{"meta":{"query_hash":"2af6451a2087","filters":{"venue":"The Journal of Risk"},"cohort_total":4,"direct_labels_cover":0,"predictions_cover":4,"exported":4,"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/2af6451a2087","api":"https://metacan.xera.ac/api/v1/cohort?venue=The+Journal+of+Risk"},"results":[{"id":"W2205746712","doi":"10.21314/jor.2003.075","title":"Space–time diversification: which dimension is better?","year":2003,"lang":"en","type":"article","venue":"The Journal of Risk","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"York University","funders":"","keywords":"Diversification (marketing strategy); Portfolio; Asset allocation; Economics; Financial economics; Investment (military); Capital asset pricing model; Investment strategy; Actuarial science; Econometrics; Microeconomics; Business; Marketing","score_opus":0.019255731812837806,"score_gpt":0.1951439258270614,"score_spread":0.1758881940142236,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2205746712","genre_codex":"commentary","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.28601056,0.25874874,0.07688294,0.3074229,0.0030122933,0.00010682786,0.00069398194,0.0001639125,0.066957854],"genre_scores_gemma":[0.9059517,0.05984979,0.017059047,0.010931582,0.0034584156,0.00006919645,0.00021493594,0.000068087866,0.002397307],"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9982388,0.00082274934,0.00014907523,0.00026871136,0.00040236287,0.00011825956],"domain_scores_gemma":[0.990677,0.004258326,0.002223943,0.0008864458,0.000910059,0.0010442733],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005133848,0.00075932103,0.00155593,0.0014806152,0.00077406695,0.0069094147,0.0010563682,0.002596685,0.0053300434],"category_scores_gemma":[0.014200789,0.00026878636,0.00092416763,0.0020778477,0.00578222,0.016343186,0.0026606368,0.0028366973,0.0006811402],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000990337,0.00026070487,0.044037778,0.0019246478,0.0006915787,0.00024015288,0.0018485044,0.0072333054,0.002047441,0.5175363,0.015606332,0.40758288],"study_design_scores_gemma":[0.00012773326,0.0003355968,0.023931332,0.001058641,0.0002062489,0.00054554985,0.0033574728,0.0044526374,0.0007490745,0.9300278,0.035090376,0.0001174755],"about_ca_topic_score_codex":0.0017277284,"about_ca_topic_score_gemma":0.0017392881,"teacher_disagreement_score":0.0069094147,"about_ca_system_score_codex":0.0017448615,"about_ca_system_score_gemma":0.0013502557,"threshold_uncertainty_score":0.02715075},"labels":[],"label_agreement":null},{"id":"W2418154789","doi":"10.21314/jor.2014.293","title":"Conditional value-at-risk-based optimal partial hedging","year":2014,"lang":"en","type":"article","venue":"The Journal of Risk","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Value at risk; Value (mathematics); Economics; Expected shortfall; Econometrics; Mathematics; Actuarial science; Risk management; Financial economics; Portfolio; Statistics; Finance","score_opus":0.014701670012309584,"score_gpt":0.21550360343664862,"score_spread":0.20080193342433905,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2418154789","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.15196145,0.0008156748,0.8408801,0.00033878157,0.000044042048,0.00006967949,0.00007030996,0.00013058478,0.0056894477],"genre_scores_gemma":[0.97317797,0.00019545596,0.024700133,0.000054345564,0.000018969124,0.000035700697,0.000051258125,0.000020953357,0.0017451379],"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","domain_scores_codex":[0.9993911,0.00027306782,0.00003573123,0.00010017267,0.00012663823,0.000073253024],"domain_scores_gemma":[0.9984806,0.00096109824,0.0001300148,0.000120897166,0.00020503593,0.00010229496],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002140841,0.00071366475,0.001427152,0.00044099748,0.00029045588,0.0012879985,0.0008741777,0.0009469223,0.0022945777],"category_scores_gemma":[0.0046207285,0.0004660655,0.0006146134,0.0004448398,0.0008840823,0.0013308948,0.0009920346,0.00084738084,0.00014039307],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.00017290037,0.00006619922,0.00079613086,0.00013031912,0.00007118767,0.00013873074,0.00007909088,0.9145109,0.0042958115,0.048448283,0.00065077096,0.030639747],"study_design_scores_gemma":[0.000015307429,0.00009324181,0.00026129102,0.000013839242,0.000017897597,0.000029482493,0.00001595782,0.98359483,0.0009641237,0.014724571,0.00025853442,0.0000110439005],"about_ca_topic_score_codex":0.0009562497,"about_ca_topic_score_gemma":0.00054289884,"teacher_disagreement_score":0.0022945777,"about_ca_system_score_codex":0.00070724596,"about_ca_system_score_gemma":0.000932624,"threshold_uncertainty_score":0.011321962},"labels":[],"label_agreement":null},{"id":"W2514227992","doi":"10.21314/jor.2009.191","title":"Min-Max robust and CVaR robust mean-variance portfolios","year":2009,"lang":"en","type":"article","venue":"The Journal of Risk","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":29,"is_retracted":false,"has_abstract":true,"route_ca_aff":true,"route_ca_fund":false,"route_ca_venue":false,"route_about_ca":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"CVAR; Variance (accounting); Econometrics; Statistics; Mathematics; Computer science; Economics; Portfolio; Expected shortfall; Financial economics","score_opus":0.04861479097870843,"score_gpt":0.31094742568092104,"score_spread":0.26233263470221263,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2514227992","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.008727286,0.00029574384,0.9889915,0.00016814438,0.000015801103,0.000022305838,0.000038906037,0.00010383426,0.0016364543],"genre_scores_gemma":[0.7741249,0.00064337294,0.22084709,0.00024947766,0.0001097047,0.00018917114,0.0002627045,0.00019232596,0.0033812332],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9946743,0.002926482,0.00022789824,0.00082868844,0.0010977427,0.0002448622],"domain_scores_gemma":[0.988399,0.008200572,0.0014508148,0.00093680935,0.0008775777,0.00013517696],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009743601,0.0013981927,0.0018896861,0.0011360807,0.00036616766,0.0024504857,0.0017904737,0.0015022769,0.0021672784],"category_scores_gemma":[0.025523586,0.00077420194,0.0015864158,0.0011319068,0.001355698,0.0024604988,0.0020115958,0.0019952613,0.0003942968],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000059988786,0.000026982882,0.00059505407,0.00007163727,0.00012215861,0.000044960387,0.000029128276,0.9289404,0.0010448914,0.04632649,0.0004813245,0.022256827],"study_design_scores_gemma":[0.000005668326,0.000043383272,0.00025228143,0.000020295842,0.000014797102,0.000026320462,0.000006749727,0.978369,0.0007410761,0.020104248,0.00040242053,0.00001370317],"about_ca_topic_score_codex":0.0012466914,"about_ca_topic_score_gemma":0.0004775463,"teacher_disagreement_score":0.009743601,"about_ca_system_score_codex":0.0013018964,"about_ca_system_score_gemma":0.0010483769,"threshold_uncertainty_score":0.051529706},"labels":[],"label_agreement":null},{"id":"W2531668889","doi":"10.21314/jor.2016.340","title":"A fuzzy data envelopment analysis model for evaluating the efficiency of socially responsible and conventional mutual funds","year":2016,"lang":"en","type":"article","venue":"The Journal of Risk","topic":"Multi-Criteria Decision Making","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":"Université du Québec à Montréal","funders":"","keywords":"Data envelopment analysis; Equity (law); Credibility; Transparency (behavior); Business; Fuzzy logic; Mutual fund; Accounting; Mutual information; Actuarial science; Econometrics; Finance; Economics; Computer science; Mathematics; Statistics; Artificial intelligence","score_opus":0.44461776048610036,"score_gpt":0.51871623586,"score_spread":0.07409847537389969,"validation_status":"score_only:v0-immature-baseline","prediction":{"id":"W2531668889","genre_codex":"methods","genre_gemma":"empirical","domain_codex":null,"domain_gemma":null,"model_version":"metacan-v3-hybrid-931329e0061c","genre_candidate":"empirical","genre_consensus":null,"domain_candidate":null,"domain_consensus":null,"prediction_status":"machine_predicted_unvalidated","genre_scores_codex":[0.2691463,0.0005007154,0.7231213,0.00046072798,0.000024531077,0.00011247337,0.00015219822,0.000089930385,0.0063918275],"genre_scores_gemma":[0.98424214,0.00009811352,0.014875358,0.000012258525,0.000004298545,0.000069761125,0.000030848154,0.0000045133934,0.0006627212],"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","domain_scores_codex":[0.9974196,0.0015634213,0.00013123051,0.00020071634,0.00045433504,0.00023073291],"domain_scores_gemma":[0.9966214,0.0023648937,0.0003704518,0.00015707547,0.000399621,0.00008651498],"candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0046906164,0.00068704237,0.0008650866,0.0015552812,0.00041539833,0.002186764,0.00078811904,0.0011829231,0.0010838149],"category_scores_gemma":[0.01025284,0.00028259016,0.0010709332,0.0014019982,0.0008595326,0.0014854309,0.000799763,0.0007137549,0.000115149254],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_system_candidate":false,"about_ca_system_consensus":false,"study_design_scores_codex":[0.000043701053,0.00003015768,0.0014407107,0.00003213739,0.000043526445,0.00005617189,0.00009770315,0.9548613,0.0005359548,0.037343696,0.00012997346,0.005384957],"study_design_scores_gemma":[0.0000026831083,0.000018795688,0.00026096535,0.000007952206,0.000006932467,0.0000066654643,0.000024927373,0.9940048,0.00019472266,0.005315817,0.00014943622,0.0000063802418],"about_ca_topic_score_codex":0.009759155,"about_ca_topic_score_gemma":0.002839412,"teacher_disagreement_score":0.009759155,"about_ca_system_score_codex":0.0031213167,"about_ca_system_score_gemma":0.0015206633,"threshold_uncertainty_score":0.024806678},"labels":[],"label_agreement":null}]}