{"meta":{"page":1,"per_page":50,"max_per_page":100,"total":29,"total_is_capped":false,"direct_labels_cover":0,"predictions_cover":29,"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":"612673be66b5","filters":{"venue":"Finance and Stochastics"}},"results":[{"id":"W2059402723","doi":"10.1007/s00780-004-0132-9","title":"Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain","year":2004,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":183,"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":"Markov chain; Markov process; Terminal (telecommunication); Stochastic differential equation; Mathematical finance; Partial differential equation; Representation (politics); Mathematics; Mathematical optimization; Markov renewal process; Computer science; Applied mathematics; Markov property; Economics; Markov model; Finance; Statistics; Mathematical analysis","authors":[{"name":"J�rn Sass","is_ca":false},{"name":"U. G. Haussmann","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01038083835034746,"gpt":0.2201713206278872,"spread":0.2097904822775397,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006093085,0.0009330955,0.002283274,0.001119411,0.0005501429,0.003245144,0.001761565,0.003239025,0.002965253],"category_scores_gemma":[0.02447789,0.001459652,0.001056337,0.001212206,0.002741139,0.006584917,0.001869099,0.002834341,0.0003656747],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00222958,"about_ca_system_score_gemma":0.002443281,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005229464,"about_ca_topic_score_gemma":0.003551169,"domain_scores_codex":[0.9987125,0.0006534683,0.00005739768,0.0002426928,0.0001564127,0.0001775194],"domain_scores_gemma":[0.9827027,0.01410531,0.001249768,0.0005476853,0.0007179824,0.000676511],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0001696478,0.0000666475,0.001591408,0.0001179063,0.00009751591,0.000254383,0.0001392472,0.6652216,0.0009735558,0.3227241,0.001335972,0.007307931],"study_design_scores_gemma":[0.00002747172,0.00001852116,0.0002867478,0.00001975102,0.00001753416,0.00003259642,0.00001327214,0.8721685,0.0001441868,0.1270619,0.0001901194,0.00001942572],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1987609,0.001983898,0.7889322,0.004790958,0.0001402631,0.00006285754,0.0002993431,0.0001712439,0.004858361],"genre_scores_gemma":[0.9331846,0.002748677,0.05022074,0.0003824066,0.0002694691,0.0001225373,0.0003267765,0.0001599457,0.01258494],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006093085,"threshold_uncertainty_score":0.0322237,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2016291901","doi":"10.1007/s00780-012-0200-5","title":"Bounds for the sum of dependent risks and worst Value-at-Risk with monotone marginal densities","year":2013,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":153,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo","funders":"National Natural Science Foundation of China; Georgia Institute of Technology; National Science Foundation","keywords":"Monotone polygon; Mathematics; Upper and lower bounds; Mathematical finance; Marginal distribution; Value (mathematics); Distribution (mathematics); Applied mathematics; Combinatorics; Statistics; Random variable; Mathematical analysis; Economics","authors":[{"name":"Ruodu Wang","is_ca":true},{"name":"Liang Peng","is_ca":false},{"name":"Jingping Yang","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.05242214239207604,"gpt":0.3100022229815693,"spread":0.2575800805894933,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.02163011,0.006253506,0.004767308,0.006143351,0.001322853,0.007216567,0.007146378,0.005119844,0.008184499],"category_scores_gemma":[0.1150986,0.002662097,0.003835829,0.00341796,0.008140429,0.01565475,0.01017207,0.01157577,0.001217349],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.005472424,"about_ca_system_score_gemma":0.002577606,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001308839,"about_ca_topic_score_gemma":0.001154653,"domain_scores_codex":[0.9890483,0.005324472,0.0004327972,0.001175394,0.003043467,0.0009755282],"domain_scores_gemma":[0.8882705,0.09368689,0.003984074,0.004199824,0.00603391,0.00382472],"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":[0.0002458032,0.0001277214,0.001232038,0.0006477115,0.0003555467,0.0002239219,0.0003594629,0.1623581,0.001766659,0.8086036,0.003764604,0.02031488],"study_design_scores_gemma":[0.0000218305,0.00007808406,0.0006250386,0.0002569619,0.0001604185,0.0002723832,0.00007196618,0.4645295,0.0007178629,0.5311041,0.002086246,0.00007559388],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01707756,0.007152983,0.9560074,0.002427623,0.0002369699,0.00008329016,0.0002476272,0.0002340359,0.01653255],"genre_scores_gemma":[0.6726637,0.01654996,0.2780802,0.001746685,0.003260018,0.001139002,0.001012294,0.001159057,0.02438908],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.02163011,"threshold_uncertainty_score":0.1143923,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2091071054","doi":"10.1007/s007800300100","title":"Robust control and recursive utility","year":2003,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Economic theories and models","field":"Economics, Econometrics and Finance","cited_by":148,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Stochastic control; Stochastic differential equation; Maximization; Mathematics; Applied mathematics; Mathematical finance; Robust control; Mathematical optimization; Optimal control; Markov chain; Bellman equation; Utility maximization problem; Mathematical economics; Utility maximization; Computer science; Economics; Nonlinear system; Physics","authors":[{"name":"Costis Skiadas","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03310965394628799,"gpt":0.1888134437002209,"spread":0.1557037897539329,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003109508,0.001051839,0.002030977,0.0008736003,0.000459593,0.002778233,0.001423609,0.001827453,0.004410773],"category_scores_gemma":[0.01924313,0.0006650958,0.0008375017,0.001097316,0.002292253,0.002869144,0.001344922,0.002170781,0.0005282757],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001949001,"about_ca_system_score_gemma":0.00124788,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00893613,"about_ca_topic_score_gemma":0.003708028,"domain_scores_codex":[0.9985709,0.0006859716,0.00005674598,0.0002949401,0.0002674881,0.000123905],"domain_scores_gemma":[0.9916975,0.006123772,0.0006920879,0.0006555403,0.0006749809,0.0001559994],"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":[0.00003432698,0.00002972757,0.0003246226,0.00005157534,0.00005725752,0.00004496633,0.00006362543,0.1508224,0.0002714868,0.8313666,0.001821368,0.01511203],"study_design_scores_gemma":[0.00001334103,0.00001002565,0.0002161827,0.0000107188,0.000013449,0.00001072453,0.000008173146,0.4741676,0.0001407217,0.5240085,0.001388566,0.0000120617],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01927214,0.002564389,0.967981,0.001794913,0.0001394641,0.00002019061,0.0001288678,0.0003312716,0.007767626],"genre_scores_gemma":[0.915323,0.002871041,0.05478103,0.0004549527,0.0005228265,0.0001313277,0.0003539334,0.000289737,0.02527209],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00893613,"threshold_uncertainty_score":0.01776826,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1975507670","doi":"10.1007/s00780-006-0004-6","title":"Option Pricing for Pure Jump Processes with Markov Switching Compensators","year":2006,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":121,"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":"Stylized fact; Jump; Markov process; Representation (politics); Mathematical finance; Econometrics; Asset (computer security); Jump process; Markov chain; Economics; Hedge; Exponential function; Class (philosophy); Mathematics; Computer science; Financial economics; Statistics","authors":[{"name":"Robert J. Elliott","is_ca":true},{"name":"Carlton‐James U. Osakwe","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01296769127767617,"gpt":0.2018124308105108,"spread":0.1888447395328347,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008054532,0.001586007,0.002699001,0.001736447,0.001035306,0.00501217,0.002714389,0.004894113,0.006749096],"category_scores_gemma":[0.02255705,0.001305425,0.002076647,0.00153023,0.003097281,0.008425955,0.002162428,0.003457271,0.000544261],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001764004,"about_ca_system_score_gemma":0.001411527,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002056745,"about_ca_topic_score_gemma":0.001692096,"domain_scores_codex":[0.9978579,0.001015047,0.0001181284,0.0002985657,0.0004171144,0.0002931804],"domain_scores_gemma":[0.9857327,0.01074964,0.001084543,0.0007280525,0.0008994446,0.000805682],"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":[0.0001457891,0.00007422593,0.000563066,0.00007839888,0.00008951528,0.0002770301,0.00008977107,0.09618881,0.001333339,0.8951753,0.0008764648,0.005108238],"study_design_scores_gemma":[0.00003678018,0.00002016416,0.0002169618,0.000008633638,0.00002234254,0.00005884573,0.00001481378,0.6884135,0.000145862,0.3108323,0.0002030707,0.00002670798],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1550335,0.001590823,0.8313556,0.001952486,0.0003785079,0.00007874936,0.0001764638,0.0003120363,0.009121737],"genre_scores_gemma":[0.952074,0.001069721,0.02592103,0.000260842,0.0005944829,0.0000987409,0.0001914666,0.0001042142,0.01968545],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008054532,"threshold_uncertainty_score":0.042597,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2568282999","doi":"10.1007/s00780-003-0109-0","title":"On the Malliavin approach to Monte Carlo approximation of conditional expectations","year":2004,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":83,"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":"Mathematics; Mathematical finance; Applied mathematics; Sobolev space; Uniqueness; Conditional expectation; Exponential function; Separable space; Conditional variance; Variance reduction; Exponential family; Function (biology); Mathematical optimization; Monte Carlo method; Mathematical analysis; Statistics; Econometrics; Finance","authors":[{"name":"Bruno Bouchard","is_ca":false},{"name":"Ivar Ekeland","is_ca":true},{"name":"Nizar Touzi","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02721867444638676,"gpt":0.2149625880250207,"spread":0.1877439135786339,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008144527,0.001386047,0.002634959,0.002416414,0.001215861,0.003281885,0.004249733,0.00365161,0.004786575],"category_scores_gemma":[0.04500301,0.001725368,0.00205075,0.002511929,0.00599037,0.005726627,0.003808628,0.006483684,0.0007866308],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003303898,"about_ca_system_score_gemma":0.002786316,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01713717,"about_ca_topic_score_gemma":0.01246211,"domain_scores_codex":[0.9971169,0.001731744,0.0001499664,0.000240911,0.000577624,0.0001828578],"domain_scores_gemma":[0.9755117,0.02080521,0.0007696708,0.001131136,0.001305021,0.0004772669],"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":[0.00003513238,0.00002700017,0.0003652703,0.00005872119,0.00004983698,0.00006121203,0.0001172354,0.1759292,0.0001919177,0.8159851,0.001054237,0.006125204],"study_design_scores_gemma":[0.000009304475,0.00000530841,0.00006000409,0.00001668161,0.000007756369,0.00001358797,0.000009267926,0.6461033,0.00005717114,0.3529258,0.0007760632,0.00001582839],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.003706205,0.0008548234,0.990914,0.0007597958,0.0001400183,0.00002090442,0.00004081848,0.0001238672,0.003439618],"genre_scores_gemma":[0.4389462,0.005064864,0.5317209,0.001584288,0.001524907,0.0004490421,0.0005281835,0.0008347563,0.01934673],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01713717,"threshold_uncertainty_score":0.04307288,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1971132156","doi":"10.1007/s00780-007-0039-3","title":"Minimal Hellinger martingale measures of order q","year":2007,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":81,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Alberta","funders":"","keywords":"Mathematics; Martingale (probability theory); Semimartingale; Local martingale; Mathematical finance; Mathematical economics; Martingale pricing; Optional stopping theorem; Stopping time; Doob's martingale inequality; Martingale representation theorem; Applied mathematics; Optimal stopping; Measure (data warehouse); Mathematical optimization; Economics; Finance; Statistics","authors":[{"name":"Tahir Choulli","is_ca":true},{"name":"Christophe Stricker","is_ca":false},{"name":"Jia Li","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.0382465222325775,"gpt":0.2322412962465771,"spread":0.1939947740139996,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003265962,0.001330102,0.002062457,0.003676573,0.001686459,0.004853114,0.001704431,0.001856324,0.006303549],"category_scores_gemma":[0.01518251,0.000815074,0.001331402,0.00154666,0.004486921,0.007062902,0.003239372,0.002849312,0.0006100194],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00236574,"about_ca_system_score_gemma":0.001692109,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001031595,"about_ca_topic_score_gemma":0.000776235,"domain_scores_codex":[0.9983621,0.0005133295,0.000117908,0.0002799137,0.0004182232,0.0003085065],"domain_scores_gemma":[0.9882091,0.006438652,0.001648815,0.0008681808,0.001275217,0.001560032],"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":[0.00002630312,0.00001180282,0.000200497,0.0000203153,0.000009351533,0.00004124614,0.00007485711,0.0008309925,0.0004305154,0.9972116,0.0002344425,0.0009080632],"study_design_scores_gemma":[0.00001353578,0.00002214605,0.0002377467,0.00001085853,0.000007592905,0.00006750762,0.00003015309,0.007349446,0.0004267103,0.9911526,0.000665381,0.00001644282],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3926749,0.001938144,0.5703939,0.003678022,0.0002852254,0.000117539,0.0007589622,0.0004356224,0.02971768],"genre_scores_gemma":[0.9463614,0.0009700216,0.03363061,0.000524067,0.0004002503,0.0001451114,0.0004209153,0.0001537767,0.01739386],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006303549,"threshold_uncertainty_score":0.02108747,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2035101758","doi":"10.1007/s007800200094","title":"The rate of convergence of the binomial tree scheme","year":2003,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":74,"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":"Mathematics; Extrapolation; Rate of convergence; Mathematical finance; Scheme (mathematics); Richardson extrapolation; Embedding; Applied mathematics; Tree (set theory); Convergence (economics); Order (exchange); Binomial options pricing model; Mathematical analysis; Econometrics; Computer science; Valuation of options; Finance","authors":[{"name":"John B. Walsh","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01771347789261361,"gpt":0.1997832311881396,"spread":0.182069753295526,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01641663,0.0008284608,0.00174336,0.003979617,0.002420699,0.005353228,0.003790417,0.003660185,0.01188938],"category_scores_gemma":[0.09838445,0.001027453,0.001188854,0.00230932,0.005803679,0.008578504,0.004724706,0.005539163,0.002448279],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003377852,"about_ca_system_score_gemma":0.002612906,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002328438,"about_ca_topic_score_gemma":0.001012545,"domain_scores_codex":[0.9949827,0.00256224,0.0002025176,0.0005559417,0.001106362,0.0005901773],"domain_scores_gemma":[0.9384542,0.04455706,0.002913498,0.004138054,0.006909544,0.003027702],"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":[0.00008535034,0.00001821983,0.0006921315,0.00006424813,0.00001519985,0.00004139896,0.0002541255,0.01122367,0.0007418052,0.9782267,0.001495194,0.007141926],"study_design_scores_gemma":[0.00005972881,0.00005987778,0.0008225798,0.0001337663,0.00003029571,0.000241289,0.0001065303,0.2619008,0.001056701,0.7321982,0.00332677,0.00006347532],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1878934,0.003969746,0.7512407,0.005634351,0.0005922208,0.0002513099,0.0005065284,0.0008204212,0.04909138],"genre_scores_gemma":[0.8251149,0.006040415,0.1287533,0.0009878704,0.0008065124,0.0009495243,0.0008095111,0.0008444969,0.03569347],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01641663,"threshold_uncertainty_score":0.08682042,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1695333790","doi":"10.1007/s00780-015-0273-z","title":"Aggregation-robustness and model uncertainty of regulatory risk measures","year":2015,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Health Systems, Economic Evaluations, Quality of Life","field":"Economics, Econometrics and Finance","cited_by":56,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo","funders":"","keywords":"Diversification (marketing strategy); Robustness (evolution); Coherent risk measure; Expected shortfall; Econometrics; Risk management; Portfolio; Value at risk; Tail risk; Risk measure; Economics; Model risk; Actuarial science; Risk analysis (engineering); Computer science; Business; Financial economics; Finance","authors":[{"name":"Paul Embrechts","is_ca":false},{"name":"Bin Wang","is_ca":false},{"name":"Ruodu Wang","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.2973116282563547,"gpt":0.3754993743533729,"spread":0.07818774609701828,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01795978,0.001096457,0.003092738,0.001946299,0.0009103353,0.005947459,0.001882399,0.002849541,0.001691713],"category_scores_gemma":[0.08064581,0.00104448,0.002609037,0.001429519,0.003618201,0.005986447,0.002794632,0.00318966,0.0001515765],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003142252,"about_ca_system_score_gemma":0.001340186,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008086365,"about_ca_topic_score_gemma":0.003089821,"domain_scores_codex":[0.990835,0.005577958,0.0004684085,0.001562667,0.0008333204,0.0007225962],"domain_scores_gemma":[0.9148648,0.06637695,0.009390679,0.00624701,0.002247032,0.0008734476],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00009557379,0.00006232601,0.003722247,0.00006995602,0.0003114591,0.0001047369,0.000217187,0.529274,0.0003692305,0.4576223,0.00133276,0.00681834],"study_design_scores_gemma":[0.00001546527,0.00002422027,0.001446719,0.00002028827,0.00004651816,0.00002834231,0.00003927711,0.5735064,0.000174911,0.4243253,0.0003438769,0.00002870783],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2754449,0.001733733,0.7090782,0.005394775,0.0001513,0.00007491672,0.0006093675,0.0003845292,0.007128261],"genre_scores_gemma":[0.9896466,0.0004227124,0.008324107,0.0001649982,0.0001018239,0.00004173524,0.0002203047,0.00006208364,0.001015489],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01795978,"threshold_uncertainty_score":0.09498149,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3121277148","doi":"10.1007/s00780-017-0328-4","title":"Risk bounds for factor models","year":2017,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":51,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo","funders":"","keywords":"Mathematics; Upper and lower bounds; Independence (probability theory); Regular polygon; Conditional independence; Joint probability distribution; Value at risk; Mathematical finance; Marginal distribution; Expected shortfall; Risk measure; Combinatorics; Range (aeronautics); Measure (data warehouse); Statistics; Portfolio; Random variable; Mathematical analysis; Economics; Risk management; Computer science; Geometry","authors":[{"name":"Carole Bernard","is_ca":false},{"name":"Ludger Rüschendorf","is_ca":false},{"name":"Steven Vanduffel","is_ca":false},{"name":"Ruodu Wang","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.145445529291973,"gpt":0.3956667286737158,"spread":0.2502211993817429,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005480371,0.003305244,0.00258419,0.002393459,0.0008003852,0.00401747,0.001793347,0.002336622,0.006280303],"category_scores_gemma":[0.0270163,0.001018808,0.001938951,0.002273841,0.002800742,0.005630535,0.002991062,0.005200936,0.001133191],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002437173,"about_ca_system_score_gemma":0.001257648,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004342176,"about_ca_topic_score_gemma":0.002447917,"domain_scores_codex":[0.9975263,0.001175417,0.0000985867,0.0003498914,0.0005616993,0.000288052],"domain_scores_gemma":[0.9858198,0.01056873,0.0009913259,0.001021624,0.001076542,0.0005219353],"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":[0.0000448709,0.00002637779,0.0004036458,0.0001407919,0.0001086846,0.00005815088,0.00008310988,0.1499102,0.0004058183,0.831351,0.0040096,0.0134577],"study_design_scores_gemma":[0.000004952289,0.0000115991,0.0001490853,0.00003987765,0.00002653634,0.00002379079,0.00001232116,0.246018,0.0001046493,0.7514118,0.002182935,0.00001446135],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.01263413,0.007568155,0.958069,0.001695142,0.0002340588,0.00002216362,0.0002361992,0.0002717537,0.01926937],"genre_scores_gemma":[0.8015754,0.01870108,0.131661,0.001128423,0.00207876,0.0003470388,0.001546984,0.0007844916,0.04217683],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.006280303,"threshold_uncertainty_score":0.02898329,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2006431489","doi":"10.1007/s00780-004-0151-6","title":"Representation formulas for Malliavin derivatives of diffusion processes","year":2005,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":39,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Toronto; Université de Montréal; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Malliavin calculus; Univariate; Representation (politics); Transformation (genetics); Mathematics; Multivariate statistics; Mathematical finance; Applied mathematics; Order (exchange); Diffusion; Mathematical analysis; Statistics; Economics; Partial differential equation; Chemistry; Physics; Financial economics","authors":[{"name":"Jérôme Detemple","is_ca":true},{"name":"René García","is_ca":true},{"name":"Marcel Rindisbacher","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03635797911248797,"gpt":0.2606769131366674,"spread":0.2243189340241794,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002050299,0.001045235,0.0007847553,0.002077942,0.0005579168,0.002600411,0.001272291,0.001633477,0.006256689],"category_scores_gemma":[0.008223231,0.0004576439,0.001033293,0.001610659,0.001269885,0.004698423,0.001231306,0.003106603,0.001040268],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001609894,"about_ca_system_score_gemma":0.0008985419,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001999516,"about_ca_topic_score_gemma":0.002000391,"domain_scores_codex":[0.9996204,0.0001269248,0.00003534098,0.00005039842,0.0001181012,0.00004875264],"domain_scores_gemma":[0.998365,0.0009426168,0.0001410057,0.0001139923,0.0003233776,0.0001140732],"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":[0.000006551975,0.00001045422,0.0000991157,0.00003304545,0.000006015258,0.00003855337,0.0001030861,0.004892985,0.0005069486,0.9858037,0.0009488322,0.007550688],"study_design_scores_gemma":[0.000006340924,0.000007802193,0.00009991055,0.00002977189,0.000008997164,0.00007199898,0.00004061488,0.1457387,0.0002667444,0.850924,0.002790088,0.00001494799],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.0207422,0.002920806,0.9587237,0.001088834,0.00029416,0.00004723462,0.0001335715,0.0001595836,0.01588994],"genre_scores_gemma":[0.6388589,0.007169644,0.3020483,0.001020872,0.001066208,0.0002734088,0.0006611003,0.0006123258,0.04828921],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006256689,"threshold_uncertainty_score":0.02093077,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2114962951","doi":"10.1007/s00780-015-0269-8","title":"How non-arbitrage, viability and numéraire portfolio are related","year":2015,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":38,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Alberta","funders":"","keywords":"Probability measure; Portfolio; Mathematical economics; Arbitrage; Expected utility hypothesis; Mathematical finance; Measure (data warehouse); Equivalence (formal languages); Mathematics; Economics; Mathematical optimization; Computer science; Financial economics; Discrete mathematics","authors":[{"name":"Tahir Choulli","is_ca":true},{"name":"Jun Deng","is_ca":true},{"name":"Junfeng Ma","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02519101587621288,"gpt":0.2115353299848066,"spread":0.1863443141085938,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002810769,0.0005024945,0.0007486495,0.00108477,0.0007414179,0.006092418,0.0008994653,0.002475518,0.007915076],"category_scores_gemma":[0.03905676,0.0004246904,0.0004937483,0.001056754,0.003503013,0.01125032,0.001779866,0.002720882,0.0005461164],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006089212,"about_ca_system_score_gemma":0.0008596551,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001208291,"about_ca_topic_score_gemma":0.001111301,"domain_scores_codex":[0.9986101,0.0007353744,0.00009347056,0.0002248879,0.000218545,0.0001175434],"domain_scores_gemma":[0.9782522,0.01608645,0.002752527,0.0009381905,0.001074239,0.0008962942],"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":[0.00003389359,0.00004435143,0.003785551,0.00005166313,0.00003175845,0.0001693077,0.000253172,0.008330507,0.0002990325,0.9758886,0.0009173417,0.01019507],"study_design_scores_gemma":[0.00000532567,0.00001385427,0.001392996,0.000008992594,0.000006944474,0.00007232312,0.00009447325,0.01115,0.00006988279,0.9866951,0.0004822832,0.000007825414],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.63245,0.007134788,0.2646518,0.01373365,0.000433341,0.00007360943,0.0002424167,0.0001352641,0.08114512],"genre_scores_gemma":[0.9818435,0.001368184,0.00627682,0.0002737028,0.000210992,0.00002182118,0.00009051809,0.00004287798,0.009871406],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007915076,"threshold_uncertainty_score":0.02647859,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2078560322","doi":"10.1007/s007800000039","title":"Stochastic flows and the forward measure","year":2001,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","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":"University of Alberta","funders":"","keywords":"Vasicek model; Forward rate; Measure (data warehouse); Mathematics; Affine transformation; Applied mathematics; Bessel process; Stochastic differential equation; Ordinary differential equation; Mathematical finance; Bond valuation; Exponential function; Mathematical analysis; Differential equation; Bond; Computer science; Pure mathematics; Economics; Interest rate; Financial economics; Finance","authors":[{"name":"Robert J. Elliott","is_ca":true},{"name":"John van der Hoek","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01846750442662776,"gpt":0.2041477374128336,"spread":0.1856802329862058,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002395796,0.0007314849,0.0006681408,0.001818448,0.0006167038,0.003039488,0.0005398999,0.00179108,0.003819208],"category_scores_gemma":[0.01087056,0.0004485028,0.0006412153,0.001436901,0.003011136,0.006164582,0.0011882,0.002142073,0.0004310809],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001406329,"about_ca_system_score_gemma":0.001137689,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002277594,"about_ca_topic_score_gemma":0.0008819553,"domain_scores_codex":[0.9993005,0.0003388921,0.00004078474,0.00009680822,0.0001688127,0.00005431967],"domain_scores_gemma":[0.9948778,0.003632132,0.0005028807,0.0002401918,0.0005244095,0.0002225877],"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":[0.000004824254,0.000003346016,0.0001111889,0.00001110896,0.000003782832,0.00001662885,0.00003813063,0.002371619,0.00005928427,0.9940292,0.0005019926,0.00284909],"study_design_scores_gemma":[0.000003014269,0.000003429345,0.0001032335,0.000010724,0.000002801629,0.00002371148,0.00001345543,0.007924507,0.00003368831,0.9898809,0.001996896,0.000003684941],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1475181,0.03615797,0.7103732,0.02551347,0.001596125,0.00004084499,0.000500162,0.0002217276,0.07807852],"genre_scores_gemma":[0.9231996,0.01747499,0.03081986,0.0009107043,0.002766329,0.00006989041,0.0003174695,0.00008502333,0.02435616],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003819208,"threshold_uncertainty_score":0.01277649,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2030195324","doi":"10.1007/s00780-006-0033-1","title":"Information reduction via level crossings in a credit risk model","year":2007,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":27,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"York University","funders":"","keywords":"Mathematical finance; Asset (computer security); Credit risk; Coupon; Reduction (mathematics); Bond market; Economics; Bond; Value (mathematics); Class (philosophy); Default risk; Actuarial science; Financial economics; Microeconomics; Econometrics; Business; Monetary economics; Finance; Computer science; Mathematics; Statistics; Computer security; Artificial intelligence","authors":[{"name":"Robert A. Jarrow","is_ca":false},{"name":"Philip Protter","is_ca":false},{"name":"Deniz Sezer","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02784627042767331,"gpt":0.2285741678842583,"spread":0.200727897456585,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003576465,0.0008212344,0.002520598,0.001179585,0.001027511,0.003612888,0.002011907,0.002973408,0.005712022],"category_scores_gemma":[0.0142376,0.001077973,0.001647778,0.001405993,0.002531232,0.004902306,0.002197169,0.003759957,0.0004634302],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002025429,"about_ca_system_score_gemma":0.001427853,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00394691,"about_ca_topic_score_gemma":0.001744279,"domain_scores_codex":[0.9982018,0.0009113862,0.00007092256,0.000267735,0.0002784915,0.0002696615],"domain_scores_gemma":[0.9880207,0.008890982,0.001104717,0.0008284033,0.0004656735,0.0006895818],"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":[0.000144626,0.00008339159,0.0004526778,0.00005030373,0.00005188306,0.0001416073,0.0001384946,0.3210754,0.0008890363,0.666612,0.001816365,0.008544353],"study_design_scores_gemma":[0.00002494746,0.00002335749,0.00009764512,0.000006743684,0.00001441465,0.0000208106,0.00001286038,0.718379,0.0001620393,0.2810526,0.0001897979,0.00001585306],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.1948847,0.0006489735,0.7827142,0.003351687,0.0001223124,0.00007991929,0.0003153396,0.0004150544,0.0174678],"genre_scores_gemma":[0.9556494,0.0005089828,0.03114392,0.0003048593,0.000150812,0.00008051979,0.0001534595,0.00009560266,0.01191237],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.005712022,"threshold_uncertainty_score":0.01910865,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2954673385","doi":"10.1007/s00780-019-00399-y","title":"Dual utilities on risk aggregation under dependence uncertainty","year":2019,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Decision-Making and Behavioral Economics","field":"Decision Sciences","cited_by":18,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo","funders":"","keywords":"Dual (grammatical number); Ambiguity; Mathematical economics; Preference; Expected utility hypothesis; Ambiguity aversion; Economics; Subjective expected utility; Econometrics; Mathematics; Decision maker; Marginal utility; Aggregate (composite); Expected shortfall; Upper and lower bounds; Mathematical optimization; Computer science; Risk management; Microeconomics; Operations research","authors":[{"name":"Ruodu Wang","is_ca":true},{"name":"Zuo Quan Xu","is_ca":false},{"name":"Xun Yu Zhou","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.07117512660900761,"gpt":0.3458142422880111,"spread":0.2746391156790035,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004507394,0.001000202,0.001568809,0.001937022,0.0005410611,0.003940644,0.001138721,0.001657143,0.004023093],"category_scores_gemma":[0.01515923,0.0006717949,0.001058366,0.001682243,0.002348869,0.007647202,0.00279721,0.002312935,0.0002867994],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002233195,"about_ca_system_score_gemma":0.0008047509,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001131283,"about_ca_topic_score_gemma":0.0006590217,"domain_scores_codex":[0.9972639,0.001620071,0.000135127,0.0002596436,0.0004638691,0.0002573693],"domain_scores_gemma":[0.9900677,0.007147878,0.0006085815,0.0007017146,0.0008098011,0.0006643615],"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":[0.00006208204,0.00004468822,0.0003389365,0.00004798925,0.00002968667,0.00006206334,0.0001026257,0.0171461,0.0002694579,0.9744716,0.0007090353,0.006715813],"study_design_scores_gemma":[0.00001016512,0.00001614715,0.0001826978,0.00001587794,0.0000140273,0.00003384537,0.00003084381,0.08743596,0.00008657402,0.9116595,0.0005040664,0.00001029695],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1741006,0.001550803,0.7959098,0.003275166,0.0001945128,0.00007888028,0.0003961218,0.00008812546,0.024406],"genre_scores_gemma":[0.9428284,0.000902052,0.04622759,0.0002183272,0.0002890416,0.0001199564,0.0001956774,0.00005238399,0.009166546],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004507394,"threshold_uncertainty_score":0.02383763,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1972106190","doi":"10.1007/s00780-014-0237-8","title":"Asian options and meromorphic Lévy processes","year":2014,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","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":false},"ca_institutions":"York University","funders":"","keywords":"Mellin transform; Laplace transform; Asian option; Applied mathematics; Exotic option; Exponential function; Mathematical finance; Meromorphic function; Mathematics; Mellin inversion theorem; Product (mathematics); Distribution (mathematics); Inverse; Lévy process; Valuation of options; Econometrics; Mathematical analysis; Finance; Economics; Fourier transform","authors":[{"name":"Daniel Hackmann","is_ca":true},{"name":"Alexey Kuznetsov","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01897235294704258,"gpt":0.2042431503013442,"spread":0.1852707973543016,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008511028,0.0006061814,0.0004916023,0.0008628519,0.0003659752,0.001988629,0.0004808905,0.001130587,0.004570192],"category_scores_gemma":[0.004022769,0.0002072905,0.0004785962,0.001345403,0.001399478,0.00397599,0.0009547053,0.000993271,0.0003128582],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005481361,"about_ca_system_score_gemma":0.0003694015,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001368569,"about_ca_topic_score_gemma":0.000915114,"domain_scores_codex":[0.9998109,0.00007999591,0.00001544093,0.00003285863,0.00004158786,0.00001915743],"domain_scores_gemma":[0.9987785,0.0004973609,0.0003414029,0.00008055652,0.0001546611,0.0001475751],"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":[0.00002119265,0.000009299194,0.001274957,0.00003599549,0.0000151798,0.0002773584,0.0001940929,0.007766876,0.0004655743,0.9825099,0.00117168,0.006257976],"study_design_scores_gemma":[0.00001069254,0.00001190241,0.001404555,0.00001781761,0.00001008414,0.0002901101,0.0001465339,0.02937948,0.00009984288,0.9653609,0.003253223,0.00001486161],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7341234,0.0192123,0.1642368,0.01068883,0.0008304537,0.00002327042,0.0002772808,0.0001917503,0.07041597],"genre_scores_gemma":[0.976657,0.003162956,0.003736384,0.0002218639,0.0004011873,0.00001225681,0.00007506162,0.00002435036,0.01570884],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004570192,"threshold_uncertainty_score":0.01528877,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1986200358","doi":"10.1007/s00780-004-0134-7","title":"On option pricing in binomial market with transaction costs","year":2004,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","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":false},"ca_institutions":"University of Alberta","funders":"","keywords":"Mathematical finance; Transaction cost; Binomial (polynomial); Binomial options pricing model; Financial economics; Economics; Variable pricing; Valuation of options; Econometrics; Mathematics; Microeconomics; Statistics","authors":[{"name":"Alexander Melnikov","is_ca":true},{"name":"Yury G. Petrachenko","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01130248527724005,"gpt":0.1972308727589713,"spread":0.1859283874817313,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006920423,0.001715902,0.003664295,0.002500818,0.001360268,0.005754787,0.003011753,0.005224037,0.009946815],"category_scores_gemma":[0.02995871,0.001551655,0.001695022,0.003650773,0.005334715,0.01457078,0.003005051,0.005000707,0.0005347892],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001870877,"about_ca_system_score_gemma":0.001317283,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002713091,"about_ca_topic_score_gemma":0.001405662,"domain_scores_codex":[0.9969273,0.001846905,0.0001626699,0.000279229,0.000508628,0.0002752105],"domain_scores_gemma":[0.9797361,0.01634669,0.001086284,0.0006444512,0.001054562,0.001131913],"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":[0.00007489289,0.00006566132,0.0004811801,0.00012654,0.00003966319,0.0002313658,0.0001191361,0.04025524,0.0004544773,0.9512818,0.00159204,0.005277922],"study_design_scores_gemma":[0.00003079248,0.00002189503,0.0002731069,0.00003310537,0.00002771994,0.00008872723,0.00003329845,0.2734201,0.00006909688,0.7253118,0.0006631836,0.00002722781],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1801387,0.01679601,0.7471088,0.0113785,0.00152913,0.000127807,0.0002587861,0.0002656795,0.04239653],"genre_scores_gemma":[0.9299932,0.01030775,0.0342917,0.0009562342,0.003219014,0.0001730926,0.000274026,0.0001731275,0.02061192],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.009946815,"threshold_uncertainty_score":0.03659916,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3093001417","doi":"10.1007/s00780-023-00497-y","title":"Optimal insurance under maxmin expected utility","year":2023,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":14,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo","funders":"","keywords":"Indemnity; Expected utility hypothesis; Ambiguity; Mathematical economics; Unobservable; Mathematical finance; Ex-ante; Actuarial science; Prior probability; Knightian uncertainty; Econometrics; Ambiguity aversion; Economics; Mathematics; Computer science; Bayesian probability; Financial economics; Statistics","authors":[{"name":"Corina Birghila","is_ca":false},{"name":"Tim J. Boonen","is_ca":false},{"name":"Mario Ghossoub","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.09140263138684938,"gpt":0.3585068105406871,"spread":0.2671041791538377,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003720632,0.001226186,0.002413697,0.001014284,0.0005225763,0.002936232,0.00126585,0.002106758,0.003061454],"category_scores_gemma":[0.01262494,0.0008220753,0.0008356539,0.0007741444,0.001610648,0.003367683,0.001760446,0.001829282,0.000305869],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002949774,"about_ca_system_score_gemma":0.001982694,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00148562,"about_ca_topic_score_gemma":0.0006491616,"domain_scores_codex":[0.9985966,0.000731235,0.00005984723,0.0001876451,0.0002080424,0.0002165972],"domain_scores_gemma":[0.9962113,0.002838732,0.0002793133,0.0001978363,0.0002290638,0.0002437376],"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":[0.0003598126,0.0001239689,0.001147945,0.0002757224,0.000125806,0.0001379602,0.0001526885,0.1746061,0.001507911,0.7929221,0.004093371,0.02454661],"study_design_scores_gemma":[0.00004543231,0.00008376978,0.0005479741,0.00006444517,0.00003070781,0.00009658233,0.00003274365,0.4074994,0.0006428579,0.5897023,0.001236074,0.00001762999],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2192731,0.005134047,0.7288342,0.008125333,0.0003364035,0.0001176653,0.0008069951,0.0006076929,0.03676448],"genre_scores_gemma":[0.9645157,0.001298767,0.02520819,0.0003297152,0.0002841966,0.00009678879,0.0001615762,0.0001318489,0.007973171],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003720632,"threshold_uncertainty_score":0.02140224,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2964262527","doi":"10.1007/s00780-019-00393-4","title":"Distributional compatibility for change of measures","year":2019,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","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 Waterloo","funders":"","keywords":"Mathematics; Uncountable set; Random variable; Combinatorics; Probability measure; Probability distribution; Regular polygon; Discrete mathematics; Statistics; Geometry","authors":[{"name":"Jie Shen","is_ca":true},{"name":"Yi Shen","is_ca":true},{"name":"Bin Wang","is_ca":false},{"name":"Ruodu Wang","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.1451895757236319,"gpt":0.3809727150487657,"spread":0.2357831393251338,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006436227,0.001076796,0.001547578,0.003626931,0.001624867,0.004509846,0.001609739,0.003094197,0.007524937],"category_scores_gemma":[0.02191024,0.0007088582,0.002396693,0.001840579,0.004279816,0.01054852,0.004079137,0.004638148,0.0009715026],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001885915,"about_ca_system_score_gemma":0.001055141,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009979198,"about_ca_topic_score_gemma":0.0004759523,"domain_scores_codex":[0.9958775,0.001475424,0.0003027931,0.001006152,0.0009735479,0.0003644314],"domain_scores_gemma":[0.9872844,0.006520739,0.001486336,0.001105327,0.002424395,0.001178872],"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":[0.0000163553,0.00001510006,0.0001648707,0.00001628226,0.0000110503,0.00005015773,0.00008395921,0.0005782922,0.0002908999,0.9952347,0.0005665886,0.002971798],"study_design_scores_gemma":[0.00001471315,0.0000295882,0.0003147874,0.0000095511,0.000006830162,0.0001253628,0.00003834391,0.01017787,0.0001676082,0.9867985,0.002304515,0.00001231763],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1098634,0.00211281,0.8252249,0.007097581,0.001020647,0.00008991297,0.0004952812,0.0002821556,0.05381333],"genre_scores_gemma":[0.8527167,0.00263606,0.09919875,0.002134656,0.002214564,0.0003765,0.0009703763,0.0004731551,0.03927916],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007524937,"threshold_uncertainty_score":0.03403842,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3121570857","doi":"10.1007/s00780-020-00433-4","title":"Asset prices in segmented and integrated markets","year":2020,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Economic theories and models","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"","funders":"Università di Pisa; National Science Foundation; Science Foundation Ireland; Bar-Ilan University; Egg Farmers of Canada; Rice University","keywords":"Asset (computer security); Dividend; Economics; Welfare; Market integration; Financial integration; Mathematical finance; Consumption-based capital asset pricing model; Financial economics; Financial market; Capital asset pricing model; Monetary economics; Econometrics; Microeconomics; Finance; Market economy; Computer science","authors":[{"name":"Paolo Guasoni","is_ca":false},{"name":"Kwok Chuen Wong","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02523526351388992,"gpt":0.1894676784897534,"spread":0.1642324149758635,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001802345,0.0005131163,0.001366575,0.0008287826,0.0005430363,0.004115083,0.0009628847,0.00172948,0.00442789],"category_scores_gemma":[0.01051939,0.000566753,0.0006524097,0.001239102,0.002726899,0.008194511,0.001330425,0.001417613,0.0002342274],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001700166,"about_ca_system_score_gemma":0.0008440008,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006139928,"about_ca_topic_score_gemma":0.005302725,"domain_scores_codex":[0.9995056,0.0001789739,0.00002501465,0.00008043401,0.0001058023,0.000104104],"domain_scores_gemma":[0.9956559,0.00261753,0.0008393922,0.0001523639,0.0003187335,0.0004161374],"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":[0.0001354063,0.00007688747,0.003632263,0.00005720935,0.0000652268,0.0003672099,0.0003218288,0.06931458,0.0005148294,0.918492,0.001399785,0.005622768],"study_design_scores_gemma":[0.00003930377,0.00003289633,0.00309159,0.00001546535,0.00002586619,0.00007064747,0.0001778915,0.1599536,0.0000877796,0.8357622,0.0007286866,0.00001399432],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8827065,0.004379079,0.08411689,0.004877902,0.0001436451,0.0000334625,0.0002457827,0.000107337,0.02338941],"genre_scores_gemma":[0.9908574,0.001010469,0.00298958,0.00007861144,0.0001614114,0.00001348721,0.00008026502,0.00001485099,0.004793822],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006139928,"threshold_uncertainty_score":0.01481271,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1983250831","doi":"10.1007/s00780-006-0018-0","title":"Asymptotic behaviour of mean-quantile efficient portfolios","year":2006,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":10,"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; Quantile; Expected shortfall; Portfolio; Portfolio optimization; Sharpe ratio; Value at risk; Bond; Economics; Econometrics; Mathematics; Investment strategy; Actuarial science; Risk management; Financial economics; Finance","authors":[{"name":"Gordana Dmitrašinović-Vidović","is_ca":true},{"name":"Antony Ware","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01464238402550753,"gpt":0.199555163969947,"spread":0.1849127799444394,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008195685,0.0007609265,0.001350838,0.001878706,0.0004831897,0.002903801,0.001908805,0.001926368,0.006408725],"category_scores_gemma":[0.07361954,0.001112332,0.0007498325,0.001367974,0.00221437,0.004976855,0.001796449,0.001923975,0.0007295433],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001480789,"about_ca_system_score_gemma":0.001100938,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001698887,"about_ca_topic_score_gemma":0.001167888,"domain_scores_codex":[0.9986274,0.0007068423,0.00006070929,0.0001569483,0.0002734124,0.000174634],"domain_scores_gemma":[0.964164,0.02847578,0.002623028,0.001710694,0.002120212,0.0009062661],"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":[0.0001935904,0.0001142688,0.00788173,0.0002260941,0.0001531921,0.0003721268,0.000412182,0.2772177,0.003078658,0.6846167,0.00335109,0.02238273],"study_design_scores_gemma":[0.00004266815,0.00004887469,0.004461712,0.00006600421,0.00003853467,0.0002510474,0.00008463438,0.7040877,0.0006367876,0.2896286,0.0006138927,0.00003952173],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.4878005,0.002975894,0.4830597,0.002635679,0.00009267663,0.0000793924,0.0002918872,0.0006603376,0.02240398],"genre_scores_gemma":[0.9738035,0.001195907,0.01761734,0.000146445,0.000140004,0.00008190679,0.0003173292,0.0001759079,0.00652174],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.008195685,"threshold_uncertainty_score":0.04334342,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3207460363","doi":"10.1007/s00780-024-00528-2","title":"A framework for measures of risk under uncertainty","year":2024,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":8,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo","funders":"","keywords":"Axiom; Mathematical finance; Expected shortfall; Equivalence (formal languages); Risk measure; Risk management; Coherence (philosophical gambling strategy); Axiomatic system; Random variable; Measure (data warehouse); Set (abstract data type); Variable (mathematics); Coherent risk measure; Computer science; Econometrics; Contrast (vision); Mathematics; Risk analysis (engineering); Data mining; Statistics; Artificial intelligence; Economics; Discrete mathematics","authors":[{"name":"Tolulope Fadina","is_ca":false},{"name":"Yang Liu","is_ca":false},{"name":"Ruodu Wang","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.1176726205828598,"gpt":0.3893968674632683,"spread":0.2717242468804085,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009851135,0.00250818,0.002309539,0.004615807,0.00175634,0.007741561,0.003901731,0.004067425,0.004835368],"category_scores_gemma":[0.02063433,0.001128879,0.003233615,0.004394339,0.006417395,0.01238029,0.004168498,0.006842284,0.000879429],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003921037,"about_ca_system_score_gemma":0.00241064,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002689902,"about_ca_topic_score_gemma":0.002153118,"domain_scores_codex":[0.9930026,0.003845003,0.0004636932,0.0007777463,0.001572722,0.0003382588],"domain_scores_gemma":[0.9889845,0.007043144,0.000831757,0.001242374,0.001374884,0.0005233707],"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":[0.000001617617,0.000003908088,0.00002241723,0.00001546388,0.00000872279,0.00001412876,0.0000335205,0.002395177,0.00005311678,0.9956161,0.0003369945,0.001498941],"study_design_scores_gemma":[0.000003258805,0.000007612077,0.00003038983,0.00002341302,0.000006369981,0.00002357285,0.00001638887,0.01197565,0.00002680576,0.9843949,0.003483251,0.000008268278],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.00183926,0.002903139,0.9819083,0.002382007,0.0002110671,0.00003233909,0.0001464847,0.00007956726,0.01049783],"genre_scores_gemma":[0.2869814,0.008531629,0.6871178,0.001392531,0.00246991,0.0006820416,0.0003755542,0.0002456515,0.01220343],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.009851135,"threshold_uncertainty_score":0.05209845,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3189195378","doi":"10.1007/s00780-024-00540-6","title":"Risk sharing under heterogeneous beliefs without convexity","year":2024,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":6,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"","funders":"University of Waterloo","keywords":"Convexity; Stochastic dominance; Mathematical economics; Mathematics; Mathematical finance; Pareto principle; Invariant (physics); Mathematical optimization; Argument (complex analysis); Simple (philosophy); Pareto optimal; Realm; Multi-objective optimization; Economics; Law","authors":[{"name":"Felix-Benedikt Liebrich","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.05816895818961559,"gpt":0.3534146618842914,"spread":0.2952457036946758,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004876524,0.0005929724,0.001278473,0.0005623228,0.000558566,0.002735988,0.001163234,0.001170814,0.001971107],"category_scores_gemma":[0.01271251,0.000332878,0.0006742397,0.0005490266,0.002795469,0.002724587,0.001898337,0.001465074,0.0002278349],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002012871,"about_ca_system_score_gemma":0.0007970846,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001469644,"about_ca_topic_score_gemma":0.0008099279,"domain_scores_codex":[0.9972579,0.001331926,0.0001162209,0.0004279748,0.000474993,0.0003909467],"domain_scores_gemma":[0.9935638,0.004008922,0.0009416008,0.0007767099,0.0004178366,0.00029114],"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":[0.00009906088,0.00005516529,0.0008161845,0.00005238259,0.00007878887,0.000190882,0.0002014506,0.3149263,0.001399505,0.6716028,0.0004557326,0.01012167],"study_design_scores_gemma":[0.00002812413,0.00004342499,0.0004924712,0.00002078477,0.00002595231,0.00003168051,0.00008874849,0.4157361,0.0007908418,0.5822778,0.0004461641,0.00001792409],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3787628,0.000355733,0.5993282,0.001489294,0.00002143246,0.00007613294,0.0001080474,0.00006921922,0.01978909],"genre_scores_gemma":[0.9884253,0.0001016847,0.01023365,0.00005781102,0.00001799471,0.00003446708,0.00002050985,0.000007228214,0.001101464],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004876524,"threshold_uncertainty_score":0.02578986,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2009704958","doi":"10.1007/s00780-006-0014-4","title":"Consistency among trading desks","year":2006,"lang":"en","type":"article","venue":"Finance and Stochastics","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":"York University","funders":"","keywords":"Arbitrage; Consistency (knowledge bases); Desk; Class (philosophy); Mathematical finance; Economics; Econometrics; Financial economics; Computer science; Actuarial science; Business; Artificial intelligence","authors":[{"name":"David Heath","is_ca":false},{"name":"Hyejin Ku","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01881941783489635,"gpt":0.198975934219272,"spread":0.1801565163843756,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007590552,0.0005002014,0.002512224,0.0026849,0.00121708,0.006865384,0.003274319,0.00269213,0.01463849],"category_scores_gemma":[0.1014808,0.001336623,0.00118764,0.002109396,0.002304326,0.008951638,0.001930333,0.003170159,0.001702328],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001699014,"about_ca_system_score_gemma":0.001052915,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002003859,"about_ca_topic_score_gemma":0.001788462,"domain_scores_codex":[0.9908972,0.002531354,0.0006810378,0.003365686,0.001598692,0.0009260126],"domain_scores_gemma":[0.8803852,0.07480498,0.01444499,0.01948915,0.00888032,0.001995327],"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":[0.002638015,0.0005318953,0.1263031,0.0004129798,0.0008355244,0.001021178,0.001058146,0.1142686,0.003974921,0.6456391,0.01050619,0.09281043],"study_design_scores_gemma":[0.0001555846,0.0001187323,0.03833536,0.00007019952,0.0001439258,0.0005191293,0.0005043388,0.247013,0.002159432,0.7064063,0.004496291,0.00007767319],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8089213,0.0009577165,0.1526599,0.002083664,0.0001675328,0.000109947,0.002074282,0.0006993442,0.03232623],"genre_scores_gemma":[0.9860459,0.0001279731,0.006928627,0.0001252869,0.0001042372,0.00003806467,0.0008703723,0.0001012084,0.005658354],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01463849,"threshold_uncertainty_score":0.04897058,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4387118843","doi":"10.1007/s00780-023-00519-9","title":"Present-biased lobbyists in linear–quadratic stochastic differential games","year":2023,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Climate Change Policy and Economics","field":"Economics, Econometrics and Finance","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 British Columbia","funders":"Basic and Applied Basic Research Foundation of Guangdong Province; Social Sciences and Humanities Research Council of Canada; National Natural Science Foundation of China; National Science Foundation","keywords":"Mathematical economics; Commit; Constant (computer programming); Quadratic equation; Economics; Stochastic differential equation; Differential game; Strategy; Mathematics; Applied mathematics; Game theory; Mathematical optimization; Computer science","authors":[{"name":"Ali Lazrak","is_ca":true},{"name":"Hanxiao Wang","is_ca":false},{"name":"Jiongmin Yong","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.07759853147720953,"gpt":0.2685522406065499,"spread":0.1909537091293404,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005248522,0.001009842,0.003711438,0.001074229,0.001272472,0.004272245,0.00250025,0.00515586,0.01307883],"category_scores_gemma":[0.02076893,0.001285967,0.0009925035,0.0008832003,0.004027827,0.003327734,0.002902664,0.003231515,0.0007704389],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003071583,"about_ca_system_score_gemma":0.001818462,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.009554841,"about_ca_topic_score_gemma":0.009723621,"domain_scores_codex":[0.99788,0.001093485,0.00006959603,0.0002599591,0.0001841241,0.0005128855],"domain_scores_gemma":[0.9805177,0.01509838,0.001750136,0.0004605489,0.0006571208,0.001515993],"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":[0.000444444,0.0001612937,0.003702439,0.0002013956,0.000169651,0.0004320406,0.0004680431,0.1974088,0.001128908,0.7791389,0.008439843,0.008304124],"study_design_scores_gemma":[0.0002023581,0.00008800995,0.001290231,0.00004925394,0.00006651239,0.0001048148,0.0003535448,0.4884416,0.000214318,0.50769,0.001438779,0.00006053499],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.640259,0.001787879,0.2658945,0.01899208,0.0003503613,0.0002178373,0.0007438518,0.0002985272,0.07145587],"genre_scores_gemma":[0.9742569,0.0004051818,0.002704893,0.0004601275,0.0001102592,0.00007074828,0.00007200852,0.00003536808,0.02188461],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01307883,"threshold_uncertainty_score":0.04375309,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4229007690","doi":"10.1007/s00780-022-00477-8","title":"Log-optimal and numéraire portfolios for market models stopped at a random time","year":2022,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","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 Alberta","funders":"","keywords":"Portfolio; Mathematics; Logarithm; Mathematical finance; Combinatorics; Observable; Entropy (arrow of time); Measure (data warehouse); Discrete mathematics; Physics; Computer science; Financial economics; Economics; Mathematical analysis; Quantum mechanics","authors":[{"name":"Tahir Choulli","is_ca":true},{"name":"Sina Yansori","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01789217419642216,"gpt":0.2021806596462989,"spread":0.1842884854498768,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006658875,0.001174781,0.002304132,0.001489692,0.0005886842,0.004006107,0.001646632,0.003516778,0.006056026],"category_scores_gemma":[0.04531894,0.001433225,0.001116117,0.00102063,0.00266902,0.007301053,0.001513729,0.002919941,0.0005650775],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002165654,"about_ca_system_score_gemma":0.002543013,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003554785,"about_ca_topic_score_gemma":0.003951136,"domain_scores_codex":[0.9984982,0.000774305,0.00007948445,0.0002559982,0.0001862855,0.0002056774],"domain_scores_gemma":[0.9807869,0.01551511,0.001631599,0.000583297,0.0006215652,0.0008615196],"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":[0.0003652863,0.0003211674,0.00240944,0.0002175875,0.0001294098,0.0002115421,0.0001982853,0.4771767,0.0007100658,0.5006608,0.004550406,0.01304934],"study_design_scores_gemma":[0.00005417564,0.0000375058,0.0004962988,0.00003029871,0.00002656003,0.00004757773,0.00004102337,0.7128023,0.0002026151,0.2857802,0.0004525034,0.0000288977],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3783612,0.002537908,0.592908,0.006468243,0.0003242867,0.0001706924,0.001037237,0.0006241374,0.01756823],"genre_scores_gemma":[0.9327906,0.001484133,0.04135524,0.0003975369,0.0002736021,0.0001643418,0.0007386692,0.000219003,0.02257681],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006658875,"threshold_uncertainty_score":0.03521597,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4405377144","doi":"10.1007/s00780-024-00555-z","title":"Risk-constrained portfolio choice under rank-dependent utility","year":2024,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":2,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo","funders":"","keywords":"Portfolio; Constraint (computer-aided design); Spectral risk measure; Mathematical optimization; Budget constraint; Mathematical finance; Rank (graph theory); Risk measure; Ranking (information retrieval); Econometrics; Expected shortfall; Monotonic function; Distortion (music); Arbitrage; Portfolio optimization; Computer science; Mathematical economics; Measure (data warehouse); Selection (genetic algorithm); Mathematics; Economics; Microeconomics; Financial economics","authors":[{"name":"Mario Ghossoub","is_ca":true},{"name":"Michael B. Zhu","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04791684429871904,"gpt":0.3438712018818748,"spread":0.2959543575831558,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01043762,0.001443387,0.003140766,0.001472192,0.0003949851,0.004401312,0.001929601,0.002885236,0.003819228],"category_scores_gemma":[0.04344584,0.001437562,0.0009528938,0.001643574,0.002543977,0.005345208,0.002336171,0.002346233,0.0004654277],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00235587,"about_ca_system_score_gemma":0.001718398,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002003547,"about_ca_topic_score_gemma":0.001179334,"domain_scores_codex":[0.9944647,0.003791039,0.000202539,0.0005092563,0.0006616206,0.0003709172],"domain_scores_gemma":[0.9681982,0.0259529,0.002160758,0.001068948,0.00146998,0.001149236],"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":[0.0003962543,0.0001818238,0.001699972,0.0002300551,0.0001690079,0.0003309017,0.0001244687,0.4608977,0.000885837,0.5188084,0.002235474,0.01404],"study_design_scores_gemma":[0.00005130798,0.00008604426,0.0005215477,0.00002563857,0.00002220374,0.00007200781,0.00002399881,0.7531616,0.000257222,0.2454345,0.0003122365,0.00003161801],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1972691,0.002180849,0.7809749,0.004282136,0.0001025456,0.0001817038,0.000770424,0.0002390603,0.01399923],"genre_scores_gemma":[0.9429078,0.001400253,0.04297417,0.0002576312,0.0001809615,0.0001658806,0.0004096608,0.00009533329,0.01160839],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01043762,"threshold_uncertainty_score":0.0552001,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4387118813","doi":"10.1007/s00780-023-00516-y","title":"Asset pricing with dynamically inconsistent agents","year":2023,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Economic theories and models","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":"The Scarborough Hospital; University of Toronto","funders":"","keywords":"Discounting; Economics; Capital asset pricing model; Asset (computer security); Stochastic discount factor; Context (archaeology); Endowment; Microeconomics; Mathematical economics; Risk aversion (psychology); Econometrics; General equilibrium theory; Computer science; Expected utility hypothesis; Finance","authors":[{"name":"Mariana Khapko","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02915668624040609,"gpt":0.2100961982350057,"spread":0.1809395119945996,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008795302,0.0008604394,0.002722423,0.001017118,0.000926283,0.004865803,0.002589043,0.004335189,0.002944551],"category_scores_gemma":[0.05471357,0.001543156,0.001148899,0.001435439,0.003916244,0.007987178,0.002467541,0.004842127,0.0003486925],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001429077,"about_ca_system_score_gemma":0.0009550214,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002136674,"about_ca_topic_score_gemma":0.001100651,"domain_scores_codex":[0.9964065,0.002189819,0.0001817527,0.0004534768,0.0005105408,0.0002579739],"domain_scores_gemma":[0.9651963,0.02647937,0.003565507,0.002124424,0.001508425,0.001125914],"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":[0.0001149112,0.00005169947,0.0022917,0.00003704963,0.00006669933,0.0004112973,0.0001450465,0.1108585,0.0002141016,0.8804616,0.001361407,0.003985904],"study_design_scores_gemma":[0.0000482576,0.00001399643,0.0003077685,0.000009837,0.00001585628,0.00009799457,0.00003495211,0.4917002,0.000067142,0.507287,0.000400103,0.00001692861],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3327867,0.001742607,0.640318,0.0102528,0.00040667,0.00006371892,0.0002914891,0.0002237286,0.01391415],"genre_scores_gemma":[0.9649804,0.0006260211,0.02628472,0.0003243063,0.0003504035,0.00006263958,0.000151047,0.00006709839,0.007153375],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008795302,"threshold_uncertainty_score":0.04651457,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2096539538","doi":"10.1007/s00780-012-0197-9","title":"Correction note for ‘The large-maturity smile for the Heston model’","year":2012,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Fluid Dynamics and Turbulent Flows","field":"Engineering","cited_by":0,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo","funders":"","keywords":"Mathematical finance; Heston model; Mathematical economics; Proposition; Maturity (psychological); Economics; Financial economics; Philosophy; Political science; Epistemology; Law; Stochastic volatility","authors":[{"name":"Carole Bernard","is_ca":true},{"name":"Zhenyu Cui","is_ca":true},{"name":"Martin Forde","is_ca":false},{"name":"Antoine Jacquier","is_ca":false},{"name":"D. L. McLeish","is_ca":true},{"name":"Aleksandar Mijatović","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01073013171574381,"gpt":0.224724320811898,"spread":0.2139941890961542,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006948045,0.002959649,0.003403573,0.004844131,0.003090479,0.005002386,0.004136974,0.01096248,0.05984715],"category_scores_gemma":[0.1066995,0.001644204,0.003062447,0.00390893,0.002910858,0.005318364,0.002522659,0.01815977,0.03226134],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.004645127,"about_ca_system_score_gemma":0.005066597,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.02437148,"about_ca_topic_score_gemma":0.02495055,"domain_scores_codex":[0.9928242,0.00174282,0.001203169,0.001231547,0.0024896,0.0005086637],"domain_scores_gemma":[0.9247568,0.03008773,0.004384372,0.005829698,0.03286145,0.002079999],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00002252508,0.000004300204,0.00005403279,0.00005621271,0.000008749789,0.00004781414,0.00001808916,0.00006345373,0.00002667938,0.002339073,0.9960175,0.001341553],"study_design_scores_gemma":[0.0001576567,0.00002982968,0.003117344,0.0002600071,0.00004571845,0.0003909284,0.00007131739,0.003074381,0.0005811119,0.01469091,0.9774436,0.0001370324],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","genre_codex":"editorial","genre_gemma":"other","genre_scores_codex":[0.0002433093,0.00245214,0.003557814,0.1258618,0.8611159,0.00002706114,0.003175174,0.00105791,0.002508863],"genre_scores_gemma":[0.02660008,0.004737212,0.01156789,0.1440131,0.6694616,0.0002514884,0.005915769,0.004475245,0.1329776],"genre_candidate":"other","genre_consensus":null,"teacher_disagreement_score":0.05984715,"threshold_uncertainty_score":0.2002087,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4387117883","doi":"10.1007/s00780-023-00511-3","title":"In memoriam: Tomas Björk (1947–2021)","year":2023,"lang":"en","type":"article","venue":"Finance and Stochastics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Toronto","funders":"","keywords":"Mathematical finance; Philosophy; Sociology; Economics","authors":[{"name":"Raquel M. Gaspar","is_ca":false},{"name":"Mariana Khapko","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02574076819250791,"gpt":0.2354566060312292,"spread":0.2097158378387213,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002853964,0.001457067,0.001499473,0.001718318,0.002402383,0.005069341,0.001411946,0.004723213,0.03970238],"category_scores_gemma":[0.0225265,0.0003606952,0.0009391216,0.0009568165,0.001433047,0.003113009,0.004093085,0.008575722,0.02877209],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00347528,"about_ca_system_score_gemma":0.002605832,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004913303,"about_ca_topic_score_gemma":0.005815764,"domain_scores_codex":[0.9978335,0.0004211059,0.0001761419,0.000580802,0.0007478599,0.0002405929],"domain_scores_gemma":[0.9938328,0.00133999,0.0005988319,0.0002056508,0.00267924,0.001343323],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00002896792,0.000003872832,0.00007842589,0.00003885452,0.000007037038,0.00007438837,0.00002889891,0.00002335009,0.00004145445,0.0008894008,0.9933697,0.00541569],"study_design_scores_gemma":[0.00001033753,0.00001090598,0.0003246055,0.0001342076,0.00001380495,0.0001185673,0.0000702913,0.00006856642,0.0001118748,0.001317631,0.9978051,0.00001410976],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","genre_codex":"editorial","genre_gemma":"other","genre_scores_codex":[0.0001716786,0.01576296,0.0003875654,0.1797825,0.7986143,0.00001605487,0.0004378109,0.0000889633,0.004738169],"genre_scores_gemma":[0.01023259,0.01967663,0.0007978057,0.1235938,0.6022485,0.0001047314,0.0007001881,0.0003379043,0.2423078],"genre_candidate":"other","genre_consensus":null,"teacher_disagreement_score":0.03970238,"threshold_uncertainty_score":0.1328177,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null}]}