{"meta":{"page":1,"per_page":50,"max_per_page":100,"total":19,"total_is_capped":false,"direct_labels_cover":0,"predictions_cover":19,"direct_label_status":"direct model label, unvalidated","prediction_status":"machine_predicted_unvalidated (Codex and Gemma teacher distillation)","score_status":"score_only:v0-immature-baseline (scores rank; they never assert a category)","snapshot":{"source":"OpenAlex, pinned release, all 482 partitions","release":"2026-06-24","frame_built":"2026-07-12","author_layer_release":"2026-06-26"},"query_hash":"c19bb8b24e28","filters":{"venue":"Annals of Finance"}},"results":[{"id":"W2087019456","doi":"10.1007/s10436-005-0013-z","title":"Option pricing and Esscher transform under regime switching","year":2005,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":428,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Calgary","funders":"","keywords":"Martingale pricing; Martingale (probability theory); Mathematical finance; Unobservable; Local martingale; Valuation of options; Economics; Markov process; Mathematical economics; Markov chain; Econometrics; Risk-neutral measure; Mathematics; Financial economics; Applied mathematics; Statistics","authors":[{"name":"Robert J. Elliott","is_ca":true},{"name":"Leunglung Chan","is_ca":true},{"name":"Tak Kuen Siu","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.0570928118888572,"gpt":0.273273208364555,"spread":0.2161803964756978,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002107956,0.00009308327,0.0002246894,0.0000787911,0.00008415838,0.00001771956,0.0001073673,0.00006695132,0.000008893213],"category_scores_gemma":[0.00003026634,0.0001082139,0.00004987407,0.0001900925,0.00003514615,0.0002565402,0.00001770191,0.00008617524,0.00004732977],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00001048352,"about_ca_system_score_gemma":0.00001242558,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00008205287,"about_ca_topic_score_gemma":0.0000142051,"domain_scores_codex":[0.9991822,0.000001032564,0.0003714562,0.0002373867,0.00002572752,0.0001822106],"domain_scores_gemma":[0.9995206,0.00002468658,0.0002244125,0.00016049,0.00004055308,0.00002927458],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.000008061238,0.00003767339,0.0001485806,0.00002223211,0.000006995384,1.275951e-7,0.0002432871,0.0001886215,0.00009452572,0.9549299,0.00005917622,0.04426082],"study_design_scores_gemma":[0.0002945343,0.00005935316,0.0257642,0.00005653813,0.00000383791,0.000003858936,0.00003312993,0.004739937,0.001656744,0.9180551,0.04910197,0.0002308483],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1434794,0.006772685,0.833893,0.009084251,0.00004179934,0.0001444099,0.00002393573,0.00002052736,0.006539948],"genre_scores_gemma":[0.9925541,0.001648783,0.004900503,0.0005289325,0.00008709671,0.00002393533,0.000002206375,0.00001200691,0.0002424393],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8490747,"threshold_uncertainty_score":0.4412833,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2114581061","doi":"10.1007/s10436-010-0171-5","title":"Central bank haircut policy","year":2010,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Economic theories and models","field":"Economics, Econometrics and Finance","cited_by":33,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Bank of Canada","funders":"","keywords":"Market liquidity; Monetary economics; Business; Collateralized debt obligation; Financial system; Monetary policy; Economics; Collateral; Financial economics; Finance","authors":[{"name":"James Chapman","is_ca":true},{"name":"Jonathan Chiu","is_ca":true},{"name":"Miguel Molico","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04877729948470381,"gpt":0.2627569877381427,"spread":0.2139796882534389,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002820836,0.0001203524,0.000335724,0.0001265811,0.00005580347,0.00002248135,0.0003004322,0.000102335,0.0002920722],"category_scores_gemma":[0.0001277572,0.0001461704,0.0001465296,0.0001353501,0.0001179729,0.0002268508,0.00004995644,0.0001635705,0.0002007078],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000008918527,"about_ca_system_score_gemma":0.00004442002,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005624924,"about_ca_topic_score_gemma":0.00005838253,"domain_scores_codex":[0.9988094,0.000003544549,0.0004888843,0.0002800331,0.00001651935,0.0004016279],"domain_scores_gemma":[0.9991046,0.00002669721,0.0003240752,0.0004416525,0.00003537228,0.00006756112],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00001062085,0.00004245587,0.005045884,0.00001082675,0.00001340514,9.703951e-7,0.0001839647,0.00008909731,0.00009874278,0.9877625,0.003559783,0.003181796],"study_design_scores_gemma":[0.0002603579,0.00005713502,0.04048615,0.00001016347,0.000001105566,0.000004028305,0.00001060021,0.0005842377,0.003461102,0.463177,0.4916988,0.0002492722],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9002587,0.0009208293,0.0009384146,0.005281146,0.0007920304,0.000105447,0.0002951907,0.00002636609,0.09138186],"genre_scores_gemma":[0.9943538,0.0007947097,0.0006450992,0.0008158024,0.0003131868,0.000007444281,0.000005553,0.00001797988,0.003046468],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5245854,"threshold_uncertainty_score":0.5960654,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2072354128","doi":"10.1007/s10436-006-0068-5","title":"A PDE approach for risk measures for derivatives with regime switching","year":2007,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":33,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Calgary","funders":"","keywords":"Mathematical finance; Economics; Computer science; Mathematics; Econometrics; Mathematical economics; Financial economics","authors":[{"name":"Robert J. Elliott","is_ca":true},{"name":"Tak Kuen Siu","is_ca":false},{"name":"Leunglung Chan","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.1781555842386255,"gpt":0.4108340242110098,"spread":0.2326784399723844,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003798589,0.0001089257,0.0002583493,0.000144582,0.0001700788,0.00004627861,0.0003189131,0.00005721832,0.000001119201],"category_scores_gemma":[0.001825102,0.00007378566,0.0001065758,0.0004583388,0.00006067798,0.0003028491,0.00001608351,0.00005385193,0.00000123316],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000003151816,"about_ca_system_score_gemma":0.00005173443,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002621869,"about_ca_topic_score_gemma":0.00002259355,"domain_scores_codex":[0.9985053,0.00003392769,0.0004412978,0.0003231568,0.0004415313,0.0002547856],"domain_scores_gemma":[0.997404,0.0008307609,0.0006059259,0.0003263537,0.0007945403,0.00003842355],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"not_applicable","study_design_scores_codex":[0.001936256,0.0001992979,0.0301398,0.00001784812,0.00006107424,0.000001231334,0.002974689,0.03834028,0.0005298097,0.01397429,0.02208135,0.889744],"study_design_scores_gemma":[0.002843599,0.001951877,0.1738977,0.0001358389,0.00006106426,0.00001069762,0.001843769,0.06420689,0.1145398,0.1281354,0.511438,0.0009353865],"study_design_candidate":"design_other","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1413405,0.0005499024,0.8556708,0.0002792284,0.00003809822,0.0004020557,0.00002689569,0.00001216541,0.001680347],"genre_scores_gemma":[0.8024556,0.0008612789,0.1957283,0.0001325919,0.00006425235,0.00003637811,0.000005021341,0.00001128786,0.0007053063],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.8888087,"threshold_uncertainty_score":0.3008892,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2800091649","doi":"10.1007/s10436-018-0323-6","title":"Debt financing in private and public firms","year":2018,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Corporate Finance and Governance","field":"Business, Management and Accounting","cited_by":14,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Lakehead University; Bank of Canada","funders":"","keywords":"Mathematical finance; Debt; Public finance; Finance; Business; Economics; Financial system; Financial economics; Macroeconomics","authors":[{"name":"Kim P. Huynh","is_ca":true},{"name":"Teodora Paligorova","is_ca":false},{"name":"Robert J. Petrunia","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04899052571691823,"gpt":0.2551549703008464,"spread":0.2061644445839282,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002496777,0.000126793,0.0002096599,0.0001297457,0.00007155957,0.00005503481,0.0001954656,0.00005258419,0.00002288391],"category_scores_gemma":[0.000161849,0.0001247362,0.00003381907,0.0006592879,0.0001342416,0.001147538,0.0001052323,0.00007975852,0.0000775237],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000004610636,"about_ca_system_score_gemma":0.00002203139,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005164201,"about_ca_topic_score_gemma":0.0006279451,"domain_scores_codex":[0.9990269,0.00000371529,0.0002661061,0.0002558143,0.0001282828,0.0003191658],"domain_scores_gemma":[0.9992618,0.0000179318,0.0003148567,0.0002281686,0.0001711384,0.000006120873],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00006549704,0.0001020405,0.8113075,0.0001700266,0.000005872449,0.00002236093,0.00006124427,0.00001186846,0.000448572,0.1115477,0.01226126,0.0639961],"study_design_scores_gemma":[0.000282323,0.0000238304,0.8127204,0.0001717182,0.000001950779,8.953455e-7,0.000007333261,0.0005123261,0.0005974094,0.008883414,0.1766441,0.0001542492],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9924928,0.0005345977,0.0001438102,0.002936272,0.0001283952,0.0001001148,0.000003520278,0.00002108421,0.003639413],"genre_scores_gemma":[0.9966221,0.0004277058,0.0001286987,0.002266496,0.0003125927,0.000008849384,0.000002066033,0.00001247363,0.0002189528],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1643829,"threshold_uncertainty_score":0.5086595,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2805422936","doi":"10.1007/s10436-018-0326-3","title":"Analysis of the SRISK measure and its application to the Canadian banking and insurance industries","year":2018,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true},"ca_institutions":"Global Risk Institute in Financial Services; University of Waterloo","funders":"","keywords":"Systemic risk; Actuarial science; Insurance industry; Mathematical finance; Capital requirement; Expected shortfall; Economics; Measure (data warehouse); Capital (architecture); Business; Risk management; Financial economics; Finance; Financial crisis; Computer science; Microeconomics","authors":[{"name":"Thomas F. Coleman","is_ca":true},{"name":"Alex LaPlante","is_ca":true},{"name":"Alexey Rubtsov","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.05025329310058327,"gpt":0.2478853744447932,"spread":0.19763208134421,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005858097,0.00008748129,0.0002697932,0.0002017689,0.0002506808,0.00002191228,0.0002497259,0.00006598395,0.000006363221],"category_scores_gemma":[0.0001493673,0.00007041202,0.00005195142,0.001298316,0.0001314071,0.0001026955,0.00005891443,0.00008249744,0.000009765747],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00001329021,"about_ca_system_score_gemma":0.0000323931,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.02097257,"about_ca_topic_score_gemma":0.09282725,"domain_scores_codex":[0.9991968,0.00001164367,0.0003280446,0.0002275813,0.00005208742,0.0001838359],"domain_scores_gemma":[0.9991628,0.00002047207,0.0003027814,0.0003275085,0.0001544084,0.00003206466],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00002042045,0.00001865953,0.7048419,0.00002324911,0.0001620806,2.414152e-7,0.001691416,0.0002833373,0.00001837055,0.2419009,0.00103335,0.05000608],"study_design_scores_gemma":[0.00005788805,0.00003149735,0.922663,0.00002245848,0.00001693534,1.467529e-7,0.00002079657,0.0007591001,0.0005420052,0.002289093,0.07351317,0.00008393466],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9865636,0.004067757,0.0003037383,0.004827723,0.00008609757,0.0002898281,0.0002596962,0.000003330762,0.00359824],"genre_scores_gemma":[0.9979652,0.0009992659,0.00002087783,0.0008199359,0.00004197365,0.00002278689,0.000001511783,0.0000056958,0.0001228138],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2396118,"threshold_uncertainty_score":0.9855469,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2124298830","doi":"10.1007/s10436-015-0259-z","title":"Credit risk and contagion via self-exciting default intensity","year":2015,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Calgary","funders":"","keywords":"Default; Credit derivative; Credit risk; Econometrics; Intensity (physics); Mathematical finance; Economics; Derivative (finance); Actuarial science; Financial economics; Finance; Physics","authors":[{"name":"Robert J. Elliott","is_ca":true},{"name":"Jia Shen","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.07868814055660461,"gpt":0.2644868514116929,"spread":0.1857987108550883,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006313672,0.000126827,0.0003933609,0.0001193219,0.000100447,0.00002301611,0.0001243768,0.0001044056,0.000007811527],"category_scores_gemma":[0.000470784,0.0001507661,0.00008322669,0.0002154098,0.00009409588,0.0002488139,0.00006623398,0.0001388829,0.00006709425],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00001892856,"about_ca_system_score_gemma":0.00002609812,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001103873,"about_ca_topic_score_gemma":0.00006189071,"domain_scores_codex":[0.9989023,0.00001063379,0.000502469,0.0002970066,0.00004748997,0.0002400512],"domain_scores_gemma":[0.99887,0.00005014033,0.0005162425,0.0002578713,0.0002186762,0.00008706494],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.000110476,0.0001935327,0.7980815,0.00003888618,0.00005278947,0.000009733181,0.002061116,0.0002208647,0.0000229263,0.1441474,0.02070035,0.03436043],"study_design_scores_gemma":[0.000536238,0.0001846735,0.7827253,0.00003125316,0.000007860748,0.00001164516,0.00006399895,0.006740783,0.0004516316,0.07140189,0.1375736,0.0002711129],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9818928,0.003997699,0.008356653,0.0006221179,0.0003750337,0.0001238487,0.0001413475,0.00004050333,0.004449954],"genre_scores_gemma":[0.9960824,0.001843714,0.001573238,0.00007879149,0.000195801,0.000007453611,0.000009787095,0.00001361883,0.0001952015],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1168732,"threshold_uncertainty_score":0.6148065,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2062546423","doi":"10.1007/s10436-013-0229-2","title":"Introduction: behavioral and evolutionary finance","year":2013,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Islamic Finance and Banking Studies","field":"Business, Management and Accounting","cited_by":12,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of British Columbia","funders":"","keywords":"Mathematical finance; Equity (law); Computational finance; Economics; Financial market; Financial economics; Behavioral economics; Stock market; Finance; Microeconomics; Mathematical economics","authors":[{"name":"Igor V. Evstigneev","is_ca":false},{"name":"Klaus Reiner Schenk–Hoppé","is_ca":false},{"name":"William T. Ziemba","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.0266114518100585,"gpt":0.2542510151923718,"spread":0.2276395633823133,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0000825146,0.0001136778,0.0001757036,0.00007506881,0.0001385033,0.00003712754,0.0001088944,0.00003968299,0.00007629912],"category_scores_gemma":[0.0000280257,0.0001070712,0.00004150645,0.0002474605,0.000150194,0.00102371,0.00009687145,0.00006977028,0.000185784],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000003259909,"about_ca_system_score_gemma":0.000007872796,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003579191,"about_ca_topic_score_gemma":0.00000994165,"domain_scores_codex":[0.9992695,0.000002489762,0.0001901522,0.0002179667,0.0001115709,0.0002082852],"domain_scores_gemma":[0.9994004,0.000008555873,0.0001624718,0.0001719175,0.0002555278,0.000001122279],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"observational","study_design_scores_codex":[0.00001880008,0.0001466902,0.01778267,0.0001270145,0.00001220099,0.000004163038,0.00007060857,0.0000443103,0.0002487002,0.2097676,0.6425989,0.1291783],"study_design_scores_gemma":[0.0001557857,0.00003070581,0.6101247,0.00006784128,0.00001010359,0.000002670358,0.00002397563,0.0001865663,0.0002211435,0.02899589,0.3599892,0.0001914439],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9826391,0.002060957,0.00001643692,0.01296661,0.0002915513,0.000124244,0.000001999068,0.00003148037,0.001867656],"genre_scores_gemma":[0.9951298,0.000759806,0.0003475088,0.0008862348,0.001142158,0.00003288838,0.000005699032,0.000009029506,0.001686837],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.592342,"threshold_uncertainty_score":0.4366239,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2038242260","doi":"10.1007/s10436-015-0260-6","title":"Dynamic optimal capital structure with regime switching","year":2015,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Calgary","funders":"","keywords":"Capital structure; Bankruptcy; Economics; Volatility (finance); Mathematical finance; Econometrics; Corporate tax; Financial economics; Mathematical economics; Macroeconomics; Double taxation; Finance","authors":[{"name":"Robert J. Elliott","is_ca":true},{"name":"Jia Shen","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04555909129212503,"gpt":0.2586466902819183,"spread":0.2130875989897932,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0001905395,0.0001424469,0.0003451411,0.0001307986,0.00006505413,0.00002617807,0.0002055724,0.00008998471,0.00002311638],"category_scores_gemma":[0.00009115654,0.0001457976,0.00006705037,0.0002761337,0.0000726274,0.0002999617,0.00003656958,0.0001356626,0.00005019825],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000227638,"about_ca_system_score_gemma":0.00006100159,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000209473,"about_ca_topic_score_gemma":0.0001070016,"domain_scores_codex":[0.9989873,0.000005046567,0.0003873844,0.0002946423,0.00005975976,0.0002658397],"domain_scores_gemma":[0.9990871,0.00001735373,0.000374938,0.0003395839,0.0001117602,0.00006928334],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.0002985753,0.0002134773,0.0959641,0.00005691385,0.00009884375,0.00003599256,0.004956792,0.02028427,0.0001355374,0.85483,0.009099984,0.01402546],"study_design_scores_gemma":[0.001628004,0.0008702053,0.7455173,0.000126946,0.0000126692,0.00004285912,0.0003218503,0.01139937,0.0009444583,0.1339307,0.1042428,0.0009627434],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9870443,0.003047835,0.00555943,0.0009692059,0.0002046402,0.0001122591,0.0002188475,0.00002304564,0.002820408],"genre_scores_gemma":[0.9945705,0.0002069028,0.004357326,0.00004300936,0.00006626682,0.00000562079,0.00001923309,0.00002053589,0.0007105908],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7208993,"threshold_uncertainty_score":0.5945452,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2565989904","doi":"10.1007/s10436-016-0290-8","title":"Threat of termination and firm innovation","year":2016,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Firm Innovation and Growth","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Western University","funders":"","keywords":"High tech; Ex-ante; Business; Relation (database); Value (mathematics); Industrial organization; Face (sociological concept); Economics","authors":[{"name":"Shahbaz Sheikh","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.09509084285148728,"gpt":0.279970351403158,"spread":0.1848795085516707,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002731378,0.00005220956,0.0001623065,0.0002100232,0.00001666098,0.000003717434,0.00006194044,0.00004469939,0.00004559579],"category_scores_gemma":[0.0001506899,0.00004668607,0.00002011718,0.0003978594,0.00006563908,0.0002052497,0.00001643062,0.00002070785,0.00001745094],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000004203766,"about_ca_system_score_gemma":0.000006591138,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002129329,"about_ca_topic_score_gemma":0.000001603762,"domain_scores_codex":[0.9993314,0.000002844548,0.0004359329,0.0001288193,0.00002202889,0.00007904498],"domain_scores_gemma":[0.9992693,0.00002724537,0.0004216972,0.0001322683,0.000143022,0.000006433371],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.000009812556,0.00002839628,0.06611103,0.00002723349,0.000005738851,1.69662e-7,0.00006588648,3.95391e-7,0.00126716,0.8966861,0.001615053,0.03418308],"study_design_scores_gemma":[0.0003571512,0.00009904747,0.775211,0.00006685039,6.569259e-7,8.510635e-7,0.000004371565,0.00005230964,0.035146,0.1635497,0.02540956,0.0001025798],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9867423,0.0005366732,0.00149186,0.003477392,0.0000650608,0.00006053739,0.00008114565,0.000006322823,0.007538715],"genre_scores_gemma":[0.997936,0.0005235304,0.0003335199,0.0002249864,0.00001510256,0.000004213587,0.000003645555,0.00000481543,0.000954216],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7331364,"threshold_uncertainty_score":0.1903803,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3122054283","doi":"10.1007/s10436-020-00381-1","title":"On modifications of the Bachelier model","year":2021,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Geometric Brownian motion; Mathematical finance; Mathematical economics; Brownian motion; Arbitrage; Economics; Econometrics; Applied mathematics; Mathematics; Reflection (computer programming); Financial economics; Computer science; Diffusion process","authors":[{"name":"Alexander Melnikov","is_ca":true},{"name":"Hongxi Wan","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.1064170265808908,"gpt":0.2797996154106049,"spread":0.1733825888297141,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00009601425,0.00006333747,0.0001882802,0.00003396766,0.00006205415,0.000004906811,0.0002328926,0.00004697603,0.00001697823],"category_scores_gemma":[0.00023204,0.00006120348,0.0001097996,0.0003687796,0.00007117371,0.00004401704,0.00004101267,0.00006824427,0.00004290701],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000005101312,"about_ca_system_score_gemma":0.00005447752,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002163095,"about_ca_topic_score_gemma":0.000004961963,"domain_scores_codex":[0.9993007,0.000001715971,0.0003626071,0.0001901828,0.00003248646,0.0001123105],"domain_scores_gemma":[0.9990165,0.00004082103,0.0003094003,0.0004788152,0.0001396582,0.00001476452],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.000003326083,0.0001103904,0.00007938489,0.00001234459,0.000005988798,7.057722e-8,0.0000767005,0.004149385,0.0001104904,0.9934164,0.001178732,0.0008567803],"study_design_scores_gemma":[0.00009317003,0.00001603516,0.00921399,0.0000285403,0.000001669403,4.952324e-7,0.000007312232,0.01092391,0.007440559,0.9660113,0.006183318,0.00007967644],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.149171,0.005987648,0.7613545,0.01472809,0.0001859307,0.0002583103,0.001031198,0.00001529085,0.06726806],"genre_scores_gemma":[0.9963493,0.0004644864,0.001800077,0.0005276168,0.00001453782,0.00003202332,0.000003329519,0.000007455467,0.0008011418],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8471784,"threshold_uncertainty_score":0.2495805,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2002779795","doi":"10.1007/s10436-008-0112-8","title":"Uninsurable investment risks and capital income taxation","year":2008,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Fiscal Policy and Economic Growth","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Bank of Canada","funders":"","keywords":"Economics; Physical capital; Capital (architecture); Monetary economics; Investment (military); Fixed capital; Capital intensity; Welfare; Capital income; Financial capital; Capital deepening; Labour economics; Capital formation; International taxation; Market economy; Human capital; Tax reform","authors":[{"name":"Césaire Meh","is_ca":true},{"name":"Yaz Terajima","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.1452494779882327,"gpt":0.2700806539846671,"spread":0.1248311759964344,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002106331,0.00009985847,0.0002785217,0.0001123115,0.00009033621,0.000009167706,0.0001062597,0.00006752268,0.00002438013],"category_scores_gemma":[0.00007868743,0.0001192281,0.00005465198,0.0001088056,0.0001421375,0.0002732212,0.00003836128,0.00007485237,0.0001329692],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00001279794,"about_ca_system_score_gemma":0.00001285724,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0007013858,"about_ca_topic_score_gemma":0.00001201323,"domain_scores_codex":[0.9991326,0.000007007068,0.0004117773,0.0002256704,0.00001809909,0.0002048452],"domain_scores_gemma":[0.9992291,0.00002664981,0.000479987,0.0001960571,0.00002051119,0.00004773902],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.00001582088,0.00006431282,0.3299511,0.00003513837,0.00002407286,0.000003527257,0.0007065352,0.00009112093,0.00001161652,0.6655327,0.003231321,0.0003327063],"study_design_scores_gemma":[0.0002462919,0.00009037412,0.8022529,0.00001338679,8.300082e-7,0.000007045318,0.00001268619,0.0004613489,0.0007555327,0.1869242,0.009090569,0.0001448717],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9600586,0.002327523,0.00004765594,0.0008169411,0.00009033435,0.000078447,0.0000946689,0.00001142035,0.03647441],"genre_scores_gemma":[0.9968899,0.001427767,0.0002697723,0.0007745794,0.00005429804,0.00001011459,0.000005763291,0.000009955869,0.0005578842],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4786085,"threshold_uncertainty_score":0.4861982,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1997143099","doi":"10.1007/s10436-005-0034-7","title":"A semi-analytic method for valuing high-dimensional options on the maximum and minimum of multiple assets","year":2005,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Calgary","funders":"","keywords":"Mathematical finance; Computational finance; Monte Carlo method; Volatility (finance); Stochastic volatility; Econometrics; Valuation of options; Estimation; Mathematical optimization; Mean reversion; Monte Carlo methods for option pricing; Computer science; Mathematics; Economics; Finance; Statistics","authors":[{"name":"Xun Li","is_ca":false},{"name":"Zhenyu Wu","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.0805266200729536,"gpt":0.3083206384047812,"spread":0.2277940183318277,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005482968,0.0001083802,0.0003332671,0.0000947713,0.0001143029,0.00001035993,0.000169605,0.00006276785,0.00001467442],"category_scores_gemma":[0.0004278296,0.00009922559,0.0001105603,0.0002171671,0.00007276837,0.00007746541,0.00003719842,0.00007303276,0.00001571992],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000008714287,"about_ca_system_score_gemma":0.00002298671,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001140978,"about_ca_topic_score_gemma":0.00001968748,"domain_scores_codex":[0.9990031,0.000004651848,0.0004926959,0.0002727148,0.00004215839,0.0001846772],"domain_scores_gemma":[0.998618,0.0005402874,0.0004280697,0.000268429,0.0001177353,0.00002747042],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00003206092,0.0001200472,0.0002232661,0.00003182621,0.00003169817,9.318798e-8,0.00008461851,0.001527548,0.0001983397,0.9908198,0.0009194148,0.006011351],"study_design_scores_gemma":[0.0007624506,0.0002931095,0.03177878,0.0001062895,0.00002534643,0.000003339584,0.00002766661,0.1030577,0.00552965,0.8358875,0.0222145,0.0003137203],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2698828,0.003464175,0.7101901,0.01425748,0.00008566056,0.000543965,0.0009379093,0.00001319745,0.0006247117],"genre_scores_gemma":[0.9599307,0.0001753843,0.03903845,0.00052112,0.00006411892,0.000113314,0.000008599462,0.00001231754,0.000136033],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.6900479,"threshold_uncertainty_score":0.4046302,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2149590736","doi":"10.1007/s10436-015-0268-y","title":"Optimal investment in multidimensional Markov-modulated affine models","year":2015,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Toronto Metropolitan University","funders":"Technische Universität München","keywords":"Markov chain; Affine transformation; Stochastic volatility; Portfolio optimization; Mathematical finance; Mathematical optimization; Complement (music); Mathematical economics; Markov model; Computer science; Mathematics; Portfolio; Applied mathematics; Econometrics; Economics; Volatility (finance); Financial economics","authors":[{"name":"Daniela Neykova","is_ca":false},{"name":"Marcos Escobar","is_ca":true},{"name":"Rudi Zagst","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.1109376003198289,"gpt":0.280377428319755,"spread":0.1694398279999262,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00034496,0.0001274356,0.0003459948,0.0001555303,0.00002866441,0.000007379517,0.0001780975,0.00008389262,0.00001452139],"category_scores_gemma":[0.0001194723,0.0001504067,0.00005532064,0.0004725998,0.00006417863,0.0002002259,0.00006740899,0.00009401567,0.00008721288],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002628335,"about_ca_system_score_gemma":0.00006458674,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003387216,"about_ca_topic_score_gemma":0.00002253414,"domain_scores_codex":[0.9987801,0.000003018987,0.0005829834,0.0003224401,0.00005253837,0.0002589615],"domain_scores_gemma":[0.999246,0.00002482442,0.0002708788,0.0002629377,0.0001264177,0.0000689506],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00005528788,0.0002538131,0.0004158819,0.00001363933,0.000009661208,0.000003360472,0.0003030456,0.02482325,0.00003056124,0.9709136,0.002403021,0.0007748454],"study_design_scores_gemma":[0.001296607,0.0002100469,0.02034281,0.00007300844,0.000002656196,0.000003775442,0.00003765019,0.1540059,0.0006859444,0.7881349,0.03478281,0.0004239649],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8224708,0.008565237,0.144392,0.003104404,0.0002259154,0.0004637467,0.000420388,0.0000397742,0.02031775],"genre_scores_gemma":[0.9816805,0.000204808,0.01700638,0.0005954162,0.00004015402,0.00006265906,0.00002952419,0.00001524658,0.000365356],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1827788,"threshold_uncertainty_score":0.6133408,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2083886048","doi":"10.1007/s10436-012-0220-3","title":"Currency returns, market regimes and behavioral biases","year":2012,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of British Columbia; Dalhousie University","funders":"","keywords":"Economics; Foreign exchange risk; Interest rate parity; Risk premium; Portfolio; Currency; Econometrics; Exchange rate; Financial economics; Proxy (statistics); Market portfolio; Foreign exchange market; Monetary economics; Mathematics; Statistics","authors":[{"name":"Leonard C. MacLean","is_ca":true},{"name":"Yonggan Zhao","is_ca":true},{"name":"William T. Ziemba","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.294075515410961,"gpt":0.3323585158397883,"spread":0.03828300042882732,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004636491,0.0001341611,0.0003559531,0.0001212325,0.00005343317,0.0000173891,0.0001319845,0.00007674263,0.0004536207],"category_scores_gemma":[0.00009393529,0.0001544617,0.00008782214,0.00008718988,0.00009097999,0.0005720078,0.00004266713,0.00008887309,0.0001201744],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00000772882,"about_ca_system_score_gemma":0.00000607331,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004461528,"about_ca_topic_score_gemma":0.000005366178,"domain_scores_codex":[0.9989184,0.0000112948,0.0004495817,0.0002070005,0.00001768137,0.000396025],"domain_scores_gemma":[0.9992256,0.00005041074,0.0003388886,0.0002870867,0.000009529431,0.00008846204],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00006684212,0.0003532491,0.7382213,0.00008321398,0.00004934936,0.000002261192,0.001457618,0.00002527002,0.000009256412,0.06838907,0.1788093,0.01253322],"study_design_scores_gemma":[0.0003458195,0.0001865876,0.7231393,0.00007487668,0.000007528318,0.00001488901,0.00004708088,0.000682566,0.0007754175,0.01057144,0.2637244,0.0004300711],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9556142,0.02663397,0.00001716082,0.0008033811,0.0002612148,0.00008203756,0.0003059148,0.00001284736,0.01626928],"genre_scores_gemma":[0.9904765,0.006301814,0.0003561008,0.0003181163,0.0001413142,0.000007024508,0.000008954701,0.00001256551,0.00237759],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.08491507,"threshold_uncertainty_score":0.6298767,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2029107510","doi":"10.1007/s10436-009-0119-9","title":"Information provision in financial markets","year":2009,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"HEC Montréal","funders":"","keywords":"Private information retrieval; Asset (computer security); Quality (philosophy); Information asymmetry; Transparency (behavior); Economics; Public information; Financial market; Microeconomics; Information quality; Rational expectations; Business; Financial economics; Computer science; Finance; Information system; Econometrics; Computer security","authors":[{"name":"Moez Bennouri","is_ca":false},{"name":"Robert Clark","is_ca":true},{"name":"Jacques Robert","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03527748328228006,"gpt":0.246056724962327,"spread":0.2107792416800469,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004732988,0.0001223952,0.0003146686,0.0002549581,0.0000392975,0.00002969176,0.0001793499,0.00009901746,0.00004964059],"category_scores_gemma":[0.0002655271,0.0001393149,0.00007755768,0.000356497,0.00004160484,0.001127487,0.00001855954,0.0001035887,0.0001005314],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00001494762,"about_ca_system_score_gemma":0.00003862631,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00008093509,"about_ca_topic_score_gemma":0.000006796577,"domain_scores_codex":[0.9988209,0.000008985568,0.0007130057,0.0001490084,0.00004341445,0.0002646709],"domain_scores_gemma":[0.9993131,0.00001651414,0.0003860031,0.0002121227,0.00004789508,0.00002442716],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.0001062759,0.0001188368,0.0058561,0.00003221574,0.000001877992,0.000002069246,0.0003192539,0.0000445304,0.00001293907,0.9383183,0.0101136,0.04507403],"study_design_scores_gemma":[0.0002907854,0.0001949101,0.7065768,0.00005810188,3.611103e-7,5.494185e-7,0.00001045184,0.0002521122,0.0003467132,0.1821418,0.1099753,0.0001521899],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8682043,0.001857829,0.0002643474,0.003139656,0.0002211182,0.0002677461,0.0000664633,0.00002159586,0.125957],"genre_scores_gemma":[0.996187,0.001473453,0.0003619701,0.001716833,0.00003374698,0.000009640533,0.00001136168,0.000004044646,0.0002019816],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7561765,"threshold_uncertainty_score":0.5681098,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4243981739","doi":"10.1007/s10436-017-0300-5","title":"Quadratic minimization with portfolio and intertemporal wealth constraints","year":2017,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":3,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo; Bank of Canada","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Portfolio; Mathematical optimization; Mathematical finance; Portfolio optimization; Stochastic control; Constraint (computer-aided design); Optimization problem; Mathematics; Quadratic programming; Mathematical economics; Duality (order theory); Optimal control; Economics; Finance","authors":[{"name":"Dian Zhu","is_ca":true},{"name":"Andrew J. Heunis","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.1580520258546712,"gpt":0.4227842950046586,"spread":0.2647322691499874,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006557481,0.00009582099,0.0002455284,0.0001058577,0.0002096777,0.000173574,0.0003523854,0.00004810461,0.0001769925],"category_scores_gemma":[0.0008692441,0.00006791602,0.00003182235,0.0001298219,0.0004439206,0.0006038838,0.00004778626,0.00005116379,0.00001571894],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000001934172,"about_ca_system_score_gemma":0.0001019122,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00006004226,"about_ca_topic_score_gemma":0.00005724905,"domain_scores_codex":[0.9987464,0.00004251633,0.0004194021,0.0002621342,0.0003830235,0.0001465342],"domain_scores_gemma":[0.9979639,0.0001268204,0.0009028428,0.0005689667,0.0003821883,0.0000552688],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"observational","study_design_scores_codex":[0.0002066417,0.000105295,0.2764498,0.0000125922,0.00002436235,0.00003393448,0.0009373652,0.0007319367,0.00001903346,0.0103853,0.1085149,0.6025788],"study_design_scores_gemma":[0.0008333646,0.0005798732,0.9086961,0.000241049,0.00001291318,0.00004489836,0.0003490008,0.01063421,0.001375328,0.01570208,0.06117184,0.0003593681],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9528055,0.0003569921,0.01290907,0.003999936,0.0002059048,0.0002760158,0.0001230367,0.00001884094,0.02930467],"genre_scores_gemma":[0.9937271,0.001483561,0.002929739,0.0002016585,0.0000236508,0.000004395826,0.00000942037,0.000005939297,0.001614574],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6322463,"threshold_uncertainty_score":0.2769535,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3177679367","doi":"10.1007/s10436-021-00393-5","title":"Model uncertainty on commodity portfolios, the role of convenience yield","year":2021,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Western University","funders":"","keywords":"Economics; Portfolio; Econometrics; Volatility (finance); Ambiguity aversion; Risk aversion (psychology); Covariance; Financial economics; Ambiguity; Mathematics; Expected utility hypothesis; Computer science; Statistics","authors":[{"name":"Junhe Chen","is_ca":true},{"name":"Marcos Escobar‐Anel","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.08405256575843778,"gpt":0.2673332347055171,"spread":0.1832806689470793,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006619018,0.0001058008,0.000361019,0.00004071859,0.0000629579,0.000009715019,0.0002862183,0.00007088084,0.0001023331],"category_scores_gemma":[0.0003148267,0.00009956026,0.0001543502,0.0002240182,0.0001287453,0.00007897407,0.00007712194,0.0001456591,0.000007542681],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000009188898,"about_ca_system_score_gemma":0.00005545897,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003021697,"about_ca_topic_score_gemma":0.00007953231,"domain_scores_codex":[0.9989251,0.0000168391,0.0005325534,0.0002725777,0.00005632368,0.0001965581],"domain_scores_gemma":[0.9985934,0.0001422625,0.0004576765,0.0006373728,0.0001404803,0.00002879762],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00005717319,0.0002465663,0.06983589,0.00004149526,0.00002915066,0.000002102789,0.0002075625,0.004919486,0.00009770806,0.9188861,0.001544979,0.004131834],"study_design_scores_gemma":[0.0001520761,0.00007941708,0.04547429,0.00006395731,0.0000030787,0.000001326469,0.00004603451,0.5845834,0.003961111,0.340093,0.02535495,0.0001874165],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9380942,0.003071712,0.001092258,0.001756946,0.0001089022,0.0001088292,0.0007105379,0.000007382253,0.05504925],"genre_scores_gemma":[0.9973018,0.001367377,0.0002085802,0.000563397,0.00001534851,0.000007055901,0.000009176858,0.000007116396,0.0005202144],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5796639,"threshold_uncertainty_score":0.405995,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2892292545","doi":"10.1007/s10436-018-0332-5","title":"Correction to: Analysis of the SRISK measure and its application to the Canadian banking and insurance industries","year":2018,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Law, logistics, and international trade","field":"Business, Management and Accounting","cited_by":1,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true},"ca_institutions":"Global Risk Institute in Financial Services; University of Waterloo","funders":"","keywords":"Mathematical finance; Measure (data warehouse); Actuarial science; Insurance industry; Economics; Business; Econometrics; Financial economics; Computer science; Data mining","authors":[{"name":"Thomas F. Coleman","is_ca":true},{"name":"Alex LaPlante","is_ca":true},{"name":"Alexey Rubtsov","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.05214089560548017,"gpt":0.2693346749843249,"spread":0.2171937793788447,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002117004,0.00004911312,0.00009021103,0.0001101345,0.0001658934,0.00003922326,0.0001382718,0.00002564408,0.000004930526],"category_scores_gemma":[0.0003516009,0.00003433078,0.00002008778,0.0007050161,0.0000826185,0.0001440254,0.0000357893,0.00004354629,0.000003273258],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000006265147,"about_ca_system_score_gemma":0.00002058963,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.03429658,"about_ca_topic_score_gemma":0.1943911,"domain_scores_codex":[0.9995645,0.000005344049,0.000119636,0.0001090784,0.0001194774,0.00008190604],"domain_scores_gemma":[0.9993427,0.00002505073,0.000120292,0.000111434,0.0003930886,0.000007400353],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00006998155,0.00003919773,0.7141536,0.00005963429,0.0002592093,3.306384e-7,0.0009649615,0.002498749,0.0006609006,0.1344929,0.04945771,0.0973428],"study_design_scores_gemma":[0.00003176692,0.000008802001,0.9264412,0.00004856837,0.00003640149,1.427186e-7,0.00002676195,0.004642749,0.00107025,0.000503964,0.06713813,0.00005125277],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9832262,0.0001973796,0.0005023662,0.01075061,0.0003333125,0.0001947702,0.00002562622,0.000005619701,0.004764061],"genre_scores_gemma":[0.9974144,0.00003262808,0.000007954852,0.002188517,0.0001946775,0.000007859277,0.000002154881,0.000002927877,0.0001488831],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2122876,"threshold_uncertainty_score":0.9721341,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2955671774","doi":"10.1007/s10436-019-00350-3","title":"Dynamic portfolio strategies under a fully correlated jump-diffusion process","year":2019,"lang":"en","type":"article","venue":"Annals of Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Western University","funders":"","keywords":"Econometrics; Jump; Portfolio; Stock (firearms); Covariance; Jump diffusion; Variance (accounting); Portfolio optimization; Economics; Mathematics; Mathematical finance; Statistics; Financial economics; Physics","authors":[{"name":"Marcos Escobar‐Anel","is_ca":true},{"name":"Harold A. Moreno‐Franco","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.0289965725995847,"gpt":0.2743513179408525,"spread":0.2453547453412678,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0001728103,0.0001709235,0.0004220727,0.0001574378,0.00007234306,0.00003386829,0.0003182378,0.0001396176,0.0001644602],"category_scores_gemma":[0.0000375935,0.0001941535,0.0001088529,0.0005834993,0.00007274424,0.000307952,0.00004503252,0.0001492245,0.000648763],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00001540635,"about_ca_system_score_gemma":0.00009156542,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001282492,"about_ca_topic_score_gemma":0.00001432269,"domain_scores_codex":[0.9985874,0.000001957173,0.0006122591,0.0004258671,0.00005799727,0.0003145397],"domain_scores_gemma":[0.9988056,0.0000304655,0.0005821676,0.0003837517,0.0001562479,0.00004173016],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00003840236,0.0001577895,0.001853132,0.00009849131,0.00001975404,0.000001236807,0.000195516,0.001446674,0.0001183728,0.9945531,0.0002625106,0.001254947],"study_design_scores_gemma":[0.0005307973,0.0002251684,0.1051561,0.0001144503,0.000005920388,0.000006461323,0.0002474711,0.01099431,0.0001961638,0.8745245,0.007566895,0.0004317594],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8446322,0.003936248,0.1274871,0.0008945357,0.0002686801,0.0003997036,0.0001533479,0.00005326535,0.02217491],"genre_scores_gemma":[0.9972715,0.000603893,0.0004643208,0.0002987772,0.0000192987,0.00004849326,0.00002491282,0.00002345153,0.001245372],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1526393,"threshold_uncertainty_score":0.8338752,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null}]}