{"meta":{"page":1,"per_page":50,"max_per_page":100,"total":95,"total_is_capped":false,"direct_labels_cover":0,"predictions_cover":95,"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":"97d7f7f0cc0d","filters":{"venue":"International Journal of Theoretical and Applied Finance"}},"results":[{"id":"W1965746347","doi":"10.1142/s0219024902001523","title":"AMERICAN OPTIONS WITH REGIME SWITCHING","year":2002,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":521,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Calgary","funders":"","keywords":"Valuation (finance); Markov chain; Valuation of options; Volatility (finance); Black–Scholes model; Stochastic volatility; Economics; Mathematical economics; Computer science; Econometrics; Finance","authors":[{"name":"John Buffington","is_ca":false},{"name":"Robert J. Elliott","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01045770502445853,"gpt":0.2112132503387128,"spread":0.2007555453142543,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001489541,0.0006537676,0.001010597,0.0005735059,0.0007458307,0.002206838,0.0007176638,0.00164144,0.005509266],"category_scores_gemma":[0.004368254,0.0003217763,0.001043109,0.0009036955,0.001381575,0.002273248,0.001679478,0.001611235,0.000535827],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005039731,"about_ca_system_score_gemma":0.0007666638,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001066603,"about_ca_topic_score_gemma":0.0007159284,"domain_scores_codex":[0.9991906,0.0003351677,0.00003663392,0.0001284867,0.0001971742,0.0001118481],"domain_scores_gemma":[0.9986534,0.0005950361,0.0002290783,0.0001877324,0.0001414753,0.0001933381],"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":[0.00005856887,0.00003674144,0.0007125602,0.00003798601,0.00004127403,0.0002753669,0.00006563646,0.05050966,0.0009244835,0.9355854,0.001433131,0.01031925],"study_design_scores_gemma":[0.00003858968,0.00004186805,0.0004322054,0.00001308629,0.0000241656,0.0001773144,0.00001838916,0.4032301,0.0002671858,0.5923734,0.003362669,0.00002097246],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1969137,0.005018814,0.6982528,0.002803929,0.0008497272,0.00009218008,0.0005654541,0.0004704593,0.095033],"genre_scores_gemma":[0.9561758,0.001717693,0.01939463,0.0002515701,0.0005383966,0.000103604,0.0001988926,0.00003894772,0.02158042],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005509266,"threshold_uncertainty_score":0.01843029,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2130010019","doi":"10.1142/s0219024900000206","title":"MULTIFRACTAL FLUCTUATIONS IN FINANCE","year":2000,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":77,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"McGill University","funders":"","keywords":"Multifractal system; Intermittency; Exponent; Brownian motion; Statistical physics; Multiplicative function; Scaling; Nonlinear system; Mathematics; Physics; Mathematical analysis; Fractal; Turbulence; Statistics; Quantum mechanics; Thermodynamics","authors":[{"name":"François G. Schmitt","is_ca":false},{"name":"Daniel Schertzer","is_ca":false},{"name":"S. Lovejoy","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.007555410794081751,"gpt":0.2117581849650664,"spread":0.2042027741709846,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008286581,0.0004761583,0.000408409,0.00104679,0.0004828021,0.001148706,0.0003654095,0.0009367089,0.0008486907],"category_scores_gemma":[0.002688993,0.0001453705,0.0004344228,0.0008169592,0.00177235,0.00157774,0.000719915,0.001056225,0.0001827438],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009005461,"about_ca_system_score_gemma":0.0004365528,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001615487,"about_ca_topic_score_gemma":0.000862268,"domain_scores_codex":[0.9998018,0.00007740507,0.000009205998,0.00002856149,0.00005525,0.00002777265],"domain_scores_gemma":[0.9990522,0.0005537547,0.0001395333,0.00008512598,0.00009859918,0.00007063878],"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":[0.000002207233,0.00000522548,0.0004853388,0.00002208573,0.000005319389,0.00005864118,0.00009328748,0.009096506,0.000734774,0.985865,0.0004474892,0.003184217],"study_design_scores_gemma":[0.000003257874,0.00001673118,0.001210874,0.00001738296,0.000006165419,0.0001053578,0.00004140737,0.1206345,0.0002677345,0.8730927,0.004593803,0.00001014992],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3129669,0.03251461,0.5976304,0.01003263,0.0006602342,0.00006052207,0.0002487845,0.0003006093,0.04558525],"genre_scores_gemma":[0.9565967,0.006071114,0.0312421,0.0003336103,0.0008813055,0.00004160665,0.00005134267,0.00003099058,0.004751279],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.001615487,"threshold_uncertainty_score":0.00653398,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2084547039","doi":"10.1142/s0219024909005646","title":"CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION","year":2009,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":49,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"McMaster University","funders":"","keywords":"Credit default swap; Credit derivative; Stochastic volatility; Valuation (finance); Geometric Brownian motion; Credit risk; Brownian motion; Range (aeronautics); Econometrics; Economics; Portfolio; Volatility (finance); Mathematical economics; Applied mathematics; Mathematics; Computer science; Diffusion process; Financial economics; Actuarial science; Finance; Statistics","authors":[{"name":"T. R. Hurd","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01571443817871424,"gpt":0.2263143793536179,"spread":0.2105999411749036,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001932563,0.0006753484,0.001001647,0.0008773395,0.000435543,0.001777323,0.002097423,0.002285739,0.00281696],"category_scores_gemma":[0.006425425,0.0005437821,0.001377446,0.0007984446,0.001672549,0.003650131,0.001254325,0.002413726,0.0003355543],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001298667,"about_ca_system_score_gemma":0.0007241378,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004406097,"about_ca_topic_score_gemma":0.002003916,"domain_scores_codex":[0.999157,0.0003822817,0.00004178656,0.0001536177,0.0001665569,0.00009883435],"domain_scores_gemma":[0.9985453,0.0008040974,0.0002421002,0.0001414711,0.0001441275,0.0001228496],"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":[0.0000217148,0.00003164099,0.0006480962,0.00002507423,0.00002755059,0.0001416259,0.000113005,0.4525956,0.000951747,0.54119,0.0005920153,0.003661958],"study_design_scores_gemma":[0.00001126177,0.0000112891,0.000111114,0.000003428794,0.000005180248,0.00001801929,0.000007434969,0.9053296,0.00008483924,0.09396975,0.0004406803,0.00000732716],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.07653601,0.0005944623,0.9160877,0.001444081,0.0001241459,0.00003415401,0.0001390165,0.0001650673,0.004875395],"genre_scores_gemma":[0.9333252,0.0008048086,0.05162015,0.0001541454,0.0001527304,0.0001058569,0.0001901189,0.00006057955,0.01358639],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004406097,"threshold_uncertainty_score":0.01022047,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1994673479","doi":"10.1142/s0219024907004573","title":"ENERGY SPOT PRICE MODELS AND SPREAD OPTIONS PRICING","year":2007,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Capital Investment and Risk Analysis","field":"Economics, Econometrics and Finance","cited_by":47,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Toronto","funders":"","keywords":"Spot contract; Futures contract; Forward price; Forward contract; Econometrics; Valuation (finance); Lévy process; Economics; Valuation of options; Affine transformation; Commodity; Financial economics; Mathematics; Applied mathematics; Finance","authors":[{"name":"Samuel Hikspoors","is_ca":true},{"name":"Sebastian Jaimungal","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01269336720631088,"gpt":0.221472472661568,"spread":0.2087791054552572,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000847546,0.0009437685,0.0006069636,0.0008812219,0.0003885618,0.001738468,0.001207048,0.002292552,0.0065498],"category_scores_gemma":[0.003048481,0.000316373,0.0008032033,0.001186235,0.00110754,0.004109326,0.0009418789,0.001670899,0.0007835515],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007046732,"about_ca_system_score_gemma":0.0004166283,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002417527,"about_ca_topic_score_gemma":0.001163074,"domain_scores_codex":[0.9996021,0.0001620995,0.00001619273,0.00006031036,0.0001194456,0.0000398823],"domain_scores_gemma":[0.9993559,0.0003305108,0.0001071914,0.00007197801,0.00008200868,0.00005253182],"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":[0.00001247019,0.00002211097,0.0003306266,0.00001833133,0.00001310849,0.00008975915,0.00007491537,0.1772921,0.0004596256,0.8163209,0.0006758291,0.004690316],"study_design_scores_gemma":[0.000007868294,0.00001081644,0.0001319722,0.000007907244,0.000004101032,0.00004866305,0.00001777219,0.5234883,0.0001336417,0.4739355,0.002203636,0.000009749387],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.08487216,0.002762029,0.8714892,0.002241974,0.0001579219,0.0000337358,0.000299299,0.0002685427,0.03787511],"genre_scores_gemma":[0.9146793,0.0024602,0.05605203,0.0002041109,0.000331973,0.00008989607,0.0003797913,0.00009823281,0.02570451],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.0065498,"threshold_uncertainty_score":0.02191126,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3125045500","doi":"10.1142/s0219024913500374","title":"RESILIENT PRICE IMPACT OF TRADING AND THE COST OF ILLIQUIDITY","year":2013,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":43,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Université du Québec à Montréal","funders":"","keywords":"Market liquidity; Arbitrage; Economics; Econometrics; Asset (computer security); Liquidity risk; Order (exchange); Capital asset pricing model; Limiting; Resilience (materials science); Maximization; Psychological resilience; Financial economics; Microeconomics; Monetary economics; Computer science; Finance","authors":[{"name":"Alexandre F. Roch","is_ca":true},{"name":"H. Meté Soner","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01194427505001136,"gpt":0.2284201656035466,"spread":0.2164758905535352,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009079752,0.0008712535,0.000864425,0.0009617561,0.0004366011,0.00273481,0.001797353,0.002048467,0.004398997],"category_scores_gemma":[0.006053326,0.000580426,0.000942255,0.0007787198,0.001851941,0.005419001,0.001739729,0.002320823,0.0003392175],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001425956,"about_ca_system_score_gemma":0.0008187785,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002256256,"about_ca_topic_score_gemma":0.001486794,"domain_scores_codex":[0.999516,0.0001281667,0.0000242642,0.00009241894,0.000122568,0.0001165034],"domain_scores_gemma":[0.9975874,0.0009722248,0.0008131276,0.0002141891,0.0001385499,0.000274407],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00006496812,0.00007710065,0.001834899,0.00006780549,0.00003858532,0.0005863279,0.0001163439,0.53746,0.002667384,0.4504734,0.0008376738,0.005775516],"study_design_scores_gemma":[0.0000216677,0.00005598734,0.0008559439,0.00002230544,0.00003589325,0.000192348,0.00002949841,0.7391472,0.0004306562,0.2583745,0.0007976,0.00003641807],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4197305,0.001402657,0.5422255,0.004114991,0.0001021024,0.0001061283,0.000632633,0.0002836293,0.03140179],"genre_scores_gemma":[0.9866266,0.0003967869,0.006446442,0.00008552409,0.00005670421,0.0000373077,0.00005659141,0.00002275966,0.006271397],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004398997,"threshold_uncertainty_score":0.01471615,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3122964770","doi":"10.1142/s021902491650028x","title":"ALGORITHMIC TRADING WITH LEARNING","year":2016,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":37,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"Fields Institute for Research in Mathematical Sciences; University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada; Isaac Newton Institute for Mathematical Sciences","keywords":"Volatility (finance); Limit (mathematics); Computer science; Trading strategy; Convergence (economics); Econometrics; Economics; Mathematical optimization; Mathematics","authors":[{"name":"Álvaro Cartea","is_ca":false},{"name":"Sebastian Jaimungal","is_ca":true},{"name":"Damir Kinzebulatov","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.00898504384329632,"gpt":0.1972749792813742,"spread":0.1882899354380779,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001846905,0.0008948356,0.001224363,0.0004857826,0.0006878912,0.002756114,0.001928355,0.002970432,0.00704757],"category_scores_gemma":[0.01158436,0.0005330954,0.0009684216,0.0006040233,0.002391245,0.004280736,0.00220134,0.002249548,0.0007276221],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001105228,"about_ca_system_score_gemma":0.001182686,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002072667,"about_ca_topic_score_gemma":0.001645882,"domain_scores_codex":[0.9986082,0.0005177588,0.00007810986,0.0003239525,0.0003073651,0.0001646833],"domain_scores_gemma":[0.9952229,0.003115088,0.0004898153,0.0005858608,0.0003216594,0.0002646749],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001163564,0.00007410085,0.001074667,0.00006807234,0.00005349305,0.0001679346,0.0001054016,0.6685842,0.0006969683,0.3105409,0.001178436,0.01733954],"study_design_scores_gemma":[0.00002427567,0.00002151943,0.00007154075,0.000006715681,0.000005806503,0.00002426813,0.000007654065,0.8377957,0.0001051675,0.1611572,0.000771514,0.000008659738],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.06764154,0.0006996427,0.9062763,0.002835837,0.0002060989,0.00008677124,0.0001821946,0.0003844723,0.02168713],"genre_scores_gemma":[0.8838773,0.0005209827,0.09684319,0.000527915,0.0002618727,0.0002276055,0.0001658873,0.00007650384,0.01749882],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00704757,"threshold_uncertainty_score":0.02357644,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2067961894","doi":"10.1142/s0219024906003846","title":"OPTION PRICING FOR GARCH MODELS WITH MARKOV SWITCHING","year":2006,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":36,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Calgary","funders":"","keywords":"Markov chain; Markov process; Valuation (finance); Valuation of options; Markov property; Martingale pricing; Markov renewal process; Autoregressive conditional heteroskedasticity; Markov model; Martingale (probability theory); Mathematics; Econometrics; Mathematical optimization; Computer science; Applied mathematics; Mathematical economics; Economics; Finance; Local martingale; Statistics; Volatility (finance)","authors":[{"name":"Robert J. Elliott","is_ca":true},{"name":"Tak Kuen Siu","is_ca":false},{"name":"Leunglung Chan","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.009843227799339346,"gpt":0.2172355321596515,"spread":0.2073923043603122,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003078191,0.0006218685,0.001107007,0.0007768195,0.0005185382,0.001407681,0.001482281,0.001379847,0.003851502],"category_scores_gemma":[0.008219787,0.000553621,0.001593026,0.0009290746,0.00138239,0.002824541,0.001106341,0.002299889,0.0004340893],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001087408,"about_ca_system_score_gemma":0.0009994607,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001684524,"about_ca_topic_score_gemma":0.00149471,"domain_scores_codex":[0.9987352,0.0005898731,0.00005136328,0.0001487736,0.0003974507,0.00007736403],"domain_scores_gemma":[0.9968327,0.002489175,0.0002404664,0.000191397,0.0001449534,0.0001013081],"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":[0.00002952322,0.00004999872,0.0005735015,0.00005370576,0.00005460318,0.0002221016,0.00009443855,0.3109314,0.001088966,0.6638402,0.0006223667,0.02243916],"study_design_scores_gemma":[0.000006458212,0.000009428231,0.00006520511,0.000005059218,0.000004523969,0.00003336184,0.000004409464,0.8603302,0.0001422799,0.1389035,0.0004872468,0.000008329158],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.007537994,0.0001811603,0.9905848,0.0001667129,0.00003446206,0.00001682147,0.00001881838,0.00007549069,0.001383747],"genre_scores_gemma":[0.6203427,0.001097918,0.3670416,0.0002449297,0.0004302878,0.0002179907,0.0002143061,0.000145653,0.01026448],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003851502,"threshold_uncertainty_score":0.01627922,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2077590131","doi":"10.1142/s0219024902001493","title":"PORTFOLIO OPTIMIZATION, HIDDEN MARKOV MODELS, AND TECHNICAL ANALYSIS OF P&amp;F-CHARTS","year":2002,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Algorithms and Data Compression","field":"Computer Science","cited_by":34,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Calgary","funders":"","keywords":"Portfolio; Portfolio optimization; Hidden Markov model; Computer science; Markov chain; Mathematical optimization; Black–Litterman model; Stock price; Markov model; Replicating portfolio; Econometrics; Mathematics; Economics; Series (stratigraphy); Artificial intelligence; Financial economics; Machine learning","authors":[{"name":"Robert J. Elliott","is_ca":true},{"name":"Juri Hinz","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01065136928420984,"gpt":0.2347649979414914,"spread":0.2241136286572815,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002590607,0.0008267904,0.0009093172,0.00159605,0.0005979711,0.001867684,0.00102274,0.00128164,0.002607976],"category_scores_gemma":[0.01254409,0.0004192726,0.0007464674,0.001383524,0.001805145,0.003214651,0.001241441,0.001669578,0.0003644401],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001130391,"about_ca_system_score_gemma":0.0007967204,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001875279,"about_ca_topic_score_gemma":0.0009823875,"domain_scores_codex":[0.999034,0.000393598,0.00004450664,0.0001430263,0.0003116399,0.00007319411],"domain_scores_gemma":[0.9967375,0.00210592,0.0004948418,0.0002302622,0.0003164804,0.0001148339],"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":[0.00002547663,0.00002347894,0.001282204,0.00007014359,0.00003354849,0.0001242887,0.00006023773,0.3499212,0.0005910264,0.6153518,0.0012448,0.03127179],"study_design_scores_gemma":[0.000003396639,0.00001181031,0.000270584,0.00001501069,0.000006300921,0.00003370308,0.000007882247,0.7301176,0.0003076851,0.268268,0.00094669,0.00001132928],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01713615,0.001900935,0.9754489,0.0006334769,0.00006232675,0.00001686102,0.00007153754,0.0001386831,0.004591076],"genre_scores_gemma":[0.7848918,0.004943082,0.1998577,0.0002317489,0.0004445794,0.0001406456,0.0003357177,0.0001873312,0.008967356],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002607976,"threshold_uncertainty_score":0.0137006,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2054008657","doi":"10.1142/s021902490500327x","title":"SHORT- AND LONG-TERM EFFECTS OF THE 9/11 EVENT: THE INTERNATIONAL EVIDENCE","year":2005,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":33,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true},"ca_institutions":"","funders":"","keywords":"Capital asset pricing model; Event study; Economics; Stock (firearms); Capital market; Financial economics; Stock market; Emerging markets; Systematic risk; Terrorism; Monetary economics; Finance; Geography","authors":[{"name":"Vincent Richman","is_ca":false},{"name":"Michael R. Santos","is_ca":false},{"name":"John Barkoulas","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01006677740982296,"gpt":0.2367093727907133,"spread":0.2266425953808903,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001335974,0.0003346252,0.0003684697,0.001036784,0.0004041856,0.001352346,0.0003568346,0.000713148,0.00305785],"category_scores_gemma":[0.006260076,0.0001489761,0.00039902,0.001448454,0.001107172,0.00122418,0.001189591,0.001022928,0.0006442033],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002896238,"about_ca_system_score_gemma":0.0002052768,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003089146,"about_ca_topic_score_gemma":0.003781868,"domain_scores_codex":[0.9993136,0.0001593569,0.00006825093,0.0001423899,0.0001889679,0.0001274882],"domain_scores_gemma":[0.9852849,0.004240486,0.008042684,0.001000392,0.000745482,0.0006860337],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0006671082,0.0001470085,0.9676443,0.0001556076,0.0003798314,0.0003028443,0.0006269757,0.0007098916,0.0005077248,0.001529341,0.001102072,0.02622734],"study_design_scores_gemma":[0.000009357895,0.000213241,0.9929481,0.00009263185,0.0001377163,0.0002551202,0.0009830316,0.0002822114,0.0005087669,0.000282843,0.004270542,0.00001638993],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9859368,0.002845004,0.0003878401,0.0008227798,0.00005686747,0.00001212729,0.0006614687,0.000007945129,0.009269109],"genre_scores_gemma":[0.9954592,0.003060184,0.00008709775,0.0001212818,0.0001338339,0.000003749918,0.0007690092,0.000004884853,0.0003607035],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003089146,"threshold_uncertainty_score":0.01022947,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1974040551","doi":"10.1142/s0219024908004816","title":"EFFICIENT HEDGING AND PRICING OF EQUITY-LINKED LIFE INSURANCE CONTRACTS ON SEVERAL RISKY ASSETS","year":2008,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":33,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"Bank of Canada; University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Life insurance; Equity (law); Hedge; Actuarial science; Imperfect; Economics; Maturity (psychological); Probabilistic logic; Expected utility hypothesis; Business; Financial economics; Microeconomics; Computer science","authors":[{"name":"Alexander Melnikov","is_ca":true},{"name":"Yuliya Romanyuk","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01509648355132952,"gpt":0.2961904577581732,"spread":0.2810939742068436,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003331121,0.0008420681,0.00110092,0.0006831787,0.0003681433,0.001572689,0.001003065,0.001377256,0.001861537],"category_scores_gemma":[0.01009419,0.0006876883,0.0007306004,0.0005897605,0.001568434,0.002397397,0.001320106,0.001313573,0.0001113941],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001395819,"about_ca_system_score_gemma":0.0009296201,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009758403,"about_ca_topic_score_gemma":0.0007315013,"domain_scores_codex":[0.9989158,0.000564224,0.00005343756,0.0001150672,0.0002297406,0.0001217101],"domain_scores_gemma":[0.9975446,0.001600796,0.0003734491,0.0001712611,0.0001382644,0.000171628],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00009631716,0.00008138449,0.001376589,0.0000544812,0.00006574602,0.00023325,0.0001179333,0.8078713,0.002458184,0.1694545,0.0002161495,0.0179741],"study_design_scores_gemma":[0.00002337372,0.00007219167,0.0004244561,0.00001163151,0.00001669752,0.00004200235,0.00001713081,0.9392424,0.0006926291,0.05919744,0.0002475735,0.00001247734],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2541523,0.0006429553,0.7399694,0.0003416405,0.00003115326,0.00008428178,0.00004773988,0.00004483297,0.004685828],"genre_scores_gemma":[0.9670255,0.0002944833,0.0305285,0.00002579756,0.00002285169,0.00004591248,0.00003613165,0.00001236013,0.002008427],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003331121,"threshold_uncertainty_score":0.01761687,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3124539930","doi":"10.1142/s0219024916500382","title":"ALGORITHMIC TRADING OF CO-INTEGRATED ASSETS","year":2016,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":27,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Toronto","funders":"","keywords":"Component (thermodynamics); Affine transformation; Asset (computer security); Investment (military); Factor (programming language); Computer science; Trading strategy; Investment strategy; Econometrics; Economics; Mathematical optimization; Microeconomics; Finance; Market liquidity; Mathematics","authors":[{"name":"Álvaro Cartea","is_ca":false},{"name":"Sebastian Jaimungal","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01140845021252708,"gpt":0.2225553378974198,"spread":0.2111468876848928,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001421784,0.0007199075,0.001222866,0.0006008187,0.000535125,0.002125563,0.001407342,0.001811474,0.003002124],"category_scores_gemma":[0.007928484,0.0005442929,0.0008589825,0.0007146462,0.001537929,0.002310628,0.001943671,0.001106401,0.0002429239],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001102617,"about_ca_system_score_gemma":0.001011672,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003371192,"about_ca_topic_score_gemma":0.003169645,"domain_scores_codex":[0.9992305,0.0002995689,0.00004492002,0.0001791512,0.0001329377,0.0001128798],"domain_scores_gemma":[0.9958133,0.00296182,0.0004737832,0.0003494401,0.0002029995,0.0001986642],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00008593789,0.00005169915,0.002570362,0.0000390943,0.00007472347,0.0001894184,0.00007778093,0.8585067,0.0008549952,0.1265226,0.0004996645,0.01052701],"study_design_scores_gemma":[0.00001123145,0.000009631711,0.0001511101,0.000003178871,0.00000557235,0.00002037348,0.000006587346,0.963895,0.00008884482,0.03564844,0.0001560178,0.000004106411],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2587743,0.0005520024,0.7288473,0.0007794971,0.00004939704,0.00006277264,0.0001201012,0.0002089131,0.01060571],"genre_scores_gemma":[0.9527394,0.0001781223,0.04311769,0.00007085439,0.00003346203,0.00007490869,0.0001089904,0.00003692454,0.003639676],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003371192,"threshold_uncertainty_score":0.01004314,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1956037166","doi":"10.1142/s0219024915500302","title":"PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING","year":2015,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":27,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Toronto Metropolitan University","funders":"","keywords":"Affine transformation; Hamilton–Jacobi–Bellman equation; Markov chain; Semimartingale; Applied mathematics; Mathematics; Stochastic discount factor; Incomplete markets; Leverage (statistics); Partial differential equation; Mathematical optimization; Stochastic volatility; Markov property; Markov process; Stochastic differential equation; Mathematical economics; Markov model; Economics; Capital asset pricing model; Econometrics; Volatility (finance); Bellman equation; Mathematical analysis; Pure mathematics","authors":[{"name":"Marcos Escobar","is_ca":true},{"name":"Daniela Neykova","is_ca":false},{"name":"Rudi Zagst","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01381241501352885,"gpt":0.2165719960294608,"spread":0.202759581015932,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00159727,0.0009866562,0.001400527,0.000701746,0.0003862199,0.001706695,0.001002818,0.001600754,0.003188023],"category_scores_gemma":[0.004702501,0.0007893765,0.001015918,0.0008034766,0.001379904,0.001575479,0.001480747,0.001360201,0.0002645802],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00129941,"about_ca_system_score_gemma":0.001089468,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007497037,"about_ca_topic_score_gemma":0.005324177,"domain_scores_codex":[0.9993617,0.0002510704,0.00002984275,0.0001279642,0.0001095446,0.0001198444],"domain_scores_gemma":[0.9978949,0.001342851,0.0004166006,0.0000707396,0.000112346,0.0001626492],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00005484051,0.00003527174,0.0007503859,0.0000459515,0.00005503126,0.0001812935,0.0000429634,0.85199,0.0005380773,0.1428623,0.0004136609,0.003030184],"study_design_scores_gemma":[0.00001178638,0.00001362728,0.00009688377,0.000003627752,0.000006413102,0.000009851299,0.000005672592,0.9733165,0.00004829766,0.02632223,0.0001590907,0.000005967479],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1726787,0.001488915,0.8115349,0.001595784,0.0001091492,0.00005641573,0.0003161506,0.0001982324,0.01202167],"genre_scores_gemma":[0.975432,0.0007379877,0.01390633,0.0001333407,0.00008407592,0.00008244127,0.0001675978,0.00003188455,0.00942435],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007497037,"threshold_uncertainty_score":0.01490682,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1973459395","doi":"10.1142/s0219024903001852","title":"A COMPLETE YIELD CURVE DESCRIPTION OF A MARKOV INTEREST RATE MODEL","year":2003,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":27,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo; University of Calgary","funders":"","keywords":"Yield curve; Markov chain; Forward rate; Measure (data warehouse); Mathematics; Interest rate; Bond valuation; Short rate; Function (biology); Applied mathematics; Markov process; Short-rate model; Yield (engineering); Set (abstract data type); Mathematical economics; Econometrics; Computer science; Statistics; Economics; Finance","authors":[{"name":"Robert J. Elliott","is_ca":true},{"name":"Rogemar Mamon","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03992613530825526,"gpt":0.2340407017753071,"spread":0.1941145664670519,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001601331,0.0006667141,0.0009248415,0.00101311,0.0005209233,0.001591395,0.001414802,0.001699473,0.004915592],"category_scores_gemma":[0.003557228,0.00049796,0.001167816,0.000760725,0.001141785,0.002774031,0.001042114,0.001503571,0.001055332],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001082557,"about_ca_system_score_gemma":0.001483536,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003091978,"about_ca_topic_score_gemma":0.001282401,"domain_scores_codex":[0.9992083,0.000154577,0.00005016711,0.0001334471,0.0003306814,0.0001229614],"domain_scores_gemma":[0.9985445,0.0004852361,0.0003320124,0.0001812373,0.0003205979,0.0001365457],"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":[0.00001827802,0.00001545202,0.0003314281,0.00003312036,0.00001303658,0.000133841,0.00008749127,0.1040773,0.001327945,0.8900699,0.0006768301,0.003215274],"study_design_scores_gemma":[0.00001520463,0.00002806343,0.0002916406,0.00001827891,0.000008913748,0.0001154824,0.00001754616,0.6145252,0.0003954179,0.3821048,0.002450095,0.00002934906],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.08362795,0.0009234079,0.8929793,0.0008762374,0.00007136757,0.00006736408,0.0007616761,0.0002954123,0.02039728],"genre_scores_gemma":[0.9107395,0.001590589,0.06089307,0.0002951145,0.0003236568,0.0002476907,0.000985937,0.0001917863,0.02473258],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004915592,"threshold_uncertainty_score":0.01644433,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2094028845","doi":"10.1142/s0219024903001888","title":"A CONTINUOUS-TIME REEXAMINATION OF DOLLAR-COST AVERAGING","year":2003,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":26,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"York University","funders":"","keywords":"Liberian dollar; Economics; Inefficiency; Purchasing; Mathematical economics; Financial economics; Actuarial science; Microeconomics; Finance","authors":[{"name":"Moshe A. Milevsky","is_ca":true},{"name":"Steven E. Posner","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.00768153331532819,"gpt":0.2105557638844908,"spread":0.2028742305691626,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004924251,0.00143733,0.0009358329,0.001824815,0.001406928,0.003838124,0.002166641,0.002815325,0.004668762],"category_scores_gemma":[0.02005308,0.0004631326,0.001378187,0.001522703,0.01384604,0.01313705,0.0026992,0.01045385,0.0006428625],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002962542,"about_ca_system_score_gemma":0.001262445,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001789077,"about_ca_topic_score_gemma":0.0006179808,"domain_scores_codex":[0.9974328,0.0009584352,0.000153015,0.0005305613,0.000783973,0.0001413295],"domain_scores_gemma":[0.9929954,0.00421017,0.0005592259,0.00115377,0.0008336498,0.0002478305],"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":[0.000008416646,0.00000965218,0.00008462059,0.00001430276,0.000003420496,0.00002900821,0.00006791911,0.0006715876,0.00008687857,0.9951479,0.0004520414,0.003424295],"study_design_scores_gemma":[0.000007673422,0.00003385773,0.0002146062,0.00005731859,0.00000862699,0.00007635547,0.00003250614,0.01141774,0.0002347285,0.9745854,0.01331598,0.00001539524],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.0388497,0.01636808,0.7248625,0.04609438,0.002827535,0.0001206999,0.0002792689,0.0003176683,0.1702801],"genre_scores_gemma":[0.7888694,0.009311889,0.1737414,0.007127308,0.004240371,0.0002997233,0.0001083993,0.0002841926,0.01601736],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004924251,"threshold_uncertainty_score":0.02604222,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1974731576","doi":"10.1142/s0219024906003950","title":"TESTING FOR NONLINEARITY &amp; MODELING VOLATILITY IN EMERGING CAPITAL MARKETS: THE CASE OF TUNISIA","year":2006,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":26,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"St. Francis Xavier University; University of Ottawa","funders":"","keywords":"Economics; Capital market; Emerging markets; Econometrics; Volatility (finance); Financial market; Financial economics; Stock (firearms); Empirical research; Stock market; Nonlinear system; Empirical evidence; Heteroscedasticity; Macroeconomics; Finance; Mathematics; Statistics","authors":[{"name":"Samir Saadi","is_ca":true},{"name":"Devinder K. Gandhi","is_ca":true},{"name":"Shantanu Dutta","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01893685250091271,"gpt":0.2397466802577883,"spread":0.2208098277568756,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003950802,0.0004534971,0.0004624041,0.001034821,0.0006274775,0.00140168,0.0007871891,0.0009714447,0.000993262],"category_scores_gemma":[0.01731934,0.000222025,0.0007443613,0.0009369775,0.0009472679,0.001673422,0.001030935,0.000744628,0.00009823308],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001068783,"about_ca_system_score_gemma":0.001009628,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.04638112,"about_ca_topic_score_gemma":0.02200192,"domain_scores_codex":[0.9990348,0.0006194076,0.00003770189,0.0001175396,0.00006201762,0.0001284537],"domain_scores_gemma":[0.9862815,0.01110634,0.001501511,0.0004138728,0.0004531908,0.0002435661],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0005071422,0.000193783,0.6142725,0.00009096253,0.0004187626,0.003014944,0.001381427,0.3011134,0.001744132,0.03054298,0.0008049451,0.04591499],"study_design_scores_gemma":[0.00002887239,0.00008475893,0.06947053,0.00002244989,0.00005478119,0.000151806,0.000701258,0.9176942,0.0006845948,0.01067203,0.0004136282,0.00002103612],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9920115,0.0001075092,0.006575753,0.0003587323,0.000002818255,0.000008674515,0.00006134565,0.00001863578,0.0008550139],"genre_scores_gemma":[0.9983305,0.00004505551,0.001401656,0.000009726604,0.000004704241,0.000004897196,0.00003993711,0.000002889387,0.0001605958],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.04638112,"threshold_uncertainty_score":0.09222227,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2105362692","doi":"10.1142/s0219024911006401","title":"A COMPARISON OF PRICING KERNELS FOR GARCH OPTION PRICING WITH GENERALIZED HYPERBOLIC DISTRIBUTIONS","year":2011,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":25,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Actua; Western University; University of Calgary","funders":"","keywords":"Stochastic discount factor; Kernel (algebra); Autoregressive conditional heteroskedasticity; Economics; Econometrics; Valuation of options; Mathematical economics; Mathematics; Capital asset pricing model; Volatility (finance)","authors":[{"name":"Alexandru Badescu","is_ca":true},{"name":"Robert J. Elliott","is_ca":true},{"name":"Reg Kulperger","is_ca":true},{"name":"Jarkko Miettinen","is_ca":false},{"name":"Tak Kuen Siu","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04715686317729678,"gpt":0.2842528808234283,"spread":0.2370960176461315,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00525228,0.0004825383,0.0007692175,0.001088742,0.0004496524,0.002719621,0.001011434,0.001416776,0.001711796],"category_scores_gemma":[0.02852473,0.0003596475,0.001094644,0.0009648142,0.00109019,0.005757494,0.00140746,0.001331965,0.0002397374],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009891759,"about_ca_system_score_gemma":0.0006971147,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001415005,"about_ca_topic_score_gemma":0.0005119626,"domain_scores_codex":[0.9986308,0.0005614901,0.0001069183,0.0001299609,0.000416513,0.0001542185],"domain_scores_gemma":[0.9855707,0.01025133,0.001051565,0.001669234,0.0009823599,0.0004748418],"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":[0.0007576193,0.0002422036,0.007102804,0.0002597098,0.0002111708,0.0003355188,0.0006245879,0.2930584,0.004754195,0.6206232,0.001152783,0.07087775],"study_design_scores_gemma":[0.00004587172,0.0001169436,0.00307055,0.00002788157,0.00004158361,0.0001665252,0.0001231591,0.8958136,0.001017466,0.09868674,0.0008315276,0.00005817573],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5176334,0.001943826,0.4703388,0.0006291623,0.0001343056,0.00009011607,0.000104785,0.0004715989,0.008654007],"genre_scores_gemma":[0.9763341,0.0005877056,0.02196572,0.00003236823,0.00004139289,0.00002260292,0.00007887403,0.00007115272,0.000866026],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.00525228,"threshold_uncertainty_score":0.02777708,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1975574867","doi":"10.1142/s0219024912500148","title":"COMPARISON OF MEAN VARIANCE LIKE STRATEGIES FOR OPTIMAL ASSET ALLOCATION PROBLEMS","year":2012,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":24,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; Tata Consultancy Services","keywords":"Hamilton–Jacobi–Bellman equation; Variance (accounting); Mathematics; Bellman equation; Investment (military); Quadratic equation; Investment strategy; Mathematical optimization; Economics; Asset (computer security); Bankruptcy; Applied mathematics; Econometrics; Computer science; Finance","authors":[{"name":"J. Wang","is_ca":true},{"name":"Peter Forsyth","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02665030983341913,"gpt":0.2815004322527774,"spread":0.2548501224193582,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002868196,0.0007918291,0.001195925,0.0009822325,0.0003432517,0.001476852,0.0007398411,0.00170022,0.001550459],"category_scores_gemma":[0.01129201,0.0005219969,0.0006994615,0.0005698611,0.0009926084,0.001253676,0.0009154611,0.0008917969,0.0001458452],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001438914,"about_ca_system_score_gemma":0.001488163,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00162081,"about_ca_topic_score_gemma":0.001401105,"domain_scores_codex":[0.9991944,0.0004918578,0.00004138732,0.00006740581,0.0001262126,0.00007875414],"domain_scores_gemma":[0.9946195,0.004425328,0.0003020907,0.0001291228,0.0003289352,0.000195005],"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":[0.00007781108,0.00005472845,0.0004291245,0.0000538127,0.00003903251,0.00003641163,0.0000511784,0.9479192,0.000556152,0.04457841,0.0002966078,0.005907577],"study_design_scores_gemma":[0.00002948659,0.00008021357,0.0001864929,0.00001921596,0.00001201138,0.00001186146,0.00002693,0.9809752,0.0002655046,0.01815049,0.0002312572,0.00001131272],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3970188,0.002052494,0.5773498,0.001213358,0.0000953385,0.0001714552,0.0001182697,0.0001916508,0.0217889],"genre_scores_gemma":[0.9553537,0.0005460096,0.04180178,0.0001289423,0.00001794657,0.0001720962,0.0000906265,0.00004920848,0.001839602],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002868196,"threshold_uncertainty_score":0.01516861,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2027158222","doi":"10.1142/s0219024905002883","title":"BAYESIAN MODEL SELECTION VIA FILTERING FOR A CLASS OF MICRO-MOVEMENT MODELS OF ASSET PRICE","year":2005,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":22,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Alberta","funders":"","keywords":"Bayes factor; Stochastic volatility; Model selection; Recursive Bayesian estimation; Computer science; Bayesian programming; Robustness (evolution); Bayesian probability; Mathematical optimization; Bayesian inference; Bayes' theorem; Markov chain; Selection (genetic algorithm); Volatility (finance); Econometrics; Algorithm; Machine learning; Mathematics; Artificial intelligence","authors":[{"name":"Michael A. Kouritzin","is_ca":true},{"name":"Yong Zeng","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01552816008407178,"gpt":0.2348159609707513,"spread":0.2192878008866795,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007642709,0.001020602,0.002272207,0.001717128,0.0009527553,0.002060728,0.002531127,0.002094666,0.001692984],"category_scores_gemma":[0.02984053,0.001156603,0.0023242,0.00109864,0.001902532,0.003293271,0.001786559,0.002459736,0.0003699361],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001582189,"about_ca_system_score_gemma":0.002041384,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008488622,"about_ca_topic_score_gemma":0.006984994,"domain_scores_codex":[0.9963897,0.001760865,0.0001390537,0.0007714234,0.0007096682,0.0002292462],"domain_scores_gemma":[0.9845968,0.0126725,0.0009934813,0.0008118481,0.0007100378,0.0002154973],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0000709105,0.00008460595,0.00360958,0.0001238337,0.0002354758,0.0002426278,0.0002352114,0.6445697,0.0009772242,0.307502,0.00131704,0.04103179],"study_design_scores_gemma":[0.0000131675,0.00001303058,0.0002557231,0.000009755826,0.00001303976,0.00003216653,0.000008251702,0.9251183,0.0001197411,0.07399304,0.000410832,0.00001292564],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01099343,0.0001504629,0.9879003,0.0002647436,0.00001375658,0.00003381077,0.00004475292,0.0000723141,0.0005263954],"genre_scores_gemma":[0.5544009,0.001233546,0.4386007,0.000377622,0.0002416325,0.0005745298,0.0007338894,0.0001388367,0.003698475],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008488622,"threshold_uncertainty_score":0.04041904,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2609534460","doi":"10.1142/s0219024917500170","title":"ROBUST ASSET ALLOCATION FOR LONG-TERM TARGET-BASED INVESTING","year":2017,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo","funders":"","keywords":"Standard deviation; Econometrics; Asset allocation; Expected shortfall; Expected utility hypothesis; Geometric Brownian motion; Large deviations theory; Brownian motion; Mathematics; Expected value; Quadratic equation; Investment strategy; Mathematical optimization; Economics; Statistics; Portfolio; Diffusion process; Financial economics; Finance; Market liquidity","authors":[{"name":"Peter Forsyth","is_ca":true},{"name":"K.R. Vetzal","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03319071226455227,"gpt":0.2600029776098269,"spread":0.2268122653452746,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004213637,0.0006806335,0.001258372,0.000547051,0.000275339,0.001420488,0.001301941,0.001261751,0.001778172],"category_scores_gemma":[0.01528917,0.0004567439,0.000595924,0.000457821,0.0009364554,0.002180774,0.00101623,0.001160799,0.0002912501],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001035678,"about_ca_system_score_gemma":0.0005334929,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001373361,"about_ca_topic_score_gemma":0.0007363247,"domain_scores_codex":[0.9988216,0.0005255205,0.00006439767,0.0002412796,0.0002048516,0.0001423698],"domain_scores_gemma":[0.9941505,0.00363917,0.001079316,0.0005725699,0.0003257636,0.0002326463],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001944706,0.0000915166,0.002046205,0.00004940229,0.00008560333,0.0001270788,0.0000745239,0.9241595,0.0029784,0.05005046,0.0004397993,0.01970301],"study_design_scores_gemma":[0.00001278605,0.00007228045,0.0005109042,0.000005820641,0.000009605763,0.00003004039,0.000008952114,0.9799058,0.0004375095,0.01885722,0.0001395222,0.000009514953],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2900397,0.0006208933,0.7054536,0.0003139695,0.00002754078,0.00005449773,0.00008429704,0.000280046,0.003125364],"genre_scores_gemma":[0.9776192,0.0001117251,0.02083273,0.00004073453,0.00001277297,0.00003423623,0.00005399017,0.00003265301,0.001261874],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004213637,"threshold_uncertainty_score":0.02228409,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2090235487","doi":"10.1142/s0219024913500416","title":"ALLOCATING SYSTEMIC RISK IN A REGULATORY PERSPECTIVE","year":2013,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":19,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Toronto","funders":"","keywords":"Axiom; Perspective (graphical); Systemic risk; Axiomatic system; Mathematical economics; Aggregate (composite); Economics; Computer science; Risk analysis (engineering); Microeconomics; Mathematical optimization; Mathematics; Business; Artificial intelligence; Financial crisis","authors":[{"name":"Christian Gouriéroux","is_ca":true},{"name":"Alain Monfort","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01086569485777196,"gpt":0.297134293206779,"spread":0.2862685983490071,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006726349,0.0007623621,0.0006017605,0.001231202,0.001390404,0.004252307,0.001315266,0.002793647,0.003043259],"category_scores_gemma":[0.005091425,0.0005371189,0.001157133,0.00083202,0.006833343,0.005288323,0.002967632,0.003610118,0.000437618],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002573141,"about_ca_system_score_gemma":0.003714119,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001006616,"about_ca_topic_score_gemma":0.001287406,"domain_scores_codex":[0.9934549,0.003031668,0.0002824874,0.0008089075,0.002055536,0.0003664479],"domain_scores_gemma":[0.9955634,0.001722986,0.0005811176,0.0009404393,0.0009357809,0.0002563103],"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":[0.000003767582,0.000007796708,0.00007383519,0.00001025102,0.000006218384,0.00002214848,0.0000559732,0.005894176,0.0003015702,0.991527,0.0001939714,0.001903392],"study_design_scores_gemma":[0.00001510799,0.00003179512,0.0001708767,0.00003338054,0.00001826244,0.00005778784,0.00005253284,0.02222738,0.0004749525,0.9685159,0.008382229,0.00001967381],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01826449,0.0004175837,0.9205506,0.005544411,0.0001366757,0.00004554848,0.00005766945,0.00009299496,0.05488985],"genre_scores_gemma":[0.7784042,0.001030243,0.2081481,0.001666048,0.0004965547,0.0002726692,0.00007462089,0.00006219463,0.009845469],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006726349,"threshold_uncertainty_score":0.03557277,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1973387674","doi":"10.1142/s0219024907004081","title":"PRICING PATH-DEPENDENT OPTIONS ON STATE DEPENDENT VOLATILITY MODELS WITH A BESSEL BRIDGE","year":2007,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":19,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Bessel function; Bessel process; Mathematics; Brownian bridge; Monte Carlo method; Local volatility; Valuation of options; Applied mathematics; Stochastic volatility; Volatility (finance); Semimartingale; Statistical physics; Brownian motion; Mathematical analysis; Econometrics; Physics; Statistics; Orthogonal polynomials","authors":[{"name":"Giuseppe Campolieti","is_ca":true},{"name":"Roman N. Makarov","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.0148888339037102,"gpt":0.2323412340891439,"spread":0.2174524001854337,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00248951,0.0005275463,0.0008771933,0.000520761,0.0003052011,0.0009592756,0.001347175,0.001052211,0.002349312],"category_scores_gemma":[0.00636383,0.0005194012,0.0008158759,0.0005448613,0.0008956967,0.002636465,0.001315973,0.001585606,0.000274678],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006340611,"about_ca_system_score_gemma":0.0007643597,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001267752,"about_ca_topic_score_gemma":0.0009952969,"domain_scores_codex":[0.9994825,0.0002373061,0.00002088024,0.00006836592,0.0001554581,0.00003544758],"domain_scores_gemma":[0.9983231,0.001233472,0.00011138,0.0001193629,0.0001323408,0.0000802922],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0000767152,0.00006002061,0.0008535413,0.00004401549,0.00004029355,0.0001416751,0.00009987292,0.6042356,0.002623912,0.3552223,0.000436911,0.03616512],"study_design_scores_gemma":[0.000005883874,0.00001313171,0.00004240363,0.00000188392,0.000002421134,0.00001305606,0.000003049406,0.9686251,0.0001790127,0.03091211,0.0001980124,0.000003932392],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.02405044,0.00007001519,0.9751307,0.00006473692,0.00001466124,0.00001949913,0.00000894705,0.00005420782,0.0005868],"genre_scores_gemma":[0.5312666,0.0005171107,0.4632512,0.0001266983,0.00006982846,0.0001662149,0.0001213169,0.0001087925,0.004372207],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00248951,"threshold_uncertainty_score":0.01316595,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2593571664","doi":"10.1142/s0219024917500194","title":"GENERAL SEMI-MARKOV MODEL FOR LIMIT ORDER BOOKS","year":2017,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Calgary","funders":"Natural Sciences and Engineering Research Council of Canada; Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada","keywords":"Limit (mathematics); Markov chain; Computer science; Order (exchange); Implementation; Markov model; Mathematical economics; Applied mathematics; Mathematics; Economics; Programming language; Mathematical analysis","authors":[{"name":"Anatoliy Swishchuk","is_ca":true},{"name":"Tyler Hofmeister","is_ca":true},{"name":"Katharina Cera","is_ca":true},{"name":"Julia Schmidt","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01953692995865189,"gpt":0.2401337950582508,"spread":0.2205968650995989,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002950289,0.0008146057,0.002198381,0.001084266,0.001019499,0.00359646,0.003612138,0.003285161,0.01081729],"category_scores_gemma":[0.009144948,0.0008734963,0.001855192,0.001282508,0.002509558,0.006095317,0.001209549,0.002902937,0.001812899],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002350107,"about_ca_system_score_gemma":0.001585945,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01058429,"about_ca_topic_score_gemma":0.00675523,"domain_scores_codex":[0.9984249,0.0004392981,0.0001119046,0.0003611728,0.0003514555,0.0003112714],"domain_scores_gemma":[0.9925867,0.00486614,0.0008033574,0.000642234,0.0007240684,0.0003775665],"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":[0.000151128,0.00009798386,0.001790409,0.0001043965,0.0000521092,0.0007013615,0.0002413979,0.4072712,0.001298857,0.5813868,0.001966591,0.004937764],"study_design_scores_gemma":[0.00003822443,0.00002194498,0.0002583587,0.00001244147,0.00001439805,0.0001082918,0.00003149084,0.8623881,0.0002234828,0.1357875,0.001084689,0.00003100404],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1671148,0.001152372,0.8017228,0.002588513,0.0002249167,0.000195821,0.00172433,0.0008436112,0.02443282],"genre_scores_gemma":[0.9105867,0.0008782924,0.04959322,0.000436737,0.000238042,0.0003786594,0.001181898,0.0001329546,0.03657347],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01081729,"threshold_uncertainty_score":0.03618741,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2131918167","doi":"10.1142/s0219024908004750","title":"INSIDER TRADING AND VOLUNTARY DISCLOSURE","year":2008,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Université Laval","funders":"","keywords":"Market liquidity; Business; Insider trading; Asset (computer security); Order (exchange); Insider; Information asymmetry; Noise (video); Monetary economics; Finance; Economics; Computer science; Computer security","authors":[{"name":"Philippe Grégoire","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01468710758019404,"gpt":0.2030112444004146,"spread":0.1883241368202206,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002970934,0.0008372387,0.001452081,0.000663673,0.001023098,0.003741352,0.002177795,0.005171098,0.006030606],"category_scores_gemma":[0.01220774,0.0005999074,0.0009559154,0.0008122103,0.002383727,0.00465043,0.001627951,0.002317771,0.000569661],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001437963,"about_ca_system_score_gemma":0.001213933,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00270946,"about_ca_topic_score_gemma":0.001462557,"domain_scores_codex":[0.9974389,0.001045095,0.0001113345,0.0004024258,0.0004299045,0.0005722636],"domain_scores_gemma":[0.9862578,0.00767069,0.003698315,0.001183821,0.0005028448,0.0006864669],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0004258756,0.0003868672,0.00797972,0.0001928213,0.0001180023,0.002362114,0.0008890478,0.133399,0.003585403,0.8337457,0.002952015,0.01396353],"study_design_scores_gemma":[0.0003109658,0.0002345542,0.002739881,0.00008570976,0.00007440446,0.0008442978,0.000391852,0.4885613,0.001083651,0.5004578,0.00511791,0.00009768834],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6913151,0.002522661,0.2266315,0.01071499,0.0002051383,0.0002858664,0.0009386997,0.0002894272,0.0670966],"genre_scores_gemma":[0.9885385,0.0003296973,0.003782858,0.0001836243,0.00009056297,0.00006539699,0.00007370867,0.000009364698,0.006926376],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006030606,"threshold_uncertainty_score":0.02017444,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2528420755","doi":"10.1142/s0219024916500412","title":"DOUBLE CASCADE MODEL OF FINANCIAL CRISES","year":2016,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Banking stability, regulation, efficiency","field":"Economics, Econometrics and Finance","cited_by":15,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"McMaster University","funders":"","keywords":"Market liquidity; Asset (computer security); Default; Cascade; Hoarding (animal behavior); Econometrics; Financial contagion; Liquidity crisis; Systemic risk; Economics; Liquidity risk; Financial crisis; Monetary economics; Computer science; Finance; Engineering; Macroeconomics","authors":[{"name":"T. R. Hurd","is_ca":true},{"name":"Davide Cellai","is_ca":true},{"name":"Sergey Melnik","is_ca":true},{"name":"Quentin Shao","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01786856200102836,"gpt":0.2381620679807285,"spread":0.2202935059797001,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004501493,0.00048472,0.0006462128,0.0007508529,0.0005717624,0.0009511263,0.001219213,0.001405029,0.008849274],"category_scores_gemma":[0.002205099,0.000348535,0.0007300517,0.000386311,0.001020266,0.002032444,0.001117021,0.001001355,0.0005243007],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008466936,"about_ca_system_score_gemma":0.0004532585,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004579416,"about_ca_topic_score_gemma":0.002020791,"domain_scores_codex":[0.9997281,0.00008992151,0.00001197979,0.00006473259,0.00004223384,0.00006291577],"domain_scores_gemma":[0.9993661,0.0002416719,0.0001058211,0.00005040606,0.0001049926,0.0001310398],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002282824,0.00009871274,0.002579039,0.00006829185,0.00004883723,0.00088908,0.0003362151,0.7231284,0.004049183,0.2584311,0.002577919,0.007564942],"study_design_scores_gemma":[0.00001940897,0.00002980929,0.0003249698,0.0000046443,0.000007935392,0.00006301605,0.00003374824,0.9701072,0.0001689644,0.02885189,0.000379397,0.000009052275],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5029632,0.0005633298,0.4336218,0.001856993,0.0002048082,0.0001765259,0.0005916297,0.0004781026,0.05954355],"genre_scores_gemma":[0.9851506,0.0001567345,0.005373614,0.00008393666,0.00002802852,0.00008480428,0.00007901832,0.000019073,0.009024171],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.008849274,"threshold_uncertainty_score":0.02960372,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1757127015","doi":"10.1142/s0219024915500235","title":"A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL","year":2015,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Calgary","funders":"","keywords":"Local volatility; Volatility (finance); Econometrics; Mathematics; Economics; Applied mathematics; Price equation; Mathematical optimization; Mathematical economics; Stochastic volatility","authors":[{"name":"Robert J. Elliott","is_ca":true},{"name":"Leunglung Chan","is_ca":false},{"name":"Tak Kuen Siu","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03769471826977373,"gpt":0.2574270121317738,"spread":0.2197322938620001,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009763099,0.0004757046,0.00076739,0.0007264629,0.0004747887,0.001270169,0.001035799,0.002378469,0.009473736],"category_scores_gemma":[0.002838535,0.0003415162,0.00106963,0.0005675661,0.0008871128,0.001747259,0.00116081,0.002795905,0.001244114],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007987783,"about_ca_system_score_gemma":0.001169493,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003686101,"about_ca_topic_score_gemma":0.00229082,"domain_scores_codex":[0.9996287,0.00007251156,0.00002379444,0.00008039896,0.0001471579,0.00004743358],"domain_scores_gemma":[0.9994553,0.0002285845,0.00006680938,0.00005504219,0.0001421513,0.0000521473],"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":[0.00001205999,0.00002362696,0.0003900868,0.00004647895,0.00001815572,0.0001784432,0.0001229814,0.04373903,0.003405602,0.9402,0.003279556,0.008583982],"study_design_scores_gemma":[0.00001959035,0.00002445508,0.0004094184,0.00002570262,0.00001951947,0.0002483885,0.00002869613,0.7200229,0.000600875,0.2694446,0.009119648,0.00003630923],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.03725477,0.001280648,0.88531,0.002759384,0.0005314155,0.0001206833,0.0006382993,0.0002201982,0.07188454],"genre_scores_gemma":[0.692398,0.002920562,0.1593948,0.001820814,0.0008593174,0.000579464,0.001111392,0.0002039024,0.1407118],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.009473736,"threshold_uncertainty_score":0.0316928,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3122662712","doi":"10.1142/s0219024917500443","title":"IRREVERSIBLE INVESTMENTS AND AMBIGUITY AVERSION","year":2017,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Capital Investment and Risk Analysis","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada; Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada; University of the Sunshine Coast","keywords":"Ambiguity aversion; Ambiguity; Economics; Valuation (finance); Microeconomics; Complementarity (molecular biology); Mathematical economics; Econometrics; Incomplete markets; Risk aversion (psychology); Complete market; Expected utility hypothesis; Computer science; Finance","authors":[{"name":"Álvaro Cartea","is_ca":false},{"name":"Sebastian Jaimungal","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01457889584248352,"gpt":0.2324772292119275,"spread":0.217898333369444,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002118547,0.0004741812,0.0005514591,0.000535746,0.0004790812,0.00208941,0.0006001536,0.0009996197,0.004577976],"category_scores_gemma":[0.0129789,0.000343782,0.0007079239,0.0003947749,0.002431711,0.003021451,0.001853988,0.002502331,0.0002754111],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007928594,"about_ca_system_score_gemma":0.000581836,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0006459404,"about_ca_topic_score_gemma":0.0004392888,"domain_scores_codex":[0.9990308,0.0002805185,0.00006364096,0.0001716974,0.0002505462,0.0002028534],"domain_scores_gemma":[0.9916121,0.004395864,0.002397599,0.0007104054,0.0003409129,0.0005430259],"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":[0.00008213852,0.00006829052,0.002870285,0.00005743223,0.00005672784,0.0005454695,0.0003654478,0.03941514,0.001604149,0.94174,0.0005389245,0.0126561],"study_design_scores_gemma":[0.00001889269,0.00005729048,0.002078809,0.0000287995,0.00001776453,0.0002698311,0.00009837961,0.05024701,0.0006961047,0.9447624,0.001694124,0.00003044422],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6017649,0.001411877,0.315528,0.003346972,0.00011299,0.00008030714,0.0001532829,0.0001269989,0.07747479],"genre_scores_gemma":[0.9875567,0.0003208343,0.00641742,0.000118381,0.00003453846,0.00002523282,0.00002585094,0.00001101741,0.005490047],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004577976,"threshold_uncertainty_score":0.01531482,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1964488721","doi":"10.1142/s0219024911006395","title":"DANGEROUS KNOWLEDGE: CREDIT VALUE ADJUSTMENT WITH CREDIT TRIGGERS","year":2011,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Royal Bank of Canada","funders":"","keywords":"Credit valuation adjustment; Credit risk; Jump; Counterparty; Settlement (finance); Actuarial science; Credit default swap index; Credit event; Valuation (finance); Arbitrage; Credit default swap; Economics; Business; Credit reference; Finance; Payment","authors":[{"name":"Chuang Yi","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01715793535299242,"gpt":0.2213394172241829,"spread":0.2041814818711905,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002567294,0.0007412834,0.0008668599,0.0008945168,0.0007884346,0.00318593,0.002488585,0.002578208,0.007572394],"category_scores_gemma":[0.01653452,0.0004203792,0.001284888,0.00105623,0.002763202,0.009927941,0.002837443,0.003541228,0.0005994661],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001179473,"about_ca_system_score_gemma":0.001181602,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001186476,"about_ca_topic_score_gemma":0.0005573496,"domain_scores_codex":[0.9977969,0.0004602488,0.0001196837,0.0005114637,0.0008078173,0.000303933],"domain_scores_gemma":[0.9945368,0.002327801,0.001067054,0.00140292,0.0003869093,0.0002785358],"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":[0.00006691443,0.00005055935,0.001175323,0.00006522332,0.00003389038,0.0005904922,0.0001745318,0.104613,0.001791282,0.8586366,0.001386028,0.03141608],"study_design_scores_gemma":[0.00001911496,0.00004025822,0.0004625279,0.00001939326,0.00001949069,0.0002305077,0.00002476719,0.33585,0.0009692076,0.6596303,0.002703947,0.0000306287],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.06096917,0.0007122351,0.9080245,0.00127594,0.0002375076,0.0001170558,0.0001662068,0.0003391391,0.02815828],"genre_scores_gemma":[0.9476628,0.0004092499,0.04398207,0.0002509166,0.0002461982,0.00007770691,0.0001026407,0.00006657244,0.007201796],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007572394,"threshold_uncertainty_score":0.02533215,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3123192193","doi":"10.1142/s0219024909005361","title":"INVESTMENT TIMING UNDER REGIME SWITCHING","year":2009,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Capital Investment and Risk Analysis","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Calgary","funders":"","keywords":"Investment (military); Markov chain; Economics; Optimal stopping; Boundary (topology); Investment strategy; Markov decision process; Investment decisions; Microeconomics; Econometrics; Markov process; Computer science; Financial economics; Mathematics; Statistics","authors":[{"name":"Robert J. Elliott","is_ca":true},{"name":"Hong Miao","is_ca":false},{"name":"Jin Yu","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01541649162173098,"gpt":0.2315622372092746,"spread":0.2161457455875436,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002346454,0.0003518568,0.0006086093,0.000464352,0.0002873813,0.001463752,0.0004940282,0.001157575,0.003127378],"category_scores_gemma":[0.01098723,0.0003029662,0.0004904736,0.0003352271,0.0009572046,0.001411587,0.0007373934,0.0008954211,0.0002068985],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001001129,"about_ca_system_score_gemma":0.0005421671,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009102676,"about_ca_topic_score_gemma":0.0004763411,"domain_scores_codex":[0.9992808,0.0002893809,0.00002584747,0.0001056607,0.00008006315,0.0002183633],"domain_scores_gemma":[0.9946991,0.003217662,0.00124984,0.0002409384,0.0002427179,0.0003497182],"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":[0.0006544649,0.0001996384,0.01006404,0.0001191717,0.0001422189,0.0007006687,0.0002388987,0.5090724,0.006422034,0.4494388,0.001696017,0.02125173],"study_design_scores_gemma":[0.00004686556,0.0001215594,0.002646647,0.00001992901,0.00003265297,0.00008365812,0.00006164757,0.8729727,0.0008231114,0.12259,0.0005758851,0.00002519331],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8422099,0.0007083181,0.1375489,0.001131472,0.00008059416,0.00003754978,0.0001156651,0.0001474196,0.01802016],"genre_scores_gemma":[0.9966086,0.0001539415,0.002061488,0.00002802182,0.00002108194,0.00001315209,0.00001933082,0.000008404038,0.001085975],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003127378,"threshold_uncertainty_score":0.01240939,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2006789085","doi":"10.1142/s0219024913500271","title":"PRICING STEP OPTIONS UNDER THE CEV AND OTHER SOLVABLE DIFFUSION MODELS","year":2013,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Wilfrid Laurier University","funders":"","keywords":"Resolvent; Mathematics; Laplace transform; Applied mathematics; Hypergeometric function; Nonlinear system; Diffusion process; Asymptotic expansion; Lévy process; Valuation of options; Mathematical analysis; Statistical physics; Econometrics; Computer science","authors":[{"name":"Giuseppe Campolieti","is_ca":true},{"name":"Roman N. Makarov","is_ca":true},{"name":"Karl Wouterloot","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01435428053887932,"gpt":0.2177161268441367,"spread":0.2033618463052574,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009918152,0.0005748497,0.0006608989,0.0007261263,0.000412112,0.001648322,0.001182002,0.001813867,0.002319639],"category_scores_gemma":[0.004055124,0.0002023759,0.001002904,0.0005297844,0.00151698,0.002583965,0.001126851,0.001302396,0.0001899964],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007422889,"about_ca_system_score_gemma":0.0007882576,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001405479,"about_ca_topic_score_gemma":0.000626376,"domain_scores_codex":[0.9995806,0.0001135141,0.00002066996,0.00005457528,0.0001576728,0.00007304735],"domain_scores_gemma":[0.9992074,0.0002937181,0.0001751014,0.00009810702,0.0001067815,0.0001189332],"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":[0.00002118894,0.00004163484,0.000620802,0.00002835277,0.00001714268,0.0002774837,0.0001225113,0.0758595,0.003467678,0.9162117,0.000247692,0.003084236],"study_design_scores_gemma":[0.00002089902,0.00002775448,0.0002548594,0.000007341278,0.000006736536,0.0002002216,0.00006717107,0.7510568,0.001036404,0.2467776,0.0005235396,0.00002058451],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4369856,0.0003094384,0.5424362,0.0008541833,0.00008684405,0.00007857529,0.00008356196,0.000134733,0.01903091],"genre_scores_gemma":[0.9789268,0.000176256,0.01558487,0.000086958,0.00003945072,0.00004576739,0.00004298104,0.00001886377,0.005078053],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002319639,"threshold_uncertainty_score":0.007759929,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2011549874","doi":"10.1142/s021902491450006x","title":"COVARIANCE AND CORRELATION SWAPS FOR FINANCIAL MARKETS WITH MARKOV-MODULATED VOLATILITIES","year":2014,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Calgary","funders":"","keywords":"Markov chain; Variance swap; Volatility (finance); Stochastic volatility; Covariance; Econometrics; Forward volatility; Implied volatility; Economics; Covariance and correlation; Volatility swap; Mathematics; Financial economics; Statistics; Random variable; Multivariate random variable","authors":[{"name":"Giovanni E. Salvi","is_ca":false},{"name":"Anatoliy Swishchuk","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.005541875743314545,"gpt":0.195747349016986,"spread":0.1902054732736715,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002192883,0.0004711142,0.0006599152,0.0007106449,0.0005344394,0.001205215,0.0006786499,0.001398514,0.002903932],"category_scores_gemma":[0.01278963,0.000403505,0.0009774049,0.0005607496,0.001287567,0.002887974,0.0008230677,0.001304113,0.0001397716],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001100639,"about_ca_system_score_gemma":0.0009571759,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003302648,"about_ca_topic_score_gemma":0.002509954,"domain_scores_codex":[0.9994226,0.000219609,0.00002921584,0.00008078531,0.000148916,0.0000990163],"domain_scores_gemma":[0.9959581,0.002770612,0.0006606443,0.0002178561,0.0002197441,0.0001730182],"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":[0.0001485748,0.00005840512,0.004062401,0.00005403481,0.00006309446,0.0004253606,0.00009763961,0.6157579,0.003031972,0.3645429,0.0007668537,0.01099091],"study_design_scores_gemma":[0.00001733964,0.00002348103,0.0006978056,0.000004364902,0.000006511413,0.00005503904,0.000008320158,0.9603063,0.0003553238,0.03831993,0.0001935874,0.00001184592],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6194209,0.001123455,0.3681951,0.001318673,0.0001306261,0.00007403018,0.0001607731,0.0002268669,0.009349523],"genre_scores_gemma":[0.9863737,0.0002661142,0.01153838,0.00008172692,0.00004892603,0.00002691718,0.00005343532,0.00001754939,0.001593368],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003302648,"threshold_uncertainty_score":0.01159722,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3123346882","doi":"10.1142/s0219024912500471","title":"NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS","year":2012,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo","funders":"","keywords":"Characteristic function (probability theory); Probability density function; Black–Scholes model; Heston model; Inversion (geology); Applied mathematics; Mathematical optimization; Computer science; Valuation of options; Function (biology); Mathematics; Stochastic volatility; Econometrics; SABR volatility model; Statistics; Volatility (finance)","authors":[{"name":"Carole Bernard","is_ca":true},{"name":"Zhenyu Cui","is_ca":true},{"name":"D. L. McLeish","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02086368024933317,"gpt":0.2524479291889468,"spread":0.2315842489396137,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002246148,0.0004310082,0.0008544453,0.000878959,0.0004057352,0.001000475,0.0008303979,0.000968528,0.001595251],"category_scores_gemma":[0.01112279,0.0004772575,0.0006038697,0.0006196216,0.000996761,0.001666661,0.001195169,0.001138648,0.0003065267],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006147156,"about_ca_system_score_gemma":0.001015198,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002421753,"about_ca_topic_score_gemma":0.001277584,"domain_scores_codex":[0.9989778,0.0005008134,0.00004844322,0.00007857338,0.0003063686,0.00008803713],"domain_scores_gemma":[0.9945078,0.003631711,0.0003517299,0.0008093861,0.0005454983,0.0001538436],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00005293334,0.00002395452,0.0008573652,0.00001774913,0.00002263133,0.00005750618,0.0000496256,0.9193259,0.001629924,0.06821091,0.0001474724,0.009603967],"study_design_scores_gemma":[0.000003752366,0.00000503242,0.00003389181,0.00000167889,9.657584e-7,0.000007471173,0.000001930433,0.9916024,0.000309501,0.007908744,0.0001207969,0.000003912631],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.02579107,0.00004308371,0.972736,0.00005073128,0.0000160973,0.00001686571,0.00002468748,0.0002576101,0.001063859],"genre_scores_gemma":[0.7404993,0.0001515101,0.2572339,0.00007976768,0.00002724107,0.0001257917,0.0001390703,0.0002170213,0.001526447],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002421753,"threshold_uncertainty_score":0.01187885,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2255879235","doi":"10.1142/s0219024916500047","title":"OPTIMAL EXECUTION COST FOR LIQUIDATION THROUGH A LIMIT ORDER MARKET","year":2016,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"Université du Québec à Montréal","funders":"Natural Sciences and Engineering Research Council of Canada; Agence Nationale de la Recherche","keywords":"Limit (mathematics); Mathematical optimization; Bellman equation; Jump process; Jump; Position (finance); Stochastic control; Order book; Computer science; Portfolio; Order (exchange); Market impact; Optimal control; Market microstructure; Economics; Mathematics; Financial economics; Finance","authors":[{"name":"Etienne Chevalier","is_ca":false},{"name":"Vathana Ly Vath","is_ca":false},{"name":"Simone Scotti","is_ca":false},{"name":"Alexandre F. Roch","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01469365301443928,"gpt":0.2439350276547072,"spread":0.2292413746402679,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002810702,0.0008339825,0.001642472,0.0007489552,0.0006139998,0.002398142,0.001339723,0.002479408,0.006918406],"category_scores_gemma":[0.009584316,0.0007884244,0.0006849435,0.0005267399,0.001854207,0.003106301,0.001098822,0.001964514,0.0003827001],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002469002,"about_ca_system_score_gemma":0.00218445,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005451307,"about_ca_topic_score_gemma":0.002485664,"domain_scores_codex":[0.9993806,0.0002368616,0.00003344483,0.0001006983,0.00009073084,0.0001575173],"domain_scores_gemma":[0.99483,0.003641767,0.0005878804,0.0001445667,0.0002580333,0.0005377671],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002233852,0.0001102416,0.0006423739,0.0000774178,0.00002307853,0.0001245885,0.00005422569,0.9404919,0.001594282,0.05038282,0.0006399052,0.005635862],"study_design_scores_gemma":[0.00003165165,0.00006194369,0.0001533212,0.000009423444,0.00000840636,0.00001308736,0.00002118561,0.9834357,0.000296463,0.0157786,0.000179254,0.00001098569],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5194128,0.001000849,0.4628491,0.002081506,0.00007917484,0.0001701978,0.0002779247,0.0002994215,0.01382915],"genre_scores_gemma":[0.968918,0.0003066636,0.02467486,0.00008572388,0.00002483105,0.00009824149,0.0001275468,0.00008134833,0.005682745],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006918406,"threshold_uncertainty_score":0.02314436,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2788096234","doi":"10.1142/s0219024918500061","title":"EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING","year":2018,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Alberta","funders":"Canadian Network for Research and Innovation in Machining Technology, Natural Sciences and Engineering Research Council of Canada","keywords":"Stochastic volatility; Heston model; Stochastic differential equation; Valuation of options; Jump diffusion; Applied mathematics; SABR volatility model; Barrier option; Monte Carlo method; Computer science; Mathematics; Mathematical optimization; Volatility (finance); Jump; Econometrics","authors":[{"name":"Michael A. Kouritzin","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01764832353693108,"gpt":0.2368373140124638,"spread":0.2191889904755327,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002294334,0.000932593,0.0008538048,0.001052278,0.0004769701,0.001301766,0.001167068,0.001630352,0.004230786],"category_scores_gemma":[0.01157364,0.0007559698,0.001182723,0.000816605,0.001791028,0.002238839,0.002052539,0.002293596,0.0005522873],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008611439,"about_ca_system_score_gemma":0.001121852,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002023019,"about_ca_topic_score_gemma":0.001311423,"domain_scores_codex":[0.9991245,0.0005016279,0.00003698167,0.00006616649,0.000212317,0.00005851342],"domain_scores_gemma":[0.996564,0.002282324,0.0002423462,0.0002465202,0.0005140711,0.0001507641],"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":[0.00002413362,0.00002868837,0.000439958,0.00005455015,0.00002832919,0.00006332999,0.00007658853,0.5850609,0.0007309209,0.4014478,0.0005719583,0.01147294],"study_design_scores_gemma":[0.000004199523,0.000007723368,0.00002770673,0.000007954775,0.000002496647,0.0000115659,0.000005200611,0.9522534,0.0001523436,0.04693636,0.0005854475,0.000005608249],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.006537059,0.0002866423,0.9893265,0.000182133,0.0000744148,0.00002675968,0.00002198485,0.00004740397,0.003497155],"genre_scores_gemma":[0.5190209,0.001675302,0.460377,0.0004134584,0.0002873375,0.000423426,0.0002131707,0.0002354178,0.01735391],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004230786,"threshold_uncertainty_score":0.01415342,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2075174901","doi":"10.1142/s0219024905002986","title":"AFFINE LATTICE MODELS","year":2005,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Toronto","funders":"Eidgenössische Technische Hochschule Zürich; National Science Council","keywords":"Affine transformation; Lattice (music); Markov chain; Stochastic game; Applied mathematics; Computer science; Mathematics; Markov process; Continuous-time Markov chain; Mathematical optimization; Markov property; Markov model; Mathematical economics; Pure mathematics; Physics; Statistics","authors":[{"name":"Claudio Albanese","is_ca":false},{"name":"Alexey Kuznetsov","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.0133537960120771,"gpt":0.226087626116203,"spread":0.2127338301041259,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00112062,0.0005926178,0.001070328,0.001033862,0.000952155,0.003735065,0.002401882,0.001886902,0.01335767],"category_scores_gemma":[0.00518549,0.0004608866,0.001472305,0.001492659,0.001694836,0.004309097,0.001680368,0.00305286,0.002074682],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001537594,"about_ca_system_score_gemma":0.00141975,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005487156,"about_ca_topic_score_gemma":0.003629734,"domain_scores_codex":[0.9987532,0.0003719583,0.00006115919,0.0002123828,0.0004027989,0.0001985286],"domain_scores_gemma":[0.9982521,0.0006209484,0.0003295933,0.0002979047,0.0002808548,0.0002185443],"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":[0.0000127224,0.00001823359,0.0001978023,0.00002002814,0.00000960489,0.00007083974,0.00005321838,0.04728376,0.0002659825,0.946815,0.001255742,0.003996881],"study_design_scores_gemma":[0.00002072671,0.00002050009,0.00007643216,0.00001326405,0.000006647913,0.00009138934,0.00004005131,0.34485,0.0001554821,0.6456128,0.009093067,0.00001971157],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.02589238,0.001010085,0.9282572,0.001441967,0.0004022672,0.0001032866,0.0009721799,0.0004532079,0.04146736],"genre_scores_gemma":[0.7539432,0.002128406,0.1915999,0.0007837027,0.0005822363,0.0003932973,0.001306583,0.0002493853,0.04901328],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01335767,"threshold_uncertainty_score":0.04468584,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2077220221","doi":"10.1142/s0219024906003895","title":"SOME FURTHER ANALYTICAL PROPERTIES OF THE CONSTANT CORRELATION MODEL FOR PORTFOLIO SELECTION","year":2006,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"McMaster University","funders":"","keywords":"Portfolio; Constant (computer programming); Selection (genetic algorithm); Econometrics; Computer science; Covariance matrix; Portfolio optimization; Modern portfolio theory; Correlation; Computation; Model selection; Post-modern portfolio theory; Set (abstract data type); Variance (accounting); Matrix (chemical analysis); Mathematical optimization; Replicating portfolio; Mathematics; Economics; Algorithm; Machine learning; Financial economics","authors":[{"name":"Clarence C. Y. Kwan","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01448209802773079,"gpt":0.2029167793521415,"spread":0.1884346813244107,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00427443,0.001113407,0.0009342582,0.001152006,0.0009739719,0.002157492,0.001822395,0.002067609,0.01423839],"category_scores_gemma":[0.02637869,0.0005946496,0.001744834,0.002376562,0.001929864,0.004495663,0.001267729,0.003493709,0.002179144],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001943592,"about_ca_system_score_gemma":0.001999085,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006549046,"about_ca_topic_score_gemma":0.004988465,"domain_scores_codex":[0.9987493,0.0005570278,0.000052457,0.0001988325,0.0002825829,0.000159826],"domain_scores_gemma":[0.9906533,0.007347152,0.0007137602,0.000613126,0.0005466439,0.000125921],"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":[0.00001397885,0.00004153573,0.0007428342,0.00007091279,0.00002015162,0.0002081966,0.0001668207,0.08921001,0.0003832084,0.8847658,0.005842445,0.01853402],"study_design_scores_gemma":[0.00001468437,0.0000227683,0.0003560629,0.0000413501,0.0000156401,0.0001665364,0.00003600423,0.450981,0.0002542123,0.5415846,0.006499928,0.00002725113],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.008013082,0.001006533,0.9695295,0.003011159,0.0001232529,0.00007410635,0.0002065193,0.0002491811,0.0177866],"genre_scores_gemma":[0.561669,0.007835601,0.3710933,0.002847703,0.00149638,0.0009469083,0.0008696067,0.0005800663,0.05266137],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01423839,"threshold_uncertainty_score":0.04763216,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2134389094","doi":"10.1142/s0219024916500151","title":"TRAJECTORY-BASED MODELS, ARBITRAGE AND CONTINUITY","year":2016,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"Toronto Metropolitan University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Trajectory; Arbitrage; Class (philosophy); Mathematical economics; Portfolio; Mathematics; Mathematical optimization; Applied mathematics; Computer science; Econometrics; Economics; Financial economics; Artificial intelligence","authors":[{"name":"Alexánder Álvarez","is_ca":true},{"name":"Sebastián Ferrando","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01142009288509628,"gpt":0.2116577878434567,"spread":0.2002376949583604,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002485026,0.001107541,0.001227197,0.001211341,0.001053375,0.002003062,0.002410153,0.002598026,0.007848704],"category_scores_gemma":[0.01045737,0.0004729079,0.001832606,0.001026791,0.003683592,0.005225715,0.00272673,0.003270247,0.0006201882],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001683605,"about_ca_system_score_gemma":0.001171927,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002334523,"about_ca_topic_score_gemma":0.001402168,"domain_scores_codex":[0.9986285,0.0005014793,0.00006538018,0.0002672305,0.0003369602,0.0002004776],"domain_scores_gemma":[0.994362,0.00320544,0.000863035,0.0006488253,0.0004334963,0.0004872175],"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":[0.00001125158,0.00001775054,0.000384153,0.00003689844,0.00001894152,0.0001344105,0.00009339477,0.04306495,0.0003361327,0.9533525,0.0004769986,0.002072687],"study_design_scores_gemma":[0.00000753181,0.00002726581,0.0001552359,0.0000142589,0.000007777419,0.00008135852,0.00002309753,0.2235111,0.0001596772,0.7747651,0.001236331,0.00001118222],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.05381598,0.001144017,0.9289812,0.001797593,0.00009037251,0.00003669311,0.0001858368,0.0001673021,0.01378102],"genre_scores_gemma":[0.9244978,0.001074923,0.05595487,0.0003639912,0.0002276613,0.0001356982,0.0003122492,0.0001412859,0.01729156],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007848704,"threshold_uncertainty_score":0.02625656,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2964274997","doi":"10.1142/s0219024918500401","title":"BANK PANICS AND FIRE SALES, INSOLVENCY AND ILLIQUIDITY","year":2018,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Banking stability, regulation, efficiency","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"McMaster University","funders":"Deutsche Bundesbank; Natural Sciences and Engineering Research Council of Canada; Eidgenössische Technische Hochschule Zürich","keywords":"Systemic risk; Insolvency; Market liquidity; Spillover effect; Economics; Financial contagion; Asset (computer security); Bankruptcy; Stock (firearms); Liability; Business; Financial crisis; Monetary economics; Financial economics; Finance; Microeconomics; Macroeconomics; Computer science","authors":[{"name":"T. R. Hurd","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01084438065812746,"gpt":0.2246570202637559,"spread":0.2138126396056284,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008142146,0.0006125368,0.0005864897,0.001119714,0.0007200959,0.003792893,0.0008849191,0.001865179,0.007696747],"category_scores_gemma":[0.005354982,0.0004087762,0.0006505483,0.001283947,0.002589715,0.003716447,0.001825699,0.001679566,0.0007406846],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001132053,"about_ca_system_score_gemma":0.001064662,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003757605,"about_ca_topic_score_gemma":0.00273848,"domain_scores_codex":[0.9993887,0.0001332187,0.00004983567,0.000116244,0.0002043556,0.0001077339],"domain_scores_gemma":[0.9980223,0.0006218475,0.0009402874,0.0001219431,0.0001500072,0.0001436601],"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":[0.0002366836,0.0001037552,0.01593946,0.0003094884,0.00007927712,0.0009959656,0.0008667494,0.05425372,0.0008389683,0.8783602,0.009128684,0.03888697],"study_design_scores_gemma":[0.00006172487,0.0001763557,0.01979465,0.0002267704,0.00009493774,0.001629212,0.0009400576,0.08360974,0.0007475576,0.8602059,0.03240456,0.0001084672],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5558179,0.01509979,0.1513004,0.01261104,0.0008756003,0.0002759437,0.003520147,0.0007317753,0.2597674],"genre_scores_gemma":[0.9752299,0.004499306,0.003380782,0.0002063457,0.0003010283,0.00008865607,0.0004158213,0.00002666526,0.01585155],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007696747,"threshold_uncertainty_score":0.02574819,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2077924239","doi":"10.1142/s0219024913500040","title":"PRIORITY OPTION: THE VALUE OF BEING A LEADER","year":2013,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Capital Investment and Risk Analysis","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"McMaster University","funders":"","keywords":"Context (archaeology); Microeconomics; Value (mathematics); License; Economics; Markov chain; Mathematical economics; Business; Computer science","authors":[{"name":"Matheus R. Grasselli","is_ca":true},{"name":"Vincent Leclère","is_ca":false},{"name":"Michael Ludkovski","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.008902755862320876,"gpt":0.2113730093127021,"spread":0.2024702534503813,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003326296,0.0004982601,0.0005142385,0.0004891246,0.0008323605,0.002313287,0.001497219,0.002483364,0.00635392],"category_scores_gemma":[0.01402843,0.0002468294,0.0004948697,0.0004347384,0.00253548,0.004489638,0.001611407,0.001739524,0.0004135417],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008549987,"about_ca_system_score_gemma":0.0008066994,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005818451,"about_ca_topic_score_gemma":0.0004575891,"domain_scores_codex":[0.998514,0.0008021796,0.00004063405,0.000204939,0.0002222469,0.0002160127],"domain_scores_gemma":[0.992931,0.004390492,0.001098934,0.0004413352,0.0003294788,0.0008086452],"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":[0.0003126833,0.0001034325,0.003437926,0.0001166606,0.00006091643,0.000962245,0.0006158773,0.04743242,0.002972424,0.9194969,0.001067871,0.02342056],"study_design_scores_gemma":[0.00006450267,0.0002599899,0.00123156,0.00004880102,0.00003763469,0.0004756889,0.0004329026,0.1695985,0.001315448,0.8238885,0.002596866,0.00004964077],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5064209,0.0006324675,0.4218462,0.005452533,0.0001780195,0.0001230012,0.0001777294,0.00008181541,0.06508724],"genre_scores_gemma":[0.9854601,0.0001687528,0.01013107,0.0001012962,0.00005082999,0.0000300212,0.00002073743,0.00001076208,0.004026394],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.00635392,"threshold_uncertainty_score":0.02125597,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2988616163","doi":"10.1142/s021902491950047x","title":"HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS","year":2019,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Calgary","funders":"","keywords":"Markov chain; Hedge; Greeks; Economics; Bond; Stochastic differential equation; Portfolio; Econometrics; Mathematical economics; Mathematics; Finance; Applied mathematics; Financial economics; Statistics","authors":[{"name":"Tak Kuen Siu","is_ca":false},{"name":"Robert J. Elliott","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.006124814416700879,"gpt":0.2106716077144944,"spread":0.2045467932977935,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001945744,0.0007374398,0.0009883996,0.0006679714,0.0004100265,0.001595238,0.0008614156,0.001527807,0.001706766],"category_scores_gemma":[0.004322502,0.0005228504,0.001183001,0.0004846756,0.001791196,0.001952507,0.000972228,0.001201285,0.0001416343],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001012513,"about_ca_system_score_gemma":0.0008356056,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003280569,"about_ca_topic_score_gemma":0.001721603,"domain_scores_codex":[0.9994855,0.0002243003,0.0000248236,0.00008920698,0.0001144881,0.0000616376],"domain_scores_gemma":[0.998467,0.0008625655,0.0003352846,0.0000718915,0.0001266275,0.0001365307],"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":[0.0001385093,0.0000858093,0.002151621,0.0000883778,0.00009029692,0.0005495937,0.0001668966,0.4911178,0.005794645,0.4925425,0.0004265969,0.006847336],"study_design_scores_gemma":[0.00001487797,0.00002972859,0.0003019653,0.000005910931,0.000009572233,0.00002916891,0.000008623992,0.9696554,0.0001700708,0.02961958,0.0001452444,0.000009906406],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4149434,0.001129434,0.5752996,0.001124482,0.0001201057,0.00006157447,0.0001422725,0.0001062826,0.007072851],"genre_scores_gemma":[0.9835916,0.0005204016,0.01004821,0.00009348172,0.00007112284,0.00004973421,0.00006198596,0.00001305845,0.005550414],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003280569,"threshold_uncertainty_score":0.01029021,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3038345066","doi":"10.1142/s0219024920500363","title":"REAL OPTION SIGNALING GAMES OF DEBT FINANCING USING EQUITY GUARANTEE SWAPS UNDER ASYMMETRIC INFORMATION","year":2020,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Capital Investment and Risk Analysis","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo","funders":"","keywords":"Information asymmetry; Loan; Finance; Equity (law); Business; Swap (finance); Economics; Incentive compatibility; Debt; Incentive; Microeconomics","authors":[{"name":"Qiuqi Wang","is_ca":true},{"name":"Yue Kuen Kwok","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02439809500442563,"gpt":0.2501382269450918,"spread":0.2257401319406662,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002980615,0.002033995,0.002571461,0.001076215,0.0009218534,0.003737564,0.002717248,0.004433679,0.007215032],"category_scores_gemma":[0.008334896,0.0009427314,0.001924215,0.001012304,0.002721745,0.004819438,0.001978789,0.003500379,0.0005421198],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003674944,"about_ca_system_score_gemma":0.001839904,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00592286,"about_ca_topic_score_gemma":0.003099125,"domain_scores_codex":[0.9979304,0.0009837301,0.00009826873,0.00024527,0.0002477034,0.0004946496],"domain_scores_gemma":[0.9935464,0.003714688,0.001499986,0.0002496251,0.0003114294,0.0006778786],"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":[0.0002613071,0.0001650239,0.0006613288,0.000129765,0.00006777253,0.0006742778,0.0002964722,0.2864954,0.002103764,0.7036383,0.001551528,0.003955039],"study_design_scores_gemma":[0.0001206818,0.00008075527,0.0002891747,0.00002624059,0.00002782037,0.00006588125,0.00008482731,0.7957475,0.0002081877,0.2026958,0.0006066097,0.00004642341],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.4918055,0.00144527,0.4389304,0.005208941,0.0002223201,0.0003783199,0.001163644,0.0003106984,0.06053497],"genre_scores_gemma":[0.9790251,0.0005746146,0.008043004,0.0001680915,0.00009244882,0.0002154123,0.0001550832,0.00002582556,0.01170045],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007215032,"threshold_uncertainty_score":0.02666366,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2518862996","doi":"10.1142/s021902491650045x","title":"SIMPLIFIED HEDGE FOR PATH-DEPENDENT DERIVATIVES","year":2016,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Greeks; Hedge; Path dependent; Stochastic volatility; Volatility (finance); Replicating portfolio; Path (computing); Econometrics; Mathematical optimization; Valuation of options; Mathematics; Black–Scholes model; Mathematical economics; Economics; Computer science; Financial economics","authors":[{"name":"Carole Bernard","is_ca":false},{"name":"Junsen Tang","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01435983472667717,"gpt":0.2383115679420638,"spread":0.2239517332153867,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001092915,0.0004349117,0.0005590045,0.0005239422,0.0002570672,0.001093438,0.0006129897,0.000725585,0.004886857],"category_scores_gemma":[0.003649956,0.0002388592,0.0007491205,0.0004614844,0.0007420085,0.001917264,0.001222107,0.001152684,0.0003639516],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003387581,"about_ca_system_score_gemma":0.0003280684,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003633247,"about_ca_topic_score_gemma":0.0003587409,"domain_scores_codex":[0.9993684,0.0001758914,0.00004346051,0.0000881207,0.0002778096,0.00004634658],"domain_scores_gemma":[0.9990678,0.0003877968,0.0001090136,0.000266271,0.0001204213,0.00004877051],"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":[0.0002659578,0.00008676088,0.001394058,0.0001344431,0.00009577798,0.0005987014,0.0001817829,0.3221991,0.01694861,0.5631652,0.001348436,0.09358111],"study_design_scores_gemma":[0.00003111853,0.0001757055,0.0005758455,0.0000203919,0.00002793086,0.000267604,0.00003446942,0.6910543,0.003111451,0.2995349,0.005133926,0.00003240191],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.1006305,0.0003646712,0.8916504,0.0001354651,0.000049823,0.0000499275,0.00008299941,0.0001386655,0.006897394],"genre_scores_gemma":[0.8679168,0.0003068832,0.1254776,0.00007430342,0.00003922467,0.00006317293,0.0001585389,0.00005747438,0.005906067],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.004886857,"threshold_uncertainty_score":0.01634818,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2903042244","doi":"10.1142/s0219024918500115","title":"DYNAMIC MEAN–VARIANCE OPTIMIZATION PROBLEMS WITH DETERMINISTIC INFORMATION","year":2018,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"","funders":"Eidgenössische Technische Hochschule Zürich; Swiss Finance Institute; McMaster University","keywords":"Semimartingale; Martingale (probability theory); Variance (accounting); Applied mathematics; Mathematics; Transformation (genetics); Portfolio; Exponential function; Mathematical optimization; Integrable system; Mathematical economics; Computer science; Pure mathematics; Economics; Mathematical analysis","authors":[{"name":"Martin Schweizer","is_ca":false},{"name":"Danijel Zivoi","is_ca":false},{"name":"Mario Šikić","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.005637810215579766,"gpt":0.2028718365011654,"spread":0.1972340262855856,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002533491,0.001266524,0.001910168,0.0009074991,0.0004180651,0.00200347,0.001241606,0.002949529,0.002452419],"category_scores_gemma":[0.009108398,0.0009270002,0.001184703,0.001193404,0.001605364,0.001716903,0.001787232,0.001859462,0.0002321851],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001330373,"about_ca_system_score_gemma":0.001609449,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003321705,"about_ca_topic_score_gemma":0.001846623,"domain_scores_codex":[0.9989518,0.0004316366,0.00004993665,0.0002279436,0.0001918476,0.0001468641],"domain_scores_gemma":[0.9960576,0.003089454,0.0003700716,0.0001140902,0.0002111709,0.0001575935],"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":[0.00006687373,0.00007229575,0.0005597662,0.0001424297,0.0001182707,0.0002038135,0.000064691,0.8353361,0.0006537531,0.1494014,0.001309403,0.01207117],"study_design_scores_gemma":[0.00002578751,0.00003301589,0.0001423773,0.00001504023,0.00001594159,0.00002495022,0.00001172968,0.9277977,0.000143173,0.07117073,0.0006036335,0.00001578865],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.06219706,0.002288337,0.921089,0.00295781,0.0002147144,0.00006561978,0.0002451009,0.0001195159,0.01082286],"genre_scores_gemma":[0.8567321,0.001692303,0.1226281,0.0005352272,0.0003809326,0.0003171789,0.0003952691,0.000102761,0.01721623],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.003321705,"threshold_uncertainty_score":0.01339859,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3124989062","doi":"10.1142/s0219024913500349","title":"VALUING EARLY-EXERCISE INTEREST-RATE OPTIONS WITH MULTI-FACTOR AFFINE MODELS","year":2013,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"Fields Institute for Research in Mathematical Sciences; Actua; Western University; University of Toronto","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Accrual; Callable bond; Interest rate derivative; Range (aeronautics); Monte Carlo method; Partial differential equation; Affine transformation; Valuation of options; Monte Carlo methods for option pricing; Interest rate; Asian option; Econometrics; Mathematics; Computer science; Mathematical optimization; Applied mathematics; Economics; Finance; Statistics","authors":[{"name":"Sebastian Jaimungal","is_ca":true},{"name":"Vladimir Surkov","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02336009173402634,"gpt":0.2264585561481464,"spread":0.2030984644141201,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001947478,0.0005962995,0.0006892249,0.0005406396,0.0002764134,0.001586723,0.0007832525,0.00117774,0.001333392],"category_scores_gemma":[0.004979616,0.0004066382,0.0008178896,0.0004759015,0.0007881336,0.002137034,0.001009146,0.001438845,0.0001542271],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005390995,"about_ca_system_score_gemma":0.0004405028,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002057868,"about_ca_topic_score_gemma":0.001313153,"domain_scores_codex":[0.9996153,0.0002217269,0.00001882658,0.00004369286,0.00007535753,0.00002515822],"domain_scores_gemma":[0.9986497,0.0009668025,0.0001452018,0.0000941553,0.00008074093,0.00006342658],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00004606468,0.00003220043,0.0007728783,0.00002798057,0.00002009828,0.00007932968,0.00004135525,0.9439106,0.001890871,0.04181615,0.0001243203,0.01123814],"study_design_scores_gemma":[0.000001952601,0.000008331482,0.00005278364,0.000001398388,0.000001324895,0.000005407122,0.000002347896,0.9937338,0.0001790897,0.005952777,0.00005819522,0.000002584512],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1582728,0.0002740103,0.8391328,0.000161674,0.00002693985,0.00002868684,0.00003007261,0.00009785469,0.001975166],"genre_scores_gemma":[0.903347,0.0002095463,0.09454263,0.0000262434,0.00002393617,0.00002644631,0.00004115042,0.00003171656,0.001751351],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002057868,"threshold_uncertainty_score":0.01029938,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3146800181","doi":"10.1142/s0219024921500126","title":"EFFICIENT RISK MEASURES CALCULATIONS FOR GENERALIZED CREDITRISK+ MODELS","year":2021,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo","funders":"","keywords":"Monte Carlo method; Importance sampling; Expected shortfall; Quantile; Computer science; Credit risk; Mathematical optimization; Value at risk; Applied mathematics; Benchmark (surveying); Computation; Function (biology); Mathematics; Econometrics; Portfolio; Algorithm; Statistics; Risk management; Finance; Economics","authors":[{"name":"Zhenzhen Huang","is_ca":true},{"name":"Yue Kuen Kwok","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02082292749215352,"gpt":0.2395253221089621,"spread":0.2187023946168086,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001562965,0.0006469557,0.0009068314,0.000834132,0.0004450735,0.001294568,0.001164058,0.000821157,0.004957933],"category_scores_gemma":[0.005144517,0.0003304935,0.0009743431,0.0007549835,0.000643275,0.001719457,0.001195873,0.001476706,0.0007888716],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008074066,"about_ca_system_score_gemma":0.001566666,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003873389,"about_ca_topic_score_gemma":0.002824885,"domain_scores_codex":[0.9993582,0.000244585,0.00003946968,0.00007497456,0.0002249667,0.00005786163],"domain_scores_gemma":[0.9984946,0.0008321204,0.0001470312,0.0002162337,0.0002519794,0.00005799944],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00002022355,0.00002791368,0.0007575345,0.00006178068,0.00001980908,0.00009277289,0.00005701662,0.8204063,0.0009889252,0.1474662,0.001156883,0.02894464],"study_design_scores_gemma":[0.000002836081,0.000004460328,0.00007589578,0.00000616461,0.00000321581,0.000023277,0.000006403899,0.9632816,0.0002130467,0.03575378,0.0006242793,0.000004929886],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01040553,0.0001578342,0.9857892,0.0001464259,0.00001805028,0.00002840009,0.00006517606,0.0002081946,0.003181159],"genre_scores_gemma":[0.561664,0.0007512672,0.4292963,0.0002587205,0.00009390701,0.0002865241,0.0004289566,0.000396839,0.006823495],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004957933,"threshold_uncertainty_score":0.01658595,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2088233227","doi":"10.1142/s0219024912500550","title":"ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET","year":2012,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Calgary","funders":"Australian Research Council","keywords":"Martingale (probability theory); Economics; Markov process; Mathematical economics; Markov chain; Representation (politics); Econometrics; Microeconomics; Mathematics; Applied mathematics","authors":[{"name":"Robert J. Elliott","is_ca":true},{"name":"Tak Kuen Siu","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.009347324102053401,"gpt":0.2245704096628456,"spread":0.2152230855607922,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003771017,0.0005841848,0.001256013,0.001047942,0.001126343,0.002707388,0.0009165953,0.002253342,0.003922734],"category_scores_gemma":[0.009805455,0.0004968494,0.00175336,0.0006301305,0.002998563,0.00365953,0.002009097,0.002321776,0.0002766903],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001419364,"about_ca_system_score_gemma":0.000987354,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001196469,"about_ca_topic_score_gemma":0.0006806511,"domain_scores_codex":[0.9981158,0.0006062645,0.0001144867,0.0002956115,0.0004466116,0.0004212781],"domain_scores_gemma":[0.9929391,0.004019253,0.001505807,0.0005343567,0.0003668642,0.0006346575],"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":[0.0001341418,0.0000829951,0.001018858,0.00005023496,0.00004989425,0.000494502,0.0001913761,0.05001483,0.00422458,0.9399074,0.0003904788,0.003440701],"study_design_scores_gemma":[0.00006047705,0.0001061805,0.0009476953,0.0000255714,0.00002641419,0.0001652718,0.00006282169,0.4206299,0.001150618,0.5761881,0.000599305,0.00003754952],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6812606,0.0005306773,0.2960639,0.001282892,0.00006040977,0.00007008592,0.0002222217,0.0002570272,0.0202522],"genre_scores_gemma":[0.990502,0.0001784633,0.007042668,0.00004355127,0.0000468455,0.00003125342,0.00005070068,0.00001313047,0.002091327],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003922734,"threshold_uncertainty_score":0.0199433,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2951437293","doi":"10.1142/s0219024919500225","title":"PORTFOLIO OPTIMIZATION WITH PERFORMANCE RATIOS","year":2019,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Portfolio; Mathematical optimization; Portfolio optimization; Martingale (probability theory); Measure (data warehouse); Mathematics; Fractional programming; Stochastic control; Benchmark (surveying); Optimization problem; Selection (genetic algorithm); Computer science; Applied mathematics; Optimal control; Nonlinear programming; Economics; Finance","authors":[{"name":"Hongcan Lin","is_ca":true},{"name":"David Saunders","is_ca":true},{"name":"Chengguo Weng","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.005210377853328775,"gpt":0.189335018746504,"spread":0.1841246408931752,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00476324,0.003241198,0.002540549,0.001318186,0.0005367032,0.003412653,0.001575079,0.003489141,0.003910174],"category_scores_gemma":[0.01546235,0.0007923031,0.001270383,0.001717107,0.002180546,0.003795135,0.002541707,0.002507372,0.0005765631],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001960055,"about_ca_system_score_gemma":0.00115657,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001774705,"about_ca_topic_score_gemma":0.000647634,"domain_scores_codex":[0.9962663,0.002389117,0.0001015546,0.0004081404,0.0005342975,0.0003005879],"domain_scores_gemma":[0.9965487,0.00247908,0.0003862426,0.0001417888,0.0002366648,0.000207615],"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":[0.00007382263,0.00007327077,0.0003632901,0.0001919855,0.00009820771,0.0001466585,0.00004691664,0.6118081,0.0006715274,0.3722401,0.001754923,0.01253122],"study_design_scores_gemma":[0.00003595626,0.00007270613,0.0001134046,0.00002746046,0.00002069082,0.00003969881,0.00001332456,0.8249261,0.0001774798,0.1732043,0.001350355,0.00001859902],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.02450008,0.005456288,0.9450711,0.002544683,0.0003200395,0.00007245537,0.0001328209,0.0001680017,0.02173458],"genre_scores_gemma":[0.8921165,0.00514531,0.080228,0.0004727106,0.0007818097,0.0002665792,0.000208113,0.0001674458,0.02061358],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00476324,"threshold_uncertainty_score":0.02519077,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2083229504","doi":"10.1142/s0219024908004993","title":"A NEW REPRESENTATION OF THE LOCAL VOLATILITY SURFACE","year":2008,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Western University","funders":"","keywords":"Local volatility; Implied volatility; Volatility (finance); Volatility smile; Econometrics; Volatility swap; Forward volatility; Ansatz; Economics; Variance swap; Stochastic volatility; Mathematics; Applied mathematics; Mathematical optimization","authors":[{"name":"Marianito R. Rodrigo","is_ca":false},{"name":"Rogemar Mamon","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01531643658792147,"gpt":0.2324431534710567,"spread":0.2171267168831352,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001299445,0.0005936999,0.0007696471,0.001085452,0.0003143298,0.001994258,0.001443776,0.001517812,0.003194026],"category_scores_gemma":[0.004270636,0.0003674538,0.0007858034,0.000755438,0.001240787,0.003644865,0.001754146,0.001957547,0.0006627821],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004188766,"about_ca_system_score_gemma":0.0005218121,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004667397,"about_ca_topic_score_gemma":0.0003173439,"domain_scores_codex":[0.9995659,0.0001225059,0.00002670624,0.0001043505,0.000140997,0.00003955115],"domain_scores_gemma":[0.9988849,0.0004726411,0.0001476653,0.0002218888,0.0001838972,0.00008909277],"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":[0.00003154127,0.00003969509,0.001028993,0.000117966,0.00003664679,0.0002671747,0.0002087421,0.2168511,0.01693968,0.7328615,0.001278619,0.03033837],"study_design_scores_gemma":[0.000005416702,0.00002353977,0.0002332353,0.00001010558,0.00000611562,0.0001146087,0.00002847606,0.8818147,0.001069501,0.1146327,0.002042112,0.00001947254],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.02388138,0.0002092404,0.9720334,0.000241213,0.00005181538,0.00001826403,0.00008606909,0.0001807887,0.003297841],"genre_scores_gemma":[0.7407393,0.0008970561,0.2447242,0.0003397183,0.0003025711,0.0001511778,0.0005286471,0.0005315538,0.01178575],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.003194026,"threshold_uncertainty_score":0.01068509,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2116721779","doi":"10.1142/s0219024904002396","title":"CALIBRATION OF MULTIFACTOR MODELS IN ELECTRICITY MARKETS","year":2004,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Energy Load and Power Forecasting","field":"Engineering","cited_by":5,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Pacific Institute for the Mathematical Sciences; University of British Columbia","funders":"","keywords":"Kalman filter; Spot contract; Econometrics; Calibration; Electricity; Electricity market; Extended Kalman filter; Computer science; Economics; Futures contract; Financial economics; Statistics; Engineering; Mathematics; Artificial intelligence","authors":[{"name":"Martin T. Barlow","is_ca":true},{"name":"Yu. P. Gusev","is_ca":true},{"name":"Manpo Lai","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.005486829986607013,"gpt":0.2006814586176817,"spread":0.1951946286310747,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004229316,0.000584644,0.0007651213,0.0007721783,0.0003786787,0.001378759,0.001306541,0.002033129,0.001715903],"category_scores_gemma":[0.02065225,0.0005702013,0.0008821674,0.0008227038,0.0009676859,0.002193863,0.001100113,0.001990253,0.000311303],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001224664,"about_ca_system_score_gemma":0.000871286,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007367883,"about_ca_topic_score_gemma":0.003348146,"domain_scores_codex":[0.9985815,0.0007550822,0.00006316548,0.0002903706,0.0002015067,0.000108277],"domain_scores_gemma":[0.9939295,0.00418011,0.0009185381,0.0005229316,0.0003509957,0.00009799459],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00003668794,0.00003059026,0.002352064,0.0000318184,0.00004829342,0.00007296672,0.000112736,0.9273766,0.0006642609,0.05839808,0.0003735045,0.01050245],"study_design_scores_gemma":[0.000007294827,0.00001131709,0.0008860076,0.000006400632,0.0000055894,0.00001881405,0.00001764551,0.9536047,0.0001573315,0.04501387,0.0002552718,0.00001580776],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.197582,0.0007340181,0.797066,0.0008721441,0.00006063549,0.00003172076,0.0001680581,0.0003594907,0.003125929],"genre_scores_gemma":[0.9719686,0.0004683516,0.02563215,0.00007006784,0.00003883491,0.00004870353,0.0001676225,0.00004521323,0.001560471],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007367883,"threshold_uncertainty_score":0.02236706,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1894494774","doi":"10.1142/s0219024915500181","title":"PRICING TWO-ASSET BARRIER OPTIONS UNDER STOCHASTIC CORRELATION VIA PERTURBATION","year":2015,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Toronto Metropolitan University","funders":"","keywords":"Stochastic volatility; Barrier option; Covariance; Econometrics; Perturbation (astronomy); Stochastic process; Mathematics; Mathematical optimization; Economics; Applied mathematics; Volatility (finance); Computer science; Physics; Statistics","authors":[{"name":"Marcos Escobar","is_ca":true},{"name":"Barbara Götz","is_ca":false},{"name":"Daniela Neykova","is_ca":false},{"name":"Rudi Zagst","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01547709642579508,"gpt":0.2394098466379573,"spread":0.2239327502121622,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009782088,0.0006612228,0.0007620048,0.0004655325,0.0002756563,0.001464534,0.0005707192,0.00118175,0.001364698],"category_scores_gemma":[0.003723773,0.0003049475,0.000723437,0.0005299205,0.001267112,0.001922275,0.001443535,0.001451539,0.0002142954],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004493298,"about_ca_system_score_gemma":0.0005718387,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008832499,"about_ca_topic_score_gemma":0.0003861306,"domain_scores_codex":[0.9994155,0.0003400935,0.00001696343,0.00004173667,0.0001494441,0.00003630352],"domain_scores_gemma":[0.9988781,0.0007293159,0.0001338331,0.00006670206,0.00009310068,0.0000989031],"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":[0.0001001026,0.00004727553,0.0005914885,0.00006604093,0.00005663009,0.0004966806,0.00007350947,0.717293,0.009941251,0.2640209,0.0004217968,0.006891241],"study_design_scores_gemma":[0.000005156966,0.00001347844,0.00004616914,0.000001965922,0.000002324888,0.00002924037,0.00000361001,0.9768494,0.0003350287,0.02259892,0.0001089137,0.000005848024],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1308122,0.0003973164,0.8630572,0.0004208987,0.0001013707,0.00004158564,0.00003374282,0.0001699315,0.004965755],"genre_scores_gemma":[0.9431274,0.0004028732,0.05208078,0.0001054865,0.00007587931,0.00006397007,0.0000425125,0.00008229915,0.004018636],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.001464534,"threshold_uncertainty_score":0.005173266,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2019049398","doi":"10.1142/s0219024904002281","title":"LONG-SHORT PORTFOLIO MODELING: CRITIQUE AND EXTENSION","year":2004,"lang":"en","type":"article","venue":"International Journal of Theoretical and Applied Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"McMaster University","funders":"","keywords":"Portfolio; Extension (predicate logic); Computer science; Portfolio optimization; Post-modern portfolio theory; Selection (genetic algorithm); Black–Litterman model; Mathematical economics; Modern portfolio theory; Application portfolio management; Mathematical optimization; Replicating portfolio; Econometrics; Economics; Project portfolio management; Financial economics; Mathematics; Artificial intelligence; Management; Project management","authors":[{"name":"Clarence C. Y. Kwan","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01493253393275391,"gpt":0.2427771904973407,"spread":0.2278446565645868,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01097563,0.001008038,0.001200482,0.001192022,0.000676379,0.002552669,0.004018694,0.002662991,0.005459992],"category_scores_gemma":[0.03061538,0.0005567064,0.001301925,0.001716685,0.002327801,0.008150849,0.002904141,0.004826398,0.0009360648],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0015885,"about_ca_system_score_gemma":0.002283712,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003516893,"about_ca_topic_score_gemma":0.001682619,"domain_scores_codex":[0.9952583,0.002394182,0.0002972958,0.0005111047,0.001356055,0.0001830582],"domain_scores_gemma":[0.9806207,0.01330325,0.001638452,0.001833231,0.002189699,0.0004145577],"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":[0.00001818215,0.00004342872,0.0006271803,0.0001262732,0.00003274251,0.00007377674,0.0001550802,0.03429788,0.00007841444,0.9150136,0.005497234,0.04403629],"study_design_scores_gemma":[0.0000136937,0.00003270663,0.0002573945,0.00006053272,0.00001126932,0.00008279398,0.00004971191,0.1040445,0.00007993696,0.8835812,0.01177047,0.00001559314],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01594721,0.01073366,0.9055148,0.04101818,0.0007039116,0.00007381994,0.0002277154,0.0002481353,0.0255325],"genre_scores_gemma":[0.7935669,0.0249952,0.1393294,0.007063823,0.005496033,0.0003929807,0.0004426244,0.0003195492,0.02839351],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01097563,"threshold_uncertainty_score":0.05804539,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null}]}