{"meta":{"query_hash":"73a66e3bce52","filters":{"venue":"Financial markets and portfolio management"},"cohort_total":17,"direct_labels_cover":0,"predictions_cover":17,"exported":17,"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/73a66e3bce52","api":"https://metacan.xera.ac/api/v1/cohort?venue=Financial+markets+and+portfolio+management"},"results":[{"id":"W1966694913","doi":"10.1007/s11408-009-0125-y","title":"Common (stock) sense about risk-shifting and bank bailouts","year":2010,"lang":"en","type":"article","venue":"Financial markets and portfolio management","topic":"Banking stability, regulation, efficiency","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":"Wilfrid Laurier University","funders":"","keywords":"Recapitalization; Ex-ante; Business; Creditor; Stock (firearms); Insolvency; Too big to fail; Financial system; Monetary economics; Finance; Economics; Debt; Financial crisis","score_opus":0.008563708298267823,"score_gpt":0.20892474487953014,"score_spread":0.2003610365812623,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1966694913","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.93921345,0.0011606629,0.0005539579,0.00015969708,0.0007665918,0.00046276927,0.00007748101,0.000081693746,0.057523668],"genre_scores_gemma":[0.9961793,0.00076558517,0.0015763812,0.00017038804,0.00016835662,0.000027522245,0.0000128317015,0.000026904563,0.0010727705],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.998249,0.00002823456,0.0006365028,0.00062197226,0.00007261172,0.0003916699],"domain_scores_gemma":[0.9989341,0.00006835107,0.00039901515,0.0004625976,0.000028479715,0.00010748568],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.001512792,0.00023320383,0.00037808262,0.00025496172,0.00037877078,0.00013766982,0.00012502569,0.00013755854,0.00035480023],"category_scores_gemma":[0.00016634096,0.00026672968,0.000085581065,0.0002563977,0.0001433312,0.00017956003,0.0002251787,0.00027469007,0.000031418935],"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":[0.000033941433,0.000094207986,0.6542069,0.000114370734,0.0000306092,0.000020235359,0.0002797663,0.00000535282,0.000002139165,0.26773706,0.0018285528,0.07564689],"study_design_scores_gemma":[0.000402857,0.000031522824,0.82211477,0.000017737624,0.00001910509,0.0000061454275,0.000011326758,0.0013776678,0.0000019563715,0.022845492,0.1529045,0.00026693093],"about_ca_topic_score_codex":0.0002926761,"about_ca_topic_score_gemma":0.00021595032,"teacher_disagreement_score":0.24489157,"about_ca_system_score_codex":0.000027824268,"about_ca_system_score_gemma":0.000010391303,"threshold_uncertainty_score":0.9999785},"labels":[],"label_agreement":null},{"id":"W1987433284","doi":"10.1007/s11408-014-0237-x","title":"Corporate sustainability in asset pricing models and mutual funds performance measurement","year":2014,"lang":"en","type":"article","venue":"Financial markets and portfolio management","topic":"Financial Markets and Investment Strategies","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":"Concordia University","funders":"Concordia University; Deutscher Akademischer Austauschdienst","keywords":"Capital asset pricing model; Economics; Sustainability; Consumption-based capital asset pricing model; Financial economics; Asset (computer security)","score_opus":0.03737945376247867,"score_gpt":0.19814115407669614,"score_spread":0.16076170031421746,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1987433284","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8249004,0.0012414987,0.0023907074,0.00048083902,0.00033697244,0.00076682563,0.000020220334,0.000045583536,0.16981699],"genre_scores_gemma":[0.9961438,0.0020576594,0.00037367162,0.0003651389,0.00007823673,0.000096249125,0.000009566172,0.000022802536,0.00085283566],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9978381,0.000044834007,0.00076501066,0.0006836212,0.00012750474,0.0005409422],"domain_scores_gemma":[0.9990711,0.000025018215,0.00039430475,0.0003261542,0.00006697845,0.000116421674],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0027116542,0.00030300263,0.0005187306,0.00037672537,0.00019719666,0.00014426322,0.00016061343,0.0001138901,0.00005240598],"category_scores_gemma":[0.00011724453,0.00032803015,0.000054150005,0.00032969244,0.00013031228,0.0005449854,0.00020801017,0.0001729329,0.000008874209],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00014986275,0.00012248155,0.13878581,0.0005030844,0.000022207183,0.000015734375,0.00016787334,0.00012290216,8.506672e-7,0.82287586,0.0022435496,0.03498979],"study_design_scores_gemma":[0.0007788354,0.00015520927,0.7348752,0.00006777805,0.00000998189,0.0000022993377,0.00005938668,0.012059733,0.0000021047354,0.19334158,0.058285724,0.000362131],"about_ca_topic_score_codex":0.0001768271,"about_ca_topic_score_gemma":0.00006949568,"teacher_disagreement_score":0.62953424,"about_ca_system_score_codex":0.00019081001,"about_ca_system_score_gemma":0.000038997357,"threshold_uncertainty_score":0.99991715},"labels":[],"label_agreement":null},{"id":"W2002126203","doi":"10.1007/s11408-010-0144-8","title":"Managerial skill and closed-end fund discounts","year":2010,"lang":"en","type":"article","venue":"Financial markets and portfolio management","topic":"Corporate Finance and Governance","field":"Business, Management and Accounting","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":"Economics; Closed-end fund; Financial economics; Microeconomics; Incentive","score_opus":0.007465100503961754,"score_gpt":0.20123567224032143,"score_spread":0.19377057173635967,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2002126203","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8599748,0.00013604084,0.0001407271,0.0007479014,0.0018676667,0.00049088243,0.000024658893,0.00007542263,0.13654189],"genre_scores_gemma":[0.9887756,0.00052960915,0.00020885203,0.0023822286,0.0019024126,0.000050624254,0.000030776624,0.000036405858,0.0060834517],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9982667,0.000006519018,0.00034642956,0.00059548236,0.00031145962,0.00047339595],"domain_scores_gemma":[0.9992258,0.000018830204,0.0002934574,0.00036872533,0.000055927292,0.00003728523],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00044619097,0.00033722754,0.00030669713,0.00021743609,0.00032228118,0.00042368573,0.00023117152,0.0001161639,0.00063656975],"category_scores_gemma":[0.000038939463,0.00031751077,0.000066667046,0.0003513245,0.00014635228,0.0010070099,0.00041710082,0.00023622978,0.000101609665],"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":[0.00047091997,0.00021615371,0.12731686,0.0006753089,0.000066802095,0.00055286335,0.00004336393,0.0000018900465,0.000094064286,0.38143823,0.16173886,0.32738468],"study_design_scores_gemma":[0.00058698724,0.000008038125,0.5179469,0.000030474966,0.000048980823,0.0000031862944,0.000013391178,0.000053166797,0.0000021858693,0.004354862,0.47670415,0.0002476894],"about_ca_topic_score_codex":0.00032122948,"about_ca_topic_score_gemma":0.00056978024,"teacher_disagreement_score":0.39063,"about_ca_system_score_codex":0.000010902734,"about_ca_system_score_gemma":0.000015160842,"threshold_uncertainty_score":0.9999277},"labels":[],"label_agreement":null},{"id":"W2016338135","doi":"10.1007/s11408-012-0199-9","title":"Portfolio risk management in a data-rich environment","year":2012,"lang":"en","type":"article","venue":"Financial markets and portfolio management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":2,"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":"American University in Cairo; Université de Montréal","keywords":"Portfolio; Economics; Index (typography); Downside risk; Econometrics; Portfolio optimization; Expected shortfall; Modern portfolio theory; Set (abstract data type); Market portfolio; Post-modern portfolio theory; Actuarial science; Project portfolio management; Value (mathematics); Market risk; Financial economics; Replicating portfolio; Computer science; Statistics; Mathematics","score_opus":0.025914783873508943,"score_gpt":0.21462925554659237,"score_spread":0.18871447167308342,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2016338135","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19377536,0.013618352,0.00092110236,0.00021965004,0.0012808127,0.0014508541,0.0003841143,0.000080828446,0.7882689],"genre_scores_gemma":[0.9433128,0.04198894,0.0044802926,0.0009778265,0.0004293888,0.0002886463,0.0001864978,0.000075308664,0.00826026],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9968083,0.000048522685,0.0010682322,0.0009326162,0.00014788545,0.0009944694],"domain_scores_gemma":[0.9981709,0.000028351116,0.00049315876,0.0010819113,0.0000076846945,0.00021796311],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0020749003,0.00043414073,0.0005954004,0.0006049133,0.00021215325,0.000117674696,0.0005541752,0.00014487347,0.0013643199],"category_scores_gemma":[0.000036227735,0.0004764218,0.00008641554,0.00041999988,0.000111160036,0.0008629817,0.0009243663,0.0002482083,0.00035749836],"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":[0.0000903275,0.0004967933,0.22462392,0.00014901557,0.0001301354,0.00010040049,0.00013668316,0.000008941289,1.8487114e-7,0.6901983,0.042267423,0.04179789],"study_design_scores_gemma":[0.0005981051,0.000026973265,0.5008291,0.00002289117,0.000032791584,0.0000027085282,0.00006606167,0.00007559773,6.755932e-7,0.019048546,0.47895315,0.0003433856],"about_ca_topic_score_codex":0.0001961426,"about_ca_topic_score_gemma":0.000021444912,"teacher_disagreement_score":0.7800087,"about_ca_system_score_codex":0.00012949144,"about_ca_system_score_gemma":0.000010745107,"threshold_uncertainty_score":0.99976873},"labels":[],"label_agreement":null},{"id":"W2028651041","doi":"10.1007/s11408-014-0240-2","title":"A note on sorting bias correction in regression-based mutual fund tournament tests","year":2014,"lang":"en","type":"article","venue":"Financial markets and portfolio management","topic":"Financial Markets and Investment Strategies","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; Université du Québec à Montréal","funders":"HEC Montréal; Université Laval; University of Chicago; Northwestern University","keywords":"Tournament; Econometrics; Sorting; Economics; Regression; Statistics; Regression analysis; Mathematics","score_opus":0.03314554559204053,"score_gpt":0.24192141297271066,"score_spread":0.20877586738067014,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2028651041","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.51626444,0.00042884852,0.0013553579,0.0008269416,0.0025330975,0.00072856655,0.000023366105,0.00007982274,0.47775954],"genre_scores_gemma":[0.9944913,0.00039241312,0.00042548872,0.001488219,0.0002271898,0.000090974165,0.000019169634,0.000030092791,0.0028351697],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9978827,0.00005060769,0.0008344998,0.0006314303,0.0001081606,0.00049255043],"domain_scores_gemma":[0.99892616,0.00012160374,0.0004962626,0.00032686055,0.000020278256,0.000108825894],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0013089855,0.00031329165,0.0004756099,0.00056854385,0.00021374837,0.00014135444,0.00016288126,0.00013304623,0.00023326908],"category_scores_gemma":[0.00028997535,0.00031118433,0.00010506424,0.0003672372,0.000065061846,0.00018462334,0.00008759343,0.00022421157,0.00007975277],"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":[0.0007010232,0.00063345686,0.14358743,0.0002526383,0.000032485957,0.000115697905,0.00023942054,0.0005606942,0.0000044444732,0.54229283,0.048675403,0.2629045],"study_design_scores_gemma":[0.001171155,0.0003212639,0.66695493,0.00031143494,0.000009364064,0.0000018491835,0.000029375697,0.009900988,0.000014237528,0.019111775,0.30175263,0.00042098213],"about_ca_topic_score_codex":0.00020150286,"about_ca_topic_score_gemma":0.000101178586,"teacher_disagreement_score":0.5233675,"about_ca_system_score_codex":0.00013880164,"about_ca_system_score_gemma":0.00003086556,"threshold_uncertainty_score":0.999934},"labels":[],"label_agreement":null},{"id":"W2035397545","doi":"10.1007/s11408-002-0306-4","title":"The tax deferral effect as a result of an investment in zero bonds: The case of Switzerland","year":2002,"lang":"en","type":"article","venue":"Financial markets and portfolio management","topic":"Corporate Taxation and Avoidance","field":"Business, Management and Accounting","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":"PricewaterhouseCoopers (Canada)","funders":"","keywords":"Deferral; Economics; Zero (linguistics); Investment (military); Bond; Monetary economics; Keynesian economics; Mathematical economics; Finance; Philosophy; Law; Political science","score_opus":0.01042130700397225,"score_gpt":0.21243222283438593,"score_spread":0.20201091583041367,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2035397545","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9300746,0.00040175987,0.000012989792,0.0005299564,0.00015713398,0.0006355377,0.000004792899,0.000015333906,0.06816791],"genre_scores_gemma":[0.99694896,0.00022500362,0.000024529167,0.0007992021,0.00011007571,0.000058333622,0.0000063637553,0.000011721732,0.0018158411],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.99887556,0.000048213693,0.00043528265,0.0002285775,0.00018503795,0.00022732744],"domain_scores_gemma":[0.999074,0.00006233155,0.000458018,0.00033596778,0.0000532368,0.000016455671],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0010072831,0.00016962572,0.00021293067,0.00015904813,0.00021371274,0.00010735918,0.00019951837,0.000041278352,0.000089795416],"category_scores_gemma":[0.00011310879,0.00010296848,0.000051545598,0.00047807643,0.00013755346,0.00026719438,0.00017219393,0.00009893756,0.000010373812],"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":[0.0012133843,0.0005454334,0.024945892,0.00095004815,0.000100206154,0.002090369,0.00043216042,0.000095571675,0.00007841585,0.44716525,0.070345245,0.45203802],"study_design_scores_gemma":[0.0035297144,0.00026197886,0.3790036,0.00027068506,0.00018082032,0.00006162064,0.0005038221,0.005604749,0.00007424971,0.025750112,0.58425146,0.00050712866],"about_ca_topic_score_codex":0.001064034,"about_ca_topic_score_gemma":0.00115716,"teacher_disagreement_score":0.51390624,"about_ca_system_score_codex":0.000013026743,"about_ca_system_score_gemma":0.0000070826068,"threshold_uncertainty_score":0.41989326},"labels":[],"label_agreement":null},{"id":"W2042564511","doi":"10.1007/s11408-006-0029-z","title":"Relative importance of hedge fund characteristics","year":2006,"lang":"en","type":"article","venue":"Financial markets and portfolio management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":17,"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","keywords":"Hedge fund; Diversification (marketing strategy); Econometrics; Volatility (finance); Economics; Financial economics; Actuarial science; Business; Finance","score_opus":0.017969854793024296,"score_gpt":0.20255654117660554,"score_spread":0.18458668638358125,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2042564511","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.41906115,0.0022376603,0.0006821804,0.00019100873,0.00046804157,0.00038632948,0.0002014458,0.000033979926,0.57673824],"genre_scores_gemma":[0.9894858,0.0013145081,0.00089621637,0.0002536997,0.0001854276,0.000041864478,0.000057555226,0.000024988884,0.0077399113],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99819493,0.000013694282,0.0009280663,0.0004467856,0.00006744301,0.00034908613],"domain_scores_gemma":[0.9989447,0.000026934014,0.000632601,0.00030261825,0.000034804954,0.00005835479],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00048804682,0.00023951638,0.0005148469,0.00023080531,0.00012579026,0.00005352346,0.00015829323,0.00010589554,0.00045269198],"category_scores_gemma":[0.00003772775,0.0002628128,0.0001094809,0.00027433338,0.00014748597,0.00030323945,0.00011753512,0.000108183885,0.000035379126],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00005248351,0.00009381239,0.15454447,0.00011591996,0.000025666921,0.000028694623,0.000025377225,5.976978e-7,0.0000024464648,0.8321475,0.010771296,0.0021917634],"study_design_scores_gemma":[0.00032011807,0.00005527904,0.6538472,0.000031042167,0.000013049461,0.0000016910199,0.000011199438,0.00003313684,0.000005624664,0.12869805,0.21677394,0.00020968218],"about_ca_topic_score_codex":0.00015437319,"about_ca_topic_score_gemma":0.000023200528,"teacher_disagreement_score":0.7034494,"about_ca_system_score_codex":0.000040960487,"about_ca_system_score_gemma":0.000016983358,"threshold_uncertainty_score":0.9999824},"labels":[],"label_agreement":null},{"id":"W2090937431","doi":"10.1007/s11408-014-0241-1","title":"Fund performance and subsequent risk: a study of mutual fund tournaments using holdings-based measures","year":2015,"lang":"en","type":"article","venue":"Financial markets and portfolio management","topic":"Financial Markets and Investment Strategies","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":"HEC Montréal; Université du Québec à Montréal","funders":"","keywords":"Rate of return on a portfolio; Mutual fund; Economics; Volatility (finance); Portfolio; Standard deviation; Target date fund; Econometrics; Financial economics; Absolute return; Risk–return spectrum; Tournament; Closed-end fund; Equity (law); Modern portfolio theory; Open-end fund; Investment performance; Monetary economics; Finance; Institutional investor; Mathematics; Microeconomics; Statistics; Return on investment","score_opus":0.10045346080367139,"score_gpt":0.25408725530142073,"score_spread":0.15363379449774933,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2090937431","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9717566,0.0020311284,0.00020449894,0.00002995648,0.0004380636,0.0007401849,0.000056679328,0.000023542265,0.024719397],"genre_scores_gemma":[0.997258,0.001507708,0.0005373346,0.00010725526,0.00008512918,0.000041011892,0.0000059958356,0.000026900309,0.00043065447],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9980046,0.000048092355,0.00081602746,0.00054986216,0.00016926538,0.0004121313],"domain_scores_gemma":[0.9987634,0.000022271512,0.00064895477,0.00032033888,0.00006393456,0.00018110617],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0014441734,0.00030803215,0.0005718572,0.000409969,0.00022727672,0.00013060641,0.00018146534,0.00009087309,0.000057112393],"category_scores_gemma":[0.00006604752,0.00032051696,0.000064577034,0.0003079777,0.00012636361,0.00034918328,0.00017906477,0.00014943334,0.000006020048],"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":[0.00074712624,0.0008663631,0.9420604,0.0002746783,0.00018368594,0.000062458275,0.00095373543,0.00026002753,0.000004343705,0.036121063,0.0029944833,0.015471607],"study_design_scores_gemma":[0.0031255682,0.0010210767,0.9463705,0.00009294252,0.00008738522,0.000004712761,0.00059992244,0.0030581902,0.000011154316,0.0038057491,0.04134532,0.00047747546],"about_ca_topic_score_codex":0.0006571476,"about_ca_topic_score_gemma":0.000059242317,"teacher_disagreement_score":0.038350835,"about_ca_system_score_codex":0.00009507173,"about_ca_system_score_gemma":0.000047490365,"threshold_uncertainty_score":0.9999247},"labels":[],"label_agreement":null},{"id":"W2146578304","doi":"10.1007/s11408-008-0093-7","title":"Do German security analysts herd?","year":2008,"lang":"en","type":"article","venue":"Financial markets and portfolio management","topic":"Game Theory and Applications","field":"Decision Sciences","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":"Berger (Canada)","funders":"Eberhard Karls Universität Tübingen; Universiteit Maastricht; Deutsche Forschungsgemeinschaft","keywords":"German; Economics; Financial economics; Herd; Econometrics; Philosophy; Linguistics; Medicine","score_opus":0.040466041531314126,"score_gpt":0.33872627688379775,"score_spread":0.29826023535248364,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2146578304","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.7821721,0.00019468751,0.000588784,0.00034266504,0.00015754742,0.00025545526,0.000014948877,0.000038492522,0.21623534],"genre_scores_gemma":[0.9864183,0.00040785014,0.00020527774,0.00043732312,0.0001123524,0.000039108178,0.0000052269374,0.000007471911,0.012367055],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9980774,0.000104549494,0.0004545284,0.0004995127,0.0005984724,0.00026554536],"domain_scores_gemma":[0.9988782,0.00011982187,0.00016501044,0.00061778363,0.000080696635,0.00013852544],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0015756559,0.00015458469,0.0002448628,0.0002379342,0.00041197968,0.00010227891,0.000416473,0.000046618432,0.0012749889],"category_scores_gemma":[0.00012223156,0.00012357383,0.00010015995,0.00071243366,0.00014106731,0.00016988002,0.0002583553,0.000099083554,0.0002645811],"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":[0.00015043856,0.0002596031,0.023642682,0.000022316684,0.000050857227,0.00049919117,0.0008932537,0.000007995932,0.000011961287,0.40756902,0.3631131,0.20377958],"study_design_scores_gemma":[0.00017845571,0.000015394602,0.35604718,0.000006161464,0.000015859887,0.000023841107,0.00006149288,0.000045074597,0.000009874346,0.123242214,0.5202265,0.00012797448],"about_ca_topic_score_codex":0.000011259427,"about_ca_topic_score_gemma":0.000010448746,"teacher_disagreement_score":0.3324045,"about_ca_system_score_codex":0.000013548945,"about_ca_system_score_gemma":0.000020634092,"threshold_uncertainty_score":0.99963796},"labels":[],"label_agreement":null},{"id":"W2557919047","doi":"10.1007/s11408-017-0285-0","title":"Hedge funds as international liquidity providers: evidence from convertible bond arbitrage in Canada","year":2017,"lang":"en","type":"article","venue":"Financial markets and portfolio management","topic":"Financial Markets and Investment Strategies","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":true,"ca_institutions":"Simon Fraser University","funders":"Simon Fraser University","keywords":"Convertible arbitrage; Market liquidity; Convertible bond; Hedge fund; Monetary economics; Arbitrage; Bond; Liquidity risk; Economics; Liquidity crisis; Accounting liquidity; Liberian dollar; Financial system; Business; Financial economics; Risk arbitrage; Finance; Capital asset pricing model; Arbitrage pricing theory","score_opus":0.028232041419148993,"score_gpt":0.22510189992559362,"score_spread":0.19686985850644462,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2557919047","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.754542,0.001843489,0.000063455314,0.0024014274,0.0020037137,0.0004600014,0.00017178858,0.000018627323,0.23849548],"genre_scores_gemma":[0.9910601,0.0045660185,0.0002193409,0.001133204,0.00020769182,0.00007757732,0.000026314963,0.000019740723,0.002690043],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.99807686,0.000015457332,0.0006745307,0.0006741566,0.00012334551,0.00043562605],"domain_scores_gemma":[0.99870217,0.0000494624,0.000504319,0.00059278193,0.000027844091,0.00012343081],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.00053609995,0.00026777782,0.00043926542,0.00017525713,0.00029987068,0.00041770353,0.00061401457,0.00008799669,0.00094526995],"category_scores_gemma":[0.00027632748,0.00030386445,0.00007112686,0.00008540125,0.00009243759,0.0009947342,0.00037746594,0.00020537054,0.000049358267],"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":[0.00047093033,0.00014031568,0.6088555,0.000161654,0.000106896885,0.00064727885,0.00020726127,0.0000074396426,0.000006925874,0.3029326,0.07375214,0.012711085],"study_design_scores_gemma":[0.0005672639,0.000043071304,0.77391005,0.00015949403,0.00000836374,0.0000015106807,0.00006624816,0.00029853228,0.000019939498,0.033474397,0.19113696,0.0003142082],"about_ca_topic_score_codex":0.7538167,"about_ca_topic_score_gemma":0.4042363,"teacher_disagreement_score":0.34958044,"about_ca_system_score_codex":0.00032892247,"about_ca_system_score_gemma":0.0002932717,"threshold_uncertainty_score":0.999968},"labels":[],"label_agreement":null},{"id":"W2889788226","doi":"10.1007/s11408-020-00353-5","title":"Behavioral portfolio insurance strategies","year":2020,"lang":"en","type":"article","venue":"Financial markets and portfolio management","topic":"Decision-Making and Behavioral Economics","field":"Decision Sciences","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":"Western University","funders":"","keywords":"Portfolio insurance; Portfolio; Downside risk; Actuarial science; Economics; Expected utility hypothesis; Pension; Investment strategy; Replicating portfolio; Payment; Financial economics; Business; Portfolio optimization; Microeconomics; Finance; Profit (economics)","score_opus":0.08425534236865562,"score_gpt":0.352121121894842,"score_spread":0.2678657795261864,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2889788226","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9318827,0.00022702808,0.0008136874,0.0007015091,0.0006814102,0.0003221815,0.000061027313,0.00008549931,0.06522498],"genre_scores_gemma":[0.99591976,0.00028388502,0.0008807889,0.0012753996,0.00020641918,0.000024580126,0.000009106443,0.000021361531,0.0013787049],"study_design_codex":"design_other","study_design_gemma":"not_applicable","domain_scores_codex":[0.996949,0.00007058594,0.00091499026,0.0008661043,0.00078245834,0.0004168448],"domain_scores_gemma":[0.9986297,0.00009577446,0.00033837833,0.0005143322,0.00011960445,0.00030221493],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0010531564,0.00029693215,0.0004820204,0.00024257773,0.0002358109,0.0007657373,0.0006964288,0.00011335914,0.0013117504],"category_scores_gemma":[0.0001623644,0.0002475611,0.00016344525,0.0006827849,0.00012260166,0.00064186164,0.00046680056,0.00019081723,0.00027358817],"study_design_candidate":"design_other","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00016597591,0.00009872905,0.019809764,0.000010898323,0.000009047224,0.0003843123,0.00016321643,0.000025428735,0.0000086166765,0.006722581,0.08024826,0.8923532],"study_design_scores_gemma":[0.00048321983,0.00016587073,0.39860642,0.000022864195,0.000032636795,0.000011902038,0.0005740255,0.0001294328,0.000008592365,0.03342926,0.56617564,0.0003601372],"about_ca_topic_score_codex":0.000037834772,"about_ca_topic_score_gemma":0.000021000771,"teacher_disagreement_score":0.89199305,"about_ca_system_score_codex":0.000024071667,"about_ca_system_score_gemma":0.0000734115,"threshold_uncertainty_score":0.9999977},"labels":[],"label_agreement":null},{"id":"W2989658462","doi":"10.1007/s11408-019-00337-0","title":"Oil, the Baltic Dry index, market (il)liquidity and business cycles: evidence from net oil-exporting/oil-importing countries","year":2019,"lang":"en","type":"article","venue":"Financial markets and portfolio management","topic":"Market Dynamics and Volatility","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":false,"route_about_ca":true,"ca_institutions":"","funders":"","keywords":"Economics; Market liquidity; Causality (physics); Predictive power; Monetary economics; Explanatory power; Economy; Financial crisis; Financial economics; International economics; Macroeconomics","score_opus":0.013314754407292443,"score_gpt":0.21155701482746045,"score_spread":0.19824226042016801,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2989658462","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9152554,0.0046562883,0.00034262644,0.0008222693,0.0009951579,0.0001725554,0.00026624737,0.000048011258,0.07744141],"genre_scores_gemma":[0.96275187,0.023456372,0.00029301137,0.00076235406,0.00024607335,0.0000699852,0.000040105824,0.000042794225,0.012337435],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9967552,0.00007287064,0.0013329198,0.0010218985,0.00018168084,0.000635464],"domain_scores_gemma":[0.9975669,0.00032689047,0.0010736593,0.00079796946,0.00008219535,0.00015238053],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.003221933,0.00043086396,0.0007360857,0.00020371885,0.0003908375,0.00036659488,0.00041422687,0.00018825111,0.0014617604],"category_scores_gemma":[0.0003933867,0.00039807562,0.00011723647,0.00038584528,0.00018699146,0.00051761826,0.0006257258,0.0002943008,0.000031748405],"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":[0.000302131,0.00006095472,0.9389969,0.0006611118,0.00008966619,0.000037773927,0.00018170373,0.000008349441,0.0000012874112,0.008289608,0.0032778492,0.04809264],"study_design_scores_gemma":[0.0005180267,0.000028172373,0.8365922,0.00029356248,0.000039454302,0.0000029447078,0.00009718599,0.016868034,6.244896e-7,0.004119607,0.14098221,0.00045796268],"about_ca_topic_score_codex":0.0016179791,"about_ca_topic_score_gemma":0.00025491344,"teacher_disagreement_score":0.13770437,"about_ca_system_score_codex":0.00008653434,"about_ca_system_score_gemma":0.00005562685,"threshold_uncertainty_score":0.9998471},"labels":[],"label_agreement":null},{"id":"W3017186808","doi":"10.1007/s11408-020-00350-8","title":"Portfolio creation using artificial neural networks and classification probabilities: a Canadian study","year":2020,"lang":"en","type":"article","venue":"Financial markets and portfolio management","topic":"Financial Markets and Investment Strategies","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":true,"ca_institutions":"Université de Moncton","funders":"","keywords":"Portfolio; Econometrics; Artificial neural network; Ranking (information retrieval); Economics; Excess return; Yield (engineering); Stock exchange; Financial economics; Sample (material); Actuarial science; Stock market index; Stock (firearms); Statistics; Stock market; Artificial intelligence; Computer science; Mathematics; Finance; Engineering; Geography","score_opus":0.04891631825280772,"score_gpt":0.22772859920224653,"score_spread":0.1788122809494388,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3017186808","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.9191469,0.0009982972,0.0013766775,0.0011662667,0.00046749506,0.0016932695,0.000073029005,0.00006358162,0.07501451],"genre_scores_gemma":[0.99761987,0.00039184102,0.00021724877,0.0011323219,0.0002773109,0.00007843118,0.000030316709,0.000027408469,0.00022525596],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.99805945,0.000036305664,0.00071798253,0.0006780227,0.00006323212,0.0004450102],"domain_scores_gemma":[0.9991582,0.00001731235,0.00028535243,0.0002182498,0.00003370031,0.00028719573],"candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.00050988945,0.00027345488,0.000410521,0.0002630291,0.0003545766,0.0002693914,0.00013234807,0.00011127605,0.00024057778],"category_scores_gemma":[0.000072727846,0.000311171,0.00005971262,0.00037811708,0.000106097024,0.00036655218,0.000096382144,0.00014895157,0.000009532652],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00017205805,0.00015943461,0.14566548,0.00012190645,0.00006750673,0.00007100241,0.00058148673,0.00021325437,0.0000013982088,0.83269876,0.003515934,0.01673179],"study_design_scores_gemma":[0.0005470359,0.0003126832,0.85838115,0.000019494197,0.00005049907,0.000004134339,0.0007219166,0.07339716,3.9029067e-7,0.023317521,0.042762015,0.00048597556],"about_ca_topic_score_codex":0.00801316,"about_ca_topic_score_gemma":0.002867794,"teacher_disagreement_score":0.80938125,"about_ca_system_score_codex":0.000092957715,"about_ca_system_score_gemma":0.000040512565,"threshold_uncertainty_score":0.999934},"labels":[],"label_agreement":null},{"id":"W3125880151","doi":"10.1007/s11408-016-0276-6","title":"Changing organizational form in the stock exchange industry and risk-taking","year":2016,"lang":"en","type":"article","venue":"Financial markets and portfolio management","topic":"Corporate Finance and Governance","field":"Business, Management and Accounting","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":"Diversification (marketing strategy); Stock exchange; Business; Equity (law); Stock (firearms); Profit (economics); Monetary economics; Risk management; Economics; Finance; Microeconomics; Marketing","score_opus":0.01073962065500774,"score_gpt":0.19769296748642778,"score_spread":0.18695334683142004,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125880151","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97780013,0.00024630697,0.00062016683,0.0011271026,0.00022308799,0.000407472,0.000013320459,0.0000311606,0.019531233],"genre_scores_gemma":[0.9948402,0.001145719,0.000036410234,0.0016367375,0.0006619265,0.00005150528,0.0000059390923,0.000016750262,0.0016047943],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9989389,0.000011021625,0.00021224943,0.00029296332,0.00021669173,0.00032817552],"domain_scores_gemma":[0.9992813,0.00003270664,0.00046945192,0.0001689551,0.000037202823,0.000010416968],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006789111,0.00017267077,0.0001454495,0.00024582387,0.00024404879,0.00013080084,0.00016323022,0.00008799685,0.00024918758],"category_scores_gemma":[0.000105758176,0.00011140651,0.000023876682,0.00064209383,0.000044002696,0.0005834345,0.00023594536,0.00013668262,0.000013191152],"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":[0.000042104104,0.000032423548,0.73959714,0.000094494695,0.0000095721525,0.0000673514,0.00008082684,4.7035465e-7,0.0000013626482,0.027440196,0.007387825,0.22524622],"study_design_scores_gemma":[0.00056803477,0.0000064592523,0.8023638,0.00013084087,0.000027084056,0.0000030261133,0.00005861025,0.000038687223,8.2823277e-7,0.0031124044,0.19353235,0.00015784985],"about_ca_topic_score_codex":0.00013187472,"about_ca_topic_score_gemma":0.00021175676,"teacher_disagreement_score":0.22508837,"about_ca_system_score_codex":0.000021506228,"about_ca_system_score_gemma":0.000010184177,"threshold_uncertainty_score":0.45430255},"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":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.69176453,0.0028042085,0.1919695,0.0040602605,0.0012181433,0.0011454296,0.0009607973,0.00013756836,0.10593958],"genre_scores_gemma":[0.97263217,0.0004499019,0.010163883,0.0028825859,0.00053954235,0.00028898907,0.00030961633,0.000037755788,0.012695562],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9985547,0.000004173818,0.0005532267,0.0005663187,0.000058565773,0.0002630169],"domain_scores_gemma":[0.99927616,0.000022806218,0.00021264439,0.00034739307,0.00008663912,0.000054340173],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00020682544,0.000160145,0.00031518214,0.00018418372,0.000121616475,0.00009982872,0.00015350907,0.000088821376,0.00053448306],"category_scores_gemma":[0.00007610915,0.00020609586,0.000047991904,0.00080600305,0.00002765245,0.00012697569,0.00017558842,0.00008416584,0.00068160787],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000042363416,0.00011298649,0.0024071657,0.000028064891,0.000035458273,0.000049947448,0.00028465348,0.0000053807735,0.00002660095,0.90696,0.02372977,0.066317566],"study_design_scores_gemma":[0.0002749713,0.000019303485,0.3594855,0.000024874254,0.000009301334,0.0000020793705,0.000012633597,0.000090007605,0.000025280346,0.16703577,0.4728075,0.00021276763],"about_ca_topic_score_codex":0.000086402186,"about_ca_topic_score_gemma":0.000008724677,"teacher_disagreement_score":0.73992425,"about_ca_system_score_codex":0.000039802166,"about_ca_system_score_gemma":0.000022893222,"threshold_uncertainty_score":0.8760918},"labels":[],"label_agreement":null},{"id":"W4411138692","doi":"10.1007/s11408-025-00478-5","title":"The lexical ratio: a new perspective on portfolio diversification","year":2025,"lang":"en","type":"article","venue":"Financial markets and portfolio management","topic":"Housing Market and Economics","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":"Simon Fraser University; York University","funders":"Natural Sciences and Engineering Research Council of Canada; Simon Fraser University","keywords":"Diversification (marketing strategy); Perspective (graphical); Economics; Portfolio; Financial economics; Econometrics; Mathematical economics; Computer science; Business; Artificial intelligence; Marketing","score_opus":0.012981620364542996,"score_gpt":0.22254638762085274,"score_spread":0.20956476725630974,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4411138692","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.018536923,0.0008448814,0.0031707953,0.0045671524,0.0011402396,0.0004677482,0.000017202754,0.000048863607,0.9712062],"genre_scores_gemma":[0.9301956,0.0070611867,0.00023861318,0.0015734974,0.00026226364,0.000048578033,0.0000144858905,0.000021029122,0.06058469],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9986984,0.000016821237,0.0004500826,0.00047834538,0.000041724288,0.0003146049],"domain_scores_gemma":[0.99925846,0.00006410479,0.000201266,0.00036746284,0.000025207773,0.000083478415],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006364356,0.00018345284,0.00025519365,0.00024481656,0.0004931617,0.00021686679,0.00023197205,0.00008804951,0.00021775565],"category_scores_gemma":[0.00010339178,0.00017596746,0.00010241565,0.00027185117,0.0000795758,0.00012987608,0.00014349072,0.0001380888,0.0001263433],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00015912739,0.00004217968,0.0036519438,0.000011412121,0.000050642157,0.000006552275,0.000071260445,0.0000069212138,1.7172202e-7,0.8396256,0.107745804,0.04862839],"study_design_scores_gemma":[0.00049037946,0.000037260634,0.18532573,0.00002040129,0.00001667669,7.3474484e-7,0.00015091368,0.00035340106,0.000002652348,0.14718263,0.6662429,0.00017632992],"about_ca_topic_score_codex":0.00024240326,"about_ca_topic_score_gemma":0.00004984304,"teacher_disagreement_score":0.9116587,"about_ca_system_score_codex":0.00019874853,"about_ca_system_score_gemma":0.00004500482,"threshold_uncertainty_score":0.7175745},"labels":[],"label_agreement":null},{"id":"W4414344427","doi":"10.1007/s11408-025-00487-4","title":"Revisiting Boehmer et al. (2021): recent period, alternative method, different conclusions","year":2025,"lang":"en","type":"article","venue":"Financial markets and portfolio management","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":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Criticism","score_opus":0.017968971834987347,"score_gpt":0.2653673068801077,"score_spread":0.24739833504512032,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4414344427","genre_codex":"other","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"codex-gemma-dda1882f352a","genre_candidate":"other","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.029243289,0.008521416,0.016303102,0.021589138,0.0023221078,0.0012103152,0.00020660752,0.000082228595,0.9205218],"genre_scores_gemma":[0.6292629,0.19785468,0.016026797,0.0871008,0.00084510155,0.0010058972,0.000318208,0.00018233423,0.06740328],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.9975362,0.000087645916,0.0009005152,0.00084622885,0.00010162576,0.0005278115],"domain_scores_gemma":[0.99891776,0.00008266457,0.00039619493,0.00042801184,0.00005859429,0.000116793075],"candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0012860746,0.00038942046,0.0007009342,0.00044571617,0.00042359633,0.0002429833,0.0002805244,0.00009943185,0.0015841047],"category_scores_gemma":[0.0001746549,0.00039082172,0.00016203542,0.0004425552,0.00009763964,0.00026482117,0.0005492293,0.00026012835,0.000047758287],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000078456564,0.00008815748,0.005412198,0.00008644542,0.000104648745,0.000043447526,0.00010642113,0.0000055576756,0.00000341785,0.8391892,0.07563267,0.07924938],"study_design_scores_gemma":[0.00063700054,0.000044190176,0.1699437,0.0001625638,0.000027949687,0.000002204157,0.00009928319,0.0003509791,0.000009778857,0.06397971,0.76440483,0.0003378284],"about_ca_topic_score_codex":0.00015075407,"about_ca_topic_score_gemma":0.000014180421,"teacher_disagreement_score":0.85311854,"about_ca_system_score_codex":0.00012423245,"about_ca_system_score_gemma":0.00004041377,"threshold_uncertainty_score":0.9998544},"labels":[],"label_agreement":null}]}