{"meta":{"query_hash":"2f0e2d920d30","filters":{"venue":"Quantitative Finance Letters"},"cohort_total":9,"direct_labels_cover":0,"predictions_cover":9,"exported":9,"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/2f0e2d920d30","api":"https://metacan.xera.ac/api/v1/cohort?venue=Quantitative+Finance+Letters"},"results":[{"id":"W2118896730","doi":"10.1080/21649502.2014.920513","title":"Convergence of the discrete variance swap in time-homogeneous diffusion models","year":2014,"lang":"en","type":"article","venue":"Quantitative Finance Letters","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Variance swap; Stochastic volatility; Realized variance; Mathematics; Applied mathematics; Volatility (finance); Swap (finance); Mathematical finance; Variance (accounting); Regular polygon; Discrete time and continuous time; Econometrics; SABR volatility model; Economics; Statistics; Financial economics; Finance; Accounting","score_opus":0.02055305141911538,"score_gpt":0.2198815730082177,"score_spread":0.19932852158910233,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2118896730","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.12824719,0.0016479248,0.85737723,0.00216392,0.00020927329,0.00007425112,0.00015898155,0.00026721726,0.009854121],"genre_scores_gemma":[0.9551959,0.0010558614,0.03517231,0.00036815522,0.00019090918,0.00011511525,0.0001516902,0.0001269989,0.0076230383],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.99838877,0.0007866501,0.000072526265,0.00028245983,0.00028396535,0.00018572867],"domain_scores_gemma":[0.9889225,0.007573055,0.0013792538,0.0005682438,0.000812158,0.0007447672],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004922599,0.0011786321,0.0012752496,0.0014083466,0.00070648466,0.0022395721,0.0016282264,0.0016436044,0.004230113],"category_scores_gemma":[0.028164381,0.000589563,0.0016573408,0.00072223076,0.0040554567,0.0042520324,0.002829084,0.003198566,0.0003891911],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00009860596,0.000055559136,0.0018419524,0.00012766804,0.000068013884,0.0002291713,0.00021420009,0.17206791,0.0017802346,0.8161294,0.001120627,0.006266674],"study_design_scores_gemma":[0.000017726654,0.000029805959,0.00030327917,0.000017818349,0.0000148898325,0.000050450013,0.000032793778,0.7470807,0.00040353602,0.25157154,0.00045677114,0.000020725387],"about_ca_topic_score_codex":0.0034007763,"about_ca_topic_score_gemma":0.0017756992,"teacher_disagreement_score":0.004922599,"about_ca_system_score_codex":0.0019914526,"about_ca_system_score_gemma":0.0014398374,"threshold_uncertainty_score":0.02603352},"labels":[],"label_agreement":null},{"id":"W2259678818","doi":"10.1080/21649502.2015.1165906","title":"A simple procedure to incorporate predictive models in a continuous time asset allocation","year":2016,"lang":"en","type":"article","venue":"Quantitative Finance Letters","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Fonds de Recherche du Québec-Société et Culture; Marcus och Amalia Wallenbergs minnesfond","keywords":"Simple (philosophy); Asset allocation; Computer science; Econometrics; Asset (computer security); Mathematical optimization; Economics; Mathematical economics; Mathematics; Finance; Computer security; Portfolio","score_opus":0.05397298149651111,"score_gpt":0.24321578829769147,"score_spread":0.18924280680118036,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2259678818","genre_codex":"methods","genre_gemma":"methods","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"methods","genre_consensus":"methods","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0012754457,0.000024240828,0.9972132,0.00007642405,0.00003763688,0.000026558575,0.00004197024,0.00029274775,0.0010117578],"genre_scores_gemma":[0.17695422,0.00019691382,0.81446254,0.00017468605,0.00014730438,0.00039704537,0.00023535288,0.00038245323,0.0070495326],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9995034,0.00018735413,0.00003080271,0.00008651662,0.00015030314,0.00004158661],"domain_scores_gemma":[0.9987419,0.0007900641,0.0000720771,0.0002227318,0.00012630603,0.000046969413],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0018273036,0.00078340777,0.00080854574,0.00060164725,0.00059929676,0.0010729996,0.0014773273,0.0012581648,0.01322724],"category_scores_gemma":[0.005842738,0.00067746243,0.0011612417,0.0006951195,0.00073888677,0.0013740715,0.0017175841,0.0030499075,0.0019284355],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000060961844,0.000117757416,0.00064440235,0.00008120184,0.00008230002,0.00019671707,0.000099016725,0.80938065,0.0028218825,0.0891199,0.0026413114,0.09475395],"study_design_scores_gemma":[0.000013709694,0.000023691367,0.00010928627,0.000013888666,0.000013887276,0.00003935649,0.0000071783493,0.9556906,0.00080006925,0.040085945,0.0031844275,0.000017847964],"about_ca_topic_score_codex":0.005911848,"about_ca_topic_score_gemma":0.0069841803,"teacher_disagreement_score":0.01322724,"about_ca_system_score_codex":0.00058016967,"about_ca_system_score_gemma":0.001442414,"threshold_uncertainty_score":0.044249594},"labels":[],"label_agreement":null},{"id":"W2268256013","doi":"10.1080/21649502.2015.1165907","title":"Non-predictable stock market declines","year":2016,"lang":"en","type":"article","venue":"Quantitative Finance Letters","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia","funders":"Economic and Social Research Council","keywords":"Stock market; Ex-ante; Economics; Econometrics; Stock (firearms); Financial economics; Geography; Macroeconomics","score_opus":0.03699783748876943,"score_gpt":0.2428532210726206,"score_spread":0.2058553835838512,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2268256013","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.97729546,0.0006278239,0.009613412,0.00048538373,0.000049198043,0.000060406455,0.0017345588,0.00021049911,0.009923196],"genre_scores_gemma":[0.99763477,0.00016813463,0.0007276916,0.000051517367,0.000052658255,0.000019456038,0.000766669,0.00001354091,0.00056562555],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9990268,0.00016612797,0.00012091842,0.0002517711,0.00030432796,0.00013016498],"domain_scores_gemma":[0.9886071,0.004591359,0.0047213053,0.0009900797,0.0008250271,0.00026504803],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002350561,0.00056683226,0.00052381365,0.0016360382,0.00031207592,0.001472367,0.00061149994,0.00053190446,0.001999534],"category_scores_gemma":[0.014027066,0.00019644546,0.00051012734,0.0014761911,0.0006751202,0.0014970653,0.0008198239,0.001116747,0.00045441705],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0001855419,0.00009036987,0.94506705,0.000097741635,0.00022223596,0.0002286204,0.00027253365,0.012470423,0.001086417,0.0041868235,0.0018238865,0.034268405],"study_design_scores_gemma":[0.000023911696,0.00018587576,0.93478924,0.00004608806,0.000076994686,0.00023619136,0.00019475246,0.05019817,0.0025732247,0.008336922,0.0033043805,0.00003422231],"about_ca_topic_score_codex":0.0036688189,"about_ca_topic_score_gemma":0.005021195,"teacher_disagreement_score":0.0036688189,"about_ca_system_score_codex":0.0005050065,"about_ca_system_score_gemma":0.00031276874,"threshold_uncertainty_score":0.012431085},"labels":[],"label_agreement":null},{"id":"W2421822479","doi":"10.1080/21649502.2015.1165905","title":"The bond-stock earnings yield differential model: additional applications and other models for stock market crash prediction","year":2016,"lang":"en","type":"article","venue":"Quantitative Finance Letters","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia","funders":"Economic and Social Research Council","keywords":"Earnings yield; Econometrics; Earnings; Economics; Price–earnings ratio; Crash; Stock (firearms); Stock price; Stock market; Financial economics; Earnings per share; Computer science; Finance; Engineering; Series (stratigraphy); Geology","score_opus":0.048199652719528675,"score_gpt":0.23786357608060033,"score_spread":0.18966392336107166,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2421822479","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.3692833,0.0049772,0.59249693,0.007920401,0.00063328166,0.00018977407,0.003454191,0.0007103513,0.020334553],"genre_scores_gemma":[0.9302688,0.0039588315,0.04049719,0.0005673864,0.0012426184,0.00015626817,0.0020337517,0.00010821924,0.02116681],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99973506,0.00010639037,0.000019347724,0.000056916473,0.000044950073,0.000037384696],"domain_scores_gemma":[0.9983865,0.0010209848,0.00018345806,0.00012343367,0.00019402921,0.00009165072],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020203586,0.0011183381,0.0011278415,0.0010097851,0.0004949199,0.0013557877,0.0017769142,0.001461169,0.0058974894],"category_scores_gemma":[0.005538612,0.00038260128,0.0012511748,0.0015079819,0.00045627786,0.0019538046,0.0012605721,0.0023214412,0.00079008134],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0001350166,0.00036689246,0.021538528,0.000109410095,0.0002394714,0.00030231196,0.0001301827,0.8255417,0.0007480203,0.086435564,0.008547142,0.055905752],"study_design_scores_gemma":[0.000013177134,0.000024434936,0.001108434,0.0000069671446,0.000017738605,0.000018659968,0.00000977879,0.985008,0.00006320393,0.01269844,0.0010198827,0.000011222979],"about_ca_topic_score_codex":0.015103295,"about_ca_topic_score_gemma":0.0113239195,"teacher_disagreement_score":0.015103295,"about_ca_system_score_codex":0.0006192228,"about_ca_system_score_gemma":0.0006170263,"threshold_uncertainty_score":0.030030727},"labels":[],"label_agreement":null},{"id":"W2422147476","doi":"10.1080/21649502.2015.1165893","title":"The bond-stock earnings yield model for stock market crash prediction: the basic idea and early applications","year":2016,"lang":"en","type":"article","venue":"Quantitative Finance Letters","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":true,"ca_institutions":"University of British Columbia","funders":"Economic and Social Research Council","keywords":"Earnings yield; Bond; Earnings; Stock (firearms); Crash; Economics; Financial economics; Stock market; Yield curve; Stock market crash; Econometrics; Bond valuation; Yield (engineering); Monetary economics; Earnings per share; Price–earnings ratio; Finance; Computer science; Engineering; Geography","score_opus":0.043594317932561494,"score_gpt":0.2375708823131854,"score_spread":0.1939765643806239,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2422147476","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.056452926,0.008438311,0.92211103,0.0023488018,0.00024466604,0.00010578255,0.0007406787,0.00023265318,0.00932521],"genre_scores_gemma":[0.888973,0.011722652,0.078072004,0.00038863948,0.00088473305,0.00036152708,0.0010923307,0.00009604446,0.018409008],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.99966526,0.00014264068,0.00002072505,0.00007220768,0.000059539332,0.000039554317],"domain_scores_gemma":[0.9988349,0.00072433817,0.0001231647,0.00006205029,0.00018501772,0.00007062052],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0020059529,0.0014424443,0.001138648,0.0008546896,0.00036258923,0.0014306273,0.0020779546,0.0015356796,0.0030529988],"category_scores_gemma":[0.0056163445,0.00064699334,0.0009255423,0.0010720697,0.0007623745,0.0024130463,0.0012943329,0.0024112025,0.0007028087],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000114473354,0.00009839689,0.010162763,0.00017592842,0.00015302634,0.0003142185,0.00014772784,0.63543516,0.0010053122,0.30137473,0.0038494435,0.047168896],"study_design_scores_gemma":[0.000012614424,0.000035951813,0.0006897,0.000026444864,0.00002083998,0.000040366347,0.000015274214,0.9223576,0.0001326496,0.07478353,0.0018660682,0.000018999988],"about_ca_topic_score_codex":0.0073997,"about_ca_topic_score_gemma":0.0031257726,"teacher_disagreement_score":0.0073997,"about_ca_system_score_codex":0.00084245607,"about_ca_system_score_gemma":0.0007009429,"threshold_uncertainty_score":0.014713287},"labels":[],"label_agreement":null},{"id":"W2464630935","doi":"10.1080/21649502.2015.1165918","title":"Exit strategies in bubble-like markets using a changepoint model","year":2016,"lang":"en","type":"article","venue":"Quantitative Finance Letters","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia","funders":"Economic and Social Research Council; Russian Foundation for Basic Research","keywords":"Bubble; Computer science; Parallel computing","score_opus":0.0812617749300219,"score_gpt":0.2621873595507564,"score_spread":0.1809255846207345,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2464630935","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.21963063,0.00051726174,0.7756978,0.00071163866,0.00005659041,0.000085551634,0.00013396515,0.00025507942,0.002911546],"genre_scores_gemma":[0.9653859,0.00035047665,0.0275581,0.00010922407,0.000055548946,0.00011620789,0.00015802977,0.00008423601,0.006182315],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9993679,0.00023315016,0.000035108078,0.00015703021,0.00010989293,0.00009696037],"domain_scores_gemma":[0.9870101,0.0095864255,0.0015771457,0.0002934639,0.00088508456,0.0006477625],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003393086,0.00089598563,0.0013150207,0.001396945,0.00040126638,0.0015868918,0.001922858,0.002003851,0.0032285077],"category_scores_gemma":[0.017219111,0.0006804876,0.0010204255,0.00055634574,0.0017937765,0.0026099514,0.0014256862,0.0018863721,0.0003401213],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0002876411,0.00015128717,0.012493178,0.00015737633,0.00015200347,0.0010183414,0.00070680934,0.7309801,0.005904473,0.22562367,0.0018585272,0.020666508],"study_design_scores_gemma":[0.000008284099,0.00002375002,0.00028235835,0.0000044277185,0.000008987743,0.000026188085,0.000016113254,0.9877007,0.00013631971,0.01165988,0.00012146687,0.000011600121],"about_ca_topic_score_codex":0.0035140538,"about_ca_topic_score_gemma":0.0016199688,"teacher_disagreement_score":0.0035140538,"about_ca_system_score_codex":0.0007614129,"about_ca_system_score_gemma":0.00046895482,"threshold_uncertainty_score":0.017944574},"labels":[],"label_agreement":null},{"id":"W2593582828","doi":"10.1080/21649502.2017.1286089","title":"Acquirers gain twice as much as targets in M&amp;As: a different perspective on a longstanding perception","year":2016,"lang":"en","type":"article","venue":"Quantitative Finance Letters","topic":"Corporate Finance and Governance","field":"Business, Management and Accounting","cited_by":2,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"Université du Québec en Outaouais","funders":"Fonds de Recherche du Québec-Société et Culture","keywords":"Interdependence; Intuition; Perspective (graphical); Bargaining power; Economics; Econometrics; Transaction cost; Dominance (genetics); Database transaction; Structural estimation; Perception; Microeconomics; Empirical evidence; Computer science; Artificial intelligence; Psychology","score_opus":0.03154424564139227,"score_gpt":0.2835868483716956,"score_spread":0.2520426027303033,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2593582828","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.8211719,0.0012598939,0.06767759,0.03699136,0.00012954105,0.000045016543,0.00021643616,0.00008944961,0.07241891],"genre_scores_gemma":[0.9961622,0.00021899905,0.0017297664,0.00033268542,0.0000763751,0.000006304535,0.000024299437,0.0000056816434,0.0014437214],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","domain_scores_codex":[0.9984565,0.0005994813,0.00006761836,0.0003257928,0.00043278784,0.00011780667],"domain_scores_gemma":[0.9898301,0.0054042824,0.0025608467,0.0010407112,0.00074220676,0.0004218707],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0033014573,0.00026600194,0.00040729073,0.00079141796,0.00063068845,0.0027123569,0.0006206308,0.0012585362,0.0066600386],"category_scores_gemma":[0.013416358,0.0001823275,0.00036884975,0.0006486588,0.003800847,0.0052360543,0.0013596915,0.0020904923,0.00034806778],"study_design_candidate":"observational","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0003605756,0.00018276802,0.045027144,0.0001154673,0.00008969528,0.0002729179,0.0036695097,0.005291547,0.005564154,0.8815543,0.0020831323,0.055788778],"study_design_scores_gemma":[0.0001018991,0.0008372285,0.13534251,0.000113918024,0.00017844987,0.0007952198,0.008103456,0.03850436,0.008100148,0.787091,0.020732906,0.00009891773],"about_ca_topic_score_codex":0.001235568,"about_ca_topic_score_gemma":0.0012684617,"teacher_disagreement_score":0.0066600386,"about_ca_system_score_codex":0.0009288069,"about_ca_system_score_gemma":0.0004964222,"threshold_uncertainty_score":0.022280097},"labels":[],"label_agreement":null},{"id":"W3124500806","doi":"10.1080/21649502.2017.1292041","title":"An empirical study of the dynamics of implied volatility indices: international evidence","year":2016,"lang":"en","type":"article","venue":"Quantitative Finance Letters","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"route_ca_aff":false,"route_ca_fund":true,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"","funders":"Fonds de Recherche du Québec-Société et Culture; Marcus och Amalia Wallenbergs minnesfond; Marcus Foundation","keywords":"Affine transformation; Econometrics; Stochastic volatility; Volatility (finance); Mathematics; Linear model; Variance (accounting); Elasticity (physics); Constant elasticity of variance model; Economics; Applied mathematics; Statistics; Forward volatility; Physics; Accounting; Thermodynamics","score_opus":0.06797194222231359,"score_gpt":0.3248998132841395,"score_spread":0.2569278710618259,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W3124500806","genre_codex":"empirical","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":"empirical","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.95527667,0.00821184,0.018782465,0.0020164265,0.00007475139,0.000023564296,0.0012668422,0.00013303311,0.014214451],"genre_scores_gemma":[0.99307865,0.002717928,0.0016812714,0.00007352913,0.00005792658,0.0000061051196,0.0018731852,0.000040700157,0.00047074692],"study_design_codex":"observational","study_design_gemma":"observational","domain_scores_codex":[0.9985177,0.00057084166,0.00015684051,0.0003690066,0.00031512458,0.00007045388],"domain_scores_gemma":[0.9567997,0.028891493,0.008077209,0.003463359,0.0023579898,0.00041030327],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006697852,0.0006093726,0.00073094765,0.0017762029,0.00027442013,0.0031243586,0.001263057,0.0011856316,0.0031926301],"category_scores_gemma":[0.04471695,0.00040486475,0.0009643597,0.0035948406,0.0012656847,0.0060918024,0.001128144,0.0022831191,0.00069448876],"study_design_candidate":"observational","study_design_consensus":"observational","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.0006723318,0.00026470635,0.66213214,0.00088582735,0.0017214837,0.0006864729,0.001495091,0.10792329,0.0024152477,0.1276655,0.004536437,0.08960146],"study_design_scores_gemma":[0.00016699806,0.0005668301,0.56507254,0.0011811517,0.0009290163,0.0014442212,0.0018622333,0.34052017,0.005834069,0.058519956,0.02364102,0.0002619073],"about_ca_topic_score_codex":0.0034260042,"about_ca_topic_score_gemma":0.0014002229,"teacher_disagreement_score":0.006697852,"about_ca_system_score_codex":0.00065622205,"about_ca_system_score_gemma":0.00034038734,"threshold_uncertainty_score":0.035422027},"labels":[],"label_agreement":null},{"id":"W4251942245","doi":"10.1080/21649502.2015.1165808","title":"Introduction","year":2016,"lang":"en","type":"article","venue":"Quantitative Finance Letters","topic":"","field":"","cited_by":0,"is_retracted":false,"has_abstract":false,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Business","score_opus":0.020380482561710475,"score_gpt":0.2711771710890571,"score_spread":0.2507966885273466,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W4251942245","genre_codex":"other","genre_gemma":"other","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"other","genre_consensus":"other","domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.0022343388,0.0031321107,0.016748602,0.024461778,0.0061627035,0.00007529022,0.002940632,0.0006658217,0.9435787],"genre_scores_gemma":[0.037445985,0.0033713416,0.006210226,0.011022822,0.005455771,0.00014693681,0.002685513,0.0005207065,0.93314075],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","domain_scores_codex":[0.99909985,0.00017203433,0.000028292545,0.00025969275,0.00033119333,0.00010887799],"domain_scores_gemma":[0.9985434,0.00033942985,0.000092543225,0.0002909885,0.0005353165,0.00019843996],"candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0011392375,0.000756842,0.00040480512,0.0014727882,0.0013329714,0.0042529204,0.0012458646,0.0020232343,0.30692276],"category_scores_gemma":[0.0039870255,0.0002213919,0.00057189784,0.0011997987,0.001351429,0.0028258504,0.001964096,0.0026542873,0.14288425],"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":[0.00003819237,0.00003697438,0.00041243536,0.00014032146,0.0000067125493,0.000055457018,0.00020665787,0.00026833432,0.0003434479,0.48709983,0.41978377,0.09160784],"study_design_scores_gemma":[0.0000055329233,0.0000111744475,0.00041936524,0.000092679766,0.0000033272584,0.000052210584,0.00009485561,0.00017450878,0.00024343416,0.07159649,0.92729825,0.000008186464],"about_ca_topic_score_codex":0.0020412372,"about_ca_topic_score_gemma":0.0020051731,"teacher_disagreement_score":0.30692276,"about_ca_system_score_codex":0.0014928984,"about_ca_system_score_gemma":0.001447814,"threshold_uncertainty_score":0.98859054},"labels":[],"label_agreement":null}]}