{"meta":{"page":1,"per_page":50,"max_per_page":100,"total":4,"total_is_capped":false,"direct_labels_cover":0,"predictions_cover":4,"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":"2af6451a2087","filters":{"venue":"The Journal of Risk"}},"results":[{"id":"W2514227992","doi":"10.21314/jor.2009.191","title":"Min-Max robust and CVaR robust mean-variance portfolios","year":2009,"lang":"en","type":"article","venue":"The Journal of Risk","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":29,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo","funders":"","keywords":"CVAR; Variance (accounting); Econometrics; Statistics; Mathematics; Computer science; Economics; Portfolio; Expected shortfall; Financial economics","authors":[{"name":"Lei Zhu","is_ca":true},{"name":"Thomas F. Coleman","is_ca":true},{"name":"Yuying Li","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04861479097870843,"gpt":0.310947425680921,"spread":0.2623326347022126,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.009743601,0.001398193,0.001889686,0.001136081,0.0003661677,0.002450486,0.001790474,0.001502277,0.002167278],"category_scores_gemma":[0.02552359,0.0007742019,0.001586416,0.001131907,0.001355698,0.002460499,0.002011596,0.001995261,0.0003942968],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001301896,"about_ca_system_score_gemma":0.001048377,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001246691,"about_ca_topic_score_gemma":0.0004775463,"domain_scores_codex":[0.9946743,0.002926482,0.0002278982,0.0008286884,0.001097743,0.0002448622],"domain_scores_gemma":[0.988399,0.008200572,0.001450815,0.0009368093,0.0008775777,0.000135177],"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":[0.00005998879,0.00002698288,0.0005950541,0.00007163727,0.0001221586,0.00004496039,0.00002912828,0.9289404,0.001044891,0.04632649,0.0004813245,0.02225683],"study_design_scores_gemma":[0.000005668326,0.00004338327,0.0002522814,0.00002029584,0.0000147971,0.00002632046,0.000006749727,0.978369,0.0007410761,0.02010425,0.0004024205,0.00001370317],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.008727286,0.0002957438,0.9889915,0.0001681444,0.0000158011,0.00002230584,0.00003890604,0.0001038343,0.001636454],"genre_scores_gemma":[0.7741249,0.0006433729,0.2208471,0.0002494777,0.0001097047,0.0001891711,0.0002627045,0.000192326,0.003381233],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.009743601,"threshold_uncertainty_score":0.05152971,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2205746712","doi":"10.21314/jor.2003.075","title":"Space–time diversification: which dimension is better?","year":2003,"lang":"en","type":"article","venue":"The Journal of Risk","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"York University","funders":"","keywords":"Diversification (marketing strategy); Portfolio; Asset allocation; Economics; Financial economics; Investment (military); Capital asset pricing model; Investment strategy; Actuarial science; Econometrics; Microeconomics; Business; Marketing","authors":[{"name":"Moshe A. Milevsky","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01925573181283781,"gpt":0.1951439258270614,"spread":0.1758881940142236,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005133848,0.000759321,0.00155593,0.001480615,0.000774067,0.006909415,0.001056368,0.002596685,0.005330043],"category_scores_gemma":[0.01420079,0.0002687864,0.0009241676,0.002077848,0.00578222,0.01634319,0.002660637,0.002836697,0.0006811402],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001744861,"about_ca_system_score_gemma":0.001350256,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001727728,"about_ca_topic_score_gemma":0.001739288,"domain_scores_codex":[0.9982388,0.0008227493,0.0001490752,0.0002687114,0.0004023629,0.0001182596],"domain_scores_gemma":[0.990677,0.004258326,0.002223943,0.0008864458,0.000910059,0.001044273],"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":[0.000990337,0.0002607049,0.04403778,0.001924648,0.0006915787,0.0002401529,0.001848504,0.007233305,0.002047441,0.5175363,0.01560633,0.4075829],"study_design_scores_gemma":[0.0001277333,0.0003355968,0.02393133,0.001058641,0.0002062489,0.0005455498,0.003357473,0.004452637,0.0007490745,0.9300278,0.03509038,0.0001174755],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"commentary","genre_gemma":"empirical","genre_scores_codex":[0.2860106,0.2587487,0.07688294,0.3074229,0.003012293,0.0001068279,0.0006939819,0.0001639125,0.06695785],"genre_scores_gemma":[0.9059517,0.05984979,0.01705905,0.01093158,0.003458416,0.00006919645,0.0002149359,0.00006808787,0.002397307],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006909415,"threshold_uncertainty_score":0.02715075,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2531668889","doi":"10.21314/jor.2016.340","title":"A fuzzy data envelopment analysis model for evaluating the efficiency of socially responsible and conventional mutual funds","year":2016,"lang":"en","type":"article","venue":"The Journal of Risk","topic":"Multi-Criteria Decision Making","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Université du Québec à Montréal","funders":"","keywords":"Data envelopment analysis; Equity (law); Credibility; Transparency (behavior); Business; Fuzzy logic; Mutual fund; Accounting; Mutual information; Actuarial science; Econometrics; Finance; Economics; Computer science; Mathematics; Statistics; Artificial intelligence","authors":[{"name":"I. Baeza-Sampere","is_ca":false},{"name":"Vicente Coll‐Serrano","is_ca":false},{"name":"Bouchra M’Zali","is_ca":true},{"name":"Paz Méndez‐Rodríguez","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.4446177604861004,"gpt":0.51871623586,"spread":0.07409847537389969,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004690616,0.0006870424,0.0008650866,0.001555281,0.0004153983,0.002186764,0.000788119,0.001182923,0.001083815],"category_scores_gemma":[0.01025284,0.0002825902,0.001070933,0.001401998,0.0008595326,0.001485431,0.000799763,0.0007137549,0.0001151493],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003121317,"about_ca_system_score_gemma":0.001520663,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.009759155,"about_ca_topic_score_gemma":0.002839412,"domain_scores_codex":[0.9974196,0.001563421,0.0001312305,0.0002007163,0.000454335,0.0002307329],"domain_scores_gemma":[0.9966214,0.002364894,0.0003704518,0.0001570755,0.000399621,0.00008651498],"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":[0.00004370105,0.00003015768,0.001440711,0.00003213739,0.00004352644,0.00005617189,0.00009770315,0.9548613,0.0005359548,0.0373437,0.0001299735,0.005384957],"study_design_scores_gemma":[0.000002683108,0.00001879569,0.0002609653,0.000007952206,0.000006932467,0.000006665464,0.00002492737,0.9940048,0.0001947227,0.005315817,0.0001494362,0.000006380242],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2691463,0.0005007154,0.7231213,0.000460728,0.00002453108,0.0001124734,0.0001521982,0.00008993039,0.006391827],"genre_scores_gemma":[0.9842421,0.00009811352,0.01487536,0.00001225853,0.000004298545,0.00006976112,0.00003084815,0.000004513393,0.0006627212],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.009759155,"threshold_uncertainty_score":0.02480668,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2418154789","doi":"10.21314/jor.2014.293","title":"Conditional value-at-risk-based optimal partial hedging","year":2014,"lang":"en","type":"article","venue":"The Journal of Risk","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Waterloo","funders":"","keywords":"Value at risk; Value (mathematics); Economics; Expected shortfall; Econometrics; Mathematics; Actuarial science; Risk management; Financial economics; Portfolio; Statistics; Finance","authors":[{"name":"Jianfa Cong","is_ca":true},{"name":"Ken Seng Tan","is_ca":true},{"name":"Chengguo Weng","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01470167001230958,"gpt":0.2155036034366486,"spread":0.2008019334243391,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002140841,0.0007136647,0.001427152,0.0004409975,0.0002904559,0.001287999,0.0008741777,0.0009469223,0.002294578],"category_scores_gemma":[0.004620729,0.0004660655,0.0006146134,0.0004448398,0.0008840823,0.001330895,0.0009920346,0.0008473808,0.0001403931],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000707246,"about_ca_system_score_gemma":0.000932624,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009562497,"about_ca_topic_score_gemma":0.0005428988,"domain_scores_codex":[0.9993911,0.0002730678,0.00003573123,0.0001001727,0.0001266382,0.00007325302],"domain_scores_gemma":[0.9984806,0.0009610982,0.0001300148,0.0001208972,0.0002050359,0.000102295],"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":[0.0001729004,0.00006619922,0.0007961309,0.0001303191,0.00007118767,0.0001387307,0.00007909088,0.9145109,0.004295812,0.04844828,0.000650771,0.03063975],"study_design_scores_gemma":[0.00001530743,0.00009324181,0.000261291,0.00001383924,0.0000178976,0.00002948249,0.00001595782,0.9835948,0.0009641237,0.01472457,0.0002585344,0.0000110439],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1519614,0.0008156748,0.8408801,0.0003387816,0.00004404205,0.00006967949,0.00007030996,0.0001305848,0.005689448],"genre_scores_gemma":[0.973178,0.000195456,0.02470013,0.00005434556,0.00001896912,0.0000357007,0.00005125812,0.00002095336,0.001745138],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002294578,"threshold_uncertainty_score":0.01132196,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null}]}