{"meta":{"page":1,"per_page":50,"max_per_page":100,"total":65,"total_is_capped":false,"direct_labels_cover":0,"predictions_cover":65,"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":"d52068d30d26","filters":{"venue":"Mathematical Finance"}},"results":[{"id":"W2048712136","doi":"10.1111/1467-9965.00018","title":"A General Fractional White Noise Theory And Applications To Finance","year":2003,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":311,"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":"Fractional Brownian motion; Hurst exponent; White noise; Mathematical economics; Econometrics; Statistical physics; Mathematics; Brownian noise; Brownian motion; Economics; Noise (video); Applied mathematics; Computer science; Statistics; Physics; Artificial intelligence","authors":[{"name":"Robert J. Elliott","is_ca":true},{"name":"John van der Hoek","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01906737036466983,"gpt":0.2392928599969457,"spread":0.2202254896322758,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000929408,0.0008744744,0.0008118841,0.001570361,0.0007717274,0.001825253,0.0008828401,0.001781581,0.003781712],"category_scores_gemma":[0.001775073,0.0003290978,0.001467501,0.001610864,0.001870616,0.003072713,0.001176036,0.001725159,0.0005339874],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001057279,"about_ca_system_score_gemma":0.0008923282,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001662166,"about_ca_topic_score_gemma":0.0008282788,"domain_scores_codex":[0.9995863,0.00008891087,0.00002421997,0.000100228,0.00014462,0.00005574029],"domain_scores_gemma":[0.9996463,0.0001231118,0.00006435461,0.00004583204,0.00007124384,0.00004918035],"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":[0.000003479043,0.000008106909,0.00008355326,0.00002770188,0.000007439667,0.00005845794,0.00004161414,0.007352124,0.000887472,0.9851435,0.0008992251,0.005487263],"study_design_scores_gemma":[0.000004099928,0.00001412028,0.0001207609,0.00002017274,0.000006597752,0.00009486219,0.00001515835,0.04756045,0.0002613136,0.9406198,0.01127173,0.00001098981],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.02310147,0.008390405,0.9310639,0.003243043,0.00104877,0.00003342285,0.0001414593,0.0001776957,0.03279981],"genre_scores_gemma":[0.6297249,0.02129306,0.2786343,0.002703494,0.005201891,0.0002359852,0.000399642,0.0001923743,0.06161427],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003781712,"threshold_uncertainty_score":0.01265109,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2009488837","doi":"10.1111/1467-9965.00088","title":"On Models of Default Risk","year":2000,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":243,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"","funders":"University of Alberta","keywords":"Jump; Filtration (mathematics); Default risk; Asset (computer security); Intensity (physics); Default; Econometrics; Credit risk; Mathematical economics; Mathematics; Economics; Computer science; Actuarial science; Statistics; Finance; Physics","authors":[{"name":"Robert J. Elliott","is_ca":false},{"name":"Monique Jeanblanc","is_ca":false},{"name":"Marc Yor","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.0255880433123092,"gpt":0.2145346679662205,"spread":0.1889466246539113,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003153003,0.0009850425,0.001471143,0.00174906,0.0009597995,0.003473225,0.002203649,0.003327666,0.009252029],"category_scores_gemma":[0.01073915,0.0005105584,0.001380835,0.002310656,0.003148302,0.00593001,0.002450059,0.0028152,0.001255693],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002270917,"about_ca_system_score_gemma":0.0009444598,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002297665,"about_ca_topic_score_gemma":0.001924524,"domain_scores_codex":[0.9988048,0.0005739217,0.00006819562,0.0001524091,0.0002130633,0.0001876509],"domain_scores_gemma":[0.9958555,0.002700823,0.0004324866,0.000400137,0.0002822727,0.0003287146],"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":[0.000007282547,0.00001159899,0.0001950355,0.00001417829,0.000007658994,0.00004713777,0.00005872716,0.01332483,0.0001000361,0.9840785,0.0008665044,0.001288384],"study_design_scores_gemma":[0.000009688268,0.000007569231,0.0001264397,0.00001823479,0.000005086706,0.00003868365,0.00001786412,0.04778669,0.00002532795,0.9506325,0.001324234,0.000007676999],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.07356237,0.009246534,0.819261,0.01122104,0.0003962433,0.00008820883,0.0005981486,0.0004176865,0.08520883],"genre_scores_gemma":[0.9030017,0.01119249,0.05124249,0.001400702,0.001747569,0.0003025682,0.000539708,0.0001731994,0.03039949],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.009252029,"threshold_uncertainty_score":0.03095114,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3122962955","doi":"10.1111/mafi.12051","title":"RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS","year":2013,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Banking stability, regulation, efficiency","field":"Economics, Econometrics and Finance","cited_by":242,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"","funders":"Economic and Social Research Council; Mitacs","keywords":"Financial networks; Financial contagion; Fraction (chemistry); Degree distribution; Resilience (materials science); Counterparty; Insolvency; Psychological resilience; Credit risk","authors":[],"retraction":null,"screen_n_in":null,"score":{"opus":0.0151612271450694,"gpt":0.2214002788901006,"spread":0.2062390517450312,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001874334,0.0003960776,0.0005187159,0.001810646,0.0005642744,0.001299443,0.0009121143,0.0009615921,0.002004986],"category_scores_gemma":[0.02359436,0.0003256071,0.0005311392,0.0007179265,0.002335224,0.003246318,0.001461385,0.001107332,0.0001559198],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001341853,"about_ca_system_score_gemma":0.0003866308,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001644678,"about_ca_topic_score_gemma":0.0008921505,"domain_scores_codex":[0.9994325,0.0002147306,0.00002941205,0.000120277,0.0001152765,0.0000877094],"domain_scores_gemma":[0.9839955,0.01176033,0.00213958,0.0009280319,0.0007551648,0.0004214179],"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":[0.00007999201,0.0000508855,0.00792923,0.0001745233,0.00008456838,0.0004520581,0.000467739,0.5171505,0.00670905,0.4478403,0.001231627,0.01782953],"study_design_scores_gemma":[0.000006824908,0.00002343081,0.002300591,0.00002884411,0.00001912874,0.0001729208,0.00007442007,0.744972,0.0008760815,0.2509458,0.0005613979,0.00001853547],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.433758,0.001018265,0.5510741,0.001554413,0.00005201124,0.00005818143,0.0001566642,0.0003678244,0.01196041],"genre_scores_gemma":[0.9936876,0.000327353,0.005187463,0.00005285936,0.00003476623,0.00003530042,0.00003862051,0.00001913819,0.0006170419],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002004986,"threshold_uncertainty_score":0.009912491,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2148474709","doi":"10.1111/1467-9965.00114","title":"Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings","year":2001,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":230,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"The Scarborough Hospital; University of Toronto; University of British Columbia","funders":"","keywords":"Markov chain; Generator matrix; Generator (circuit theory); Stochastic matrix; Credit rating; Matrix (chemical analysis); Transition (genetics); Econometrics; Computer science; Transition rate matrix; Mathematics; Economics; Mathematical economics; Actuarial science; Algorithm; Statistics; Power (physics); Physics; Thermodynamics; Chemistry","authors":[{"name":"Robert B. Israel","is_ca":true},{"name":"Jeffrey S. Rosenthal","is_ca":true},{"name":"Jason Zhanshun Wei","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03882070773516155,"gpt":0.2717997887199194,"spread":0.2329790809847579,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006787704,0.001491889,0.001195288,0.002036063,0.0008901792,0.001634802,0.001126974,0.001432104,0.003846134],"category_scores_gemma":[0.08356837,0.001116484,0.001088252,0.001322128,0.002908809,0.004741665,0.001739527,0.002763299,0.0007896447],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00137691,"about_ca_system_score_gemma":0.001602103,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002673766,"about_ca_topic_score_gemma":0.002844421,"domain_scores_codex":[0.9974533,0.001635731,0.0001022978,0.0004377052,0.0002583178,0.0001128227],"domain_scores_gemma":[0.9213096,0.07119533,0.003418097,0.001775799,0.001576203,0.0007250221],"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":[0.0001521189,0.0001541075,0.006480075,0.0002716006,0.00008803095,0.0003184764,0.0005788482,0.5389442,0.001711609,0.3825747,0.002347073,0.06637914],"study_design_scores_gemma":[0.00001978683,0.00002469863,0.0003012265,0.00002684815,0.000008047336,0.00005491229,0.0000374839,0.7304472,0.0004366245,0.2681693,0.0004506736,0.00002331685],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01306141,0.0001790134,0.9854478,0.000276148,0.00001394068,0.00006394317,0.00008775366,0.0001898866,0.0006800662],"genre_scores_gemma":[0.4310464,0.001190638,0.5620627,0.0001832512,0.0002216628,0.0005641245,0.001113007,0.0002606031,0.003357526],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006787704,"threshold_uncertainty_score":0.03589725,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1966603303","doi":"10.1111/1467-9965.00101","title":"Laguerre Series for Asian and Other Options","year":2000,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":149,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Université de Montréal","funders":"","keywords":"Geometric Brownian motion; Asian option; Mathematics; Reciprocal; Computation; Series (stratigraphy); Laguerre polynomials; Brownian excursion; Brownian motion; Interval (graph theory); Applied mathematics; Distribution (mathematics); Asset (computer security); Valuation of options; Mathematical economics; Econometrics; Mathematical analysis; Economics; Computer science; Statistics; Diffusion process; Combinatorics; Algorithm; Geology","authors":[{"name":"Daniel Dufresne","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02749750141198372,"gpt":0.2363938351893934,"spread":0.2088963337774097,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001176936,0.0005228791,0.0003356537,0.001482117,0.0004373695,0.001336597,0.0004825849,0.0006108115,0.006591795],"category_scores_gemma":[0.003800587,0.0001428519,0.0004864823,0.001577185,0.001097908,0.002460268,0.0004725753,0.00170373,0.001165692],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000759156,"about_ca_system_score_gemma":0.0003366901,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001368346,"about_ca_topic_score_gemma":0.001225887,"domain_scores_codex":[0.9997314,0.00007506266,0.00001096147,0.00003168773,0.0001140101,0.0000368097],"domain_scores_gemma":[0.999138,0.0005024811,0.00008420415,0.00006216994,0.0001410153,0.00007212404],"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":[0.00000719977,0.000008595689,0.0001096264,0.00002002698,0.000002998713,0.000054553,0.0000614497,0.009060076,0.0004964344,0.9812062,0.0008642576,0.008108642],"study_design_scores_gemma":[0.000006808519,0.00001238655,0.0003337806,0.00002339308,0.000003372751,0.0001196413,0.00004346241,0.09898612,0.000314804,0.8921464,0.00799348,0.00001646259],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.07497466,0.008269562,0.8010386,0.002457939,0.0006739366,0.00004266794,0.0001896381,0.0004421783,0.1119107],"genre_scores_gemma":[0.8619707,0.005607639,0.07872398,0.0005715756,0.0007557984,0.00008898143,0.0002395836,0.000185306,0.05185646],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006591795,"threshold_uncertainty_score":0.02205175,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2014282155","doi":"10.1111/j.1467-9965.2009.00366.x","title":"EXPLICIT SOLUTIONS OF CONSUMPTION‐INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING","year":2009,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":146,"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":"Consumption (sociology); Economics; Financial market; Investment (military); Asset (computer security); Markov chain; Expected utility hypothesis; Complete market; Microeconomics; Incomplete markets; Monetary economics; Financial economics; Econometrics; Finance","authors":[{"name":"Luz R. Sotomayor","is_ca":true},{"name":"Abel Cadenillas","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03592429570534661,"gpt":0.2260654767434018,"spread":0.1901411810380552,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002050932,0.000808933,0.001011311,0.0006837561,0.0005355385,0.001636245,0.000816472,0.00245872,0.00429036],"category_scores_gemma":[0.009645159,0.0007590479,0.001005696,0.0006333393,0.00171353,0.001683216,0.001660754,0.001618144,0.0002026518],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001579205,"about_ca_system_score_gemma":0.001359767,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003339528,"about_ca_topic_score_gemma":0.002964253,"domain_scores_codex":[0.9993165,0.0003398208,0.00002797657,0.00007563721,0.00009534342,0.0001447769],"domain_scores_gemma":[0.9964473,0.00268847,0.0004070409,0.00008590812,0.0001540962,0.0002172434],"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":[0.00008352056,0.0001008118,0.0009040762,0.0000892709,0.00004913017,0.0001946585,0.0001306112,0.4917888,0.0005970109,0.4991424,0.00122323,0.005696369],"study_design_scores_gemma":[0.0000413043,0.00002035289,0.0002024867,0.00001786559,0.000008507195,0.00001663009,0.00004046726,0.8192867,0.0001031702,0.1797008,0.0005509527,0.00001078179],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2666039,0.001928535,0.6817537,0.004333463,0.0001810239,0.0001144633,0.0002951408,0.0001553677,0.04463432],"genre_scores_gemma":[0.946061,0.0008567761,0.03901932,0.000210701,0.000099577,0.0002323994,0.0001645724,0.00005365944,0.01330196],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00429036,"threshold_uncertainty_score":0.01435274,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2125854305","doi":"10.1111/j.1467-9965.2006.00267.x","title":"CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM","year":2006,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":145,"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":"Stochastic control; Dividend; Bankruptcy; Impulse control; Dividend policy; Bellman equation; Optimization problem; Economics; Actuarial science; Payment; Mathematical optimization; Time horizon; Control (management); Optimal control; Mathematical economics; Mathematics; Finance","authors":[{"name":"Abel Cadenillas","is_ca":true},{"name":"Tahir Choulli","is_ca":true},{"name":"Michael Taksar","is_ca":false},{"name":"Lei Zhang","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01017256837691073,"gpt":0.2653413377312072,"spread":0.2551687693542964,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002430386,0.001085144,0.0009199564,0.0009298105,0.0005647202,0.001903059,0.0009011702,0.001780148,0.003671257],"category_scores_gemma":[0.006258032,0.0006255583,0.0009932327,0.0006800001,0.003273631,0.001383052,0.001409219,0.001788064,0.0001931957],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003845957,"about_ca_system_score_gemma":0.002765405,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0133592,"about_ca_topic_score_gemma":0.007368681,"domain_scores_codex":[0.9993411,0.0002914443,0.00001903507,0.00008735321,0.0001461832,0.0001148875],"domain_scores_gemma":[0.99726,0.001981027,0.0003163602,0.00005327018,0.0002191664,0.0001701152],"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":[0.000040674,0.00004747216,0.0004286093,0.00007395875,0.00004795645,0.0000741355,0.00006515015,0.7828405,0.0006656424,0.2117408,0.0005743012,0.003400894],"study_design_scores_gemma":[0.00001421987,0.00002086972,0.0001609423,0.00001127336,0.00001165908,0.000007881075,0.00001887102,0.9610296,0.0001166339,0.03833343,0.0002637696,0.0000108198],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1105179,0.002101797,0.8660836,0.00297725,0.000220937,0.00006584656,0.0001322985,0.0001148234,0.01778557],"genre_scores_gemma":[0.9554454,0.001350921,0.02698671,0.0002149217,0.0001895898,0.0001695205,0.00008817618,0.00004433286,0.01551041],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.0133592,"threshold_uncertainty_score":0.02790451,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2148231771","doi":"10.1111/j.1467-9965.2006.00259.x","title":"APPROXIMATING GARCH‐JUMP MODELS, JUMP‐DIFFUSION PROCESSES, AND OPTION PRICING","year":2006,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":123,"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":"Jump diffusion; Jump; Autoregressive conditional heteroskedasticity; Econometrics; Limiting; Volatility (finance); Valuation of options; Economics; Jump process; Mathematics; Financial economics; Physics; Engineering","authors":[{"name":"Jin‐Chuan Duan","is_ca":true},{"name":"Peter Ritchken","is_ca":false},{"name":"Zhiqiang Sun","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02557067295136583,"gpt":0.2123956907323201,"spread":0.1868250177809542,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002406713,0.0008726731,0.001060655,0.001120351,0.0004290357,0.001708046,0.001312021,0.002154298,0.001497727],"category_scores_gemma":[0.01358919,0.0004456713,0.0006869645,0.002171797,0.001385778,0.00317519,0.001101546,0.001736668,0.0002485034],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001031934,"about_ca_system_score_gemma":0.0007323121,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006451977,"about_ca_topic_score_gemma":0.002819734,"domain_scores_codex":[0.998913,0.0005837661,0.00004025517,0.00009845879,0.0002777262,0.00008683639],"domain_scores_gemma":[0.9968459,0.002228898,0.0003903449,0.0001915139,0.0002314255,0.0001119077],"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":[0.00003258017,0.00004713385,0.002022769,0.00009688352,0.00007061243,0.0001674639,0.0001469031,0.4484004,0.0007611697,0.5325189,0.001453889,0.01428138],"study_design_scores_gemma":[0.000006241452,0.00001169584,0.0003364966,0.00001273045,0.000009562465,0.00004527968,0.00002327129,0.6616231,0.000113151,0.3369758,0.0008319963,0.00001071227],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1207224,0.01424427,0.8481418,0.002614999,0.0003089642,0.0000337567,0.0001768406,0.0003644559,0.01339259],"genre_scores_gemma":[0.9432085,0.007046907,0.04332034,0.000190754,0.0005496643,0.00005038952,0.000262529,0.00007806909,0.005292704],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006451977,"threshold_uncertainty_score":0.01282883,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3123358931","doi":"10.1111/mafi.12027","title":"OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY","year":2013,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Decision-Making and Behavioral Economics","field":"Decision Sciences","cited_by":122,"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":"Expected utility hypothesis; Distortion (music); Isoelastic utility; Economics; Mathematical economics; Mathematical optimization; Function (biology); Deductible; Regular polygon; Rank (graph theory); Distortion function; Concave function; Econometrics; Computer science; Actuarial science; Mathematics; Statistics","authors":[{"name":"Carole Bernard","is_ca":true},{"name":"Xuedong He","is_ca":false},{"name":"Jia-an Yan","is_ca":false},{"name":"Xun Yu Zhou","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.1788899393459108,"gpt":0.3734268161444817,"spread":0.1945368767985709,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003670254,0.0007485186,0.001328468,0.000545755,0.0002828956,0.001627928,0.00108777,0.001828102,0.002703178],"category_scores_gemma":[0.0102859,0.0005959799,0.000645733,0.0004684399,0.001138636,0.001911543,0.001159514,0.001078523,0.0003128519],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001520709,"about_ca_system_score_gemma":0.001462363,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0013233,"about_ca_topic_score_gemma":0.0007102471,"domain_scores_codex":[0.9979275,0.001252167,0.00006931142,0.0002234052,0.0002739083,0.000253624],"domain_scores_gemma":[0.9957649,0.002927533,0.0005053121,0.0002105269,0.0003358392,0.0002559776],"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":[0.0001957167,0.0001286617,0.0009465679,0.000143129,0.00005660126,0.0002319992,0.00009994188,0.7350794,0.001524671,0.2425218,0.001118047,0.01795356],"study_design_scores_gemma":[0.00006459674,0.0001094414,0.0002367739,0.00001715248,0.00001538222,0.00005305847,0.00002152491,0.8917457,0.0004263081,0.10665,0.0006423327,0.00001766341],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.09874239,0.0008763032,0.8883058,0.001716659,0.00004880165,0.00009537484,0.0001379894,0.0001057195,0.009971048],"genre_scores_gemma":[0.9296955,0.0006792167,0.06418983,0.0001503121,0.00005415453,0.0001215357,0.00009418445,0.00003677758,0.004978479],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003670254,"threshold_uncertainty_score":0.01941043,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2095500572","doi":"10.1111/1467-9965.00086","title":"Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves","year":2000,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Economic theories and models","field":"Economics, Econometrics and Finance","cited_by":117,"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":"Exchange rate; Interest rate; Impulse control; Impulse (physics); Foreign exchange market; Economics; Stochastic control; Econometrics; Mathematical economics; Central bank; Order (exchange); Foreign exchange; Optimal control; Mathematical optimization; Mathematics; Monetary policy; Monetary economics; Finance","authors":[{"name":"Abel Cadenillas","is_ca":true},{"name":"Fernando Zapatero","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.0498643489526531,"gpt":0.2407563697230943,"spread":0.1908920207704412,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002722457,0.0009165019,0.0008641775,0.0006760606,0.000449541,0.002128666,0.001094417,0.001882926,0.002509605],"category_scores_gemma":[0.007951923,0.000587237,0.0009122468,0.0006790134,0.002874415,0.001573788,0.001236405,0.001154327,0.000151302],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001725921,"about_ca_system_score_gemma":0.001294131,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006751535,"about_ca_topic_score_gemma":0.003957337,"domain_scores_codex":[0.9989101,0.0005090717,0.00004169965,0.0001908271,0.000205701,0.0001427504],"domain_scores_gemma":[0.9955435,0.00315627,0.0006639473,0.0001329337,0.0002919592,0.0002113811],"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":[0.0000560981,0.00003365785,0.0004282998,0.00006806987,0.00006800369,0.000113004,0.0000661373,0.718,0.001125183,0.274638,0.0005655122,0.004838085],"study_design_scores_gemma":[0.00002953387,0.0000292456,0.0001905424,0.00001219836,0.00001660143,0.00001809177,0.00002094179,0.9125723,0.0003158778,0.08635916,0.0004153858,0.00002010161],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.09611394,0.001035546,0.8819104,0.002096394,0.0001790224,0.00003893217,0.0001048487,0.0001407749,0.01838024],"genre_scores_gemma":[0.9611461,0.0006679581,0.02810935,0.0002106541,0.0002146351,0.00008532741,0.00005954553,0.00003850236,0.009468003],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006751535,"threshold_uncertainty_score":0.01439792,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1892895908","doi":"10.1111/j.1467-9965.2006.00288.x","title":"ASSET ALLOCATION AND ANNUITY‐PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN","year":2006,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":99,"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":"Economics; Optimal stopping; Annuity; Asset allocation; Consumption (sociology); Actuarial science; Investment strategy; Asset (computer security); Life annuity; Econometrics; Finance; Computer science; Financial economics; Portfolio; Pension","authors":[{"name":"Moshe A. Milevsky","is_ca":true},{"name":"Kristen S. Moore","is_ca":false},{"name":"Virginia R. Young","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01623561095969123,"gpt":0.2865203178059527,"spread":0.2702847068462615,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001257912,0.0006406466,0.0007398929,0.0004838165,0.0003373211,0.00112209,0.000918047,0.001256509,0.004176564],"category_scores_gemma":[0.004584393,0.0003829594,0.0004386981,0.0002795972,0.0007780011,0.001626682,0.0006724733,0.001145877,0.0003424891],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009960306,"about_ca_system_score_gemma":0.001108764,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001590993,"about_ca_topic_score_gemma":0.001412065,"domain_scores_codex":[0.9996445,0.000152044,0.00001484008,0.00006087298,0.00006401855,0.00006365723],"domain_scores_gemma":[0.9988493,0.0007507628,0.0001850165,0.00004926112,0.00009792521,0.00006782079],"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":[0.00006972071,0.00009702931,0.001630532,0.0001148285,0.0000484208,0.0001412319,0.0001817004,0.7852926,0.0037094,0.1815438,0.001426133,0.02574465],"study_design_scores_gemma":[0.00002183498,0.0000953121,0.0005113425,0.00004200214,0.00002371024,0.00009787478,0.00006924131,0.9446808,0.001509724,0.05137029,0.001560295,0.00001752111],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1457887,0.001101109,0.8353829,0.0008213755,0.00003870685,0.00009966311,0.00008514871,0.0000846335,0.01659777],"genre_scores_gemma":[0.9157759,0.000860265,0.07441283,0.0001554258,0.00003013164,0.0001219853,0.00007219423,0.00005745411,0.008513798],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004176564,"threshold_uncertainty_score":0.01397198,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2136538802","doi":"10.1111/j.1467-9965.2007.00295.x","title":"OPTIMAL DIVIDEND POLICY WITH MEAN‐REVERTING CASH RESERVOIR","year":2006,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":93,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"McMaster University; University of Alberta","funders":"","keywords":"Dividend; Economics; Dividend policy; Stochastic control; Mean reversion; Payment; Shareholder; Cash; Econometrics; Financial economics; Monetary economics; Optimal control; Finance; Mathematics; Corporate governance; Mathematical optimization","authors":[{"name":"Abel Cadenillas","is_ca":true},{"name":"Sudipto Sarkar","is_ca":true},{"name":"Fernando Zapatero","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02342439297321939,"gpt":0.2344536937533488,"spread":0.2110293007801295,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001873699,0.0006347728,0.001408556,0.0005830362,0.0003811836,0.00247871,0.0007996408,0.001733374,0.002222574],"category_scores_gemma":[0.00722117,0.0007836187,0.0005828647,0.0003771229,0.00137357,0.002040018,0.000821645,0.001402265,0.00026193],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002098786,"about_ca_system_score_gemma":0.001768305,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0037398,"about_ca_topic_score_gemma":0.001433437,"domain_scores_codex":[0.9993162,0.0002272335,0.00003496653,0.0001643291,0.00008026254,0.0001768806],"domain_scores_gemma":[0.9970623,0.001822448,0.0005712286,0.0001094697,0.0001718135,0.0002627415],"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":[0.0004378676,0.0001590023,0.001972191,0.0001252987,0.00009313523,0.0003679913,0.00008711719,0.8352078,0.006014662,0.1453791,0.00117138,0.008984429],"study_design_scores_gemma":[0.00008607949,0.00007529871,0.0006352703,0.00001123844,0.00002650152,0.00003551399,0.00002317253,0.9494554,0.0007532817,0.04859518,0.0002800957,0.00002303658],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6488442,0.001525964,0.3342776,0.003303788,0.0001459546,0.0000876346,0.0002449902,0.0003431689,0.01122672],"genre_scores_gemma":[0.9896136,0.0003346114,0.007100474,0.00007423328,0.00003638182,0.00002620354,0.00004255852,0.00002202536,0.002750013],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.0037398,"threshold_uncertainty_score":0.01522779,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2736022335","doi":"10.1111/mafi.12023","title":"RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY  TRADING STRATEGIES","year":2013,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":86,"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":"High-frequency trading; Trading strategy; Proxy (statistics); Momentum (technical analysis); Expected utility hypothesis; Econometrics; Trend following; Algorithmic trading; Economics; Limit (mathematics); Asset (computer security); Order (exchange); Business; Financial economics; Computer science; Finance; Mathematics","authors":[{"name":"Álvaro Cartea","is_ca":false},{"name":"Sebastian Jaimungal","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.0269767954450797,"gpt":0.2110657813172361,"spread":0.1840889858721564,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004569672,0.001022251,0.0006681695,0.00136325,0.0002957653,0.002146112,0.0007408508,0.0009626957,0.0008851826],"category_scores_gemma":[0.02309146,0.0003179726,0.0003941117,0.0004827602,0.001028211,0.002908545,0.0009625019,0.0008752708,0.0001462355],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008164984,"about_ca_system_score_gemma":0.0004990244,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0007102476,"about_ca_topic_score_gemma":0.0003899104,"domain_scores_codex":[0.9979911,0.000707854,0.0001785097,0.0002756009,0.0006509074,0.0001961787],"domain_scores_gemma":[0.9808003,0.01025603,0.00554309,0.001519178,0.00113664,0.0007448652],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0003232824,0.0002199342,0.022834,0.00008903613,0.0001867929,0.0002220902,0.0001641598,0.8454821,0.01296462,0.05029495,0.0006083778,0.06661084],"study_design_scores_gemma":[0.0000186895,0.0002793819,0.00640635,0.00001608968,0.00001886185,0.0001379844,0.0000342578,0.9593191,0.002276838,0.03109078,0.0003622767,0.00003943692],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5526324,0.001224803,0.4391749,0.0003612076,0.00005215647,0.00008564244,0.00008254387,0.0003163962,0.006069959],"genre_scores_gemma":[0.9871968,0.00008430277,0.01234312,0.00001800286,0.00001462854,0.00001823949,0.00002306029,0.00001587276,0.0002860362],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004569672,"threshold_uncertainty_score":0.024167,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1921068018","doi":"10.1111/mafi.12048","title":"OPTIMAL EXECUTION OF A VWAP ORDER: A STOCHASTIC CONTROL APPROACH","year":2013,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":71,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Volume-weighted average price; Stochastic control; Econometrics; Position (finance); Trading strategy; Order (exchange); Mathematical optimization; Algorithmic trading; Economics; Optimal control; Computer science; Mathematics; Stock market; Financial economics; Market maker; Finance","authors":[{"name":"Christoph Frei","is_ca":false},{"name":"Nicholas Westray","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01715523925042848,"gpt":0.2071367168120951,"spread":0.1899814775616666,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00251474,0.001027811,0.001601616,0.001128842,0.0006021053,0.002335786,0.001531298,0.001808564,0.002957766],"category_scores_gemma":[0.006414081,0.0009180584,0.000895436,0.0006896921,0.002544816,0.001668081,0.001679408,0.001655353,0.0002042534],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002096843,"about_ca_system_score_gemma":0.002739983,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01252173,"about_ca_topic_score_gemma":0.005842275,"domain_scores_codex":[0.9990385,0.0003049725,0.00004601678,0.0002010122,0.0002485747,0.0001610469],"domain_scores_gemma":[0.9974108,0.001354416,0.0005485303,0.00008578224,0.0003822029,0.0002184035],"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":[0.00003626555,0.00002981542,0.000238923,0.00003294416,0.00002686282,0.0000584456,0.00003024246,0.9499896,0.001011715,0.0451465,0.0002594825,0.003139266],"study_design_scores_gemma":[0.000005203791,0.00001317057,0.00004009,0.000002764116,0.00000354542,0.000002342845,0.000003873792,0.9946702,0.00007775037,0.005087269,0.00008910622,0.000004530757],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.0514349,0.0004479859,0.9388157,0.001235478,0.0001208336,0.00007211925,0.00009818895,0.0001349908,0.007639926],"genre_scores_gemma":[0.9517008,0.0004560295,0.03992732,0.0001917052,0.0001130067,0.0001754757,0.000114692,0.00008430957,0.007236588],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01252173,"threshold_uncertainty_score":0.02489763,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2004727703","doi":"10.1111/j.1467-9965.2007.00306.x","title":"PORTFOLIO MANAGEMENT WITH CONSTRAINTS","year":2007,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":68,"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; Benchmark (surveying); Mathematical optimization; Selection (genetic algorithm); Uniqueness; Project portfolio management; Computer science; Class (philosophy); Portfolio optimization; Investment strategy; Separation property; Index (typography); Economics; Mathematical economics; Replicating portfolio; Mathematics; Microeconomics; Artificial intelligence; Finance","authors":[{"name":"Phelim Boyle","is_ca":true},{"name":"Weidong Tian","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01821028608539088,"gpt":0.2227038028754842,"spread":0.2044935167900934,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004320789,0.001471788,0.001641044,0.0007284175,0.0008426945,0.003929678,0.001721239,0.002495872,0.008901652],"category_scores_gemma":[0.01214199,0.0006469816,0.0007754183,0.001872735,0.001140317,0.003019162,0.002599675,0.002972171,0.001411174],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001424286,"about_ca_system_score_gemma":0.002074281,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001574698,"about_ca_topic_score_gemma":0.001019328,"domain_scores_codex":[0.9963379,0.001842649,0.0001932064,0.0005285314,0.0008212104,0.0002764552],"domain_scores_gemma":[0.9962661,0.002336408,0.0004215264,0.00034568,0.0004590705,0.0001713091],"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":[0.00008906926,0.0001184293,0.0007511508,0.0003698408,0.0001683482,0.0003111354,0.0001197592,0.3479853,0.0009525552,0.5259896,0.01371092,0.1094338],"study_design_scores_gemma":[0.0000904945,0.0001175298,0.0003014013,0.0001277043,0.00003951697,0.0001503569,0.00005834784,0.4537313,0.0006982406,0.5177711,0.02687846,0.00003559582],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.009482207,0.002906214,0.9513829,0.003044571,0.000253778,0.000269097,0.0003210969,0.0001248172,0.03221532],"genre_scores_gemma":[0.5748217,0.007598688,0.3733442,0.001442788,0.001122921,0.001135267,0.0008384492,0.0001668309,0.03952913],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008901652,"threshold_uncertainty_score":0.02977902,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2078991714","doi":"10.1111/j.1467-9965.2005.00250.x","title":"CLOSED‐FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS","year":2005,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":57,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Toronto; Center for Interuniversity Research and Analysis on Organizations","funders":"","keywords":"Economics; Interest rate; Portfolio; Econometrics; Constraint (computer-aided design); Risk-free interest rate; Risk aversion (psychology); Portfolio optimization; Financial economics; Mathematics; Expected utility hypothesis; Monetary economics","authors":[{"name":"Jérôme Detemple","is_ca":true},{"name":"Marcel Rindisbacher","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04039941896831497,"gpt":0.2397810553407656,"spread":0.1993816363724507,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003163547,0.001245665,0.001415907,0.000808164,0.0004437097,0.002475585,0.001112109,0.002922861,0.006182583],"category_scores_gemma":[0.0157632,0.0009610769,0.0009688428,0.0009977021,0.00161128,0.002088294,0.001553796,0.001728033,0.0005598912],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001473711,"about_ca_system_score_gemma":0.002336964,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003747729,"about_ca_topic_score_gemma":0.002550153,"domain_scores_codex":[0.9992771,0.0003282758,0.00003009062,0.0001121742,0.0001389946,0.0001133928],"domain_scores_gemma":[0.9955425,0.003388723,0.0004479238,0.00009641823,0.0003803053,0.0001441057],"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":[0.00003464453,0.0000611403,0.0005268332,0.0001381535,0.00004467246,0.0001468634,0.000121841,0.6882837,0.0006707183,0.2952394,0.00246605,0.01226609],"study_design_scores_gemma":[0.00003668372,0.00001909436,0.0001279856,0.00002873585,0.000008964279,0.00003122566,0.0000394179,0.8541456,0.0001886483,0.1444595,0.0008990178,0.0000152839],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.03143215,0.0009884026,0.9563228,0.001428732,0.00008022031,0.00007493603,0.0001378073,0.00007792329,0.009457082],"genre_scores_gemma":[0.7006047,0.003176406,0.2738996,0.0005343223,0.0002263001,0.001003909,0.0006149823,0.0002069306,0.01973276],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.006182583,"threshold_uncertainty_score":0.02068281,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4385386470","doi":"10.1111/mafi.12414","title":"Robust distortion risk measures","year":2023,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":52,"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; Fonds Wetenschappelijk Onderzoek","keywords":"Robustness (evolution); Coherent risk measure; Spectral risk measure; Mathematics; Portfolio; Econometrics; Distortion (music); Model risk; Risk measure; Value at risk; Mathematical optimization; Computer science; Statistics; Expected shortfall; Risk management; Economics","authors":[{"name":"Carole Bernard","is_ca":false},{"name":"Silvana M. Pesenti","is_ca":true},{"name":"Steven Vanduffel","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.1718758265551399,"gpt":0.3549676987063028,"spread":0.183091872151163,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009158062,0.001723528,0.001649432,0.003139741,0.000639189,0.004325446,0.00207484,0.001806484,0.002290867],"category_scores_gemma":[0.04578428,0.0005206483,0.001362592,0.001842635,0.004905248,0.005113698,0.003868457,0.00346815,0.0004941457],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002709248,"about_ca_system_score_gemma":0.001022812,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001145571,"about_ca_topic_score_gemma":0.0003079197,"domain_scores_codex":[0.9920343,0.002400839,0.0005375835,0.001564577,0.002945663,0.0005171315],"domain_scores_gemma":[0.9705907,0.01701879,0.004143624,0.003555203,0.003766618,0.0009250948],"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":[0.0001473704,0.00003454357,0.001859084,0.0002113856,0.0001576135,0.0001692253,0.0001454931,0.1916888,0.003293051,0.7694301,0.001605212,0.03125811],"study_design_scores_gemma":[0.00001780966,0.000134188,0.001416764,0.00007984111,0.0000411931,0.000318376,0.00007229731,0.3468772,0.003275027,0.643937,0.003760203,0.00007004722],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.03474676,0.001875818,0.9537344,0.0007475376,0.0001165688,0.00006254639,0.0002923549,0.0001570133,0.008267113],"genre_scores_gemma":[0.9110485,0.001632923,0.08235137,0.0002552449,0.0003249259,0.0001632453,0.0004070027,0.0001496546,0.003667023],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.009158062,"threshold_uncertainty_score":0.04843301,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1832762784","doi":"10.1111/j.1467-9965.2010.00457.x","title":"INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT","year":2010,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":52,"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":"Ambiguity aversion; Credit default swap; Ambiguity; Economics; Econometrics; Risk aversion (psychology); Default; Credit derivative; Valuation (finance); Credit risk; Credit default swap index; iTraxx; Bond; Computer science; Credit valuation adjustment; Actuarial science; Expected utility hypothesis; Financial economics; Finance","authors":[{"name":"Sebastian Jaimungal","is_ca":true},{"name":"Georg Sigloch","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01861949860359469,"gpt":0.2174475340578033,"spread":0.1988280354542086,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00165779,0.000755985,0.001001918,0.0007791685,0.0004544121,0.002709616,0.002097293,0.002498695,0.00378279],"category_scores_gemma":[0.003544073,0.000645708,0.001326571,0.0007714218,0.001612832,0.00300492,0.001805642,0.002303998,0.0003553851],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001482746,"about_ca_system_score_gemma":0.0008539329,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003863804,"about_ca_topic_score_gemma":0.002472928,"domain_scores_codex":[0.9993468,0.0002727106,0.00003173069,0.0001162686,0.0001136384,0.0001188561],"domain_scores_gemma":[0.9984236,0.0008667696,0.0002588876,0.0001118477,0.0001353563,0.000203615],"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":[0.00009129461,0.00009683881,0.001293922,0.00003236059,0.00005228149,0.0004304865,0.000162543,0.634276,0.001154351,0.3568588,0.0008129679,0.004738184],"study_design_scores_gemma":[0.00003190426,0.00002639017,0.0001971739,0.000005717015,0.00001225573,0.00005482578,0.0000171958,0.9240984,0.00005952843,0.07518582,0.0002953346,0.0000154392],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2366499,0.001203363,0.7229393,0.00373297,0.0001474141,0.00008637048,0.0004165631,0.0002452833,0.03457883],"genre_scores_gemma":[0.9660891,0.0004223149,0.01848217,0.0001621633,0.00008521381,0.00007323254,0.00008176461,0.0000252409,0.01457871],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003863804,"threshold_uncertainty_score":0.01265466,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2129591712","doi":"10.1111/j.1467-9965.2010.00443.x","title":"INDIFFERENCE PRICE WITH GENERAL SEMIMARTINGALES","year":2010,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":43,"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":"Duality (order theory); Mathematical economics; Economics; Probability measure; Mathematics; Measure (data warehouse); Space (punctuation); Regular polygon; Function (biology); Econometrics; Computer science; Pure mathematics; Mathematical analysis","authors":[{"name":"Sara Biagini","is_ca":false},{"name":"Marco Frittelli","is_ca":false},{"name":"Matheus R. Grasselli","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03709765329046002,"gpt":0.3328434513271378,"spread":0.2957457980366778,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00615676,0.001247178,0.001228744,0.001995628,0.0009659873,0.002980603,0.002190539,0.002233511,0.005925648],"category_scores_gemma":[0.01723369,0.0007204504,0.002315586,0.001468725,0.003981465,0.007377381,0.003339504,0.005030993,0.0006340657],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002049546,"about_ca_system_score_gemma":0.00153306,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005093208,"about_ca_topic_score_gemma":0.0002820655,"domain_scores_codex":[0.9979193,0.0009061602,0.0001006919,0.0003069715,0.0005196172,0.0002473806],"domain_scores_gemma":[0.9942961,0.003732258,0.0007074245,0.0004139495,0.0004218482,0.0004283965],"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":[0.00001471198,0.00002838447,0.0001115691,0.00002812334,0.00001009726,0.00006942251,0.00004868787,0.01041249,0.0003144039,0.98682,0.0002834355,0.001858704],"study_design_scores_gemma":[0.00001782238,0.00003323181,0.0001194672,0.0000186845,0.000007423042,0.00009385239,0.00002034646,0.1044321,0.0004507026,0.8935837,0.001208674,0.00001402769],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.04408953,0.0009042108,0.9328439,0.0008856755,0.0001234341,0.00006284066,0.00006989542,0.00006868709,0.02095185],"genre_scores_gemma":[0.8090565,0.00199343,0.1739128,0.0004758794,0.0005653221,0.0003158902,0.0001385905,0.0001193149,0.01342236],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00615676,"threshold_uncertainty_score":0.03256041,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2910908669","doi":"10.1111/mafi.12211","title":"An efficient approach to quantile capital allocation and sensitivity analysis","year":2019,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":40,"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; Simons Foundation","keywords":"Quantile; Estimator; Nonparametric statistics; Value at risk; Econometrics; Capital allocation line; Expected shortfall; Random variable; Mathematics; Quantile function; Statistics; Economics; Risk management; Finance","authors":[{"name":"Alexandru V. Asimit","is_ca":false},{"name":"Liang Peng","is_ca":false},{"name":"Ruodu Wang","is_ca":true},{"name":"Alex Yu","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03259980768883214,"gpt":0.3292719535883797,"spread":0.2966721458995475,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008368226,0.001179748,0.001772971,0.002997189,0.0005877805,0.001574142,0.001547396,0.001305443,0.005440088],"category_scores_gemma":[0.02274585,0.0009603236,0.001693644,0.00209337,0.001604672,0.001819914,0.002701522,0.00272815,0.000326461],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002018528,"about_ca_system_score_gemma":0.001742846,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003612931,"about_ca_topic_score_gemma":0.00172902,"domain_scores_codex":[0.9960749,0.002727188,0.0001110216,0.0003399654,0.0005429364,0.0002040944],"domain_scores_gemma":[0.9896985,0.008621606,0.0004133578,0.000420994,0.0007173455,0.000128142],"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":[0.00004244495,0.000057984,0.0006796977,0.0001001401,0.00009735798,0.0001196474,0.00006195217,0.8596731,0.0008412292,0.1154678,0.001010262,0.02184829],"study_design_scores_gemma":[0.000003993137,0.00001015293,0.0001481577,0.00001359534,0.00001022594,0.00001738435,0.000006197155,0.9627483,0.0002518159,0.03628267,0.000498858,0.000008603093],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.003064156,0.0001641972,0.9951801,0.0001605183,0.0000200726,0.00004653917,0.00004696573,0.00007262708,0.001244794],"genre_scores_gemma":[0.6314213,0.0008934241,0.3613353,0.0003536119,0.0002255663,0.0006050513,0.000290816,0.0001942945,0.004680583],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.008368226,"threshold_uncertainty_score":0.04425591,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2766900471","doi":"10.1111/mafi.12084","title":"ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME‐HOMOGENEOUS DIFFUSIONS","year":2014,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":34,"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; Deutscher Akademischer Austauschdienst","keywords":"Local martingale; Martingale (probability theory); Mathematics; Mathematical proof; Doob's martingale inequality; Applied mathematics; Martingale pricing; Stochastic volatility; Martingale difference sequence; Homogeneous; Volatility (finance); Exponential function; Semimartingale; Mathematical economics; Econometrics; Mathematical analysis; Combinatorics","authors":[{"name":"Carole Bernard","is_ca":true},{"name":"Zhenyu Cui","is_ca":false},{"name":"D. L. McLeish","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.0265752546096833,"gpt":0.2041771070379034,"spread":0.1776018524282201,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007326097,0.001269527,0.001624956,0.003544337,0.001049528,0.002288023,0.001582062,0.00196495,0.002293035],"category_scores_gemma":[0.02099697,0.0006721654,0.002563236,0.00176969,0.004394343,0.005911164,0.003189986,0.003494927,0.0002746246],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001964084,"about_ca_system_score_gemma":0.002188031,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004520238,"about_ca_topic_score_gemma":0.001825616,"domain_scores_codex":[0.9986758,0.0006155197,0.0000759044,0.0001935176,0.0002234367,0.0002157316],"domain_scores_gemma":[0.9853543,0.01040048,0.001336373,0.0007717416,0.001282583,0.0008545052],"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":[0.00003783918,0.00003828697,0.0007934148,0.00007736836,0.00003788251,0.0001704545,0.0001958281,0.02049665,0.001236897,0.9737932,0.0004597305,0.002662559],"study_design_scores_gemma":[0.00003850241,0.00006551529,0.0009827107,0.00007557611,0.00004996358,0.0001141628,0.00007693747,0.3095717,0.001009606,0.686516,0.001450377,0.00004890854],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2596425,0.005647343,0.7060543,0.003568349,0.0002139723,0.00009900744,0.0002373018,0.0002592695,0.02427798],"genre_scores_gemma":[0.9386856,0.003664471,0.04875389,0.0005339425,0.0005044507,0.0001462644,0.0002739969,0.0001344918,0.007302964],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007326097,"threshold_uncertainty_score":0.03874457,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2559584224","doi":"10.1111/mafi.12201","title":"Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio","year":2018,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":32,"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":"Austrian Science Fund; Eidgenössische Technische Hochschule Zürich; Vienna Science and Technology Fund","keywords":"Portfolio; Post-modern portfolio theory; Portfolio optimization; Mathematical economics; Modern portfolio theory; Replicating portfolio; Market portfolio; Economics; Stock market; Portfolio insurance; Econometrics; Stochastic process; Universality (dynamical systems); Mathematics; Financial economics; Statistics; Physics","authors":[{"name":"Christa Cuchiero","is_ca":false},{"name":"Walter Schachermayer","is_ca":false},{"name":"Ting‐Kam Leonard Wong","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.012293597530704,"gpt":0.219083824196161,"spread":0.206790226665457,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002153341,0.0005834834,0.0007979992,0.001698565,0.0006336983,0.001740071,0.000727524,0.001332622,0.002194858],"category_scores_gemma":[0.008883632,0.0002354079,0.0007991578,0.00125857,0.002444644,0.002864039,0.001328439,0.001129958,0.0001860038],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002137745,"about_ca_system_score_gemma":0.0006885119,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001674626,"about_ca_topic_score_gemma":0.0005874598,"domain_scores_codex":[0.9993374,0.0001931046,0.00002615416,0.0001227123,0.0002142003,0.0001063642],"domain_scores_gemma":[0.9975508,0.00140628,0.000363075,0.0002245864,0.0002541176,0.0002011452],"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":[0.00001544484,0.0000106626,0.0004973506,0.00003436347,0.00001810696,0.00007044904,0.00005292687,0.0238081,0.0003640128,0.9645694,0.001353667,0.009205271],"study_design_scores_gemma":[0.000007286044,0.00001838365,0.0004359661,0.00002773012,0.000009533429,0.00008488572,0.00001223579,0.07039535,0.0002679696,0.9262171,0.002512364,0.00001125078],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2946789,0.01562174,0.5683069,0.009527959,0.0003939379,0.00006510836,0.0003500523,0.0003501752,0.1107052],"genre_scores_gemma":[0.9759193,0.002503807,0.01534836,0.0002577499,0.0003637246,0.00004542334,0.00009273928,0.0000464282,0.005422595],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002194858,"threshold_uncertainty_score":0.01551056,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2046939348","doi":"10.1111/j.1467-9965.2006.00258.x","title":"MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE","year":2006,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":29,"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":"Mathematics; Pointwise; Local martingale; Martingale (probability theory); Hellinger distance; Doob's martingale inequality; Martingale pricing; Applied mathematics; Entropy (arrow of time); Mathematical economics; Econometrics; Mathematical analysis; Physics; Thermodynamics","authors":[{"name":"Tahir Choulli","is_ca":true},{"name":"Christophe Stricker","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02256791479755994,"gpt":0.21803130802676,"spread":0.1954633932292001,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001809194,0.0006295851,0.0008344591,0.001448313,0.0006968895,0.001547454,0.0007748477,0.001345646,0.008192678],"category_scores_gemma":[0.004294659,0.0002695794,0.001011404,0.0007289199,0.001979268,0.004363621,0.001272938,0.00190504,0.0004108203],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001587618,"about_ca_system_score_gemma":0.0005176298,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008960061,"about_ca_topic_score_gemma":0.0006136172,"domain_scores_codex":[0.9994522,0.0001495625,0.00002615335,0.0001553074,0.000144554,0.00007220152],"domain_scores_gemma":[0.9988243,0.0005661731,0.0001299637,0.0001551681,0.000185357,0.0001390854],"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":[0.000005400077,0.00000878526,0.0001513235,0.00003062052,0.000006043124,0.00003361804,0.00004120041,0.001600979,0.0004841545,0.995577,0.0004813196,0.001579573],"study_design_scores_gemma":[0.000005802866,0.00002417949,0.0004080475,0.00002753689,0.000006722378,0.00006864591,0.00002489327,0.01328853,0.0003588673,0.9816004,0.004172061,0.00001409379],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.185702,0.01302256,0.6498983,0.01447259,0.001146094,0.00008249281,0.0007340817,0.000222707,0.1347193],"genre_scores_gemma":[0.9215437,0.003859531,0.04866355,0.001380877,0.00146317,0.00006802194,0.0003206644,0.0001294065,0.02257118],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008192678,"threshold_uncertainty_score":0.02740729,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3122632845","doi":"10.1111/mafi.12140","title":"ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY","year":2016,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":29,"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; China Scholarship Council; University of Waterloo","keywords":"Coherent risk measure; Risk measure; Equivalence (formal languages); Dynamic risk measure; Mathematics; Measure (data warehouse); Spectral risk measure; Time consistency; Econometrics; Expected shortfall; Risk management; Statistics; Applied mathematics; Actuarial science; Computer science; Economics; Discrete mathematics; Financial economics","authors":[{"name":"Jun Cai","is_ca":true},{"name":"Haiyan Liu","is_ca":true},{"name":"Ruodu Wang","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.07907319673504086,"gpt":0.3481553023993504,"spread":0.2690821056643096,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.008340959,0.0006761814,0.0009859947,0.001993276,0.0005088499,0.002153384,0.001252845,0.001085663,0.001929684],"category_scores_gemma":[0.04907401,0.0003254473,0.0009643431,0.0008938727,0.003648201,0.004244491,0.003428608,0.002274138,0.0001553157],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002117638,"about_ca_system_score_gemma":0.000612959,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001147227,"about_ca_topic_score_gemma":0.0003739345,"domain_scores_codex":[0.9945531,0.001945646,0.0002762718,0.0008425553,0.001957597,0.0004248623],"domain_scores_gemma":[0.968942,0.02013176,0.003944196,0.002767999,0.003119053,0.001094997],"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":[0.0001043506,0.00006738886,0.004513238,0.0000763345,0.0001033348,0.0002375069,0.0002076672,0.09968511,0.003202714,0.8777021,0.0005954921,0.01350474],"study_design_scores_gemma":[0.00001701157,0.000119082,0.004997086,0.00003650263,0.00004251677,0.0002209138,0.0001046914,0.4109131,0.001639654,0.5810341,0.0008347319,0.00004066671],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.3280819,0.0009323945,0.6564656,0.0009319846,0.00004691006,0.0000555403,0.000110339,0.0001218382,0.0132535],"genre_scores_gemma":[0.9829479,0.0002927778,0.01515035,0.00009665362,0.00009285191,0.00004535835,0.0001042013,0.00003108187,0.00123894],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.008340959,"threshold_uncertainty_score":0.04411173,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2965384330","doi":"10.1111/mafi.12270","title":"Risk functionals with convex level sets","year":2020,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":26,"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; Society of Actuaries","keywords":"Mathematics; Identifiability; Quantile; Dimension (graph theory); Coherent risk measure; Choquet integral; Property (philosophy); Monotone polygon; Measure (data warehouse); Characterization (materials science); Class (philosophy); Risk measure; Regular polygon; Mathematical economics; Applied mathematics; Econometrics; Pure mathematics; Expected shortfall; Risk management; Computer science; Statistics; Economics; Artificial intelligence; Finance","authors":[{"name":"Ruodu Wang","is_ca":true},{"name":"Yunran Wei","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.1720744904209427,"gpt":0.3513906394661631,"spread":0.1793161490452204,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004336303,0.0006032558,0.0007101467,0.001183226,0.0004180984,0.002400081,0.0007006614,0.001134568,0.002925993],"category_scores_gemma":[0.01730334,0.0003345209,0.0008420026,0.0008388438,0.002167576,0.002921128,0.001971957,0.001468852,0.0002065471],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001626799,"about_ca_system_score_gemma":0.0006852395,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005247446,"about_ca_topic_score_gemma":0.0002101789,"domain_scores_codex":[0.9965503,0.001363704,0.0001772224,0.000411094,0.001222158,0.0002753897],"domain_scores_gemma":[0.9911492,0.005202752,0.001432804,0.0006514067,0.001053665,0.0005101521],"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":[0.00002498008,0.00003252174,0.000867672,0.00005371145,0.00003658118,0.0001075926,0.0001725815,0.03649028,0.002604866,0.9522042,0.0003531392,0.007051773],"study_design_scores_gemma":[0.00001765073,0.00007225876,0.0009331158,0.00003189479,0.00001651142,0.00008626774,0.0001032294,0.335205,0.001383207,0.6608521,0.00127628,0.00002235596],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2327101,0.0004438774,0.7462338,0.00102358,0.00004989872,0.00008889007,0.0001283509,0.00008331096,0.01923818],"genre_scores_gemma":[0.9717399,0.0002001129,0.0256839,0.0001128833,0.00005498598,0.0001097991,0.00006892586,0.00001793254,0.002011414],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004336303,"threshold_uncertainty_score":0.02293283,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2963683234","doi":"10.1111/mafi.12150","title":"On the C‐property and ‐representations of risk measures","year":2017,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Advanced Banach Space Theory","field":"Mathematics","cited_by":26,"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":"Property (philosophy); Mathematics; Class (philosophy); Pure mathematics; Representation (politics); Regular polygon; Topology (electrical circuits); Discrete mathematics; Combinatorics; Computer science; Geometry; Artificial intelligence","authors":[{"name":"Niushan Gao","is_ca":false},{"name":"Foivos Xanthos","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.06133978117392527,"gpt":0.3371741787251941,"spread":0.2758343975512688,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002699882,0.0004376257,0.0006069269,0.001584936,0.0008463064,0.002887187,0.0008439087,0.001174709,0.003500565],"category_scores_gemma":[0.007458747,0.0001947713,0.0006239289,0.001137758,0.003130503,0.005260875,0.002366334,0.001951125,0.000322809],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00105072,"about_ca_system_score_gemma":0.000603754,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008168844,"about_ca_topic_score_gemma":0.000229496,"domain_scores_codex":[0.9990801,0.0002908199,0.00004392919,0.0001910389,0.0002245967,0.0001695049],"domain_scores_gemma":[0.9959798,0.001932141,0.0006381352,0.0004762441,0.0005776014,0.0003959854],"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":[0.00001606966,0.00001053986,0.0003312161,0.00001742005,0.000005005656,0.0000390762,0.00008701456,0.001441876,0.0007780418,0.9938798,0.0003710522,0.003022776],"study_design_scores_gemma":[0.00001299976,0.00003754541,0.0005590183,0.00002089472,0.000006526518,0.0001510406,0.0001005462,0.03958271,0.001089142,0.9564627,0.001960196,0.00001671869],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5208992,0.001540248,0.4221935,0.003745766,0.0001384597,0.00005209865,0.000226405,0.0001419041,0.05106242],"genre_scores_gemma":[0.9826705,0.0003688466,0.01325768,0.0002360698,0.0001265361,0.00003452281,0.00009222516,0.00003103862,0.003182498],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003500565,"threshold_uncertainty_score":0.01427853,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3159954713","doi":"10.1111/mafi.12313","title":"Bayes risk, elicitability, and the Expected Shortfall","year":2021,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":26,"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; National Natural Science Foundation of China","keywords":"Bayes' theorem; Actuarial science; Risk management; Expected shortfall; Econometrics; Risk assessment; Risk measure; Risk analysis (engineering); Measure (data warehouse); Bayes' rule; Bayes factor; Economics; Computer science; Bayesian probability; Mathematics; Statistics; Business; Financial economics; Finance; Data mining","authors":[{"name":"Paul Embrechts","is_ca":false},{"name":"Tiantian Mao","is_ca":false},{"name":"Qiuqi Wang","is_ca":true},{"name":"Ruodu Wang","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03991192865554795,"gpt":0.3361004937783666,"spread":0.2961885651228187,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007499471,0.0009550556,0.001095729,0.001254012,0.0006908996,0.00321902,0.0009592637,0.002138082,0.00497829],"category_scores_gemma":[0.0375484,0.0004004771,0.000710453,0.001180753,0.004431017,0.006058742,0.002615144,0.002344236,0.0002977668],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001946018,"about_ca_system_score_gemma":0.001040313,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0006860985,"about_ca_topic_score_gemma":0.0003660799,"domain_scores_codex":[0.9926117,0.003852234,0.0004930656,0.0009401331,0.001781436,0.0003214387],"domain_scores_gemma":[0.9734441,0.01898384,0.00363112,0.001340458,0.001646104,0.000954334],"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":[0.00002773118,0.0000247351,0.0006640546,0.00007565333,0.00003030166,0.00008065414,0.0001299858,0.01142085,0.0004353551,0.9775063,0.0006680035,0.008936416],"study_design_scores_gemma":[0.00000756701,0.00003550639,0.0004156647,0.00004757596,0.000008848199,0.00006667023,0.00005125432,0.02669639,0.0001561583,0.9714887,0.001011331,0.00001420466],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1262859,0.005589691,0.8178908,0.005925051,0.0002580244,0.0001251005,0.0003367006,0.0001025962,0.04348628],"genre_scores_gemma":[0.9527279,0.00148638,0.04160394,0.0002673288,0.0003377201,0.0001381506,0.0001134956,0.00002317558,0.003301793],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007499471,"threshold_uncertainty_score":0.03966147,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4225482307","doi":"10.1111/mafi.12388","title":"Reinforcement learning with dynamic convex risk measures","year":2023,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":23,"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","keywords":"Reinforcement learning; Computer science; Mathematical optimization; Flexibility (engineering); Q-learning; Dynamic programming; Artificial neural network; Obstacle; Dynamic risk measure; Convex optimization; Artificial intelligence; Value at risk; Regular polygon; Risk management; Mathematics; Economics; Finance","authors":[{"name":"Anthony Coache","is_ca":true},{"name":"Sebastian Jaimungal","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04896239240589748,"gpt":0.3373794269646531,"spread":0.2884170345587557,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00284066,0.000951478,0.001022552,0.0004193404,0.0003089905,0.001066926,0.001237053,0.001258017,0.001576647],"category_scores_gemma":[0.00852531,0.000537931,0.0005706743,0.0002980872,0.001706657,0.001209101,0.001223797,0.001762511,0.0001957604],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001494084,"about_ca_system_score_gemma":0.001420535,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003756509,"about_ca_topic_score_gemma":0.002101271,"domain_scores_codex":[0.9987632,0.0006290898,0.00005192387,0.0001761074,0.0002793058,0.0001004234],"domain_scores_gemma":[0.996578,0.002354683,0.0003480569,0.0001874087,0.0003974316,0.0001343423],"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":[0.00001809484,0.00001796721,0.0001743058,0.00001446658,0.0000212511,0.00002836076,0.00001773191,0.9716746,0.0003614553,0.02288896,0.0001946488,0.004588174],"study_design_scores_gemma":[0.000005283698,0.00000808326,0.00001735757,0.000002232536,0.000001810621,0.000002618341,9.506018e-7,0.9933356,0.0000885332,0.006455567,0.00007999253,0.000001932961],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01308793,0.0001061631,0.9844701,0.0002857027,0.00002376413,0.00002780553,0.00001352927,0.00009850888,0.001886493],"genre_scores_gemma":[0.8894097,0.0001544808,0.1071424,0.00018276,0.00005375816,0.000148868,0.00003846491,0.00004714437,0.002822396],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003756509,"threshold_uncertainty_score":0.01502299,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3128002931","doi":"10.1111/mafi.12299","title":"Optimal dynamic risk sharing under the time‐consistent mean‐variance criterion","year":2021,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":18,"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":"Research Grants Council, University Grants Committee; Natural Sciences and Engineering Research Council of Canada; National Natural Science Foundation of China","keywords":"Ambiguity; Variance (accounting); Lagrange multiplier; Economics; Time consistency; Pareto principle; Mathematics; Mathematical economics; Dynamic programming; Mathematical optimization; Econometrics; Computer science; Actuarial science","authors":[{"name":"Chen Lv","is_ca":false},{"name":"David Landriault","is_ca":true},{"name":"Bin Li","is_ca":true},{"name":"Danping Li","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04534721744414039,"gpt":0.3374833591830297,"spread":0.2921361417388894,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00387573,0.0009238291,0.001485222,0.000561733,0.0005308606,0.001641216,0.001489167,0.001898482,0.002164475],"category_scores_gemma":[0.006655687,0.0005506497,0.0008349506,0.0005002267,0.001439373,0.002262496,0.001500263,0.001157131,0.0002206537],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002002289,"about_ca_system_score_gemma":0.001871309,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002427212,"about_ca_topic_score_gemma":0.0008487703,"domain_scores_codex":[0.9982125,0.000854703,0.00006977662,0.0002625103,0.0003212091,0.0002794293],"domain_scores_gemma":[0.9972145,0.00161188,0.0004378142,0.00017965,0.0002961021,0.0002600827],"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":[0.00008654913,0.00007975729,0.0004648959,0.00004052215,0.00006219636,0.0001193493,0.0000774213,0.8396026,0.001499672,0.1512381,0.000463966,0.006264867],"study_design_scores_gemma":[0.00002683896,0.00004939206,0.0001716007,0.000009224725,0.00001078141,0.00002779382,0.0000270141,0.9365908,0.0003981188,0.06241065,0.0002629272,0.00001481622],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2371005,0.0003104008,0.7514158,0.001242431,0.00003910461,0.0001019002,0.0001279108,0.00007192343,0.009589965],"genre_scores_gemma":[0.9709246,0.0001355451,0.0243976,0.00008925555,0.00002630229,0.00009322892,0.00005742824,0.00002275137,0.004253297],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00387573,"threshold_uncertainty_score":0.02049708,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1592561576","doi":"10.1111/j.1467-9965.2012.00521.x","title":"ON PROPERTIES OF ANALYTICALLY SOLVABLE FAMILIES OF LOCAL VOLATILITY DIFFUSION MODELS","year":2012,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":18,"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":"Mathematics; Martingale (probability theory); Bessel function; Hypergeometric function; Applied mathematics; Bessel process; Diffusion process; Mathematical analysis; Statistical physics; Pure mathematics; Orthogonal polynomials; Physics; Computer science","authors":[{"name":"Giuseppe Campolieti","is_ca":true},{"name":"Roman N. Makarov","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.0449981311277552,"gpt":0.2192007577966958,"spread":0.1742026266689407,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001308554,0.0007225385,0.0009217102,0.001621287,0.001012761,0.001657123,0.0008846131,0.001177888,0.003920026],"category_scores_gemma":[0.006440763,0.0002755848,0.001614392,0.0007122692,0.001801014,0.002552232,0.001290917,0.00171202,0.000326432],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001511097,"about_ca_system_score_gemma":0.0008159155,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001712742,"about_ca_topic_score_gemma":0.0005913306,"domain_scores_codex":[0.999513,0.0001529044,0.00002675194,0.00007721883,0.0001461458,0.0000838073],"domain_scores_gemma":[0.9978808,0.00105012,0.0004681084,0.0001620346,0.0002295693,0.0002094008],"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":[0.00001419279,0.00003820988,0.0008848748,0.00004572496,0.00001575647,0.0001943703,0.0002603893,0.04073767,0.00191825,0.9523905,0.0005165639,0.002983449],"study_design_scores_gemma":[0.00001774928,0.00002807578,0.0005749098,0.00002681824,0.00001143873,0.0002852091,0.0001123582,0.4823296,0.0006387263,0.5145536,0.001396057,0.00002536892],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.581735,0.001305276,0.3833714,0.00123777,0.00007225144,0.0001018808,0.0002889944,0.0003360204,0.03155145],"genre_scores_gemma":[0.980725,0.0007176091,0.01380104,0.0001091576,0.0001023436,0.0001161262,0.0002467376,0.00006815443,0.004113879],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003920026,"threshold_uncertainty_score":0.0131138,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2896164167","doi":"10.1111/mafi.12237","title":"Mean‐field games with differing beliefs for algorithmic trading","year":2020,"lang":"en","type":"preprint","venue":"Mathematical Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":18,"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","keywords":"Nash equilibrium; Mathematical economics; Construct (python library); Volatility (finance); Stochastic differential equation; Repeated game; Computer science; Mathematical optimization; Econometrics; Economics; Mathematics; Game theory; Applied mathematics","authors":[{"name":"Philippe Casgrain","is_ca":true},{"name":"Sebastian Jaimungal","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04323813939451191,"gpt":0.2444970528613012,"spread":0.2012589134667893,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005927593,0.0008851278,0.001839919,0.001179012,0.001045609,0.002178531,0.001860563,0.002608811,0.003260126],"category_scores_gemma":[0.02484531,0.0005740719,0.001222308,0.0005733102,0.00306631,0.002737364,0.001906889,0.00226397,0.0002002503],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00276895,"about_ca_system_score_gemma":0.001406017,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005367775,"about_ca_topic_score_gemma":0.00435667,"domain_scores_codex":[0.9974586,0.001580251,0.00008519217,0.0002999488,0.0003396414,0.0002364397],"domain_scores_gemma":[0.9828312,0.01449538,0.001133696,0.0004389833,0.0005287158,0.0005719694],"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":[0.0001239738,0.00008783919,0.001176585,0.00003701278,0.00005968228,0.0001372883,0.000157299,0.7041782,0.0006316697,0.2890702,0.0005343137,0.003805966],"study_design_scores_gemma":[0.00001567088,0.00001426261,0.0000831794,0.000004924567,0.000003289586,0.000007637466,0.00001282947,0.9249047,0.00005498184,0.07480965,0.00008154123,0.000007295258],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2875048,0.0002314223,0.7034746,0.001584632,0.00006395917,0.0001101065,0.0001049022,0.0001454517,0.006780114],"genre_scores_gemma":[0.9546916,0.00007483689,0.04249541,0.0002127775,0.00004242709,0.0001247863,0.00006558571,0.0000313609,0.002261102],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005927593,"threshold_uncertainty_score":0.03134847,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2265464138","doi":"10.1111/j.1467-9965.2009.00378.x","title":"MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS","year":2009,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":17,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of British Columbia","funders":"","keywords":"Economics; Portfolio; Risk aversion (psychology); Econometrics; Ergodic theory; Context (archaeology); Incomplete markets; Isoelastic utility; Maximization; Constant (computer programming); Financial market; Mathematics; Value at risk; Expected utility hypothesis; Mathematical economics; Microeconomics; Financial economics; Risk management; Computer science","authors":[{"name":"Traian A. Pirvu","is_ca":true},{"name":"Gordan Žitković","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.05859409147533349,"gpt":0.338547222245301,"spread":0.2799531307699675,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001986945,0.0009821693,0.0009690422,0.0004905707,0.0002767277,0.001475774,0.0007409239,0.001191237,0.001430706],"category_scores_gemma":[0.007120735,0.0004459652,0.0006085656,0.0005428603,0.001357576,0.002287928,0.001343263,0.0009417097,0.0003099056],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001006458,"about_ca_system_score_gemma":0.001112782,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001671785,"about_ca_topic_score_gemma":0.0008050086,"domain_scores_codex":[0.9994978,0.0002299069,0.00001680375,0.00008479948,0.00007340527,0.00009729349],"domain_scores_gemma":[0.9982865,0.001048494,0.0002816466,0.00009944873,0.0001574427,0.0001263376],"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":[0.00004708854,0.00003318844,0.0003556336,0.00006410878,0.00002710139,0.0001097669,0.00006633029,0.77186,0.001918501,0.2160522,0.0007465759,0.008719414],"study_design_scores_gemma":[0.0000118363,0.00003464159,0.0001042956,0.00001365457,0.000009144158,0.00002929766,0.00001476745,0.9365799,0.000593046,0.06203271,0.0005663256,0.00001051196],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1497163,0.0009684811,0.8316432,0.001359082,0.00006448054,0.00004532293,0.0001052966,0.0001312017,0.01596664],"genre_scores_gemma":[0.9525272,0.001298475,0.03683922,0.00009654459,0.0000861346,0.00009272038,0.00008876573,0.00009386632,0.008877021],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.001986945,"threshold_uncertainty_score":0.01050812,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1987959842","doi":"10.1111/j.1467-9965.2002.tb00125.x","title":"A DIFFUSION MODEL FOR ELECTRICITY PRICES","year":2002,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Electric Power System Optimization","field":"Engineering","cited_by":15,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true},"ca_institutions":"University of British Columbia","funders":"","keywords":"Electricity; Spot contract; Econometrics; Economics; Diffusion; Electricity market; Electricity demand; Financial economics; Electricity generation; Power (physics); Engineering; Thermodynamics; Physics; Electrical engineering; Futures contract","authors":[{"name":"Martin T. Barlow","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01631015705974647,"gpt":0.2021730725236183,"spread":0.1858629154638718,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001078606,0.000951029,0.001022369,0.001031819,0.0005871237,0.001669593,0.00176762,0.002499072,0.007881083],"category_scores_gemma":[0.004224753,0.0004537475,0.001179834,0.00116227,0.001332368,0.003345895,0.001059307,0.002468347,0.001644093],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001593987,"about_ca_system_score_gemma":0.000858933,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00955328,"about_ca_topic_score_gemma":0.004835042,"domain_scores_codex":[0.9994119,0.0001369876,0.00003591362,0.0001587999,0.0001572032,0.00009929041],"domain_scores_gemma":[0.9991527,0.0003915472,0.0001453676,0.00007126762,0.0001520353,0.00008725275],"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":[0.00006478748,0.00005358894,0.001097013,0.00009128208,0.00005082561,0.0003491443,0.0001674989,0.2353517,0.004198021,0.7416654,0.005870915,0.01103984],"study_design_scores_gemma":[0.00005400919,0.00002576552,0.0003596905,0.00001135395,0.00001784215,0.0001498571,0.00001907961,0.8458285,0.0003263023,0.1491448,0.004026013,0.00003675511],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.04709265,0.001501211,0.9196277,0.003758373,0.0002886093,0.0001071509,0.001064689,0.0005685842,0.02599101],"genre_scores_gemma":[0.8798808,0.002929289,0.0609629,0.0007109414,0.0004866367,0.0002938605,0.001194768,0.0001621223,0.05337876],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00955328,"threshold_uncertainty_score":0.0263648,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4367052271","doi":"10.1111/mafi.12389","title":"Designing universal causal deep learning models: The geometric (Hyper)transformer","year":2023,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Topological and Geometric Data Analysis","field":"Computer Science","cited_by":14,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"McMaster University","funders":"H2020 European Research Council; McMaster University; Natural Sciences and Engineering Research Council of Canada; Horizon 2020 Framework Programme; Eidgenössische Technische Hochschule Zürich; ETH Zürich Foundation","keywords":"Mathematics; Euclidean geometry; Markov chain; Metric space; Series (stratigraphy); Euclidean space; Algorithm; Computer science; Theoretical computer science; Discrete mathematics; Pure mathematics; Geometry","authors":[{"name":"Beatrice Acciaio","is_ca":false},{"name":"Anastasis Kratsios","is_ca":true},{"name":"Gudmund Pammer","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04423998331498467,"gpt":0.2421600431032657,"spread":0.197920059788281,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004053812,0.0007373962,0.000935004,0.001053872,0.0003807915,0.001357647,0.0018694,0.001256068,0.002365264],"category_scores_gemma":[0.01285794,0.000760667,0.0009189537,0.0007632566,0.002863332,0.005148833,0.004154476,0.001929091,0.0003538698],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001618362,"about_ca_system_score_gemma":0.000963825,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001269121,"about_ca_topic_score_gemma":0.001235178,"domain_scores_codex":[0.9988556,0.0005193459,0.00006008535,0.0002224296,0.0002360615,0.0001064873],"domain_scores_gemma":[0.9965149,0.00202769,0.0004336682,0.0006042983,0.0002298931,0.0001894844],"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":[0.00009652486,0.00005039215,0.001258587,0.00009323285,0.00004547041,0.00007861393,0.00009969,0.4993777,0.002165897,0.4636722,0.0009753083,0.0320864],"study_design_scores_gemma":[0.000008938933,0.00002453067,0.00005989375,0.000008151777,0.00000618889,0.00001802837,0.00001107962,0.8602727,0.000713193,0.1384626,0.0004092646,0.000005235224],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.02180129,0.00009750733,0.9766315,0.0003285266,0.00001253765,0.00002038471,0.00005713354,0.0002500069,0.0008011343],"genre_scores_gemma":[0.8134124,0.0003819373,0.1839085,0.0003232035,0.00005148393,0.0001030222,0.0001787836,0.0001404767,0.001500275],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.004053812,"threshold_uncertainty_score":0.0214389,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2031994792","doi":"10.1111/1467-9965.00115","title":"Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing","year":2001,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Economic theories and models","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 British Columbia; University of Waterloo","funders":"","keywords":"Arbitrage; Valuation (finance); Economics; Risk-neutral measure; Arbitrage pricing theory; Martingale (probability theory); Incomplete markets; Rational pricing; Security market; Financial economics; Mathematical economics; Capital asset pricing model; Microeconomics; Finance; Mathematics","authors":[{"name":"Phelim Boyle","is_ca":true},{"name":"Tan Wang","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03473941487382662,"gpt":0.2313604315944181,"spread":0.1966210167205915,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005354644,0.001029508,0.002204988,0.0009923214,0.001319406,0.005680289,0.002415624,0.004058298,0.004325863],"category_scores_gemma":[0.02237534,0.0008583365,0.001525813,0.001013598,0.01339524,0.02469045,0.004497092,0.007045721,0.0004428804],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0018474,"about_ca_system_score_gemma":0.00130261,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0006672846,"about_ca_topic_score_gemma":0.0005588799,"domain_scores_codex":[0.9964843,0.001295731,0.0001597213,0.0005194403,0.001327304,0.0002133652],"domain_scores_gemma":[0.9895669,0.005244695,0.001216071,0.002730027,0.0008066816,0.0004356274],"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":[0.00001440527,0.000007807171,0.00008351581,0.00003614237,0.00001200225,0.00005277941,0.000064972,0.002736231,0.0001217202,0.9934779,0.0005096652,0.002882732],"study_design_scores_gemma":[0.00001066625,0.00001294184,0.0000709738,0.00002254142,0.000005883068,0.00004030763,0.0000178201,0.01464072,0.00008941444,0.9830434,0.002037015,0.000008425491],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.04759353,0.009805049,0.8208568,0.03206654,0.001309598,0.00008437774,0.00007975934,0.000108457,0.08809592],"genre_scores_gemma":[0.8885044,0.00824566,0.08024594,0.001982358,0.004270141,0.000159586,0.00005550687,0.0001251691,0.01641124],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005680289,"threshold_uncertainty_score":0.02831841,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2551230154","doi":"10.1111/mafi.12194","title":"Trading Algorithms with Learning in Latent Alpha Models","year":2016,"lang":"en","type":"preprint","venue":"Mathematical Finance","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":12,"is_retracted":false,"has_abstract":false,"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","keywords":"Latent variable; Statistical arbitrage; Trading strategy; Computer science; Jump; Econometrics; Expectation–maximization algorithm; Arbitrage; Pairs trade; Machine learning; Mathematical optimization; Artificial intelligence; Algorithmic trading; Economics; Mathematics; Financial economics; Maximum likelihood; Statistics; Arbitrage pricing theory; Alternative trading system","authors":[{"name":"Philippe Casgrain","is_ca":true},{"name":"Sebastian Jaimungal","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.05456267610750586,"gpt":0.2245520566941278,"spread":0.169989380586622,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006874461,0.0009576114,0.002027833,0.001143952,0.0007844043,0.003016529,0.002969517,0.00286002,0.004592381],"category_scores_gemma":[0.03599896,0.001183467,0.00100848,0.001302448,0.001760517,0.006905647,0.002960879,0.003665084,0.0009990833],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001066481,"about_ca_system_score_gemma":0.001245185,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001503454,"about_ca_topic_score_gemma":0.00151714,"domain_scores_codex":[0.9979656,0.00127057,0.0001142272,0.0003068051,0.0002093884,0.0001334384],"domain_scores_gemma":[0.9721709,0.02424391,0.0008278374,0.001429141,0.0008423199,0.0004858926],"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":[0.0004599896,0.0002366016,0.002829842,0.0001812221,0.0001632912,0.0001092945,0.0001748554,0.704756,0.0005492028,0.1751096,0.004495911,0.1109341],"study_design_scores_gemma":[0.00002324642,0.00001194415,0.00005487353,0.000006123771,0.000006783499,0.000009522504,0.000004875447,0.9380539,0.00008238082,0.06160329,0.0001393453,0.000003748502],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.02763414,0.0005971948,0.9682893,0.001019929,0.00008412289,0.00003433254,0.00009132785,0.0004788002,0.001770817],"genre_scores_gemma":[0.7224007,0.0007558455,0.2667749,0.0005265939,0.000455825,0.0002300683,0.0005019293,0.0003270466,0.008027106],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006874461,"threshold_uncertainty_score":0.03635603,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2157724322","doi":"10.1111/j.1467-9965.2011.00513.x","title":"PRICING CHAINED OPTIONS WITH CURVED BARRIERS","year":2012,"lang":"en","type":"article","venue":"Mathematical 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":true,"ca_venue":false,"about_ca":false},"ca_institutions":"York University","funders":"Natural Sciences and Engineering Research Council of Canada; Mitacs","keywords":"Barrier option; Exotic option; Stochastic game; Asset (computer security); Economics; Asian option; Valuation of options; Mathematical economics; Financial economics; Computer science","authors":[{"name":"Doobae Jun","is_ca":true},{"name":"Hyejin Ku","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02488391457561999,"gpt":0.2238605281350863,"spread":0.1989766135594663,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001417577,0.0007001544,0.0006773094,0.0007923737,0.0005177584,0.002198285,0.001098029,0.001843339,0.006233704],"category_scores_gemma":[0.006176887,0.0004928607,0.001041281,0.000728082,0.001917982,0.005903576,0.001995253,0.001806075,0.0004241537],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007500116,"about_ca_system_score_gemma":0.0004279776,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001022512,"about_ca_topic_score_gemma":0.0005501086,"domain_scores_codex":[0.9991874,0.000267949,0.00004889641,0.0001182175,0.000231195,0.0001462745],"domain_scores_gemma":[0.9976596,0.001017013,0.0003686997,0.0002433992,0.0002884544,0.0004229582],"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":[0.0001989252,0.00006739364,0.001903764,0.00006276531,0.00007116638,0.0008541305,0.0002364089,0.1397171,0.006116443,0.8407889,0.0004064765,0.009576499],"study_design_scores_gemma":[0.00004210525,0.00008091862,0.0004383716,0.00002354846,0.00001780551,0.0001854039,0.00006515781,0.5937045,0.0009708694,0.403328,0.001107439,0.00003582349],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4654334,0.001041852,0.5180961,0.0006176843,0.0001270389,0.00005756652,0.00007026263,0.0001162729,0.01443983],"genre_scores_gemma":[0.9708087,0.000348771,0.02175973,0.00005443473,0.00005506195,0.00003828866,0.00004958603,0.00003199061,0.00685343],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006233704,"threshold_uncertainty_score":0.02085376,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3189958970","doi":"10.1111/mafi.12417","title":"Risk concentration and the mean‐expected shortfall criterion","year":2023,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":12,"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":"Axiom; Spectral risk measure; Mathematical economics; Expected shortfall; Risk aversion (psychology); Portfolio; Economics; Monotonic function; Axiomatic system; Coherent risk measure; Mathematics; Risk measure; Expected utility hypothesis; Econometrics; Ambiguity aversion; Actuarial science; Computer science; Financial economics","authors":[{"name":"Xia Han","is_ca":false},{"name":"Bin Wang","is_ca":false},{"name":"Ruodu Wang","is_ca":true},{"name":"Qinyu Wu","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04810511644796488,"gpt":0.3426735529607346,"spread":0.2945684365127697,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003720514,0.0006380429,0.000828546,0.001413715,0.0006883728,0.001762443,0.001032962,0.00115099,0.002558042],"category_scores_gemma":[0.01382807,0.0003707579,0.0007737546,0.0007840706,0.003195522,0.003113395,0.002449521,0.001914066,0.0002995658],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002071272,"about_ca_system_score_gemma":0.0009186242,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009193798,"about_ca_topic_score_gemma":0.0003694463,"domain_scores_codex":[0.9981219,0.0007589129,0.00008500292,0.0002816942,0.0005739507,0.0001785168],"domain_scores_gemma":[0.9916128,0.005218084,0.0009705283,0.0004054238,0.001198699,0.000594503],"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":[0.00002449516,0.00002235903,0.0006435961,0.00003241605,0.00002332139,0.00005675452,0.00005229907,0.02563111,0.0008241707,0.9660367,0.001029989,0.005622753],"study_design_scores_gemma":[0.00001343094,0.00003982186,0.0006944897,0.00002616997,0.000007874062,0.00006163849,0.0000209796,0.1308636,0.0005985337,0.8661243,0.001531512,0.00001758254],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1615971,0.001889398,0.7941208,0.004326673,0.00009550191,0.0000635222,0.0002082753,0.0001291498,0.0375695],"genre_scores_gemma":[0.963322,0.0006024357,0.03125558,0.0003087358,0.0001554636,0.00008741691,0.0001065566,0.00003482966,0.004126999],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003720514,"threshold_uncertainty_score":0.01967615,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3125290964","doi":"10.1111/1467-9965.t01-1-00177","title":"A Dynamic Investment Model with Control on the Portfolio's Worst Case Outcome","year":2003,"lang":"en","type":"article","venue":"Mathematical 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 British Columbia","funders":"","keywords":"Portfolio; Downside risk; Replicating portfolio; Outcome (game theory); Economics; Geometric Brownian motion; Black–Litterman model; Merton's portfolio problem; Black–Scholes model; Investment (military); Econometrics; Investment strategy; Portfolio optimization; Asset (computer security); Financial economics; Microeconomics; Computer science","authors":[{"name":"Yonggan Zhao","is_ca":false},{"name":"Ulrich G. Haussmann","is_ca":true},{"name":"William T. Ziemba","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.0324614602661395,"gpt":0.2337889261374333,"spread":0.2013274658712938,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002771407,0.00170443,0.001804294,0.0007350018,0.000623208,0.004190354,0.002304358,0.004011285,0.0051453],"category_scores_gemma":[0.005158674,0.0008547421,0.001122914,0.001162241,0.002026261,0.003672884,0.001609353,0.002704093,0.000628825],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001852894,"about_ca_system_score_gemma":0.001378253,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00336552,"about_ca_topic_score_gemma":0.002035448,"domain_scores_codex":[0.9985097,0.0004679438,0.00006592158,0.0004286684,0.0002496016,0.0002781136],"domain_scores_gemma":[0.9981292,0.0009545874,0.0004054554,0.0001058324,0.000158184,0.0002467212],"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":[0.0001301976,0.00008515332,0.0005416127,0.00008262061,0.00008856993,0.0004389854,0.00008224302,0.7441571,0.001037813,0.2448539,0.001196718,0.007305136],"study_design_scores_gemma":[0.00006617283,0.00008879657,0.0002166674,0.00001579734,0.00004062248,0.00008865703,0.00001811084,0.8934796,0.0002328244,0.1042023,0.001521061,0.00002930734],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.12367,0.002285392,0.829662,0.004967394,0.0003049509,0.0001202536,0.0008302353,0.0002967882,0.03786299],"genre_scores_gemma":[0.9371405,0.001550863,0.02707347,0.0002777733,0.0002743058,0.0003001333,0.0004041543,0.00006353442,0.03291529],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.0051453,"threshold_uncertainty_score":0.01721281,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3124681660","doi":"10.1111/mafi.12144","title":"On peacocks and lyrebirds: Australian options, Brownian bridges, and the average of submartingales","year":2017,"lang":"en","type":"article","venue":"Mathematical 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":"Janeway Children's Health and Rehabilitation Centre","funders":"","keywords":"Mathematical economics; Context (archaeology); Brownian motion; Jump diffusion; Brownian bridge; Econometrics; Mathematics; Asian option; Class (philosophy); Jump; Regular polygon; Economics; Mathematical finance; Applied mathematics; Statistical physics; Computer science; Financial economics; Statistics; Valuation of options; Geography; Physics","authors":[{"name":"Christian‐Oliver Ewald","is_ca":false},{"name":"Marc Yor","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03042123246569057,"gpt":0.2447110550411635,"spread":0.214289822575473,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002314443,0.0005178963,0.0007384768,0.00108424,0.001033644,0.002168274,0.000735658,0.001802294,0.003732589],"category_scores_gemma":[0.006465621,0.0002726278,0.001049032,0.001196736,0.002890811,0.004078423,0.001797772,0.001847293,0.0003179592],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009425643,"about_ca_system_score_gemma":0.0005594979,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003787116,"about_ca_topic_score_gemma":0.002513673,"domain_scores_codex":[0.9993935,0.0002692347,0.00003226716,0.0001018431,0.0001404138,0.00006267543],"domain_scores_gemma":[0.998246,0.000850278,0.0003031499,0.0001415416,0.0002312595,0.0002279285],"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":[0.000008696151,0.000006429407,0.0003914959,0.00001401384,0.000005831047,0.0001169178,0.0001512862,0.004935535,0.0004966229,0.9898984,0.0003424248,0.003632376],"study_design_scores_gemma":[0.000008254295,0.00003569681,0.001276372,0.0000427305,0.00001029269,0.0001521198,0.0001476617,0.06066897,0.0002019654,0.9322721,0.005155507,0.00002834829],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.4770817,0.005293453,0.453057,0.005031651,0.0004408385,0.00005232804,0.0001362375,0.0001191293,0.05878773],"genre_scores_gemma":[0.9669167,0.00195996,0.01855831,0.0003824878,0.0003967807,0.00004456628,0.00006472308,0.00003066398,0.0116458],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003787116,"threshold_uncertainty_score":0.01248676,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3087357592","doi":"10.1111/mafi.12331","title":"Robust asymptotic growth in stochastic portfolio theory under long‐only constraints","year":2021,"lang":"en","type":"article","venue":"Mathematical 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":"Natural Sciences and Engineering Research Council of Canada","keywords":"Portfolio; Uniqueness; Volatility (finance); Invariant (physics); Stochastic volatility; Class (philosophy); Modern portfolio theory; Portfolio optimization","authors":[],"retraction":null,"screen_n_in":null,"score":{"opus":0.03141100300413149,"gpt":0.2253450297502964,"spread":0.1939340267461649,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005286863,0.0008523351,0.001139153,0.000791943,0.0003312695,0.00178403,0.001035854,0.001422622,0.001806245],"category_scores_gemma":[0.02579486,0.0005053409,0.000523578,0.0005992531,0.002144123,0.00262981,0.00174283,0.001287144,0.0002314186],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001817996,"about_ca_system_score_gemma":0.001289926,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002458332,"about_ca_topic_score_gemma":0.0008776326,"domain_scores_codex":[0.9986707,0.0007776152,0.0000489947,0.0001590513,0.0002146193,0.0001289337],"domain_scores_gemma":[0.9922423,0.005700411,0.0008121149,0.0002394753,0.0007339554,0.0002717114],"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":[0.00003989147,0.00002770587,0.0007220861,0.00006716305,0.00003613727,0.000103323,0.00005932293,0.7170475,0.001815901,0.273024,0.0005894427,0.00646749],"study_design_scores_gemma":[0.000008498271,0.00002149531,0.0001612157,0.00001186461,0.000004559555,0.00002186285,0.00001335617,0.9090077,0.0002830733,0.09027249,0.000186196,0.000007732859],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1935605,0.00103728,0.7901493,0.002108601,0.0000624653,0.00004576269,0.0001009297,0.0002082461,0.01272682],"genre_scores_gemma":[0.9759021,0.0005900476,0.01896678,0.0001245855,0.00006610692,0.00009286439,0.00009949791,0.00007937175,0.004078657],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005286863,"threshold_uncertainty_score":0.02795988,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4362586321","doi":"10.1111/mafi.12386","title":"Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information","year":2023,"lang":"en","type":"article","venue":"Mathematical 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":true,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Calgary","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Stochastic discount factor; Bond valuation; Economics; Partial differential equation; Volatility (finance); Affine transformation; Perfect information; Stochastic volatility; Credit risk; Econometrics; Mathematical economics; Mathematics; Interest rate; Capital asset pricing model; Finance","authors":[{"name":"Junchi Ma","is_ca":true},{"name":"Mobolaji Ogunsolu","is_ca":true},{"name":"Jinniao Qiu","is_ca":true},{"name":"Deniz Sezer","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02904031924675685,"gpt":0.2402715398973181,"spread":0.2112312206505613,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002750104,0.000798902,0.001432053,0.0009892818,0.0005720606,0.002635111,0.002121802,0.002327686,0.004272912],"category_scores_gemma":[0.00754049,0.000752594,0.001137044,0.001034935,0.002047698,0.003945958,0.001609676,0.0018894,0.0002713794],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002379067,"about_ca_system_score_gemma":0.001611303,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007333729,"about_ca_topic_score_gemma":0.003516634,"domain_scores_codex":[0.9989397,0.0004391513,0.00005330472,0.0001765857,0.0002530963,0.0001382263],"domain_scores_gemma":[0.9975325,0.001429404,0.0004132616,0.0001628779,0.0003099805,0.000151986],"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":[0.00002426546,0.0000334616,0.000351168,0.00002524042,0.00002123276,0.0001222013,0.00005896185,0.2879939,0.0003975629,0.7082241,0.0004763207,0.002271744],"study_design_scores_gemma":[0.00001278916,0.000008890054,0.0001377334,0.000008105495,0.000006313132,0.00001867058,0.00001406582,0.8342047,0.00009308993,0.165132,0.0003501093,0.00001358823],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.09456098,0.00068182,0.8880242,0.002288338,0.00008673396,0.00005326434,0.0002616767,0.0001202595,0.0139229],"genre_scores_gemma":[0.948221,0.0006852734,0.03917205,0.0001466001,0.0001381465,0.0001069075,0.0001691875,0.00004638833,0.01131458],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007333729,"threshold_uncertainty_score":0.01726151,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1794412261","doi":"10.1111/j.1467-9965.2010.00429.x","title":"DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE","year":2010,"lang":"en","type":"article","venue":"Mathematical 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 Toronto","funders":"","keywords":"Arbitrage; Economics; Econometrics; Interest rate; Covered interest arbitrage; Financial economics; Bond; Interest rate parity; Monetary economics; Finance","authors":[{"name":"Christian Gouriéroux","is_ca":true},{"name":"Alain Monfort","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02406038525763747,"gpt":0.2433557816223319,"spread":0.2192953963646944,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006959135,0.0009712643,0.001171243,0.001466115,0.0007205235,0.003167237,0.001539297,0.001365161,0.006649886],"category_scores_gemma":[0.04632445,0.0005988979,0.001835148,0.000718549,0.003998196,0.009510763,0.002909853,0.007726302,0.001727894],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008014445,"about_ca_system_score_gemma":0.000928979,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0006799744,"about_ca_topic_score_gemma":0.0003901733,"domain_scores_codex":[0.9953917,0.001704008,0.0004119033,0.0006616095,0.001327637,0.0005030932],"domain_scores_gemma":[0.9661512,0.02298303,0.002946898,0.003951618,0.00305618,0.0009111103],"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":[0.00005362032,0.00002115335,0.0003882514,0.0000528159,0.00001473485,0.0001968028,0.00007831192,0.01021404,0.0009964718,0.9825169,0.001074745,0.004392055],"study_design_scores_gemma":[0.00002483954,0.00002537496,0.0004731983,0.00004982782,0.00001408661,0.0003130557,0.00003890236,0.06218002,0.001808526,0.9305655,0.004474386,0.0000322399],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.0805147,0.002187122,0.7907436,0.002817018,0.0006915392,0.00008330103,0.0005176442,0.0001920696,0.122253],"genre_scores_gemma":[0.9376952,0.00277486,0.04345391,0.0007772194,0.0009949465,0.0001364336,0.0007440603,0.0003352703,0.01308813],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006959135,"threshold_uncertainty_score":0.0368039,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1999645966","doi":"10.1111/j.0960-1627.2004.00187.x","title":"Pareto Equilibria with coherent measures of risk","year":2004,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Economic theories and models","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":"York University","funders":"","keywords":"Transitive relation; Economics; Pareto principle; Valuation (finance); Financial market; Position (finance); Econometrics; Mathematical economics; Mathematics; Finance","authors":[{"name":"David Heath","is_ca":false},{"name":"Hyejin Ku","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03887739800886825,"gpt":0.2044380749471945,"spread":0.1655606769383262,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004956421,0.0009497034,0.001034488,0.001752953,0.001639349,0.005225941,0.001186703,0.001908857,0.005599813],"category_scores_gemma":[0.01642155,0.0006559017,0.001445896,0.001157113,0.004094835,0.007588314,0.003970991,0.002343482,0.0009307376],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002493111,"about_ca_system_score_gemma":0.001953555,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000771427,"about_ca_topic_score_gemma":0.0008546363,"domain_scores_codex":[0.9944444,0.002047559,0.0003650295,0.0008221498,0.001751936,0.0005689977],"domain_scores_gemma":[0.9923325,0.004230811,0.001301975,0.000652517,0.001015159,0.0004670541],"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":[0.000003886578,0.000009413924,0.00007793576,0.000008776934,0.00000696537,0.00002409374,0.00003881931,0.002309842,0.0001688208,0.9961999,0.0001397914,0.001011793],"study_design_scores_gemma":[0.00001534621,0.00001264739,0.00006795828,0.00001246144,0.000004600579,0.00003560489,0.00004193941,0.01647712,0.0001890395,0.9819856,0.00114938,0.000008299796],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.06781703,0.0005130323,0.8808395,0.001602125,0.00007006527,0.0001325232,0.0001531485,0.00009105734,0.04878159],"genre_scores_gemma":[0.7949405,0.0009274691,0.1878414,0.0006743628,0.0002679024,0.0008032362,0.0002706274,0.0001005716,0.01417389],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005599813,"threshold_uncertainty_score":0.02621239,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2165373275","doi":"10.1111/j.1467-9965.2010.00424.x","title":"BILINEAR TERM STRUCTURE MODEL","year":2010,"lang":"en","type":"article","venue":"Mathematical 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":"University of Toronto","funders":"","keywords":"Affine transformation; Affine term structure model; Yield curve; Econometrics; Term (time); Bilinear interpolation; Portfolio; Mathematics; Interest rate; Economics; Mathematical economics; Applied mathematics; Financial economics; Statistics; Finance; Pure mathematics","authors":[{"name":"Christian Gouriéroux","is_ca":true},{"name":"Alain Monfort","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02002865749098138,"gpt":0.2288614048815245,"spread":0.2088327473905431,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001166338,0.000915807,0.001220437,0.0008869105,0.0006159889,0.002234663,0.002220318,0.001846485,0.01549226],"category_scores_gemma":[0.004356291,0.0004769003,0.001214441,0.001316435,0.0008312569,0.003107547,0.001514729,0.00172143,0.003706739],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007818193,"about_ca_system_score_gemma":0.001216795,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004364039,"about_ca_topic_score_gemma":0.002369411,"domain_scores_codex":[0.9990706,0.0002318584,0.00005762413,0.0002385153,0.0002234196,0.000177984],"domain_scores_gemma":[0.9984805,0.0005920691,0.0002624734,0.0001878765,0.0003489312,0.0001281336],"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":[0.0001209151,0.0000951269,0.001883573,0.0001465753,0.00007507037,0.0003430554,0.0001804236,0.2671904,0.001942183,0.6968993,0.005470832,0.02565262],"study_design_scores_gemma":[0.00003177547,0.00005438229,0.0004266586,0.00001488647,0.00003107037,0.0001915917,0.00002813806,0.7454904,0.0003209204,0.2441673,0.009213638,0.00002924955],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.03288834,0.0009954579,0.9303682,0.0009294515,0.0002851412,0.0001030488,0.002066359,0.0005060926,0.03185799],"genre_scores_gemma":[0.8544912,0.001936106,0.06788891,0.0005286713,0.0004662967,0.0003439178,0.002870243,0.0002620892,0.07121252],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01549226,"threshold_uncertainty_score":0.05182678,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2029894819","doi":"10.1111/j.1467-9965.2005.00229.x","title":"MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS","year":2005,"lang":"en","type":"article","venue":"Mathematical 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":"University of Alberta","funders":"","keywords":"Doob's martingale inequality; Local martingale; Mathematics; Hellinger distance; Martingale (probability theory); Martingale pricing; Martingale difference sequence; Entropy (arrow of time); Kullback–Leibler divergence; Bounded function; Applied mathematics; Statistics; Mathematical analysis; Physics","authors":[{"name":"Tahir Choulli","is_ca":true},{"name":"Christophe Stricker","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02821021363912475,"gpt":0.2243399307841711,"spread":0.1961297171450464,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003334534,0.0006890134,0.001165598,0.001738581,0.0008159695,0.002284375,0.001023738,0.001019143,0.00123234],"category_scores_gemma":[0.007676212,0.0005051873,0.001017825,0.0006535371,0.003460645,0.003642941,0.001637657,0.001243959,0.0001183728],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002155792,"about_ca_system_score_gemma":0.001376333,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009812944,"about_ca_topic_score_gemma":0.0006216004,"domain_scores_codex":[0.9988183,0.0004576276,0.00007242528,0.0002327643,0.0002713586,0.0001475519],"domain_scores_gemma":[0.99644,0.001860793,0.0006485513,0.0002503511,0.0003851469,0.0004152304],"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":[0.00003330551,0.00001983194,0.0006842895,0.00006522786,0.00003653756,0.00007991892,0.0000869682,0.03179706,0.001626045,0.9622236,0.0002937395,0.003053473],"study_design_scores_gemma":[0.00001648501,0.00005049213,0.0009941915,0.00002863383,0.00001610974,0.00004690128,0.00003260346,0.1833661,0.001010891,0.8136278,0.0007802216,0.00002947385],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3525061,0.001460128,0.6346658,0.001128544,0.00004820474,0.00006873067,0.0002477947,0.0001244027,0.009750365],"genre_scores_gemma":[0.9553931,0.0005589307,0.04076442,0.00009841385,0.00008961384,0.0001095538,0.0001567264,0.00004339356,0.002785671],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003334534,"threshold_uncertainty_score":0.01763493,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2917138761","doi":"10.1111/mafi.12181","title":"Trading co‐integrated assets with price impact","year":2018,"lang":"en","type":"preprint","venue":"Mathematical Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":4,"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; Global Risk Institute in Financial Services","keywords":"Portfolio; Oracle; Task (project management); Asset (computer security); Value (mathematics); Computer science; Project portfolio management; Corporation; Econometrics; Business; Financial economics; Economics; Finance","authors":[{"name":"Álvaro Cartea","is_ca":false},{"name":"Luhui Gan","is_ca":true},{"name":"Sebastian Jaimungal","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04522463172752141,"gpt":0.2661086672922033,"spread":0.2208840355646819,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001873829,0.0007858127,0.001151873,0.0006070515,0.0003224125,0.001923033,0.0008001038,0.0007835485,0.001669217],"category_scores_gemma":[0.006435995,0.0003680681,0.0004956474,0.0006943204,0.0011095,0.001933339,0.001098209,0.00111841,0.0001586509],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009284521,"about_ca_system_score_gemma":0.0009910786,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004506972,"about_ca_topic_score_gemma":0.002813996,"domain_scores_codex":[0.999175,0.0001723156,0.00006865283,0.0001494265,0.0002876972,0.0001469699],"domain_scores_gemma":[0.9959483,0.002109745,0.0009072099,0.0004287841,0.0002942163,0.0003117939],"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":[0.0003497615,0.0001791602,0.0101262,0.00003780851,0.0001184694,0.000361093,0.000038416,0.9360751,0.005798674,0.01912555,0.000299059,0.02749058],"study_design_scores_gemma":[0.00001479155,0.00007705676,0.001146627,0.000002976615,0.00001220765,0.00003313178,0.000008023765,0.9917223,0.001379073,0.005498156,0.00009883042,0.000006862121],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8150403,0.0001743729,0.180756,0.0003081899,0.00003838565,0.00005546182,0.0000687542,0.0002417235,0.003316738],"genre_scores_gemma":[0.9902477,0.00003342113,0.00907965,0.00001464973,0.0000124772,0.00000890932,0.00003466783,0.000006425189,0.0005621606],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004506972,"threshold_uncertainty_score":0.009909928,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2106551117","doi":"10.1111/j.1467-9965.2007.00312.x","title":"A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT","year":2007,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":4,"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":"Taxable income; Bond; Transaction cost; Portfolio; Economics; Database transaction; Asset (computer security); Investment (military); Financial economics; Monetary economics; Microeconomics; Finance","authors":[{"name":"Cristin Buescu","is_ca":false},{"name":"Abel Cadenillas","is_ca":true},{"name":"Stanley R. Pliska","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02231363430964554,"gpt":0.2273028093447853,"spread":0.2049891750351398,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002384301,0.0009994255,0.001512366,0.0007836355,0.0007210221,0.00284064,0.001249005,0.002139303,0.01733234],"category_scores_gemma":[0.02612206,0.0004758285,0.001227316,0.001062709,0.002712586,0.004580302,0.002006496,0.004139091,0.0009070285],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001588723,"about_ca_system_score_gemma":0.0008936496,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004204479,"about_ca_topic_score_gemma":0.003207818,"domain_scores_codex":[0.9989096,0.0005231505,0.00006397801,0.000136015,0.0002225708,0.0001447386],"domain_scores_gemma":[0.9793723,0.01721496,0.001018787,0.001256994,0.0008258974,0.0003110151],"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":[0.0002133184,0.0001191677,0.001164655,0.000323776,0.00008277775,0.0004571389,0.0001185491,0.07235952,0.001219579,0.8672587,0.01035104,0.04633168],"study_design_scores_gemma":[0.00005366122,0.00006400853,0.001019216,0.0001017988,0.00004566794,0.000118497,0.00005567016,0.04891616,0.0009070643,0.9382885,0.0103982,0.00003158942],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1099345,0.04285932,0.4001344,0.06052048,0.003762476,0.0001193697,0.0007837188,0.0004781946,0.3814076],"genre_scores_gemma":[0.8815365,0.02859608,0.03427261,0.006842149,0.003135173,0.000127654,0.0001703262,0.0003554998,0.04496399],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01733234,"threshold_uncertainty_score":0.05798244,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2894103496","doi":"10.1111/mafi.12259","title":"Hedging nontradable risks with transaction costs and price impact","year":2020,"lang":"en","type":"article","venue":"Mathematical Finance","topic":"Economic theories and models","field":"Economics, Econometrics and Finance","cited_by":4,"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","keywords":"Position (finance); Economics; Asset (computer security); Econometrics; Transaction cost; Nonlinear system; Risk aversion (psychology); Value (mathematics); Function (biology); Database transaction; Mathematical optimization; Mathematics; Microeconomics; Expected utility hypothesis; Computer science; Mathematical economics; Statistics; Finance","authors":[{"name":"Álvaro Cartea","is_ca":false},{"name":"Ryan Donnelly","is_ca":false},{"name":"Sebastian Jaimungal","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04511966495845321,"gpt":0.2359091756694342,"spread":0.190789510710981,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001597302,0.0007586566,0.0009538315,0.000479587,0.0002945769,0.002509709,0.0009920435,0.001446666,0.003138081],"category_scores_gemma":[0.008350288,0.0005913343,0.0005963865,0.0004365295,0.001556666,0.002975893,0.001541531,0.001484912,0.0001628392],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001497079,"about_ca_system_score_gemma":0.000775227,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003150344,"about_ca_topic_score_gemma":0.001785548,"domain_scores_codex":[0.9993846,0.0002394707,0.00003890299,0.0001037437,0.0001508595,0.00008230015],"domain_scores_gemma":[0.9963399,0.002374229,0.0005712273,0.0003079479,0.0001802518,0.0002264768],"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":[0.00009717985,0.00009633921,0.00292694,0.00003994755,0.0000687765,0.0003956101,0.00007838121,0.8103298,0.001639812,0.1751581,0.0003268514,0.008842252],"study_design_scores_gemma":[0.00001360576,0.00004604437,0.0007424048,0.000007369923,0.00001484691,0.00003801485,0.00001960926,0.9376307,0.0002217517,0.06106277,0.0001884139,0.00001438046],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5999258,0.0008362659,0.3826993,0.001455396,0.0001159561,0.00005487954,0.00008273883,0.00007864297,0.01475114],"genre_scores_gemma":[0.9934046,0.0001515628,0.00351502,0.0000330102,0.00002291894,0.00001190662,0.00001353341,0.000007809625,0.002839686],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003150344,"threshold_uncertainty_score":0.01086211,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3159784121","doi":"10.1111/mafi.12345","title":"A mean‐field game approach to equilibrium pricing in solar renewable energy certificate markets","year":2022,"lang":"en","type":"preprint","venue":"Mathematical Finance","topic":"Climate Change Policy and Economics","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Toronto; HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Nash equilibrium; Certificate; Renewable energy; Mathematical optimization; Microeconomics; Economics; Mathematical economics; Computer science; Mathematics; Engineering; Electrical engineering","authors":[{"name":"Arvind Shrivats","is_ca":false},{"name":"Dena Firoozi","is_ca":true},{"name":"Sebastian Jaimungal","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.16327010201555,"gpt":0.2701295573652789,"spread":0.1068594553497289,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001905363,0.0007963041,0.001428176,0.0007998141,0.0007920718,0.001930411,0.00170161,0.002331787,0.008009553],"category_scores_gemma":[0.006461071,0.000599256,0.001164313,0.0005317394,0.002202595,0.002191657,0.001370641,0.001812886,0.000304862],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002977801,"about_ca_system_score_gemma":0.002003124,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01259181,"about_ca_topic_score_gemma":0.007714821,"domain_scores_codex":[0.9992625,0.0004105549,0.00001905507,0.00009112054,0.00009462739,0.0001221925],"domain_scores_gemma":[0.9978932,0.001485615,0.0002095148,0.00005446794,0.000175903,0.000181321],"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":[0.00005219383,0.00006648468,0.0004694825,0.00003187455,0.00002903819,0.0001215034,0.00009076457,0.5383078,0.0005994651,0.4568829,0.001159795,0.002188667],"study_design_scores_gemma":[0.00002703879,0.00001918513,0.0001062496,0.000005409279,0.000005215708,0.00001090698,0.00002834497,0.9100702,0.0000646021,0.08926594,0.0003864925,0.0000103707],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1907405,0.0004445896,0.7651942,0.002776868,0.0001416086,0.000178264,0.000319361,0.0001211053,0.04008349],"genre_scores_gemma":[0.9632217,0.0002548281,0.02466686,0.0002155205,0.0000622611,0.0001797833,0.00007706499,0.00002907547,0.01129309],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01259181,"threshold_uncertainty_score":0.02679461,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null}]}