{"meta":{"query_hash":"d52068d30d26","filters":{"venue":"Mathematical Finance"},"cohort_total":65,"direct_labels_cover":0,"predictions_cover":65,"exported":65,"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/d52068d30d26","api":"https://metacan.xera.ac/api/v1/cohort?venue=Mathematical+Finance"},"results":[{"id":"W1592561576","doi":"10.1111/j.1467-9965.2012.00521.x","title":"ON PROPERTIES OF ANALYTICALLY SOLVABLE FAMILIES OF LOCAL VOLATILITY DIFFUSION MODELS","year":2012,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Mathematics; Martingale (probability theory); Bessel function; Hypergeometric function; Applied mathematics; Bessel process; Diffusion process; Mathematical analysis; Statistical physics; Pure mathematics; Orthogonal polynomials; Physics; Computer science","score_opus":0.0449981311277552,"score_gpt":0.21920075779669584,"score_spread":0.17420262666894065,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1592561576","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.581735,0.0013052756,0.38337138,0.0012377703,0.00007225144,0.00010188085,0.00028899443,0.00033602043,0.031551454],"genre_scores_gemma":[0.98072505,0.0007176091,0.013801042,0.00010915763,0.000102343634,0.00011612624,0.00024673765,0.00006815443,0.004113879],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99951303,0.00015290438,0.000026751935,0.00007721883,0.0001461458,0.0000838073],"domain_scores_gemma":[0.9978808,0.0010501198,0.00046810842,0.00016203457,0.00022956934,0.00020940077],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001308554,0.0007225385,0.0009217102,0.0016212866,0.0010127607,0.001657123,0.0008846131,0.001177888,0.003920026],"category_scores_gemma":[0.006440763,0.00027558478,0.0016143917,0.00071226916,0.0018010143,0.0025522315,0.0012909172,0.0017120203,0.00032643203],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000014192786,0.000038209877,0.0008848748,0.000045724955,0.000015756466,0.00019437025,0.00026038926,0.04073767,0.0019182503,0.9523905,0.00051656394,0.0029834495],"study_design_scores_gemma":[0.000017749284,0.000028075776,0.00057490985,0.000026818238,0.000011438727,0.0002852091,0.00011235817,0.4823296,0.0006387263,0.5145536,0.0013960568,0.000025368921],"about_ca_topic_score_codex":0.0017127425,"about_ca_topic_score_gemma":0.00059133064,"teacher_disagreement_score":0.003920026,"about_ca_system_score_codex":0.0015110968,"about_ca_system_score_gemma":0.00081591547,"threshold_uncertainty_score":0.013113797},"labels":[],"label_agreement":null},{"id":"W1794412261","doi":"10.1111/j.1467-9965.2010.00429.x","title":"DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE","year":2010,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Arbitrage; Economics; Econometrics; Interest rate; Covered interest arbitrage; Financial economics; Bond; Interest rate parity; Monetary economics; Finance","score_opus":0.024060385257637474,"score_gpt":0.2433557816223319,"score_spread":0.21929539636469442,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1794412261","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0805147,0.0021871221,0.7907436,0.0028170182,0.0006915392,0.000083301034,0.00051764416,0.00019206958,0.12225303],"genre_scores_gemma":[0.9376952,0.0027748602,0.043453913,0.00077721936,0.0009949465,0.00013643356,0.00074406026,0.0003352703,0.013088132],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9953917,0.0017040075,0.00041190328,0.0006616095,0.0013276374,0.00050309324],"domain_scores_gemma":[0.96615124,0.022983033,0.0029468979,0.0039516184,0.00305618,0.00091111026],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0069591347,0.00097126426,0.0011712433,0.0014661149,0.00072052353,0.0031672374,0.0015392973,0.0013651612,0.006649886],"category_scores_gemma":[0.046324454,0.0005988979,0.0018351479,0.00071854895,0.003998196,0.009510763,0.0029098534,0.007726302,0.0017278938],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00005362032,0.000021153346,0.00038825138,0.000052815903,0.000014734849,0.00019680276,0.000078311925,0.01021404,0.0009964718,0.98251694,0.0010747445,0.0043920553],"study_design_scores_gemma":[0.000024839544,0.000025374964,0.00047319834,0.000049827817,0.000014086612,0.00031305567,0.000038902355,0.062180024,0.0018085258,0.93056554,0.004474386,0.0000322399],"about_ca_topic_score_codex":0.00067997444,"about_ca_topic_score_gemma":0.00039017329,"teacher_disagreement_score":0.0069591347,"about_ca_system_score_codex":0.00080144446,"about_ca_system_score_gemma":0.000928979,"threshold_uncertainty_score":0.0368039},"labels":[],"label_agreement":null},{"id":"W1832762784","doi":"10.1111/j.1467-9965.2010.00457.x","title":"INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT","year":2010,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":52,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Ambiguity aversion; Credit default swap; Ambiguity; Economics; Econometrics; Risk aversion (psychology); Default; Credit derivative; Valuation (finance); Credit risk; Credit default swap index; iTraxx; Bond; Computer science; Credit valuation adjustment; Actuarial science; Expected utility hypothesis; Financial economics; Finance","score_opus":0.01861949860359469,"score_gpt":0.21744753405780332,"score_spread":0.19882803545420863,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1832762784","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.23664989,0.0012033633,0.7229393,0.0037329702,0.00014741406,0.000086370484,0.00041656313,0.00024528333,0.034578834],"genre_scores_gemma":[0.9660891,0.00042231492,0.01848217,0.00016216327,0.00008521381,0.000073232535,0.00008176461,0.0000252409,0.014578711],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993468,0.00027271063,0.00003173069,0.00011626857,0.00011363837,0.000118856115],"domain_scores_gemma":[0.9984236,0.00086676964,0.0002588876,0.00011184766,0.00013535633,0.00020361503],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0016577897,0.000755985,0.0010019175,0.0007791685,0.00045441207,0.002709616,0.0020972926,0.0024986952,0.0037827897],"category_scores_gemma":[0.0035440726,0.000645708,0.0013265711,0.0007714218,0.0016128316,0.00300492,0.0018056416,0.002303998,0.00035538507],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00009129461,0.00009683881,0.0012939221,0.000032360593,0.00005228149,0.00043048649,0.00016254302,0.634276,0.0011543512,0.35685882,0.0008129679,0.0047381837],"study_design_scores_gemma":[0.00003190426,0.000026390173,0.00019717385,0.0000057170155,0.0000122557285,0.000054825778,0.0000171958,0.92409843,0.00005952843,0.07518582,0.00029533464,0.000015439196],"about_ca_topic_score_codex":0.0038638043,"about_ca_topic_score_gemma":0.0024729278,"teacher_disagreement_score":0.0038638043,"about_ca_system_score_codex":0.0014827457,"about_ca_system_score_gemma":0.0008539329,"threshold_uncertainty_score":0.012654662},"labels":[],"label_agreement":null},{"id":"W1892895908","doi":"10.1111/j.1467-9965.2006.00288.x","title":"ASSET ALLOCATION AND ANNUITY‐PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN","year":2006,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":99,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"","keywords":"Economics; Optimal stopping; Annuity; Asset allocation; Consumption (sociology); Actuarial science; Investment strategy; Asset (computer security); Life annuity; Econometrics; Finance; Computer science; Financial economics; Portfolio; Pension","score_opus":0.01623561095969123,"score_gpt":0.2865203178059527,"score_spread":0.2702847068462615,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1892895908","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.1457887,0.0011011085,0.8353829,0.0008213755,0.000038706854,0.00009966311,0.00008514871,0.0000846335,0.01659777],"genre_scores_gemma":[0.9157759,0.000860265,0.07441283,0.00015542582,0.000030131645,0.000121985344,0.00007219423,0.000057454108,0.008513798],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9996445,0.00015204397,0.000014840076,0.00006087298,0.00006401855,0.00006365723],"domain_scores_gemma":[0.9988493,0.0007507628,0.00018501651,0.00004926112,0.000097925215,0.00006782079],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0012579119,0.0006406466,0.00073989294,0.00048381655,0.00033732114,0.00112209,0.00091804704,0.0012565085,0.004176564],"category_scores_gemma":[0.0045843925,0.00038295944,0.0004386981,0.00027959718,0.0007780011,0.0016266822,0.00067247334,0.0011458773,0.00034248913],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006972071,0.00009702931,0.0016305315,0.000114828494,0.000048420803,0.0001412319,0.00018170041,0.78529257,0.0037094003,0.18154384,0.0014261326,0.025744649],"study_design_scores_gemma":[0.000021834983,0.0000953121,0.00051134254,0.000042002142,0.000023710241,0.00009787478,0.00006924131,0.9446808,0.0015097242,0.05137029,0.0015602952,0.000017521106],"about_ca_topic_score_codex":0.0015909927,"about_ca_topic_score_gemma":0.0014120647,"teacher_disagreement_score":0.004176564,"about_ca_system_score_codex":0.0009960306,"about_ca_system_score_gemma":0.0011087644,"threshold_uncertainty_score":0.013971984},"labels":[],"label_agreement":null},{"id":"W1921068018","doi":"10.1111/mafi.12048","title":"OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH","year":2013,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":71,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Volume-weighted average price; Stochastic control; Econometrics; Position (finance); Trading strategy; Order (exchange); Mathematical optimization; Algorithmic trading; Economics; Optimal control; Computer science; Mathematics; Stock market; Financial economics; Market maker; Finance","score_opus":0.01715523925042848,"score_gpt":0.20713671681209508,"score_spread":0.1899814775616666,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1921068018","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0514349,0.00044798592,0.93881565,0.0012354775,0.000120833574,0.00007211925,0.00009818895,0.00013499077,0.0076399264],"genre_scores_gemma":[0.9517008,0.0004560295,0.039927322,0.00019170523,0.000113006674,0.00017547574,0.00011469195,0.00008430957,0.007236588],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99903846,0.00030497246,0.000046016783,0.00020101221,0.00024857468,0.00016104689],"domain_scores_gemma":[0.99741083,0.001354416,0.0005485303,0.00008578224,0.00038220294,0.00021840348],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0025147398,0.0010278109,0.001601616,0.0011288422,0.0006021053,0.002335786,0.0015312977,0.0018085636,0.0029577664],"category_scores_gemma":[0.0064140814,0.0009180584,0.000895436,0.0006896921,0.002544816,0.0016680808,0.0016794085,0.001655353,0.00020425337],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000036265552,0.000029815417,0.00023892296,0.000032944165,0.00002686282,0.0000584456,0.000030242456,0.9499896,0.0010117153,0.045146495,0.00025948253,0.003139266],"study_design_scores_gemma":[0.0000052037913,0.000013170571,0.00004009,0.0000027641158,0.0000035454198,0.0000023428452,0.000003873792,0.9946702,0.00007775037,0.0050872685,0.00008910622,0.0000045307575],"about_ca_topic_score_codex":0.012521728,"about_ca_topic_score_gemma":0.0058422755,"teacher_disagreement_score":0.012521728,"about_ca_system_score_codex":0.0020968434,"about_ca_system_score_gemma":0.002739983,"threshold_uncertainty_score":0.024897635},"labels":[],"label_agreement":null},{"id":"W1966603303","doi":"10.1111/1467-9965.00101","title":"Laguerre Series for Asian and Other Options","year":2000,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":149,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université de Montréal","funders":"","keywords":"Geometric Brownian motion; Asian option; Mathematics; Reciprocal; Computation; Series (stratigraphy); Laguerre polynomials; Brownian excursion; Brownian motion; Interval (graph theory); Applied mathematics; Distribution (mathematics); Asset (computer security); Valuation of options; Mathematical economics; Econometrics; Mathematical analysis; Economics; Computer science; Statistics; Diffusion process; Combinatorics; Algorithm; Geology","score_opus":0.027497501411983715,"score_gpt":0.23639383518939341,"score_spread":0.2088963337774097,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1966603303","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.074974656,0.008269562,0.8010386,0.002457939,0.0006739366,0.000042667936,0.00018963807,0.00044217828,0.11191074],"genre_scores_gemma":[0.86197066,0.005607639,0.07872398,0.0005715756,0.00075579836,0.000088981426,0.00023958359,0.00018530595,0.05185646],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99973136,0.00007506266,0.000010961468,0.000031687734,0.0001140101,0.000036809703],"domain_scores_gemma":[0.999138,0.0005024811,0.00008420415,0.000062169944,0.00014101528,0.00007212404],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011769359,0.00052287907,0.00033565366,0.0014821169,0.00043736945,0.0013365975,0.00048258493,0.00061081146,0.006591795],"category_scores_gemma":[0.003800587,0.00014285186,0.0004864823,0.0015771855,0.0010979081,0.0024602683,0.00047257528,0.0017037304,0.0011656915],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000071997697,0.000008595689,0.000109626395,0.000020026979,0.0000029987127,0.000054553,0.0000614497,0.0090600755,0.0004964344,0.98120624,0.00086425757,0.008108642],"study_design_scores_gemma":[0.000006808519,0.000012386548,0.00033378057,0.000023393075,0.000003372751,0.0001196413,0.000043462405,0.09898612,0.000314804,0.8921464,0.00799348,0.000016462585],"about_ca_topic_score_codex":0.0013683464,"about_ca_topic_score_gemma":0.0012258868,"teacher_disagreement_score":0.006591795,"about_ca_system_score_codex":0.000759156,"about_ca_system_score_gemma":0.00033669014,"threshold_uncertainty_score":0.022051752},"labels":[],"label_agreement":null},{"id":"W1987959842","doi":"10.1111/j.1467-9965.2002.tb00125.x","title":"A DIFFUSION MODEL FOR ELECTRICITY PRICES","year":2002,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Electric Power System Optimization","field":"Engineering","cited_by":15,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"University of British Columbia","funders":"","keywords":"Electricity; Spot contract; Econometrics; Economics; Diffusion; Electricity market; Electricity demand; Financial economics; Electricity generation; Power (physics); Engineering; Thermodynamics; Physics; Electrical engineering; Futures contract","score_opus":0.016310157059746467,"score_gpt":0.20217307252361827,"score_spread":0.1858629154638718,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1987959842","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.047092654,0.0015012114,0.9196277,0.0037583727,0.00028860927,0.00010715095,0.0010646894,0.00056858425,0.02599101],"genre_scores_gemma":[0.87988085,0.0029292894,0.060962904,0.00071094144,0.0004866367,0.00029386053,0.001194768,0.0001621223,0.053378765],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99941194,0.00013698758,0.000035913617,0.0001587999,0.00015720316,0.00009929041],"domain_scores_gemma":[0.99915266,0.00039154716,0.00014536764,0.00007126762,0.00015203527,0.000087252745],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001078606,0.00095102895,0.0010223691,0.0010318186,0.0005871237,0.0016695927,0.0017676195,0.0024990719,0.007881083],"category_scores_gemma":[0.0042247535,0.00045374746,0.0011798341,0.0011622697,0.0013323678,0.003345895,0.0010593069,0.002468347,0.0016440933],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000064787484,0.00005358894,0.0010970132,0.00009128208,0.000050825613,0.0003491443,0.0001674989,0.23535165,0.0041980213,0.7416654,0.005870915,0.011039842],"study_design_scores_gemma":[0.000054009193,0.000025765523,0.0003596905,0.000011353953,0.00001784215,0.0001498571,0.00001907961,0.8458285,0.00032630225,0.14914483,0.004026013,0.000036755107],"about_ca_topic_score_codex":0.00955328,"about_ca_topic_score_gemma":0.0048350417,"teacher_disagreement_score":0.00955328,"about_ca_system_score_codex":0.0015939872,"about_ca_system_score_gemma":0.00085893297,"threshold_uncertainty_score":0.026364803},"labels":[],"label_agreement":null},{"id":"W1999645966","doi":"10.1111/j.0960-1627.2004.00187.x","title":"Pareto Equilibria with coherent measures of risk","year":2004,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Economic theories and models","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"","keywords":"Transitive relation; Economics; Pareto principle; Valuation (finance); Financial market; Position (finance); Econometrics; Mathematical economics; Mathematics; Finance","score_opus":0.038877398008868254,"score_gpt":0.2044380749471945,"score_spread":0.16556067693832624,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W1999645966","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06781703,0.0005130323,0.88083947,0.0016021248,0.000070065274,0.00013252317,0.00015314847,0.000091057336,0.048781592],"genre_scores_gemma":[0.7949405,0.0009274691,0.1878414,0.0006743628,0.00026790236,0.00080323615,0.00027062738,0.00010057156,0.014173891],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99444443,0.0020475585,0.0003650295,0.0008221498,0.0017519362,0.0005689977],"domain_scores_gemma":[0.99233246,0.004230811,0.0013019752,0.00065251696,0.0010151587,0.00046705408],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004956421,0.0009497034,0.001034488,0.0017529532,0.0016393494,0.0052259406,0.0011867027,0.0019088571,0.0055998126],"category_scores_gemma":[0.016421553,0.0006559017,0.0014458961,0.0011571131,0.0040948354,0.0075883144,0.003970991,0.0023434823,0.00093073765],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000038865783,0.000009413924,0.00007793576,0.000008776934,0.00000696537,0.000024093735,0.000038819308,0.0023098423,0.00016882083,0.9961999,0.00013979145,0.0010117934],"study_design_scores_gemma":[0.000015346206,0.00001264739,0.00006795828,0.000012461442,0.0000046005794,0.00003560489,0.000041939413,0.016477121,0.00018903946,0.98198557,0.0011493795,0.000008299796],"about_ca_topic_score_codex":0.000771427,"about_ca_topic_score_gemma":0.0008546363,"teacher_disagreement_score":0.0055998126,"about_ca_system_score_codex":0.0024931107,"about_ca_system_score_gemma":0.0019535553,"threshold_uncertainty_score":0.026212394},"labels":[],"label_agreement":null},{"id":"W2004727703","doi":"10.1111/j.1467-9965.2007.00306.x","title":"PORTFOLIO MANAGEMENT WITH CONSTRAINTS","year":2007,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":68,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Portfolio; Benchmark (surveying); Mathematical optimization; Selection (genetic algorithm); Uniqueness; Project portfolio management; Computer science; Class (philosophy); Portfolio optimization; Investment strategy; Separation property; Index (typography); Economics; Mathematical economics; Replicating portfolio; Mathematics; Microeconomics; Artificial intelligence; Finance","score_opus":0.01821028608539088,"score_gpt":0.22270380287548425,"score_spread":0.20449351679009337,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2004727703","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.009482207,0.0029062144,0.95138294,0.0030445713,0.00025377804,0.00026909698,0.00032109686,0.00012481718,0.032215316],"genre_scores_gemma":[0.57482165,0.0075986884,0.37334424,0.0014427884,0.0011229205,0.001135267,0.00083844917,0.00016683085,0.039529134],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9963379,0.0018426493,0.00019320643,0.0005285314,0.0008212104,0.00027645525],"domain_scores_gemma":[0.99626607,0.0023364082,0.0004215264,0.00034568,0.00045907052,0.00017130915],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043207887,0.0014717879,0.0016410437,0.00072841754,0.0008426945,0.0039296784,0.0017212394,0.0024958716,0.008901652],"category_scores_gemma":[0.012141986,0.00064698164,0.0007754183,0.0018727347,0.0011403168,0.003019162,0.0025996752,0.0029721714,0.0014111741],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008906926,0.00011842926,0.0007511508,0.0003698408,0.00016834824,0.0003111354,0.00011975924,0.34798533,0.00095255516,0.5259896,0.01371092,0.10943379],"study_design_scores_gemma":[0.0000904945,0.00011752982,0.00030140133,0.00012770426,0.000039516966,0.00015035691,0.00005834784,0.4537313,0.00069824065,0.5177711,0.026878458,0.000035595822],"about_ca_topic_score_codex":0.0015746984,"about_ca_topic_score_gemma":0.001019328,"teacher_disagreement_score":0.008901652,"about_ca_system_score_codex":0.0014242864,"about_ca_system_score_gemma":0.0020742805,"threshold_uncertainty_score":0.029779017},"labels":[],"label_agreement":null},{"id":"W2006255608","doi":"10.1111/1467-9965.00002","title":"Principal Component Value at Risk","year":2002,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Value at risk; Portfolio; Covariance matrix; Econometrics; Mathematics; Variance (accounting); Principal component analysis; Confidence interval; Value (mathematics); Portfolio optimization; Economics; Statistics; Financial economics; Risk management; Finance","score_opus":0.05149356024187441,"score_gpt":0.2213524073917128,"score_spread":0.1698588471498384,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2006255608","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.018897194,0.00464634,0.94208676,0.002604584,0.0004223581,0.00015433201,0.00073985185,0.000576731,0.029871844],"genre_scores_gemma":[0.7577326,0.009214052,0.2006894,0.00087210024,0.0016069915,0.0005204671,0.0014917962,0.0005451458,0.027327329],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99528766,0.0014659289,0.00019997412,0.0008865095,0.0018633178,0.00029659946],"domain_scores_gemma":[0.9912635,0.004513787,0.0011098282,0.0012948037,0.0015471299,0.00027095716],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0048992485,0.001419322,0.0016198849,0.00243284,0.00075607613,0.0059164707,0.0014976049,0.0018783638,0.009438456],"category_scores_gemma":[0.031342145,0.00039148607,0.0010750935,0.0029284856,0.0022261336,0.004406219,0.0022269895,0.002650343,0.003031633],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00006023197,0.000043059972,0.0067859977,0.0001713573,0.00018070203,0.00015523241,0.00018574901,0.057018116,0.00073729624,0.8249996,0.010540609,0.09912206],"study_design_scores_gemma":[0.00000930171,0.000048182712,0.0034495224,0.000090078815,0.00005654309,0.00031973165,0.000086740954,0.11463561,0.0005062912,0.85976124,0.0209743,0.00006250095],"about_ca_topic_score_codex":0.0017342954,"about_ca_topic_score_gemma":0.0006907333,"teacher_disagreement_score":0.009438456,"about_ca_system_score_codex":0.0016121761,"about_ca_system_score_gemma":0.0017030647,"threshold_uncertainty_score":0.031574786},"labels":[],"label_agreement":null},{"id":"W2009488837","doi":"10.1111/1467-9965.00088","title":"On Models of Default Risk","year":2000,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":243,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"University of Alberta","keywords":"Jump; Filtration (mathematics); Default risk; Asset (computer security); Intensity (physics); Default; Econometrics; Credit risk; Mathematical economics; Mathematics; Economics; Computer science; Actuarial science; Statistics; Finance; Physics","score_opus":0.025588043312309197,"score_gpt":0.2145346679662205,"score_spread":0.18894662465391132,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2009488837","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.07356237,0.009246534,0.81926095,0.011221043,0.00039624327,0.00008820883,0.00059814856,0.0004176865,0.085208826],"genre_scores_gemma":[0.9030017,0.0111924885,0.051242486,0.0014007018,0.0017475694,0.00030256817,0.00053970795,0.00017319937,0.03039949],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9988048,0.0005739217,0.00006819562,0.00015240906,0.00021306328,0.00018765095],"domain_scores_gemma":[0.9958555,0.0027008227,0.0004324866,0.00040013695,0.0002822727,0.00032871455],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031530033,0.0009850425,0.0014711428,0.00174906,0.0009597995,0.0034732248,0.002203649,0.0033276663,0.009252029],"category_scores_gemma":[0.010739154,0.00051055837,0.0013808346,0.0023106558,0.0031483024,0.0059300098,0.002450059,0.0028152005,0.0012556926],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000072825474,0.000011598987,0.00019503546,0.00001417829,0.000007658994,0.000047137768,0.000058727157,0.013324831,0.00010003611,0.9840785,0.00086650444,0.0012883844],"study_design_scores_gemma":[0.000009688268,0.000007569231,0.00012643966,0.000018234792,0.0000050867056,0.00003868365,0.000017864117,0.047786687,0.000025327947,0.95063245,0.0013242337,0.000007676999],"about_ca_topic_score_codex":0.0022976648,"about_ca_topic_score_gemma":0.0019245242,"teacher_disagreement_score":0.009252029,"about_ca_system_score_codex":0.002270917,"about_ca_system_score_gemma":0.00094445975,"threshold_uncertainty_score":0.030951142},"labels":[],"label_agreement":null},{"id":"W2014282155","doi":"10.1111/j.1467-9965.2009.00366.x","title":"EXPLICIT SOLUTIONS OF CONSUMPTION‐INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING","year":2009,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":146,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Consumption (sociology); Economics; Financial market; Investment (military); Asset (computer security); Markov chain; Expected utility hypothesis; Complete market; Microeconomics; Incomplete markets; Monetary economics; Financial economics; Econometrics; Finance","score_opus":0.03592429570534661,"score_gpt":0.2260654767434018,"score_spread":0.1901411810380552,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2014282155","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.26660395,0.0019285354,0.6817537,0.0043334626,0.00018102395,0.00011446332,0.00029514075,0.00015536768,0.04463432],"genre_scores_gemma":[0.94606096,0.00085677614,0.039019316,0.000210701,0.000099576995,0.00023239944,0.00016457241,0.000053659438,0.013301964],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99931645,0.0003398208,0.000027976566,0.00007563721,0.00009534342,0.00014477686],"domain_scores_gemma":[0.99644727,0.0026884696,0.00040704093,0.00008590812,0.00015409624,0.00021724342],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002050932,0.000808933,0.0010113111,0.00068375614,0.00053553854,0.0016362446,0.000816472,0.0024587205,0.0042903605],"category_scores_gemma":[0.009645159,0.00075904786,0.0010056961,0.00063333934,0.0017135303,0.0016832158,0.0016607541,0.0016181436,0.00020265183],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000083520565,0.00010081183,0.00090407615,0.0000892709,0.00004913017,0.0001946585,0.0001306112,0.49178883,0.00059701095,0.49914244,0.00122323,0.005696369],"study_design_scores_gemma":[0.0000413043,0.000020352893,0.00020248666,0.000017865592,0.000008507195,0.00001663009,0.000040467257,0.8192867,0.000103170154,0.17970078,0.00055095274,0.000010781788],"about_ca_topic_score_codex":0.003339528,"about_ca_topic_score_gemma":0.0029642533,"teacher_disagreement_score":0.0042903605,"about_ca_system_score_codex":0.0015792053,"about_ca_system_score_gemma":0.0013597673,"threshold_uncertainty_score":0.014352739},"labels":[],"label_agreement":null},{"id":"W2029894819","doi":"10.1111/j.1467-9965.2005.00229.x","title":"MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS","year":2005,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Doob's martingale inequality; Local martingale; Mathematics; Hellinger distance; Martingale (probability theory); Martingale pricing; Martingale difference sequence; Entropy (arrow of time); Kullback–Leibler divergence; Bounded function; Applied mathematics; Statistics; Mathematical analysis; Physics","score_opus":0.02821021363912475,"score_gpt":0.22433993078417114,"score_spread":0.1961297171450464,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2029894819","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3525061,0.0014601278,0.6346658,0.0011285436,0.00004820474,0.000068730675,0.00024779467,0.00012440272,0.009750365],"genre_scores_gemma":[0.95539314,0.00055893074,0.04076442,0.00009841385,0.000089613844,0.00010955379,0.00015672635,0.00004339356,0.0027856708],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99881834,0.00045762755,0.00007242528,0.0002327643,0.00027135856,0.00014755185],"domain_scores_gemma":[0.99644,0.0018607932,0.0006485513,0.00025035112,0.00038514688,0.00041523037],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033345341,0.0006890134,0.0011655982,0.0017385805,0.0008159695,0.0022843753,0.0010237381,0.0010191426,0.0012323403],"category_scores_gemma":[0.007676212,0.0005051873,0.0010178253,0.0006535371,0.003460645,0.0036429411,0.0016376567,0.0012439591,0.00011837276],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000033305507,0.000019831943,0.0006842895,0.00006522786,0.00003653756,0.00007991892,0.0000869682,0.03179706,0.0016260449,0.96222365,0.0002937395,0.0030534726],"study_design_scores_gemma":[0.000016485012,0.000050492126,0.0009941915,0.000028633833,0.000016109741,0.00004690128,0.00003260346,0.18336609,0.0010108908,0.81362784,0.0007802216,0.000029473851],"about_ca_topic_score_codex":0.0009812944,"about_ca_topic_score_gemma":0.0006216004,"teacher_disagreement_score":0.0033345341,"about_ca_system_score_codex":0.0021557924,"about_ca_system_score_gemma":0.0013763326,"threshold_uncertainty_score":0.017634928},"labels":[],"label_agreement":null},{"id":"W2031994792","doi":"10.1111/1467-9965.00115","title":"Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing","year":2001,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Economic theories and models","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia; University of Waterloo","funders":"","keywords":"Arbitrage; Valuation (finance); Economics; Risk-neutral measure; Arbitrage pricing theory; Martingale (probability theory); Incomplete markets; Rational pricing; Security market; Financial economics; Mathematical economics; Capital asset pricing model; Microeconomics; Finance; Mathematics","score_opus":0.03473941487382662,"score_gpt":0.23136043159441808,"score_spread":0.19662101672059146,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2031994792","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.04759353,0.009805049,0.8208568,0.03206654,0.0013095984,0.00008437774,0.00007975934,0.000108456974,0.08809592],"genre_scores_gemma":[0.8885044,0.00824566,0.08024594,0.0019823583,0.0042701415,0.00015958596,0.000055506865,0.00012516911,0.016411243],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9964843,0.0012957309,0.00015972134,0.00051944033,0.0013273042,0.00021336522],"domain_scores_gemma":[0.98956686,0.0052446947,0.0012160711,0.0027300268,0.00080668164,0.00043562741],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0053546443,0.0010295077,0.0022049882,0.0009923214,0.001319406,0.005680289,0.0024156235,0.004058298,0.0043258625],"category_scores_gemma":[0.02237534,0.0008583365,0.0015258125,0.001013598,0.013395238,0.024690453,0.004497092,0.007045721,0.00044288038],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000014405273,0.000007807171,0.000083515806,0.000036142366,0.000012002254,0.000052779407,0.000064971995,0.0027362306,0.00012172019,0.99347794,0.0005096652,0.0028827316],"study_design_scores_gemma":[0.000010666248,0.000012941843,0.0000709738,0.000022541417,0.0000058830683,0.000040307626,0.000017820103,0.014640723,0.00008941444,0.9830434,0.0020370146,0.000008425491],"about_ca_topic_score_codex":0.0006672846,"about_ca_topic_score_gemma":0.00055887987,"teacher_disagreement_score":0.005680289,"about_ca_system_score_codex":0.0018474004,"about_ca_system_score_gemma":0.0013026097,"threshold_uncertainty_score":0.028318405},"labels":[],"label_agreement":null},{"id":"W2046939348","doi":"10.1111/j.1467-9965.2006.00258.x","title":"MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE","year":2006,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":29,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Mathematics; Pointwise; Local martingale; Martingale (probability theory); Hellinger distance; Doob's martingale inequality; Martingale pricing; Applied mathematics; Entropy (arrow of time); Mathematical economics; Econometrics; Mathematical analysis; Physics; Thermodynamics","score_opus":0.022567914797559936,"score_gpt":0.21803130802676002,"score_spread":0.1954633932292001,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2046939348","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.18570198,0.013022556,0.6498983,0.0144725945,0.0011460936,0.00008249281,0.0007340817,0.000222707,0.1347193],"genre_scores_gemma":[0.9215437,0.0038595314,0.048663545,0.0013808765,0.0014631704,0.00006802194,0.00032066437,0.00012940652,0.022571184],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994522,0.00014956249,0.000026153346,0.00015530741,0.00014455397,0.00007220152],"domain_scores_gemma":[0.9988243,0.00056617305,0.00012996372,0.00015516812,0.00018535697,0.00013908543],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018091939,0.0006295851,0.0008344591,0.0014483132,0.0006968895,0.0015474543,0.0007748477,0.0013456458,0.008192678],"category_scores_gemma":[0.004294659,0.00026957938,0.0010114035,0.0007289199,0.0019792684,0.0043636207,0.0012729379,0.0019050401,0.00041082033],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000054000775,0.0000087852595,0.00015132355,0.000030620522,0.000006043124,0.000033618042,0.00004120041,0.0016009792,0.0004841545,0.995577,0.00048131956,0.0015795728],"study_design_scores_gemma":[0.000005802866,0.000024179486,0.00040804755,0.000027536891,0.0000067223777,0.00006864591,0.000024893268,0.013288531,0.0003588673,0.9816004,0.004172061,0.000014093792],"about_ca_topic_score_codex":0.00089600607,"about_ca_topic_score_gemma":0.00061361725,"teacher_disagreement_score":0.008192678,"about_ca_system_score_codex":0.001587618,"about_ca_system_score_gemma":0.0005176298,"threshold_uncertainty_score":0.027407289},"labels":[],"label_agreement":null},{"id":"W2048712136","doi":"10.1111/1467-9965.00018","title":"A General Fractional White Noise Theory And Applications To Finance","year":2003,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":311,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Calgary","funders":"","keywords":"Fractional Brownian motion; Hurst exponent; White noise; Mathematical economics; Econometrics; Statistical physics; Mathematics; Brownian noise; Brownian motion; Economics; Noise (video); Applied mathematics; Computer science; Statistics; Physics; Artificial intelligence","score_opus":0.019067370364669833,"score_gpt":0.23929285999694566,"score_spread":0.22022548963227584,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2048712136","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.023101468,0.008390405,0.9310639,0.0032430426,0.0010487696,0.000033422853,0.00014145926,0.00017769568,0.032799806],"genre_scores_gemma":[0.6297249,0.021293063,0.2786343,0.002703494,0.005201891,0.00023598516,0.00039964198,0.00019237427,0.06161427],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995863,0.00008891087,0.00002421997,0.00010022798,0.00014461999,0.000055740285],"domain_scores_gemma":[0.9996463,0.00012311182,0.00006435461,0.00004583204,0.00007124384,0.000049180355],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000929408,0.0008744744,0.0008118841,0.0015703614,0.00077172735,0.001825253,0.00088284013,0.0017815806,0.003781712],"category_scores_gemma":[0.001775073,0.0003290978,0.0014675013,0.0016108642,0.0018706162,0.0030727128,0.0011760361,0.0017251595,0.0005339874],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000034790426,0.000008106909,0.00008355326,0.000027701884,0.000007439667,0.000058457943,0.000041614137,0.0073521235,0.000887472,0.9851435,0.00089922507,0.0054872627],"study_design_scores_gemma":[0.0000040999284,0.000014120284,0.000120760895,0.000020172743,0.000006597752,0.00009486219,0.000015158348,0.04756045,0.0002613136,0.94061977,0.01127173,0.000010989811],"about_ca_topic_score_codex":0.001662166,"about_ca_topic_score_gemma":0.00082827883,"teacher_disagreement_score":0.003781712,"about_ca_system_score_codex":0.0010572794,"about_ca_system_score_gemma":0.00089232816,"threshold_uncertainty_score":0.012651086},"labels":[],"label_agreement":null},{"id":"W2078991714","doi":"10.1111/j.1467-9965.2005.00250.x","title":"CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS","year":2005,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":57,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Economics; Interest rate; Portfolio; Econometrics; Constraint (computer-aided design); Risk-free interest rate; Risk aversion (psychology); Portfolio optimization; Financial economics; Mathematics; Expected utility hypothesis; Monetary economics","score_opus":0.04039941896831497,"score_gpt":0.23978105534076563,"score_spread":0.19938163637245065,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2078991714","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03143215,0.0009884026,0.9563228,0.001428732,0.00008022031,0.000074936026,0.00013780728,0.00007792329,0.009457082],"genre_scores_gemma":[0.70060474,0.0031764056,0.27389956,0.0005343223,0.0002263001,0.0010039092,0.00061498233,0.0002069306,0.019732757],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99927706,0.0003282758,0.000030090616,0.0001121742,0.00013899463,0.00011339283],"domain_scores_gemma":[0.99554247,0.0033887227,0.00044792375,0.000096418225,0.0003803053,0.00014410567],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0031635466,0.0012456651,0.0014159072,0.000808164,0.0004437097,0.002475585,0.0011121088,0.0029228607,0.006182583],"category_scores_gemma":[0.015763195,0.0009610769,0.0009688428,0.0009977021,0.0016112805,0.0020882941,0.0015537958,0.0017280327,0.0005598912],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000034644534,0.0000611403,0.00052683323,0.00013815351,0.00004467246,0.00014686336,0.00012184101,0.6882837,0.00067071826,0.29523936,0.0024660502,0.012266086],"study_design_scores_gemma":[0.000036683716,0.000019094363,0.00012798564,0.000028735854,0.000008964279,0.00003122566,0.000039417897,0.8541456,0.00018864826,0.14445949,0.00089901785,0.000015283898],"about_ca_topic_score_codex":0.0037477287,"about_ca_topic_score_gemma":0.002550153,"teacher_disagreement_score":0.006182583,"about_ca_system_score_codex":0.0014737115,"about_ca_system_score_gemma":0.002336964,"threshold_uncertainty_score":0.020682812},"labels":[],"label_agreement":null},{"id":"W2095500572","doi":"10.1111/1467-9965.00086","title":"Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves","year":2000,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Economic theories and models","field":"Economics, Econometrics and Finance","cited_by":117,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Exchange rate; Interest rate; Impulse control; Impulse (physics); Foreign exchange market; Economics; Stochastic control; Econometrics; Mathematical economics; Central bank; Order (exchange); Foreign exchange; Optimal control; Mathematical optimization; Mathematics; Monetary policy; Monetary economics; Finance","score_opus":0.0498643489526531,"score_gpt":0.24075636972309433,"score_spread":0.19089202077044123,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2095500572","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.096113935,0.0010355462,0.8819104,0.002096394,0.00017902242,0.000038932172,0.00010484865,0.0001407749,0.018380241],"genre_scores_gemma":[0.96114606,0.0006679581,0.028109353,0.00021065414,0.00021463506,0.00008532741,0.000059545535,0.000038502356,0.009468003],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99891007,0.00050907175,0.00004169965,0.0001908271,0.00020570104,0.00014275043],"domain_scores_gemma":[0.99554354,0.0031562704,0.00066394726,0.00013293374,0.0002919592,0.00021138112],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027224568,0.0009165019,0.0008641775,0.0006760606,0.000449541,0.002128666,0.0010944167,0.001882926,0.0025096054],"category_scores_gemma":[0.007951923,0.000587237,0.0009122468,0.00067901344,0.002874415,0.0015737885,0.0012364055,0.0011543273,0.00015130197],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000560981,0.00003365785,0.00042829983,0.00006806987,0.00006800369,0.00011300399,0.0000661373,0.718,0.0011251831,0.274638,0.00056551216,0.0048380853],"study_design_scores_gemma":[0.000029533869,0.0000292456,0.00019054239,0.0000121983585,0.00001660143,0.000018091765,0.000020941789,0.91257226,0.0003158778,0.08635916,0.00041538582,0.000020101606],"about_ca_topic_score_codex":0.0067515355,"about_ca_topic_score_gemma":0.0039573372,"teacher_disagreement_score":0.0067515355,"about_ca_system_score_codex":0.0017259209,"about_ca_system_score_gemma":0.0012941307,"threshold_uncertainty_score":0.014397919},"labels":[],"label_agreement":null},{"id":"W2106551117","doi":"10.1111/j.1467-9965.2007.00312.x","title":"A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT","year":2007,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Taxable income; Bond; Transaction cost; Portfolio; Economics; Database transaction; Asset (computer security); Investment (military); Financial economics; Monetary economics; Microeconomics; Finance","score_opus":0.02231363430964554,"score_gpt":0.22730280934478533,"score_spread":0.2049891750351398,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2106551117","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.109934494,0.04285932,0.40013444,0.06052048,0.003762476,0.00011936968,0.0007837188,0.00047819462,0.38140762],"genre_scores_gemma":[0.8815365,0.028596077,0.034272607,0.006842149,0.0031351733,0.00012765396,0.00017032618,0.00035549977,0.04496399],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989096,0.00052315055,0.00006397801,0.000136015,0.00022257084,0.00014473863],"domain_scores_gemma":[0.9793723,0.017214961,0.0010187866,0.0012569943,0.0008258974,0.00031101506],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023843006,0.0009994255,0.0015123658,0.0007836355,0.00072102214,0.00284064,0.0012490049,0.0021393031,0.01733234],"category_scores_gemma":[0.026122058,0.00047582848,0.0012273156,0.0010627087,0.0027125864,0.0045803017,0.002006496,0.004139091,0.0009070285],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00021331842,0.00011916767,0.0011646552,0.00032377598,0.000082777755,0.00045713893,0.00011854913,0.07235952,0.0012195789,0.8672587,0.010351044,0.04633168],"study_design_scores_gemma":[0.000053661217,0.00006400853,0.0010192156,0.00010179877,0.000045667945,0.000118497,0.000055670156,0.048916157,0.0009070643,0.9382885,0.010398195,0.000031589425],"about_ca_topic_score_codex":0.004204479,"about_ca_topic_score_gemma":0.0032078184,"teacher_disagreement_score":0.01733234,"about_ca_system_score_codex":0.0015887227,"about_ca_system_score_gemma":0.0008936496,"threshold_uncertainty_score":0.057982445},"labels":[],"label_agreement":null},{"id":"W2125854305","doi":"10.1111/j.1467-9965.2006.00267.x","title":"CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM","year":2006,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":145,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"","keywords":"Stochastic control; Dividend; Bankruptcy; Impulse control; Dividend policy; Bellman equation; Optimization problem; Economics; Actuarial science; Payment; Mathematical optimization; Time horizon; Control (management); Optimal control; Mathematical economics; Mathematics; Finance","score_opus":0.01017256837691073,"score_gpt":0.26534133773120716,"score_spread":0.25516876935429644,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2125854305","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.11051793,0.0021017967,0.86608356,0.00297725,0.000220937,0.00006584656,0.00013229855,0.00011482344,0.017785566],"genre_scores_gemma":[0.9554454,0.0013509211,0.02698671,0.00021492167,0.00018958977,0.00016952048,0.00008817618,0.00004433286,0.015510412],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993411,0.00029144433,0.000019035067,0.00008735321,0.00014618324,0.00011488749],"domain_scores_gemma":[0.99726,0.001981027,0.00031636018,0.00005327018,0.00021916638,0.00017011524],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024303857,0.0010851445,0.00091995636,0.0009298105,0.0005647202,0.001903059,0.00090117025,0.001780148,0.0036712566],"category_scores_gemma":[0.0062580323,0.0006255583,0.0009932327,0.00068000006,0.0032736312,0.0013830516,0.0014092193,0.0017880644,0.00019319566],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000040673996,0.000047472156,0.00042860926,0.00007395875,0.000047956448,0.0000741355,0.000065150154,0.7828405,0.00066564244,0.21174076,0.0005743012,0.003400894],"study_design_scores_gemma":[0.000014219866,0.00002086972,0.00016094229,0.000011273357,0.000011659076,0.000007881075,0.000018871024,0.9610296,0.000116633855,0.038333435,0.00026376956,0.000010819801],"about_ca_topic_score_codex":0.013359196,"about_ca_topic_score_gemma":0.0073686815,"teacher_disagreement_score":0.013359196,"about_ca_system_score_codex":0.0038459566,"about_ca_system_score_gemma":0.0027654055,"threshold_uncertainty_score":0.02790451},"labels":[],"label_agreement":null},{"id":"W2129591712","doi":"10.1111/j.1467-9965.2010.00443.x","title":"INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES","year":2010,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":43,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"","keywords":"Duality (order theory); Mathematical economics; Economics; Probability measure; Mathematics; Measure (data warehouse); Space (punctuation); Regular polygon; Function (biology); Econometrics; Computer science; Pure mathematics; Mathematical analysis","score_opus":0.03709765329046002,"score_gpt":0.3328434513271378,"score_spread":0.2957457980366778,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2129591712","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.044089533,0.0009042108,0.93284386,0.0008856755,0.00012343412,0.00006284066,0.00006989542,0.00006868709,0.02095185],"genre_scores_gemma":[0.80905646,0.0019934296,0.1739128,0.00047587944,0.0005653221,0.00031589015,0.00013859053,0.00011931493,0.013422361],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99791926,0.0009061602,0.00010069186,0.0003069715,0.0005196172,0.00024738055],"domain_scores_gemma":[0.99429613,0.0037322585,0.0007074245,0.00041394954,0.0004218482,0.0004283965],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0061567603,0.0012471784,0.0012287444,0.0019956278,0.0009659873,0.0029806034,0.0021905391,0.002233511,0.0059256484],"category_scores_gemma":[0.017233688,0.00072045036,0.0023155855,0.0014687246,0.0039814645,0.0073773814,0.0033395041,0.0050309934,0.00063406565],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000014711981,0.000028384466,0.00011156909,0.000028123342,0.00001009726,0.00006942251,0.000048687874,0.010412489,0.00031440394,0.98682004,0.00028343554,0.0018587039],"study_design_scores_gemma":[0.000017822378,0.00003323181,0.0001194672,0.000018684497,0.000007423042,0.00009385239,0.00002034646,0.10443211,0.00045070262,0.8935837,0.0012086738,0.000014027687],"about_ca_topic_score_codex":0.0005093208,"about_ca_topic_score_gemma":0.00028206554,"teacher_disagreement_score":0.0061567603,"about_ca_system_score_codex":0.0020495465,"about_ca_system_score_gemma":0.0015330599,"threshold_uncertainty_score":0.032560408},"labels":[],"label_agreement":null},{"id":"W2136538802","doi":"10.1111/j.1467-9965.2007.00295.x","title":"OPTIMAL DIVIDEND POLICY WITH MEAN‐REVERTING CASH RESERVOIR","year":2006,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":93,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University; University of Alberta","funders":"","keywords":"Dividend; Economics; Dividend policy; Stochastic control; Mean reversion; Payment; Shareholder; Cash; Econometrics; Financial economics; Monetary economics; Optimal control; Finance; Mathematics; Corporate governance; Mathematical optimization","score_opus":0.023424392973219386,"score_gpt":0.23445369375334885,"score_spread":0.21102930078012946,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2136538802","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.6488442,0.0015259635,0.3342776,0.0033037884,0.00014595456,0.0000876346,0.0002449902,0.0003431689,0.0112267155],"genre_scores_gemma":[0.9896136,0.00033461142,0.007100474,0.000074233285,0.00003638182,0.000026203545,0.000042558517,0.000022025359,0.002750013],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993162,0.00022723351,0.000034966528,0.00016432907,0.000080262536,0.00017688055],"domain_scores_gemma":[0.99706227,0.0018224485,0.0005712286,0.00010946971,0.00017181352,0.0002627415],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018736994,0.00063477276,0.0014085558,0.00058303616,0.0003811836,0.00247871,0.0007996408,0.0017333736,0.0022225736],"category_scores_gemma":[0.00722117,0.0007836187,0.00058286474,0.00037712292,0.0013735697,0.0020400176,0.00082164496,0.0014022653,0.00026193],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00043786757,0.00015900232,0.001972191,0.00012529871,0.000093135226,0.00036799128,0.00008711719,0.83520776,0.006014662,0.1453791,0.0011713804,0.008984429],"study_design_scores_gemma":[0.00008607949,0.00007529871,0.00063527026,0.000011238436,0.000026501519,0.000035513993,0.000023172533,0.9494554,0.0007532817,0.048595175,0.0002800957,0.000023036584],"about_ca_topic_score_codex":0.0037398003,"about_ca_topic_score_gemma":0.0014334366,"teacher_disagreement_score":0.0037398003,"about_ca_system_score_codex":0.002098786,"about_ca_system_score_gemma":0.0017683053,"threshold_uncertainty_score":0.015227795},"labels":[],"label_agreement":null},{"id":"W2148231771","doi":"10.1111/j.1467-9965.2006.00259.x","title":"APPROXIMATING GARCH‐JUMP MODELS, JUMP‐DIFFUSION PROCESSES, AND OPTION PRICING","year":2006,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":123,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Jump diffusion; Jump; Autoregressive conditional heteroskedasticity; Econometrics; Limiting; Volatility (finance); Valuation of options; Economics; Jump process; Mathematics; Financial economics; Physics; Engineering","score_opus":0.025570672951365832,"score_gpt":0.21239569073232006,"score_spread":0.18682501778095423,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2148231771","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12072242,0.014244267,0.8481418,0.0026149987,0.00030896417,0.000033756696,0.00017684056,0.0003644559,0.013392592],"genre_scores_gemma":[0.9432085,0.007046907,0.043320335,0.00019075404,0.0005496643,0.000050389524,0.00026252904,0.00007806909,0.005292704],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99891305,0.00058376614,0.00004025517,0.00009845879,0.0002777262,0.00008683639],"domain_scores_gemma":[0.9968459,0.0022288978,0.00039034488,0.00019151387,0.00023142547,0.0001119077],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0024067126,0.0008726731,0.001060655,0.0011203507,0.00042903566,0.0017080456,0.0013120208,0.0021542984,0.0014977269],"category_scores_gemma":[0.013589186,0.0004456713,0.0006869645,0.0021717965,0.0013857781,0.0031751902,0.0011015461,0.0017366682,0.00024850338],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003258017,0.000047133846,0.0020227693,0.000096883516,0.000070612434,0.00016746389,0.00014690307,0.4484004,0.0007611697,0.53251886,0.0014538891,0.014281377],"study_design_scores_gemma":[0.000006241452,0.000011695837,0.0003364966,0.000012730447,0.0000095624655,0.00004527968,0.000023271288,0.6616231,0.00011315101,0.33697578,0.0008319963,0.000010712272],"about_ca_topic_score_codex":0.006451977,"about_ca_topic_score_gemma":0.0028197342,"teacher_disagreement_score":0.006451977,"about_ca_system_score_codex":0.0010319336,"about_ca_system_score_gemma":0.0007323121,"threshold_uncertainty_score":0.012828827},"labels":[],"label_agreement":null},{"id":"W2148474709","doi":"10.1111/1467-9965.00114","title":"Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings","year":2001,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":230,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"The Scarborough Hospital; University of Toronto; University of British Columbia","funders":"","keywords":"Markov chain; Generator matrix; Generator (circuit theory); Stochastic matrix; Credit rating; Matrix (chemical analysis); Transition (genetics); Econometrics; Computer science; Transition rate matrix; Mathematics; Economics; Mathematical economics; Actuarial science; Algorithm; Statistics; Power (physics); Physics; Thermodynamics; Chemistry","score_opus":0.038820707735161546,"score_gpt":0.27179978871991944,"score_spread":0.2329790809847579,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2148474709","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.013061412,0.00017901335,0.9854478,0.000276148,0.000013940677,0.000063943175,0.00008775366,0.0001898866,0.00068006624],"genre_scores_gemma":[0.43104637,0.001190638,0.56206274,0.00018325116,0.00022166276,0.0005641245,0.0011130072,0.0002606031,0.0033575261],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9974533,0.0016357308,0.00010229783,0.00043770522,0.00025831777,0.000112822694],"domain_scores_gemma":[0.92130965,0.071195334,0.003418097,0.0017757985,0.0015762033,0.00072502205],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006787704,0.0014918888,0.0011952884,0.0020360635,0.00089017925,0.0016348019,0.0011269742,0.0014321043,0.003846134],"category_scores_gemma":[0.08356837,0.0011164843,0.0010882517,0.0013221275,0.0029088086,0.0047416654,0.0017395266,0.0027632986,0.0007896447],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00015211893,0.00015410755,0.0064800754,0.00027160058,0.000088030945,0.00031847644,0.00057884824,0.53894424,0.001711609,0.38257474,0.0023470733,0.06637914],"study_design_scores_gemma":[0.000019786828,0.000024698627,0.00030122654,0.000026848153,0.000008047336,0.000054912285,0.0000374839,0.7304472,0.00043662454,0.26816928,0.00045067357,0.000023316852],"about_ca_topic_score_codex":0.0026737663,"about_ca_topic_score_gemma":0.0028444214,"teacher_disagreement_score":0.006787704,"about_ca_system_score_codex":0.0013769101,"about_ca_system_score_gemma":0.0016021027,"threshold_uncertainty_score":0.035897255},"labels":[],"label_agreement":null},{"id":"W2157724322","doi":"10.1111/j.1467-9965.2011.00513.x","title":"PRICING CHAINED OPTIONS WITH CURVED BARRIERS","year":2012,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"Natural Sciences and Engineering Research Council of Canada; Mitacs","keywords":"Barrier option; Exotic option; Stochastic game; Asset (computer security); Economics; Asian option; Valuation of options; Mathematical economics; Financial economics; Computer science","score_opus":0.024883914575619986,"score_gpt":0.22386052813508628,"score_spread":0.1989766135594663,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2157724322","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.46543336,0.001041852,0.5180961,0.00061768433,0.00012703895,0.000057566518,0.00007026263,0.00011627293,0.0144398315],"genre_scores_gemma":[0.97080874,0.00034877105,0.021759732,0.00005443473,0.00005506195,0.00003828866,0.000049586033,0.000031990614,0.00685343],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991874,0.000267949,0.00004889641,0.00011821749,0.00023119498,0.00014627454],"domain_scores_gemma":[0.99765956,0.0010170129,0.0003686997,0.00024339922,0.00028845444,0.00042295817],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014175767,0.0007001544,0.0006773094,0.0007923737,0.00051775837,0.002198285,0.0010980288,0.0018433392,0.0062337043],"category_scores_gemma":[0.006176887,0.00049286074,0.0010412808,0.00072808197,0.0019179819,0.0059035756,0.0019952527,0.0018060749,0.00042415372],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00019892522,0.00006739364,0.0019037642,0.00006276531,0.00007116638,0.00085413054,0.00023640893,0.13971713,0.006116443,0.8407889,0.00040647652,0.0095764985],"study_design_scores_gemma":[0.000042105246,0.00008091862,0.00043837156,0.00002354846,0.00001780551,0.00018540394,0.00006515781,0.5937045,0.0009708694,0.403328,0.0011074386,0.000035823487],"about_ca_topic_score_codex":0.001022512,"about_ca_topic_score_gemma":0.00055010855,"teacher_disagreement_score":0.0062337043,"about_ca_system_score_codex":0.0007500116,"about_ca_system_score_gemma":0.00042797765,"threshold_uncertainty_score":0.020853758},"labels":[],"label_agreement":null},{"id":"W2165373275","doi":"10.1111/j.1467-9965.2010.00424.x","title":"BILINEAR TERM STRUCTURE MODEL","year":2010,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Affine transformation; Affine term structure model; Yield curve; Econometrics; Term (time); Bilinear interpolation; Portfolio; Mathematics; Interest rate; Economics; Mathematical economics; Applied mathematics; Financial economics; Statistics; Finance; Pure mathematics","score_opus":0.02002865749098138,"score_gpt":0.2288614048815245,"score_spread":0.20883274739054314,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2165373275","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.032888338,0.0009954579,0.9303682,0.0009294515,0.0002851412,0.00010304876,0.002066359,0.0005060926,0.031857986],"genre_scores_gemma":[0.85449123,0.0019361057,0.06788891,0.00052867125,0.00046629674,0.0003439178,0.0028702433,0.00026208916,0.071212515],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990706,0.00023185836,0.000057624133,0.00023851533,0.00022341959,0.00017798401],"domain_scores_gemma":[0.9984805,0.0005920691,0.00026247336,0.00018787647,0.0003489312,0.00012813359],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0011663379,0.00091580703,0.0012204365,0.0008869105,0.00061598886,0.0022346633,0.002220318,0.0018464852,0.015492261],"category_scores_gemma":[0.004356291,0.0004769003,0.0012144414,0.0013164349,0.00083125685,0.003107547,0.0015147288,0.0017214302,0.0037067386],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0001209151,0.0000951269,0.0018835731,0.00014657527,0.00007507037,0.00034305538,0.00018042364,0.26719043,0.0019421831,0.6968993,0.0054708323,0.025652615],"study_design_scores_gemma":[0.00003177547,0.000054382293,0.00042665863,0.000014886474,0.000031070373,0.00019159171,0.00002813806,0.7454904,0.00032092043,0.2441673,0.0092136385,0.000029249552],"about_ca_topic_score_codex":0.0043640393,"about_ca_topic_score_gemma":0.0023694106,"teacher_disagreement_score":0.015492261,"about_ca_system_score_codex":0.0007818193,"about_ca_system_score_gemma":0.0012167953,"threshold_uncertainty_score":0.051826775},"labels":[],"label_agreement":null},{"id":"W2233748268","doi":"10.1111/1467-9965.00006","title":"Dynamic Arbitrage‐Free Asset Pricing with Proportional Transaction Costs","year":2002,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Western University","funders":"","keywords":"Arbitrage; Arbitrage pricing theory; Risk arbitrage; Fixed income arbitrage; Fundamental theorem of asset pricing; Index arbitrage; Investment theory; Variable pricing; Transaction cost; Rational pricing; Asset (computer security); Economics; Capital asset pricing model; Financial economics; Microeconomics; Business; Computer science","score_opus":0.019120713644249537,"score_gpt":0.20969469688923045,"score_spread":0.19057398324498093,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2233748268","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.122160085,0.001275764,0.8590857,0.0009197663,0.00014538334,0.000053156324,0.00006753066,0.00008185608,0.016210835],"genre_scores_gemma":[0.9741509,0.0006006432,0.017599473,0.00009326143,0.00013144284,0.00006294138,0.000054123248,0.000026896996,0.0072802464],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99793744,0.0007466158,0.000096871096,0.00031962083,0.000630815,0.00026860615],"domain_scores_gemma":[0.9960211,0.0022763743,0.0006051104,0.00047244484,0.00035590254,0.00026923383],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023331137,0.000996275,0.0011242566,0.0007476111,0.00053823745,0.0027299724,0.0018664569,0.0014681387,0.0032592784],"category_scores_gemma":[0.010660202,0.0005820148,0.0009994541,0.00085108983,0.0022786127,0.007827594,0.001728254,0.0023737655,0.00031805472],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003475247,0.000036545738,0.00031479486,0.000035084042,0.00003410182,0.00019755762,0.00004937758,0.08612546,0.0011038826,0.90545666,0.00037099113,0.006240686],"study_design_scores_gemma":[0.000029661063,0.000043135813,0.0003105598,0.000007837581,0.000017337812,0.00011810733,0.00001547958,0.5907269,0.00051086664,0.4071569,0.0010421043,0.000021116995],"about_ca_topic_score_codex":0.0008093127,"about_ca_topic_score_gemma":0.00041836197,"teacher_disagreement_score":0.0032592784,"about_ca_system_score_codex":0.001397858,"about_ca_system_score_gemma":0.00082220614,"threshold_uncertainty_score":0.012338877},"labels":[],"label_agreement":null},{"id":"W2265464138","doi":"10.1111/j.1467-9965.2009.00378.x","title":"MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS","year":2009,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":17,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Economics; Portfolio; Risk aversion (psychology); Econometrics; Ergodic theory; Context (archaeology); Incomplete markets; Isoelastic utility; Maximization; Constant (computer programming); Financial market; Mathematics; Value at risk; Expected utility hypothesis; Mathematical economics; Microeconomics; Financial economics; Risk management; Computer science","score_opus":0.05859409147533349,"score_gpt":0.33854722224530104,"score_spread":0.27995313076996753,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2265464138","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.14971635,0.0009684811,0.83164316,0.0013590824,0.00006448054,0.00004532293,0.00010529658,0.00013120167,0.015966643],"genre_scores_gemma":[0.9525272,0.0012984751,0.036839217,0.00009654459,0.0000861346,0.00009272038,0.00008876573,0.00009386632,0.008877021],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994978,0.0002299069,0.000016803746,0.00008479948,0.00007340527,0.00009729349],"domain_scores_gemma":[0.99828655,0.0010484939,0.0002816466,0.000099448735,0.00015744269,0.00012633756],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019869448,0.0009821693,0.00096904224,0.0004905707,0.00027672772,0.0014757743,0.00074092386,0.0011912374,0.0014307057],"category_scores_gemma":[0.0071207345,0.00044596515,0.0006085656,0.0005428603,0.0013575759,0.0022879285,0.0013432628,0.00094170973,0.00030990562],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000047088535,0.000033188444,0.00035563365,0.00006410878,0.00002710139,0.00010976693,0.000066330285,0.77186,0.0019185008,0.21605223,0.00074657594,0.008719414],"study_design_scores_gemma":[0.000011836298,0.000034641587,0.000104295556,0.0000136545705,0.000009144158,0.000029297664,0.000014767449,0.9365799,0.000593046,0.062032707,0.00056632556,0.000010511962],"about_ca_topic_score_codex":0.0016717854,"about_ca_topic_score_gemma":0.0008050086,"teacher_disagreement_score":0.0019869448,"about_ca_system_score_codex":0.0010064576,"about_ca_system_score_gemma":0.0011127817,"threshold_uncertainty_score":0.01050812},"labels":[],"label_agreement":null},{"id":"W2312608297","doi":"10.1111/mafi.12077","title":"FAST SWAPTION PRICING IN GAUSSIAN TERM STRUCTURE MODELS","year":2014,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Kootenay Association for Science & Technology","funders":"","keywords":"Boundary (topology); Applied mathematics; Numerical integration; Mathematics; Stochastic game; Gaussian; Mathematical optimization; Computer science; Mathematical analysis; Mathematical economics; Physics","score_opus":0.0206159044445331,"score_gpt":0.21776167893098675,"score_spread":0.19714577448645365,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2312608297","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.012460624,0.00016743135,0.98570627,0.00019774518,0.0000492514,0.000020746009,0.000019308143,0.00017915119,0.0011994508],"genre_scores_gemma":[0.4364898,0.0004713988,0.55642843,0.00021977899,0.00014631245,0.00017742954,0.00010648457,0.00021105936,0.005749244],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99952054,0.00018652175,0.000018308976,0.00003733083,0.00020073097,0.000036511163],"domain_scores_gemma":[0.99868804,0.0006503933,0.00014977762,0.00014877667,0.00027709256,0.000086017186],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018207817,0.0005926275,0.001028521,0.0006442871,0.00052455807,0.001109168,0.0014560734,0.0018118686,0.0021268467],"category_scores_gemma":[0.0045386516,0.00043212267,0.0007821498,0.0006766707,0.0010050371,0.0016410649,0.0011859253,0.0018236892,0.0005241093],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003970243,0.00004522957,0.0005316136,0.000042692987,0.000030176436,0.00010751949,0.00006919375,0.87278634,0.0029579469,0.09913697,0.00088557985,0.023367098],"study_design_scores_gemma":[0.0000037515235,0.0000029322719,0.000019052408,0.0000013883683,7.903573e-7,0.000005904734,0.0000011440225,0.9958484,0.000094433315,0.0038550145,0.00016468615,0.0000025333848],"about_ca_topic_score_codex":0.0051300675,"about_ca_topic_score_gemma":0.0043796953,"teacher_disagreement_score":0.0051300675,"about_ca_system_score_codex":0.0008671163,"about_ca_system_score_gemma":0.0011166417,"threshold_uncertainty_score":0.010200381},"labels":[],"label_agreement":null},{"id":"W2551230154","doi":"10.1111/mafi.12194","title":"Trading Algorithms with Learning in Latent Alpha Models","year":2016,"lang":"en","type":"preprint","venue":"Mathematical Finance","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Latent variable; Statistical arbitrage; Trading strategy; Computer science; Jump; Econometrics; Expectation–maximization algorithm; Arbitrage; Pairs trade; Machine learning; Mathematical optimization; Artificial intelligence; Algorithmic trading; Economics; Mathematics; Financial economics; Maximum likelihood; Statistics; Arbitrage pricing theory; Alternative trading system","score_opus":0.05456267610750586,"score_gpt":0.22455205669412784,"score_spread":0.16998938058662197,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2551230154","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.027634136,0.0005971948,0.9682893,0.001019929,0.00008412289,0.000034332545,0.00009132785,0.00047880015,0.0017708173],"genre_scores_gemma":[0.7224007,0.00075584545,0.26677486,0.0005265939,0.00045582504,0.00023006828,0.0005019293,0.0003270466,0.008027106],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9979656,0.0012705701,0.00011422715,0.00030680513,0.0002093884,0.00013343839],"domain_scores_gemma":[0.9721709,0.024243914,0.00082783744,0.0014291415,0.00084231986,0.00048589255],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0068744607,0.0009576114,0.002027833,0.0011439524,0.0007844043,0.0030165294,0.0029695174,0.0028600201,0.004592381],"category_scores_gemma":[0.035998955,0.0011834669,0.00100848,0.0013024483,0.0017605167,0.0069056465,0.0029608787,0.0036650838,0.0009990833],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00045998956,0.00023660163,0.002829842,0.00018122209,0.00016329125,0.0001092945,0.00017485545,0.70475596,0.00054920284,0.17510961,0.004495911,0.11093413],"study_design_scores_gemma":[0.000023246417,0.000011944146,0.000054873533,0.000006123771,0.0000067834994,0.000009522504,0.0000048754473,0.9380539,0.000082380815,0.061603285,0.00013934528,0.0000037485022],"about_ca_topic_score_codex":0.001503454,"about_ca_topic_score_gemma":0.00151714,"teacher_disagreement_score":0.0068744607,"about_ca_system_score_codex":0.0010664815,"about_ca_system_score_gemma":0.0012451854,"threshold_uncertainty_score":0.036356032},"labels":[],"label_agreement":null},{"id":"W2559584224","doi":"10.1111/mafi.12201","title":"Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio","year":2018,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":32,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"Austrian Science Fund; Eidgenössische Technische Hochschule Zürich; Vienna Science and Technology Fund","keywords":"Portfolio; Post-modern portfolio theory; Portfolio optimization; Mathematical economics; Modern portfolio theory; Replicating portfolio; Market portfolio; Economics; Stock market; Portfolio insurance; Econometrics; Stochastic process; Universality (dynamical systems); Mathematics; Financial economics; Statistics; Physics","score_opus":0.012293597530703996,"score_gpt":0.21908382419616104,"score_spread":0.20679022666545704,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2559584224","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.29467893,0.015621736,0.56830686,0.009527959,0.00039393792,0.00006510836,0.00035005235,0.00035017522,0.11070518],"genre_scores_gemma":[0.9759193,0.0025038067,0.015348365,0.00025774993,0.00036372457,0.000045423338,0.00009273928,0.000046428202,0.0054225954],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993374,0.00019310457,0.000026154157,0.00012271233,0.0002142003,0.000106364176],"domain_scores_gemma":[0.9975508,0.0014062801,0.00036307497,0.00022458636,0.00025411762,0.00020114517],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0021533414,0.0005834834,0.0007979992,0.0016985647,0.0006336983,0.0017400715,0.000727524,0.0013326223,0.0021948582],"category_scores_gemma":[0.008883632,0.00023540793,0.00079915783,0.0012585699,0.0024446435,0.0028640386,0.0013284385,0.0011299584,0.00018600376],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000015444843,0.000010662598,0.00049735064,0.000034363467,0.00001810696,0.00007044904,0.00005292687,0.023808101,0.0003640128,0.96456945,0.0013536672,0.009205271],"study_design_scores_gemma":[0.0000072860444,0.000018383651,0.00043596613,0.000027730119,0.000009533429,0.00008488572,0.000012235785,0.07039535,0.00026796962,0.9262171,0.002512364,0.000011250782],"about_ca_topic_score_codex":0.0016746265,"about_ca_topic_score_gemma":0.0005874598,"teacher_disagreement_score":0.0021948582,"about_ca_system_score_codex":0.0021377453,"about_ca_system_score_gemma":0.0006885119,"threshold_uncertainty_score":0.015510559},"labels":[],"label_agreement":null},{"id":"W2736022335","doi":"10.1111/mafi.12023","title":"RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY  TRADING STRATEGIES","year":2013,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":86,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"","keywords":"High-frequency trading; Trading strategy; Proxy (statistics); Momentum (technical analysis); Expected utility hypothesis; Econometrics; Trend following; Algorithmic trading; Economics; Limit (mathematics); Asset (computer security); Order (exchange); Business; Financial economics; Computer science; Finance; Mathematics","score_opus":0.026976795445079704,"score_gpt":0.21106578131723613,"score_spread":0.18408898587215644,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2736022335","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5526324,0.0012248028,0.4391749,0.00036120758,0.000052156473,0.00008564244,0.00008254387,0.00031639615,0.006069959],"genre_scores_gemma":[0.9871968,0.000084302774,0.0123431245,0.000018002858,0.000014628544,0.000018239494,0.000023060287,0.00001587276,0.00028603617],"study_design_codex":"simulation_or_modeling","study_design_gemma":"not_applicable","domain_scores_codex":[0.9979911,0.000707854,0.0001785097,0.0002756009,0.0006509074,0.00019617872],"domain_scores_gemma":[0.9808003,0.010256033,0.0055430904,0.0015191776,0.0011366402,0.00074486516],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0045696716,0.0010222513,0.00066816946,0.0013632502,0.00029576532,0.0021461116,0.00074085075,0.00096269575,0.00088518264],"category_scores_gemma":[0.023091458,0.0003179726,0.00039411173,0.00048276022,0.0010282113,0.0029085446,0.0009625019,0.0008752708,0.00014623551],"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":[0.0003232824,0.00021993424,0.022834001,0.00008903613,0.00018679288,0.00022209024,0.00016415982,0.84548205,0.012964617,0.05029495,0.0006083778,0.06661084],"study_design_scores_gemma":[0.000018689503,0.00027938187,0.0064063496,0.000016089678,0.000018861845,0.00013798443,0.0000342578,0.95931906,0.0022768378,0.031090783,0.00036227665,0.00003943692],"about_ca_topic_score_codex":0.00071024755,"about_ca_topic_score_gemma":0.0003899104,"teacher_disagreement_score":0.0045696716,"about_ca_system_score_codex":0.00081649836,"about_ca_system_score_gemma":0.0004990244,"threshold_uncertainty_score":0.024167001},"labels":[],"label_agreement":null},{"id":"W2766900471","doi":"10.1111/mafi.12084","title":"ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME‐HOMOGENEOUS DIFFUSIONS","year":2014,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":34,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; Deutscher Akademischer Austauschdienst","keywords":"Local martingale; Martingale (probability theory); Mathematics; Mathematical proof; Doob's martingale inequality; Applied mathematics; Martingale pricing; Stochastic volatility; Martingale difference sequence; Homogeneous; Volatility (finance); Exponential function; Semimartingale; Mathematical economics; Econometrics; Mathematical analysis; Combinatorics","score_opus":0.0265752546096833,"score_gpt":0.20417710703790337,"score_spread":0.17760185242822008,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2766900471","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.25964254,0.0056473427,0.70605433,0.0035683492,0.00021397234,0.00009900744,0.00023730179,0.00025926952,0.024277983],"genre_scores_gemma":[0.9386856,0.0036644714,0.04875389,0.0005339425,0.0005044507,0.00014626438,0.00027399688,0.00013449177,0.007302964],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99867576,0.0006155197,0.0000759044,0.00019351763,0.00022343674,0.00021573162],"domain_scores_gemma":[0.9853543,0.010400479,0.0013363734,0.00077174156,0.0012825826,0.0008545052],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0073260968,0.0012695271,0.0016249563,0.0035443369,0.0010495275,0.0022880232,0.0015820619,0.0019649505,0.0022930347],"category_scores_gemma":[0.020996975,0.0006721654,0.002563236,0.0017696897,0.004394343,0.0059111645,0.003189986,0.0034949274,0.00027462456],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000037839178,0.000038286966,0.00079341483,0.00007736836,0.000037882506,0.00017045446,0.00019582812,0.020496652,0.0012368966,0.9737932,0.00045973045,0.0026625588],"study_design_scores_gemma":[0.00003850241,0.00006551529,0.0009827107,0.000075576114,0.000049963575,0.00011416279,0.000076937475,0.3095717,0.0010096058,0.686516,0.0014503772,0.000048908536],"about_ca_topic_score_codex":0.0045202384,"about_ca_topic_score_gemma":0.0018256162,"teacher_disagreement_score":0.0073260968,"about_ca_system_score_codex":0.0019640836,"about_ca_system_score_gemma":0.0021880309,"threshold_uncertainty_score":0.03874457},"labels":[],"label_agreement":null},{"id":"W2807467829","doi":"10.1111/mafi.12244","title":"A martingale representation theorem and valuation of defaultable securities","year":2020,"lang":"en","type":"preprint","venue":"Mathematical Finance","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Martingale representation theorem; Local martingale; Martingale (probability theory); Securitization; Life insurance; Econometrics; Credit risk; Actuarial science; Valuation (finance); Economics; Mathematics; Mathematical economics; Finance; Statistics; Economy","score_opus":0.07214252793540836,"score_gpt":0.34612435444690204,"score_spread":0.27398182651149366,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2807467829","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.20210196,0.00200146,0.76238126,0.0035340958,0.00014750488,0.00007575925,0.00037312866,0.0001643414,0.029220477],"genre_scores_gemma":[0.9606851,0.000985734,0.03015138,0.00019232131,0.0002638342,0.000101658974,0.00020361181,0.000045577228,0.0073708086],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99908686,0.00038922695,0.000045530523,0.00012875898,0.00020106336,0.00014863041],"domain_scores_gemma":[0.9950034,0.0033004968,0.0005313482,0.0002889251,0.0005222381,0.00035357685],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0049274014,0.0006594314,0.0008308621,0.0016857176,0.0005563158,0.002789284,0.0013161459,0.0013636026,0.00432743],"category_scores_gemma":[0.012669297,0.00032714175,0.0013662415,0.001144988,0.0025417916,0.0054277233,0.0015641883,0.0021533207,0.00029381228],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000009043582,0.000009468714,0.00023478319,0.000021609541,0.000009655632,0.00003663427,0.000078355944,0.007257987,0.00022854554,0.9895387,0.00038714742,0.0021880884],"study_design_scores_gemma":[0.00001005912,0.000026647824,0.000289318,0.000029096589,0.000007262994,0.00004556843,0.000034719273,0.121157266,0.00015544481,0.8774914,0.0007409742,0.000012148249],"about_ca_topic_score_codex":0.0015460706,"about_ca_topic_score_gemma":0.0006359908,"teacher_disagreement_score":0.0049274014,"about_ca_system_score_codex":0.0019284335,"about_ca_system_score_gemma":0.0010575524,"threshold_uncertainty_score":0.026058853},"labels":[],"label_agreement":null},{"id":"W2894103496","doi":"10.1111/mafi.12259","title":"Hedging nontradable risks with transaction costs and price impact","year":2020,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Economic theories and models","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Position (finance); Economics; Asset (computer security); Econometrics; Transaction cost; Nonlinear system; Risk aversion (psychology); Value (mathematics); Function (biology); Database transaction; Mathematical optimization; Mathematics; Microeconomics; Expected utility hypothesis; Computer science; Mathematical economics; Statistics; Finance","score_opus":0.04511966495845321,"score_gpt":0.2359091756694342,"score_spread":0.190789510710981,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2894103496","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.59992576,0.0008362659,0.38269928,0.0014553961,0.00011595607,0.000054879543,0.00008273883,0.00007864297,0.014751145],"genre_scores_gemma":[0.99340457,0.00015156277,0.0035150202,0.0000330102,0.00002291894,0.000011906622,0.000013533412,0.0000078096255,0.0028396863],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99938464,0.00023947067,0.000038902992,0.00010374368,0.00015085952,0.000082300154],"domain_scores_gemma":[0.9963399,0.0023742295,0.0005712273,0.0003079479,0.00018025181,0.00022647681],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0015973016,0.00075865665,0.0009538315,0.000479587,0.0002945769,0.0025097094,0.0009920435,0.0014466661,0.0031380814],"category_scores_gemma":[0.0083502885,0.0005913343,0.0005963865,0.00043652952,0.0015566658,0.0029758925,0.0015415311,0.0014849119,0.00016283916],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00009717985,0.00009633921,0.00292694,0.00003994755,0.0000687765,0.0003956101,0.00007838121,0.8103298,0.0016398125,0.17515813,0.00032685138,0.008842252],"study_design_scores_gemma":[0.000013605758,0.00004604437,0.0007424048,0.000007369923,0.000014846906,0.000038014852,0.000019609262,0.9376307,0.0002217517,0.06106277,0.00018841389,0.000014380456],"about_ca_topic_score_codex":0.0031503441,"about_ca_topic_score_gemma":0.0017855479,"teacher_disagreement_score":0.0031503441,"about_ca_system_score_codex":0.0014970794,"about_ca_system_score_gemma":0.000775227,"threshold_uncertainty_score":0.010862112},"labels":[],"label_agreement":null},{"id":"W2896164167","doi":"10.1111/mafi.12237","title":"Mean‐field games with differing beliefs for algorithmic trading","year":2020,"lang":"en","type":"preprint","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":18,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Nash equilibrium; Mathematical economics; Construct (python library); Volatility (finance); Stochastic differential equation; Repeated game; Computer science; Mathematical optimization; Econometrics; Economics; Mathematics; Game theory; Applied mathematics","score_opus":0.04323813939451191,"score_gpt":0.24449705286130125,"score_spread":0.20125891346678934,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2896164167","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28750482,0.00023142234,0.70347464,0.0015846317,0.000063959174,0.000110106535,0.000104902196,0.00014545169,0.0067801136],"genre_scores_gemma":[0.95469165,0.00007483689,0.042495407,0.00021277752,0.00004242709,0.00012478628,0.00006558571,0.0000313609,0.002261102],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99745864,0.0015802508,0.00008519217,0.00029994882,0.0003396414,0.00023643966],"domain_scores_gemma":[0.98283124,0.014495383,0.0011336956,0.0004389833,0.00052871584,0.00057196943],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0059275925,0.00088512775,0.001839919,0.0011790122,0.0010456095,0.0021785311,0.0018605634,0.0026088108,0.0032601259],"category_scores_gemma":[0.024845313,0.00057407195,0.0012223078,0.00057331024,0.0030663102,0.0027373638,0.0019068886,0.0022639697,0.00020025027],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00012397382,0.00008783919,0.0011765852,0.000037012782,0.00005968228,0.00013728827,0.000157299,0.70417815,0.0006316697,0.2890702,0.0005343137,0.0038059661],"study_design_scores_gemma":[0.000015670883,0.0000142626095,0.000083179395,0.0000049245673,0.0000032895857,0.000007637466,0.000012829466,0.9249047,0.000054981836,0.07480965,0.000081541235,0.000007295258],"about_ca_topic_score_codex":0.005367775,"about_ca_topic_score_gemma":0.0043566697,"teacher_disagreement_score":0.0059275925,"about_ca_system_score_codex":0.0027689503,"about_ca_system_score_gemma":0.0014060175,"threshold_uncertainty_score":0.031348467},"labels":[],"label_agreement":null},{"id":"W2910908669","doi":"10.1111/mafi.12211","title":"An efficient approach to quantile capital allocation and sensitivity analysis","year":2019,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":40,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; Simons Foundation","keywords":"Quantile; Estimator; Nonparametric statistics; Value at risk; Econometrics; Capital allocation line; Expected shortfall; Random variable; Mathematics; Quantile function; Statistics; Economics; Risk management; Finance","score_opus":0.03259980768883214,"score_gpt":0.3292719535883797,"score_spread":0.29667214589954755,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2910908669","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0030641556,0.00016419718,0.99518013,0.00016051828,0.0000200726,0.00004653917,0.000046965728,0.00007262708,0.0012447938],"genre_scores_gemma":[0.63142127,0.00089342415,0.36133528,0.00035361195,0.00022556633,0.00060505135,0.00029081598,0.00019429452,0.004680583],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99607486,0.002727188,0.00011102164,0.0003399654,0.0005429364,0.00020409435],"domain_scores_gemma":[0.98969847,0.008621606,0.00041335783,0.00042099398,0.00071734545,0.00012814195],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008368226,0.0011797475,0.0017729711,0.002997189,0.0005877805,0.0015741423,0.0015473961,0.0013054432,0.0054400875],"category_scores_gemma":[0.02274585,0.0009603236,0.0016936436,0.00209337,0.001604672,0.0018199136,0.002701522,0.0027281502,0.00032646098],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000042444946,0.000057984,0.0006796977,0.00010014009,0.00009735798,0.00011964745,0.000061952174,0.85967314,0.0008412292,0.115467764,0.0010102618,0.021848287],"study_design_scores_gemma":[0.000003993137,0.000010152934,0.00014815766,0.000013595341,0.000010225941,0.000017384345,0.000006197155,0.9627483,0.00025181592,0.036282666,0.00049885805,0.000008603093],"about_ca_topic_score_codex":0.003612931,"about_ca_topic_score_gemma":0.00172902,"teacher_disagreement_score":0.008368226,"about_ca_system_score_codex":0.0020185278,"about_ca_system_score_gemma":0.001742846,"threshold_uncertainty_score":0.044255912},"labels":[],"label_agreement":null},{"id":"W2917138761","doi":"10.1111/mafi.12181","title":"Trading co‐integrated assets with price impact","year":2018,"lang":"en","type":"preprint","venue":"Mathematical Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada; Global Risk Institute in Financial Services","keywords":"Portfolio; Oracle; Task (project management); Asset (computer security); Value (mathematics); Computer science; Project portfolio management; Corporation; Econometrics; Business; Financial economics; Economics; Finance","score_opus":0.04522463172752141,"score_gpt":0.26610866729220334,"score_spread":0.22088403556468192,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2917138761","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.81504035,0.00017437291,0.18075605,0.00030818992,0.000038385646,0.000055461824,0.0000687542,0.00024172345,0.0033167382],"genre_scores_gemma":[0.99024767,0.000033421125,0.00907965,0.000014649731,0.000012477204,0.00000890932,0.00003466783,0.0000064251894,0.00056216057],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.999175,0.00017231557,0.00006865283,0.00014942653,0.00028769716,0.00014696992],"domain_scores_gemma":[0.99594826,0.0021097448,0.0009072099,0.00042878411,0.0002942163,0.00031179393],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018738294,0.0007858127,0.0011518735,0.00060705154,0.00032241252,0.0019230327,0.00080010376,0.0007835485,0.0016692168],"category_scores_gemma":[0.006435995,0.00036806805,0.00049564743,0.00069432036,0.0011095004,0.0019333389,0.0010982094,0.0011184099,0.00015865089],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00034976145,0.00017916018,0.010126196,0.000037808513,0.00011846939,0.000361093,0.000038415998,0.9360751,0.0057986737,0.019125555,0.000299059,0.027490584],"study_design_scores_gemma":[0.000014791553,0.00007705676,0.0011466275,0.000002976615,0.000012207647,0.000033131775,0.000008023765,0.9917223,0.001379073,0.0054981564,0.000098830424,0.0000068621207],"about_ca_topic_score_codex":0.004506972,"about_ca_topic_score_gemma":0.0028139958,"teacher_disagreement_score":0.004506972,"about_ca_system_score_codex":0.00092845206,"about_ca_system_score_gemma":0.0009910786,"threshold_uncertainty_score":0.009909928},"labels":[],"label_agreement":null},{"id":"W2944433903","doi":"10.1111/mafi.12384","title":"Noncausal affine processes with applications to derivative pricing","year":2023,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University; University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada; Agence Nationale de la Recherche","keywords":"Affine transformation; Term (time); Derivative (finance); Computer science; Valuation of options; Mathematical economics; Affine term structure model; Econometrics; Applied mathematics; Mathematics; Economics; Pure mathematics; Financial economics; Yield curve; Physics","score_opus":0.03561337852069545,"score_gpt":0.25606715523380286,"score_spread":0.2204537767131074,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2944433903","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.052969925,0.0017973989,0.93346745,0.0014200838,0.0001976776,0.000021316406,0.00009133701,0.000101896905,0.009932876],"genre_scores_gemma":[0.9351258,0.0017766353,0.05255042,0.00014420137,0.00049351616,0.00004619853,0.000063572435,0.000050088238,0.009749546],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9994784,0.00020357255,0.00003143732,0.00006878176,0.0001734852,0.000044297383],"domain_scores_gemma":[0.9974865,0.0015776972,0.00038655134,0.00016499651,0.00024628083,0.00013802314],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014248324,0.00068187615,0.0005942553,0.0008342385,0.00040468166,0.0014352683,0.0005909289,0.0010458112,0.003634061],"category_scores_gemma":[0.0054389606,0.00037546738,0.000897681,0.0009727228,0.0017806125,0.0018605775,0.0009985346,0.0018397281,0.00020401222],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0000069989333,0.000019055433,0.00026278838,0.000019816218,0.0000096030435,0.00012318899,0.000066411885,0.061093222,0.0005304959,0.9335634,0.00032827564,0.0039766724],"study_design_scores_gemma":[0.0000072481243,0.000015296824,0.00016579505,0.000006961412,0.0000059805725,0.00005137448,0.00001765156,0.40323454,0.000173989,0.59489495,0.0014152965,0.000010811319],"about_ca_topic_score_codex":0.0029196288,"about_ca_topic_score_gemma":0.0016763684,"teacher_disagreement_score":0.003634061,"about_ca_system_score_codex":0.0010576738,"about_ca_system_score_gemma":0.0007112469,"threshold_uncertainty_score":0.012157142},"labels":[],"label_agreement":null},{"id":"W2963683234","doi":"10.1111/mafi.12150","title":"On the C‐property and ‐representations of risk measures","year":2017,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Advanced Banach Space Theory","field":"Mathematics","cited_by":26,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Toronto Metropolitan University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Property (philosophy); Mathematics; Class (philosophy); Pure mathematics; Representation (politics); Regular polygon; Topology (electrical circuits); Discrete mathematics; Combinatorics; Computer science; Geometry; Artificial intelligence","score_opus":0.06133978117392527,"score_gpt":0.33717417872519406,"score_spread":0.2758343975512688,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2963683234","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.5208992,0.0015402484,0.4221935,0.003745766,0.00013845965,0.000052098654,0.00022640497,0.00014190406,0.05106242],"genre_scores_gemma":[0.9826705,0.00036884664,0.013257683,0.00023606983,0.0001265361,0.00003452281,0.00009222516,0.00003103862,0.003182498],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99908006,0.00029081994,0.00004392919,0.00019103894,0.00022459668,0.00016950488],"domain_scores_gemma":[0.9959798,0.0019321411,0.0006381352,0.00047624408,0.00057760143,0.00039598538],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0026998818,0.0004376257,0.0006069269,0.0015849356,0.00084630644,0.0028871873,0.0008439087,0.0011747093,0.003500565],"category_scores_gemma":[0.0074587474,0.00019477135,0.0006239289,0.0011377584,0.0031305025,0.0052608745,0.0023663344,0.0019511248,0.00032280898],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000016069664,0.000010539858,0.0003312161,0.000017420047,0.0000050056565,0.000039076196,0.00008701456,0.0014418759,0.00077804184,0.9938798,0.00037105219,0.0030227758],"study_design_scores_gemma":[0.000012999759,0.00003754541,0.00055901834,0.000020894717,0.0000065265176,0.00015104057,0.00010054622,0.039582707,0.0010891418,0.9564627,0.0019601956,0.000016718692],"about_ca_topic_score_codex":0.0008168844,"about_ca_topic_score_gemma":0.00022949597,"teacher_disagreement_score":0.003500565,"about_ca_system_score_codex":0.0010507201,"about_ca_system_score_gemma":0.00060375396,"threshold_uncertainty_score":0.014278531},"labels":[],"label_agreement":null},{"id":"W2965384330","doi":"10.1111/mafi.12270","title":"Risk functionals with convex level sets","year":2020,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":26,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; Society of Actuaries","keywords":"Mathematics; Identifiability; Quantile; Dimension (graph theory); Coherent risk measure; Choquet integral; Property (philosophy); Monotone polygon; Measure (data warehouse); Characterization (materials science); Class (philosophy); Risk measure; Regular polygon; Mathematical economics; Applied mathematics; Econometrics; Pure mathematics; Expected shortfall; Risk management; Computer science; Statistics; Economics; Artificial intelligence; Finance","score_opus":0.1720744904209427,"score_gpt":0.3513906394661631,"score_spread":0.17931614904522042,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2965384330","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.23271012,0.00044387742,0.74623376,0.0010235795,0.000049898725,0.00008889007,0.00012835092,0.00008331096,0.019238178],"genre_scores_gemma":[0.9717399,0.00020011289,0.025683904,0.00011288331,0.00005498598,0.00010979909,0.00006892586,0.000017932536,0.002011414],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9965503,0.0013637037,0.0001772224,0.000411094,0.0012221584,0.00027538967],"domain_scores_gemma":[0.9911492,0.005202752,0.0014328038,0.0006514067,0.0010536654,0.0005101521],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0043363026,0.0006032558,0.0007101467,0.0011832258,0.00041809844,0.0024000807,0.0007006614,0.0011345678,0.002925993],"category_scores_gemma":[0.017303338,0.00033452088,0.0008420026,0.0008388438,0.0021675765,0.0029211284,0.0019719566,0.0014688518,0.0002065471],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000024980076,0.00003252174,0.000867672,0.000053711454,0.000036581183,0.00010759264,0.00017258145,0.036490276,0.002604866,0.9522042,0.00035313916,0.0070517734],"study_design_scores_gemma":[0.000017650731,0.00007225876,0.0009331158,0.000031894786,0.000016511423,0.00008626774,0.00010322938,0.33520505,0.0013832073,0.66085213,0.00127628,0.00002235596],"about_ca_topic_score_codex":0.0005247446,"about_ca_topic_score_gemma":0.00021017887,"teacher_disagreement_score":0.0043363026,"about_ca_system_score_codex":0.0016267991,"about_ca_system_score_gemma":0.0006852395,"threshold_uncertainty_score":0.022932827},"labels":[],"label_agreement":null},{"id":"W3087357592","doi":"10.1111/mafi.12331","title":"Robust asymptotic growth in stochastic portfolio theory under long‐only constraints","year":2021,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Portfolio; Uniqueness; Volatility (finance); Invariant (physics); Stochastic volatility; Class (philosophy); Modern portfolio theory; Portfolio optimization","score_opus":0.031411003004131494,"score_gpt":0.22534502975029636,"score_spread":0.19393402674616486,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3087357592","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19356053,0.0010372797,0.7901493,0.0021086012,0.0000624653,0.000045762692,0.000100929654,0.00020824607,0.012726823],"genre_scores_gemma":[0.97590214,0.00059004757,0.018966785,0.00012458548,0.00006610692,0.000092864386,0.000099497905,0.00007937175,0.0040786574],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9986707,0.00077761523,0.000048994698,0.00015905134,0.00021461934,0.00012893374],"domain_scores_gemma":[0.99224234,0.005700411,0.00081211486,0.0002394753,0.0007339554,0.00027171144],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005286863,0.0008523351,0.0011391526,0.00079194305,0.0003312695,0.0017840303,0.0010358538,0.0014226225,0.0018062452],"category_scores_gemma":[0.025794862,0.0005053409,0.000523578,0.0005992531,0.0021441234,0.0026298098,0.0017428303,0.0012871443,0.00023141863],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000039891467,0.000027705872,0.00072208606,0.00006716305,0.000036137266,0.000103322986,0.000059322927,0.7170475,0.0018159015,0.273024,0.00058944273,0.00646749],"study_design_scores_gemma":[0.000008498271,0.000021495307,0.00016121572,0.00001186461,0.000004559555,0.000021862852,0.000013356174,0.90900767,0.0002830733,0.090272486,0.00018619596,0.000007732859],"about_ca_topic_score_codex":0.002458332,"about_ca_topic_score_gemma":0.0008776326,"teacher_disagreement_score":0.005286863,"about_ca_system_score_codex":0.001817996,"about_ca_system_score_gemma":0.0012899259,"threshold_uncertainty_score":0.027959883},"labels":[],"label_agreement":null},{"id":"W3122632845","doi":"10.1111/mafi.12140","title":"ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY","year":2016,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":29,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; China Scholarship Council; University of Waterloo","keywords":"Coherent risk measure; Risk measure; Equivalence (formal languages); Dynamic risk measure; Mathematics; Measure (data warehouse); Spectral risk measure; Time consistency; Econometrics; Expected shortfall; Risk management; Statistics; Applied mathematics; Actuarial science; Computer science; Economics; Discrete mathematics; Financial economics","score_opus":0.07907319673504086,"score_gpt":0.34815530239935044,"score_spread":0.26908210566430957,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122632845","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32808188,0.0009323945,0.65646565,0.0009319846,0.000046910063,0.0000555403,0.000110339046,0.00012183823,0.013253496],"genre_scores_gemma":[0.9829479,0.00029277778,0.015150347,0.000096653624,0.000092851915,0.000045358353,0.00010420126,0.000031081865,0.0012389397],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9945531,0.0019456464,0.0002762718,0.0008425553,0.0019575974,0.0004248623],"domain_scores_gemma":[0.96894205,0.020131757,0.003944196,0.0027679994,0.0031190533,0.0010949973],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008340959,0.0006761814,0.0009859947,0.001993276,0.00050884986,0.0021533843,0.001252845,0.001085663,0.0019296841],"category_scores_gemma":[0.049074013,0.00032544733,0.0009643431,0.0008938727,0.0036482015,0.0042444905,0.0034286084,0.0022741377,0.00015531566],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00010435062,0.000067388864,0.004513238,0.0000763345,0.00010333476,0.00023750693,0.00020766715,0.09968511,0.0032027145,0.8777021,0.00059549214,0.013504735],"study_design_scores_gemma":[0.000017011567,0.00011908201,0.0049970862,0.000036502628,0.000042516767,0.00022091377,0.00010469139,0.41091314,0.0016396539,0.58103406,0.00083473185,0.00004066671],"about_ca_topic_score_codex":0.0011472267,"about_ca_topic_score_gemma":0.00037393445,"teacher_disagreement_score":0.008340959,"about_ca_system_score_codex":0.0021176382,"about_ca_system_score_gemma":0.00061295903,"threshold_uncertainty_score":0.04411173},"labels":[],"label_agreement":null},{"id":"W3122962955","doi":"10.1111/mafi.12051","title":"RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS","year":2013,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Banking stability, regulation, efficiency","field":"Economics, Econometrics and Finance","cited_by":242,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Economic and Social Research Council; Mitacs","keywords":"Financial networks; Financial contagion; Fraction (chemistry); Degree distribution; Resilience (materials science); Counterparty; Insolvency; Psychological resilience; Credit risk","score_opus":0.015161227145069397,"score_gpt":0.22140027889010055,"score_spread":0.20623905174503115,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3122962955","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.43375802,0.0010182647,0.55107415,0.0015544129,0.00005201124,0.00005818143,0.00015666423,0.0003678244,0.011960413],"genre_scores_gemma":[0.99368757,0.000327353,0.005187463,0.000052859363,0.00003476623,0.00003530042,0.00003862051,0.000019138186,0.0006170419],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9994325,0.00021473061,0.00002941205,0.000120276985,0.00011527654,0.0000877094],"domain_scores_gemma":[0.9839955,0.011760328,0.0021395795,0.00092803186,0.0007551648,0.00042141788],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018743343,0.00039607764,0.00051871594,0.0018106463,0.00056427444,0.001299443,0.00091211434,0.0009615921,0.0020049862],"category_scores_gemma":[0.023594359,0.00032560714,0.0005311392,0.0007179265,0.0023352238,0.0032463183,0.0014613848,0.0011073316,0.00015591976],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00007999201,0.0000508855,0.00792923,0.00017452326,0.000084568375,0.00045205813,0.00046773895,0.51715046,0.0067090504,0.44784033,0.0012316266,0.017829526],"study_design_scores_gemma":[0.000006824908,0.000023430808,0.0023005912,0.000028844113,0.000019128736,0.00017292082,0.00007442007,0.744972,0.0008760815,0.2509458,0.0005613979,0.00001853547],"about_ca_topic_score_codex":0.0016446782,"about_ca_topic_score_gemma":0.0008921505,"teacher_disagreement_score":0.0020049862,"about_ca_system_score_codex":0.0013418532,"about_ca_system_score_gemma":0.0003866308,"threshold_uncertainty_score":0.009912491},"labels":[],"label_agreement":null},{"id":"W3123358931","doi":"10.1111/mafi.12027","title":"OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY","year":2013,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Decision-Making and Behavioral Economics","field":"Decision Sciences","cited_by":122,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Expected utility hypothesis; Distortion (music); Isoelastic utility; Economics; Mathematical economics; Mathematical optimization; Function (biology); Deductible; Regular polygon; Rank (graph theory); Distortion function; Concave function; Econometrics; Computer science; Actuarial science; Mathematics; Statistics","score_opus":0.17888993934591077,"score_gpt":0.3734268161444817,"score_spread":0.19453687679857093,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123358931","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09874239,0.00087630324,0.8883058,0.0017166586,0.000048801652,0.00009537484,0.00013798938,0.000105719526,0.009971048],"genre_scores_gemma":[0.9296955,0.0006792167,0.06418983,0.00015031212,0.000054154534,0.00012153575,0.00009418445,0.00003677758,0.0049784794],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99792755,0.0012521667,0.00006931142,0.00022340524,0.00027390828,0.000253624],"domain_scores_gemma":[0.99576485,0.0029275331,0.0005053121,0.00021052692,0.00033583923,0.00025597765],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0036702538,0.00074851856,0.0013284682,0.000545755,0.00028289558,0.0016279279,0.0010877697,0.0018281022,0.0027031782],"category_scores_gemma":[0.010285904,0.0005959799,0.000645733,0.00046843995,0.0011386356,0.0019115428,0.0011595136,0.0010785233,0.00031285195],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00019571667,0.00012866172,0.00094656786,0.00014312901,0.000056601257,0.00023199918,0.00009994188,0.7350794,0.0015246709,0.24252178,0.0011180474,0.017953558],"study_design_scores_gemma":[0.000064596745,0.00010944144,0.0002367739,0.00001715248,0.000015382218,0.000053058466,0.000021524911,0.8917457,0.00042630808,0.10664999,0.00064233266,0.000017663406],"about_ca_topic_score_codex":0.0013232997,"about_ca_topic_score_gemma":0.00071024714,"teacher_disagreement_score":0.0036702538,"about_ca_system_score_codex":0.001520709,"about_ca_system_score_gemma":0.0014623633,"threshold_uncertainty_score":0.019410431},"labels":[],"label_agreement":null},{"id":"W3123843897","doi":"10.1111/mafi.12323","title":"Ordering and inequalities for mixtures on risk aggregation","year":2021,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Quantile; Copula (linguistics); Monotone polygon; Econometrics; Mathematics; Marginal distribution; Distribution (mathematics); Portfolio; Statistics; Economics; Random variable","score_opus":0.07771836551181885,"score_gpt":0.36250263177630054,"score_spread":0.2847842662644817,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3123843897","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06836093,0.00075749087,0.91133106,0.0009845729,0.00007442522,0.00006292068,0.00029449165,0.00012665143,0.018007444],"genre_scores_gemma":[0.8171416,0.00077931106,0.17619425,0.00032641453,0.00030685076,0.0001812095,0.00041985227,0.000111372494,0.004539177],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9915855,0.0032332393,0.0005939959,0.0011097642,0.002812698,0.0006648208],"domain_scores_gemma":[0.9771299,0.015895268,0.002475427,0.001527347,0.0021312952,0.00084084284],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007757552,0.0011162284,0.0010529993,0.0027827306,0.001154086,0.0038840172,0.0010690561,0.0010665968,0.0045456975],"category_scores_gemma":[0.023947267,0.0006186532,0.0016344696,0.002339498,0.003470679,0.007022993,0.0031565393,0.003518864,0.00039551637],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00005278585,0.000025242194,0.0011621608,0.0000614552,0.000029004668,0.00011866775,0.00030381227,0.022817813,0.0021305822,0.9618728,0.0006337734,0.010791866],"study_design_scores_gemma":[0.00001141194,0.00006290296,0.0013017466,0.000047460275,0.000022901642,0.000120476245,0.00011987285,0.21584204,0.0020929663,0.7774565,0.0028894178,0.000032327],"about_ca_topic_score_codex":0.0022317923,"about_ca_topic_score_gemma":0.0013897027,"teacher_disagreement_score":0.007757552,"about_ca_system_score_codex":0.0031266715,"about_ca_system_score_gemma":0.000843881,"threshold_uncertainty_score":0.041026413},"labels":[],"label_agreement":null},{"id":"W3124681660","doi":"10.1111/mafi.12144","title":"On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales","year":2017,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Janeway Children's Health and Rehabilitation Centre","funders":"","keywords":"Mathematical economics; Context (archaeology); Brownian motion; Jump diffusion; Brownian bridge; Econometrics; Mathematics; Asian option; Class (philosophy); Jump; Regular polygon; Economics; Mathematical finance; Applied mathematics; Statistical physics; Computer science; Financial economics; Statistics; Valuation of options; Geography; Physics","score_opus":0.030421232465690565,"score_gpt":0.24471105504116353,"score_spread":0.21428982257547297,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124681660","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.47708166,0.0052934526,0.45305696,0.005031651,0.00044083846,0.000052328043,0.00013623749,0.000119129254,0.058787726],"genre_scores_gemma":[0.96691674,0.0019599602,0.018558312,0.0003824878,0.00039678067,0.000044566284,0.000064723085,0.000030663978,0.011645801],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99939346,0.0002692347,0.000032267162,0.00010184312,0.00014041382,0.00006267543],"domain_scores_gemma":[0.99824595,0.000850278,0.00030314992,0.00014154159,0.0002312595,0.00022792854],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0023144432,0.0005178963,0.00073847675,0.0010842398,0.0010336442,0.0021682738,0.000735658,0.0018022937,0.003732589],"category_scores_gemma":[0.006465621,0.0002726278,0.0010490323,0.0011967357,0.0028908108,0.0040784227,0.0017977725,0.0018472932,0.00031795923],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000008696151,0.000006429407,0.00039149588,0.000014013844,0.0000058310466,0.00011691782,0.00015128616,0.0049355347,0.0004966229,0.9898984,0.00034242476,0.0036323762],"study_design_scores_gemma":[0.000008254295,0.000035696812,0.0012763718,0.0000427305,0.000010292689,0.00015211978,0.00014766175,0.06066897,0.0002019654,0.93227214,0.0051555065,0.000028348293],"about_ca_topic_score_codex":0.0037871157,"about_ca_topic_score_gemma":0.0025136732,"teacher_disagreement_score":0.0037871157,"about_ca_system_score_codex":0.00094256434,"about_ca_system_score_gemma":0.00055949786,"threshold_uncertainty_score":0.012486756},"labels":[],"label_agreement":null},{"id":"W3124740411","doi":"10.1111/j.1467-9965.2010.00453.x","title":"COMONOTONIC MEASURES OF MULTIVARIATE RISKS","year":2010,"lang":"en","type":"preprint","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université de Montréal; University of British Columbia","funders":"","keywords":"Subadditivity; Axiom; Extension (predicate logic); Quantile; Multivariate statistics; Risk measure; Coherence (philosophical gambling strategy); Mathematics; Interpretation (philosophy); Computation; Axiomatic system; Characterization (materials science); Mathematical economics; Property (philosophy); Econometrics; Applied mathematics; Discrete mathematics; Computer science; Economics; Algorithm; Statistics; Financial economics","score_opus":0.236900107926888,"score_gpt":0.42743418060845045,"score_spread":0.19053407268156244,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124740411","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.06281168,0.0004888196,0.9253589,0.0008784064,0.00007402792,0.00003744686,0.00011818238,0.00010488299,0.010127772],"genre_scores_gemma":[0.8756725,0.00079415075,0.11837877,0.00023954269,0.00027466376,0.00008067525,0.00015324124,0.00008130637,0.004325271],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9992028,0.00023997827,0.000044709654,0.00021683701,0.00020221053,0.00009346568],"domain_scores_gemma":[0.9978102,0.00066351466,0.00052204,0.0004184194,0.00034286492,0.00024306898],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001855588,0.00047312045,0.00053563755,0.0014335411,0.00054987107,0.002377763,0.000957392,0.000589642,0.003654929],"category_scores_gemma":[0.005436191,0.0003419919,0.000734224,0.0013466189,0.0021009662,0.003913299,0.0020877765,0.0014701484,0.00030674684],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000004600676,0.000007326432,0.00030989863,0.000009643299,0.0000072689318,0.000019826011,0.000041292282,0.0046159774,0.0004184939,0.98929685,0.0002770347,0.004991828],"study_design_scores_gemma":[0.0000048650654,0.000018960816,0.0007012543,0.0000091171805,0.0000080767495,0.000036104153,0.000032035874,0.06459133,0.00053344114,0.93103874,0.0030117487,0.000014423225],"about_ca_topic_score_codex":0.0011899337,"about_ca_topic_score_gemma":0.0011327561,"teacher_disagreement_score":0.003654929,"about_ca_system_score_codex":0.0009420706,"about_ca_system_score_gemma":0.0007272991,"threshold_uncertainty_score":0.012226939},"labels":[],"label_agreement":null},{"id":"W3125290964","doi":"10.1111/1467-9965.t01-1-00177","title":"A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome","year":2003,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Portfolio; Downside risk; Replicating portfolio; Outcome (game theory); Economics; Geometric Brownian motion; Black–Litterman model; Merton's portfolio problem; Black–Scholes model; Investment (military); Econometrics; Investment strategy; Portfolio optimization; Asset (computer security); Financial economics; Microeconomics; Computer science","score_opus":0.0324614602661395,"score_gpt":0.23378892613743327,"score_spread":0.20132746587129377,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3125290964","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12367,0.002285392,0.829662,0.004967394,0.00030495093,0.00012025363,0.0008302353,0.0002967882,0.037862994],"genre_scores_gemma":[0.9371405,0.0015508635,0.027073465,0.00027777333,0.00027430578,0.00030013325,0.0004041543,0.00006353442,0.032915294],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9985097,0.0004679438,0.00006592158,0.0004286684,0.00024960158,0.0002781136],"domain_scores_gemma":[0.9981292,0.0009545874,0.00040545536,0.00010583241,0.00015818403,0.00024672123],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027714071,0.0017044303,0.0018042936,0.0007350018,0.000623208,0.004190354,0.0023043577,0.0040112855,0.0051453],"category_scores_gemma":[0.0051586735,0.00085474213,0.0011229145,0.0011622405,0.0020262606,0.0036728843,0.0016093527,0.0027040925,0.00062882504],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00013019757,0.00008515332,0.0005416127,0.00008262061,0.000088569934,0.00043898541,0.00008224302,0.7441571,0.0010378128,0.24485393,0.0011967181,0.007305136],"study_design_scores_gemma":[0.00006617283,0.000088796565,0.00021666738,0.000015797343,0.000040622483,0.000088657034,0.000018110844,0.89347965,0.00023282444,0.10420233,0.0015210612,0.000029307337],"about_ca_topic_score_codex":0.00336552,"about_ca_topic_score_gemma":0.0020354476,"teacher_disagreement_score":0.0051453,"about_ca_system_score_codex":0.0018528944,"about_ca_system_score_gemma":0.001378253,"threshold_uncertainty_score":0.017212808},"labels":[],"label_agreement":null},{"id":"W3128002931","doi":"10.1111/mafi.12299","title":"Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion","year":2021,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":18,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Research Grants Council, University Grants Committee; Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Ambiguity; Variance (accounting); Lagrange multiplier; Economics; Time consistency; Pareto principle; Mathematics; Mathematical economics; Dynamic programming; Mathematical optimization; Econometrics; Computer science; Actuarial science","score_opus":0.04534721744414039,"score_gpt":0.33748335918302974,"score_spread":0.29213614173888935,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3128002931","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.23710054,0.00031040076,0.7514158,0.001242431,0.000039104612,0.00010190017,0.00012791083,0.00007192343,0.0095899645],"genre_scores_gemma":[0.9709246,0.00013554512,0.024397599,0.000089255554,0.000026302294,0.00009322892,0.00005742824,0.000022751366,0.0042532966],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99821246,0.000854703,0.00006977662,0.0002625103,0.00032120914,0.00027942928],"domain_scores_gemma":[0.9972145,0.0016118799,0.0004378142,0.00017964997,0.00029610205,0.0002600827],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0038757296,0.0009238291,0.0014852224,0.00056173303,0.00053086056,0.0016412156,0.0014891671,0.0018984817,0.0021644754],"category_scores_gemma":[0.006655687,0.0005506497,0.0008349506,0.0005002267,0.0014393732,0.0022624957,0.0015002633,0.0011571308,0.0002206537],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008654913,0.00007975729,0.00046489591,0.000040522154,0.00006219636,0.00011934932,0.000077421304,0.83960265,0.0014996716,0.15123814,0.00046396605,0.0062648673],"study_design_scores_gemma":[0.000026838965,0.000049392056,0.00017160065,0.000009224725,0.000010781412,0.000027793818,0.000027014097,0.9365908,0.00039811878,0.062410653,0.00026292718,0.000014816217],"about_ca_topic_score_codex":0.002427212,"about_ca_topic_score_gemma":0.0008487703,"teacher_disagreement_score":0.0038757296,"about_ca_system_score_codex":0.0020022886,"about_ca_system_score_gemma":0.0018713091,"threshold_uncertainty_score":0.020497084},"labels":[],"label_agreement":null},{"id":"W3159784121","doi":"10.1111/mafi.12345","title":"A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets","year":2022,"lang":"en","type":"preprint","venue":"Mathematical Finance","topic":"Climate Change Policy and Economics","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto; HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Nash equilibrium; Certificate; Renewable energy; Mathematical optimization; Microeconomics; Economics; Mathematical economics; Computer science; Mathematics; Engineering; Electrical engineering","score_opus":0.16327010201554998,"score_gpt":0.2701295573652789,"score_spread":0.1068594553497289,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3159784121","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.19074047,0.00044458965,0.76519424,0.0027768682,0.00014160857,0.00017826402,0.000319361,0.000121105295,0.04008349],"genre_scores_gemma":[0.96322167,0.00025482808,0.024666855,0.00021552054,0.000062261104,0.0001797833,0.00007706499,0.000029075465,0.011293088],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9992625,0.00041055487,0.000019055075,0.00009112054,0.00009462739,0.00012219248],"domain_scores_gemma":[0.99789315,0.0014856153,0.00020951481,0.00005446794,0.00017590297,0.000181321],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019053628,0.0007963041,0.0014281764,0.0007998141,0.0007920718,0.0019304107,0.00170161,0.002331787,0.008009553],"category_scores_gemma":[0.006461071,0.00059925596,0.0011643132,0.00053173944,0.0022025954,0.0021916567,0.0013706413,0.0018128857,0.000304862],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00005219383,0.00006648468,0.00046948253,0.00003187455,0.000029038194,0.00012150345,0.00009076457,0.53830785,0.0005994651,0.45688292,0.001159795,0.0021886667],"study_design_scores_gemma":[0.000027038788,0.000019185132,0.00010624962,0.000005409279,0.0000052157084,0.0000109069815,0.000028344974,0.91007024,0.0000646021,0.089265935,0.00038649252,0.000010370697],"about_ca_topic_score_codex":0.012591812,"about_ca_topic_score_gemma":0.007714821,"teacher_disagreement_score":0.012591812,"about_ca_system_score_codex":0.0029778006,"about_ca_system_score_gemma":0.0020031235,"threshold_uncertainty_score":0.026794612},"labels":[],"label_agreement":null},{"id":"W3159954713","doi":"10.1111/mafi.12313","title":"Bayes risk, elicitability, and the Expected Shortfall","year":2021,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":26,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Bayes' theorem; Actuarial science; Risk management; Expected shortfall; Econometrics; Risk assessment; Risk measure; Risk analysis (engineering); Measure (data warehouse); Bayes' rule; Bayes factor; Economics; Computer science; Bayesian probability; Mathematics; Statistics; Business; Financial economics; Finance; Data mining","score_opus":0.03991192865554795,"score_gpt":0.33610049377836665,"score_spread":0.2961885651228187,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3159954713","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12628585,0.0055896915,0.81789076,0.0059250514,0.00025802437,0.00012510046,0.00033670056,0.00010259625,0.04348628],"genre_scores_gemma":[0.95272785,0.0014863801,0.04160394,0.0002673288,0.0003377201,0.00013815056,0.00011349562,0.000023175582,0.003301793],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9926117,0.0038522335,0.0004930656,0.0009401331,0.0017814357,0.0003214387],"domain_scores_gemma":[0.9734441,0.01898384,0.0036311203,0.0013404584,0.0016461039,0.00095433404],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007499471,0.0009550556,0.0010957286,0.0012540121,0.0006908996,0.0032190199,0.0009592637,0.0021380822,0.0049782903],"category_scores_gemma":[0.037548397,0.00040047706,0.000710453,0.0011807525,0.004431017,0.006058742,0.0026151438,0.0023442362,0.00029776676],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000027731181,0.000024735102,0.00066405465,0.000075653326,0.000030301659,0.000080654136,0.00012998577,0.011420845,0.00043535506,0.9775063,0.0006680035,0.008936416],"study_design_scores_gemma":[0.0000075670096,0.000035506386,0.00041566475,0.00004757596,0.000008848199,0.000066670225,0.000051254323,0.02669639,0.00015615826,0.9714887,0.001011331,0.000014204662],"about_ca_topic_score_codex":0.00068609853,"about_ca_topic_score_gemma":0.00036607985,"teacher_disagreement_score":0.007499471,"about_ca_system_score_codex":0.0019460177,"about_ca_system_score_gemma":0.001040313,"threshold_uncertainty_score":0.039661467},"labels":[],"label_agreement":null},{"id":"W3189958970","doi":"10.1111/mafi.12417","title":"Risk concentration and the mean‐expected shortfall criterion","year":2023,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":12,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Axiom; Spectral risk measure; Mathematical economics; Expected shortfall; Risk aversion (psychology); Portfolio; Economics; Monotonic function; Axiomatic system; Coherent risk measure; Mathematics; Risk measure; Expected utility hypothesis; Econometrics; Ambiguity aversion; Actuarial science; Computer science; Financial economics","score_opus":0.048105116447964884,"score_gpt":0.3426735529607346,"score_spread":0.2945684365127697,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3189958970","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.16159713,0.0018893976,0.79412085,0.0043266728,0.00009550191,0.0000635222,0.00020827533,0.00012914978,0.037569497],"genre_scores_gemma":[0.963322,0.0006024357,0.031255577,0.00030873576,0.00015546358,0.00008741691,0.0001065566,0.00003482966,0.004126999],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9981219,0.0007589129,0.000085002925,0.00028169417,0.0005739507,0.00017851676],"domain_scores_gemma":[0.9916128,0.0052180835,0.0009705283,0.00040542378,0.0011986985,0.000594503],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0037205138,0.0006380429,0.000828546,0.0014137151,0.0006883728,0.0017624435,0.0010329625,0.0011509905,0.0025580416],"category_scores_gemma":[0.013828073,0.0003707579,0.0007737546,0.0007840706,0.0031955221,0.003113395,0.0024495206,0.0019140663,0.00029956579],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000024495164,0.000022359025,0.0006435961,0.00003241605,0.000023321392,0.000056754518,0.000052299074,0.025631113,0.0008241707,0.96603674,0.001029989,0.005622753],"study_design_scores_gemma":[0.000013430942,0.000039821858,0.0006944897,0.000026169966,0.000007874062,0.00006163849,0.000020979604,0.13086362,0.00059853366,0.86612433,0.001531512,0.000017582539],"about_ca_topic_score_codex":0.00091937976,"about_ca_topic_score_gemma":0.00036944626,"teacher_disagreement_score":0.0037205138,"about_ca_system_score_codex":0.002071272,"about_ca_system_score_gemma":0.00091862417,"threshold_uncertainty_score":0.019676149},"labels":[],"label_agreement":null},{"id":"W4206617106","doi":"10.1111/mafi.12342","title":"Affine term structure models: A time‐change approach with perfect fit to market curves","year":2022,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"HEC Montréal","funders":"Fédération Wallonie-Bruxelles; Fonds De La Recherche Scientifique - FNRS","keywords":"Credit default swap; Prepayment of loan; Econometrics; Yield curve; Credit derivative; Cox–Ingersoll–Ross model; Credit risk; Affine transformation; Economics; Term (time); Credit default swap index; Mathematics; Credit valuation adjustment; Interest rate; Actuarial science; Finance","score_opus":0.04530499678773956,"score_gpt":0.2186599309913612,"score_spread":0.17335493420362164,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4206617106","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09481453,0.0004467908,0.8969858,0.0012341359,0.00010348955,0.00007028902,0.00025186036,0.000264263,0.005828837],"genre_scores_gemma":[0.92936957,0.0006488301,0.05587859,0.00030062016,0.00026495324,0.00016317848,0.00037086106,0.00018411168,0.01281916],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9991372,0.00036037382,0.000038784423,0.00020993252,0.0001457039,0.000108010216],"domain_scores_gemma":[0.996349,0.001904427,0.0008088906,0.00037076508,0.00033301223,0.00023392649],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0030003279,0.00081806845,0.0010880491,0.0010170286,0.00047262825,0.0017100183,0.0025341795,0.0029998503,0.004921747],"category_scores_gemma":[0.011684708,0.0007223713,0.0016104699,0.0008943033,0.0014154036,0.0023292378,0.0015118474,0.0025631483,0.0006001196],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000047970672,0.00005197949,0.0014541068,0.000041286472,0.00006121317,0.00022679254,0.00011478587,0.7556931,0.00094125076,0.23129487,0.0011287391,0.0089439675],"study_design_scores_gemma":[0.000009619668,0.000017755414,0.00022259651,0.0000043359487,0.000012016607,0.00002203779,0.000010660276,0.96172535,0.000099664074,0.037246037,0.0006184004,0.000011500472],"about_ca_topic_score_codex":0.007686261,"about_ca_topic_score_gemma":0.0029252016,"teacher_disagreement_score":0.007686261,"about_ca_system_score_codex":0.0011169959,"about_ca_system_score_gemma":0.0010199691,"threshold_uncertainty_score":0.01646483},"labels":[],"label_agreement":null},{"id":"W4225482307","doi":"10.1111/mafi.12388","title":"Reinforcement learning with dynamic convex risk measures","year":2023,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":23,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Reinforcement learning; Computer science; Mathematical optimization; Flexibility (engineering); Q-learning; Dynamic programming; Artificial neural network; Obstacle; Dynamic risk measure; Convex optimization; Artificial intelligence; Value at risk; Regular polygon; Risk management; Mathematics; Economics; Finance","score_opus":0.048962392405897476,"score_gpt":0.3373794269646531,"score_spread":0.28841703455875567,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4225482307","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.013087929,0.00010616312,0.9844701,0.0002857027,0.00002376413,0.000027805534,0.000013529267,0.00009850888,0.0018864932],"genre_scores_gemma":[0.88940966,0.00015448082,0.107142426,0.00018276005,0.00005375816,0.00014886797,0.00003846491,0.00004714437,0.002822396],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9987632,0.00062908983,0.00005192387,0.0001761074,0.00027930576,0.00010042337],"domain_scores_gemma":[0.99657804,0.0023546834,0.00034805687,0.00018740872,0.0003974316,0.00013434229],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00284066,0.00095147797,0.0010225524,0.00041934036,0.00030899048,0.001066926,0.0012370528,0.0012580168,0.0015766466],"category_scores_gemma":[0.00852531,0.000537931,0.0005706743,0.00029808716,0.0017066575,0.0012091012,0.0012237972,0.0017625114,0.00019576035],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000018094837,0.000017967212,0.00017430577,0.000014466582,0.000021251099,0.000028360762,0.00001773191,0.9716746,0.00036145526,0.022888957,0.00019464879,0.0045881737],"study_design_scores_gemma":[0.000005283698,0.00000808326,0.000017357574,0.0000022325355,0.0000018106214,0.0000026183407,9.506018e-7,0.9933356,0.0000885332,0.0064555667,0.00007999253,0.000001932961],"about_ca_topic_score_codex":0.0037565092,"about_ca_topic_score_gemma":0.0021012712,"teacher_disagreement_score":0.0037565092,"about_ca_system_score_codex":0.0014940839,"about_ca_system_score_gemma":0.0014205349,"threshold_uncertainty_score":0.015022993},"labels":[],"label_agreement":null},{"id":"W4362586321","doi":"10.1111/mafi.12386","title":"Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information","year":2023,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Calgary","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Stochastic discount factor; Bond valuation; Economics; Partial differential equation; Volatility (finance); Affine transformation; Perfect information; Stochastic volatility; Credit risk; Econometrics; Mathematical economics; Mathematics; Interest rate; Capital asset pricing model; Finance","score_opus":0.029040319246756846,"score_gpt":0.24027153989731814,"score_spread":0.2112312206505613,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4362586321","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.09456098,0.00068182,0.88802415,0.002288338,0.00008673396,0.000053264343,0.00026167667,0.00012025946,0.013922895],"genre_scores_gemma":[0.948221,0.00068527344,0.03917205,0.00014660008,0.00013814648,0.000106907515,0.00016918751,0.00004638833,0.01131458],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9989397,0.00043915128,0.000053304724,0.00017658575,0.00025309625,0.00013822633],"domain_scores_gemma":[0.9975325,0.001429404,0.00041326165,0.00016287786,0.00030998053,0.00015198604],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0027501043,0.00079890195,0.0014320532,0.0009892818,0.0005720606,0.0026351106,0.0021218017,0.002327686,0.004272912],"category_scores_gemma":[0.0075404905,0.000752594,0.0011370443,0.0010349355,0.0020476982,0.003945958,0.0016096759,0.0018894002,0.00027137937],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000024265464,0.000033461598,0.000351168,0.000025240419,0.000021232761,0.00012220125,0.000058961847,0.28799388,0.00039756286,0.7082241,0.00047632074,0.0022717437],"study_design_scores_gemma":[0.000012789159,0.000008890054,0.00013773344,0.000008105495,0.0000063131315,0.00001867058,0.000014065821,0.8342047,0.000093089926,0.16513196,0.0003501093,0.000013588229],"about_ca_topic_score_codex":0.007333729,"about_ca_topic_score_gemma":0.0035166345,"teacher_disagreement_score":0.007333729,"about_ca_system_score_codex":0.0023790672,"about_ca_system_score_gemma":0.0016113028,"threshold_uncertainty_score":0.017261505},"labels":[],"label_agreement":null},{"id":"W4367052271","doi":"10.1111/mafi.12389","title":"Designing universal causal deep learning models: The geometric (Hyper)transformer","year":2023,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Topological and Geometric Data Analysis","field":"Computer Science","cited_by":14,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"McMaster University","funders":"H2020 European Research Council; McMaster University; Natural Sciences and Engineering Research Council of Canada; Horizon 2020 Framework Programme; Eidgenössische Technische Hochschule Zürich; ETH Zürich Foundation","keywords":"Mathematics; Euclidean geometry; Markov chain; Metric space; Series (stratigraphy); Euclidean space; Algorithm; Computer science; Theoretical computer science; Discrete mathematics; Pure mathematics; Geometry","score_opus":0.044239983314984674,"score_gpt":0.2421600431032657,"score_spread":0.19792005978828103,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4367052271","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.021801287,0.000097507334,0.97663146,0.0003285266,0.000012537652,0.000020384707,0.000057133537,0.00025000685,0.00080113433],"genre_scores_gemma":[0.81341237,0.00038193734,0.18390848,0.00032320345,0.000051483927,0.00010302222,0.0001787836,0.00014047668,0.0015002753],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9988556,0.0005193459,0.000060085353,0.00022242959,0.00023606147,0.00010648733],"domain_scores_gemma":[0.9965149,0.0020276904,0.00043366823,0.00060429826,0.00022989309,0.00018948436],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004053812,0.0007373962,0.000935004,0.0010538719,0.00038079152,0.001357647,0.0018693997,0.0012560681,0.0023652643],"category_scores_gemma":[0.012857936,0.00076066697,0.00091895374,0.0007632566,0.002863332,0.005148833,0.004154476,0.0019290908,0.0003538698],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00009652486,0.000050392147,0.0012585872,0.000093232855,0.000045470406,0.00007861393,0.00009969,0.49937767,0.002165897,0.46367216,0.0009753083,0.0320864],"study_design_scores_gemma":[0.000008938933,0.000024530675,0.00005989375,0.000008151777,0.0000061888895,0.000018028371,0.00001107962,0.8602727,0.00071319303,0.13846265,0.00040926455,0.0000052352243],"about_ca_topic_score_codex":0.0012691208,"about_ca_topic_score_gemma":0.0012351783,"teacher_disagreement_score":0.004053812,"about_ca_system_score_codex":0.0016183618,"about_ca_system_score_gemma":0.00096382503,"threshold_uncertainty_score":0.021438897},"labels":[],"label_agreement":null},{"id":"W4385386470","doi":"10.1111/mafi.12414","title":"Robust distortion risk measures","year":2023,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":52,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada; Fonds Wetenschappelijk Onderzoek","keywords":"Robustness (evolution); Coherent risk measure; Spectral risk measure; Mathematics; Portfolio; Econometrics; Distortion (music); Model risk; Risk measure; Value at risk; Mathematical optimization; Computer science; Statistics; Expected shortfall; Risk management; Economics","score_opus":0.1718758265551399,"score_gpt":0.35496769870630285,"score_spread":0.18309187215116296,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4385386470","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.03474676,0.0018758178,0.9537344,0.00074753765,0.0001165688,0.000062546394,0.00029235493,0.00015701326,0.008267113],"genre_scores_gemma":[0.91104853,0.0016329229,0.08235137,0.00025524487,0.00032492593,0.00016324533,0.00040700272,0.00014965456,0.003667023],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99203426,0.0024008392,0.00053758355,0.0015645768,0.0029456627,0.0005171315],"domain_scores_gemma":[0.9705907,0.01701879,0.0041436236,0.0035552026,0.0037666177,0.00092509476],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009158062,0.0017235285,0.0016494321,0.0031397406,0.000639189,0.004325446,0.0020748402,0.0018064842,0.002290867],"category_scores_gemma":[0.045784283,0.00052064826,0.001362592,0.0018426355,0.0049052476,0.0051136976,0.0038684574,0.0034681503,0.0004941457],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00014737039,0.000034543573,0.0018590841,0.0002113856,0.0001576135,0.00016922528,0.00014549312,0.19168878,0.0032930512,0.7694301,0.0016052118,0.031258114],"study_design_scores_gemma":[0.000017809662,0.000134188,0.0014167638,0.00007984111,0.000041193096,0.000318376,0.000072297305,0.34687722,0.0032750268,0.643937,0.0037602026,0.00007004722],"about_ca_topic_score_codex":0.0011455707,"about_ca_topic_score_gemma":0.00030791975,"teacher_disagreement_score":0.009158062,"about_ca_system_score_codex":0.0027092476,"about_ca_system_score_gemma":0.0010228124,"threshold_uncertainty_score":0.048433006},"labels":[],"label_agreement":null},{"id":"W4399099816","doi":"10.1111/mafi.12435","title":"Distortion risk measures: Prudence, coherence, and the expected shortfall","year":2024,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université de Montréal","funders":"","keywords":"Prudence; Expected shortfall; Mathematics; Coherent risk measure; Econometrics; Regular polygon; Superadditivity; Mathematical economics; Economics; Risk management; Finance","score_opus":0.043436269875950936,"score_gpt":0.3330253895629994,"score_spread":0.2895891196870484,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4399099816","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.32645446,0.0028117108,0.63149095,0.005546932,0.00013384351,0.00006397248,0.00023570875,0.00008270187,0.03317969],"genre_scores_gemma":[0.98814964,0.00028803461,0.010175177,0.000084210005,0.00006006321,0.00001737553,0.000031749063,0.000008928961,0.0011847942],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9984779,0.00058512896,0.000107692984,0.0002499466,0.00044794136,0.00013148696],"domain_scores_gemma":[0.9933802,0.0030402602,0.0016289302,0.0006409222,0.0007977463,0.00051180436],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0029378473,0.00041021782,0.00046619304,0.0010143743,0.00038813087,0.0022797142,0.00058083056,0.0007979509,0.0018927737],"category_scores_gemma":[0.012597623,0.00020189099,0.00050556834,0.000645596,0.0039274115,0.0029236556,0.0019838947,0.0014096898,0.00009614549],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000023021159,0.000011100321,0.00097109325,0.00002550566,0.000017487973,0.00006465218,0.000106409076,0.011617012,0.0007520856,0.98098236,0.00042954364,0.004999687],"study_design_scores_gemma":[0.000011882261,0.000051664814,0.0018817143,0.000028931543,0.000010866363,0.00011638305,0.00008438092,0.054279875,0.0005890274,0.9411902,0.001737888,0.000017342654],"about_ca_topic_score_codex":0.00091812573,"about_ca_topic_score_gemma":0.0004786843,"teacher_disagreement_score":0.0029378473,"about_ca_system_score_codex":0.0014934416,"about_ca_system_score_gemma":0.0006082313,"threshold_uncertainty_score":0.015537024},"labels":[],"label_agreement":null},{"id":"W4399296797","doi":"10.1111/mafi.12440","title":"Long‐term risk with stochastic interest rates","year":2024,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université Laval","funders":"","keywords":"Term (time); Interest rate; Economics; Econometrics; Actuarial science; Financial economics; Monetary economics; Physics","score_opus":0.0325316981151274,"score_gpt":0.25135304418015975,"score_spread":0.21882134606503234,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4399296797","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.20350486,0.0021407763,0.7691758,0.003169871,0.00044521672,0.000039953127,0.00016350423,0.00020752595,0.02115243],"genre_scores_gemma":[0.9836932,0.00072265184,0.00931635,0.00011988262,0.0002268246,0.000020091644,0.00006529876,0.000033739074,0.0058019655],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9990627,0.0003211178,0.000055449033,0.0001748907,0.0002748482,0.000110956935],"domain_scores_gemma":[0.9966486,0.00150659,0.0009471253,0.00028678644,0.00043023666,0.00018062157],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0019385658,0.00071655534,0.0006016487,0.00050399377,0.00033445135,0.0018466815,0.00093913375,0.0014611551,0.0018115176],"category_scores_gemma":[0.008409259,0.0003639405,0.00092974806,0.0005402906,0.0018053615,0.0027746693,0.0010415987,0.0019547923,0.00023814493],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003257452,0.000022704751,0.0011041367,0.000044112516,0.00004276971,0.00027874438,0.00007888753,0.1525177,0.0020722772,0.83816624,0.0009601271,0.004679802],"study_design_scores_gemma":[0.000015443966,0.000031485863,0.000860628,0.000021809705,0.000022544808,0.0001776716,0.000030958727,0.57730955,0.00061670353,0.4188804,0.0020022274,0.000030497189],"about_ca_topic_score_codex":0.0028527933,"about_ca_topic_score_gemma":0.0009962807,"teacher_disagreement_score":0.0028527933,"about_ca_system_score_codex":0.0011441387,"about_ca_system_score_gemma":0.0008483709,"threshold_uncertainty_score":0.010252237},"labels":[],"label_agreement":null},{"id":"W4411423920","doi":"10.1111/mafi.12468","title":"Partial Observability of Implied Volatility Matrices: Identification and Covolatilities Filtering","year":2025,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Concordia University; University of Toronto","funders":"","keywords":"Wishart distribution; Observability; Covariance; Econometrics; Covariance matrix; Stochastic volatility; Mathematics; Observable; Identification (biology); Logarithm; Volatility (finance); Applied mathematics; Algorithm; Statistics","score_opus":0.038131391317148954,"score_gpt":0.2539800486806112,"score_spread":0.21584865736346223,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4411423920","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.040236354,0.00007720337,0.9581727,0.00021886859,0.000017022297,0.000017613516,0.00010400001,0.0001303112,0.0010259941],"genre_scores_gemma":[0.9089186,0.00043635056,0.08618842,0.00012247595,0.000107521264,0.0001160163,0.0007997258,0.00007967884,0.0032311368],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99733317,0.0009578822,0.00020081805,0.00072322803,0.0005342961,0.00025064984],"domain_scores_gemma":[0.9764692,0.016145255,0.0028220343,0.0028308404,0.0014201776,0.00031252136],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0049306406,0.00078942877,0.0010671766,0.0014707588,0.00052740047,0.0022291746,0.0016557524,0.0014248543,0.002265268],"category_scores_gemma":[0.03719556,0.000809639,0.0015167161,0.0013009264,0.0017213059,0.0037042636,0.0019809268,0.002249727,0.00030672902],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00015358628,0.0001786154,0.015626203,0.00016198818,0.00028127508,0.0004611611,0.00039189402,0.3320373,0.009306413,0.5536922,0.0012444371,0.08646489],"study_design_scores_gemma":[0.0000068911077,0.00002585202,0.0020330457,0.000021867254,0.000015745482,0.00006718979,0.00002450813,0.9064626,0.0020730875,0.088715374,0.00052290363,0.000030925064],"about_ca_topic_score_codex":0.0033640552,"about_ca_topic_score_gemma":0.0022008051,"teacher_disagreement_score":0.0049306406,"about_ca_system_score_codex":0.0007799932,"about_ca_system_score_gemma":0.0011923698,"threshold_uncertainty_score":0.026076078},"labels":[],"label_agreement":null},{"id":"W4413373579","doi":"10.1111/mafi.70006","title":"Efficiency in Pure‐Exchange Economies With Risk‐Averse Monetary Utilities","year":2025,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Economic theories and models","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; Banff International Research Station for Mathematical Innovation and Discovery; Universität Ulm; Society of Actuaries","keywords":"Economics; Monetary economics","score_opus":0.015352546201690956,"score_gpt":0.19815522168963418,"score_spread":0.1828026754879432,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4413373579","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.4115823,0.00044515516,0.55923575,0.0007544456,0.000028677488,0.00007319422,0.00009137271,0.00008090589,0.02770823],"genre_scores_gemma":[0.98688054,0.00019934236,0.010243012,0.000035272868,0.000014992141,0.000039268718,0.000020113923,0.000015606229,0.0025518404],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99879646,0.00071606634,0.000050061957,0.00010077403,0.00018769162,0.00014898891],"domain_scores_gemma":[0.99649954,0.0024684703,0.0004177664,0.00024912853,0.00023073825,0.00013440591],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003895968,0.0006614484,0.0008316451,0.00081502844,0.00043383305,0.0027333887,0.000749108,0.0008361158,0.0026813808],"category_scores_gemma":[0.010191212,0.00035784105,0.00069892104,0.00059230055,0.0021169502,0.0035393257,0.0014465917,0.00066616404,0.00029740873],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000050048147,0.00004019403,0.00086585816,0.00004593421,0.000040702085,0.00010505734,0.000088763954,0.24279785,0.0006223581,0.7500718,0.00042581675,0.0048455987],"study_design_scores_gemma":[0.000029853149,0.0000400295,0.0005079122,0.000019036119,0.000014249579,0.000039166935,0.00007479101,0.53937817,0.00047101846,0.4587929,0.00062077475,0.00001208389],"about_ca_topic_score_codex":0.0014150942,"about_ca_topic_score_gemma":0.0006899277,"teacher_disagreement_score":0.003895968,"about_ca_system_score_codex":0.001414496,"about_ca_system_score_gemma":0.0007381921,"threshold_uncertainty_score":0.020604074},"labels":[],"label_agreement":null},{"id":"W4413902410","doi":"10.1111/mafi.70008","title":"Upper Comonotonicity and Risk Aggregation Under Dependence Uncertainty","year":2025,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Deutsche Forschungsgemeinschaft","keywords":"Economics; Econometrics; Actuarial science; Financial economics","score_opus":0.032490470543397335,"score_gpt":0.34475889776678725,"score_spread":0.31226842722338993,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4413902410","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.42331165,0.0015742212,0.54417104,0.0017222624,0.00007047759,0.000044800716,0.00019233032,0.00025071952,0.02866252],"genre_scores_gemma":[0.99099076,0.00029654353,0.006942121,0.0001076333,0.00006638668,0.000023541097,0.000041441162,0.000031639058,0.0014999673],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9967751,0.0011383217,0.00014725282,0.0005371546,0.0009420321,0.00046020612],"domain_scores_gemma":[0.9765891,0.014242164,0.003667535,0.0026503194,0.0015902729,0.0012605962],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005058887,0.00077523215,0.0012799127,0.0015918964,0.001039938,0.002956137,0.001053629,0.0010589886,0.0027158712],"category_scores_gemma":[0.021930676,0.00048022968,0.0010581051,0.0012653786,0.00333899,0.0039057136,0.0034578769,0.0022767338,0.00019247031],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00008074798,0.000053248074,0.0024273791,0.00006604073,0.00007648602,0.00034777648,0.00024639652,0.09402193,0.0027719466,0.88900006,0.00079656916,0.010111433],"study_design_scores_gemma":[0.000010088997,0.000055860623,0.0019511112,0.00003609506,0.000030187268,0.00011396882,0.000055476892,0.34152213,0.0009814842,0.65431947,0.0008873653,0.00003671978],"about_ca_topic_score_codex":0.0018042866,"about_ca_topic_score_gemma":0.00090733054,"teacher_disagreement_score":0.005058887,"about_ca_system_score_codex":0.0020034953,"about_ca_system_score_gemma":0.0006206376,"threshold_uncertainty_score":0.02675426},"labels":[],"label_agreement":null},{"id":"W4414521604","doi":"10.1111/mafi.70007","title":"Risk Sharing, Measuring Variability, and Distortion Riskmetrics","year":2025,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo; Memorial University of Newfoundland","funders":"","keywords":"Pairwise comparison; Distortion (music); Class (philosophy); Monotone polygon; Portfolio; Set (abstract data type)","score_opus":0.06025857197653624,"score_gpt":0.3462322986647374,"score_spread":0.2859737266882012,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4414521604","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15381788,0.001345081,0.832811,0.0009795593,0.00005265753,0.000041552852,0.00010636271,0.000048732683,0.010797141],"genre_scores_gemma":[0.9634557,0.00048407342,0.034556784,0.000067332294,0.00006372827,0.000049671307,0.00005190369,0.000021259018,0.001249518],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9965185,0.001972985,0.00013528937,0.00047750655,0.0006716659,0.00022402746],"domain_scores_gemma":[0.99115086,0.0053407466,0.0014841208,0.0010608704,0.00053940085,0.00042404898],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005914023,0.0008796243,0.0010843513,0.0011591552,0.0005913737,0.0023365528,0.001318637,0.0010316349,0.0015613515],"category_scores_gemma":[0.017617062,0.0003231258,0.0008453328,0.0012815313,0.0035217516,0.0034722164,0.0022328736,0.0016348781,0.00014287586],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00003942017,0.00003088956,0.0014810943,0.00004451657,0.00007753957,0.000055677196,0.00011613003,0.16100203,0.00096326286,0.82530624,0.00036670704,0.0105164675],"study_design_scores_gemma":[0.000008070117,0.000041481442,0.0009009222,0.000021690132,0.000014467384,0.00005850106,0.000052153086,0.322507,0.0005238388,0.6750136,0.0008331986,0.000024973451],"about_ca_topic_score_codex":0.0009933227,"about_ca_topic_score_gemma":0.00044963122,"teacher_disagreement_score":0.005914023,"about_ca_system_score_codex":0.0019998546,"about_ca_system_score_gemma":0.0008218795,"threshold_uncertainty_score":0.031276703},"labels":[],"label_agreement":null},{"id":"W4415944292","doi":"10.1111/mafi.70016","title":"Elicitability and Identifiability of Tail Risk Measures","year":2025,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Identifiability; Tail risk; Expected shortfall; Quantile; Tail dependence; Class (philosophy); Quantile regression; Range (aeronautics); Joint probability distribution","score_opus":0.04206371272763961,"score_gpt":0.3628689958445079,"score_spread":0.3208052831168683,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4415944292","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12230491,0.000096182775,0.8731791,0.0003901299,0.000019078958,0.00014514678,0.00040833984,0.00020297061,0.0032541982],"genre_scores_gemma":[0.9186368,0.00010392852,0.07943542,0.000094232106,0.000039287257,0.00034655893,0.00042834083,0.000052080228,0.0008632484],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.97714454,0.012488687,0.0017694145,0.0031704044,0.0046027536,0.00082422624],"domain_scores_gemma":[0.8337895,0.12256624,0.017438525,0.015161102,0.00885905,0.002185543],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.019380452,0.0012676173,0.001201116,0.0019776272,0.00045149977,0.0028657618,0.001340531,0.001860643,0.0037670273],"category_scores_gemma":[0.124491915,0.00046481902,0.0013799046,0.0014162024,0.002870776,0.0051708524,0.003694446,0.0029802448,0.0004177924],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00039632965,0.00043401535,0.018575208,0.00036802978,0.0002383021,0.00037420297,0.0010380892,0.13642828,0.011732852,0.7486449,0.0016190696,0.080150746],"study_design_scores_gemma":[0.00004682319,0.00038493946,0.003088956,0.00010851071,0.00003631019,0.00015778792,0.00018559275,0.25690043,0.004877237,0.7332134,0.0009304451,0.00006961999],"about_ca_topic_score_codex":0.00037608753,"about_ca_topic_score_gemma":0.00021738914,"teacher_disagreement_score":0.019380452,"about_ca_system_score_codex":0.0013037988,"about_ca_system_score_gemma":0.0013097205,"threshold_uncertainty_score":0.102494836},"labels":[],"label_agreement":null}]}