{"meta":{"query_hash":"0b6c9a5be74f","filters":{"venue":"Decisions in Economics and Finance"},"cohort_total":15,"direct_labels_cover":1,"predictions_cover":15,"exported":15,"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/0b6c9a5be74f","api":"https://metacan.xera.ac/api/v1/cohort?venue=Decisions+in+Economics+and+Finance"},"results":[{"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":"W2002509634","doi":"10.1007/s10203-013-0143-0","title":"Nonparametric correlation integral–based tests for linear and nonlinear stochastic processes","year":2013,"lang":"en","type":"article","venue":"Decisions in Economics and Finance","topic":"Complex Systems and Time Series Analysis","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":"Brock University","funders":"","keywords":"Test statistic; Nonparametric statistics; Statistic; Ambiguity; Mathematics; Aggregate (composite); Independence (probability theory); Dimension (graph theory); Econometrics; Statistics; Computer science; Statistical hypothesis testing; Combinatorics","score_opus":0.030698720625168863,"score_gpt":0.24178170092871495,"score_spread":0.21108298030354608,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2002509634","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.27809542,0.0008960082,0.7159247,0.00052140607,0.00012292672,0.00007813676,0.00041984828,0.00072212925,0.003219497],"genre_scores_gemma":[0.94743043,0.00022685487,0.049899105,0.00009599796,0.00017413183,0.000121124336,0.0007641675,0.0000995464,0.0011885994],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9819282,0.011446434,0.0010558987,0.0021061976,0.0026757107,0.0007874048],"domain_scores_gemma":[0.6527069,0.32019308,0.010765,0.009391022,0.0047417595,0.0022022617],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.028602997,0.0011976714,0.002491233,0.004487426,0.00090208004,0.002819202,0.0032356957,0.0029812725,0.0038774014],"category_scores_gemma":[0.17666234,0.0008024253,0.0017038228,0.0033871632,0.0042711296,0.006771582,0.003461359,0.002994793,0.00058340497],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.006055183,0.0013655666,0.107170075,0.00072918757,0.0027302033,0.0011106266,0.00066953077,0.2566007,0.007825761,0.33479258,0.004278339,0.27667224],"study_design_scores_gemma":[0.00023362691,0.0005434019,0.017919403,0.000055866665,0.0002066571,0.00044104556,0.00011246935,0.84174633,0.0025828644,0.13491213,0.0011457714,0.00010045849],"about_ca_topic_score_codex":0.0012363507,"about_ca_topic_score_gemma":0.001244886,"teacher_disagreement_score":0.028602997,"about_ca_system_score_codex":0.0011113939,"about_ca_system_score_gemma":0.0025674186,"threshold_uncertainty_score":0.15126896},"labels":[],"label_agreement":null},{"id":"W2064022908","doi":"10.1007/s10203-012-0127-5","title":"An optimal insurance design problem under Knightian uncertainty","year":2012,"lang":"en","type":"article","venue":"Decisions in Economics and Finance","topic":"Insurance and Financial Risk Management","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":"Knightian uncertainty; Ambiguity; Indemnity; Expected utility hypothesis; Arrow; Economics; Mathematical economics; Actuarial science; Econometrics; Mathematics; Computer science","score_opus":0.03773298765053373,"score_gpt":0.2422715491486957,"score_spread":0.20453856149816196,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2064022908","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21852031,0.0028691054,0.73713905,0.010499031,0.00033082778,0.00025417772,0.0006427294,0.00017875948,0.029565927],"genre_scores_gemma":[0.930044,0.0010338157,0.057227496,0.000356727,0.0002516817,0.0001454372,0.00019488837,0.000054520955,0.0106914],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987857,0.0005365474,0.000059038484,0.00032317382,0.0001696595,0.0001258592],"domain_scores_gemma":[0.9946743,0.004433034,0.00036684854,0.00008637734,0.00020996651,0.00022932932],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029965106,0.0010775437,0.0022469214,0.000951256,0.0006349567,0.0034683365,0.0011547327,0.0056848526,0.004758911],"category_scores_gemma":[0.01256069,0.001607693,0.00097537966,0.0009335939,0.0017999113,0.0030501382,0.0015334067,0.001956718,0.00021845651],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00029093344,0.0001492828,0.00092111476,0.00032967815,0.0001298177,0.00039649836,0.00019388765,0.80435485,0.0014893824,0.1702711,0.0028140745,0.018659422],"study_design_scores_gemma":[0.00012259198,0.00008827149,0.00035496132,0.000039322156,0.000056528028,0.000075155986,0.000053021493,0.8725801,0.0002904201,0.12506428,0.0012427039,0.00003270615],"about_ca_topic_score_codex":0.0041956366,"about_ca_topic_score_gemma":0.0019677165,"teacher_disagreement_score":0.0056848526,"about_ca_system_score_codex":0.0024481893,"about_ca_system_score_gemma":0.0019576931,"threshold_uncertainty_score":0.0177629},"labels":[],"label_agreement":null},{"id":"W2085115247","doi":"10.1007/s10203-015-0162-0","title":"Prepayment risk on callable bonds: theory and test","year":2015,"lang":"en","type":"article","venue":"Decisions in Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Callable bond; Prepayment of loan; Bond; Issuer; Economics; Actuarial science; Monetary economics; Business; Financial economics; Finance","score_opus":0.028222516355666756,"score_gpt":0.23512263564058677,"score_spread":0.20690011928492003,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2085115247","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.87733483,0.0034027093,0.09951731,0.0039448487,0.00017883327,0.000086259846,0.00021233394,0.00022740146,0.015095509],"genre_scores_gemma":[0.9916754,0.0016184663,0.0036928733,0.00012320827,0.00022558168,0.000043725537,0.00014233799,0.000027732853,0.0024507216],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99673223,0.001462122,0.00020671822,0.00065795175,0.00051576283,0.00042514558],"domain_scores_gemma":[0.842711,0.13269621,0.012413253,0.0049263765,0.0045847027,0.002668429],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.013912633,0.001429968,0.0032579575,0.0026710364,0.0014284947,0.0051579466,0.004091554,0.0045515206,0.006413838],"category_scores_gemma":[0.07191973,0.0010306877,0.0019080706,0.0025855459,0.008136511,0.010824901,0.0021684656,0.0050137416,0.0004283336],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00040455864,0.0007594806,0.030814618,0.00026145467,0.00031865126,0.0006839394,0.00060513604,0.21895753,0.00068583654,0.71981627,0.0041449647,0.02254739],"study_design_scores_gemma":[0.00015029382,0.00028657206,0.0068279393,0.000073193114,0.00020947181,0.00011909898,0.00037075309,0.51667905,0.00058320834,0.47410715,0.0005116058,0.000081783735],"about_ca_topic_score_codex":0.0056706364,"about_ca_topic_score_gemma":0.00284516,"teacher_disagreement_score":0.013912633,"about_ca_system_score_codex":0.0023689757,"about_ca_system_score_gemma":0.0017360061,"threshold_uncertainty_score":0.07357794},"labels":[],"label_agreement":null},{"id":"W2145483734","doi":"10.1007/s10203-011-0110-6","title":"Allocation of public funds to R&amp;D: a portfolio choice-styled decision model and a biotechnology case study","year":2011,"lang":"en","type":"article","venue":"Decisions in Economics and Finance","topic":"Economic and Environmental Valuation","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":"Planner; Resource allocation; Portfolio; Status quo; Portfolio allocation; Economics; Welfare; Public welfare; Distribution (mathematics); Optimal allocation; Social planner; Variety (cybernetics); Actuarial science; Business; Microeconomics; Public economics; Computer science; Finance; Management","score_opus":0.18900928754160978,"score_gpt":0.26866567724033785,"score_spread":0.07965638969872807,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2145483734","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":"incentives","model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":"incentives","domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8278771,0.0014063475,0.106686175,0.009841667,0.00012859318,0.0006436239,0.0017803849,0.00025741666,0.051378716],"genre_scores_gemma":[0.97194415,0.00047631277,0.011172245,0.00016135274,0.000050982566,0.00017085287,0.00018379006,0.000028007098,0.015812239],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9971589,0.0017774785,0.00007535165,0.00030134193,0.00017094854,0.000516052],"domain_scores_gemma":[0.99107075,0.006967582,0.00068084855,0.00025790147,0.0003076373,0.0007152516],"candidate_categories":["metaresearch"],"consensus_categories":[],"category_scores_codex":[0.005846293,0.0014372761,0.0022178139,0.0017671384,0.0013180777,0.0058470913,0.0024219067,0.007646822,0.011425877],"category_scores_gemma":[0.0113483155,0.0011692302,0.0020801597,0.0019837937,0.0025264625,0.0041791964,0.0020376483,0.0027797723,0.0009536703],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0010587791,0.000996479,0.0052255155,0.0001357989,0.00013863613,0.0011945962,0.0002836829,0.8033752,0.00062767393,0.16995987,0.0036676512,0.013336174],"study_design_scores_gemma":[0.00048658723,0.00025380382,0.0012095885,0.00002502676,0.000074064345,0.00015558397,0.0002642182,0.9473039,0.00028126469,0.04839739,0.0014874646,0.000061187966],"about_ca_topic_score_codex":0.015561893,"about_ca_topic_score_gemma":0.010614972,"teacher_disagreement_score":0.9941537,"about_ca_system_score_codex":0.005821825,"about_ca_system_score_gemma":0.002120197,"threshold_uncertainty_score":0.0422405},"labels":[],"label_agreement":null},{"id":"W2403086122","doi":"10.1007/s10203-016-0175-3","title":"Capital allocation to alternatives with a multivariate ladder gamma return distribution","year":2016,"lang":"en","type":"article","venue":"Decisions in Economics and Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","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":"Capital allocation line; Risk aversion (psychology); Capital (architecture); Economics; Econometrics; Investment (military); Actuarial science; Multivariate statistics; Expected return; Rate of return; Cash; Financial economics; Microeconomics; Statistics; Finance; Mathematics; Expected utility hypothesis","score_opus":0.03282061407611075,"score_gpt":0.3074346465206579,"score_spread":0.27461403244454713,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2403086122","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5067518,0.0004991251,0.47264197,0.0009823305,0.00007114988,0.00016536469,0.0002301267,0.00012426746,0.018533958],"genre_scores_gemma":[0.96639043,0.00028031968,0.028357325,0.00005160017,0.000033175784,0.000099393284,0.00006190621,0.000025171117,0.0047007166],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99831355,0.0009575435,0.00005317761,0.00014413669,0.0002632077,0.00026830385],"domain_scores_gemma":[0.995959,0.0029275913,0.0003489717,0.00024119116,0.0002189076,0.00030437793],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0032152368,0.0007519987,0.0012048796,0.001594098,0.00036482597,0.0025549447,0.0009245794,0.0014347737,0.0071299504],"category_scores_gemma":[0.012823176,0.000530184,0.0010143676,0.0014824789,0.0011213474,0.0029652303,0.0017125582,0.0013583214,0.0003944822],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00091644214,0.00031316053,0.0014431276,0.000135172,0.00009620003,0.00018591665,0.000094643925,0.7258057,0.0015331248,0.22679183,0.00090677914,0.041777916],"study_design_scores_gemma":[0.0000880322,0.00017320563,0.0009052554,0.000032150987,0.00003348739,0.000031778054,0.000042926633,0.7993272,0.00040767566,0.19819406,0.000743879,0.000020376978],"about_ca_topic_score_codex":0.0009952798,"about_ca_topic_score_gemma":0.001006392,"teacher_disagreement_score":0.0071299504,"about_ca_system_score_codex":0.0017554808,"about_ca_system_score_gemma":0.0008686264,"threshold_uncertainty_score":0.02385199},"labels":[],"label_agreement":null},{"id":"W4322008041","doi":"10.1007/s10203-023-00388-z","title":"Revisiting the 1/N-strategy: a neural network framework for optimal strategies","year":2023,"lang":"en","type":"article","venue":"Decisions in Economics and Finance","topic":"Financial Markets and Investment Strategies","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; Risk aversion (psychology); Benchmark (surveying); Portfolio optimization; Artificial neural network; Computer science; Econometrics; Expected utility hypothesis; Mathematical optimization; Function (biology); Economics; Mathematical economics; Mathematics; Actuarial science; Artificial intelligence; Financial economics","score_opus":0.0521787293055006,"score_gpt":0.26924603175942147,"score_spread":0.21706730245392086,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4322008041","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.029589355,0.0025807344,0.9384763,0.0045216265,0.00019701972,0.00004137535,0.00017921324,0.00008589155,0.024328534],"genre_scores_gemma":[0.8551713,0.0031655824,0.12254838,0.0008011269,0.00055654504,0.00015761438,0.00012756517,0.000119338,0.017352521],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9989685,0.0005696992,0.000055925244,0.00015738656,0.00016121108,0.00008723042],"domain_scores_gemma":[0.99738425,0.0020487115,0.00014584066,0.000106779924,0.00021949637,0.00009485571],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00256308,0.0011976771,0.0013199319,0.00087051134,0.0005802106,0.0027730537,0.0026337374,0.0033566456,0.00615939],"category_scores_gemma":[0.008186218,0.000647075,0.00091071054,0.0010302569,0.0024121706,0.006994625,0.0015277338,0.003280079,0.00050433766],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000031208237,0.00003267518,0.0002922603,0.00009369264,0.000030951614,0.000055334567,0.000082242674,0.28782943,0.00033523646,0.6928303,0.0014843852,0.016902242],"study_design_scores_gemma":[0.000007281875,0.000010953554,0.000060502378,0.000019513493,0.0000059860813,0.000010495343,0.000008915237,0.6945782,0.00006400266,0.30466932,0.0005577319,0.0000071322575],"about_ca_topic_score_codex":0.007902909,"about_ca_topic_score_gemma":0.0056890487,"teacher_disagreement_score":0.007902909,"about_ca_system_score_codex":0.001827957,"about_ca_system_score_gemma":0.0015092804,"threshold_uncertainty_score":0.020605206},"labels":[],"label_agreement":null},{"id":"W4362549318","doi":"10.1007/s10203-023-00392-3","title":"Multivariate Wold decompositions: a Hilbert A-module approach","year":2023,"lang":"en","type":"article","venue":"Decisions in Economics and Finance","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval","funders":"European Research Council","keywords":"Mathematics; Multivariate statistics; Orthogonality; Series (stratigraphy); Stationary process; Pure mathematics; Hilbert space; Applied mathematics; Statistics","score_opus":0.04943455094542763,"score_gpt":0.25856200865220896,"score_spread":0.20912745770678132,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4362549318","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023195805,0.0005663633,0.971503,0.00038299005,0.00008948025,0.000018715877,0.00011049843,0.00009115377,0.004042032],"genre_scores_gemma":[0.6375794,0.0021895354,0.3292633,0.00041342154,0.0006693355,0.00014111925,0.00044765515,0.00036832332,0.02892791],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994605,0.0002894501,0.000025727328,0.000079280515,0.00009770381,0.000047301928],"domain_scores_gemma":[0.99873906,0.0004294394,0.00017366066,0.00017340499,0.00027079627,0.00021365761],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0017124279,0.0008626526,0.0007135403,0.0014940341,0.00036280186,0.0018475023,0.001004511,0.0009465714,0.004585751],"category_scores_gemma":[0.0033118024,0.00044040344,0.000825298,0.0010711495,0.0012953676,0.0033811887,0.0022727598,0.0016778102,0.0007577517],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00002810521,0.00004710199,0.0003524084,0.000042932355,0.000035272984,0.00004236385,0.00009514174,0.01985814,0.0016393851,0.94142437,0.0021606158,0.03427414],"study_design_scores_gemma":[0.0000056638514,0.000026222973,0.00029590548,0.00001294677,0.00000973148,0.00002983839,0.000027978016,0.34576178,0.00036839733,0.65126204,0.0021822273,0.000017245042],"about_ca_topic_score_codex":0.0005890735,"about_ca_topic_score_gemma":0.0005474469,"teacher_disagreement_score":0.004585751,"about_ca_system_score_codex":0.00041613655,"about_ca_system_score_gemma":0.0004714374,"threshold_uncertainty_score":0.015340865},"labels":[],"label_agreement":null},{"id":"W4366550287","doi":"10.1007/s10203-023-00394-1","title":"Correction: Revisiting the 1/N-strategy: a neural network framework for optimal strategies","year":2023,"lang":"en","type":"article","venue":"Decisions in Economics and Finance","topic":"Neural Networks and Applications","field":"Computer Science","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":"Computer science; Artificial neural network; Artificial intelligence","score_opus":0.03335991019540121,"score_gpt":0.2873819606539199,"score_spread":0.2540220504585187,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4366550287","genre_codex":"editorial","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.00052381936,0.0033356498,0.010793389,0.19504057,0.77627486,0.000034275465,0.0035064656,0.00053443376,0.009956478],"genre_scores_gemma":[0.097709276,0.010104599,0.021717934,0.12012887,0.50930625,0.00022022377,0.002289143,0.002094692,0.23642905],"study_design_codex":"not_applicable","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99633104,0.001137251,0.000510416,0.00058721466,0.0011679612,0.00026611652],"domain_scores_gemma":[0.96442974,0.014055405,0.0015730868,0.0027606478,0.016250253,0.0009307919],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0047954335,0.0018862572,0.0013461149,0.002312218,0.0017119062,0.0039215065,0.003210039,0.007410702,0.048693422],"category_scores_gemma":[0.09834065,0.0006513089,0.0011199649,0.0024170936,0.0029086513,0.0036183386,0.0013962813,0.011090167,0.019728431],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000033871493,0.000003433519,0.000083729996,0.00014366959,0.000019598196,0.00011716559,0.00006385047,0.00027904703,0.000037111615,0.018558748,0.972735,0.007924691],"study_design_scores_gemma":[0.00010334736,0.00002068016,0.00097323366,0.00044787154,0.00006428891,0.00049980986,0.00010740616,0.0037620468,0.00052271184,0.059516687,0.93390006,0.00008176003],"about_ca_topic_score_codex":0.018502146,"about_ca_topic_score_gemma":0.015641086,"teacher_disagreement_score":0.048693422,"about_ca_system_score_codex":0.0038761124,"about_ca_system_score_gemma":0.00433331,"threshold_uncertainty_score":0.16289574},"labels":[],"label_agreement":null},{"id":"W4385496964","doi":"10.1007/s10203-023-00407-z","title":"Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model","year":2023,"lang":"en","type":"article","venue":"Decisions in Economics and Finance","topic":"Differential Equations and Numerical Methods","field":"Mathematics","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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Boundary (topology); Smoothness; Mathematics; Nonlinear system; Boundary value problem; Mathematical analysis; Partial differential equation; Interpolation (computer graphics); Free boundary problem; Hermite polynomials; Robin boundary condition; Function (biology); Applied mathematics; Computer science; Physics","score_opus":0.08333962724409123,"score_gpt":0.34082459150471145,"score_spread":0.25748496426062023,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385496964","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.112786606,0.00096520677,0.8743234,0.0010143192,0.0002034734,0.00009154112,0.00008746451,0.0001442987,0.010383718],"genre_scores_gemma":[0.93324095,0.0003499538,0.05376813,0.00018865489,0.00007434465,0.00021014565,0.00011056011,0.000063408974,0.011993882],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99952304,0.00024129324,0.000023282271,0.00005716456,0.00009180994,0.00006342463],"domain_scores_gemma":[0.99808264,0.0011692287,0.00023099266,0.00010936323,0.00022609688,0.00018183133],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001578171,0.0010379085,0.0019951635,0.0007142788,0.0007316254,0.0017712169,0.001960438,0.0031272543,0.002524979],"category_scores_gemma":[0.0049780305,0.0006680042,0.00092138926,0.00044084658,0.0027356604,0.0014984615,0.0027327843,0.0019874128,0.00022470241],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00012697084,0.000068188005,0.0005832198,0.00008159557,0.000054478394,0.00011560187,0.00011215561,0.88232595,0.0017997446,0.10793377,0.0005911254,0.006207254],"study_design_scores_gemma":[0.000008394497,0.000008247212,0.000017667779,0.000002779422,0.0000027878052,0.0000026404632,0.0000030518613,0.9956481,0.00004238947,0.0041792747,0.00008158746,0.000003127066],"about_ca_topic_score_codex":0.009380393,"about_ca_topic_score_gemma":0.004545156,"teacher_disagreement_score":0.009380393,"about_ca_system_score_codex":0.0017867227,"about_ca_system_score_gemma":0.0016394882,"threshold_uncertainty_score":0.018651605},"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":"W4401285306","doi":"10.1007/s10203-024-00469-7","title":"The limitations of comonotonic additive risk measures: a literature review","year":2024,"lang":"en","type":"review","venue":"Decisions in Economics and Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","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":"Conselho Nacional de Desenvolvimento Científico e Tecnológico; Coordenação de Aperfeiçoamento de Pessoal de Nível Superior","keywords":"Axiom; Consistency (knowledge bases); Additive function; Mathematical economics; Mathematics; Econometrics; Computer science; Discrete mathematics","score_opus":0.13359154529370348,"score_gpt":0.38324610724662883,"score_spread":0.24965456195292535,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4401285306","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":[0.00010267889,0.99849033,0.0003624267,0.0006176243,0.00009082759,0.0000036150482,0.00002557411,0.000002855163,0.00030407638],"genre_scores_gemma":[0.0013649815,0.997407,0.00052464847,0.00038073646,0.00022207419,0.000006963981,0.000022655131,0.0000020278194,0.00006885852],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.99820125,0.0005414834,0.0003526266,0.00027167995,0.0005722205,0.000060741568],"domain_scores_gemma":[0.9811329,0.015524774,0.0011650567,0.00025692384,0.0017277573,0.00019258566],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0051932125,0.0010914697,0.002949741,0.0054351543,0.00034863947,0.0031067613,0.0015196913,0.0018947265,0.0040241634],"category_scores_gemma":[0.013687155,0.0005769446,0.0013235492,0.008310644,0.0011347131,0.0038457576,0.0013400734,0.0021395416,0.0008016038],"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":[0.00010059364,0.00006635304,0.000649697,0.076571874,0.00048720677,0.00012458602,0.00012619905,0.0009233936,0.00034455082,0.016895184,0.016101424,0.887609],"study_design_scores_gemma":[0.000063434585,0.00022834569,0.0038626278,0.11980639,0.0029404396,0.0012980177,0.0005325982,0.0011735131,0.0007448346,0.03954987,0.82966614,0.0001338189],"about_ca_topic_score_codex":0.0024404596,"about_ca_topic_score_gemma":0.0042674844,"teacher_disagreement_score":0.0054351543,"about_ca_system_score_codex":0.0013151886,"about_ca_system_score_gemma":0.004415436,"threshold_uncertainty_score":0.027464688},"labels":[{"model":"gemma","categories":[],"domain":null,"study_design":"not_applicable","genre":"review","about_ca_system":false,"about_ca_topic":false,"confidence":"low"},{"model":"gpt","categories":[],"domain":null,"study_design":"design_other","genre":"review","about_ca_system":false,"about_ca_topic":false,"confidence":"low"}],"label_agreement":"split"},{"id":"W4410915112","doi":"10.1007/s10203-025-00528-7","title":"Stochastic optimal growth under state-dependent probabilities","year":2025,"lang":"en","type":"article","venue":"Decisions in Economics and Finance","topic":"Economic theories and models","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":"Acadia University","funders":"","keywords":"Econometrics; Mathematical economics; Mathematics; Economics; Statistical physics; Computer science; Physics","score_opus":0.019310399909731442,"score_gpt":0.22045981717686122,"score_spread":0.2011494172671298,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4410915112","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.40197036,0.002360148,0.55164045,0.01468395,0.0003717631,0.00014447774,0.0014519539,0.00048264491,0.026894268],"genre_scores_gemma":[0.9765246,0.0013700733,0.009579692,0.00023795477,0.000154788,0.000103421466,0.00038560273,0.00008058989,0.011563241],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9975641,0.0011971063,0.00010755073,0.00040383174,0.0002633625,0.00046413485],"domain_scores_gemma":[0.9734369,0.02208784,0.0017558084,0.00059230084,0.0013233115,0.00080377987],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0054854597,0.00095820776,0.0024544215,0.0013657386,0.0008170137,0.003682903,0.0013862837,0.0028526997,0.004807097],"category_scores_gemma":[0.030218855,0.0012928039,0.0010899714,0.0013265231,0.0038205963,0.0055894325,0.0021120561,0.0030291812,0.00042480382],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00013903333,0.000054053402,0.0011384815,0.000082109655,0.000061807266,0.0001534578,0.0001265511,0.5083498,0.00043395473,0.48315355,0.002131071,0.004176182],"study_design_scores_gemma":[0.000040486448,0.000020493871,0.0005458872,0.000017897179,0.000014631747,0.000024975921,0.000051099538,0.67981404,0.00015880332,0.31894618,0.00033945683,0.000026098167],"about_ca_topic_score_codex":0.01293714,"about_ca_topic_score_gemma":0.007044898,"teacher_disagreement_score":0.01293714,"about_ca_system_score_codex":0.0040806895,"about_ca_system_score_gemma":0.0030734215,"threshold_uncertainty_score":0.029607594},"labels":[],"label_agreement":null},{"id":"W4411745401","doi":"10.1007/s10203-025-00530-z","title":"A bird’s eye view on decision theory and mathematical finance: a tribute to the legacy of Erio Castagnoli","year":2025,"lang":"en","type":"article","venue":"Decisions in Economics and Finance","topic":"Italy: Economic History and Contemporary Issues","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":"Tribute; Decision theory; Mathematical economics; Management; Art history; Art; Sociology; Economics; Microeconomics","score_opus":0.01994235516244495,"score_gpt":0.25246241199860897,"score_spread":0.23252005683616403,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4411745401","genre_codex":"commentary","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":[0.0018782726,0.08519163,0.025468182,0.84038585,0.009891154,0.000013051891,0.00014713852,0.00006858662,0.036956035],"genre_scores_gemma":[0.26526713,0.1393797,0.03940632,0.3694504,0.12464287,0.00015883202,0.00022652694,0.00077636656,0.06069187],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9959402,0.0018678998,0.0001910494,0.00081497774,0.000982935,0.00020296201],"domain_scores_gemma":[0.97450453,0.02122739,0.00066100544,0.00087272114,0.0019267136,0.00080768374],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008326997,0.00086829084,0.001787729,0.0021076167,0.002169327,0.007668922,0.0020633808,0.0071410476,0.0071706125],"category_scores_gemma":[0.020719614,0.000514964,0.00093607453,0.0020367876,0.020652536,0.0136380475,0.002597443,0.016763657,0.0021098885],"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":[0.000031102183,0.000031021133,0.00020049553,0.00011278239,0.000023229659,0.000041658393,0.0004052841,0.0005477295,0.00005550346,0.8809888,0.10563137,0.0119310515],"study_design_scores_gemma":[0.000019941921,0.000018397219,0.00023924086,0.0003261419,0.0000075686808,0.000065431515,0.00018292136,0.0013323178,0.000052746098,0.8279141,0.16980824,0.000032999546],"about_ca_topic_score_codex":0.0061189206,"about_ca_topic_score_gemma":0.004660763,"teacher_disagreement_score":0.008326997,"about_ca_system_score_codex":0.003773296,"about_ca_system_score_gemma":0.0025149814,"threshold_uncertainty_score":0.04403788},"labels":[],"label_agreement":null},{"id":"W4416022841","doi":"10.1007/s10203-025-00547-4","title":"An efficient payment scheme for sustaining cooperation in finitely repeated prisoner’s dilemma games","year":2025,"lang":"en","type":"article","venue":"Decisions in Economics and Finance","topic":"Evolutionary Game Theory and Cooperation","field":"Social Sciences","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":"Payment; Dilemma; Repeated game; Scheme (mathematics); Strategic dominance; Nash equilibrium; Game theory; Backward induction","score_opus":0.018654757218336558,"score_gpt":0.3129252327798128,"score_spread":0.2942704755614763,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4416022841","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11749064,0.00017963843,0.8709095,0.0014561291,0.0002870778,0.0004897104,0.00015978896,0.0005056443,0.008521912],"genre_scores_gemma":[0.81843734,0.00013134033,0.17442876,0.0002430856,0.000115120885,0.0005151995,0.00008514005,0.00006405207,0.005979891],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99517906,0.0024730738,0.0004291023,0.0006031841,0.00082335336,0.0004922456],"domain_scores_gemma":[0.98002934,0.013252444,0.001502472,0.0024863526,0.0016197561,0.0011097674],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007904528,0.0008930235,0.0020761588,0.0011071227,0.0016137832,0.0031012504,0.0051880614,0.0044995565,0.0045710513],"category_scores_gemma":[0.02958009,0.00078931404,0.00082818605,0.0011224172,0.0024951464,0.0046378025,0.00359919,0.0029311015,0.00074876077],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0011827118,0.0005086445,0.0009144536,0.00027215318,0.000096728385,0.00024060556,0.00056003476,0.13611859,0.009042461,0.7599884,0.00544432,0.0856308],"study_design_scores_gemma":[0.00044110275,0.00038913076,0.000371875,0.00005433229,0.00006864113,0.00017088174,0.000054702992,0.61653876,0.0017227948,0.377083,0.0030200386,0.0000847824],"about_ca_topic_score_codex":0.0008870119,"about_ca_topic_score_gemma":0.0006498115,"teacher_disagreement_score":0.007904528,"about_ca_system_score_codex":0.00237096,"about_ca_system_score_gemma":0.0033892342,"threshold_uncertainty_score":0.041803658},"labels":[],"label_agreement":null}]}