topic_score_codex":0.002641923,"about_ca_topic_score_gemma":0.0028543293,"teacher_disagreement_score":0.006088362,"about_ca_system_score_codex":0.0014483912,"about_ca_system_score_gemma":0.0013380189,"threshold_uncertainty_score":0.020367622},"labels":[],"label_agreement":null},{"id":"W4412795602","doi":"10.1109/ton.2025.3589342","title":"A Mixed-Integer Bi-Level Model for Joint Optimal Edge Resource Pricing and Provisioning","year":2025,"lang":"en","type":"article","venue":"IEEE Transactions on Networking","topic":"Stochastic processes and financial applications","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":"BC Studies","funders":"","keywords":"Provisioning; Enhanced Data Rates for GSM Evolution; Joint (building); Integer programming; Integer (computer science); Resource (disambiguation); Computer science; Mathematical optimization; Business; Mathematics; Computer network; Engineering; Telecommunications","score_opus":0.07147286545131806,"score_gpt":0.2445094101378791,"score_spread":0.17303654468656104,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4412795602","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0142603945,0.0005286538,0.97042525,0.0010468584,0.00013637399,0.00008527558,0.0004583664,0.00022783024,0.012830984],"genre_scores_gemma":[0.77469856,0.001049825,0.19833887,0.0006130341,0.00015425125,0.0005849197,0.00077714137,0.00019065039,0.02359276],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9987098,0.000494936,0.000046512836,0.00024278008,0.0002488854,0.00025710565],"domain_scores_gemma":[0.9980592,0.0012234662,0.00023073383,0.00006881096,0.00025646665,0.00016124833],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022069255,0.0014043669,0.001924472,0.0006987763,0.00068704993,0.0034656494,0.0023588908,0.0030708602,0.008810551],"category_scores_gemma":[0.0041163946,0.0012097677,0.0013323671,0.001401034,0.0014153813,0.0021038735,0.0018769053,0.0034833187,0.0009835815],"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":[0.000032782686,0.000026083648,0.00021082118,0.00004338724,0.000017522725,0.00006480068,0.000019700372,0.9761973,0.00020692914,0.020434266,0.0008059674,0.0019403911],"study_design_scores_gemma":[0.0000056685144,0.0000057323746,0.000026230577,0.0000031005047,0.000003496006,0.00000440508,0.000005546701,0.9971917,0.000028445553,0.0025017818,0.00022101519,0.0000028536942],"about_ca_topic_score_codex":0.012409121,"about_ca_topic_score_gemma":0.009785936,"teacher_disagreement_score":0.012409121,"about_ca_system_score_codex":0.0020208152,"about_ca_system_score_gemma":0.0025705711,"threshold_uncertainty_score":0.029474199},"labels":[],"label_agreement":null},{"id":"W4413060023","doi":"10.3390/stats8030065","title":"Local Stochastic Correlation Models for Derivative Pricing","year":2025,"lang":"en","type":"article","venue":"Stats","topic":"Stochastic processes and financial applications","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":"Geometric Brownian motion; Brownian motion; Derivative (finance); Stochastic game; Econometrics; Simple (philosophy); Asset (computer security); Correlation; Multivariate statistics; Stock (firearms); Stochastic process; Mathematical optimization; Mathematics; Computer science; Mathematical economics; Economics; Applied mathematics; Financial economics; Diffusion process; Statistics; Engineering","score_opus":0.032931344527486875,"score_gpt":0.2550547446506732,"score_spread":0.22212340012318632,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4413060023","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.011645532,0.00067027425,0.9806738,0.00052223966,0.00006314807,0.000026987485,0.00015400245,0.00023790187,0.0060060997],"genre_scores_gemma":[0.8188734,0.0027076257,0.14626755,0.0006440077,0.0006414113,0.00034601463,0.00060943305,0.00042584416,0.029484704],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99887305,0.00053256727,0.000044884462,0.0001708861,0.00027315467,0.000105438034],"domain_scores_gemma":[0.9964277,0.0021304681,0.0004667081,0.00041360015,0.00036304182,0.00019857075],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025533645,0.0008351301,0.0011688855,0.0010943813,0.0006487243,0.0016082053,0.001657968,0.0014528704,0.0054176804],"category_scores_gemma":[0.007814669,0.00053699355,0.0016539689,0.0012077586,0.0014275135,0.0026358613,0.0017351973,0.00299488,0.0011512827],"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":[0.000009585209,0.00002726999,0.00042437276,0.000035128713,0.00002672523,0.000088735265,0.000068093854,0.11131245,0.0004764119,0.8812951,0.0014430732,0.004792989],"study_design_scores_gemma":[0.0000073648966,0.000014450054,0.00015489692,0.000012003026,0.000011517083,0.000055956,0.000013303967,0.6584187,0.00013245636,0.33929095,0.0018718351,0.000016654352],"about_ca_topic_score_codex":0.0034748637,"about_ca_topic_score_gemma":0.003831497,"teacher_disagreement_score":0.0054176804,"about_ca_system_score_codex":0.0015022948,"about_ca_system_score_gemma":0.001173982,"threshold_uncertainty_score":0.018123925},"labels":[],"label_agreement":null},{"id":"W4413080669","doi":"10.3390/jrfm18070395","title":"USV-Affine Models Without Derivatives: A Bayesian Time-Series Approach","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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; Markov chain Monte Carlo; Stochastic volatility; Bayesian probability; Volatility (finance); Affine transformation; Computer science; Mathematics; Statistics","score_opus":0.01068483444333587,"score_gpt":0.20403008106400752,"score_spread":0.19334524662067165,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4413080669","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08767244,0.00083921634,0.9064489,0.00070432737,0.000054394364,0.00007146009,0.0004685022,0.00028649237,0.003454247],"genre_scores_gemma":[0.8924469,0.0013127228,0.09611595,0.00023008765,0.0001898371,0.0002675899,0.0010389896,0.00016689008,0.008231054],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986033,0.00072868844,0.00007203377,0.00026812532,0.00019926696,0.00012856074],"domain_scores_gemma":[0.99146163,0.006073226,0.0012749346,0.00047918412,0.0005125423,0.0001984229],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005950147,0.000985074,0.0017979454,0.0014977398,0.0005015456,0.0021614898,0.0029208616,0.0019528843,0.0029866262],"category_scores_gemma":[0.018555602,0.0011388123,0.0014622693,0.0015319006,0.0012174961,0.002919043,0.001643077,0.0022673167,0.00044616815],"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":[0.000060795726,0.000054162025,0.0036648384,0.0000632582,0.00013006481,0.000119416894,0.00011023529,0.82517487,0.00040799315,0.1543462,0.00069876056,0.0151693635],"study_design_scores_gemma":[0.000007517223,0.000010517945,0.00032781728,0.000008003508,0.000012770191,0.000012701239,0.000009170022,0.9753675,0.00006104029,0.023864545,0.0003078379,0.000010550274],"about_ca_topic_score_codex":0.017318979,"about_ca_topic_score_gemma":0.011651967,"teacher_disagreement_score":0.017318979,"about_ca_system_score_codex":0.0010825488,"about_ca_system_score_gemma":0.0013139222,"threshold_uncertainty_score":0.034436285},"labels":[],"label_agreement":null},{"id":"W4413097746","doi":"10.1016/j.frl.2025.108003","title":"Aggregate illiquidity and crypto option returns","year":2025,"lang":"en","type":"article","venue":"Finance research letters","topic":"Stochastic processes and financial applications","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":"Economics; Aggregate (composite); Econometrics; Financial economics; Monetary economics","score_opus":0.05580640751701057,"score_gpt":0.3103848114626043,"score_spread":0.2545784039455938,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4413097746","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9957612,0.00013172468,0.0027567963,0.00014447272,0.0000032095618,0.000004546528,0.00024356708,0.000029520803,0.00092492084],"genre_scores_gemma":[0.99933857,0.000043318443,0.00021800907,0.000008328292,0.0000070758656,0.0000020604061,0.00018820837,0.000004461335,0.00019003451],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99955004,0.00007310324,0.000046208734,0.00008225987,0.00014209801,0.00010620901],"domain_scores_gemma":[0.9842407,0.0056733796,0.007818202,0.00080145954,0.00083519064,0.0006310969],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016602885,0.00041640757,0.00045567757,0.0018431566,0.00025600425,0.0021959739,0.0003652338,0.00051921303,0.0019475354],"category_scores_gemma":[0.012236502,0.00018940239,0.00035644253,0.0019276013,0.00070954766,0.0026908258,0.0010974067,0.0009072294,0.00031385184],"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":[0.0004893737,0.000165931,0.86112946,0.00004391269,0.00019630571,0.00053384615,0.0004094255,0.093577415,0.0035777437,0.015447631,0.0006054097,0.023823567],"study_design_scores_gemma":[0.000024433835,0.00018629286,0.62258834,0.000030964446,0.00009287159,0.0004211701,0.0004285555,0.33868736,0.0039690947,0.032374393,0.0011112895,0.00008539241],"about_ca_topic_score_codex":0.003655714,"about_ca_topic_score_gemma":0.003044694,"teacher_disagreement_score":0.003655714,"about_ca_system_score_codex":0.00089314516,"about_ca_system_score_gemma":0.00033057632,"threshold_uncertainty_score":0.008780539},"labels":[],"label_agreement":null},{"id":"W4413097831","doi":"10.1016/j.ifacol.2025.07.055","title":"Sensitivity Analysis for Network LQG Mean-Field Games: A Graphon Limit Approach","year":2025,"lang":"en","type":"article","venue":"IFAC-PapersOnLine","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal; McGill University","funders":"Air Force Office of Scientific Research; Natural Sciences and Engineering Research Council of Canada","keywords":"Sensitivity (control systems); Limit (mathematics); Linear-quadratic-Gaussian control; Field (mathematics); Mathematics; Control theory (sociology); Computer science; Mathematical optimization; Control (management); Artificial intelligence; Optimal control; Mathematical analysis; Engineering; Pure mathematics","score_opus":0.02408200746161922,"score_gpt":0.2399067638279854,"score_spread":0.21582475636636617,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4413097831","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.057138454,0.00057650777,0.93002665,0.0013724905,0.000098708646,0.000099842095,0.00019877969,0.00014016194,0.010348367],"genre_scores_gemma":[0.95782584,0.00083502213,0.033147786,0.0004969393,0.000098349454,0.00027372548,0.00017286482,0.00011052782,0.0070389146],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988527,0.00062622555,0.000035412646,0.00017696635,0.00019057463,0.00011819863],"domain_scores_gemma":[0.9938211,0.004673503,0.00051627285,0.00019272759,0.00048526993,0.00031113185],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003260859,0.0016381784,0.0011753293,0.0020693669,0.00063285907,0.0017094169,0.0011948245,0.0017371031,0.0030123205],"category_scores_gemma":[0.012466144,0.0005989116,0.0012368049,0.0006978379,0.0025681953,0.0023327665,0.0022427582,0.0016527001,0.00019558982],"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":[0.00005413308,0.000043524622,0.0006486303,0.00008493999,0.00008725599,0.00017140342,0.000102796505,0.80842584,0.0021672177,0.18405472,0.0009393535,0.0032200962],"study_design_scores_gemma":[0.000005028508,0.00001559273,0.0001373461,0.000009194422,0.000007958353,0.00001621907,0.00002222286,0.9373305,0.00018026552,0.062028956,0.00023565808,0.00001098434],"about_ca_topic_score_codex":0.005476334,"about_ca_topic_score_gemma":0.0018152731,"teacher_disagreement_score":0.005476334,"about_ca_system_score_codex":0.00223361,"about_ca_system_score_gemma":0.0010206039,"threshold_uncertainty_score":0.017245293},"labels":[],"label_agreement":null},{"id":"W4413180665","doi":"10.1214/25-aap2174","title":"Estimation and testing in generalized CIR model","year":2025,"lang":"en","type":"article","venue":"The Annals of Applied Probability","topic":"Stochastic processes and financial applications","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 Windsor","funders":"","keywords":"Estimation; Statistics; Computer science; Reliability engineering; Econometrics; Mathematics; Engineering","score_opus":0.12804058055849762,"score_gpt":0.2968646313181928,"score_spread":0.16882405075969517,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4413180665","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.08046363,0.00045299472,0.9158591,0.0007577022,0.0000869496,0.000069321606,0.00019014665,0.00081723084,0.0013029202],"genre_scores_gemma":[0.8353432,0.0005946446,0.15907219,0.00029395017,0.00032756847,0.00024535853,0.000995678,0.0001744165,0.0029530255],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.98258394,0.0133658275,0.00055190723,0.0017325499,0.00097165,0.00079406914],"domain_scores_gemma":[0.83148205,0.15528832,0.0037496737,0.005988608,0.0025827992,0.0009085607],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.018991616,0.0013434816,0.0030184616,0.0023783206,0.00069354626,0.0023624934,0.003469434,0.0029476534,0.0043508634],"category_scores_gemma":[0.1037745,0.0014557247,0.0018603544,0.0019578487,0.002808442,0.0041376054,0.002880955,0.0028681445,0.00059357804],"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":[0.0005808266,0.00017083876,0.012614053,0.00035025302,0.0005301656,0.0010465751,0.00033475124,0.69238925,0.0010350957,0.18885277,0.003104196,0.09899123],"study_design_scores_gemma":[0.000054277836,0.00006346472,0.00068185705,0.000017376155,0.000044181255,0.00008404071,0.00003101566,0.9207368,0.00029299874,0.07766683,0.000306813,0.000020384803],"about_ca_topic_score_codex":0.0056136204,"about_ca_topic_score_gemma":0.003319877,"teacher_disagreement_score":0.018991616,"about_ca_system_score_codex":0.0008522113,"about_ca_system_score_gemma":0.002853386,"threshold_uncertainty_score":0.100438476},"labels":[],"label_agreement":null},{"id":"W4413795134","doi":"10.3934/fmf.2025010","title":"The second-order Esscher martingale densities for continuous-time market models","year":2025,"lang":"en","type":"article","venue":"Frontiers of Mathematical Finance","topic":"Stochastic processes and financial applications","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":"Vlaamse regering; Universiteit Gent; Natural Sciences and Engineering Research Council of Canada; Fonds Wetenschappelijk Onderzoek","keywords":"Martingale (probability theory); Econometrics; Order (exchange); Local martingale; Economics; Mathematics; Mathematical economics; Martingale pricing; Applied mathematics; Finance","score_opus":0.0122085196347105,"score_gpt":0.21189608080294162,"score_spread":0.1996875611682311,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4413795134","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04695016,0.0020732805,0.93452007,0.0011925029,0.00013681158,0.000051762978,0.00022657013,0.00012535205,0.014723488],"genre_scores_gemma":[0.89608574,0.004183924,0.07374026,0.00057198363,0.00052076025,0.00028986388,0.00044030597,0.00015007926,0.024017137],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989624,0.00031723737,0.00005814804,0.00018193504,0.00034925976,0.00013107738],"domain_scores_gemma":[0.99420303,0.0038347961,0.0005622946,0.00032690744,0.00071776676,0.00035526272],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033852758,0.0012836325,0.0011492058,0.0015591765,0.0005256064,0.0023789713,0.0013901977,0.0020406963,0.00525737],"category_scores_gemma":[0.012926987,0.00064596656,0.0019479897,0.0009978366,0.0026317954,0.005034446,0.0018355926,0.0040443013,0.00057056005],"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":[0.000010071088,0.00001978284,0.0003597923,0.00006342775,0.000023173676,0.00009539813,0.000088765606,0.03977681,0.000773072,0.95536715,0.00055176514,0.0028707117],"study_design_scores_gemma":[0.0000084474295,0.000025989115,0.000467598,0.000027402006,0.000016770618,0.00008822713,0.000034088855,0.5409567,0.00039353943,0.4562777,0.0016761011,0.000027488142],"about_ca_topic_score_codex":0.0026136383,"about_ca_topic_score_gemma":0.001537393,"teacher_disagreement_score":0.00525737,"about_ca_system_score_codex":0.002021706,"about_ca_system_score_gemma":0.0013174684,"threshold_uncertainty_score":0.017903268},"labels":[],"label_agreement":null},{"id":"W4413854825","doi":"10.1016/j.gfj.2025.101170","title":"Analytical fixed income pricing in discrete time: A new family of models","year":2025,"lang":"en","type":"article","venue":"Global Finance Journal","topic":"Stochastic processes and financial applications","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":"Economics; Fixed income; Discrete time and continuous time; Econometrics; Financial economics; Mathematics; Finance; Statistics; Bond","score_opus":0.018998825375430406,"score_gpt":0.2522609002088002,"score_spread":0.2332620748333698,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4413854825","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.014016734,0.0021515868,0.97129625,0.0016595838,0.00032017988,0.000035182104,0.00013271283,0.0001066646,0.01028113],"genre_scores_gemma":[0.7267576,0.012704658,0.19471352,0.0013376189,0.0033861047,0.0003780904,0.0006448694,0.00042423944,0.059653286],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99877864,0.00059665414,0.000057045716,0.00018884022,0.00022738216,0.00015147713],"domain_scores_gemma":[0.99522984,0.0031411033,0.00044240803,0.0003748352,0.000446688,0.0003652093],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0041169245,0.0018657598,0.0022093009,0.002052751,0.00092328404,0.004076895,0.004285676,0.003296108,0.0055790734],"category_scores_gemma":[0.012389548,0.0009381666,0.0032719371,0.0021958756,0.0030636704,0.005989027,0.0020168205,0.0044714184,0.00082116283],"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":[0.0000132551895,0.000058235633,0.00038437755,0.000052581912,0.000051679202,0.00009592601,0.00012202946,0.095745094,0.00021081082,0.89492136,0.0022527815,0.006091906],"study_design_scores_gemma":[0.000012175901,0.000011585818,0.000087827844,0.00001522567,0.000021625188,0.00006104462,0.000022087948,0.70172614,0.000036224494,0.29635948,0.0016303892,0.000016236076],"about_ca_topic_score_codex":0.003959723,"about_ca_topic_score_gemma":0.0028950956,"teacher_disagreement_score":0.0055790734,"about_ca_system_score_codex":0.0020646162,"about_ca_system_score_gemma":0.0014671135,"threshold_uncertainty_score":0.021772623},"labels":[],"label_agreement":null},{"id":"W4413997677","doi":"10.1080/00207160.2025.2539888","title":"Exact simulation of the 3/2 stochastic volatility model with stochastic jump intensity","year":2025,"lang":"en","type":"article","venue":"International Journal of Computer Mathematics","topic":"Stochastic processes and financial applications","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":"Canadian Chiropractic Association","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Jump; Stochastic volatility; Mathematics; Applied mathematics; Stochastic modelling; Volatility (finance); SABR volatility model; Statistical physics; Econometrics; Statistics; Physics","score_opus":0.024372163044185085,"score_gpt":0.2546094397743287,"score_spread":0.23023727673014363,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4413997677","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.45327678,0.00040856833,0.5308835,0.0005614462,0.0001170195,0.000049032333,0.00040556127,0.0006756735,0.013622505],"genre_scores_gemma":[0.9780066,0.000075084245,0.020686604,0.000051778563,0.00001396066,0.000031296364,0.00010608761,0.000036062524,0.000992504],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997075,0.00008945368,0.000015510483,0.00003229999,0.00009469146,0.000060448016],"domain_scores_gemma":[0.99887925,0.00067699625,0.00013558388,0.000111082336,0.00013590221,0.000061190716],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008248259,0.0003798275,0.0005842157,0.00039644726,0.00030677786,0.000724621,0.00071228377,0.001084403,0.0016162005],"category_scores_gemma":[0.002457708,0.00023516946,0.0005345815,0.0004486219,0.0006695987,0.00088910694,0.00072217983,0.00086525024,0.00014811842],"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":[0.000031943837,0.000018835526,0.0006909895,0.000012988763,0.000008585015,0.00006167797,0.000023483975,0.97834057,0.0007823081,0.017916888,0.00018124102,0.0019305155],"study_design_scores_gemma":[0.0000021805329,0.000003232533,0.000045646688,7.4976475e-7,5.455607e-7,0.0000035713138,0.000001619994,0.9986161,0.000090318405,0.0011889109,0.000045373,0.0000017576284],"about_ca_topic_score_codex":0.008517027,"about_ca_topic_score_gemma":0.0035911482,"teacher_disagreement_score":0.008517027,"about_ca_system_score_codex":0.0005455189,"about_ca_system_score_gemma":0.00090382784,"threshold_uncertainty_score":0.016934931},"labels":[],"label_agreement":null},{"id":"W4414008263","doi":"10.2139/ssrn.5447032","title":"A Smoothing Theorem for the Cauchy Distribution over Lattices","year":2025,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Cauchy distribution; Smoothing; Mathematics; Distribution (mathematics); Applied mathematics; Mathematical economics; Mathematical analysis; Statistics","score_opus":0.01757303682389546,"score_gpt":0.2517935787167023,"score_spread":0.23422054189280686,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4414008263","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03584235,0.0008418432,0.9500627,0.0015621531,0.00022586514,0.000030127561,0.00024985734,0.00043070441,0.010754378],"genre_scores_gemma":[0.6992449,0.0034791129,0.25272536,0.001282167,0.0025884807,0.00031762643,0.0010313237,0.0010876361,0.03824335],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99879396,0.0003525316,0.00007352264,0.00028779267,0.00037110114,0.000121086974],"domain_scores_gemma":[0.9845068,0.010766608,0.00077161513,0.0014580534,0.0016546918,0.00084221887],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0039929664,0.00069222925,0.0011328259,0.0031079636,0.0013565245,0.0033755873,0.0017058734,0.0017120072,0.00693446],"category_scores_gemma":[0.021389678,0.0007520244,0.0016235876,0.0024737252,0.0029799035,0.0060157925,0.0024152247,0.0039916034,0.0014535063],"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":[0.000030392446,0.000016598224,0.0002681721,0.000039292805,0.000013708529,0.000047199326,0.000103985636,0.005450183,0.0009521478,0.9821738,0.0014082096,0.0094962595],"study_design_scores_gemma":[0.00001171169,0.000013633379,0.00018477769,0.000015210757,0.0000072296625,0.00007510303,0.000016462789,0.05615971,0.00041017812,0.9409214,0.0021686775,0.000015832533],"about_ca_topic_score_codex":0.0023029263,"about_ca_topic_score_gemma":0.0012347108,"teacher_disagreement_score":0.00693446,"about_ca_system_score_codex":0.0017453359,"about_ca_system_score_gemma":0.0015974833,"threshold_uncertainty_score":0.023198068},"labels":[],"label_agreement":null},{"id":"W4414050623","doi":"10.1016/j.chaos.2025.117153","title":"A uniqueness criterion for McKean–Vlasov fractional stochastic differential equations in <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" altimg=\"si4.svg\" display=\"inline\" id=\"d1e282\"> <mml:msub> <mml:mrow> <mml:mi>L</mml:mi> </mml:mrow> <mml:mrow> <mml:mi>p</mml:mi> </mml:mrow> </mml:msub> </mml:math>","year":2025,"lang":"lv","type":"article","venue":"Chaos Solitons & Fractals","topic":"Stochastic processes and financial applications","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":"Brandon University; Université Laval","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Uniqueness; Lipschitz continuity; Nonlinear system; Stochastic differential equation; Stochastic partial differential equation; Brownian noise; Fractional Brownian motion; Ordinary differential equation","score_opus":0.024043649409076565,"score_gpt":0.25964642183118897,"score_spread":0.23560277242211242,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4414050623","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07583943,0.0030937083,0.87883633,0.0049673477,0.00046667558,0.00013772066,0.00029328783,0.00016496921,0.036200598],"genre_scores_gemma":[0.7987009,0.0026343255,0.15641601,0.00089169724,0.00057220674,0.00048323127,0.00048924045,0.00042801426,0.03938426],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991297,0.00036379514,0.000050792343,0.00019946005,0.00015712038,0.00009917457],"domain_scores_gemma":[0.9935468,0.0035964302,0.0005861765,0.00019957182,0.0014266387,0.0006444549],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0041245287,0.0011917867,0.0013562384,0.0021146205,0.0018500349,0.0028146277,0.0016954611,0.001991301,0.005265858],"category_scores_gemma":[0.013312027,0.00065354235,0.0018136649,0.0006844113,0.0033861687,0.0031610676,0.0037384948,0.0026988073,0.0007748707],"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":[0.000056050234,0.000029546876,0.00086465036,0.00015712902,0.00006463425,0.0001973578,0.00018620372,0.02313895,0.0026374634,0.9623408,0.0029845375,0.0073427986],"study_design_scores_gemma":[0.0000243812,0.00007413305,0.00065665,0.00012788318,0.000040670286,0.00022928638,0.00016577792,0.49435854,0.0021247682,0.49573714,0.006388186,0.00007255568],"about_ca_topic_score_codex":0.0027877646,"about_ca_topic_score_gemma":0.001721667,"teacher_disagreement_score":0.005265858,"about_ca_system_score_codex":0.0020253093,"about_ca_system_score_gemma":0.0031588296,"threshold_uncertainty_score":0.021812797},"labels":[],"label_agreement":null},{"id":"W4414134425","doi":"10.1137/24m1675096","title":"Hilbert Space-Valued LQ Mean Field Games: An Infinite-Dimensional Analysis","year":2025,"lang":"en","type":"article","venue":"SIAM Journal on Control and Optimization","topic":"Stochastic processes and financial applications","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; HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada; Institut de Valorisation des Données","keywords":"Hilbert space; Field (mathematics); Mean field theory; Sequence (biology)","score_opus":0.00981145560566247,"score_gpt":0.22650621859029346,"score_spread":0.216694762984631,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4414134425","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.05796236,0.0012813549,0.9168098,0.0019738784,0.00011304623,0.000062498686,0.00010256692,0.000060696493,0.021633793],"genre_scores_gemma":[0.9175855,0.001839974,0.062994055,0.0006189278,0.0003791555,0.00037641308,0.00015128525,0.00006433266,0.015990272],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988262,0.0006324905,0.000042583706,0.00013746505,0.00024325338,0.00011795216],"domain_scores_gemma":[0.9973442,0.0015999592,0.0003228573,0.00011075445,0.00035057848,0.00027164168],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027797734,0.0012948397,0.0010847987,0.00080007024,0.00070625107,0.001755347,0.0012934492,0.0016039999,0.0028159234],"category_scores_gemma":[0.0060387864,0.0004418401,0.0010341229,0.000540337,0.0034635798,0.0035968071,0.0019142976,0.0023755978,0.00024702575],"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":[0.000011364879,0.000029029763,0.0002621249,0.000051381136,0.000024625117,0.00007026271,0.000102542246,0.07670417,0.00059007446,0.9198073,0.000591042,0.0017559374],"study_design_scores_gemma":[0.000009335981,0.000031885986,0.00018735554,0.000018090888,0.0000071251884,0.00002759094,0.00004856633,0.58999217,0.00013574664,0.40842468,0.0011020395,0.000015378626],"about_ca_topic_score_codex":0.0032002514,"about_ca_topic_score_gemma":0.0014346794,"teacher_disagreement_score":0.0032002514,"about_ca_system_score_codex":0.0023051812,"about_ca_system_score_gemma":0.0013434471,"threshold_uncertainty_score":0.016725302},"labels":[],"label_agreement":null},{"id":"W4414304476","doi":"10.1016/j.frl.2025.108420","title":"Mean–variance optimization of terminal wealth and consumption","year":2025,"lang":"en","type":"article","venue":"Finance research letters","topic":"Stochastic processes and financial applications","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":"Terminal (telecommunication); Consumption (sociology); Portfolio; Expected utility hypothesis; Portfolio optimization","score_opus":0.054275479608213065,"score_gpt":0.31728723502943995,"score_spread":0.2630117554212269,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4414304476","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.22487292,0.0017631925,0.7368592,0.00622571,0.00025766512,0.000057476576,0.00030374504,0.00020555532,0.029454518],"genre_scores_gemma":[0.94762266,0.00076045457,0.02644062,0.00027113367,0.00020876533,0.00006775052,0.00016129228,0.00015510422,0.02431223],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99915123,0.00044663198,0.000028641802,0.00015607418,0.00009277475,0.00012466245],"domain_scores_gemma":[0.99536926,0.0032775523,0.00046407263,0.00016189255,0.00038541976,0.0003418051],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002623715,0.00072749803,0.0014082239,0.00087007426,0.00044814707,0.003109889,0.0012468048,0.0025604458,0.0035605596],"category_scores_gemma":[0.015407717,0.0012461287,0.0008351822,0.000853867,0.002070346,0.0034333202,0.0016227097,0.0020120218,0.0003794218],"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":[0.00017443483,0.00007959596,0.0012598991,0.00008830389,0.00010432044,0.00017908544,0.00011679503,0.6085458,0.001640809,0.3773343,0.002525453,0.007951216],"study_design_scores_gemma":[0.000018801496,0.00002219255,0.0006224105,0.000016695865,0.000012461387,0.000030468202,0.000023196499,0.8327531,0.00026379613,0.16582061,0.00039505397,0.000021171452],"about_ca_topic_score_codex":0.0042831334,"about_ca_topic_score_gemma":0.0033628773,"teacher_disagreement_score":0.0042831334,"about_ca_system_score_codex":0.0024404027,"about_ca_system_score_gemma":0.0019135709,"threshold_uncertainty_score":0.017706454},"labels":[],"label_agreement":null},{"id":"W4414338954","doi":"10.1142/s0219024925500141","title":"EXPLORATORY MEAN-VARIANCE PORTFOLIO OPTIMIZATION WITH REGIME-SWITCHING MARKET DYNAMICS","year":2025,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","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":"Reinforcement learning; Portfolio; Volatility (finance); Portfolio optimization; Bellman equation; Convergence (economics); Martingale (probability theory); Orthogonality; Market data","score_opus":0.005622063310601247,"score_gpt":0.20570757401798542,"score_spread":0.20008551070738417,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4414338954","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.103598826,0.00032583743,0.89256483,0.00040142587,0.00003061451,0.000047921243,0.00004766723,0.00017027806,0.0028126242],"genre_scores_gemma":[0.9596,0.00014327602,0.03855313,0.00008897796,0.000026361955,0.00007878922,0.000050613187,0.000023973345,0.0014349056],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99940336,0.00028869143,0.000027533013,0.00011483155,0.000091814174,0.000073802905],"domain_scores_gemma":[0.9956553,0.0032984887,0.00049060845,0.00020651378,0.00019017103,0.00015898509],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022845883,0.0006422236,0.0011206361,0.00037692723,0.00025375496,0.001163658,0.000983143,0.0013550881,0.0016721387],"category_scores_gemma":[0.008568856,0.00045299652,0.0006409877,0.00043101888,0.0009409263,0.0014419594,0.0012089809,0.001368108,0.00016530769],"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":[0.00006018466,0.000058175974,0.0010476429,0.000034908426,0.000047606623,0.000070996335,0.000030234418,0.9639264,0.00072252046,0.021496162,0.00032448416,0.012180685],"study_design_scores_gemma":[0.0000063344473,0.000019450255,0.00008159653,0.000002671661,0.0000030328354,0.0000075504877,0.0000025394456,0.99372673,0.00010298393,0.00597147,0.00007293745,0.000002808019],"about_ca_topic_score_codex":0.0014554495,"about_ca_topic_score_gemma":0.0009412756,"teacher_disagreement_score":0.0022845883,"about_ca_system_score_codex":0.00052826485,"about_ca_system_score_gemma":0.0007390054,"threshold_uncertainty_score":0.012082219},"labels":[],"label_agreement":null},{"id":"W4414438167","doi":"10.3934/math.2025984","title":"Existence results for the Cox–Ingersoll–Ross model with variable exponent diffusion","year":2025,"lang":"en","type":"article","venue":"AIMS Mathematics","topic":"Stochastic processes and financial applications","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":"Athabasca University","funders":"","keywords":"Exponent; Moment (physics); Variable (mathematics); Diffusion; Function (biology); Variable coefficient; Constant (computer programming)","score_opus":0.038843530909311384,"score_gpt":0.2417580635756792,"score_spread":0.2029145326663678,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4414438167","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12206782,0.004542046,0.82940173,0.0039512105,0.0002967292,0.000081611,0.00029895754,0.00021042966,0.039149474],"genre_scores_gemma":[0.9224315,0.003782937,0.053609673,0.0003693711,0.00032334117,0.00013536705,0.00024669847,0.00012150864,0.018979607],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99956936,0.00014739308,0.00002068105,0.00008392345,0.00010323744,0.00007538196],"domain_scores_gemma":[0.99840504,0.0007514807,0.0003518842,0.00012143143,0.00021476879,0.0001554649],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017432185,0.0007665224,0.0008807422,0.0010510355,0.00074493565,0.0013414717,0.0012168527,0.001639126,0.005422174],"category_scores_gemma":[0.0049270787,0.00036651862,0.0013656549,0.0005258998,0.0015736326,0.0028193642,0.0015830443,0.0019476512,0.00055410556],"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":[0.000030051575,0.000019418414,0.00045400005,0.00008992515,0.000018736371,0.00015731309,0.00012738217,0.03890195,0.0022950156,0.95248675,0.0014890198,0.003930479],"study_design_scores_gemma":[0.000029493753,0.000039038085,0.0004574944,0.000028608225,0.00003323927,0.00022266291,0.00007757597,0.50015694,0.0007927068,0.49397504,0.004149771,0.00003746791],"about_ca_topic_score_codex":0.0024103366,"about_ca_topic_score_gemma":0.0011753796,"teacher_disagreement_score":0.005422174,"about_ca_system_score_codex":0.000999657,"about_ca_system_score_gemma":0.0014283853,"threshold_uncertainty_score":0.018139005},"labels":[],"label_agreement":null},{"id":"W4414498619","doi":"10.1016/j.apm.2025.116466","title":"Structural properties of multi-period martingale optimal transport problems and applications","year":2025,"lang":"en","type":"article","venue":"Applied Mathematical Modelling","topic":"Stochastic processes and financial applications","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 Alberta","funders":"Natural Sciences and Engineering Research Council of Canada; University of Alberta","keywords":"Martingale (probability theory); Martingale difference sequence; Stochastic process; Local martingale","score_opus":0.05046034568290968,"score_gpt":0.22015111079622793,"score_spread":0.16969076511331826,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4414498619","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.080107585,0.0008061758,0.9083754,0.0012690071,0.00006794377,0.00007371205,0.00011713306,0.00008737301,0.00909565],"genre_scores_gemma":[0.9059909,0.0011312966,0.08456953,0.00023967352,0.00013991102,0.00024106218,0.00021765364,0.00012378478,0.007346277],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99915946,0.0003683037,0.000044482436,0.00013110424,0.00017338766,0.00012334393],"domain_scores_gemma":[0.9927671,0.004843791,0.0009294701,0.000366339,0.000641224,0.00045201404],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043915734,0.0009980781,0.001206796,0.0016482947,0.00090866454,0.0018892346,0.0015409163,0.0020145732,0.0047304295],"category_scores_gemma":[0.013421296,0.00091649574,0.002465852,0.00080799696,0.0030147373,0.0042835926,0.0025723248,0.0030942734,0.0003061126],"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":[0.00004597639,0.00005101392,0.0009535051,0.000111653026,0.000041128707,0.00011169594,0.00013935428,0.25562656,0.0015089355,0.7365311,0.00055651256,0.0043225707],"study_design_scores_gemma":[0.000011143072,0.000029639941,0.0002448805,0.00001831582,0.00000824852,0.000035083252,0.000047558762,0.7610241,0.00036222124,0.23769362,0.0005096533,0.000015544732],"about_ca_topic_score_codex":0.0018239365,"about_ca_topic_score_gemma":0.0012658312,"teacher_disagreement_score":0.0047304295,"about_ca_system_score_codex":0.001938814,"about_ca_system_score_gemma":0.00165669,"threshold_uncertainty_score":0.023225069},"labels":[],"label_agreement":null},{"id":"W4414691951","doi":"10.1137/25m1750767","title":"On the Rate of Convergence of Estimating the Hurst Parameter of Rough Stochastic Volatility Models","year":2025,"lang":"en","type":"article","venue":"SIAM Journal on Financial Mathematics","topic":"Stochastic processes and financial applications","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 Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Hurst exponent; Fractional Brownian motion; Estimator; Stochastic volatility; Rate of convergence; Volatility (finance); Stochastic process; Estimation theory; Weak convergence","score_opus":0.04127098804727503,"score_gpt":0.2518456845313011,"score_spread":0.21057469648402605,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4414691951","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.02830448,0.0023349603,0.9655483,0.0008417537,0.00012806777,0.00006176055,0.00010702136,0.00025622727,0.002417433],"genre_scores_gemma":[0.54863113,0.00616218,0.43487507,0.0010132011,0.00062500493,0.00058737025,0.0009557957,0.0009869658,0.0061632763],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9934501,0.0040307846,0.00029549588,0.0009378561,0.0009711908,0.00031452914],"domain_scores_gemma":[0.9132808,0.07502825,0.0028180766,0.0038417068,0.0040320125,0.000999224],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.025819521,0.0023133943,0.0020831423,0.0031949498,0.00097449956,0.0023500088,0.002783653,0.002620314,0.0017808303],"category_scores_gemma":[0.12718095,0.0013799052,0.002073801,0.0015589374,0.0055252784,0.006057123,0.005266557,0.0055342014,0.0005030567],"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":[0.00040037738,0.000112383685,0.007608142,0.000649987,0.00040422843,0.00038964066,0.0008398186,0.36827114,0.0068062823,0.5589424,0.002796659,0.052778874],"study_design_scores_gemma":[0.000017388635,0.0000879256,0.0011079019,0.00012815042,0.000042504376,0.00015417035,0.00006896332,0.8451104,0.0028579857,0.14894968,0.0013817365,0.00009318021],"about_ca_topic_score_codex":0.003400293,"about_ca_topic_score_gemma":0.0019094932,"teacher_disagreement_score":0.025819521,"about_ca_system_score_codex":0.001625357,"about_ca_system_score_gemma":0.0013095576,"threshold_uncertainty_score":0.13654834},"labels":[],"label_agreement":null},{"id":"W4414755919","doi":"10.1090/tran/9542","title":"Integration by parts and invariant measure for KPZ","year":2025,"lang":"en","type":"article","venue":"Transactions of the American Mathematical Society","topic":"Stochastic processes and financial applications","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":"National Science Foundation","keywords":"Invariant (physics); Invariant measure; Brownian motion; Gaussian process; Integration by parts; Gaussian; Fractional Brownian motion; Measure (data warehouse)","score_opus":0.017985225404661628,"score_gpt":0.23560177412880084,"score_spread":0.2176165487241392,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4414755919","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06846088,0.0024321207,0.8756492,0.0018213355,0.0005492236,0.000059569487,0.00021937674,0.0003431404,0.050465222],"genre_scores_gemma":[0.79531735,0.0040646154,0.15324959,0.0011319141,0.0010871702,0.00020714832,0.00035725968,0.0006162735,0.043968715],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993734,0.000118354794,0.0000396964,0.000106902524,0.00026375137,0.00009793932],"domain_scores_gemma":[0.99883896,0.00043367018,0.00017513588,0.00014808509,0.0002501684,0.00015400602],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013360298,0.0012147427,0.00089698297,0.0030193687,0.0008601201,0.0017893448,0.0010449248,0.0007822645,0.0068908483],"category_scores_gemma":[0.004074334,0.00031791074,0.0016268357,0.0012530653,0.0027923337,0.0036250285,0.0024149318,0.0025963848,0.0011321752],"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":[0.000004427396,0.000008192527,0.00009126582,0.000029732935,0.000008789274,0.00007936893,0.000072381,0.0013139253,0.0011626132,0.9920901,0.0005998228,0.004539352],"study_design_scores_gemma":[0.000007305918,0.000012182994,0.0003617289,0.000013333907,0.000007592875,0.0001463376,0.00003388011,0.027297486,0.0006235623,0.96895635,0.002526572,0.00001370108],"about_ca_topic_score_codex":0.0018205391,"about_ca_topic_score_gemma":0.001176087,"teacher_disagreement_score":0.0068908483,"about_ca_system_score_codex":0.0012515492,"about_ca_system_score_gemma":0.00089659024,"threshold_uncertainty_score":0.023052216},"labels":[],"label_agreement":null},{"id":"W4414870508","doi":"10.2139/ssrn.5529499","title":"&lt;div&gt; Cross Market Price Discovery and Selective Delta&amp;nbsp;&lt;span&gt;Hedging in the Option Market&lt;/span&gt;&lt;/div&gt;","year":2025,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Moneyness; Price discovery; Hedge; Equity (law); Strike price; Non-qualified stock option; Valuation of options; Call option","score_opus":0.009555086043616224,"score_gpt":0.23386574120710948,"score_spread":0.22431065516349327,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4414870508","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.056240387,0.011345376,0.09477695,0.04667254,0.004028886,0.000101962556,0.00765534,0.0021204972,0.777058],"genre_scores_gemma":[0.5070387,0.0037820532,0.01850892,0.0018594768,0.0019665826,0.000050325787,0.0020588255,0.0008088299,0.46392626],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99963,0.00006793311,0.000026531947,0.00009769922,0.00014134853,0.000036426743],"domain_scores_gemma":[0.99758744,0.0010887343,0.00024321271,0.00042247653,0.00048237847,0.00017584639],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014335471,0.0004106741,0.0008666286,0.0012748969,0.0006046544,0.0017671358,0.00093827775,0.0014144374,0.100648545],"category_scores_gemma":[0.005997782,0.00025574295,0.0005313896,0.001535907,0.00094320526,0.0023342853,0.0010624238,0.0011020935,0.0117791025],"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":[0.0002367044,0.000054212724,0.002513988,0.00014536148,0.000046655332,0.0002527015,0.000075545715,0.00349673,0.0011946823,0.4822024,0.19499613,0.3147849],"study_design_scores_gemma":[0.00006840581,0.00007800159,0.010258246,0.000121706864,0.000039663297,0.00041728097,0.00006380527,0.060290772,0.004680203,0.72653717,0.19738145,0.000063275234],"about_ca_topic_score_codex":0.0048061954,"about_ca_topic_score_gemma":0.0063348324,"teacher_disagreement_score":0.100648545,"about_ca_system_score_codex":0.0018368633,"about_ca_system_score_gemma":0.0006984503,"threshold_uncertainty_score":0.33670294},"labels":[],"label_agreement":null},{"id":"W4414896979","doi":"","title":"About the Bang-Bang Principle for Controlled Affine Dynamics With Brownian Noise","year":2025,"lang":"en","type":"preprint","venue":"HAL (Le Centre pour la Communication Scientifique Directe)","topic":"Stochastic processes and financial applications","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 Laval","funders":"","keywords":"Affine transformation; Dynamics (music); Brownian motion; Set (abstract data type); Stochastic process; Convex hull; Noise (video); Regular polygon; Stochastic control","score_opus":0.014710832534149634,"score_gpt":0.2229809775724435,"score_spread":0.20827014503829389,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4414896979","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.054678228,0.0043304944,0.90691,0.004043969,0.0003246846,0.00010454737,0.00021498257,0.00013190352,0.029261189],"genre_scores_gemma":[0.87056583,0.0075971135,0.097444914,0.0013777734,0.0011465212,0.000509038,0.0003007797,0.0003017131,0.020756269],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990977,0.0003304087,0.000050382005,0.00021545978,0.00020526952,0.000100887715],"domain_scores_gemma":[0.99745744,0.0015647119,0.00035111062,0.00014140228,0.0002899973,0.00019528034],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003659528,0.0011413764,0.0013281729,0.0012017179,0.0009695459,0.0025853133,0.001266723,0.0027324203,0.0045637777],"category_scores_gemma":[0.0060865125,0.00053572975,0.002488367,0.00075959566,0.004803824,0.004339324,0.0023064448,0.0030652508,0.0004688737],"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":[0.000029866826,0.000024478024,0.00025683432,0.00017194221,0.000045677094,0.00013390553,0.00017019431,0.043202225,0.002624649,0.94686055,0.0006280095,0.0058516525],"study_design_scores_gemma":[0.000018585213,0.00009757542,0.0003800024,0.000059899015,0.000019078623,0.000073834184,0.000044239525,0.13794431,0.0005261599,0.8585804,0.0022209664,0.000035048848],"about_ca_topic_score_codex":0.0015031492,"about_ca_topic_score_gemma":0.00066299876,"teacher_disagreement_score":0.0045637777,"about_ca_system_score_codex":0.001278055,"about_ca_system_score_gemma":0.0014417274,"threshold_uncertainty_score":0.019353688},"labels":[],"label_agreement":null},{"id":"W4414997746","doi":"10.1016/j.jimonfin.2025.103443","title":"The term structure of interest rates in a noisy information model","year":2025,"lang":"en","type":"article","venue":"Journal of International Money and Finance","topic":"Stochastic processes and financial applications","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":"Dalhousie University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Yield curve; Term (time); Interest rate; Consumption (sociology); Bayesian probability; Bond valuation; Aggregate (composite); Bond; Scale (ratio)","score_opus":0.017225848500638425,"score_gpt":0.24145593276447738,"score_spread":0.22423008426383895,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4414997746","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.55363023,0.0019365164,0.43010455,0.0040414236,0.000092434755,0.00006238127,0.0011753285,0.00041226702,0.0085447915],"genre_scores_gemma":[0.98028195,0.00076273683,0.011320584,0.00017395715,0.00012281026,0.000058603888,0.00045816397,0.00006619874,0.0067548812],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99809057,0.00084408344,0.00012575265,0.00040339728,0.000320587,0.0002156605],"domain_scores_gemma":[0.9815336,0.012075278,0.0044007166,0.00078234036,0.0007611227,0.00044696112],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0053934776,0.00083871756,0.0020680656,0.0015577297,0.0004887783,0.0033783508,0.0018954572,0.0023687987,0.002337848],"category_scores_gemma":[0.024078293,0.0010880625,0.0010106551,0.0016528026,0.0019702222,0.004815606,0.0013242384,0.0023948732,0.0007430922],"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":[0.00027730304,0.00007662159,0.0058458983,0.00010360081,0.00015531143,0.0005836306,0.00035488457,0.7180957,0.00180081,0.26396173,0.0016095979,0.007134855],"study_design_scores_gemma":[0.00003819048,0.000039433187,0.0015766539,0.000017938808,0.000031898904,0.0000868688,0.000029146671,0.9146852,0.00017879925,0.082808845,0.0004633133,0.000043819608],"about_ca_topic_score_codex":0.005621534,"about_ca_topic_score_gemma":0.002464125,"teacher_disagreement_score":0.005621534,"about_ca_system_score_codex":0.0014503476,"about_ca_system_score_gemma":0.0006096939,"threshold_uncertainty_score":0.028523743},"labels":[],"label_agreement":null},{"id":"W4415287663","doi":"10.1080/1540496x.2025.2573434","title":"Design and Pricing of Three-Barrier Executive Stock Option with Chinese Characteristics Based on the Multinomial Lattices Approach","year":2025,"lang":"en","type":"article","venue":"Emerging Markets Finance and Trade","topic":"Stochastic processes and financial applications","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":"Valuation of options; Stock (firearms); Multinomial distribution; Executive compensation; Stock options; Multinomial logistic regression","score_opus":0.017305657128086335,"score_gpt":0.21599197247666288,"score_spread":0.19868631534857656,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4415287663","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.118529305,0.00023547855,0.8763409,0.00022466588,0.00006052662,0.00012920993,0.000037259437,0.00018049104,0.004262145],"genre_scores_gemma":[0.93280977,0.00014059963,0.06435791,0.000054017826,0.000025070389,0.00014123865,0.00004552546,0.000022035763,0.002403899],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.999238,0.00025607971,0.00004186183,0.00013716884,0.0002178828,0.000109021275],"domain_scores_gemma":[0.9994617,0.00023154555,0.00007382538,0.000027813343,0.00010637031,0.000098620214],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011877052,0.00049877,0.0009470689,0.000556232,0.00047561736,0.0012808163,0.0011706728,0.00081148423,0.0031024637],"category_scores_gemma":[0.0016021834,0.00044602723,0.00092930044,0.0004587454,0.0005784925,0.0010837431,0.0008318658,0.00063015457,0.00019296812],"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":[0.00024152492,0.00018144271,0.0049051293,0.0001592608,0.00007758125,0.00037254416,0.00013049177,0.8891582,0.009836598,0.04190759,0.00075659377,0.05227315],"study_design_scores_gemma":[0.000015605689,0.000037135847,0.00011877125,0.0000013939514,0.000006908228,0.000018698718,0.0000079517995,0.9981382,0.00029737604,0.0012146545,0.00013755912,0.000005582036],"about_ca_topic_score_codex":0.0033758038,"about_ca_topic_score_gemma":0.0021605357,"teacher_disagreement_score":0.0033758038,"about_ca_system_score_codex":0.00078752555,"about_ca_system_score_gemma":0.0011723941,"threshold_uncertainty_score":0.010378718},"labels":[],"label_agreement":null},{"id":"W4415301843","doi":"10.3390/jrfm18100588","title":"Bias-Corrected Method of Moments Estimation of the Hurst Parameter for Improved Option Pricing Under the Fractional Black-Scholes Model","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Virginia Commonwealth University; University of Jeddah; Qatar Foundation","keywords":"Estimator; Hurst exponent; Valuation of options; Volatility (finance); Quadratic equation; Estimation; Monte Carlo methods for option pricing; Financial market; Moment (physics)","score_opus":0.022988325343922596,"score_gpt":0.2648653036421664,"score_spread":0.24187697829824384,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4415301843","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03478502,0.00032127218,0.96376246,0.00019626823,0.000059351438,0.000018734734,0.00004394862,0.0003083789,0.0005044901],"genre_scores_gemma":[0.7021212,0.0006343232,0.29484034,0.00019864886,0.00016530158,0.000112835805,0.00024980103,0.00027537718,0.0014021092],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9985667,0.00078808155,0.000060115308,0.000119535776,0.0003895331,0.000076086704],"domain_scores_gemma":[0.99327046,0.004670506,0.0006516396,0.0005543383,0.00076970545,0.000083297055],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043478836,0.00048439822,0.0006656696,0.0007714803,0.0002522252,0.00070886366,0.0008738451,0.0007263439,0.0012614508],"category_scores_gemma":[0.026429128,0.00031090854,0.0006358227,0.00071164424,0.00046598687,0.0011872833,0.00076287746,0.0012442239,0.00025654054],"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":[0.00026974376,0.00010739903,0.009300021,0.00022620837,0.0002203584,0.0003055797,0.00017650962,0.7530454,0.013117495,0.08328252,0.002746733,0.137202],"study_design_scores_gemma":[0.000010626807,0.000020284682,0.00060922024,0.000010365858,0.000010169281,0.000029944016,0.0000058051114,0.99015594,0.0011113331,0.0075406353,0.00048171298,0.000013915861],"about_ca_topic_score_codex":0.0023759706,"about_ca_topic_score_gemma":0.0017270007,"teacher_disagreement_score":0.0043478836,"about_ca_system_score_codex":0.00047963383,"about_ca_system_score_gemma":0.0012273379,"threshold_uncertainty_score":0.022994101},"labels":[],"label_agreement":null},{"id":"W4415440593","doi":"10.54254/2754-1169/2025.gl28394","title":"Analysis of Premium Determinants and Pricing Models for Chooser Options Using Binomial Tree, Parity Decomposition, and Monte Carlo Methods","year":2025,"lang":"","type":"article","venue":"Advances in Economics Management and Political Sciences","topic":"Stochastic processes and financial applications","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":"Monte Carlo method; Binomial options pricing model; Trinomial tree; Binomial distribution; Parity (physics); Markov chain Monte Carlo","score_opus":0.03559762669949151,"score_gpt":0.35950504209334344,"score_spread":0.3239074153938519,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4415440593","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19834149,0.00031836168,0.7978377,0.0003182838,0.000033749915,0.000066531116,0.00011054916,0.00012696831,0.0028464764],"genre_scores_gemma":[0.909314,0.00043033613,0.08717868,0.000067145724,0.000052074272,0.00011662955,0.00026320652,0.00006975143,0.0025082882],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9988223,0.0006999716,0.000034390483,0.00011364862,0.00019797869,0.00013162992],"domain_scores_gemma":[0.98818564,0.009887011,0.00075411744,0.00032318645,0.0005723039,0.00027773218],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0052717435,0.00061293744,0.00084255,0.0016356565,0.0005034263,0.0016220972,0.0011094317,0.00088990276,0.003320562],"category_scores_gemma":[0.015806971,0.0004775415,0.0013708945,0.00094714336,0.000889481,0.0023501967,0.0008700839,0.0018908303,0.0002659284],"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":[0.000086931585,0.0001322856,0.013339893,0.00006720692,0.00010205221,0.00017789942,0.00020370762,0.75317454,0.0009209575,0.21091525,0.0009883575,0.019890899],"study_design_scores_gemma":[0.0000027932413,0.0000052762707,0.00040055718,0.0000039189053,0.000003846084,0.000011484038,0.0000118321395,0.9907857,0.000044296175,0.008656831,0.00006819753,0.0000052412347],"about_ca_topic_score_codex":0.00751398,"about_ca_topic_score_gemma":0.0045828153,"teacher_disagreement_score":0.00751398,"about_ca_system_score_codex":0.001030569,"about_ca_system_score_gemma":0.001170554,"threshold_uncertainty_score":0.027880013},"labels":[],"label_agreement":null},{"id":"W4415888625","doi":"","title":"ASSET-LIABILITY MANAGEMENT WITH EPSTEIN-ZIN UTILITY UNDER STOCHASTIC INTEREST RATE AND UNKNOWN MARKET PRICE OF RISK","year":2025,"lang":"en","type":"preprint","venue":"ArXiv.org","topic":"Stochastic processes and financial applications","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":"Division of Mathematical Sciences; Global Affairs Canada; African Institute for Mathematical Sciences; International Development Research Centre; Government of Canada","keywords":"Uniqueness; Constraint (computer-aided design); Differentiable function; Stochastic control; Investment (military); Novelty; Stochastic differential equation; Interest rate; Expression (computer science); Market price","score_opus":0.04392492532177888,"score_gpt":0.2455066197100558,"score_spread":0.20158169438827692,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4415888625","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1774827,0.0013349236,0.80568725,0.0027485786,0.000110795925,0.0000733006,0.00018712752,0.00010783084,0.01226746],"genre_scores_gemma":[0.96627766,0.000678555,0.023448143,0.0001233288,0.00007896129,0.00008629894,0.000083754436,0.0000308908,0.009192408],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989273,0.00050598424,0.000046171706,0.00021629299,0.00015876211,0.00014548462],"domain_scores_gemma":[0.9975514,0.0016535335,0.0003835901,0.000087649736,0.00015783618,0.00016598865],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025393749,0.0007918985,0.0013757023,0.0005074934,0.00046607884,0.0019724315,0.0013476381,0.0028845912,0.0020728793],"category_scores_gemma":[0.0067657093,0.00068758376,0.00087335147,0.000497346,0.0020174705,0.0025794904,0.0018036608,0.0015731285,0.00019042421],"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":[0.00009118006,0.00007650824,0.0011787481,0.00009929553,0.00006592391,0.00044416625,0.00016442697,0.56761837,0.0017906661,0.41940793,0.0008611989,0.008201521],"study_design_scores_gemma":[0.00003107819,0.00004257383,0.00026792721,0.000012374953,0.000015610201,0.000048810904,0.000031350028,0.907152,0.0003455514,0.09148847,0.00054313894,0.000021012816],"about_ca_topic_score_codex":0.0047863983,"about_ca_topic_score_gemma":0.002397535,"teacher_disagreement_score":0.0047863983,"about_ca_system_score_codex":0.0018734639,"about_ca_system_score_gemma":0.0012734734,"threshold_uncertainty_score":0.013593018},"labels":[],"label_agreement":null},{"id":"W4416143141","doi":"10.1214/25-ecp730","title":"Convergence rate of the solution of multi-marginal Schrödinger bridge problem with marginal constraints from SDEs","year":2025,"lang":"","type":"article","venue":"Electronic Communications in Probability","topic":"Stochastic processes and financial applications","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":"Stochastic differential equation; Marginal distribution; Constant (computer programming); Work (physics); Convergence (economics); Rate of convergence; Stochastic process; Diffusion; Weak convergence","score_opus":0.034435176165189645,"score_gpt":0.26322133985105545,"score_spread":0.2287861636858658,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4416143141","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.13894735,0.0018736671,0.8414008,0.003246256,0.00022522073,0.00018706245,0.00015472538,0.0002417116,0.01372322],"genre_scores_gemma":[0.84877044,0.0018065315,0.13489579,0.0008304764,0.00029969373,0.0006748812,0.00056123623,0.00038539575,0.011775622],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99807453,0.000958076,0.00008347928,0.00026327925,0.00039924038,0.00022126443],"domain_scores_gemma":[0.9825057,0.012699164,0.0011068673,0.0005713367,0.0018041587,0.001312867],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006516582,0.0014857288,0.001686521,0.0016478648,0.0011148135,0.0022971053,0.0023289765,0.0034668697,0.0046611587],"category_scores_gemma":[0.033931583,0.00077098754,0.0017174843,0.0007703926,0.0032059392,0.00555786,0.005764847,0.0041647847,0.00036161023],"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":[0.0002345916,0.00012559525,0.0023182968,0.0005064859,0.00013569134,0.00037641998,0.0005656055,0.16335718,0.0037119938,0.8158577,0.0026498272,0.01016068],"study_design_scores_gemma":[0.000027019989,0.000056183602,0.00029223502,0.000041910404,0.000012995191,0.00008231367,0.00007533125,0.8486475,0.00062571064,0.14961392,0.000500453,0.0000244558],"about_ca_topic_score_codex":0.0021008123,"about_ca_topic_score_gemma":0.00087732996,"teacher_disagreement_score":0.006516582,"about_ca_system_score_codex":0.0015590206,"about_ca_system_score_gemma":0.0019765575,"threshold_uncertainty_score":0.034463346},"labels":[],"label_agreement":null},{"id":"W4416193387","doi":"10.1214/24-aop1758","title":"Hyperbolic Anderson equations with general time-independent Gaussian noise: Stratonovich regime","year":2025,"lang":"","type":"article","venue":"The Annals of Probability","topic":"Stochastic processes and financial applications","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":"Gaussian; Laplace transform; Moment (physics); Gaussian noise; Covariance; Brownian motion; Representation (politics); Gaussian process","score_opus":0.06562809295442981,"score_gpt":0.28660274724341633,"score_spread":0.22097465428898652,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4416193387","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6354124,0.0026465645,0.33675763,0.003922771,0.00015878603,0.00007209701,0.00014567608,0.00010312264,0.02078092],"genre_scores_gemma":[0.9883724,0.0004618221,0.0067245886,0.00019306595,0.00009267346,0.000027618085,0.000041579828,0.000012774486,0.0040735416],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9997701,0.00006972819,0.000011305559,0.000038361242,0.00006221557,0.000048247697],"domain_scores_gemma":[0.9994306,0.00024245164,0.00014972624,0.000031310698,0.00006612992,0.00007976548],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000573107,0.0004536367,0.0006257235,0.0005227308,0.00046168178,0.0007741732,0.00070672715,0.0011841191,0.00065612077],"category_scores_gemma":[0.0015666806,0.00020825825,0.00064777356,0.00036853782,0.0014654526,0.0014389765,0.001181866,0.0009339511,0.000077652425],"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":[0.000040313684,0.000035901245,0.0019942462,0.000088098204,0.000049913768,0.00067070336,0.00024044789,0.13594379,0.0072414107,0.8497181,0.00073382625,0.0032434273],"study_design_scores_gemma":[0.000023429433,0.000024722873,0.00079377356,0.000010173308,0.000013500198,0.00013228197,0.000058214526,0.85783094,0.00059877697,0.13998763,0.000507769,0.000018794633],"about_ca_topic_score_codex":0.0048074685,"about_ca_topic_score_gemma":0.0023483303,"teacher_disagreement_score":0.0048074685,"about_ca_system_score_codex":0.0006821495,"about_ca_system_score_gemma":0.0008604758,"threshold_uncertainty_score":0.009558976},"labels":[],"label_agreement":null},{"id":"W4416235398","doi":"10.48550/arxiv.2511.08882","title":"On the existence, uniqueness and stability of solutions of SDEs with state-dependent variable exponent","year":2025,"lang":"","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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":"Athabasca University","keywords":"Uniqueness; Nonlinear system; Variable (mathematics); Brownian motion; Constant (computer programming); Probabilistic logic; Stability (learning theory); Representation (politics); Poisson distribution","score_opus":0.08507800523690341,"score_gpt":0.17249361703239116,"score_spread":0.08741561179548775,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4416235398","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15158215,0.0034944736,0.82487845,0.0027661787,0.0002491366,0.00010713708,0.00015653753,0.00008832486,0.016677571],"genre_scores_gemma":[0.9332741,0.003852938,0.052303568,0.00029673017,0.00040297175,0.00022578005,0.00015391782,0.000092022805,0.009398073],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993998,0.00025600416,0.000035472684,0.00013272445,0.000105017425,0.00007101567],"domain_scores_gemma":[0.9900697,0.0072029843,0.0010643762,0.0002446833,0.0010199134,0.00039844646],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026352748,0.0016833768,0.0010986275,0.0022251816,0.0010250742,0.0020098381,0.0011539848,0.0021669546,0.0018033863],"category_scores_gemma":[0.016031403,0.00052909355,0.0016427602,0.0010131192,0.0046670535,0.0023494286,0.0030360017,0.0020411983,0.00024960088],"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":[0.00006946105,0.00007476585,0.0018405397,0.0003043822,0.0001094101,0.00061969674,0.00039505027,0.17661072,0.007333073,0.8041135,0.0010559197,0.007473384],"study_design_scores_gemma":[0.000025683377,0.000066604014,0.0005153137,0.00007448882,0.000028011094,0.0001424538,0.000098055185,0.7561836,0.0011858377,0.24048716,0.0011545232,0.00003831786],"about_ca_topic_score_codex":0.002184015,"about_ca_topic_score_gemma":0.0008785596,"teacher_disagreement_score":0.0026352748,"about_ca_system_score_codex":0.00093218416,"about_ca_system_score_gemma":0.00093249296,"threshold_uncertainty_score":0.013936818},"labels":[],"label_agreement":null},{"id":"W4416287340","doi":"10.2139/ssrn.5741582","title":"Systematic Variance Risk Everywhere in Equity Option Markets","year":2025,"lang":"","type":"preprint","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","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":"Stylized fact; Variance risk premium; Equity (law); Variance (accounting); Valuation of options; Risk premium; Capital asset pricing model; Systematic risk; Equity risk","score_opus":0.014206470997448956,"score_gpt":0.24888329469646397,"score_spread":0.23467682369901502,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4416287340","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.678132,0.0027383766,0.29908153,0.0030006121,0.00018005286,0.000036378115,0.00020211132,0.00037523286,0.016253693],"genre_scores_gemma":[0.986152,0.0007540403,0.005213614,0.00012170012,0.00016947449,0.000022007398,0.00009892243,0.000090214664,0.0073779635],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99926096,0.0002666213,0.000047512185,0.00012893934,0.00016428801,0.00013165786],"domain_scores_gemma":[0.9925062,0.0051178467,0.00069224584,0.00041228268,0.0005465675,0.0007248032],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0022710208,0.0008467993,0.001661371,0.0015743723,0.0005864162,0.0025372803,0.0010720637,0.0020388083,0.003975486],"category_scores_gemma":[0.014742279,0.0009758278,0.0011418278,0.00090228504,0.002325813,0.0053222575,0.0021117046,0.0022128841,0.0003650121],"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":[0.00017241303,0.00010987106,0.0033346375,0.00017375781,0.00008380939,0.00075371936,0.00029853778,0.032262903,0.0051885196,0.94370466,0.0016754798,0.012241642],"study_design_scores_gemma":[0.000029736342,0.00004446046,0.0016823538,0.000024759402,0.000029112562,0.00023785907,0.000071274815,0.09488046,0.00056806684,0.9021083,0.00029464622,0.000028983854],"about_ca_topic_score_codex":0.0011248603,"about_ca_topic_score_gemma":0.00081191,"teacher_disagreement_score":0.003975486,"about_ca_system_score_codex":0.0005731316,"about_ca_system_score_gemma":0.0007696889,"threshold_uncertainty_score":0.013299286},"labels":[],"label_agreement":null},{"id":"W4416291642","doi":"10.1093/jjfinec/nbaf019","title":"Efficient Pricing and Model Calibration With Large Panels of Options","year":2025,"lang":"en","type":"article","venue":"Journal of Financial Econometrics","topic":"Stochastic processes and financial applications","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","funders":"Natural Sciences and Engineering Research Council of Canada; Canada Foundation for Innovation","keywords":"Valuation of options; Volatility (finance); Calibration; Finite difference methods for option pricing; Trinomial tree; Binomial options pricing model; Stochastic volatility","score_opus":0.0232005355723053,"score_gpt":0.224411515390857,"score_spread":0.20121097981855168,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4416291642","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07865988,0.00007981329,0.91847557,0.00019997127,0.000030853393,0.000043610584,0.00021638903,0.00053597934,0.001757929],"genre_scores_gemma":[0.8636264,0.00007420646,0.13405618,0.00012231275,0.000047783113,0.00016540205,0.0006420662,0.00017295116,0.0010927712],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9976368,0.0014912464,0.000079331556,0.00036797574,0.00030063133,0.00012395935],"domain_scores_gemma":[0.9883284,0.0075982297,0.00087867235,0.0023222768,0.000612287,0.00026016738],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004765689,0.0005334342,0.001141999,0.0008729376,0.00050123135,0.0015837053,0.0015848133,0.0020694388,0.0032560907],"category_scores_gemma":[0.02393476,0.0009346032,0.0010402799,0.0009357375,0.00090518687,0.0019430555,0.0016559007,0.0028968803,0.00057833863],"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":[0.000041438383,0.00005600996,0.0024031692,0.000013398081,0.00006595239,0.00007114721,0.000042120537,0.9711549,0.00091578264,0.014213073,0.0004600714,0.010562863],"study_design_scores_gemma":[0.0000062294994,0.000006291994,0.0004234773,0.000003253723,0.000003825328,0.000008970898,0.000004440353,0.98709226,0.00023814329,0.012031271,0.00017427871,0.0000075802477],"about_ca_topic_score_codex":0.0034779396,"about_ca_topic_score_gemma":0.0022597408,"teacher_disagreement_score":0.004765689,"about_ca_system_score_codex":0.0007714068,"about_ca_system_score_gemma":0.0008249615,"threshold_uncertainty_score":0.025203705},"labels":[],"label_agreement":null},{"id":"W4416364368","doi":"10.1080/14697688.2025.2578409","title":"Optimal recursive utility maximization with debt-to-income limits","year":2025,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","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":"Hankuk University of Foreign Studies","keywords":"Maximization; Utility maximization; Limit (mathematics); Stochastic process","score_opus":0.03133247952145436,"score_gpt":0.2699701352332249,"score_spread":0.23863765571177054,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4416364368","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18747652,0.0010583653,0.7980346,0.0019211001,0.00006321466,0.00007395901,0.00032619928,0.00016904027,0.010876982],"genre_scores_gemma":[0.94917196,0.00061366096,0.041932225,0.00014070778,0.000053045693,0.00012345909,0.00020388533,0.00006701786,0.007694094],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990319,0.0005513545,0.00003343887,0.00016434908,0.00008002123,0.00013889614],"domain_scores_gemma":[0.9957883,0.0033211221,0.0003630567,0.00015154241,0.00016240306,0.00021366462],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020171325,0.0009254739,0.0015426478,0.00044969958,0.00027429956,0.0016852097,0.0013359281,0.0014062766,0.0026205846],"category_scores_gemma":[0.0105118565,0.0007460517,0.00097378914,0.0007333359,0.0015030783,0.00205271,0.0012972134,0.0014778522,0.0002844005],"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":[0.00007234527,0.000090251524,0.001451089,0.000090014364,0.00007698206,0.00030731142,0.00017134342,0.7251037,0.0009135279,0.26250714,0.0011643955,0.008051913],"study_design_scores_gemma":[0.000018723795,0.000020250754,0.00030587515,0.00000948921,0.000010886699,0.00002384782,0.000026826585,0.9223581,0.00014494281,0.07670865,0.00036153896,0.000011014062],"about_ca_topic_score_codex":0.006213579,"about_ca_topic_score_gemma":0.0037257741,"teacher_disagreement_score":0.006213579,"about_ca_system_score_codex":0.0015918851,"about_ca_system_score_gemma":0.0012364008,"threshold_uncertainty_score":0.012354791},"labels":[],"label_agreement":null},{"id":"W4416590201","doi":"10.3842/sigma.2025.099","title":"Darboux Transformation of Diffusion Processes","year":2025,"lang":"en","type":"article","venue":"Symmetry Integrability and Geometry Methods and Applications","topic":"Stochastic processes and financial applications","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":"York University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Transformation (genetics); Diffusion process; Diffusion; Markov process; Brownian motion; Markov chain; Darboux integral; Differential operator","score_opus":0.02113077004535853,"score_gpt":0.3098789667173843,"score_spread":0.2887481966720258,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4416590201","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09345825,0.0009760166,0.87020594,0.0007724389,0.0003265639,0.00007915406,0.000116858566,0.0001848637,0.033879936],"genre_scores_gemma":[0.856412,0.0013636313,0.10523079,0.00050058955,0.0004833439,0.00017153582,0.00013486837,0.00023767969,0.035465665],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994555,0.00018096692,0.000019093357,0.00010980209,0.00016150101,0.00007310511],"domain_scores_gemma":[0.99928826,0.0002448124,0.000102709026,0.00006415137,0.00017178885,0.00012831505],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010569128,0.0006652501,0.0006287945,0.0015897978,0.0007516931,0.0014882932,0.00057708845,0.0008404464,0.004525129],"category_scores_gemma":[0.0025118769,0.00026666874,0.0010367685,0.00064836186,0.0020868538,0.0018581235,0.0013486756,0.0016804377,0.00082989084],"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":[0.000013142466,0.000017616576,0.00013060845,0.000022634806,0.0000065272216,0.00007555627,0.00013115791,0.004565422,0.0029419092,0.98739654,0.0004116145,0.0042872713],"study_design_scores_gemma":[0.000019068268,0.000046196492,0.00025041556,0.000014613068,0.0000058821483,0.00023769906,0.000081926984,0.12428129,0.0024594648,0.86698276,0.005599233,0.000021410426],"about_ca_topic_score_codex":0.000666138,"about_ca_topic_score_gemma":0.00033473526,"teacher_disagreement_score":0.004525129,"about_ca_system_score_codex":0.00081293035,"about_ca_system_score_gemma":0.00060533674,"threshold_uncertainty_score":0.01513803},"labels":[],"label_agreement":null},{"id":"W4416667973","doi":"10.1090/proc/17463","title":"Hopf-Lax approximation for value functions of Lévy optimal control problems","year":2025,"lang":"en","type":"article","venue":"Proceedings of the American Mathematical Society","topic":"Stochastic processes and financial applications","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":"Deutsche Forschungsgemeinschaft","keywords":"Optimal control; Separable space; Bellman equation; Function (biology); Operator (biology); Banach space; Convergence (economics); Stochastic control; Consistency (knowledge bases)","score_opus":0.014024840692382624,"score_gpt":0.22734516571750102,"score_spread":0.21332032502511838,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4416667973","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07746542,0.00094065256,0.91024274,0.00081535394,0.00011902091,0.00007034178,0.000029318371,0.00007820037,0.01023892],"genre_scores_gemma":[0.8672091,0.001338152,0.11674122,0.00029495746,0.000188618,0.00027443102,0.000089014204,0.0001398752,0.013724635],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99884063,0.0004958509,0.000057910253,0.00011187154,0.00033779253,0.0001559663],"domain_scores_gemma":[0.99607193,0.0022952643,0.0003947622,0.00017553807,0.00064327446,0.00041924312],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005414652,0.0012621502,0.001106048,0.0017536393,0.0011584068,0.0027952166,0.00145395,0.002013427,0.0023280391],"category_scores_gemma":[0.014408173,0.0005014366,0.0012542522,0.0007224793,0.004308508,0.0049621295,0.0029977243,0.0027239837,0.00034685113],"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":[0.00002772844,0.000023096283,0.00033479262,0.00005180602,0.000015785334,0.00008901401,0.00016083391,0.039030086,0.0017328088,0.9557583,0.00018534587,0.0025905098],"study_design_scores_gemma":[0.000017751368,0.00003395352,0.00010523082,0.000030150055,0.000007790498,0.00003937457,0.00007052417,0.6012381,0.0008212613,0.3969897,0.0006273925,0.000018793238],"about_ca_topic_score_codex":0.0021579785,"about_ca_topic_score_gemma":0.0010714291,"teacher_disagreement_score":0.005414652,"about_ca_system_score_codex":0.002511332,"about_ca_system_score_gemma":0.0020959608,"threshold_uncertainty_score":0.02863574},"labels":[],"label_agreement":null},{"id":"W4417136694","doi":"10.4230/lipics.aft.2025.6","title":"Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options","year":2025,"lang":"en","type":"article","venue":"ArXiv.org","topic":"Stochastic processes and financial applications","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; University of Toronto","funders":"","keywords":"Market liquidity; Position (finance); Volatility (finance); Residual; Portfolio; Bounded function; Calibration; Constant (computer programming); Implied volatility","score_opus":0.027691669154631525,"score_gpt":0.2497860608740559,"score_spread":0.22209439171942436,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4417136694","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32149687,0.00035850698,0.6661401,0.00064173585,0.000057776473,0.000054778142,0.00009159136,0.00020720939,0.010951497],"genre_scores_gemma":[0.9743625,0.000110948764,0.021286754,0.000042585496,0.000017498582,0.000038752576,0.000021811986,0.000022311147,0.0040967804],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99932337,0.00029014217,0.000027887201,0.00013002445,0.00013098078,0.00009765537],"domain_scores_gemma":[0.9979234,0.0011806373,0.0004452554,0.00015680502,0.00013847553,0.00015544891],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018905974,0.0006449321,0.0005170804,0.00043402685,0.00039527792,0.0019807005,0.0015672238,0.0016527734,0.002772053],"category_scores_gemma":[0.005098652,0.00040420028,0.0006084382,0.00047276766,0.0014361228,0.0027382073,0.001112362,0.0013212928,0.0002004734],"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":[0.0000688407,0.00003736545,0.0016798716,0.000016906783,0.000018486906,0.0002160686,0.000108162494,0.8800119,0.0011414321,0.11040833,0.00018354475,0.006109089],"study_design_scores_gemma":[0.000008091261,0.000024660358,0.00017327868,0.000003635988,0.0000056059093,0.000027667456,0.000013154825,0.98203397,0.0001526549,0.017264562,0.0002852105,0.0000075023295],"about_ca_topic_score_codex":0.0026487506,"about_ca_topic_score_gemma":0.0017943511,"teacher_disagreement_score":0.002772053,"about_ca_system_score_codex":0.0010314997,"about_ca_system_score_gemma":0.000789545,"threshold_uncertainty_score":0.00999856},"labels":[],"label_agreement":null},{"id":"W4417294761","doi":"10.1016/j.spa.2025.104852","title":"Optimal prediction of the last r-excursion time of Brownian motion models","year":2025,"lang":"en","type":"article","venue":"Stochastic Processes and their Applications","topic":"Stochastic processes and financial applications","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; University of Southampton","keywords":"Optimal stopping; Excursion; Brownian motion; Lipschitz continuity; Stopping time; Geometric Brownian motion; Constant (computer programming); Boundary (topology); Brownian excursion; Wiener process","score_opus":0.013506240915884786,"score_gpt":0.19881420238986694,"score_spread":0.18530796147398215,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4417294761","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2880825,0.0013983585,0.70454353,0.0014552961,0.00008479229,0.00004298462,0.000104325234,0.00035754152,0.00393066],"genre_scores_gemma":[0.96457577,0.00060264196,0.031040968,0.000110625,0.00006163407,0.000058228932,0.00011875892,0.000101384205,0.0033299509],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990132,0.00043793055,0.000041873966,0.00024491732,0.00011235622,0.00014976438],"domain_scores_gemma":[0.98995906,0.0074449987,0.0012578308,0.00025709628,0.00045817246,0.00062294403],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00430679,0.0011476431,0.0018951533,0.0009856204,0.0004815001,0.001929775,0.00181953,0.0023935963,0.00173383],"category_scores_gemma":[0.020203657,0.00085933245,0.00072317093,0.00046091844,0.0019286199,0.002811848,0.001148482,0.0022413598,0.000338138],"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":[0.00018130011,0.000071147,0.0024365766,0.00008351389,0.00006027569,0.00018207551,0.000105867155,0.8925332,0.0023779974,0.093794145,0.0006689438,0.0075050374],"study_design_scores_gemma":[0.000010777154,0.00002813659,0.00020331952,0.000012307239,0.0000069905714,0.000008913663,0.000007745278,0.9852128,0.00025937788,0.014127643,0.0001102314,0.000011910248],"about_ca_topic_score_codex":0.0039928337,"about_ca_topic_score_gemma":0.0019423242,"teacher_disagreement_score":0.00430679,"about_ca_system_score_codex":0.0013400965,"about_ca_system_score_gemma":0.0014933386,"threshold_uncertainty_score":0.022776783},"labels":[],"label_agreement":null},{"id":"W4417419182","doi":"10.1098/rsos.251918","title":"Parameter estimation for partially observed McKean–Vlasov diffusions","year":2025,"lang":"en","type":"article","venue":"Royal Society Open Science","topic":"Stochastic processes and financial applications","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":"Estimator; Monte Carlo method; Markov chain Monte Carlo; Estimation theory; Markov process; Markov chain; Diffusion; Diffusion process","score_opus":0.05459710266154331,"score_gpt":0.2949242669608864,"score_spread":0.24032716429934312,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4417419182","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06604415,0.00028225305,0.93236756,0.00037015372,0.000023002365,0.0000282131,0.00011127796,0.0001003441,0.0006730898],"genre_scores_gemma":[0.89237946,0.000279151,0.10558358,0.00006739965,0.000046295852,0.000072483665,0.0002754513,0.000042880856,0.0012533094],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99814737,0.0008890282,0.00009646808,0.0004399517,0.00028699922,0.00014017924],"domain_scores_gemma":[0.9891479,0.00796036,0.0014457529,0.0005982592,0.00061321974,0.00023458216],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0050003175,0.0006970353,0.0014231021,0.0011391763,0.0004107291,0.0015961567,0.0018410261,0.001739896,0.0014023922],"category_scores_gemma":[0.028435802,0.00062720326,0.0012167871,0.000817454,0.0015206459,0.0021201011,0.0015129816,0.0018852681,0.00016837798],"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":[0.00009851325,0.000026328851,0.004372252,0.00007769212,0.00009541924,0.00013796819,0.000104715014,0.8671715,0.0015415762,0.112033054,0.00028110665,0.014059831],"study_design_scores_gemma":[0.00000699913,0.000011659661,0.000381918,0.000011337753,0.000005250877,0.000014057344,0.000008029441,0.97848684,0.0003050194,0.02057127,0.00018701969,0.0000106105745],"about_ca_topic_score_codex":0.0076666656,"about_ca_topic_score_gemma":0.0038475774,"teacher_disagreement_score":0.0076666656,"about_ca_system_score_codex":0.0012645893,"about_ca_system_score_gemma":0.0010999212,"threshold_uncertainty_score":0.026444554},"labels":[],"label_agreement":null},{"id":"W4417452893","doi":"10.48550/arxiv.2512.12971","title":"A Regime-Switching Approach to the Unbalanced Schrödinger Bridge Problem","year":2025,"lang":"","type":"preprint","venue":"ArXiv.org","topic":"Stochastic processes and financial applications","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","keywords":"Measure (data warehouse); Divergence (linguistics); Path (computing); Constraint (computer-aided design); Bridge (graph theory); Matching (statistics); Process (computing); Probability distribution","score_opus":0.06215084361069355,"score_gpt":0.25517950335906847,"score_spread":0.1930286597483749,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4417452893","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11616041,0.0004717027,0.8574958,0.0035643,0.00013907978,0.00007643084,0.00022751241,0.00010660119,0.021758115],"genre_scores_gemma":[0.90186906,0.0006327134,0.08507169,0.0006642241,0.00024151379,0.00032535344,0.00026405288,0.000097913,0.010833589],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999086,0.0004457631,0.000031237156,0.00013636208,0.00017233902,0.00012832136],"domain_scores_gemma":[0.9979832,0.0012450756,0.00021985978,0.00016244563,0.00016013133,0.00022927608],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024574576,0.00048246302,0.0008710444,0.0009509189,0.00085154857,0.0013971506,0.0015070768,0.0024174247,0.0048137917],"category_scores_gemma":[0.005905655,0.00046686697,0.0008768009,0.0005770315,0.002408339,0.0028714575,0.0024765744,0.0022212542,0.00033418494],"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":[0.000028388144,0.000022342732,0.0002542556,0.00003148232,0.000014926796,0.000064359745,0.00006572088,0.047563326,0.00075920817,0.946788,0.00082207494,0.003585938],"study_design_scores_gemma":[0.0000183056,0.000024155997,0.00014329237,0.000011618437,0.000003486951,0.0000258493,0.000035040306,0.38237256,0.00017812203,0.6165028,0.0006707117,0.00001406287],"about_ca_topic_score_codex":0.0011725958,"about_ca_topic_score_gemma":0.0006783776,"teacher_disagreement_score":0.0048137917,"about_ca_system_score_codex":0.0013213237,"about_ca_system_score_gemma":0.0012206935,"threshold_uncertainty_score":0.016103745},"labels":[],"label_agreement":null},{"id":"W4417524250","doi":"10.48550/arxiv.2504.21648","title":"Moment estimates for solutions of SPDEs with Lévy colored noise","year":2025,"lang":"en","type":"preprint","venue":"ArXiv.org","topic":"Stochastic processes and financial applications","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","keywords":"Colors of noise; Stochastic partial differential equation; White noise; Stochastic differential equation; Gaussian noise; Noise (video); Semimartingale; Heat kernel; Moment (physics); Heat equation","score_opus":0.07024237530060054,"score_gpt":0.26065166817067614,"score_spread":0.1904092928700756,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4417524250","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1252675,0.0030910925,0.8529431,0.0026163778,0.00030199552,0.00008407016,0.000277801,0.00027617306,0.015141933],"genre_scores_gemma":[0.91264045,0.0038446921,0.060791872,0.0007804644,0.00083459873,0.00032359827,0.0005285839,0.00025266712,0.020003093],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99908125,0.00027268264,0.000056258206,0.00016561848,0.00025868238,0.00016557158],"domain_scores_gemma":[0.9936166,0.0035576087,0.00097245094,0.00021335628,0.000997922,0.0006420983],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030404343,0.0016209116,0.001484439,0.002937191,0.00083139347,0.0020327158,0.001631294,0.0019960543,0.0037111647],"category_scores_gemma":[0.012512727,0.00062780344,0.0019331853,0.00090839533,0.0026562498,0.003906866,0.0032503987,0.0035033205,0.00040207777],"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":[0.00008395041,0.000042091397,0.0012272635,0.00019712861,0.00009076841,0.0003169895,0.00029443818,0.067735605,0.0080507705,0.9175853,0.0010379596,0.0033377123],"study_design_scores_gemma":[0.000018765126,0.00006307944,0.0008445676,0.00007929519,0.000036796926,0.00014750767,0.00012679095,0.67272073,0.0015818098,0.3229324,0.0013839261,0.000064333995],"about_ca_topic_score_codex":0.0019279767,"about_ca_topic_score_gemma":0.001153325,"teacher_disagreement_score":0.0037111647,"about_ca_system_score_codex":0.0018377185,"about_ca_system_score_gemma":0.0013400881,"threshold_uncertainty_score":0.016079545},"labels":[],"label_agreement":null},{"id":"W4417525599","doi":"10.48550/arxiv.2504.21791","title":"Martingale problem of the two-dimensional stochastic heat equation at criticality","year":2025,"lang":"en","type":"preprint","venue":"arXiv (Cornell University)","topic":"Stochastic processes and financial applications","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","keywords":"Martingale (probability theory); Mathematical proof; A priori and a posteriori; Quadratic equation; Heat equation; Local martingale; Stochastic process","score_opus":0.08137123380010504,"score_gpt":0.19752365936160055,"score_spread":0.1161524255614955,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4417525599","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5235072,0.0019982548,0.44490921,0.0070676426,0.00032241634,0.00013033165,0.00034804532,0.00013159623,0.021585358],"genre_scores_gemma":[0.97166145,0.00066361687,0.015561763,0.00027603342,0.00029972318,0.0001630249,0.00016611445,0.00006881258,0.011139366],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99942976,0.00022938034,0.00002161014,0.000090591006,0.00009961143,0.00012904772],"domain_scores_gemma":[0.9975357,0.0013596338,0.00032837762,0.00008314516,0.000311475,0.00038169743],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020972346,0.0008255584,0.0011997517,0.0015509201,0.0008486167,0.0018800274,0.0014270046,0.0018162358,0.003237357],"category_scores_gemma":[0.007186619,0.00046917613,0.0011626424,0.0006104588,0.0035905442,0.002858882,0.0026286682,0.0023295272,0.00013378896],"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":[0.0000611587,0.000035237576,0.0011454436,0.00010076635,0.00004581274,0.00029726193,0.00018394906,0.07063868,0.0016809783,0.9234417,0.00070802885,0.0016610285],"study_design_scores_gemma":[0.000034085802,0.00003602682,0.00082776474,0.000031917505,0.00001738676,0.000099267694,0.00010032237,0.6382879,0.0006779771,0.35906655,0.00078327884,0.00003755551],"about_ca_topic_score_codex":0.0055875215,"about_ca_topic_score_gemma":0.0022434315,"teacher_disagreement_score":0.0055875215,"about_ca_system_score_codex":0.002306964,"about_ca_system_score_gemma":0.00169764,"threshold_uncertainty_score":0.016738296},"labels":[],"label_agreement":null},{"id":"W49422226","doi":"10.1007/978-3-642-03479-4_8","title":"Comparison Theorems for Finite State Backward Stochastic Differential Equations","year":2010,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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":"University of Calgary","funders":"","keywords":"Mathematics; Stochastic differential equation; Scalar (mathematics); Applied mathematics; Markov chain; Nonlinear system; Finite state; Mathematical economics; State (computer science); Jump; Pure mathematics; Algorithm","score_opus":0.0573320509444418,"score_gpt":0.263208722075516,"score_spread":0.2058766711310742,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W49422226","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.019281704,0.008265162,0.9044479,0.0020220603,0.0009065924,0.000095983305,0.0006692767,0.00028431186,0.06402706],"genre_scores_gemma":[0.62022376,0.013049383,0.28017893,0.0016349064,0.0026271793,0.00096273836,0.002021969,0.0010262497,0.078274876],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99848443,0.00074640836,0.000076185286,0.00019290629,0.0003891739,0.00011093163],"domain_scores_gemma":[0.98755604,0.010558762,0.0004390671,0.00035967777,0.0008412809,0.00024509372],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006594871,0.0017795009,0.0017386765,0.0030376907,0.0008578406,0.002268891,0.0026251788,0.0017094258,0.014109972],"category_scores_gemma":[0.01677874,0.00061834,0.0017877801,0.0025639227,0.0020025459,0.0058356794,0.0019268511,0.004138928,0.0010620469],"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":[0.00003591483,0.000026186215,0.00013230742,0.000091507114,0.00004053604,0.000029761462,0.000043971082,0.008346308,0.0003439073,0.97788495,0.0021536592,0.010870947],"study_design_scores_gemma":[0.000022265958,0.000018221033,0.00016547296,0.0000349833,0.000016902675,0.00003635232,0.000014612543,0.06774996,0.00023622862,0.9277397,0.0039525083,0.000012720841],"about_ca_topic_score_codex":0.0023706013,"about_ca_topic_score_gemma":0.0015572957,"teacher_disagreement_score":0.014109972,"about_ca_system_score_codex":0.0031499236,"about_ca_system_score_gemma":0.0015264882,"threshold_uncertainty_score":0.047202528},"labels":[],"label_agreement":null},{"id":"W54847556","doi":"10.1007/978-3-642-32129-0_43","title":"Financial Option Pricing on APU","year":2012,"lang":"en","type":"book-chapter","venue":"Communications in computer and information science","topic":"Stochastic processes and financial applications","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":"Computer science; Scalability; Valuation of options; Vectorization (mathematics); Computational finance; Computation; Domain (mathematical analysis); Finance; Supercomputer; Scope (computer science); Parallel computing; Algorithm; Operating system; Business; Programming language","score_opus":0.055586516907070664,"score_gpt":0.25850858889444805,"score_spread":0.20292207198737738,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W54847556","genre_codex":"other","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.105224974,0.010513237,0.41937965,0.0047429064,0.0016352028,0.000056254532,0.00029744106,0.00039793528,0.45775244],"genre_scores_gemma":[0.7983918,0.0050325296,0.03335015,0.00035771707,0.0016008253,0.00007960439,0.00026534343,0.00017135043,0.1607507],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99957734,0.00014132384,0.000020977948,0.000039796167,0.00018781543,0.000032798558],"domain_scores_gemma":[0.999524,0.00019598973,0.000037655267,0.00007926952,0.00009819586,0.00006495062],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005986246,0.00068687997,0.0006672372,0.0007769968,0.0007086803,0.0028762836,0.0007360493,0.0013294726,0.011083245],"category_scores_gemma":[0.0020353505,0.00024901496,0.00043852732,0.0014658113,0.0011501827,0.003291277,0.0012443129,0.0020635752,0.0017686959],"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":[0.00001798297,0.000018751047,0.00010288763,0.0000212598,0.0000054564334,0.000112212256,0.000042357326,0.005386365,0.0005827353,0.96596223,0.0030374236,0.024710422],"study_design_scores_gemma":[0.000004835123,0.00001345423,0.00014266139,0.00001466335,0.0000025698032,0.00011554855,0.000016913555,0.04723394,0.00020047711,0.9433598,0.008886672,0.000008529857],"about_ca_topic_score_codex":0.0004414654,"about_ca_topic_score_gemma":0.00023958588,"teacher_disagreement_score":0.011083245,"about_ca_system_score_codex":0.0005892835,"about_ca_system_score_gemma":0.00027373002,"threshold_uncertainty_score":0.03707713},"labels":[],"label_agreement":null},{"id":"W57496944","doi":"10.1088/1361-6544/aa99a7","title":"Large deviations and mixing for dissipative PDEs with unbounded random kicks","year":2018,"lang":"en","type":"preprint","venue":"Nonlinearity","topic":"Stochastic processes and financial applications","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":"Agence Nationale de la Recherche","keywords":"Bounded function; Mathematics; Mixing (physics); Uniqueness; Domain (mathematical analysis); Markov chain; Dissipative system; Markov process; Dynamical systems theory; Measure (data warehouse); Applied mathematics; Statistical physics; Mathematical analysis; Large deviations theory; Physics; Computer science","score_opus":0.04010172691864418,"score_gpt":0.2760207995692027,"score_spread":0.23591907265055856,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W57496944","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5359714,0.0009447193,0.45417684,0.0021832632,0.000090402085,0.000046301804,0.00007512572,0.000097085554,0.006414859],"genre_scores_gemma":[0.9908145,0.00018160071,0.006546754,0.00007050687,0.000052373274,0.00004003072,0.000031649488,0.000021670648,0.0022410222],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991412,0.00033298507,0.000055155288,0.00018662709,0.00018754382,0.00009637535],"domain_scores_gemma":[0.9950879,0.0032026728,0.0008127519,0.00019019376,0.00028888846,0.00041756604],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0028621897,0.0007155235,0.0009646372,0.0012359763,0.00074204244,0.0019120577,0.0011558348,0.0017221794,0.0013754128],"category_scores_gemma":[0.010419519,0.0004529393,0.0010417184,0.00043581479,0.0034387887,0.0025019299,0.002575689,0.0014648275,0.0001156934],"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":[0.000081735576,0.000052920677,0.0020018648,0.00009389181,0.00009134059,0.00035605667,0.00029871383,0.13268901,0.0062292498,0.8553751,0.00029994902,0.0024302118],"study_design_scores_gemma":[0.000019163594,0.000029875204,0.00060727674,0.000014229175,0.000011859432,0.00008447863,0.00005149675,0.7488734,0.00071852247,0.24929875,0.0002672939,0.000023587501],"about_ca_topic_score_codex":0.0014200087,"about_ca_topic_score_gemma":0.0006247986,"teacher_disagreement_score":0.0028621897,"about_ca_system_score_codex":0.0012226077,"about_ca_system_score_gemma":0.0006400095,"threshold_uncertainty_score":0.015136838},"labels":[],"label_agreement":null},{"id":"W580201428","doi":"","title":"Derivatives trading and option pricing","year":2005,"lang":"en","type":"book","venue":"Risk Books","topic":"Stochastic processes and financial applications","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":"Credit default swap; Valuation of options; Archbishop; Economics; Financial economics; Economic history; History; Classics; Credit risk; Actuarial science","score_opus":0.02413359110846212,"score_gpt":0.21197652335817246,"score_spread":0.18784293224971035,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W580201428","genre_codex":"other","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0038743368,0.3773066,0.026505457,0.024362847,0.007243466,0.000054289452,0.0013195755,0.00046255984,0.55887085],"genre_scores_gemma":[0.12063336,0.16078241,0.011042833,0.0050714747,0.014380363,0.000087860884,0.0012007871,0.00031727337,0.68648374],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9996902,0.000060484967,0.00001617502,0.00007461948,0.00013267556,0.000025953772],"domain_scores_gemma":[0.999655,0.00015113335,0.000027050346,0.00004185079,0.000091029586,0.0000339378],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00046234063,0.0009482905,0.00073544245,0.0011103055,0.0004594436,0.002258664,0.00056169124,0.0017319188,0.07566291],"category_scores_gemma":[0.0017670738,0.0003075073,0.00039131014,0.0015757574,0.0010746021,0.0022451142,0.0008451363,0.0017740881,0.01655712],"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":[0.0000525933,0.000058453137,0.00051612,0.00031025178,0.000024910836,0.00024266793,0.000113908325,0.003540758,0.000690741,0.43700546,0.30935708,0.24808705],"study_design_scores_gemma":[0.0000093555245,0.000023835983,0.0006223131,0.00023043051,0.0000089863925,0.000362366,0.000046514408,0.0030463263,0.00015101384,0.37643832,0.61904556,0.000015000385],"about_ca_topic_score_codex":0.002041788,"about_ca_topic_score_gemma":0.001570398,"teacher_disagreement_score":0.07566291,"about_ca_system_score_codex":0.0011116671,"about_ca_system_score_gemma":0.0006422535,"threshold_uncertainty_score":0.25311768},"labels":[],"label_agreement":null},{"id":"W611137408","doi":"10.1090/fic/034","title":"Numerical Methods and Stochastics","year":2002,"lang":"en","type":"book","venue":"American Mathematical Society eBooks","topic":"Stochastic processes and financial applications","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":"York University","funders":"","keywords":"Mathematics; Applied mathematics; Limit (mathematics); Particle system; Stochastic differential equation; Monte Carlo method; Embedding; Statistical physics; Mathematical analysis; Physics; Computer science; Statistics","score_opus":0.032098362725350396,"score_gpt":0.2761634200581948,"score_spread":0.2440650573328444,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W611137408","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0011095648,0.054917466,0.8938937,0.004757295,0.003316786,0.00017374298,0.00046063156,0.00083199545,0.040538788],"genre_scores_gemma":[0.08198583,0.07811906,0.757745,0.0024178273,0.005594736,0.0018971004,0.0011093996,0.0010923807,0.07003859],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99671566,0.0011713905,0.00029463708,0.00038034155,0.0013367509,0.00010123226],"domain_scores_gemma":[0.9957541,0.0022907977,0.00025924403,0.00070936437,0.00087419467,0.00011227318],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0039710514,0.0019165402,0.00215489,0.00259557,0.0008790876,0.0033475156,0.0015714862,0.0028805456,0.014646152],"category_scores_gemma":[0.010621719,0.0008799814,0.0015364755,0.003030803,0.0032213724,0.0031064067,0.0029749575,0.0059764255,0.0058789756],"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":[0.000029613673,0.000042057814,0.00044060982,0.00086211605,0.000116235264,0.00011820214,0.00025031914,0.035996825,0.0010827464,0.7836557,0.044590816,0.13281478],"study_design_scores_gemma":[0.00003324681,0.000045074747,0.00039304415,0.0003792743,0.00002704174,0.00018055676,0.000080789636,0.08073269,0.0005079035,0.7130791,0.20449536,0.000046014553],"about_ca_topic_score_codex":0.00201672,"about_ca_topic_score_gemma":0.0013414858,"teacher_disagreement_score":0.014646152,"about_ca_system_score_codex":0.0015987722,"about_ca_system_score_gemma":0.0020164119,"threshold_uncertainty_score":0.04899621},"labels":[],"label_agreement":null},{"id":"W6297894","doi":"","title":"Les modèles HJM et LMM revisités","year":2006,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Stochastic processes and financial applications","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; Université du Québec en Outaouais","funders":"","keywords":"Heath–Jarrow–Morton framework; Libor; Computational finance; Black–Scholes model; Mathematical economics; Computer science; Financial engineering; Econometrics; Mathematics; Economics; Financial economics; Statistics; Finance; Interest rate","score_opus":0.07589113432721119,"score_gpt":0.3239048358137313,"score_spread":0.24801370148652013,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6297894","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.049104895,0.0074967486,0.8140291,0.014864486,0.0022872689,0.00010629987,0.0038759133,0.0012045016,0.10703089],"genre_scores_gemma":[0.7016638,0.008666352,0.10972528,0.002668844,0.0035084307,0.0005790078,0.0026193266,0.0006417589,0.16992727],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988802,0.00046171842,0.00004285588,0.0002342539,0.00027720243,0.0001037947],"domain_scores_gemma":[0.9990675,0.00045771245,0.00013636526,0.00014995689,0.00012184585,0.000066668224],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018011582,0.0012544816,0.001078902,0.0009564989,0.0007498719,0.0034866682,0.0017090752,0.0031365363,0.012861943],"category_scores_gemma":[0.00465,0.0005674558,0.0014182255,0.0011465903,0.0015614823,0.0032831703,0.0011914377,0.0037544149,0.0036655662],"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":[0.00004011153,0.000036228972,0.00079163053,0.000106681684,0.00007354583,0.00027233342,0.00015745375,0.078071065,0.00074343017,0.8957408,0.007948263,0.0160186],"study_design_scores_gemma":[0.00006300347,0.000032311807,0.0009164735,0.00006488165,0.000041934793,0.00036936364,0.00009711304,0.4682356,0.00043393386,0.48840922,0.041279204,0.000056940502],"about_ca_topic_score_codex":0.011664598,"about_ca_topic_score_gemma":0.006976509,"teacher_disagreement_score":0.012861943,"about_ca_system_score_codex":0.0018483098,"about_ca_system_score_gemma":0.0011791015,"threshold_uncertainty_score":0.04302746},"labels":[],"label_agreement":null},{"id":"W63032655","doi":"10.1007/978-3-7643-7984-1_22","title":"Financial Applications of Symbolically Generated Compact Finite Difference Formulae","year":2007,"lang":"en","type":"article","venue":"Birkhäuser Basel eBooks","topic":"Stochastic processes and financial applications","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":"Western University","funders":"","keywords":"Compact finite difference; Mathematics; Finite difference method; Partial differential equation; Finite difference; Boundary value problem; Ordinary differential equation; Heat equation; Finite difference methods for option pricing; Finite difference coefficient; Differential equation; Boundary (topology); Mathematical analysis; Applied mathematics; Black–Scholes model; Finite element method; Physics","score_opus":0.02791079841302659,"score_gpt":0.2335295470643739,"score_spread":0.2056187486513473,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W63032655","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.015380525,0.0006777966,0.9682179,0.0004637656,0.00020045356,0.000022825012,0.000058812075,0.00028749843,0.014690364],"genre_scores_gemma":[0.5732491,0.0011762967,0.4115469,0.00020316233,0.00023562815,0.00012398933,0.00014078656,0.00023425424,0.01308981],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994198,0.00016989597,0.000040225,0.000045410903,0.00028815377,0.000036402973],"domain_scores_gemma":[0.9983286,0.0008788701,0.00016412315,0.00027362144,0.00028946053,0.00006532864],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010846417,0.00044768525,0.000501646,0.0010401198,0.00041671115,0.0013993218,0.000786551,0.00085072906,0.004839699],"category_scores_gemma":[0.006311944,0.00022104684,0.0005297945,0.0008990018,0.0017678292,0.0015399731,0.001486299,0.0015027991,0.0006138266],"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":[0.00002138784,0.000027747057,0.00020927897,0.00005450514,0.000009778927,0.00009243368,0.00011116715,0.0724307,0.0029582076,0.88688034,0.000746886,0.03645759],"study_design_scores_gemma":[0.000016506221,0.000024205188,0.00009506186,0.000027247424,0.000005371305,0.000069896036,0.000017211929,0.73318577,0.0024066612,0.25681192,0.007327271,0.00001290563],"about_ca_topic_score_codex":0.0012519611,"about_ca_topic_score_gemma":0.00084973936,"teacher_disagreement_score":0.004839699,"about_ca_system_score_codex":0.00090807304,"about_ca_system_score_gemma":0.0006875601,"threshold_uncertainty_score":0.01619035},"labels":[],"label_agreement":null},{"id":"W645998226","doi":"10.71781/21056","title":"Une méthode d'inférence bayésienne pour les modèles espace-état affines faiblement identifiés appliquée à une stratégie d'arbitrage statistique de la dynamique de la structure à terme des taux d'intérêt","year":2009,"lang":"en","type":"dissertation","venue":"Open MIND","topic":"Stochastic processes and financial applications","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":"Mathematics; Affine transformation; Estimator; Covariance; Point process; Applied mathematics; Statistics; Pure mathematics","score_opus":0.02893927737042689,"score_gpt":0.3048596292413888,"score_spread":0.2759203518709619,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W645998226","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0012510902,0.00014558854,0.9978283,0.00012156875,0.000060680843,0.000021088463,0.000043008564,0.00012698362,0.00040159278],"genre_scores_gemma":[0.06303747,0.0007347083,0.92661875,0.00021783775,0.00025066585,0.00029411222,0.00027216712,0.00020131121,0.008373066],"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9976228,0.0010479887,0.00013638224,0.000538109,0.00054220686,0.00011252453],"domain_scores_gemma":[0.99013066,0.008233083,0.00022484848,0.00046190768,0.0008358462,0.0001137301],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0052937837,0.0014163778,0.001949558,0.0014467563,0.0011596201,0.0031839754,0.0017441906,0.0024819307,0.005468865],"category_scores_gemma":[0.02882884,0.0012613931,0.0020175772,0.0013185523,0.0015123816,0.0023034064,0.0017308549,0.004651139,0.001526699],"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":[0.00034110653,0.00015142235,0.0023791203,0.00033415598,0.0004244423,0.00030977375,0.0006275172,0.2687698,0.0057185995,0.34151646,0.0057695694,0.37365803],"study_design_scores_gemma":[0.000068145426,0.00002902648,0.00034633683,0.0000682967,0.00005736013,0.00009331118,0.00003811255,0.88355964,0.0013382758,0.11013637,0.004227177,0.000037833957],"about_ca_topic_score_codex":0.016460694,"about_ca_topic_score_gemma":0.018298194,"teacher_disagreement_score":0.016460694,"about_ca_system_score_codex":0.001560595,"about_ca_system_score_gemma":0.0034248012,"threshold_uncertainty_score":0.032729745},"labels":[],"label_agreement":null},{"id":"W64731065","doi":"10.1007/0-387-71163-5_2","title":"The Term Structure of Interest Rates in a Hidden Markov Setting","year":2007,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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":"University of Saskatchewan; University of Calgary","funders":"","keywords":"Vasicek model; Short-rate model; Rendleman–Bartter model; Short rate; Yield curve; Interest rate; Markov chain; Martingale (probability theory); Mathematics; Econometrics; Term (time); Randomness; Volatility (finance); Applied mathematics; Economics; Statistics; Finance","score_opus":0.042860064406351574,"score_gpt":0.2471882853361752,"score_spread":0.20432822092982364,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W64731065","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04086534,0.0069133593,0.93329877,0.0033084126,0.00041097717,0.000031571744,0.00033629604,0.00019205277,0.014643135],"genre_scores_gemma":[0.81796616,0.010211357,0.12866244,0.0005897465,0.0015337901,0.00017740295,0.0009170098,0.00032240828,0.039619587],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.998971,0.0004546071,0.00006526055,0.00016177517,0.00026334487,0.00008406227],"domain_scores_gemma":[0.99389714,0.0049909144,0.00038734789,0.00030087397,0.00030183847,0.000121934114],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029157957,0.00086724735,0.00091701065,0.0010033614,0.0005392702,0.0023158577,0.0017089449,0.0025471854,0.0031980218],"category_scores_gemma":[0.011562987,0.0010286483,0.00095472625,0.001668358,0.002283882,0.0049753482,0.0009207333,0.0033243266,0.0008399508],"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":[0.000016062973,0.000011371144,0.0003594585,0.00005516661,0.000019868145,0.00009568631,0.00013301299,0.033426147,0.0005819722,0.95658135,0.0014398643,0.0072800005],"study_design_scores_gemma":[0.000005980194,0.0000071040877,0.00019999151,0.000019911655,0.000010757155,0.00004856416,0.000011283621,0.14426722,0.00013511276,0.8539387,0.001341745,0.0000136154085],"about_ca_topic_score_codex":0.0028089855,"about_ca_topic_score_gemma":0.0020890306,"teacher_disagreement_score":0.0031980218,"about_ca_system_score_codex":0.0014101154,"about_ca_system_score_gemma":0.0010283755,"threshold_uncertainty_score":0.015420377},"labels":[],"label_agreement":null},{"id":"W68491586","doi":"","title":"Mortgage Hedging in Fixed Income Markets","year":2013,"lang":"en","type":"preprint","venue":"London School of Economics and Political Science Research Online (London School of Economics and Political Science)","topic":"Stochastic processes and financial applications","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":"London School of Economics and Political Science","keywords":"Convexity; Economics; Yield curve; Fixed income; Econometrics; Volatility (finance); Bond; Affine term structure model; Yield (engineering); Term (time); Monetary economics; Financial economics; Interest rate; Finance; Physics","score_opus":0.061870475402346324,"score_gpt":0.3439067319719663,"score_spread":0.28203625656962,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W68491586","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.94342023,0.0016477767,0.04964896,0.0011751358,0.00006386842,0.00001848215,0.00015444512,0.00011485402,0.0037561639],"genre_scores_gemma":[0.996031,0.0006418307,0.0015381763,0.000059722617,0.000050821844,0.0000080005575,0.000060540246,0.0000133217745,0.0015966628],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997266,0.00012268648,0.000013372428,0.000052159066,0.000036619123,0.00004866375],"domain_scores_gemma":[0.9965061,0.0021663038,0.0007660759,0.00015235267,0.00013797509,0.00027124002],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001516449,0.00061419763,0.0008180852,0.00066036626,0.0004003946,0.001861481,0.00081561937,0.0016018219,0.0023245688],"category_scores_gemma":[0.010830886,0.00045578904,0.0006404842,0.00064420974,0.0011914837,0.0021735986,0.0008762518,0.0010551547,0.00020548106],"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":[0.00035418686,0.00034531826,0.04019955,0.00020451675,0.00025198754,0.0015926369,0.0005870486,0.63312256,0.0061332504,0.27437103,0.002988201,0.0398497],"study_design_scores_gemma":[0.000066914305,0.000095912685,0.009207649,0.000014855212,0.00003878717,0.000113243106,0.000089235116,0.82146996,0.00048291055,0.1677575,0.0006311298,0.00003185787],"about_ca_topic_score_codex":0.0037313888,"about_ca_topic_score_gemma":0.0019730953,"teacher_disagreement_score":0.0037313888,"about_ca_system_score_codex":0.00068421534,"about_ca_system_score_gemma":0.00040983615,"threshold_uncertainty_score":0.008019805},"labels":[],"label_agreement":null},{"id":"W6905681898","doi":"10.15468/dl.dpce9m","title":"Occurrence Download","year":2025,"lang":"en","type":"dataset","venue":"Global Biodiversity Information Facility","topic":"Stochastic processes and financial applications","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":"Download; Matching (statistics); Range (aeronautics); Identification (biology); Data set","score_opus":0.017267132240602716,"score_gpt":0.2062757335029914,"score_spread":0.18900860126238866,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6905681898","genre_codex":"dataset","genre_gemma":"dataset","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"dataset","genre_consensus":"dataset","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.000051868654,0.000034929566,0.00005491776,0.00004901547,0.000013314341,0.000006048145,0.99860257,0.0004427307,0.00074470264],"genre_scores_gemma":[0.00017867186,0.00003732344,0.00021556999,0.000052770098,0.000003969994,0.00004131612,0.998774,0.00013002139,0.0005662439],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9989831,0.00015012764,0.00012963256,0.00034673943,0.00023080496,0.0001595154],"domain_scores_gemma":[0.9978434,0.0006035498,0.00019855422,0.0005599083,0.0005565761,0.00023798211],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0009239382,0.0019430056,0.0014974303,0.004424161,0.0009793455,0.0025348787,0.0028788613,0.0022089048,0.13428707],"category_scores_gemma":[0.0058196946,0.0007816193,0.0011447769,0.00843364,0.00042121977,0.0021867547,0.002241689,0.0020138102,0.21802633],"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":[0.000025152012,0.000011772738,0.00032482654,0.000389466,0.000011527847,0.000014042848,0.000017638153,0.00012685731,0.000071865274,0.00038751445,0.9973369,0.0012824897],"study_design_scores_gemma":[0.00008065297,0.000008838591,0.001755597,0.00017083535,0.000013169389,0.000042535637,0.000066975794,0.00023787977,0.00017245393,0.0010239662,0.99640936,0.000017682552],"about_ca_topic_score_codex":0.021625526,"about_ca_topic_score_gemma":0.036650278,"teacher_disagreement_score":0.86571294,"about_ca_system_score_codex":0.0016422278,"about_ca_system_score_gemma":0.0022604428,"threshold_uncertainty_score":0.44923502},"labels":[],"label_agreement":null},{"id":"W6908459323","doi":"10.25949/19427135.v1","title":"The Impact of regulatory changes on derivates markets","year":2019,"lang":"en","type":"dissertation","venue":"Figshare","topic":"Stochastic processes and financial applications","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":"Futures contract; Transaction cost; Index (typography); Derivatives market; Price discovery; Empirical evidence; Database transaction; Derivative (finance)","score_opus":0.03310425289231003,"score_gpt":0.2589111412922031,"score_spread":0.22580688839989307,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6908459323","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9385372,0.0015254458,0.0024401278,0.0017971754,0.00013397014,0.00009852992,0.00024520973,0.00009102696,0.055131342],"genre_scores_gemma":[0.995284,0.00051614945,0.00041969202,0.00046786733,0.000085194246,0.000019981526,0.00011085366,0.000011370145,0.0030847793],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9934128,0.0012902959,0.00044201195,0.00073930185,0.0033082205,0.00080744585],"domain_scores_gemma":[0.9714058,0.011752003,0.0108545,0.0016349349,0.003735539,0.0006172525],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004416449,0.00023990934,0.00038914915,0.0010166401,0.0010204576,0.0034261232,0.00087427394,0.0013748916,0.0053738807],"category_scores_gemma":[0.026600337,0.00021897221,0.00080262375,0.0009343352,0.001585392,0.002005701,0.0010120879,0.0017814772,0.0005149976],"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":[0.0013217556,0.0025553205,0.4569785,0.00096049963,0.0005979984,0.0039233575,0.0038327435,0.07132775,0.033987828,0.18224485,0.015475422,0.2267941],"study_design_scores_gemma":[0.00021452231,0.0019308575,0.79427123,0.00033145797,0.0005613058,0.0011483746,0.0063136457,0.039852493,0.028162241,0.02817532,0.09875933,0.00027923755],"about_ca_topic_score_codex":0.009279544,"about_ca_topic_score_gemma":0.0074525937,"teacher_disagreement_score":0.009279544,"about_ca_system_score_codex":0.0020809993,"about_ca_system_score_gemma":0.0029267154,"threshold_uncertainty_score":0.023356676},"labels":[],"label_agreement":null},{"id":"W6926392695","doi":"10.25384/sage.22321423","title":"sj-docx-2-aop-10.1177_10600280231160437 – Supplemental material for Critical Care Pharmacist Attitudes and Perceptions of Neuromuscular Blocker Infusions in ARDS","year":2023,"lang":"en","type":"article","venue":"Sage Journals Data","topic":"Stochastic processes and financial applications","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; University of Toronto","funders":"","keywords":"ARDS; Annals; Pharmacist; Pharmacotherapy; Pharmaceutical care","score_opus":0.07148794981611992,"score_gpt":0.35312264964643675,"score_spread":0.28163469983031686,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6926392695","genre_codex":"dataset","genre_gemma":"dataset","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"dataset","genre_consensus":"dataset","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00047578188,0.00015780512,0.0006290465,0.0015574399,0.000997792,0.00029662426,0.9433667,0.00427616,0.04824266],"genre_scores_gemma":[0.007064789,0.00074682536,0.0038907994,0.002438188,0.0013209353,0.0014288833,0.76444745,0.008512738,0.21014947],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9987888,0.00012701315,0.00016346073,0.00015564129,0.00059904344,0.00016614383],"domain_scores_gemma":[0.97542804,0.01168507,0.0011875599,0.0010565529,0.008988321,0.0016544884],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.001223985,0.0011390059,0.0011054835,0.0037112916,0.0010302244,0.0042655254,0.0020354872,0.0019594755,0.95417416],"category_scores_gemma":[0.02623406,0.0010744863,0.0008620059,0.005148347,0.0003813117,0.0030462444,0.002082064,0.0016144494,0.77842504],"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":[0.000032955653,0.000027290935,0.00017015051,0.00025803855,0.0000023249406,0.000009047511,0.000020524292,0.00002184641,0.000041751686,0.00012430789,0.99381095,0.0054809065],"study_design_scores_gemma":[0.00044210078,0.000079815,0.007934908,0.001079042,0.000017850027,0.00010788624,0.0004021864,0.00031793833,0.00046120022,0.0023759354,0.9867191,0.00006206432],"about_ca_topic_score_codex":0.011775091,"about_ca_topic_score_gemma":0.018542133,"teacher_disagreement_score":0.95417416,"about_ca_system_score_codex":0.0014098074,"about_ca_system_score_gemma":0.0022263583,"threshold_uncertainty_score":0.0653649},"labels":[],"label_agreement":null},{"id":"W6931325513","doi":"10.5281/zenodo.4505372","title":"Figs 24–26 in The first hygropetric Platynectes and its larva from eastern China (Coleoptera: Dytiscidae)","year":2019,"lang":"en","type":"other","venue":"Zenodo (CERN European Organization for Nuclear Research)","topic":"Stochastic processes and financial applications","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":"Laurentian University","funders":"","keywords":"Larva; China; Type locality; Locality; Chine","score_opus":0.031365571779893506,"score_gpt":0.20520389003419082,"score_spread":0.1738383182542973,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6931325513","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.034090284,0.009408927,0.0045717373,0.0011443534,0.004274267,0.001121522,0.08712701,0.0014809541,0.8567809],"genre_scores_gemma":[0.21428183,0.0061198035,0.008973757,0.00094487675,0.0010165423,0.0007708724,0.09747363,0.0006194505,0.66979927],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9999069,0.000009648872,0.000008037491,0.000030214513,0.00002669508,0.00001857001],"domain_scores_gemma":[0.9999058,0.000013163501,0.000025737463,0.00000722005,0.00002674053,0.000021279415],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000059781734,0.00096458395,0.00024899121,0.0023794838,0.00082669,0.00034518066,0.00047630176,0.00038315973,0.1904635],"category_scores_gemma":[0.00019950663,0.00022355531,0.00032588138,0.0020327314,0.0005509878,0.00070806465,0.00047908715,0.00073031854,0.050111752],"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":[0.00025719043,0.000051218,0.012773097,0.00079652574,0.00003936147,0.00065775856,0.000654702,0.00039934565,0.0057781963,0.002527171,0.7451538,0.23091167],"study_design_scores_gemma":[0.000027393498,0.000033173517,0.12827961,0.00013560255,0.00001804654,0.0006502178,0.0003242515,0.00014280298,0.0006603152,0.00056469603,0.8691493,0.000014389313],"about_ca_topic_score_codex":0.021193787,"about_ca_topic_score_gemma":0.056192603,"teacher_disagreement_score":0.1904635,"about_ca_system_score_codex":0.0008594901,"about_ca_system_score_gemma":0.00039212345,"threshold_uncertainty_score":0.6371639},"labels":[],"label_agreement":null},{"id":"W6938865890","doi":"10.60692/gajfj-qnp70","title":"Trajectorial asset models with operational assumptions","year":2019,"lang":"en","type":"article","venue":"Greater South Information System","topic":"Stochastic processes and financial applications","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; York University","funders":"","keywords":"Trajectory; Asset (computer security); Class (philosophy); Observable; Minimax; Portfolio","score_opus":0.03922832102558359,"score_gpt":0.18737625979711123,"score_spread":0.14814793877152765,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6938865890","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.024912307,0.000058287438,0.97308344,0.000113705515,0.0000091499705,0.000024377405,0.00009322038,0.00011243805,0.0015930022],"genre_scores_gemma":[0.69014126,0.00021416867,0.30513567,0.00006600853,0.00004225988,0.0002105194,0.00045640804,0.00009491333,0.0036386861],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992692,0.00028689188,0.000045425626,0.00016052983,0.00015583499,0.00008223769],"domain_scores_gemma":[0.997493,0.0017310064,0.0002895914,0.00019182927,0.00019114884,0.000103349805],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017294193,0.000707127,0.0008954953,0.0007139851,0.00045631893,0.0020161653,0.0015955726,0.0011542657,0.003746472],"category_scores_gemma":[0.008226576,0.00060578407,0.0009595498,0.0008123314,0.0014373241,0.0031266196,0.0016691849,0.0018187974,0.00036686627],"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":[0.00003221084,0.000014021411,0.00043179924,0.000022361277,0.00001072603,0.00005795856,0.00005046237,0.8156734,0.00030886728,0.17733197,0.00019236565,0.005873873],"study_design_scores_gemma":[0.0000027092494,0.000011049358,0.000041034556,0.000003376278,0.0000018610973,0.000007973087,0.0000069050493,0.95392764,0.00011636801,0.04564841,0.00022888026,0.0000037345847],"about_ca_topic_score_codex":0.0031030832,"about_ca_topic_score_gemma":0.0021399609,"teacher_disagreement_score":0.003746472,"about_ca_system_score_codex":0.0016117885,"about_ca_system_score_gemma":0.0010265338,"threshold_uncertainty_score":0.0125332475},"labels":[],"label_agreement":null},{"id":"W6939786017","doi":"10.6084/m9.figshare.21731528","title":"Clinical Practice Guidelines for person-centred handover practices in the emergency department: A scoping review protocol","year":2022,"lang":"en","type":"article","venue":"Figshare","topic":"Stochastic processes and financial applications","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":"Handover; Best practice; Inclusion (mineral); Protocol (science); Systematic review; Clinical Practice; Patient safety; Identification (biology)","score_opus":0.40686218591912154,"score_gpt":0.46624608411536483,"score_spread":0.05938389819624329,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6939786017","genre_codex":"protocol","genre_gemma":"protocol","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"protocol","genre_consensus":"protocol","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0006551458,0.0030999992,0.0043999236,0.0020764594,0.0004394969,0.9809263,0.0055213785,0.00012587919,0.0027554813],"genre_scores_gemma":[0.00067196175,0.002646461,0.012305589,0.00042620912,0.00003413185,0.98177433,0.0014366455,0.00001766441,0.00068698166],"study_design_codex":"systematic_review","study_design_gemma":"systematic_review","domain_scores_codex":[0.8917677,0.0420263,0.047593057,0.0050068325,0.010312858,0.003293278],"domain_scores_gemma":[0.83793885,0.0623133,0.021704033,0.013082472,0.05996332,0.00499809],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.15911518,0.004253254,0.00931332,0.023800315,0.0071191764,0.011630133,0.007246791,0.01221737,0.052279506],"category_scores_gemma":[0.17152143,0.0051887333,0.014516337,0.019616906,0.0052123633,0.011000542,0.010532808,0.010210471,0.018852092],"study_design_candidate":"systematic_review","study_design_consensus":"systematic_review","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0026961875,0.0008599598,0.0021205489,0.61813015,0.0011705948,0.0018565453,0.020350978,0.0024488727,0.0020115264,0.021179594,0.14699614,0.1801788],"study_design_scores_gemma":[0.0043407497,0.00064423046,0.0040395353,0.5745481,0.0014550962,0.00079546537,0.009189359,0.0008437874,0.0012100964,0.014093346,0.3884378,0.00040230225],"about_ca_topic_score_codex":0.0075900527,"about_ca_topic_score_gemma":0.01875874,"teacher_disagreement_score":0.15911518,"about_ca_system_score_codex":0.017202519,"about_ca_system_score_gemma":0.11834388,"threshold_uncertainty_score":0.8414916},"labels":[],"label_agreement":null},{"id":"W6949755961","doi":"10.5281/zenodo.3541268","title":"NPA_ref6199","year":2019,"lang":"en","type":"article","venue":"Zenodo (CERN European Organization for Nuclear Research)","topic":"Stochastic processes and financial applications","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":"Context (archaeology); Set (abstract data type); Identification (biology)","score_opus":0.03355357641496787,"score_gpt":0.21279750497926886,"score_spread":0.179243928564301,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6949755961","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0003941633,0.0037226763,0.0011800582,0.003998006,0.03066034,0.00051964645,0.26048183,0.0042982474,0.6947451],"genre_scores_gemma":[0.0045917137,0.006395045,0.0028034272,0.00314464,0.0056907083,0.0006603844,0.3037778,0.00355202,0.6693842],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99811625,0.00010550393,0.00023573406,0.00029369097,0.00103118,0.000217764],"domain_scores_gemma":[0.99417746,0.0007050126,0.00024842026,0.0006103619,0.0033543326,0.0009044636],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0011337985,0.0020575977,0.0036936302,0.010031303,0.00430346,0.011112493,0.004759148,0.005383498,0.9185776],"category_scores_gemma":[0.0075874454,0.0017341215,0.0021419963,0.013329004,0.0012602834,0.0075773597,0.0042172456,0.0029468113,0.8736264],"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":[0.000041472922,0.000030698,0.00007307791,0.0010100291,0.000011389848,0.000070129434,0.000016614998,0.000046174835,0.00023979269,0.001952638,0.9801072,0.016400866],"study_design_scores_gemma":[0.00003896136,0.0000142579365,0.00059393945,0.0003271485,0.000011374066,0.000098339624,0.000020632535,0.000041415457,0.00021784894,0.0012766926,0.9973406,0.000018665985],"about_ca_topic_score_codex":0.011899823,"about_ca_topic_score_gemma":0.01110649,"teacher_disagreement_score":0.08142239,"about_ca_system_score_codex":0.004493083,"about_ca_system_score_gemma":0.00669581,"threshold_uncertainty_score":0.11613917},"labels":[],"label_agreement":null},{"id":"W6950173928","doi":"10.5281/zenodo.3988538","title":"FX Asian Option Introduction and Valuation Practical Guide","year":2020,"lang":"en","type":"article","venue":"Zenodo (CERN European Organization for Nuclear Research)","topic":"Stochastic processes and financial applications","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":"Asian option; Stochastic game; Valuation (finance); Currency; Option value; Valuation of options; Call option","score_opus":0.07637169427817986,"score_gpt":0.2611670028890309,"score_spread":0.18479530861085103,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6950173928","genre_codex":"other","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00276913,0.013433713,0.27759153,0.0055429903,0.001937692,0.00040495678,0.0068159755,0.004087392,0.6874166],"genre_scores_gemma":[0.04304146,0.024555301,0.24053527,0.0023757587,0.0019534428,0.00069736695,0.009210631,0.0021798632,0.6754509],"study_design_codex":"not_applicable","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99967813,0.000069472415,0.000033617674,0.000043525586,0.00015122422,0.0000240628],"domain_scores_gemma":[0.99952054,0.000137739,0.000026835205,0.00007674434,0.00019629151,0.00004190287],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009410469,0.0011432883,0.0005145393,0.0018161788,0.0005202338,0.0024465641,0.0011325857,0.0015320668,0.14855464],"category_scores_gemma":[0.0021343965,0.0004570061,0.0005105267,0.0020957373,0.0005269882,0.0038742921,0.001013658,0.002410543,0.056334876],"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":[0.00006507761,0.00006580192,0.00029082742,0.00030149522,0.0000068874538,0.0003596617,0.00017483387,0.0052816,0.0011593675,0.328379,0.33680338,0.32711208],"study_design_scores_gemma":[0.000014400605,0.000030906158,0.00023842911,0.00018008167,0.0000028761356,0.00047840714,0.000051324347,0.005456797,0.00044968218,0.10630158,0.88677156,0.000024005894],"about_ca_topic_score_codex":0.0020648176,"about_ca_topic_score_gemma":0.0020687564,"teacher_disagreement_score":0.14855464,"about_ca_system_score_codex":0.0006790341,"about_ca_system_score_gemma":0.00100926,"threshold_uncertainty_score":0.49696475},"labels":[],"label_agreement":null},{"id":"W6958330452","doi":"10.6084/m9.figshare.1569875.v1","title":"Historical and current (2014) locations of Oregon branded skipper, Hesperia colorado oregonia, in British Columbia, Canada.","year":2015,"lang":"en","type":"dataset","venue":"Figshare","topic":"Stochastic processes and financial applications","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":"Current (fluid); Historical record; Data recording; Record keeping; Data collection","score_opus":0.033795231892327825,"score_gpt":0.22171632535931834,"score_spread":0.1879210934669905,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6958330452","genre_codex":"dataset","genre_gemma":"dataset","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"dataset","genre_consensus":"dataset","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00065133336,0.00009011295,0.00003795712,0.000038387043,0.000011780275,0.00000413204,0.99769753,0.00005932209,0.0014093948],"genre_scores_gemma":[0.0032064053,0.00017250358,0.00023781353,0.000024598608,0.0000051490924,0.000024678122,0.99427634,0.000027192835,0.0020253474],"study_design_codex":"not_applicable","study_design_gemma":"observational","domain_scores_codex":[0.999681,0.000014358746,0.000028770824,0.00007572696,0.000109862165,0.00009031277],"domain_scores_gemma":[0.9983432,0.00012177529,0.00016326617,0.0001601338,0.0010420667,0.00016944726],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00029689254,0.0007922314,0.00072050805,0.0032356663,0.0010324867,0.0015243095,0.001460148,0.00057843927,0.019641194],"category_scores_gemma":[0.0023606946,0.0004067522,0.0003916714,0.008883253,0.00034441066,0.0006360008,0.0007897478,0.0009862342,0.013460922],"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":[0.000029400828,0.000009133838,0.007865658,0.00025073637,0.000027366534,0.000031318665,0.00007225699,0.00033029472,0.000044363747,0.0004242407,0.9879545,0.0029606903],"study_design_scores_gemma":[0.000081451544,0.000005008515,0.08038214,0.00041071486,0.00004475209,0.00006721609,0.0005649207,0.00038944953,0.00021993597,0.0004940385,0.91730464,0.00003575789],"about_ca_topic_score_codex":0.912867,"about_ca_topic_score_gemma":0.9655623,"teacher_disagreement_score":0.08713299,"about_ca_system_score_codex":0.004918278,"about_ca_system_score_gemma":0.0091524,"threshold_uncertainty_score":0.1752922},"labels":[],"label_agreement":null},{"id":"W6964289869","doi":"10.24411/9999-017a-2020-10082","title":"Stochastic modelling of financial securities with a systemic risk component","year":2020,"lang":"en","type":"article","venue":"CyberDOI","topic":"Stochastic processes and financial applications","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":"Component (thermodynamics); Systemic risk; Stochastic modelling; Financial market; Financial modeling; Stochastic process","score_opus":0.03267572890738969,"score_gpt":0.18873218918943926,"score_spread":0.15605646028204956,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6964289869","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15227446,0.001507153,0.837107,0.0020669855,0.00022047339,0.000037031466,0.00016332585,0.00017899473,0.006444529],"genre_scores_gemma":[0.97511125,0.0009869776,0.014245064,0.00010211555,0.00022673784,0.000041877054,0.00011175909,0.000056983703,0.00911715],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9990502,0.0004598006,0.000050074435,0.00015721911,0.00018124911,0.00010149869],"domain_scores_gemma":[0.99510264,0.0032039527,0.00087043096,0.00021001567,0.00036165188,0.00025122715],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025116655,0.001088931,0.0012563326,0.0010643328,0.00041532965,0.002950727,0.0014206743,0.0024582762,0.0018948447],"category_scores_gemma":[0.008738806,0.00093875494,0.0011366768,0.0010276913,0.0022696834,0.00325364,0.0013744792,0.0020331251,0.00020470336],"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":[0.00003215631,0.00004695558,0.0011484323,0.00003634514,0.000052435316,0.00013983245,0.00008590371,0.7650337,0.0010845435,0.22860879,0.00050580344,0.0032251396],"study_design_scores_gemma":[0.0000045604907,0.000009537886,0.00023480771,0.000003996004,0.0000072570792,0.000017170209,0.0000075300077,0.9726141,0.00006950958,0.026863333,0.00015984375,0.000008369832],"about_ca_topic_score_codex":0.005499045,"about_ca_topic_score_gemma":0.003911619,"teacher_disagreement_score":0.005499045,"about_ca_system_score_codex":0.0012116977,"about_ca_system_score_gemma":0.0011300957,"threshold_uncertainty_score":0.0132831335},"labels":[],"label_agreement":null},{"id":"W6977322795","doi":"10.6084/m9.figshare.c.6146755.v1","title":"Community engagement in kidney research: Guatemalan experience","year":2022,"lang":"en","type":"other","venue":"Figshare","topic":"Stochastic processes and financial applications","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":"London Health Sciences Centre; Western University","funders":"","keywords":"Likert scale; Community engagement; Set (abstract data type); Consistency (knowledge bases); Public engagement; Empowerment; Qualitative research; Scale (ratio); Relevance (law)","score_opus":0.35322020997044806,"score_gpt":0.3489253137582519,"score_spread":0.004294896212196142,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6977322795","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9611464,0.0019902152,0.0002824691,0.029528327,0.000085543856,0.00013233646,0.00007359179,0.000027193337,0.0067338767],"genre_scores_gemma":[0.99436593,0.00093019137,0.00021192085,0.003471871,0.00002961667,0.00012610135,0.000026867481,0.000011990491,0.0008256052],"study_design_codex":"qualitative","study_design_gemma":"qualitative","domain_scores_codex":[0.98888636,0.007989833,0.00022148235,0.00032361803,0.0005364437,0.0020422162],"domain_scores_gemma":[0.987519,0.004224879,0.0010865682,0.00042122224,0.0007282372,0.0060200705],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007288626,0.00031490115,0.00059800927,0.00087077095,0.016815059,0.0029754895,0.0013601733,0.0018381588,0.0037314207],"category_scores_gemma":[0.011638098,0.00032011146,0.0003674088,0.0019833718,0.008700509,0.002021706,0.014104998,0.0024564702,0.000257939],"study_design_candidate":"qualitative","study_design_consensus":"qualitative","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00015252635,0.00041311298,0.06054188,0.0006232076,0.000032799773,0.0062617837,0.8932527,0.00012838203,0.0013212167,0.0060831895,0.0061924118,0.024996841],"study_design_scores_gemma":[0.000058218262,0.0005461774,0.10927744,0.0009957018,0.000036217,0.0017966252,0.80623746,0.00032780285,0.0003488074,0.0021363732,0.07814386,0.000095357595],"about_ca_topic_score_codex":0.090179965,"about_ca_topic_score_gemma":0.16468622,"teacher_disagreement_score":0.090179965,"about_ca_system_score_codex":0.00887807,"about_ca_system_score_gemma":0.015183693,"threshold_uncertainty_score":0.17931014},"labels":[],"label_agreement":null},{"id":"W6979224441","doi":"","title":"Universal portfolios in continuous time: an approach in pathwise Itô calculus","year":2025,"lang":"en","type":"article","venue":"ArXiv.org","topic":"Stochastic processes and financial applications","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","keywords":"Portfolio; Context (archaeology); Volatility (finance); Constant (computer programming); Stochastic volatility; Process (computing); Realized variance","score_opus":0.021442486299004762,"score_gpt":0.22302156641272472,"score_spread":0.20157908011371994,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6979224441","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.01427078,0.00082349905,0.97567004,0.00039959163,0.00009597834,0.000024838624,0.0000644587,0.000091366135,0.008559533],"genre_scores_gemma":[0.65644914,0.003060095,0.32519844,0.0004775233,0.00064785546,0.0002433177,0.00013466967,0.00018695355,0.013601963],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990404,0.00029386845,0.000052972067,0.00016152249,0.00035593638,0.000095190815],"domain_scores_gemma":[0.99844426,0.00079617096,0.00018062149,0.00023154778,0.00021857869,0.00012885068],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023940268,0.0008179129,0.00092646165,0.0015793948,0.00053615065,0.0019893725,0.0012977318,0.0010168323,0.002671688],"category_scores_gemma":[0.0056198444,0.00038330458,0.0013903116,0.0014373153,0.0020368912,0.0038020625,0.0017507516,0.0020981878,0.0003578936],"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":[0.0000030394908,0.0000092949795,0.00011853338,0.00001649396,0.000009158357,0.00004296152,0.00005039278,0.008560721,0.00041175817,0.9868067,0.00020688484,0.0037640654],"study_design_scores_gemma":[0.0000054452285,0.000026235666,0.00013261732,0.00001535034,0.000010531367,0.0000620025,0.000014589319,0.14613076,0.00031507295,0.85032606,0.0029478979,0.000013315308],"about_ca_topic_score_codex":0.0011567043,"about_ca_topic_score_gemma":0.00082632416,"teacher_disagreement_score":0.002671688,"about_ca_system_score_codex":0.0012828588,"about_ca_system_score_gemma":0.0009965929,"threshold_uncertainty_score":0.012660921},"labels":[],"label_agreement":null},{"id":"W6979284524","doi":"","title":"An Existence Result for a Stochastic Stefan Problem With Mushy Region and Turbulent Transport Noise","year":2025,"lang":"en","type":"article","venue":"ArXiv.org","topic":"Stochastic processes and financial applications","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; European Regional Development Fund; Région Normandie; European Commission","keywords":"Turbulence; Stefan problem; Work (physics); Martingale (probability theory); Noise (video); Space (punctuation)","score_opus":0.03652699677639692,"score_gpt":0.24001800552475958,"score_spread":0.20349100874836265,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6979284524","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.065829396,0.002379457,0.90233433,0.0044086147,0.0003500982,0.000105126266,0.00022341973,0.00016819923,0.024201317],"genre_scores_gemma":[0.8416931,0.0032595885,0.1239139,0.001119321,0.00094000314,0.00034932414,0.00044916946,0.00027611604,0.027999565],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99907327,0.00040511996,0.000050234532,0.00017043742,0.00015961869,0.0001413035],"domain_scores_gemma":[0.99385417,0.003823217,0.0008170267,0.00017822109,0.0006559686,0.00067141274],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030583283,0.0016204163,0.0013909752,0.0018256946,0.0012435812,0.0025691995,0.0013835318,0.0027965698,0.005181251],"category_scores_gemma":[0.011481449,0.00076262816,0.0023709317,0.00081879494,0.00483372,0.0041493243,0.004214783,0.003455349,0.0005261174],"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":[0.00008255437,0.00003841662,0.00072155544,0.0002819354,0.00006121997,0.000271808,0.00017330074,0.04802753,0.0035375492,0.94100773,0.0025562826,0.0032401495],"study_design_scores_gemma":[0.00005532774,0.00007108397,0.00070121046,0.000095367555,0.00004488536,0.00030015231,0.0001790693,0.5619727,0.0013291638,0.4316701,0.0035152324,0.00006571779],"about_ca_topic_score_codex":0.0028248013,"about_ca_topic_score_gemma":0.0013113312,"teacher_disagreement_score":0.005181251,"about_ca_system_score_codex":0.0016185889,"about_ca_system_score_gemma":0.0024523023,"threshold_uncertainty_score":0.01733303},"labels":[],"label_agreement":null},{"id":"W6979306717","doi":"","title":"Deep Hedging with Options Using the Implied Volatility Surface","year":2025,"lang":"en","type":"article","venue":"ArXiv.org","topic":"Stochastic processes and financial applications","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; HEC Montréal","keywords":"Implied volatility; Volatility (finance); Range (aeronautics); Volatility smile; Index (typography); Transaction cost; Database transaction; Market neutral; Set (abstract data type)","score_opus":0.047542365219678376,"score_gpt":0.2541994787320198,"score_spread":0.20665711351234145,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6979306717","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.060478378,0.00024970752,0.93739164,0.00019948902,0.000029642968,0.000019451089,0.00006305556,0.00022836548,0.0013404181],"genre_scores_gemma":[0.89910805,0.00027766722,0.0982421,0.000093798306,0.00005139081,0.00003601307,0.00016348685,0.00006308807,0.0019644215],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99971145,0.000107982254,0.00001780964,0.000049072194,0.00008172519,0.00003190093],"domain_scores_gemma":[0.9988543,0.0007013444,0.0001295632,0.00015629319,0.00008996037,0.00006850812],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014675116,0.0006704831,0.0007648851,0.00048189124,0.00023138641,0.001632953,0.0010504419,0.0011074571,0.0017600736],"category_scores_gemma":[0.004221517,0.00051414047,0.00073856156,0.0004751092,0.0007033156,0.0022289136,0.001258106,0.0015600319,0.0002315773],"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":[0.000039470804,0.000023002991,0.001366013,0.000020651372,0.00004037193,0.00008505464,0.00004318127,0.95000136,0.001489065,0.02713686,0.00025040063,0.019504612],"study_design_scores_gemma":[0.0000028177246,0.0000071917448,0.000070986134,0.000002002677,0.0000021741714,0.0000074002205,0.0000018948944,0.9896544,0.00016605342,0.009974771,0.00010704428,0.0000032071675],"about_ca_topic_score_codex":0.001427689,"about_ca_topic_score_gemma":0.0012915239,"teacher_disagreement_score":0.0017600736,"about_ca_system_score_codex":0.00041985555,"about_ca_system_score_gemma":0.00052551646,"threshold_uncertainty_score":0.007761061},"labels":[],"label_agreement":null},{"id":"W6983183343","doi":"","title":"A linear model for the term structure of interest rates /","year":2000,"lang":"en","type":"dissertation","venue":"eScholarship@McGill (McGill)","topic":"Stochastic processes and financial applications","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; Bond valuation; Bond; Interest rate; Affine term structure model; Term (time); Affine transformation; Arbitrage","score_opus":0.04685567767117965,"score_gpt":0.2586390341539879,"score_spread":0.21178335648280827,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6983183343","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.034864765,0.002465769,0.9201955,0.003988615,0.00042103205,0.00034447073,0.009538011,0.0019004886,0.026281357],"genre_scores_gemma":[0.6081212,0.0040414114,0.17129539,0.0013511012,0.00094839354,0.0019153382,0.010861432,0.0007108846,0.20075487],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983658,0.00052793097,0.00008511943,0.00053707603,0.0002905702,0.00019352365],"domain_scores_gemma":[0.998458,0.00070432614,0.00037815433,0.00018128734,0.00022692211,0.000051239786],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029628119,0.0018302691,0.0012728384,0.0014999063,0.0005308874,0.0030751957,0.0032612279,0.0029154215,0.022791184],"category_scores_gemma":[0.0044451584,0.0010866688,0.002099702,0.0024836785,0.0010009153,0.0034559204,0.0009913344,0.0036351406,0.014014975],"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":[0.00022837025,0.0003599279,0.007970125,0.00038618548,0.00024592585,0.00070148235,0.00039653323,0.48836076,0.0036927701,0.39423016,0.017653637,0.085774094],"study_design_scores_gemma":[0.000073780975,0.00016264038,0.0026157892,0.000055641307,0.00009161006,0.0003819708,0.00005378949,0.88625216,0.0005876061,0.085608564,0.024043255,0.000073254436],"about_ca_topic_score_codex":0.013192557,"about_ca_topic_score_gemma":0.0101268785,"teacher_disagreement_score":0.022791184,"about_ca_system_score_codex":0.0019156474,"about_ca_system_score_gemma":0.0015441123,"threshold_uncertainty_score":0.076244056},"labels":[],"label_agreement":null},{"id":"W6987104398","doi":"","title":"Search for correlations between the arrival directions of IceCube neutrino events and ultrahigh-energy cosmic rays detected by the Pierre Auger Observatory and the Telescope Array","year":2016,"lang":"en","type":"article","venue":"LA Referencia (Red Federada de Repositorios Institucionales de Publicaciones Científicas)","topic":"Stochastic processes and financial applications","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":"Pierre Auger Observatory; Neutrino; Observatory; Research program; Research council; Engineering research; Christian ministry; Research center; Scientific instrument","score_opus":0.02480284711646592,"score_gpt":0.22566671945204966,"score_spread":0.20086387233558375,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6987104398","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9886586,0.00019782854,0.0017249926,0.00022024248,0.000032684682,0.000020608386,0.006373277,0.000115735886,0.0026560372],"genre_scores_gemma":[0.98480266,0.00012506796,0.0022338107,0.000072668474,0.00006175674,0.000038335573,0.011708154,0.00007012058,0.00088756223],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99931824,0.00019074584,0.000030222023,0.0002360312,0.000107354615,0.0001173489],"domain_scores_gemma":[0.99209386,0.004052087,0.0019662564,0.00062597985,0.00046170445,0.0008000131],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020655724,0.00041888672,0.0004554426,0.0017496428,0.00039519524,0.0012309976,0.00074736535,0.0006066247,0.0026772448],"category_scores_gemma":[0.006292582,0.00027942186,0.0005256199,0.00240609,0.00030657407,0.000555959,0.00072805426,0.0006780713,0.00063471013],"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":[0.00040083245,0.00007007532,0.98977125,0.000016831138,0.00020852982,0.00010720272,0.0000702219,0.0010183908,0.0015151196,0.00047135807,0.0017033867,0.00464681],"study_design_scores_gemma":[0.000055354187,0.00012569843,0.9852813,0.00002437321,0.00012463426,0.00015692026,0.00024876514,0.010393327,0.0011020475,0.00061989937,0.0018487037,0.000018993593],"about_ca_topic_score_codex":0.0067382716,"about_ca_topic_score_gemma":0.011854271,"teacher_disagreement_score":0.0067382716,"about_ca_system_score_codex":0.00040245493,"about_ca_system_score_gemma":0.0008538829,"threshold_uncertainty_score":0.013398111},"labels":[],"label_agreement":null},{"id":"W6989720519","doi":"","title":"Bourse de Montréal Inc. (via Public) / Position Limits, Stock and Trust Unit Options, Exchange Traded Fund Unit Options, Sector Index Options, Index Options, Currency Options","year":2017,"lang":"en","type":"other","venue":"","topic":"Stochastic processes and financial applications","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":"Index (typography); Currency; Position (finance); Unit of account; Stock exchange; Stock market index; Unit (ring theory)","score_opus":0.06683193579186308,"score_gpt":0.26563891144482954,"score_spread":0.19880697565296646,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6989720519","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0010352059,0.00532697,0.0052896803,0.0023244615,0.00042721166,0.000041829768,0.011962243,0.0037051085,0.96988726],"genre_scores_gemma":[0.008882649,0.0036875382,0.0027911274,0.00018580996,0.00018305401,0.000035792433,0.0033091952,0.001499534,0.9794254],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99921393,0.000061251674,0.000029941526,0.0001770712,0.000414708,0.00010300762],"domain_scores_gemma":[0.99814403,0.00033408467,0.00017620983,0.00028384753,0.00067242637,0.00038943617],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0007388551,0.0014447386,0.0008145366,0.0028358474,0.0012121947,0.0059261653,0.0012091795,0.0017207937,0.68613744],"category_scores_gemma":[0.0035019722,0.0006175499,0.0005257384,0.0035085797,0.0010751601,0.0031595358,0.0016965057,0.0016920713,0.38300124],"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":[0.00005950464,0.00004712608,0.00074244064,0.00022845618,0.000011353377,0.00012919636,0.00008020453,0.0008436133,0.00046932037,0.041877788,0.7289126,0.22659844],"study_design_scores_gemma":[0.000017298305,0.000010447132,0.0011195741,0.00018961303,0.0000038971534,0.00007350487,0.000044245666,0.000793552,0.0005041858,0.0100158,0.98721075,0.000017173283],"about_ca_topic_score_codex":0.14647159,"about_ca_topic_score_gemma":0.23329446,"teacher_disagreement_score":0.8535284,"about_ca_system_score_codex":0.004002929,"about_ca_system_score_gemma":0.0054203765,"threshold_uncertainty_score":0.44768685},"labels":[],"label_agreement":null},{"id":"W6992934921","doi":"","title":"A New Approach to the Computation of First Passage Time Distribution for Brownian Motion","year":2014,"lang":"en","type":"dissertation","venue":"Mspace (University of Manitoba)","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"China Scholarship Council","keywords":"Nucleofection; Gestational period; TSG101; Dysgeusia; Diafiltration; Articular cartilage damage; Liquation; Proteogenomics; Emperipolesis","score_opus":0.018188487943259266,"score_gpt":0.18868845297911627,"score_spread":0.17049996503585702,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6992934921","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0024492117,0.00012860037,0.9955758,0.000090364476,0.00008360911,0.000024465617,0.000021337826,0.000090116104,0.0015365432],"genre_scores_gemma":[0.10588819,0.0008331576,0.8857672,0.00024621753,0.00033912042,0.00030324692,0.00015074994,0.00038062554,0.0060913595],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999126,0.00021812697,0.00006188869,0.00015212026,0.00038012647,0.00006160274],"domain_scores_gemma":[0.9975854,0.0014461322,0.00013791655,0.00029635656,0.00040617932,0.0001279628],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017852759,0.0007945411,0.001121865,0.0021745772,0.0010118565,0.0018029662,0.0020583214,0.001464483,0.003420748],"category_scores_gemma":[0.008894923,0.00061187864,0.001588893,0.0013973323,0.0017453692,0.0033926133,0.002035064,0.0032497207,0.0010382348],"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":[0.000034715238,0.00009088349,0.00079082756,0.00015619572,0.000059425078,0.00021757178,0.0002463329,0.243958,0.0069811097,0.6963696,0.0019550617,0.04914021],"study_design_scores_gemma":[0.000013614669,0.00001703599,0.00012343195,0.000020189607,0.000008371517,0.000080292666,0.0000133333215,0.89154685,0.0010056618,0.10290345,0.0042498587,0.000017986864],"about_ca_topic_score_codex":0.0026235587,"about_ca_topic_score_gemma":0.001752345,"teacher_disagreement_score":0.003420748,"about_ca_system_score_codex":0.0011429405,"about_ca_system_score_gemma":0.0015684569,"threshold_uncertainty_score":0.011443496},"labels":[],"label_agreement":null},{"id":"W6993976869","doi":"","title":"Willow tree","year":2009,"lang":"en","type":"article","venue":"cIRcle (University of British Columbia)","topic":"Stochastic processes and financial applications","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; University of British Columbia","funders":"","keywords":"Willow; Tree (set theory); Salicaceae","score_opus":0.0109907764100759,"score_gpt":0.15939368317357852,"score_spread":0.14840290676350262,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6993976869","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0046974528,0.0009013611,0.96172523,0.0006736814,0.00040067369,0.00020231584,0.0012695624,0.007821988,0.022307731],"genre_scores_gemma":[0.046165075,0.0009552346,0.92688197,0.0005481163,0.0001384827,0.00024231941,0.00398374,0.0024065995,0.018678525],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.9989716,0.00020546158,0.00006408935,0.00017238963,0.00041693056,0.00016961664],"domain_scores_gemma":[0.9985464,0.000488798,0.00009141703,0.00038146175,0.00034661626,0.0001452645],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001028565,0.00069308275,0.0008078615,0.0014064742,0.001175275,0.0024609282,0.0025155426,0.0011943937,0.035224747],"category_scores_gemma":[0.0048244395,0.00056974386,0.0013551965,0.0018383283,0.00060132536,0.0031997778,0.002507404,0.0014435482,0.012678538],"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":[0.00032826557,0.00018938683,0.0014806696,0.0003672389,0.00012822429,0.00025532173,0.00021980115,0.04908534,0.003216742,0.15061402,0.1608798,0.6332351],"study_design_scores_gemma":[0.00016013547,0.00016338172,0.00046582156,0.0001338721,0.000075164586,0.0005745467,0.00010782222,0.44353756,0.005489766,0.21883872,0.3303826,0.000070633294],"about_ca_topic_score_codex":0.0032895992,"about_ca_topic_score_gemma":0.006739753,"teacher_disagreement_score":0.035224747,"about_ca_system_score_codex":0.00071623106,"about_ca_system_score_gemma":0.0018123446,"threshold_uncertainty_score":0.1178385},"labels":[],"label_agreement":null},{"id":"W6996166290","doi":"","title":"Quadratic Hedging in a Non-causal AR(1) Model","year":2023,"lang":"en","type":"dissertation","venue":"Spectrum Research Repository (Concordia University)","topic":"Stochastic processes and financial applications","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":"Nucleofection; Gestational period; TSG101; Diafiltration; Dysgeusia; Liquation; Triacetin; Emperipolesis; Demotion","score_opus":0.04592334810489514,"score_gpt":0.2771448128332657,"score_spread":0.23122146472837057,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W6996166290","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3049978,0.0012218229,0.67354643,0.0017922675,0.00014923382,0.000071212824,0.00027598836,0.00018219568,0.017763022],"genre_scores_gemma":[0.9614068,0.00075067364,0.015785236,0.00016842344,0.0001005127,0.000040779625,0.0001665659,0.00003802116,0.021542998],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993968,0.00021770949,0.000032982636,0.0001489007,0.000112404836,0.00009117817],"domain_scores_gemma":[0.99729556,0.0019398407,0.00033632442,0.000120570825,0.0001823987,0.00012537908],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002276412,0.0008314771,0.0010860312,0.00052097614,0.0003556986,0.0018278187,0.0011904723,0.001706447,0.005489751],"category_scores_gemma":[0.00649887,0.00051513605,0.0009513788,0.00059453124,0.0013041538,0.0021281515,0.001218661,0.0019676427,0.0003327064],"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":[0.00010400162,0.00009165987,0.0022042808,0.00011078118,0.00007450459,0.0004949454,0.0002115746,0.57612795,0.0017605628,0.4048834,0.001336856,0.012599529],"study_design_scores_gemma":[0.000017393062,0.000046655972,0.00052106834,0.000008077879,0.000018025275,0.00004990679,0.000021698264,0.9512112,0.00009882996,0.04751413,0.0004766408,0.000016329766],"about_ca_topic_score_codex":0.0058614165,"about_ca_topic_score_gemma":0.0032511095,"teacher_disagreement_score":0.0058614165,"about_ca_system_score_codex":0.0007995139,"about_ca_system_score_gemma":0.00080945,"threshold_uncertainty_score":0.018365026},"labels":[],"label_agreement":null},{"id":"W7001086858","doi":"","title":"Implementation of a PC-Based Event Filter","year":2002,"lang":"en","type":"other","venue":"CERN Document Server (European Organization for Nuclear Research)","topic":"Stochastic processes and financial applications","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":"Dataflow; Filter (signal processing); Event (particle physics); Software; Interface (matter); Complex event processing; Dataflow architecture","score_opus":0.03840524509323355,"score_gpt":0.2725212746707912,"score_spread":0.23411602957755762,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7001086858","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.006433492,0.00008664503,0.9111108,0.00014257341,0.00016646819,0.00033633012,0.0005213487,0.06584076,0.015361533],"genre_scores_gemma":[0.29937428,0.00032694812,0.6239225,0.0007485823,0.00024788445,0.0006869528,0.0038074108,0.009268947,0.06161647],"study_design_codex":"design_other","study_design_gemma":"bench_or_experimental","domain_scores_codex":[0.997612,0.00024099844,0.00021320189,0.0004637651,0.0012155707,0.00025443442],"domain_scores_gemma":[0.9974317,0.0006228854,0.00010415159,0.00074300496,0.00092295255,0.00017527952],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019216312,0.0008107847,0.0008386372,0.0010970723,0.00066332927,0.003013995,0.0023528074,0.0009302855,0.026729254],"category_scores_gemma":[0.0043309983,0.0004982302,0.0005688393,0.00087841484,0.00050723995,0.0017341403,0.0010596733,0.00152608,0.0108956145],"study_design_candidate":"bench_or_experimental","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.003271039,0.0008436797,0.0067562764,0.00054720335,0.00027449563,0.0011469661,0.000983739,0.04381501,0.06221947,0.099067934,0.10688693,0.6741873],"study_design_scores_gemma":[0.00047724,0.00038744652,0.0018295648,0.00007839659,0.00016681866,0.00068122114,0.00009766938,0.41249788,0.15625082,0.01959016,0.40774935,0.00019337835],"about_ca_topic_score_codex":0.005154407,"about_ca_topic_score_gemma":0.0022030638,"teacher_disagreement_score":0.026729254,"about_ca_system_score_codex":0.0012888225,"about_ca_system_score_gemma":0.0020882813,"threshold_uncertainty_score":0.08941829},"labels":[],"label_agreement":null},{"id":"W7015571514","doi":"","title":"Temporal Price Relation between Stock and Option Markets and A Bias of Implied Volatility in Option Price","year":2008,"lang":"en","type":"article","venue":"Illinois Digital Environment for Access to Learning and Scholarship (University of Illinois at Urbana-Champaign)","topic":"Stochastic processes and financial applications","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":"Nucleofection; Gestational period; Dysgeusia; Fusible alloy; Hyporeflexia; TSG101; Liquation; Hemopericardium; Diafiltration","score_opus":0.053668294837114064,"score_gpt":0.224559643925291,"score_spread":0.17089134908817694,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7015571514","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96162957,0.00048016472,0.03305542,0.0004072234,0.000036552,0.000015979447,0.00031369668,0.00006661552,0.0039947913],"genre_scores_gemma":[0.9949138,0.0001502954,0.003949003,0.00005948696,0.00004684202,0.000011304267,0.00025225925,0.000015974962,0.0006009887],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99891365,0.00030158047,0.00010583158,0.00023215268,0.0003680909,0.0000787263],"domain_scores_gemma":[0.9653096,0.02339956,0.007045288,0.0025135356,0.0013930779,0.00033898428],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0037518365,0.00016507757,0.0002749224,0.00057047885,0.00022210611,0.0011666046,0.00040565556,0.00050608115,0.002760711],"category_scores_gemma":[0.04805379,0.0001792772,0.00031406226,0.0008171114,0.0005528542,0.0013591762,0.00067506364,0.0009081755,0.00026572513],"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":[0.00055701303,0.00013534307,0.80769974,0.00011240062,0.00027570358,0.00083408254,0.0009783386,0.023361575,0.016558126,0.087722346,0.0012250262,0.06054019],"study_design_scores_gemma":[0.000040064046,0.00017812112,0.6439129,0.00005498431,0.00014634737,0.0015581427,0.00024214308,0.26005995,0.009663461,0.0817597,0.002294543,0.00008958722],"about_ca_topic_score_codex":0.0013588882,"about_ca_topic_score_gemma":0.0024034816,"teacher_disagreement_score":0.0037518365,"about_ca_system_score_codex":0.00040875422,"about_ca_system_score_gemma":0.00032457817,"threshold_uncertainty_score":0.01984179},"labels":[],"label_agreement":null},{"id":"W7018859601","doi":"","title":"Erratum:\"Equivalence of Volterra processes\" (Stochastic Process. Appl. (2003) vol. 107 (327-350) 10.1016/S0304-4149(03)00088-7)","year":2005,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Toronto Metropolitan University","funders":"","keywords":"Calculus (dental); Control theory (sociology); Stability (learning theory); Set (abstract data type)","score_opus":0.023045063152603296,"score_gpt":0.22845600482743242,"score_spread":0.20541094167482912,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7018859601","genre_codex":"editorial","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0008771672,0.0040312037,0.006228319,0.07013233,0.8989529,0.000050215618,0.0014291293,0.00045218156,0.017846407],"genre_scores_gemma":[0.048654936,0.022739427,0.025894651,0.107020676,0.24123773,0.00034506895,0.0070710196,0.0025939723,0.54444253],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9976803,0.00041452152,0.00043462866,0.00033793016,0.0009859632,0.00014662402],"domain_scores_gemma":[0.98836446,0.0033053705,0.00043975646,0.00077822246,0.006802108,0.0003100758],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024117772,0.001577341,0.00155215,0.0023054597,0.0027106327,0.0029301264,0.002427773,0.004045827,0.06886818],"category_scores_gemma":[0.034025714,0.0007519449,0.0013871493,0.002403221,0.0016147677,0.003974521,0.0019189443,0.005873474,0.03981344],"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":[0.00007437498,0.00001662375,0.00013564009,0.00021671834,0.000020133968,0.00018648185,0.00006254346,0.00011937911,0.00013232196,0.010060618,0.9726006,0.016374642],"study_design_scores_gemma":[0.00006337935,0.000070806935,0.0012899459,0.0005145013,0.0000643433,0.0006851563,0.00015701777,0.0010686468,0.00077590416,0.016905328,0.9783416,0.00006345047],"about_ca_topic_score_codex":0.006275782,"about_ca_topic_score_gemma":0.0062131053,"teacher_disagreement_score":0.06886818,"about_ca_system_score_codex":0.0019222888,"about_ca_system_score_gemma":0.001946294,"threshold_uncertainty_score":0.23038703},"labels":[],"label_agreement":null},{"id":"W7021277645","doi":"","title":"More Rapid Wear of Bands on Common Goldeneye Than on White-winged Scoter","year":2024,"lang":"en","type":"article","venue":"Digital Commons - University of South Florida (University of South Florida)","topic":"Stochastic processes and financial applications","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":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Context (archaeology); Natural (archaeology); Dingo; Deposition (geology)","score_opus":0.021831288209580954,"score_gpt":0.18605088170062345,"score_spread":0.16421959349104248,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7021277645","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9995635,0.000044319877,0.000027010934,0.0000025225588,0.0000022786269,0.0000014845845,0.000071674884,0.0000018122689,0.00028539912],"genre_scores_gemma":[0.99902546,0.000044933844,0.00011439821,0.000009771088,0.0000036635013,0.0000017460668,0.00018943763,0.0000029129894,0.0006077164],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99979943,0.000024948802,0.000015446232,0.000056051304,0.000060321578,0.000043830965],"domain_scores_gemma":[0.99935895,0.000087640154,0.00030337652,0.00004996958,0.00007603649,0.00012405805],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00022052476,0.00031413833,0.00017408609,0.0009617882,0.00028582625,0.0003143681,0.00015213076,0.00018828295,0.001723174],"category_scores_gemma":[0.00064114714,0.00021571195,0.0002907094,0.00020835537,0.0003256916,0.00019837136,0.0003133173,0.00021378114,0.0003458755],"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":[0.00045050937,0.0000385152,0.9162374,0.00003914281,0.000093686016,0.0005362394,0.00042472937,0.00006716523,0.07627707,0.000020161699,0.00015605976,0.005659247],"study_design_scores_gemma":[8.684831e-7,0.000054800934,0.99872345,0.0000017044922,0.000004150704,0.00012999051,0.00005725179,0.000014995663,0.00095010764,0.0000016531334,0.00005951706,0.0000014823836],"about_ca_topic_score_codex":0.008231943,"about_ca_topic_score_gemma":0.042540085,"teacher_disagreement_score":0.008231943,"about_ca_system_score_codex":0.00024977775,"about_ca_system_score_gemma":0.000085623906,"threshold_uncertainty_score":0.016368032},"labels":[],"label_agreement":null},{"id":"W7022473248","doi":"","title":"İktisad tarihi","year":2020,"lang":"tr","type":"book","venue":"Dspace Repository (Marmara Üniversitesi)","topic":"Stochastic processes and financial applications","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":"Period (music); Work (physics); Quarter (Canadian coin)","score_opus":0.01757884902450682,"score_gpt":0.18767529940345973,"score_spread":0.1700964503789529,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7022473248","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0022332177,0.024837602,0.0029674477,0.0055578556,0.0051205023,0.000050382183,0.0014608324,0.00064794655,0.95712423],"genre_scores_gemma":[0.020097947,0.014972818,0.0018397677,0.0009267874,0.0008858931,0.000041859897,0.001476138,0.0003606961,0.95939803],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9995813,0.000049936625,0.000028209217,0.00008877834,0.00016933217,0.00008244448],"domain_scores_gemma":[0.9995726,0.00009137284,0.000030450077,0.00005685656,0.00017456475,0.00007417303],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00050513004,0.0008937777,0.00057520135,0.0013358454,0.0014228122,0.006349262,0.00068399595,0.0013009878,0.24554098],"category_scores_gemma":[0.0012303337,0.00032483728,0.0004616186,0.0016093602,0.0011084419,0.0036446932,0.0017746869,0.0021923324,0.11455787],"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":[0.00011117529,0.000050375987,0.0004784781,0.00054693385,0.0000131956895,0.0002496518,0.0011072148,0.00034820446,0.00078987447,0.10462869,0.6699856,0.22169064],"study_design_scores_gemma":[0.0000037495254,0.000011693897,0.0004262814,0.00015273209,0.0000048198517,0.00019856992,0.00033577823,0.00008599156,0.00022761703,0.004722183,0.9938241,0.0000064697942],"about_ca_topic_score_codex":0.004388616,"about_ca_topic_score_gemma":0.005969347,"teacher_disagreement_score":0.24554098,"about_ca_system_score_codex":0.0020492785,"about_ca_system_score_gemma":0.0021158564,"threshold_uncertainty_score":0.8214164},"labels":[],"label_agreement":null},{"id":"W7023712788","doi":"","title":"Patterns, risk factors and characteristics of reported and perceived foot-and-mouth disease (FMD) in Uganda","year":2010,"lang":"en","type":"article","venue":"Deakin Research Online (Deakin University)","topic":"Stochastic processes and financial applications","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 Food Inspection Agency","funders":"","keywords":"Outbreak; Disease; Confidence interval; Epidemiology; Risk factor; Relative risk","score_opus":0.04886086965911517,"score_gpt":0.27925581244851716,"score_spread":0.23039494278940198,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7023712788","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9997106,0.00015318932,0.000020049274,0.0000151388085,5.0603893e-7,0.0000023294224,0.000044294073,4.3514297e-7,0.000053439857],"genre_scores_gemma":[0.99968946,0.00015699312,0.000057940735,0.000004998689,0.0000011468699,0.000005311302,0.000049914317,3.2238322e-7,0.000033786924],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9991844,0.00035598228,0.00013153533,0.000109907334,0.00010634354,0.00011178652],"domain_scores_gemma":[0.9967656,0.0005976351,0.00214161,0.00009363351,0.00016274766,0.000238816],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009725513,0.0002147421,0.00029896066,0.0013022232,0.00039460306,0.0006672149,0.00030781966,0.00029070303,0.0005374249],"category_scores_gemma":[0.00531956,0.00042109034,0.00014746649,0.0015385374,0.0006701068,0.0005467836,0.0008164397,0.00032619343,0.00009302343],"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":[0.000029096842,0.000016282871,0.99750984,0.000018376366,0.000012634686,0.00010116771,0.0008073028,0.0000427514,0.00008452169,0.000014213555,0.000033726767,0.0013299596],"study_design_scores_gemma":[0.0000019954546,0.000063003856,0.9979632,0.000017537719,0.0000048223164,0.0002519462,0.0014690498,0.000092990216,0.000023675977,0.000017534774,0.00008993859,0.0000044514486],"about_ca_topic_score_codex":0.00663893,"about_ca_topic_score_gemma":0.008721594,"teacher_disagreement_score":0.00663893,"about_ca_system_score_codex":0.00046920413,"about_ca_system_score_gemma":0.0002703665,"threshold_uncertainty_score":0.013200581},"labels":[],"label_agreement":null},{"id":"W7023823662","doi":"","title":"Perturbateurs endocriniens dans une station de traitement biologique de lixiviat d'un site d'enfouissement sanitaire : cas du bisphénol-A","year":2016,"lang":"fr","type":"other","venue":"Knowledge UdeS (Institutional Deposit of the University of Sherbrooke)","topic":"Stochastic processes and financial applications","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":"Fluorescent labelling; Biological effect; Aquatic environment; Animal waste","score_opus":0.009043991399792454,"score_gpt":0.19403328369833148,"score_spread":0.18498929229853903,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7023823662","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.993753,0.00075811375,0.0027554443,0.0001380966,0.000038356306,0.000038883754,0.0005213451,0.00006691175,0.0019299146],"genre_scores_gemma":[0.97578466,0.00088168273,0.005446674,0.0001736802,0.000008374826,0.00009068444,0.0008056751,0.00003946558,0.01676901],"study_design_codex":"bench_or_experimental","study_design_gemma":"observational","domain_scores_codex":[0.9996965,0.00003553252,0.0000188574,0.00009701464,0.00010901368,0.00004311256],"domain_scores_gemma":[0.9997657,0.00004424382,0.00006041263,0.000016654418,0.00008425673,0.000028700417],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00023259435,0.0003393078,0.00040634428,0.0002420117,0.00044530755,0.0007373407,0.00037208677,0.00060780765,0.002189068],"category_scores_gemma":[0.00023643093,0.00021817528,0.00038796567,0.00029674964,0.00030656412,0.00032392837,0.000346721,0.0004604652,0.00043316899],"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":[0.0002812097,0.000041780717,0.0028860744,0.00008411195,0.000014964797,0.000099671495,0.00009369328,0.00030101833,0.9928559,0.000054328615,0.000063962216,0.0032232956],"study_design_scores_gemma":[0.000018609475,0.0012004953,0.039443623,0.00001787469,0.000057850684,0.00018304467,0.00044595046,0.0027021423,0.9471317,0.00012890228,0.008637271,0.000032571254],"about_ca_topic_score_codex":0.010508881,"about_ca_topic_score_gemma":0.012772149,"teacher_disagreement_score":0.010508881,"about_ca_system_score_codex":0.00078025484,"about_ca_system_score_gemma":0.00052285835,"threshold_uncertainty_score":0.020895481},"labels":[],"label_agreement":null},{"id":"W7024060656","doi":"","title":"Pricing realized variance options using integrated stochastic variance options in the Heston stochastic volatility model","year":2007,"lang":"en","type":"article","venue":"Università Politecnica delle Marche (Università Politecnica delle Marche)","topic":"Stochastic processes and financial applications","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":"Stochastic volatility; Variance (accounting); Valuation of options; Stochastic game; Heston model; Constant elasticity of variance model; Realized variance; Variance swap; Volatility (finance); Implied volatility","score_opus":0.04754253385459558,"score_gpt":0.25874556142518107,"score_spread":0.21120302757058548,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7024060656","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.019555965,0.00022207577,0.97836864,0.000056118715,0.00003623514,0.000024165147,0.000013047438,0.00009477654,0.0016289891],"genre_scores_gemma":[0.59691083,0.0005145248,0.39862296,0.00006830548,0.00006935388,0.00012510312,0.00009097062,0.00009908445,0.0034989768],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993963,0.00025069,0.000029121109,0.0000438097,0.00024627347,0.000033877284],"domain_scores_gemma":[0.9992687,0.0004609963,0.00006049759,0.00004909993,0.00011943038,0.000041235475],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00144413,0.00046586807,0.0010527155,0.0005934078,0.0003337201,0.0010987227,0.000970544,0.001048744,0.0014894834],"category_scores_gemma":[0.0032401462,0.00027357452,0.0008243505,0.00061414554,0.0007203724,0.0013539484,0.00070610206,0.0010462556,0.00022870547],"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":[0.00007837705,0.00004492081,0.00083157775,0.000068472735,0.00005382288,0.0002030379,0.000098765995,0.86802685,0.0043115094,0.09668625,0.00030738345,0.029289033],"study_design_scores_gemma":[0.0000061272412,0.000010536591,0.00004990958,0.0000039563765,0.000003880489,0.000022802269,0.000003604672,0.99328184,0.00029944003,0.0060283053,0.00028322526,0.000006376404],"about_ca_topic_score_codex":0.0026294196,"about_ca_topic_score_gemma":0.0016998508,"teacher_disagreement_score":0.0026294196,"about_ca_system_score_codex":0.00057139085,"about_ca_system_score_gemma":0.0006291338,"threshold_uncertainty_score":0.0076373816},"labels":[],"label_agreement":null},{"id":"W7025511758","doi":"","title":"Variational Autoencoders for Volatility Surfaces","year":2021,"lang":"","type":"dissertation","venue":"TSpace","topic":"Stochastic processes and financial applications","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; Mitacs; University of Toronto","keywords":"Volatility (finance); Implied volatility; Volatility smile; Foreign exchange; Foreign exchange market; Stochastic volatility; SABR volatility model; Valuation of options; Volatility swap","score_opus":0.0370890345898651,"score_gpt":0.30278487285220007,"score_spread":0.26569583826233495,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7025511758","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012924372,0.00052865164,0.9838419,0.0003627894,0.000047055295,0.000022037428,0.00009879787,0.0002024357,0.0019720152],"genre_scores_gemma":[0.58873785,0.0019192387,0.39392093,0.0003618883,0.00019251478,0.00034396964,0.00095056155,0.00044927732,0.013123712],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996996,0.00011927512,0.000017694021,0.000065642525,0.00006759906,0.000030251234],"domain_scores_gemma":[0.9979448,0.0016417746,0.000076644035,0.000090329246,0.00019547864,0.00005102313],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012679066,0.0009040328,0.0007030362,0.0005981255,0.000389989,0.0011407069,0.00083662354,0.0013959004,0.002514686],"category_scores_gemma":[0.004999274,0.00073449063,0.0011001771,0.00044357456,0.0010774097,0.001193027,0.0012419127,0.0024156487,0.0004328635],"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":[0.000012873185,0.000014117369,0.00041034276,0.000052175845,0.0000332297,0.0000280619,0.000060598963,0.92741597,0.000997276,0.048118703,0.0009485395,0.021908147],"study_design_scores_gemma":[0.000001040029,0.0000025786078,0.0000387654,0.0000041456447,0.0000011874413,0.000002524285,0.0000029687435,0.9911781,0.00008691667,0.008460113,0.00021986468,0.0000018994612],"about_ca_topic_score_codex":0.0080301445,"about_ca_topic_score_gemma":0.007928571,"teacher_disagreement_score":0.0080301445,"about_ca_system_score_codex":0.0011340756,"about_ca_system_score_gemma":0.00085489725,"threshold_uncertainty_score":0.015966833},"labels":[],"label_agreement":null},{"id":"W7026834909","doi":"","title":"Asset pricing with Lévy jump processes","year":2009,"lang":"en","type":"other","venue":"Library and Archives Canada (Government of Canada)","topic":"Stochastic processes and financial applications","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":"Jump; Heteroscedasticity; Capital asset pricing model; Equity (law); Valuation of options; Jump diffusion; Jump process; Portfolio; Autoregressive conditional heteroskedasticity; Sample (material)","score_opus":0.00443352468240705,"score_gpt":0.13374387131492724,"score_spread":0.1293103466325202,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7026834909","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.062100932,0.0009912676,0.9234096,0.0016800273,0.00028486934,0.00003464159,0.000069113885,0.00018170796,0.011247943],"genre_scores_gemma":[0.91968894,0.002082025,0.058549978,0.00036047658,0.00070255244,0.000109907014,0.000121242025,0.00007595617,0.018308923],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994393,0.00020860157,0.00003093243,0.000089886445,0.00016994044,0.00006135583],"domain_scores_gemma":[0.99820304,0.0011382957,0.00023745047,0.00020579454,0.00015376095,0.00006169311],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013359274,0.00053914083,0.0004262564,0.00041268207,0.00031709828,0.00211594,0.0007503047,0.0014885198,0.0026854645],"category_scores_gemma":[0.006624675,0.00032742662,0.0011332748,0.0005177011,0.0011652813,0.0031394528,0.0011657347,0.0019038807,0.00042095466],"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":[0.000023926075,0.000034186047,0.0017766797,0.000047764996,0.000039994986,0.00019564867,0.0002251999,0.12593827,0.001537075,0.8523157,0.0015806057,0.016284917],"study_design_scores_gemma":[0.000010040118,0.000035392954,0.0007253517,0.000018671775,0.000009818862,0.000090535825,0.000029950168,0.6855944,0.00035631648,0.3082335,0.0048794975,0.000016576403],"about_ca_topic_score_codex":0.0010538659,"about_ca_topic_score_gemma":0.0004983019,"teacher_disagreement_score":0.0026854645,"about_ca_system_score_codex":0.00063485384,"about_ca_system_score_gemma":0.00041793523,"threshold_uncertainty_score":0.008983731},"labels":[],"label_agreement":null},{"id":"W7030328282","doi":"","title":"National Bank of Canada FI Cuts Stake in CMS Energy Co. (NYSE:CMS)","year":2024,"lang":"en","type":"other","venue":"","topic":"Stochastic processes and financial applications","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":"Energy (signal processing); Government (linguistics); Energy policy; Payment","score_opus":0.020416302243491925,"score_gpt":0.21659036404657023,"score_spread":0.1961740618030783,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7030328282","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0017472001,0.0023337307,0.0010419694,0.041819006,0.0017902328,0.00016584198,0.04377341,0.0012762203,0.90605235],"genre_scores_gemma":[0.0034742146,0.00054784317,0.00043151347,0.0014240821,0.000099089106,0.000023475808,0.0033734667,0.00021967765,0.9904067],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9979215,0.000059442165,0.00003832878,0.0001537528,0.0013732632,0.00045372001],"domain_scores_gemma":[0.9942655,0.00034271594,0.00009690774,0.00021872137,0.0041677495,0.0009083663],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014622324,0.0008624085,0.0007944495,0.0016614848,0.0042879637,0.0056980294,0.001296731,0.0046121525,0.28484082],"category_scores_gemma":[0.005445614,0.0005121834,0.0005403818,0.0021410792,0.0011476519,0.0013643353,0.0014104627,0.0030601753,0.0804553],"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":[0.000015799427,0.000010701863,0.00020307318,0.000017799708,0.000001779274,0.000016661857,0.000014608529,0.00006982252,0.000044346103,0.010853908,0.9794876,0.009264002],"study_design_scores_gemma":[0.000010339208,0.0000051355046,0.0019702245,0.000042874653,0.0000029790551,0.000012906656,0.000058627465,0.00035837194,0.00016258763,0.0019773773,0.99538285,0.000015832245],"about_ca_topic_score_codex":0.9208065,"about_ca_topic_score_gemma":0.9591804,"teacher_disagreement_score":0.9208065,"about_ca_system_score_codex":0.024299612,"about_ca_system_score_gemma":0.06852287,"threshold_uncertainty_score":0.9528875},"labels":[],"label_agreement":null},{"id":"W7036266584","doi":"","title":"ARCHIVEIT-3490-TWELVE_HOURS-UFRNKO-20130125153851-00000-crawling113.us.archive.org-6681.warc.gz","year":2013,"lang":"en","type":"other","venue":"Bulletin of Miscellaneous Information (Royal Gardens Kew)","topic":"Stochastic processes and financial applications","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":"Process (computing); Identification (biology); Product (mathematics)","score_opus":0.008899411265986173,"score_gpt":0.17721951757246304,"score_spread":0.16832010630647687,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7036266584","genre_codex":"dataset","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0005272003,0.0004344726,0.0030262657,0.00055729796,0.0002609944,0.00013683586,0.5831748,0.05752961,0.35435253],"genre_scores_gemma":[0.003341403,0.0008597656,0.0043141926,0.00036264324,0.00014100154,0.00027355299,0.46628067,0.057161834,0.46726492],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9988286,0.00012309806,0.00008944607,0.00023285573,0.0005517083,0.00017442518],"domain_scores_gemma":[0.9950506,0.0009189798,0.0002349988,0.001369319,0.0018110235,0.00061506545],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0012687414,0.0021805915,0.0018307806,0.008312405,0.0016316762,0.0067319777,0.0022100138,0.0016383334,0.86496615],"category_scores_gemma":[0.009380747,0.0013189913,0.0010830649,0.01112856,0.00071042863,0.004051214,0.0042006318,0.0013936609,0.9336979],"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":[0.000029576751,0.000015014535,0.00019326937,0.00014321595,0.000004899272,0.0000124682065,0.000042231768,0.00006181638,0.00010107222,0.0006425356,0.9733695,0.02538437],"study_design_scores_gemma":[0.000018685,0.0000057969555,0.0008966709,0.00010645453,0.0000033888755,0.000025328874,0.00003830671,0.00012285885,0.0004059902,0.0007579606,0.9976037,0.000014938266],"about_ca_topic_score_codex":0.030453589,"about_ca_topic_score_gemma":0.033095673,"teacher_disagreement_score":0.13503385,"about_ca_system_score_codex":0.0025232069,"about_ca_system_score_gemma":0.002289788,"threshold_uncertainty_score":0.19260931},"labels":[],"label_agreement":null},{"id":"W7038508771","doi":"","title":"Implementación de las recomendaciones de las guías de práctica clínica sobre lesiones cutáneas relacionadas con la dependencia: una revisión sistemática de revisiones","year":2019,"lang":"es","type":"dissertation","venue":"RUC (Universidade Da Coruña)","topic":"Stochastic processes and financial applications","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":"Medical Research Council; Agency for Healthcare Research and Quality; National Health and Medical Research Council; National Institute for Health and Care Excellence","keywords":"Context (archaeology); Extant taxon; Clinical Practice; Subject (documents)","score_opus":0.02063066957515682,"score_gpt":0.2715471494307456,"score_spread":0.2509164798555888,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7038508771","genre_codex":"methods","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"review","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19176775,0.051561765,0.532361,0.043627743,0.0057869074,0.017065708,0.006893494,0.017913137,0.13302255],"genre_scores_gemma":[0.40864146,0.023335285,0.52007335,0.0050338246,0.00077628193,0.0066132387,0.0056210756,0.0017884119,0.02811704],"study_design_codex":"design_other","study_design_gemma":"systematic_review","domain_scores_codex":[0.9358882,0.028949482,0.009715907,0.0039709103,0.019766271,0.00170935],"domain_scores_gemma":[0.81250983,0.07145941,0.012469775,0.02583292,0.074613824,0.003114188],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.052317224,0.0016076342,0.0012023591,0.005490147,0.001840716,0.008079662,0.004192671,0.0025012447,0.011659653],"category_scores_gemma":[0.13764624,0.0010978192,0.0028343054,0.003219923,0.0023015528,0.0069120815,0.003958104,0.0029611895,0.0042764293],"study_design_candidate":"systematic_review","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00090398436,0.00063243543,0.015522971,0.0101073645,0.0003680105,0.0005697505,0.010556144,0.003338479,0.006690749,0.016818896,0.02703733,0.9074539],"study_design_scores_gemma":[0.0007316804,0.0030463275,0.03905714,0.039429035,0.002395782,0.0033093332,0.01252691,0.017436495,0.027144177,0.02341105,0.8308726,0.00063945266],"about_ca_topic_score_codex":0.014817762,"about_ca_topic_score_gemma":0.009922773,"teacher_disagreement_score":0.052317224,"about_ca_system_score_codex":0.006092461,"about_ca_system_score_gemma":0.020300062,"threshold_uncertainty_score":0.2766832},"labels":[],"label_agreement":null},{"id":"W7095202433","doi":"","title":"GMM Tests of Stochastic Discount Factor Models with Useless Factors","year":2007,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Stochastic discount factor; Factor analysis; Test (biology); Capital asset pricing model; Wald test; Representation (politics); Sample (material); Asset (computer security); Factor (programming language)","score_opus":0.041754737714086304,"score_gpt":0.23514692108843266,"score_spread":0.19339218337434635,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7095202433","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19825678,0.0010094079,0.79540664,0.00072469324,0.00011830315,0.00012676578,0.000428911,0.0006484796,0.0032801211],"genre_scores_gemma":[0.90827096,0.00055235316,0.088020585,0.00015583327,0.00018882424,0.00014878142,0.00079487474,0.00011673176,0.0017509949],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.98659176,0.009922455,0.00044848645,0.0011459445,0.0013084589,0.0005829999],"domain_scores_gemma":[0.90407646,0.0815343,0.0077827172,0.004321255,0.0016161946,0.0006691173],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.014482134,0.0013169083,0.0016987094,0.001984116,0.00037971308,0.0020243581,0.0019217911,0.0014931408,0.0027074716],"category_scores_gemma":[0.089649625,0.00063218415,0.001365288,0.0019337061,0.0024868704,0.002650081,0.0018422717,0.0019337835,0.00044972743],"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":[0.00059558946,0.00010553516,0.06726403,0.0004852361,0.00094180676,0.0008196689,0.0010832581,0.27829567,0.002158397,0.45391417,0.0051051704,0.18923151],"study_design_scores_gemma":[0.00008973241,0.00022084102,0.0128520755,0.000076447875,0.00015144622,0.00027320647,0.00031606195,0.6332267,0.0013229041,0.34795296,0.0034190242,0.00009859202],"about_ca_topic_score_codex":0.00272646,"about_ca_topic_score_gemma":0.0017186556,"teacher_disagreement_score":0.014482134,"about_ca_system_score_codex":0.0012379627,"about_ca_system_score_gemma":0.0015347076,"threshold_uncertainty_score":0.07658982},"labels":[],"label_agreement":null},{"id":"W7095510922","doi":"","title":"Ryerson Applied Mathematics Laboratory. Technical Report. Title: Pricing of a CDO on stochastically correlated underlyings.","year":2007,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Stochastic process; Noise (video); Selection (genetic algorithm); Calculus (dental)","score_opus":0.023933195062849653,"score_gpt":0.24420158136185377,"score_spread":0.2202683862990041,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7095510922","genre_codex":"other","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04460475,0.030733304,0.31810698,0.043526243,0.012278066,0.00079002965,0.05858968,0.014533398,0.47683755],"genre_scores_gemma":[0.16950822,0.029462595,0.105955124,0.0010025888,0.003531008,0.00056265295,0.029603703,0.0019280101,0.6584461],"study_design_codex":"not_applicable","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.998533,0.00020055751,0.00012432726,0.00035157372,0.0006782088,0.00011234089],"domain_scores_gemma":[0.99484503,0.0020522748,0.0003321828,0.00091400073,0.0015558652,0.00030064897],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024893912,0.0015131882,0.0022331285,0.0024631661,0.00090718525,0.002831715,0.001825644,0.0011714263,0.16426091],"category_scores_gemma":[0.0075988113,0.0006193884,0.000853789,0.003004066,0.00066691864,0.003302366,0.001438832,0.00218129,0.091588445],"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":[0.00049295387,0.00030494298,0.0018808083,0.0006608248,0.00011245898,0.00040255047,0.00022076853,0.0026165496,0.0056290906,0.11499331,0.6725745,0.20011121],"study_design_scores_gemma":[0.00039364368,0.00026071837,0.008654036,0.00035565984,0.0001907891,0.0011120933,0.0002718501,0.027399948,0.02572138,0.09385741,0.8416338,0.00014868706],"about_ca_topic_score_codex":0.0032039161,"about_ca_topic_score_gemma":0.0030835543,"teacher_disagreement_score":0.16426091,"about_ca_system_score_codex":0.0013686878,"about_ca_system_score_gemma":0.0012204673,"threshold_uncertainty_score":0.5495075},"labels":[],"label_agreement":null},{"id":"W7095900902","doi":"","title":"Dynamic Bayesian’s Equity Selling Game During The Initial Public Offering JEL:D82,G24","year":2003,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Initial public offering; Equity (law); Equity crowdfunding; Public offering","score_opus":0.04645564591006462,"score_gpt":0.2631106533189714,"score_spread":0.21665500740890675,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7095900902","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.46215495,0.0011167733,0.11085964,0.04142488,0.0004237915,0.00043367388,0.0019463812,0.0003844328,0.38125545],"genre_scores_gemma":[0.9503703,0.00037191503,0.0044318526,0.0004288344,0.000096590906,0.000073059935,0.00019245519,0.000050992825,0.043983936],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9988856,0.00039058985,0.0000510574,0.00017280981,0.00021682587,0.00028306572],"domain_scores_gemma":[0.99039197,0.006766457,0.0010684864,0.00030989043,0.0004200317,0.0010431382],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004189266,0.00042880626,0.0011987031,0.0006073476,0.0013111026,0.0034617141,0.0012829022,0.0057563125,0.06332082],"category_scores_gemma":[0.02127124,0.0006316235,0.0005521599,0.00055938185,0.001255402,0.005051469,0.0013885635,0.0044242283,0.0029021476],"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":[0.0013112389,0.00043359035,0.009553923,0.00022082863,0.00012297825,0.0014210441,0.0014025035,0.05599348,0.003888835,0.8256292,0.043761548,0.056260955],"study_design_scores_gemma":[0.0003108922,0.0003124825,0.009117423,0.000099960256,0.00007377584,0.00045241177,0.0013401456,0.31601954,0.0008080324,0.6489013,0.02241573,0.00014819947],"about_ca_topic_score_codex":0.0064487834,"about_ca_topic_score_gemma":0.0090284925,"teacher_disagreement_score":0.06332082,"about_ca_system_score_codex":0.0030877038,"about_ca_system_score_gemma":0.0018498985,"threshold_uncertainty_score":0.21182925},"labels":[],"label_agreement":null},{"id":"W7095981828","doi":"","title":"is the standard Brownian motion with","year":2007,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Brownian motion; Fractional Brownian motion; Motion (physics); Stochastic process","score_opus":0.022115286488554275,"score_gpt":0.21974459061148405,"score_spread":0.19762930412292978,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7095981828","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19361252,0.0059492006,0.6450528,0.01466642,0.004677796,0.0006455407,0.004855462,0.0019603178,0.12858],"genre_scores_gemma":[0.6262786,0.0058881077,0.13748328,0.0030142623,0.003728672,0.0018066792,0.0073373853,0.0007702692,0.21369272],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99789894,0.00037765937,0.00008590685,0.0008008743,0.00047391892,0.00036269752],"domain_scores_gemma":[0.9978688,0.0005124284,0.0005182871,0.00041979237,0.00042725058,0.00025345935],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0019665041,0.0013220948,0.0021757372,0.0016442719,0.0010261138,0.0038938923,0.0020943924,0.0023388837,0.019696567],"category_scores_gemma":[0.0055139945,0.0004168925,0.00142276,0.0014686785,0.003719593,0.0044281743,0.0023628091,0.0035999634,0.0062105027],"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":[0.00014415792,0.000053068754,0.0014396408,0.00010438926,0.00007149795,0.00034974492,0.00026375812,0.0042693825,0.002868235,0.96114004,0.008539014,0.020757167],"study_design_scores_gemma":[0.00021709611,0.00021530563,0.0068025403,0.0001325549,0.000096383235,0.0013159744,0.000319344,0.07544247,0.0030140826,0.85282105,0.059450507,0.00017274474],"about_ca_topic_score_codex":0.002814819,"about_ca_topic_score_gemma":0.0019899767,"teacher_disagreement_score":0.9803034,"about_ca_system_score_codex":0.002048974,"about_ca_system_score_gemma":0.0016441655,"threshold_uncertainty_score":0.065891564},"labels":[],"label_agreement":null},{"id":"W7096395483","doi":"","title":"Understanding the Behaviour and Hedging of Segregated Funds Offering the Reset Feature","year":2007,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Reset (finance); Valuation (finance); Feature (linguistics); Volatility (finance); Investment (military); Maturity (psychological)","score_opus":0.09952823456408932,"score_gpt":0.2507340600858146,"score_spread":0.1512058255217253,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7096395483","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9903542,0.00012347072,0.008578331,0.000089664674,0.0000033044869,0.000009396709,0.000030704145,0.000017227145,0.00079372723],"genre_scores_gemma":[0.99679273,0.000066685694,0.0024918104,0.000013332917,0.000004803628,0.000005295947,0.00005991999,0.0000069563143,0.0005584883],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995472,0.00011912974,0.00004223107,0.00008510434,0.000110512476,0.00009589951],"domain_scores_gemma":[0.9928012,0.003898855,0.002265454,0.00046403354,0.0003300225,0.00024041934],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023077147,0.0002829255,0.00061705866,0.0007077314,0.00029946215,0.0012186999,0.0007351891,0.0011187674,0.0024953838],"category_scores_gemma":[0.016771149,0.0003656343,0.0003854026,0.0006211175,0.00063870486,0.002363097,0.00079659827,0.0008603316,0.00017680651],"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":[0.0024591158,0.00080849556,0.29662547,0.00021015615,0.0003156611,0.0037086632,0.0026406234,0.41559628,0.040613923,0.1141904,0.0018935703,0.120937705],"study_design_scores_gemma":[0.000050638682,0.00022843403,0.07489595,0.000026849155,0.000048091104,0.0005341994,0.0005316749,0.8913477,0.0037067493,0.027818335,0.0007591751,0.000052162737],"about_ca_topic_score_codex":0.0033206928,"about_ca_topic_score_gemma":0.0022834833,"teacher_disagreement_score":0.0033206928,"about_ca_system_score_codex":0.00070358947,"about_ca_system_score_gemma":0.00028166993,"threshold_uncertainty_score":0.012204528},"labels":[],"label_agreement":null},{"id":"W7096471754","doi":"","title":"Asset Returns and State Dependent Risk Preferences,” mimeo, Université","year":2011,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Capital asset pricing model; Consumption (sociology); Risk aversion (psychology); Solvency; Preference; Markov chain; Markov chain Monte Carlo; Valuation (finance); Equity premium puzzle","score_opus":0.03479333064878684,"score_gpt":0.18167700944366524,"score_spread":0.1468836787948784,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7096471754","genre_codex":"commentary","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.052687056,0.17394136,0.09654646,0.40611407,0.012271823,0.00012190643,0.0063616615,0.0006781166,0.25127754],"genre_scores_gemma":[0.5918386,0.1470565,0.029425202,0.009404384,0.015006016,0.00035695694,0.004889457,0.00038295655,0.20164001],"study_design_codex":"not_applicable","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99924976,0.00038574703,0.00004469193,0.00009496899,0.0001712663,0.000053566833],"domain_scores_gemma":[0.99388206,0.0047314675,0.00034461313,0.00025305245,0.00062674616,0.00016206312],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026517427,0.00088275137,0.000709944,0.0013983427,0.0006047762,0.0024604602,0.0008413162,0.0013929962,0.027413573],"category_scores_gemma":[0.01168591,0.0006441032,0.0007497221,0.0019032158,0.0009564338,0.004447497,0.00082100753,0.0026109547,0.004781624],"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":[0.00019780609,0.00010936919,0.008980684,0.00031701973,0.00019324057,0.0005663738,0.00053262827,0.014459242,0.0004194309,0.39799055,0.48372233,0.09251138],"study_design_scores_gemma":[0.0000646226,0.0000696066,0.029076777,0.00041172773,0.00012045547,0.00033244968,0.00045392232,0.04546324,0.0006239765,0.572889,0.35041833,0.00007597104],"about_ca_topic_score_codex":0.0106093995,"about_ca_topic_score_gemma":0.014242763,"teacher_disagreement_score":0.027413573,"about_ca_system_score_codex":0.0022936533,"about_ca_system_score_gemma":0.0011397358,"threshold_uncertainty_score":0.09170753},"labels":[],"label_agreement":null},{"id":"W7096472223","doi":"","title":"The Importance of Estimating Implied Volatility Functions Using the Relevant Loss Function","year":2001,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Valuation of options; Benchmark (surveying); Implied volatility; Function (biology); Sample (material); Volatility (finance); Estimation","score_opus":0.04034914302031192,"score_gpt":0.2489954423705674,"score_spread":0.20864629935025547,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7096472223","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06701171,0.0007137917,0.92893004,0.0010872736,0.000058102232,0.000054821816,0.000050325318,0.00014418783,0.0019498457],"genre_scores_gemma":[0.76144135,0.0014610304,0.23453337,0.00029993252,0.0002395251,0.00013344707,0.00024473172,0.00020323483,0.0014434217],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9907094,0.006989275,0.00031609528,0.0005371488,0.0012323617,0.00021568041],"domain_scores_gemma":[0.8212819,0.16391398,0.005521218,0.004803784,0.0039964477,0.00048266278],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.029701674,0.001565361,0.0013444262,0.0012098851,0.0005033749,0.0031515004,0.0017163923,0.0025615958,0.0010866144],"category_scores_gemma":[0.20987882,0.0007127553,0.0007273268,0.001149979,0.0015654847,0.0063456045,0.0022353586,0.0033770523,0.00032273174],"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":[0.0002997881,0.00018235589,0.014532088,0.00025500925,0.00017973087,0.00019762781,0.00027663945,0.7903866,0.0022250016,0.092122525,0.0009435275,0.098399036],"study_design_scores_gemma":[0.000017973967,0.00010469799,0.0013763577,0.000040474762,0.000026334617,0.00006951155,0.000050336166,0.9664108,0.0016056777,0.0299698,0.0003032627,0.000024849604],"about_ca_topic_score_codex":0.0026772856,"about_ca_topic_score_gemma":0.0012861253,"teacher_disagreement_score":0.029701674,"about_ca_system_score_codex":0.00095708104,"about_ca_system_score_gemma":0.0011522966,"threshold_uncertainty_score":0.1570794},"labels":[],"label_agreement":null},{"id":"W7096748459","doi":"","title":"Uninsured Idiosyncratic Production Risk with Borrowing Constraints","year":2005,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Production (economics); Default risk; Debt; Constraint (computer-aided design); Risk management; Payment","score_opus":0.014400015703581844,"score_gpt":0.19459898222522645,"score_spread":0.1801989665216446,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7096748459","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.42668316,0.0052771266,0.43710113,0.022970024,0.0007707783,0.00025669797,0.007903673,0.001013313,0.098023996],"genre_scores_gemma":[0.9512553,0.0017781118,0.0037052918,0.00034259964,0.000264388,0.00007909154,0.0008207596,0.000071932125,0.04168259],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99790525,0.00060489797,0.0001359568,0.00052502996,0.0002507016,0.00057817],"domain_scores_gemma":[0.9904697,0.0043333843,0.002834854,0.0012537466,0.00051758345,0.00059071905],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032189342,0.001157832,0.0018778247,0.000808486,0.00063987105,0.0044129826,0.0016707917,0.0022196716,0.020110916],"category_scores_gemma":[0.01612638,0.0010722685,0.0010319513,0.0016431262,0.002330589,0.0034579637,0.0026337837,0.0031737324,0.0023320187],"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":[0.00046242756,0.00017566021,0.023338174,0.00027888708,0.00028336621,0.00377374,0.000506015,0.24953087,0.0010724277,0.6622009,0.019105695,0.039271843],"study_design_scores_gemma":[0.00009008492,0.00013431373,0.009781999,0.00011583547,0.00014070643,0.0010474684,0.00029576145,0.1794811,0.00074890465,0.8016968,0.0063740946,0.000093078284],"about_ca_topic_score_codex":0.0081545515,"about_ca_topic_score_gemma":0.006231622,"teacher_disagreement_score":0.020110916,"about_ca_system_score_codex":0.0018325042,"about_ca_system_score_gemma":0.0020434132,"threshold_uncertainty_score":0.06727767},"labels":[],"label_agreement":null},{"id":"W7096757957","doi":"","title":"AN EMPIRICAL COMPARISON: TWO SPECIAL CASES OF CEV OPTION PRICING MODEL AND BLACK-SCHOLES MODEL","year":2014,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Constant elasticity of variance model; Black–Scholes model; Valuation of options; Index (typography); Call option; Finite difference methods for option pricing; Monte Carlo methods for option pricing","score_opus":0.06834538699480441,"score_gpt":0.3057275743228561,"score_spread":0.23738218732805166,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7096757957","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.96229476,0.0013776552,0.026617112,0.0007150992,0.00008727458,0.00004459365,0.0007674189,0.00022755354,0.007868445],"genre_scores_gemma":[0.9950134,0.00021250037,0.0027568296,0.00005355718,0.00007205766,0.000016592443,0.0012506623,0.00003357473,0.0005908468],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9976223,0.0008195767,0.00019639521,0.0005603675,0.00055017974,0.00025121367],"domain_scores_gemma":[0.9786527,0.013626226,0.0021669203,0.0028809344,0.001811313,0.00086188223],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005634426,0.0006412202,0.0011517972,0.0028238385,0.00046090301,0.0028360416,0.0013652953,0.0022791754,0.0045326063],"category_scores_gemma":[0.03556168,0.00023304629,0.00092027016,0.0025633802,0.00095861324,0.006614077,0.0016033632,0.0015128072,0.00063923927],"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":[0.0020728097,0.0012494599,0.4330847,0.00083397765,0.0009358298,0.0023080043,0.0022277422,0.2038399,0.004127361,0.1980302,0.015517058,0.135773],"study_design_scores_gemma":[0.00019406095,0.0005822776,0.13447197,0.00013233555,0.00025426497,0.0016858494,0.0018602165,0.7640087,0.002901205,0.08550819,0.008236037,0.0001648206],"about_ca_topic_score_codex":0.0021946232,"about_ca_topic_score_gemma":0.0012263645,"teacher_disagreement_score":0.005634426,"about_ca_system_score_codex":0.0004709539,"about_ca_system_score_gemma":0.0004596434,"threshold_uncertainty_score":0.02979803},"labels":[],"label_agreement":null},{"id":"W7096927895","doi":"","title":"CREST","year":2002,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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; Eigenfunction; Partial differential equation; Nonlinear system; Function (biology); Maximum likelihood; Generator (circuit theory); Consistent estimator; Autoregressive model","score_opus":0.050333424394930056,"score_gpt":0.2000897185582761,"score_spread":0.14975629416334604,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7096927895","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009090331,0.0027081436,0.04074053,0.0069414405,0.0038858808,0.0004017181,0.005873266,0.0016265434,0.92873204],"genre_scores_gemma":[0.10416277,0.0033947849,0.025930814,0.0062744706,0.00093658,0.00051699654,0.008523426,0.0011277064,0.8491323],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99864703,0.0002255838,0.0000728484,0.00039264772,0.00046281406,0.00019901605],"domain_scores_gemma":[0.9990183,0.0001694561,0.00008252663,0.00022625682,0.00036557936,0.00013784056],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0010818131,0.00071880105,0.00053355476,0.0012696855,0.0018612266,0.004989047,0.0017501952,0.0023308585,0.2531159],"category_scores_gemma":[0.0035563803,0.00029158237,0.00079097133,0.0014775117,0.0009037313,0.0030486071,0.003093882,0.0017926679,0.10890329],"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":[0.00018186074,0.00012763632,0.0035656814,0.0005627002,0.000041577572,0.0008037728,0.0010068066,0.0028288972,0.0017237732,0.46269205,0.25398487,0.2724804],"study_design_scores_gemma":[0.000011540702,0.00002724728,0.00085688574,0.000110729634,0.000009984284,0.00030400293,0.00026359563,0.00090055313,0.000499123,0.021974273,0.97502613,0.000015965448],"about_ca_topic_score_codex":0.004962843,"about_ca_topic_score_gemma":0.0053328,"teacher_disagreement_score":0.7468841,"about_ca_system_score_codex":0.0016433679,"about_ca_system_score_gemma":0.0021363453,"threshold_uncertainty_score":0},"labels":[],"label_agreement":null},{"id":"W7097425006","doi":"","title":"Toronto M5S 3E6 AN EMPIRICAL STUDY OF RISK PREMIUMS ON CANADIAN","year":2007,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Cost of capital; Equity risk; Risk premium; Equity premium puzzle; Equity (law); Cost of equity; Equity capital markets; Portfolio; Sample (material); Equity ratio","score_opus":0.03344922703972911,"score_gpt":0.2791047138745604,"score_spread":0.24565548683483127,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7097425006","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9739803,0.00059882185,0.00044639394,0.0003843865,0.000010153713,0.000023433688,0.011808364,0.000036323683,0.0127117485],"genre_scores_gemma":[0.98320276,0.00043956804,0.0003719831,0.000043507524,0.000007029798,0.000009031047,0.0067628906,0.00001609562,0.009147224],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9994836,0.000028983563,0.000014525729,0.00007171777,0.00025311092,0.00014806115],"domain_scores_gemma":[0.99698836,0.00037801202,0.00052321155,0.000121303885,0.0013619306,0.00062727934],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004533912,0.0002834401,0.00029276093,0.002481403,0.0021832543,0.0010451011,0.0006542506,0.00022333054,0.0061186766],"category_scores_gemma":[0.0027718695,0.00021166808,0.0004047258,0.0044611036,0.00043019897,0.0003241709,0.00043055508,0.00045399665,0.00041927982],"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":[0.00026141817,0.00008517346,0.924791,0.00008865334,0.00017252521,0.00041977156,0.002980296,0.005230149,0.00074698287,0.009776581,0.021949057,0.033498324],"study_design_scores_gemma":[0.00000703125,0.000020413348,0.9825518,0.000022307835,0.000024054318,0.00006409342,0.0011815073,0.0043398733,0.00034327208,0.00019732262,0.011220685,0.000027635542],"about_ca_topic_score_codex":0.9955433,"about_ca_topic_score_gemma":0.99698216,"teacher_disagreement_score":0.030390432,"about_ca_system_score_codex":0.030390432,"about_ca_system_score_gemma":0.012810712,"threshold_uncertainty_score":0.22049904},"labels":[],"label_agreement":null},{"id":"W7098042835","doi":"","title":"Estimation of Objective and Risk-neutral Distributions based on Moments of Integrated Volatility Rene Garcia Universite de Montreal, CIRANO and CIREQ","year":2001,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Volatility (finance); Estimation; Stochastic volatility; SABR volatility model; Moment (physics); Spot contract; Implied volatility","score_opus":0.010652930624657001,"score_gpt":0.20506716915180231,"score_spread":0.19441423852714532,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7098042835","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18439813,0.0005763491,0.81022644,0.00031813286,0.000023877035,0.000031899155,0.0003073532,0.0004118968,0.0037059912],"genre_scores_gemma":[0.8813105,0.0005386937,0.114042215,0.00003721496,0.000044794357,0.00004789993,0.00045224887,0.00009295505,0.0034335384],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99922645,0.00031728463,0.000023302571,0.00012436828,0.00024332834,0.00006513571],"domain_scores_gemma":[0.99750453,0.0015314654,0.0003391799,0.00021143223,0.00032965976,0.00008383567],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024911477,0.00052966224,0.00050458044,0.0010098395,0.00021520721,0.0015895609,0.0006450345,0.00042986954,0.0011888501],"category_scores_gemma":[0.015129704,0.0004261703,0.0003798702,0.00057784276,0.00048564558,0.0010957427,0.00070997,0.00075620477,0.00022841302],"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":[0.00020292106,0.00007281579,0.03667287,0.00009012722,0.00032864392,0.00022469938,0.00027540527,0.6695835,0.0074918154,0.09991286,0.001856153,0.18328823],"study_design_scores_gemma":[0.000016005448,0.000020288275,0.009041544,0.000016466965,0.000015978057,0.00002830082,0.000025152696,0.97241104,0.002207282,0.01536672,0.0008093372,0.00004189736],"about_ca_topic_score_codex":0.029482141,"about_ca_topic_score_gemma":0.02837207,"teacher_disagreement_score":0.029482141,"about_ca_system_score_codex":0.0010433487,"about_ca_system_score_gemma":0.0012952634,"threshold_uncertainty_score":0.05862105},"labels":[],"label_agreement":null},{"id":"W7098969542","doi":"","title":"Anne Wordsworth, Freelance Journalist","year":2001,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Principal (computer security); Set (abstract data type); Agency (philosophy); Feature (linguistics)","score_opus":0.02855788211207796,"score_gpt":0.22281298292181254,"score_spread":0.19425510080973457,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7098969542","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00047389284,0.040356446,0.0009419942,0.1668152,0.07859057,0.00011705147,0.0025132713,0.0012572572,0.7089343],"genre_scores_gemma":[0.0007709153,0.003778314,0.00018671343,0.005847362,0.0017727796,0.000021435531,0.00017440772,0.00015173962,0.98729646],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.9982723,0.00014623428,0.00007934395,0.00029553578,0.0010297019,0.00017682202],"domain_scores_gemma":[0.9936494,0.001026021,0.00028312454,0.00037748515,0.003383079,0.0012809171],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0017962517,0.00078335364,0.00094574917,0.0026896643,0.0032174278,0.009718214,0.0011314863,0.0030065405,0.3282072],"category_scores_gemma":[0.010719202,0.00055325223,0.00032277912,0.0031686346,0.001138954,0.004313451,0.00130231,0.0035152715,0.19110878],"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":[0.0000052155433,0.0000025228683,0.00001677954,0.000028045479,6.3718784e-7,0.000012720359,0.00002580664,0.0000056660638,0.000029946761,0.0014981995,0.989668,0.008706494],"study_design_scores_gemma":[0.0000014493987,0.0000012964231,0.00006788863,0.000022706061,6.0252086e-7,0.000008694502,0.00004415382,0.0000053641184,0.000014527097,0.00026146043,0.9995701,0.0000017067346],"about_ca_topic_score_codex":0.019912971,"about_ca_topic_score_gemma":0.05379063,"teacher_disagreement_score":0.6717928,"about_ca_system_score_codex":0.0030559087,"about_ca_system_score_gemma":0.0065754745,"threshold_uncertainty_score":0.9582309},"labels":[],"label_agreement":null},{"id":"W7098970640","doi":"","title":"Climate Change and the International Carbon Market","year":2005,"lang":"en","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Climate change; Government (linguistics); Carbon market; Global warming; Public policy; Climate policy","score_opus":0.02990563289732269,"score_gpt":0.2118118121315801,"score_spread":0.1819061792342574,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7098970640","genre_codex":"other","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"review","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.315118,0.030578421,0.0071664406,0.118225805,0.0014381487,0.000030132356,0.0015031878,0.00011984194,0.52582],"genre_scores_gemma":[0.98345214,0.006432954,0.00019770997,0.0008606923,0.00043913265,0.000008605741,0.00016590269,0.000019138535,0.008423608],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9997923,0.00005766053,0.0000067269452,0.000032046646,0.00005287798,0.00005839315],"domain_scores_gemma":[0.9992895,0.00023414368,0.00021671009,0.000027678852,0.00012783737,0.000104117156],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00058948906,0.00016768232,0.00019182834,0.00073434017,0.0005613447,0.0035046942,0.00023516564,0.0014545234,0.0072249887],"category_scores_gemma":[0.0021637299,0.00006342776,0.00022840474,0.0013756972,0.00096990675,0.0021017392,0.00054199324,0.0011760449,0.0003719463],"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":[0.000116833995,0.00007637386,0.011779197,0.00007399472,0.000056005625,0.00023338194,0.00025667853,0.024157977,0.00040158263,0.9078882,0.028571222,0.026388569],"study_design_scores_gemma":[0.000029080547,0.000050963925,0.03284949,0.00011978585,0.00004224904,0.0001238965,0.0012995136,0.03600086,0.00041284304,0.8250266,0.10399425,0.000050412084],"about_ca_topic_score_codex":0.0155754145,"about_ca_topic_score_gemma":0.016495291,"teacher_disagreement_score":0.0155754145,"about_ca_system_score_codex":0.0020513632,"about_ca_system_score_gemma":0.0011317607,"threshold_uncertainty_score":0.0309695},"labels":[],"label_agreement":null},{"id":"W7108654598","doi":"10.3390/jrfm18120681","title":"Regime-Switching Affine Term Structure Models with Jumps: Evidence from South African Bond Yields","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Stochastic processes and financial applications","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":"Affine transformation; Jump diffusion; Jump; Term (time); Affine term structure model; Nonlinear system; Kalman filter; Diffusion","score_opus":0.014695684926198856,"score_gpt":0.20707806022004088,"score_spread":0.19238237529384203,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7108654598","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.99317944,0.00030950675,0.004874721,0.00034459008,0.0000050969843,0.0000073830292,0.00012348876,0.000027414386,0.0011282936],"genre_scores_gemma":[0.99906594,0.00018976156,0.00039661545,0.0000085390375,0.0000045806673,0.0000022801482,0.000085494234,0.0000045169545,0.00024232759],"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9997267,0.00012588865,0.000024163961,0.000046625915,0.000045935627,0.000030662475],"domain_scores_gemma":[0.99526995,0.0031915507,0.00083173724,0.00035943664,0.00024742834,0.00010000412],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021429565,0.0002833223,0.0003762711,0.0004900593,0.00041016212,0.0010355539,0.0005784983,0.0008103475,0.0022474397],"category_scores_gemma":[0.01207838,0.0002864163,0.00039170875,0.0009212405,0.0005915758,0.001692574,0.0006029207,0.0011066493,0.0003613645],"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":[0.001083859,0.00028465808,0.5138412,0.00035664343,0.0005267562,0.0026827683,0.0038485473,0.34181717,0.0074490616,0.05929586,0.0029262516,0.06588723],"study_design_scores_gemma":[0.00006168646,0.00019014816,0.25022835,0.00008434765,0.000150255,0.00037714237,0.0013037254,0.70335656,0.0020404535,0.03863196,0.00351244,0.00006294789],"about_ca_topic_score_codex":0.011878957,"about_ca_topic_score_gemma":0.006800994,"teacher_disagreement_score":0.011878957,"about_ca_system_score_codex":0.00044766712,"about_ca_system_score_gemma":0.00026632927,"threshold_uncertainty_score":0.023619652},"labels":[],"label_agreement":null},{"id":"W7116210497","doi":"","title":"Deep Learning and Elicitability for McKean-Vlasov FBSDEs With Common Noise","year":2025,"lang":"","type":"article","venue":"ArXiv.org","topic":"Stochastic processes and financial applications","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":"Fundação Carlos Chagas Filho de Amparo à Pesquisa do Estado do Rio de Janeiro; Conselho Nacional de Desenvolvimento Científico e Tecnológico; Natural Sciences and Engineering Research Council of Canada; Coordenação de Aperfeiçoamento de Pessoal de Nível Superior","keywords":"Deep learning; Artificial neural network; Noise (video); Parameterized complexity; Process (computing); Feedforward neural network; Key (lock); Flexibility (engineering); Monte Carlo method","score_opus":0.023022040847257712,"score_gpt":0.24928608008438966,"score_spread":0.22626403923713195,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7116210497","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012716104,0.00016192479,0.98376423,0.0003781054,0.000032765325,0.000035268447,0.000046021814,0.0001185577,0.0027469576],"genre_scores_gemma":[0.6761088,0.00036802675,0.31132966,0.0004473327,0.00008343908,0.0005317844,0.00026349025,0.00028484053,0.010582645],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99934655,0.00030543827,0.000035517336,0.00009167265,0.0001370156,0.00008379382],"domain_scores_gemma":[0.99651504,0.002546842,0.00025590285,0.00013812273,0.00033804058,0.00020595345],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003325396,0.0013223245,0.0014956966,0.0007597719,0.0005335301,0.0012467352,0.0013510771,0.0020846801,0.0034560254],"category_scores_gemma":[0.011934709,0.00073490513,0.0010642117,0.00049736496,0.0019990639,0.0013714802,0.003321555,0.0023951272,0.00036399325],"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":[0.000044436507,0.000029830473,0.00072711374,0.0000617872,0.000030290295,0.00007065955,0.000066370274,0.88218474,0.00070509914,0.106121585,0.0005422623,0.009415852],"study_design_scores_gemma":[0.000004299187,0.000005393073,0.000016057316,0.0000050569633,0.0000015522158,0.000003149549,0.0000029303935,0.98745257,0.00008867265,0.012280438,0.0001377295,0.0000022511604],"about_ca_topic_score_codex":0.0068343915,"about_ca_topic_score_gemma":0.00698092,"teacher_disagreement_score":0.0068343915,"about_ca_system_score_codex":0.0019351607,"about_ca_system_score_gemma":0.0025321252,"threshold_uncertainty_score":0.017586648},"labels":[],"label_agreement":null},{"id":"W7117307138","doi":"10.3390/math14010087","title":"On an Inverse First-Passage Problem for Jump-Diffusion Processes","year":2025,"lang":"en","type":"article","venue":"Mathematics","topic":"Stochastic processes and financial applications","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":"Polytechnique Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Inverse problem; Simple (philosophy); Inverse; Random variable; Distribution (mathematics); Expression (computer science); Variable (mathematics); Inverse distribution; Boundary (topology)","score_opus":0.028155515850453207,"score_gpt":0.24505507182511135,"score_spread":0.21689955597465815,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7117307138","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09453024,0.0028586632,0.87493587,0.0065670297,0.00050082494,0.000104535786,0.00012337617,0.00012587027,0.020253504],"genre_scores_gemma":[0.77172375,0.0037586635,0.19330768,0.0013495259,0.0011375728,0.00032888536,0.00032647554,0.00027975524,0.027787633],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990031,0.00044575034,0.000054060078,0.00020855825,0.00019390442,0.000094651645],"domain_scores_gemma":[0.98880976,0.009459271,0.000566165,0.00022933903,0.0005422856,0.00039311036],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0053764656,0.0010491383,0.0018457016,0.0017230511,0.0011836817,0.002165828,0.0017920296,0.0033488157,0.0032743488],"category_scores_gemma":[0.020758346,0.0005395169,0.0020230734,0.0008784583,0.00410743,0.0045871395,0.0022067996,0.0031076535,0.00030321584],"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":[0.00007961522,0.00006818988,0.0003933277,0.00023814503,0.00006106057,0.0005170674,0.00029513158,0.08311029,0.002131432,0.9069829,0.0010923921,0.0050304863],"study_design_scores_gemma":[0.00003648099,0.000037702106,0.00018597259,0.00003252689,0.000018412831,0.00014100889,0.000054997985,0.39372128,0.00055985944,0.6039605,0.0012240425,0.000027127051],"about_ca_topic_score_codex":0.0025162175,"about_ca_topic_score_gemma":0.0010426373,"teacher_disagreement_score":0.0053764656,"about_ca_system_score_codex":0.0017175261,"about_ca_system_score_gemma":0.0011982295,"threshold_uncertainty_score":0.02843386},"labels":[],"label_agreement":null},{"id":"W7117455556","doi":"10.1016/j.matcom.2025.12.018","title":"Algorithms for American XVA and free boundary calculations with stochastic counterparty default intensity","year":2025,"lang":"en","type":"article","venue":"Mathematics and Computers in Simulation","topic":"Stochastic processes and financial applications","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":"University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada; Ministry of Colleges and Universities","keywords":"Credit risk; Nonlinear system; Valuation of options; Credit valuation adjustment; Valuation (finance); Partial differential equation; Mathematical finance; Basel II; Counterparty","score_opus":0.02069799085920304,"score_gpt":0.25955422546405943,"score_spread":0.2388562346048564,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7117455556","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.010219259,0.00016434224,0.9816227,0.00036894757,0.00014466282,0.000058558977,0.00010587989,0.0009945404,0.006321072],"genre_scores_gemma":[0.22830139,0.00019603674,0.7578418,0.00029271716,0.00022386329,0.0003573121,0.00053139724,0.0012996823,0.010955841],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9986039,0.000600181,0.000100389836,0.0002290516,0.0003431337,0.00012347137],"domain_scores_gemma":[0.9903805,0.006831412,0.0003047547,0.0010351117,0.0010280437,0.00042016347],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003519289,0.0010573898,0.0015863117,0.002045835,0.0020452207,0.0030617265,0.003310627,0.0029397684,0.022470484],"category_scores_gemma":[0.024320547,0.0012445428,0.0016901973,0.0016988203,0.0015968378,0.0047392133,0.003888569,0.0034860487,0.0035416468],"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":[0.00020592788,0.00016972354,0.0011131326,0.0001246172,0.000083335544,0.00014327657,0.00023317689,0.4101079,0.0008912295,0.4216058,0.0106557915,0.1546661],"study_design_scores_gemma":[0.000028425164,0.000008678384,0.000068596986,0.000014071087,0.0000071410473,0.000017068154,0.000016974687,0.8212594,0.00023674934,0.17705263,0.0012820311,0.0000081302105],"about_ca_topic_score_codex":0.006219076,"about_ca_topic_score_gemma":0.00681991,"teacher_disagreement_score":0.022470484,"about_ca_system_score_codex":0.0018280457,"about_ca_system_score_gemma":0.0026554416,"threshold_uncertainty_score":0.07517123},"labels":[],"label_agreement":null},{"id":"W7123346293","doi":"10.1109/cdc57313.2025.11312034","title":"Robustness of Optimal Controlled Diffusions with Near-Brownian Noise to Brownian Idealization via Rough Paths Theory","year":2025,"lang":"","type":"article","venue":"","topic":"Stochastic processes and financial applications","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":"Brownian motion; Lipschitz continuity; Robustness (evolution); Stochastic differential equation; Brownian excursion; Fractional Brownian motion; Diffusion process; Geometric Brownian motion","score_opus":0.008743757429771832,"score_gpt":0.21535674161137983,"score_spread":0.206612984181608,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7123346293","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1198779,0.0005142559,0.87487274,0.000750741,0.0000811491,0.000047190162,0.000083887535,0.00018401034,0.003588204],"genre_scores_gemma":[0.9620452,0.00048294343,0.034271862,0.00014511243,0.000071744595,0.000113745366,0.00011830117,0.00008049033,0.0026705791],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.997821,0.00089625694,0.00010048549,0.00041159833,0.0005497538,0.00022091201],"domain_scores_gemma":[0.994234,0.003130806,0.0013142894,0.00039008664,0.0005383868,0.00039235636],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0038672448,0.0010504483,0.0012009694,0.0012009953,0.0006409501,0.0019444627,0.0011390646,0.0012688779,0.0013179566],"category_scores_gemma":[0.014951551,0.0004772368,0.0015319648,0.00040743154,0.003485986,0.0031002583,0.002402638,0.0015910927,0.00015756917],"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":[0.00011876023,0.00002914344,0.00085666246,0.0000949408,0.0001073506,0.00015521965,0.00017345398,0.47690824,0.0048374925,0.51259094,0.00039040155,0.0037374059],"study_design_scores_gemma":[0.000016112097,0.000056773726,0.00026743702,0.000012891065,0.000010944836,0.000029763947,0.000026007683,0.86525536,0.0006555948,0.13324948,0.0003986997,0.00002095332],"about_ca_topic_score_codex":0.0027099934,"about_ca_topic_score_gemma":0.0006937681,"teacher_disagreement_score":0.0038672448,"about_ca_system_score_codex":0.0018690136,"about_ca_system_score_gemma":0.0012594284,"threshold_uncertainty_score":0.020452142},"labels":[],"label_agreement":null},{"id":"W7125907360","doi":"10.4310/cis.260128100309","title":"Stochastic control for backward stochastic difference equations with semi-Markov chain noises","year":2025,"lang":"en","type":"article","venue":"Communications in Information and Systems","topic":"Stochastic processes and financial applications","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":"Chain (unit); Stochastic differential equation; Stochastic process; Stochastic control; Control theory (sociology); Noise (video); Control (management)","score_opus":0.03206359795081339,"score_gpt":0.25387934851186084,"score_spread":0.22181575056104744,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7125907360","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.015645137,0.0017764659,0.971201,0.0016539735,0.00058061257,0.000097632044,0.0003102897,0.00017117971,0.008563681],"genre_scores_gemma":[0.8718059,0.004229586,0.06363224,0.0009799363,0.0009834358,0.0008332259,0.0012335744,0.00046046317,0.055841483],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9963671,0.0015250244,0.00020211567,0.0007493608,0.0007512381,0.0004051041],"domain_scores_gemma":[0.98453736,0.01121557,0.0013571235,0.000413349,0.0018768301,0.000599846],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0072147455,0.0030499366,0.0036576858,0.0022327567,0.001260885,0.0047185617,0.0038403687,0.004887671,0.00730265],"category_scores_gemma":[0.022417378,0.0018016136,0.0026278358,0.0020154957,0.0055837575,0.0044399025,0.005070469,0.0045131315,0.0006691464],"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":[0.00015344076,0.00013615612,0.00060525397,0.000242913,0.00018075157,0.00019044652,0.00017499071,0.3928189,0.0013307844,0.5947813,0.0020006057,0.007384453],"study_design_scores_gemma":[0.0000336882,0.000027015305,0.00014265225,0.00002218538,0.000024079824,0.00001791911,0.000015231104,0.92035884,0.00014479012,0.078654766,0.0005314148,0.000027412354],"about_ca_topic_score_codex":0.03334283,"about_ca_topic_score_gemma":0.014102486,"teacher_disagreement_score":0.03334283,"about_ca_system_score_codex":0.005536007,"about_ca_system_score_gemma":0.0063634925,"threshold_uncertainty_score":0.06629753},"labels":[],"label_agreement":null},{"id":"W7125940455","doi":"10.1145/3768292.3793407","title":"10.1145/3768292.3793407","year":2000,"lang":"en","type":"article","venue":"Time to knit","topic":"Stochastic processes and financial applications","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":"Session (web analytics); Volatility (finance); SABR volatility model; Implied volatility","score_opus":0.011323631495245188,"score_gpt":0.16830336168973986,"score_spread":0.15697973019449468,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7125940455","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.002693282,0.007808466,0.02054981,0.0029385404,0.0027509162,0.00046307722,0.02922387,0.020534435,0.9130376],"genre_scores_gemma":[0.007899802,0.00416149,0.00372881,0.0012687435,0.00028928177,0.00028892115,0.013415205,0.0029772671,0.96597046],"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","domain_scores_codex":[0.99936026,0.000061514555,0.00006258657,0.00017860958,0.00021086194,0.00012618417],"domain_scores_gemma":[0.99830014,0.00047182417,0.000107166925,0.00061553734,0.00027885856,0.00022651178],"candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.0017758176,0.0028571005,0.002580709,0.0026418162,0.0018009036,0.004671486,0.0028343822,0.0057600527,0.93085796],"category_scores_gemma":[0.0041655065,0.0017890228,0.0012903609,0.009068735,0.0013791774,0.009486519,0.0049960297,0.0031151504,0.95568573],"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":[0.0002749757,0.0001949856,0.00058059976,0.00057286664,0.000051564144,0.00023925667,0.00006956046,0.0013232455,0.0010237464,0.010763225,0.66094613,0.32395983],"study_design_scores_gemma":[0.000053835167,0.000031975622,0.0009149138,0.00029781842,0.000048709222,0.00016898754,0.000051686293,0.0017684106,0.00063744833,0.0044070007,0.9915876,0.000031703854],"about_ca_topic_score_codex":0.012264902,"about_ca_topic_score_gemma":0.007564404,"teacher_disagreement_score":0.06914204,"about_ca_system_score_codex":0.0019069214,"about_ca_system_score_gemma":0.0009212216,"threshold_uncertainty_score":0.09862274},"labels":[],"label_agreement":null},{"id":"W7132862613","doi":"","title":"On convergence of numerical methods for pricing convertible bonds","year":2007,"lang":"","type":"dissertation","venue":"TSpace","topic":"Stochastic processes and financial applications","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","keywords":"Convergence (economics); Discretization; Quadratic equation; Stability (learning theory); Boundary value problem; Boundary (topology); Numerical analysis; Partial differential equation","score_opus":0.046477626116095114,"score_gpt":0.40031914723575796,"score_spread":0.3538415211196628,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7132862613","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.010909213,0.0023660208,0.9760946,0.00081818114,0.00035598106,0.0001253263,0.000040788196,0.0001699813,0.009119823],"genre_scores_gemma":[0.34875318,0.004981497,0.62306565,0.00056982384,0.00041623355,0.0007890436,0.00028854475,0.0007502582,0.020385724],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9978727,0.0011669968,0.00010738053,0.00016711681,0.00059576595,0.00008998518],"domain_scores_gemma":[0.98286015,0.013230388,0.00068469666,0.0007044413,0.0021906302,0.00032971628],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00807868,0.0016305976,0.0011879796,0.002017749,0.0011907371,0.0019460142,0.0017363036,0.002346723,0.0039522955],"category_scores_gemma":[0.04210605,0.0006,0.0014835303,0.0014819956,0.0037258533,0.0022847024,0.0031375235,0.0040744347,0.00072864705],"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":[0.00022313297,0.0000978459,0.0020021063,0.0004549929,0.00009948916,0.00018571164,0.00056584884,0.5441382,0.003171276,0.3900654,0.0024112547,0.056584783],"study_design_scores_gemma":[0.000012841111,0.000017908464,0.00008221333,0.000049409427,0.0000062603176,0.000018363755,0.000025444226,0.9640724,0.00040251546,0.033832148,0.0014706746,0.000009828969],"about_ca_topic_score_codex":0.006813466,"about_ca_topic_score_gemma":0.003499073,"teacher_disagreement_score":0.00807868,"about_ca_system_score_codex":0.0016636511,"about_ca_system_score_gemma":0.0014476079,"threshold_uncertainty_score":0.04272467},"labels":[],"label_agreement":null},{"id":"W7133056514","doi":"","title":"Adaptive finite difference methods for valuing American options","year":2007,"lang":"","type":"dissertation","venue":"TSpace","topic":"Stochastic processes and financial applications","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","keywords":"Discretization; Uniqueness; Finite difference; Finite difference method; Partial differential equation; Mixed complementarity problem; Complementarity (molecular biology); Linear complementarity problem; Penalty method","score_opus":0.07549952412300853,"score_gpt":0.4103556428957609,"score_spread":0.33485611877275234,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7133056514","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.005080355,0.00054023013,0.9914545,0.00021843896,0.0000724701,0.00002440876,0.00001986425,0.00003283098,0.0025569468],"genre_scores_gemma":[0.3191379,0.0019338004,0.664874,0.00024344824,0.00022486484,0.00028404186,0.00010724459,0.00007805045,0.013116601],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996426,0.00014890368,0.000016481703,0.000038595997,0.00013308045,0.000020287403],"domain_scores_gemma":[0.9993351,0.0003825355,0.00007316808,0.00003940363,0.00013078384,0.000038995924],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008533384,0.00057629996,0.0005091507,0.00047040315,0.000350126,0.000674561,0.00083308504,0.0009711051,0.0019872787],"category_scores_gemma":[0.0023141582,0.00022365338,0.0007118128,0.00068242,0.0010930717,0.0007801084,0.0010618753,0.0017535783,0.0003427439],"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":[0.000024342517,0.000038626415,0.00036531247,0.00011679729,0.000026934922,0.000072187526,0.00010086114,0.7116618,0.004751038,0.2336538,0.0009755527,0.048212733],"study_design_scores_gemma":[0.000005963038,0.000013319206,0.00003987241,0.000008410129,0.0000026233777,0.000011412335,0.0000055403493,0.9686009,0.0004917851,0.028771184,0.0020430312,0.0000059201097],"about_ca_topic_score_codex":0.0018914856,"about_ca_topic_score_gemma":0.0016354985,"teacher_disagreement_score":0.0019872787,"about_ca_system_score_codex":0.00046704506,"about_ca_system_score_gemma":0.0006989927,"threshold_uncertainty_score":0.0066481233},"labels":[],"label_agreement":null},{"id":"W7135957155","doi":"","title":"Bootstrapping Zero-Coupon Rates from the Yield Curve","year":2015,"lang":"en","type":"book-chapter","venue":"WU Research","topic":"Stochastic processes and financial applications","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":"Bootstrapping (finance); Yield curve; Coupon; Treasury; Swap (finance); Maturity (psychological); Forward rate; Yield (engineering)","score_opus":0.33343004329952797,"score_gpt":0.3505787772515571,"score_spread":0.01714873395202915,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7135957155","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0207011,0.0009051054,0.9740267,0.000089336354,0.000072354655,0.000025044954,0.00008194814,0.00029091263,0.003807423],"genre_scores_gemma":[0.4523326,0.0028515179,0.53602415,0.000092799484,0.00016091437,0.00011442379,0.0009254394,0.00047686585,0.007021259],"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9991196,0.00039136357,0.000043605563,0.00012646781,0.00027852427,0.000040564966],"domain_scores_gemma":[0.9975764,0.0015535989,0.00014517404,0.0004004425,0.00028923884,0.000035142602],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024205474,0.0005380407,0.000484241,0.0010207114,0.00025397207,0.0010565103,0.0008132477,0.0006606974,0.002028418],"category_scores_gemma":[0.013429841,0.0003428086,0.00060743757,0.0011643503,0.0005822026,0.0010529917,0.0007450979,0.0011464778,0.0012987439],"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":[0.00020829646,0.000065572654,0.003691038,0.00036535767,0.00009330256,0.00038289887,0.00035397228,0.204401,0.018519608,0.28257412,0.004638712,0.4847061],"study_design_scores_gemma":[0.000018698745,0.00008690622,0.0033531897,0.00012979675,0.00003608666,0.00043059234,0.000051882194,0.808251,0.015168539,0.1553362,0.017066421,0.00007069813],"about_ca_topic_score_codex":0.0006749292,"about_ca_topic_score_gemma":0.00048534642,"teacher_disagreement_score":0.0024205474,"about_ca_system_score_codex":0.00041957232,"about_ca_system_score_gemma":0.00030668106,"threshold_uncertainty_score":0.01280123},"labels":[],"label_agreement":null},{"id":"W7162131055","doi":"10.82308/8001","title":"A linear model for the term structure of interest rates /","year":2000,"lang":"en","type":"dissertation","venue":"","topic":"Stochastic processes and financial applications","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; Bond valuation; Bond; Interest rate; Affine term structure model; Term (time); Affine transformation; Arbitrage","score_opus":0.05443157383149171,"score_gpt":0.27728184205152634,"score_spread":0.22285026822003462,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W7162131055","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.034864765,0.002465769,0.9201955,0.003988615,0.00042103205,0.00034447073,0.009538011,0.0019004886,0.026281357],"genre_scores_gemma":[0.6081212,0.0040414114,0.17129539,0.0013511012,0.00094839354,0.0019153382,0.010861432,0.0007108846,0.20075487],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9983658,0.00052793097,0.00008511943,0.00053707603,0.0002905702,0.00019352365],"domain_scores_gemma":[0.998458,0.00070432614,0.00037815433,0.00018128734,0.00022692211,0.000051239786],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029628119,0.0018302691,0.0012728384,0.0014999063,0.0005308874,0.0030751957,0.0032612279,0.0029154215,0.022791184],"category_scores_gemma":[0.0044451584,0.0010866688,0.002099702,0.0024836785,0.0010009153,0.0034559204,0.0009913344,0.0036351406,0.014014975],"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":[0.00022837025,0.0003599279,0.007970125,0.00038618548,0.00024592585,0.00070148235,0.00039653323,0.48836076,0.0036927701,0.39423016,0.017653637,0.085774094],"study_design_scores_gemma":[0.000073780975,0.00016264038,0.0026157892,0.000055641307,0.00009161006,0.0003819708,0.00005378949,0.88625216,0.0005876061,0.085608564,0.024043255,0.000073254436],"about_ca_topic_score_codex":0.013192557,"about_ca_topic_score_gemma":0.0101268785,"teacher_disagreement_score":0.022791184,"about_ca_system_score_codex":0.0019156474,"about_ca_system_score_gemma":0.0015441123,"threshold_uncertainty_score":0.076244056},"labels":[],"label_agreement":null},{"id":"W749295500","doi":"10.1080/07362994.2016.1164607","title":"On anticipated backward stochastic differential equations with Markov chain noise","year":2016,"lang":"en","type":"article","venue":"Stochastic Analysis and Applications","topic":"Stochastic processes and financial applications","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; Markov chain; Stochastic differential equation; Stochastic partial differential equation; Applied mathematics; Uniqueness; Scalar (mathematics); Comparison theorem; Mathematical analysis; Duality (order theory); Differential equation; Pure mathematics; Statistics","score_opus":0.015205119685782503,"score_gpt":0.2222787796758886,"score_spread":0.2070736599901061,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W749295500","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09380675,0.0024814166,0.88794893,0.0024528594,0.0002933336,0.00009518099,0.00022344838,0.000087438915,0.012610678],"genre_scores_gemma":[0.910702,0.00342688,0.06431638,0.00085273734,0.0004527187,0.00028148145,0.00033054428,0.000090839014,0.019546386],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987405,0.0005100388,0.00006741581,0.00023720319,0.0002504808,0.00019442536],"domain_scores_gemma":[0.99591845,0.0027628646,0.0005399108,0.00010205912,0.00044524675,0.00023146144],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0036898067,0.0013230785,0.0013691181,0.001280493,0.000657721,0.001660627,0.001288925,0.00196743,0.0029764106],"category_scores_gemma":[0.008832247,0.00048054795,0.0015536553,0.00094780774,0.002025793,0.0029287504,0.002148708,0.0024759844,0.00027972463],"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":[0.00005948606,0.000026404183,0.000694525,0.000082369625,0.00004960118,0.0001907341,0.00010797474,0.08509284,0.0018981348,0.90913975,0.00037690083,0.0022811943],"study_design_scores_gemma":[0.000047891124,0.00006333166,0.00046473707,0.00004086871,0.000032487715,0.00007922983,0.000042432705,0.6736005,0.0006529375,0.32336843,0.0015639222,0.00004329405],"about_ca_topic_score_codex":0.0040083188,"about_ca_topic_score_gemma":0.0020856378,"teacher_disagreement_score":0.0040083188,"about_ca_system_score_codex":0.0021037874,"about_ca_system_score_gemma":0.001798256,"threshold_uncertainty_score":0.019513845},"labels":[],"label_agreement":null},{"id":"W75211045","doi":"10.1184/r1/6705515","title":"Extensions of Lo’s Semiparametric Bound for European Call Options","year":2018,"lang":"en","type":"article","venue":"Figshare","topic":"Stochastic processes and financial applications","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 New Brunswick","funders":"","keywords":"Econometrics; Stochastic game; Valuation of options; Economics; Variance (accounting); Parametric statistics; Asset (computer security); Capital asset pricing model; Order (exchange); Moment (physics); Contrast (vision); Mathematical economics; Mathematics; Computer science; Finance; Statistics","score_opus":0.07781501338777114,"score_gpt":0.2641336745343919,"score_spread":0.18631866114662077,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W75211045","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.008023482,0.0009913897,0.981726,0.0006011787,0.000061685285,0.00002890414,0.00010136428,0.00018765347,0.008278278],"genre_scores_gemma":[0.75896823,0.003235939,0.2194437,0.0014880869,0.0006886631,0.0004696861,0.00073425984,0.0005685837,0.014402809],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99494237,0.0024034276,0.00022949398,0.00069315924,0.001265936,0.00046564412],"domain_scores_gemma":[0.9526279,0.036995105,0.002748546,0.003943371,0.0027569192,0.00092808343],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.010043723,0.0021449418,0.0015834566,0.002843979,0.000709211,0.0044850046,0.0027767653,0.0024740337,0.007995003],"category_scores_gemma":[0.05900034,0.0009718729,0.0023756814,0.0019415702,0.0034330918,0.0068811085,0.005041093,0.0065061715,0.001271192],"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":[0.00008028423,0.00010364673,0.0009914263,0.00018951383,0.000116471594,0.00022773756,0.00029506994,0.25210166,0.0019235223,0.71532524,0.0022790064,0.0263665],"study_design_scores_gemma":[0.00000810429,0.000021794653,0.0002767211,0.00005876301,0.000019291725,0.000061450344,0.000020318532,0.7484276,0.00052530324,0.24898301,0.001565611,0.000032086024],"about_ca_topic_score_codex":0.0016568351,"about_ca_topic_score_gemma":0.0013358848,"teacher_disagreement_score":0.010043723,"about_ca_system_score_codex":0.0021124613,"about_ca_system_score_gemma":0.0011226219,"threshold_uncertainty_score":0.053116918},"labels":[],"label_agreement":null},{"id":"W77275776","doi":"10.1007/978-3-642-17254-0_18","title":"Numerical Methods for Nonlinear PDEs in Finance","year":2011,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":42,"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":"Viscosity solution; Discretization; Hamilton–Jacobi–Bellman equation; Nonlinear system; Partial differential equation; Convergence (economics); Mathematics; Applied mathematics; Viscosity; Numerical analysis; Volatility (finance); Mathematical optimization; Mathematical analysis; Economics; Bellman equation; Econometrics; Physics","score_opus":0.07337220975199756,"score_gpt":0.29892762784606286,"score_spread":0.22555541809406532,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W77275776","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0014253282,0.028986512,0.9307631,0.0012015367,0.0015501964,0.000040278846,0.00016431333,0.0006132575,0.035255488],"genre_scores_gemma":[0.05960402,0.032317176,0.76704437,0.000820541,0.0026510146,0.00040141479,0.00085692294,0.0013902185,0.13491432],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99949884,0.00013794831,0.000032788976,0.000055898938,0.00025552636,0.000018914523],"domain_scores_gemma":[0.99912685,0.0005380447,0.00003400778,0.00009649131,0.00017361647,0.000030847183],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008968778,0.0011094322,0.0011768164,0.0009792042,0.00037365043,0.001368338,0.0011557401,0.0016907364,0.009959303],"category_scores_gemma":[0.003228399,0.00051054667,0.0006937939,0.0012933299,0.0014224397,0.0016610491,0.0012735211,0.0026832586,0.0047958633],"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":[0.000032867392,0.00007145362,0.00028456026,0.0007816748,0.00006618054,0.000084589476,0.00019211601,0.06868077,0.0033451703,0.53795177,0.06955942,0.3189494],"study_design_scores_gemma":[0.000028890365,0.000017893788,0.00027893583,0.00022322933,0.000020991603,0.00013608886,0.00003326815,0.32559243,0.0012591624,0.5166913,0.15568565,0.000031995187],"about_ca_topic_score_codex":0.0015636992,"about_ca_topic_score_gemma":0.002285548,"teacher_disagreement_score":0.009959303,"about_ca_system_score_codex":0.0006800107,"about_ca_system_score_gemma":0.00072321395,"threshold_uncertainty_score":0.03331721},"labels":[],"label_agreement":null},{"id":"W79303200","doi":"10.1007/978-3-642-02608-9_8","title":"On Comparison Theorem and its Applications to Finance","year":2009,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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":"University of Alberta","funders":"","keywords":"Generalization; Mathematics; Stochastic differential equation; Mathematical finance; Fundamental theorem; Applied mathematics; Picard–Lindelöf theorem; Mean value theorem (divided differences); Differential (mechanical device); Mathematical economics; Mathematical analysis; Finance; Fixed-point theorem; Economics; Physics","score_opus":0.036775146731847785,"score_gpt":0.24539591675665676,"score_spread":0.20862077002480897,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W79303200","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.006410901,0.08169654,0.6555145,0.0074453624,0.004963009,0.0000767684,0.00048026306,0.00035371134,0.24305898],"genre_scores_gemma":[0.2895728,0.100044504,0.39496782,0.0069626286,0.021534761,0.0006367663,0.0010879704,0.0010179769,0.18417473],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99884284,0.0005406158,0.000058940877,0.00015000926,0.00034994996,0.00005763534],"domain_scores_gemma":[0.99624556,0.003083112,0.00009743913,0.00013885446,0.0003718792,0.00006325544],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031615684,0.0012189031,0.0017929621,0.0032249375,0.0007699424,0.002056336,0.0015867068,0.0021204483,0.012092842],"category_scores_gemma":[0.0077764667,0.0005565775,0.0011831991,0.0051756334,0.0028423097,0.0054948167,0.0013962195,0.004306614,0.002320473],"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":[0.00001648011,0.000022650496,0.00006825827,0.00011776012,0.000017242995,0.00004210194,0.000043621098,0.0016695927,0.00022291369,0.95050555,0.0135735115,0.033700306],"study_design_scores_gemma":[0.0000058095397,0.000007159881,0.00009601445,0.000029300214,0.000006134435,0.00005945526,0.000008025158,0.003424987,0.00008141471,0.97759193,0.018681692,0.000008176092],"about_ca_topic_score_codex":0.0012561477,"about_ca_topic_score_gemma":0.0008517551,"teacher_disagreement_score":0.012092842,"about_ca_system_score_codex":0.0018497515,"about_ca_system_score_gemma":0.0007669258,"threshold_uncertainty_score":0.040454566},"labels":[],"label_agreement":null},{"id":"W8062932","doi":"10.1007/978-1-4613-0089-2_13","title":"The Cade Atp System Competitions and Other Theorem Provers","year":2001,"lang":"en","type":"book-chapter","venue":"","topic":"Stochastic processes and financial applications","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":"Competition (biology); Automated theorem proving; Computer science; Mathematical economics; Artificial intelligence; Programming language; Database; Operations research; Mathematics","score_opus":0.021789792281298875,"score_gpt":0.19566780553020383,"score_spread":0.17387801324890495,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W8062932","genre_codex":"methods","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0041222,0.003565846,0.8042813,0.004419079,0.0010625947,0.000092716204,0.0010066049,0.0031618378,0.1782879],"genre_scores_gemma":[0.30426648,0.0061575733,0.54844683,0.0050698705,0.0019786928,0.00076606445,0.0025414797,0.0049606594,0.12581238],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.997182,0.0012015153,0.00018740645,0.0003902496,0.0008457756,0.00019298436],"domain_scores_gemma":[0.9954928,0.0031570338,0.000118193544,0.000667039,0.0004875017,0.00007740581],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031697238,0.0011265572,0.0014189436,0.0018183733,0.0019494606,0.004844688,0.0021759204,0.0017273346,0.03860251],"category_scores_gemma":[0.011968279,0.0010608248,0.0013616158,0.0029533976,0.0031365678,0.008065638,0.0023864135,0.004491876,0.010766437],"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":[0.000023810153,0.000023094433,0.00005002428,0.00012247846,0.000008189348,0.00003795523,0.00008434672,0.0018744137,0.00017208421,0.93181515,0.024750002,0.04103843],"study_design_scores_gemma":[0.000022832248,0.00000959197,0.00003314822,0.000058977505,0.000010459218,0.00008363876,0.000022664526,0.010950589,0.0006979765,0.9271753,0.060920916,0.000013967672],"about_ca_topic_score_codex":0.0020885805,"about_ca_topic_score_gemma":0.0016560426,"teacher_disagreement_score":0.03860251,"about_ca_system_score_codex":0.002088191,"about_ca_system_score_gemma":0.0013890159,"threshold_uncertainty_score":0.12913823},"labels":[],"label_agreement":null},{"id":"W881100346","doi":"","title":"The Pricing Kernel in the Heston and Nandi (2000) and Heston (1993) Index Option Pricing Model: An Empirical Puzzle","year":2014,"lang":"en","type":"dissertation","venue":"Spectrum Research Repository (Concordia University)","topic":"Stochastic processes and financial applications","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":"Heston model; Stochastic volatility; Econometrics; Valuation of options; Kernel (algebra); Quadratic equation; Kernel density estimation; Stochastic dominance; Mathematics; Stochastic discount factor; Volatility (finance); Economics; Statistics; SABR volatility model; Capital asset pricing model","score_opus":0.037268937790896,"score_gpt":0.28238964133049793,"score_spread":0.24512070353960191,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W881100346","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7075444,0.0014449465,0.26061335,0.0038331079,0.00011261672,0.00010084119,0.00052036555,0.0002002768,0.025630139],"genre_scores_gemma":[0.9842442,0.0003729118,0.01213823,0.0001221165,0.00004662667,0.000022700673,0.00027576654,0.000040376344,0.0027370844],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9982393,0.00053741044,0.00012398786,0.00034751158,0.00061370217,0.0001381725],"domain_scores_gemma":[0.9897592,0.0065387893,0.0007922109,0.0012866446,0.0013959896,0.00022711081],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0069490224,0.00035385648,0.0007012355,0.0006677815,0.0006478973,0.0038102255,0.0016812953,0.0008111352,0.002733828],"category_scores_gemma":[0.03474453,0.00026273183,0.0008371231,0.0011878285,0.0013835436,0.00417706,0.0011496816,0.0021855722,0.0004409819],"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":[0.00040415933,0.00026806167,0.117956705,0.0003318116,0.0002796209,0.0005936385,0.0032836527,0.18405281,0.001915459,0.5039573,0.006894706,0.18006214],"study_design_scores_gemma":[0.00005476878,0.00009714625,0.0575416,0.00009182329,0.00013105437,0.00028794602,0.0010198804,0.77401996,0.0020749345,0.15724543,0.007303606,0.00013185141],"about_ca_topic_score_codex":0.028975952,"about_ca_topic_score_gemma":0.013018574,"teacher_disagreement_score":0.028975952,"about_ca_system_score_codex":0.0022373623,"about_ca_system_score_gemma":0.0017331013,"threshold_uncertainty_score":0.057614625},"labels":[],"label_agreement":null},{"id":"W89477926","doi":"10.1007/978-3-642-27440-4_33","title":"Exact Simulation of Occupation Times","year":2012,"lang":"en","type":"book-chapter","venue":"Springer proceedings in mathematics & statistics","topic":"Stochastic processes and financial applications","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":"Brownian bridge; Jump diffusion; Mathematics; Jump; Brownian motion; Applied mathematics; Diffusion process; Exponential function; Statistical physics; Mathematical analysis; Computer science; Statistics; Physics","score_opus":0.035116186885212515,"score_gpt":0.2564374220858099,"score_spread":0.22132123520059738,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W89477926","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.33450696,0.0017221456,0.5943472,0.0023225653,0.0007102503,0.00009826528,0.000856435,0.0015043392,0.063931815],"genre_scores_gemma":[0.96484685,0.000317308,0.027787948,0.00014606409,0.00009988272,0.00008167038,0.00035205323,0.00019178553,0.006176503],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999246,0.00025049696,0.000035228757,0.00011457403,0.00020584224,0.00014788091],"domain_scores_gemma":[0.9936701,0.0043593594,0.0003081152,0.0008152138,0.00047606268,0.0003711181],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0013197882,0.0005118535,0.0013552766,0.0012178383,0.0009096044,0.0023540165,0.0016862515,0.0021884234,0.009524797],"category_scores_gemma":[0.013155757,0.00087590155,0.00088824023,0.0013206311,0.0024518708,0.002887134,0.001622767,0.0017187604,0.00068435003],"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":[0.00007992744,0.000055239183,0.0010195196,0.000056945504,0.000028842207,0.00008030404,0.0000968164,0.5451489,0.0004980016,0.44596004,0.0019637565,0.005011714],"study_design_scores_gemma":[0.000013843812,0.000004332095,0.00013036406,0.0000072226067,0.0000033691642,0.000015137595,0.000011981004,0.8785062,0.00013998352,0.120809175,0.00034977132,0.000008597424],"about_ca_topic_score_codex":0.007321642,"about_ca_topic_score_gemma":0.005219747,"teacher_disagreement_score":0.009524797,"about_ca_system_score_codex":0.0018507201,"about_ca_system_score_gemma":0.0012430476,"threshold_uncertainty_score":0.03186363},"labels":[],"label_agreement":null},{"id":"W94705394","doi":"","title":"Partial Hedging of Equity-Linked Products in the Presence of Policyholder Surrender Using Risk Measures","year":2014,"lang":"en","type":"dissertation","venue":"Spectrum Research Repository (Concordia University)","topic":"Stochastic processes and financial applications","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":"Concordia University","keywords":"Surrender; Equity (law); Valuation (finance); Actuarial science; Economics; Copula (linguistics); Econometrics; Financial economics; Finance","score_opus":0.09726039316278827,"score_gpt":0.30915325163650537,"score_spread":0.21189285847371708,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W94705394","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.58809185,0.00085946155,0.4028363,0.0003300798,0.000045923007,0.000054684075,0.00007088066,0.000081932456,0.007628901],"genre_scores_gemma":[0.9874773,0.00025447062,0.009368704,0.000017215396,0.000013857292,0.000013634989,0.000035137393,0.000011367379,0.0028082517],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9995454,0.00016609869,0.000027361666,0.00009982629,0.000097683966,0.00006358733],"domain_scores_gemma":[0.9978782,0.0013452404,0.0003035728,0.00020858024,0.00012744323,0.00013698335],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002318534,0.00053482025,0.0007030563,0.00042104392,0.0002483352,0.0019974036,0.0007810769,0.0007687726,0.0024336386],"category_scores_gemma":[0.0071276417,0.00040486554,0.0008647693,0.00037844214,0.0010038543,0.00201857,0.0013882238,0.0012411275,0.00012119145],"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":[0.00025153166,0.00009336764,0.005236397,0.00013656433,0.00010749358,0.001069525,0.00029268858,0.7238347,0.010368719,0.22825943,0.00045421298,0.029895391],"study_design_scores_gemma":[0.0000079494275,0.000087943954,0.0012983051,0.000013664149,0.00002680119,0.00008101715,0.000038073576,0.9651316,0.0012708168,0.031647533,0.0003824281,0.000013837551],"about_ca_topic_score_codex":0.0015458718,"about_ca_topic_score_gemma":0.0009456087,"teacher_disagreement_score":0.0024336386,"about_ca_system_score_codex":0.00079376355,"about_ca_system_score_gemma":0.0005428055,"threshold_uncertainty_score":0.012261689},"labels":[],"label_agreement":null},{"id":"W957599304","doi":"10.1007/978-3-0348-0545-2_1","title":"Recent Advances Related to SPDEs with Fractional Noise","year":2013,"lang":"en","type":"book-chapter","venue":"Progress in probability","topic":"Stochastic processes and financial applications","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 Ottawa","funders":"","keywords":"Mathematics; Fractional Brownian motion; Gaussian noise; Stochastic partial differential equation; Mathematical analysis; Multiplicative noise; Noise (video); Applied mathematics; Covariance; Covariance function; Hurst exponent; Brownian noise; Nonlinear system; Kernel (algebra); Statistical physics; Partial differential equation; Brownian motion; White noise; Pure mathematics; Physics; Computer science; Algorithm; Statistics","score_opus":0.025692763026041683,"score_gpt":0.24277956578748866,"score_spread":0.21708680276144698,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W957599304","genre_codex":"review","genre_gemma":"review","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"review","genre_consensus":"review","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009771239,0.45509315,0.34865025,0.0035289156,0.007441688,0.000041455074,0.00021857282,0.00035437528,0.17490041],"genre_scores_gemma":[0.19545682,0.53534913,0.15303822,0.0023827055,0.023765806,0.00013356088,0.00072595925,0.00047968864,0.088668115],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994498,0.00012975039,0.000048517715,0.00015297566,0.00017905503,0.000039922455],"domain_scores_gemma":[0.99898654,0.0006089763,0.000059827333,0.00013593833,0.00016431717,0.000044446162],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008376808,0.0011642827,0.0013540237,0.0016765272,0.00057093194,0.002770835,0.0010134537,0.0016058107,0.0064943274],"category_scores_gemma":[0.0028570013,0.00060325325,0.0009507273,0.003661939,0.0016883268,0.0035054649,0.0016047003,0.0027885283,0.0022574156],"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":[0.000030766478,0.000046447352,0.00016635579,0.000899241,0.000034478282,0.00013746615,0.00010121117,0.01186438,0.0016620285,0.78977686,0.01201967,0.18326113],"study_design_scores_gemma":[0.0000081898725,0.00003777321,0.00023457981,0.00026104756,0.000032150965,0.00042864154,0.000042035226,0.036812585,0.0009594346,0.7927508,0.16840012,0.000032586802],"about_ca_topic_score_codex":0.00048783177,"about_ca_topic_score_gemma":0.00038538608,"teacher_disagreement_score":0.0064943274,"about_ca_system_score_codex":0.0009189218,"about_ca_system_score_gemma":0.0007310497,"threshold_uncertainty_score":0.021725655},"labels":[],"label_agreement":null}]}