{"meta":{"page":1,"per_page":50,"max_per_page":100,"total":32,"total_is_capped":false,"direct_labels_cover":0,"predictions_cover":32,"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":"95d475f15232","filters":{"venue":"The Journal of Risk Finance"}},"results":[{"id":"W3122868937","doi":"10.1108/15265940610648571","title":"Empirical study of value‐at‐risk and expected shortfall models with heavy tails","year":2006,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":73,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true},"ca_institutions":"","funders":"","keywords":"Econometrics; Economics; Value at risk; Generalized Pareto distribution; Extreme value theory; Liberian dollar; Us dollar; Empirical research; Gaussian; Value (mathematics); Risk measure; Financial economics; Risk management; Mathematics; Statistics; Finance; Exchange rate","authors":[{"name":"Fotios Harmantzis","is_ca":false},{"name":"Linyan Miao","is_ca":false},{"name":"Yifan Chien","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02955170536453963,"gpt":0.2341176142174391,"spread":0.2045659088528994,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00151355,0.0001924627,0.0006740317,0.000162933,0.0002423181,0.0000246724,0.0003013027,0.00008208524,0.000007467498],"category_scores_gemma":[0.0001168981,0.0001405341,0.00009794877,0.0003137031,0.0001218132,0.0002839906,0.00007698256,0.0004281615,0.000003918839],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007264894,"about_ca_system_score_gemma":0.00003736537,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002477159,"about_ca_topic_score_gemma":0.0006748478,"domain_scores_codex":[0.9981216,0.0001054681,0.001149454,0.0002329241,0.0001304249,0.00026011],"domain_scores_gemma":[0.9975896,0.0002280884,0.001623902,0.0003706878,0.0001421929,0.00004545195],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0009650199,0.0005776153,0.8722047,0.00001136112,0.00005870726,0.000008624747,0.005556133,0.1161937,0.000008433758,0.003038761,0.000346601,0.001030298],"study_design_scores_gemma":[0.002610092,0.001580554,0.8531495,0.0000666376,0.000120797,0.00004964007,0.0006850747,0.06918352,0.0001148401,0.07127603,0.0008307064,0.000332651],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9670556,0.007579661,0.02461951,0.0000703947,0.00008560831,0.000210434,0.00006322001,0.000008174945,0.000307385],"genre_scores_gemma":[0.9949431,0.003053659,0.001779557,0.00001595612,0.0001052729,0.000003056272,7.291338e-7,0.00002261885,0.00007597992],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.06823727,"threshold_uncertainty_score":0.5730816,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4313332456","doi":"10.1108/jrf-07-2022-0179","title":"The Russia–Ukraine conflict and foreign stocks on the US market","year":2022,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":22,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Northern British Columbia","funders":"","keywords":"Stock market; Capital market; Politics; Economics; Event study; Quality (philosophy); Stock (firearms); Business; Financial economics; Market economy; Monetary economics; Finance; Political science","authors":[{"name":"Danjue Clancey-Shang","is_ca":false},{"name":"Chengbo Fu","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02039627070782505,"gpt":0.1993747588997776,"spread":0.1789784881919525,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["sts"],"consensus_categories":[],"category_scores_codex":[0.003935361,0.0001449294,0.0002706964,0.00006107787,0.001445167,0.00009440144,0.0006381581,0.00002941065,0.0002689952],"category_scores_gemma":[0.0003234035,0.00007471259,0.0001136223,0.0001953198,0.0002532316,0.0001211712,0.0001302598,0.0006222898,0.00001540725],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005944376,"about_ca_system_score_gemma":0.00003792561,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001181796,"about_ca_topic_score_gemma":0.000009988365,"domain_scores_codex":[0.9987764,0.0001669242,0.0005699563,0.0001280072,0.0001051614,0.0002535892],"domain_scores_gemma":[0.997579,0.0008601586,0.001140459,0.0003612112,0.00003015384,0.00002906363],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0004871006,0.00005074784,0.00634206,0.000004232368,0.00006019924,0.000007193157,0.0007151927,0.0006382669,0.000002620917,0.8973655,0.09126142,0.003065473],"study_design_scores_gemma":[0.0004320923,0.0004723102,0.1518234,0.00001374663,0.00001454009,0.00005256644,0.0004434765,0.001013304,0.00001036252,0.09801074,0.7475904,0.0001230617],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8912564,0.02666354,0.0001139638,0.006195579,0.0005981027,0.0002874859,0.0001584229,0.000007307423,0.07471919],"genre_scores_gemma":[0.9664406,0.0302139,0.00003901256,0.0009210569,0.0001498984,0.00001743784,4.549093e-7,0.00001607427,0.00220156],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7993547,"threshold_uncertainty_score":0.9998548,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2042234687","doi":"10.1108/15265940910938233","title":"Corporate risk management and investment decisions","year":2009,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Capital Investment and Risk Analysis","field":"Economics, Econometrics and Finance","cited_by":21,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Saskatchewan","funders":"","keywords":"Downside risk; Capital budgeting; Investment decisions; Capital allocation line; Investment (military); Risk management; Corporate finance; Venture capital; Economics; Financial risk; Investment strategy; Economic capital; Actuarial science; Business; Finance; Expected utility hypothesis; Financial risk management; Risk analysis (engineering); Microeconomics; Financial economics; Portfolio","authors":[{"name":"Xun Li","is_ca":false},{"name":"Zhenyu Wu","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03070041252735316,"gpt":0.2099908605374011,"spread":0.1792904480100479,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001190696,0.0001280022,0.0003354622,0.0002053197,0.0002189084,0.00004842871,0.0002730007,0.00003866417,0.0000259703],"category_scores_gemma":[0.0001166703,0.0000893796,0.0001411123,0.0002998211,0.00008594923,0.0001800944,0.00004283707,0.0002422906,0.00008387145],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004341368,"about_ca_system_score_gemma":0.000007152479,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00005259103,"about_ca_topic_score_gemma":0.00001332316,"domain_scores_codex":[0.9989212,0.00004393173,0.0006580794,0.0001356599,0.00006823352,0.0001728824],"domain_scores_gemma":[0.997048,0.0001094683,0.002458574,0.0002811125,0.0000376153,0.00006519206],"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":[0.000106537,0.0001677893,0.03585843,0.000003119244,0.0002135724,0.00002816234,0.001098202,0.001811096,0.000003579126,0.9333188,0.009501414,0.01788932],"study_design_scores_gemma":[0.0004967928,0.0001675206,0.2843919,0.00002428562,0.0001098392,0.00001941249,0.00009789772,0.001268532,0.0000218381,0.6972005,0.01608362,0.000117899],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9192379,0.0754955,0.001929018,0.0004958338,0.0001755095,0.00009641692,0.00004136121,0.000006074017,0.002522398],"genre_scores_gemma":[0.7382157,0.2571095,0.003539511,0.0003521419,0.00006453812,8.213949e-7,8.204755e-7,0.000006545731,0.0007103719],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2485334,"threshold_uncertainty_score":0.3644795,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2076026081","doi":"10.1108/15265940610688982","title":"Option pricing for some stochastic volatility models","year":2006,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":15,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Manitoba","funders":"","keywords":"Kurtosis; Heteroscedasticity; Autoregressive conditional heteroskedasticity; Autoregressive model; Stochastic volatility; Valuation of options; Econometrics; Volatility (finance); Economics; Implied volatility; Mathematics; Statistics","authors":[{"name":"A. Thavaneswaran","is_ca":true},{"name":"J. B. Singh","is_ca":false},{"name":"S.S. Appadoo","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03031639442665071,"gpt":0.2229074650268448,"spread":0.1925910706001941,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002257124,0.0001389162,0.0004081218,0.0001210882,0.0002635988,0.00003265253,0.0002967263,0.00006866512,0.000004571734],"category_scores_gemma":[0.0002936317,0.0001173428,0.0001989051,0.0001579126,0.00005736066,0.0005911083,0.00002852112,0.0002914358,0.00001352099],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001039025,"about_ca_system_score_gemma":0.00003750918,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004478315,"about_ca_topic_score_gemma":0.00003590297,"domain_scores_codex":[0.9984743,0.00002827624,0.001005545,0.0001608654,0.00006545535,0.0002655342],"domain_scores_gemma":[0.9979785,0.0002855693,0.001326584,0.0002551693,0.0001280903,0.00002610445],"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":[0.0002803879,0.0001027944,0.003422551,0.00002349445,0.00001804598,6.895734e-7,0.0006259357,0.6611163,0.00002657182,0.3296916,0.0003331874,0.0043584],"study_design_scores_gemma":[0.0003533892,0.00005988995,0.01101237,0.00002390981,0.00001473608,0.000004756897,0.00001528997,0.4629733,0.00002860252,0.5247906,0.0006376129,0.00008556684],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4857243,0.003597698,0.5101101,0.00008594161,0.0002374341,0.000121249,0.00005820311,0.000006069825,0.0000589626],"genre_scores_gemma":[0.9938095,0.0006881427,0.004897129,0.00003021887,0.0004462335,0.000004857301,0.000002014097,0.00001851069,0.0001034119],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.5080851,"threshold_uncertainty_score":0.47851,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2068715670","doi":"10.1108/15265940610712678","title":"Financial applications of ARMA models with GARCH errors","year":2006,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Manitoba","funders":"","keywords":"Autoregressive conditional heteroskedasticity; Kurtosis; Heteroscedasticity; Econometrics; Autoregressive–moving-average model; Economics; Series (stratigraphy); Mathematics; Finance; Autoregressive model; Volatility (finance); Statistics","authors":[{"name":"M. Ghahramani","is_ca":true},{"name":"A. Thavaneswaran","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.0177080015370449,"gpt":0.2057907927723134,"spread":0.1880827912352686,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00122166,0.0001399604,0.0004481199,0.0001685436,0.000170926,0.00001333992,0.0004420089,0.00007527568,0.00001142277],"category_scores_gemma":[0.00006999758,0.0001074956,0.0001378726,0.0004240768,0.0001539209,0.0002612273,0.00003474157,0.0003322214,0.00001214133],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004532472,"about_ca_system_score_gemma":0.00008822459,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008655215,"about_ca_topic_score_gemma":0.0002042927,"domain_scores_codex":[0.9985021,0.00003027939,0.0009889178,0.0001479466,0.00009829303,0.0002324333],"domain_scores_gemma":[0.997738,0.0001308126,0.001576348,0.0003440435,0.00018722,0.00002355811],"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":[0.0006846451,0.0004130289,0.05903661,0.00005903887,0.00004628578,0.000004841815,0.001753433,0.3441961,0.00004570006,0.5798197,0.001747309,0.01219331],"study_design_scores_gemma":[0.001307006,0.000331993,0.1051164,0.0000974959,0.00006759309,0.00004271736,0.00008598092,0.04839078,0.000457788,0.8251795,0.01858406,0.0003386455],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6385877,0.005609526,0.3541379,0.0001262389,0.00007214634,0.0001407491,0.00007622772,0.000005440228,0.001244036],"genre_scores_gemma":[0.9913886,0.001923141,0.006276578,0.00002327956,0.0002031776,0.000007587349,0.000001526948,0.00001765018,0.0001584206],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3528009,"threshold_uncertainty_score":0.4383543,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2089822100","doi":"10.1108/jrf-05-2014-0072","title":"Measuring infrastructure investment option value","year":2015,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Capital Investment and Risk Analysis","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Université Laval","funders":"","keywords":"Finance; Financial risk; Financial engineering; Investment (military); Financial modeling; Project finance; Value at risk; Option value; Risk management; Actuarial science; Value (mathematics); Investment strategy; Economics; Risk analysis (engineering); Business; Computer science; Microeconomics; Market liquidity","authors":[{"name":"Gabriel J. Power","is_ca":true},{"name":"Charli D. Tandja M.","is_ca":true},{"name":"Josée Bastien","is_ca":true},{"name":"Philippe Grégoire","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04373291177427216,"gpt":0.2088560866431977,"spread":0.1651231748689256,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001549599,0.0001162564,0.0003128978,0.0001587778,0.0001134244,0.00003969438,0.0003206375,0.00005565467,0.00001912385],"category_scores_gemma":[0.0002194871,0.00008231615,0.0001550958,0.0002607724,0.00007145863,0.0002886369,0.00004514688,0.0002855202,0.0001151813],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001544475,"about_ca_system_score_gemma":0.00003831352,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001573259,"about_ca_topic_score_gemma":0.00001114347,"domain_scores_codex":[0.9989827,0.00005134391,0.0006048857,0.0001009265,0.0000973481,0.0001627431],"domain_scores_gemma":[0.9983948,0.00004511973,0.001153941,0.0002368158,0.00009046296,0.00007880576],"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":[0.0001252476,0.00008644044,0.02946914,0.000008686135,0.0002038291,0.000009986848,0.005305097,0.07734367,0.00003533146,0.8745033,0.01124541,0.001663853],"study_design_scores_gemma":[0.001075501,0.0002125518,0.0826489,0.00004002647,0.0001046059,0.00006872154,0.0004662135,0.01200214,0.0003902426,0.8483242,0.05441877,0.0002480791],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9508576,0.04420055,0.002358274,0.0004522149,0.0005580755,0.0000625273,0.00001800314,0.000006982602,0.001485792],"genre_scores_gemma":[0.9812083,0.01592936,0.002072131,0.0002196517,0.0002735443,0.000001085315,0.000001149126,0.00001231376,0.000282467],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.06534152,"threshold_uncertainty_score":0.3356755,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2117390786","doi":"10.1108/eb043499","title":"Dimension Reduction in the Computation of Value‐at‐Risk","year":2002,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":12,"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":"Value at risk; Portfolio; Dimensionality reduction; Computation; Dimension (graph theory); Econometrics; Order (exchange); Economics; Reduction (mathematics); Curse of dimensionality; Value (mathematics); Financial economics; Risk management; Computer science; Mathematics; Finance; Statistics; Algorithm","authors":[{"name":"Claudio Albanese","is_ca":true},{"name":"Ken Jackson","is_ca":true},{"name":"Petter Wiberg","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04901928401463922,"gpt":0.3207650749558758,"spread":0.2717457909412365,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006294993,0.00007469736,0.0001930386,0.0001702639,0.0001892677,0.00002717767,0.0004434299,0.00004244681,0.00002010238],"category_scores_gemma":[0.001022704,0.00003521351,0.00008764166,0.0008373752,0.00009543737,0.0002733443,0.00002945244,0.0002568752,0.00002897281],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002935319,"about_ca_system_score_gemma":0.000015173,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00007495451,"about_ca_topic_score_gemma":0.00001406384,"domain_scores_codex":[0.9971178,0.0009721332,0.0008077027,0.00009171043,0.0009071796,0.0001034811],"domain_scores_gemma":[0.9965324,0.0008780579,0.002001399,0.0002671624,0.0003050259,0.00001599259],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","study_design_scores_codex":[0.0001563738,0.00009001294,0.01633932,7.219231e-7,0.000006251414,0.000003377884,0.01045087,0.7987426,0.0001646371,0.0001979943,0.01264135,0.1612065],"study_design_scores_gemma":[0.001446369,0.0005506575,0.6487209,0.0001071216,0.000126861,0.0005053181,0.002756826,0.2816537,0.001824683,0.05257025,0.00954695,0.000190355],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9850629,0.002123863,0.01140896,0.0006176113,0.0003644092,0.0000896022,0.000003799606,0.000002173518,0.0003266789],"genre_scores_gemma":[0.9742679,0.0241115,0.001383618,0.00002368616,0.00008442497,4.114672e-7,2.778631e-7,0.000004170857,0.0001239846],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6323816,"threshold_uncertainty_score":0.2181731,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2005292135","doi":"10.1108/15265940610712669","title":"Fuzzy random‐coefficient volatility models with financial applications","year":2006,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Stock Market Forecasting Methods","field":"Decision Sciences","cited_by":11,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Manitoba","funders":"","keywords":"Kurtosis; Volatility (finance); Fuzzy logic; Econometrics; Fuzzy number; Mathematics; Statistics; Fuzzy set; Computer science; Economics; Artificial intelligence","authors":[{"name":"K. Thiagarajah","is_ca":false},{"name":"A. Thavaneswaran","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04194372600765835,"gpt":0.3290481971198192,"spread":0.2871044711121609,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.01446484,0.0001540957,0.0004076103,0.0001536855,0.0004090019,0.00007680811,0.001133932,0.00005640823,0.00001587275],"category_scores_gemma":[0.003046119,0.00007662277,0.000157143,0.001134675,0.0002542209,0.0002573043,0.00007910555,0.0004347985,0.00001408438],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004965284,"about_ca_system_score_gemma":0.0002222902,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00007250426,"about_ca_topic_score_gemma":0.00007985712,"domain_scores_codex":[0.9963512,0.0008556154,0.0009918476,0.0002108498,0.00133513,0.0002553767],"domain_scores_gemma":[0.9913531,0.005325819,0.00168542,0.0007007687,0.0008863833,0.00004853247],"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":[0.003405888,0.0002891082,0.01458093,0.000004754392,0.00001778266,0.00001049604,0.0009239995,0.5979906,0.0000828168,0.01080163,0.01435956,0.3575325],"study_design_scores_gemma":[0.002438854,0.0002250207,0.1612581,0.00005226263,0.0001040213,0.0002327134,0.0001061402,0.05790343,0.0003136024,0.7556925,0.02144655,0.0002268457],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3831986,0.0006685968,0.6121597,0.0001595657,0.000126869,0.0001894516,0.00001373287,0.000008144888,0.003475453],"genre_scores_gemma":[0.9553789,0.00006900163,0.04375181,0.00003560561,0.0002758348,0.000009065792,2.319973e-7,0.00001045826,0.0004690916],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.7448909,"threshold_uncertainty_score":0.5013255,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4288682765","doi":"10.1108/jrf-01-2022-0003","title":"Bitcoin's hedging attributes against equity market volatility: empirical evidence during the COVID-19 pandemic","year":2022,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Blockchain Technology Applications and Security","field":"Computer Science","cited_by":11,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Athabasca University","funders":"","keywords":"Economics; Granger causality; Econometrics; Volatility (finance); Equity (law); Coronavirus disease 2019 (COVID-19); Autoregressive conditional heteroskedasticity; Pandemic; Safe haven; Financial economics","authors":[{"name":"Jocelyn Grira","is_ca":true},{"name":"Sana Guizani","is_ca":false},{"name":"Inès Kahloul","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.07829175922331127,"gpt":0.3283387281436043,"spread":0.250046968920293,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["sts"],"consensus_categories":[],"category_scores_codex":[0.007335931,0.0001375977,0.0002346484,0.00009269419,0.001954168,0.00005828174,0.003481648,0.00005525302,0.00002178276],"category_scores_gemma":[0.001275814,0.00008457245,0.0001245541,0.0009383854,0.0002671522,0.0002505504,0.001930474,0.001403398,0.000002664223],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000330414,"about_ca_system_score_gemma":0.0003081719,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00003727996,"about_ca_topic_score_gemma":0.0000261819,"domain_scores_codex":[0.9976692,0.000791305,0.0004848149,0.000226042,0.0005054803,0.0003231482],"domain_scores_gemma":[0.9960254,0.002023131,0.0007859216,0.0009843066,0.0001107856,0.00007041458],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0004160581,0.0003626052,0.8373529,0.00008002033,0.0001266487,0.0001340211,0.01050891,0.02084235,0.0009937382,0.007587031,0.03291826,0.08867748],"study_design_scores_gemma":[0.001469048,0.0003812364,0.4670787,0.0001143356,0.0001173183,0.004101733,0.0009683279,0.2572986,0.0005509879,0.1097136,0.157524,0.0006819481],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8433172,0.005089098,0.1333279,0.01784337,0.0001567138,0.0001578963,0.00001359431,0.00007166148,0.00002255009],"genre_scores_gemma":[0.9945003,0.002742489,0.001348864,0.001265379,0.00006389903,0.00001943516,1.60258e-7,0.000006084982,0.0000534129],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3702742,"threshold_uncertainty_score":0.9993451,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1566359812","doi":"10.1108/15265940810853904","title":"Reputation entrenchment or risk minimization?","year":2008,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Financial Markets and Investment Strategies","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 Saskatchewan","funders":"","keywords":"Agency (philosophy); Asset allocation; Principal–agent problem; Reputation; Economics; Portfolio; Investment strategy; Microeconomics; Investment management; Business; Risk management; Asset (computer security); Originality; Principal (computer security); Actuarial science; Variance (accounting); Finance; Incentive; Computer science; Corporate governance; Accounting","authors":[{"name":"Xun Li","is_ca":false},{"name":"Zhenyu Wu","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02634437170703196,"gpt":0.2145474210187161,"spread":0.1882030493116841,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000815583,0.0001157686,0.000286312,0.000109377,0.0003084936,0.00002418383,0.0002484433,0.00004828854,0.0001829473],"category_scores_gemma":[0.0005153788,0.00007851305,0.0001002412,0.0002547057,0.0001134748,0.0003441284,0.00002308774,0.0002189863,0.00007654531],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005760181,"about_ca_system_score_gemma":0.00006203612,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001579986,"about_ca_topic_score_gemma":0.00001583294,"domain_scores_codex":[0.9988036,0.00006047652,0.0007814281,0.0001160941,0.00006938776,0.0001689974],"domain_scores_gemma":[0.9975955,0.000178204,0.00190599,0.0002105838,0.00007837667,0.00003133052],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00198333,0.000848776,0.5164149,0.00004977954,0.0003202526,0.0001368957,0.01995113,0.03388039,0.00001698038,0.2794084,0.124579,0.02241022],"study_design_scores_gemma":[0.001125819,0.0004890798,0.783672,0.00004409128,0.00003767661,0.0001437385,0.0002252107,0.001434251,0.0001232576,0.06640849,0.1460603,0.000236074],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9806231,0.006348091,0.005411709,0.0004602889,0.0006758383,0.0001250658,0.00007470758,0.00001022413,0.006270927],"genre_scores_gemma":[0.9361357,0.06021304,0.002215284,0.0001086938,0.0001847462,0.000002395727,0.000001645855,0.000008847637,0.001129616],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2672571,"threshold_uncertainty_score":0.3201669,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2005374667","doi":"10.1108/jrf-09-2014-0132","title":"Computing value-at-risk using genetic algorithm","year":2015,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","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 Manitoba","funders":"","keywords":"Value at risk; Computation; Volatility (finance); Selection (genetic algorithm); Computer science; Population; Monte Carlo method; Portfolio; Mathematical optimization; Genetic algorithm; Econometrics; Originality; Risk management; Set (abstract data type); Expected shortfall; Actuarial science; Algorithm; Finance; Economics; Mathematics; Statistics; Machine learning","authors":[{"name":"Bhanu Sharma","is_ca":true},{"name":"Ruppa K. Thulasiram","is_ca":true},{"name":"Parimala Thulasiraman","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.07691649418869266,"gpt":0.3520234781325255,"spread":0.2751069839438329,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007608233,0.0001191466,0.0002873873,0.0001494841,0.0003526069,0.00009075058,0.0007737675,0.00005426335,0.00001138732],"category_scores_gemma":[0.001894917,0.00006746675,0.0001159347,0.0006571114,0.0001035141,0.0002404098,0.0001348293,0.0003048334,0.00006728031],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007768727,"about_ca_system_score_gemma":0.0001694274,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000165605,"about_ca_topic_score_gemma":0.000005960876,"domain_scores_codex":[0.9968321,0.0007287623,0.000885178,0.0001362304,0.001203843,0.0002139178],"domain_scores_gemma":[0.9956281,0.0008678858,0.002307336,0.0003934826,0.0007026151,0.0001005967],"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":[0.00003834586,0.00001362612,0.02332921,1.410741e-7,0.000007835734,0.00001049821,0.00150127,0.7208115,0.000006246627,0.00001274492,0.002840124,0.2514284],"study_design_scores_gemma":[0.0006946576,0.0001438695,0.08985018,0.00002775279,0.00009700301,0.0005696772,0.0005029738,0.8726674,0.000218496,0.01567173,0.0194092,0.0001470283],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5861306,0.002538839,0.4105207,0.00005400403,0.000576426,0.00003983457,0.000006511489,0.000004106388,0.0001289547],"genre_scores_gemma":[0.7572553,0.008286593,0.2336072,0.00006070349,0.0005244532,1.075408e-7,2.355446e-7,0.00001452222,0.000250877],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2512814,"threshold_uncertainty_score":0.2751214,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1987714019","doi":"10.1108/15265941011092068","title":"A simple parallel algorithm for large‐scale portfolio problems","year":2010,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":9,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Manitoba; Ontario Tech University","funders":"","keywords":"Portfolio; Selection (genetic algorithm); Computer science; Mathematical optimization; Portfolio optimization; Variance (accounting); Scale (ratio); Quadratic programming; Quadratic equation; Function (biology); Modern portfolio theory; Process (computing); Simple (philosophy); Algorithm; Mathematics; Economics; Machine learning; Finance","authors":[{"name":"K. Smimou","is_ca":true},{"name":"Ruppa K. Thulasiram","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02603561647790414,"gpt":0.323288856076476,"spread":0.2972532395985718,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006838002,0.0001279148,0.0003151297,0.0001430843,0.0003277237,0.0001051869,0.0009293002,0.00008896353,0.00008856582],"category_scores_gemma":[0.001048808,0.00006889209,0.0002043997,0.0004920511,0.00007006118,0.0004056332,0.00005422529,0.000435787,0.00003632456],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000008940803,"about_ca_system_score_gemma":0.0001195769,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002384947,"about_ca_topic_score_gemma":0.0001327515,"domain_scores_codex":[0.9977815,0.000127831,0.000887668,0.0001564453,0.0007567594,0.000289794],"domain_scores_gemma":[0.9961583,0.0009114985,0.001593579,0.0004870634,0.0007722144,0.00007732244],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"not_applicable","study_design_scores_codex":[0.000225161,0.0002650514,0.02659251,0.000002150309,0.00003798603,0.000009970976,0.004030434,0.04007148,0.0002181201,0.001335314,0.1555008,0.7717111],"study_design_scores_gemma":[0.001282161,0.0002369344,0.03380284,0.0000112947,0.00006291937,0.0001707574,0.0004493895,0.1088867,0.0002623919,0.1141019,0.7405544,0.0001782865],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2970444,0.0005564565,0.7004131,0.0003516051,0.000866911,0.0002480433,0.00008184887,0.000009386148,0.0004282137],"genre_scores_gemma":[0.805939,0.01208616,0.1774605,0.0002302532,0.001037437,0.00001410651,0.000005263138,0.00003422613,0.003193105],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.7715328,"threshold_uncertainty_score":0.2809338,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2210828402","doi":"10.1108/jrf-01-2015-0004","title":"Does R&D create or resolve uncertainty?","year":2015,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Capital Investment and Risk Analysis","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Lakehead University; Simon Fraser University","funders":"","keywords":"Endogeneity; Shadow (psychology); Economics; Value (mathematics); Volatility (finance); Interpretation (philosophy); Econometrics; Computer science","authors":[{"name":"George Blazenko","is_ca":true},{"name":"Wing Him Yeung","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.05516057330603533,"gpt":0.2477220754518685,"spread":0.1925615021458331,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001856641,0.0001381153,0.0004430449,0.0001634645,0.0001248317,0.00005249272,0.0004498309,0.00006101193,0.0001442109],"category_scores_gemma":[0.0005157544,0.00006332019,0.0002045192,0.0003461574,0.0001242775,0.0002514651,0.00005401349,0.0002870093,0.0003484666],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00009739908,"about_ca_system_score_gemma":0.00005230684,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009072285,"about_ca_topic_score_gemma":0.000476012,"domain_scores_codex":[0.998771,0.00005466671,0.0007374211,0.0001301797,0.00008594069,0.0002207764],"domain_scores_gemma":[0.9979715,0.0001723587,0.001287145,0.0003531804,0.0001231576,0.00009269224],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.005613158,0.0009695693,0.1643061,0.00005828706,0.001666027,0.0001765849,0.0428409,0.05291705,0.0000540082,0.4800714,0.2388417,0.01248517],"study_design_scores_gemma":[0.001687768,0.0003711429,0.0135242,0.00006085368,0.0001653538,0.00006381201,0.00111039,0.002338198,0.0001306129,0.3653387,0.6148289,0.0003800316],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9566783,0.03719483,0.001290538,0.001773411,0.0009334079,0.0000907186,0.00009827416,0.00001235012,0.0019282],"genre_scores_gemma":[0.9167251,0.06699232,0.002140204,0.000246116,0.0005238368,0.000002265803,0.000002923932,0.00002297125,0.01334425],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3759873,"threshold_uncertainty_score":0.4478949,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3125902651","doi":"10.1108/15265940610664933","title":"Effects of maturity choices on loan‐guarantee portfolios1","year":2006,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Insurance and Financial Risk Management","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":"Université Laval","funders":"","keywords":"Maturity (psychological); Loan; Portfolio; Leverage (statistics); Actuarial science; Debt; Business; Value at risk; Economics; Finance; Risk management; Computer science","authors":[{"name":"Michel Gendron","is_ca":true},{"name":"Van Son Lai","is_ca":true},{"name":"Issouf Soumaré","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.006198098114071269,"gpt":0.1904142916428625,"spread":0.1842161935287912,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001124597,0.0001599001,0.0005185326,0.0001929868,0.0001198468,0.00001997023,0.0004728872,0.00007176677,0.0000163697],"category_scores_gemma":[0.0001476079,0.0001239366,0.0002157138,0.0002964674,0.00009526902,0.0001972797,0.00003696427,0.0003414371,0.00009095151],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000460589,"about_ca_system_score_gemma":0.00001606065,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005302848,"about_ca_topic_score_gemma":0.00003840416,"domain_scores_codex":[0.998572,0.000038153,0.0008977786,0.00013946,0.0001048885,0.0002477137],"domain_scores_gemma":[0.9973069,0.0002124725,0.002097765,0.0002949545,0.00007216346,0.00001571636],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.001486485,0.001514497,0.1003123,0.0003656891,0.0002245988,0.0001400299,0.001260854,0.01260182,0.0002456678,0.8234562,0.01834461,0.04004727],"study_design_scores_gemma":[0.001090709,0.0003263345,0.8433133,0.0001483532,0.00004077936,0.0000114318,0.00001690758,0.0001529187,0.00351957,0.09979445,0.05139017,0.0001950414],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9769852,0.01437731,0.001203201,0.0001405816,0.0006891896,0.00016511,0.00005384562,0.000006848792,0.006378674],"genre_scores_gemma":[0.9841502,0.01472982,0.0002234303,0.00009348321,0.0003165924,0.000002412788,5.444113e-7,0.00001606199,0.0004674044],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.743001,"threshold_uncertainty_score":0.5053986,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2080897276","doi":"10.1108/15265941111100030","title":"Airfare price insurance: a real option model","year":2010,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Aviation Industry Analysis and Trends","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":"Ontario Tech University","funders":"","keywords":"Ticket; Volatility (finance); Revenue; Strike price; Economics; Liberian dollar; Luck; Business; Price discrimination; Actuarial science; Financial economics; Microeconomics; Finance","authors":[{"name":"Adishwar K. Jain","is_ca":false},{"name":"Raymond A. K. Cox","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02018785361306195,"gpt":0.2258680187831176,"spread":0.2056801651700556,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001192329,0.00009483445,0.000265456,0.0001140582,0.0001781932,0.00003218414,0.0003286815,0.0000996461,0.00008244632],"category_scores_gemma":[0.0001638979,0.00007342049,0.0001382677,0.0002904673,0.00005343873,0.0002863911,0.00002415126,0.0006908954,0.00007121756],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002768106,"about_ca_system_score_gemma":0.00002908174,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00007061272,"about_ca_topic_score_gemma":0.00002928689,"domain_scores_codex":[0.9990355,0.00002141044,0.0006309266,0.0001038574,0.00006244172,0.00014589],"domain_scores_gemma":[0.9979983,0.00006394723,0.001519773,0.0002740081,0.0001060316,0.00003796087],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001778304,0.0002482694,0.4348459,0.00001162915,0.0001520764,0.000007550975,0.002465409,0.1502234,0.0002551479,0.3960829,0.003800517,0.01172939],"study_design_scores_gemma":[0.0009565688,0.00008062622,0.8286205,0.00002485959,0.00004784885,0.00006246851,0.00009997004,0.07275742,0.0001751361,0.07651056,0.02038654,0.0002775122],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9739437,0.0005947273,0.01867105,0.000591674,0.0003296056,0.00003141036,0.00008580298,0.000006649379,0.005745339],"genre_scores_gemma":[0.9936096,0.003513701,0.001839152,0.00004417186,0.0002324213,0.000001447639,0.000001392692,0.000009839688,0.0007482871],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3937746,"threshold_uncertainty_score":0.3001635,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2087241853","doi":"10.1108/15265940810853931","title":"Asian options versus vanilla options: a boundary analysis","year":2008,"lang":"en","type":"article","venue":"The Journal of Risk 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":"Saint Mary's University","funders":"","keywords":"Asian option; Exotic option; Valuation of options; Dividend; Economics; Dividend yield; Financial economics; Stock (firearms); Put option; Interest rate; Strike price; Binomial options pricing model; Black–Scholes model; Volatility (finance); Non-qualified stock option; Option value; Originality; Econometrics; Restricted stock; Microeconomics; Dividend policy; Monetary economics; Finance; Stock market","authors":[{"name":"George L. Ye","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02867355593061617,"gpt":0.2380121201325572,"spread":0.2093385642019411,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006177881,0.0001253675,0.0004051165,0.0002763201,0.0006232897,0.00002860251,0.0004646068,0.00006521334,0.00006062657],"category_scores_gemma":[0.0002770769,0.0001077944,0.0002904187,0.001210922,0.0001837471,0.0002054297,0.00004209925,0.0003190759,0.0002005864],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00008088083,"about_ca_system_score_gemma":0.00008188686,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001193913,"about_ca_topic_score_gemma":0.00005452679,"domain_scores_codex":[0.9988266,0.0000137005,0.0007252125,0.0001525795,0.00007188659,0.0002100486],"domain_scores_gemma":[0.9981091,0.0001780883,0.001145533,0.0003727824,0.0001397352,0.00005476609],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.0003314064,0.0003063294,0.006083222,0.00000889742,0.0006391807,0.0000159174,0.002806504,0.0107641,0.00001477103,0.9725776,0.001849085,0.004602994],"study_design_scores_gemma":[0.002385773,0.0004743049,0.4325164,0.00003240482,0.0008502278,0.0002649764,0.0004726108,0.003508328,0.00004149024,0.4185937,0.1402508,0.0006090051],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1828543,0.02712476,0.7860867,0.001031425,0.0004604759,0.0001131205,0.0002243608,0.00001635124,0.002088446],"genre_scores_gemma":[0.9726453,0.01680266,0.01006748,0.00005182933,0.0002499634,0.00001097087,0.00000364984,0.00001399132,0.0001542007],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.7897909,"threshold_uncertainty_score":0.4793904,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2598194679","doi":"10.1108/jrf-11-2016-0145","title":"Estimates and inferences in accounting panel data sets: comparing approaches","year":2017,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Monetary Policy and Economic Impact","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":"Concordia University","funders":"","keywords":"Econometrics; Monte Carlo method; Statistics; Regression; Regression analysis; Value (mathematics); Standard error; Panel data; Accounting; Economics; Mathematics","authors":[{"name":"Felix Canitz","is_ca":false},{"name":"Panagiotis Ballis-Papanastasiou","is_ca":false},{"name":"Christian Fieberg","is_ca":false},{"name":"Kerstin Lopatta","is_ca":false},{"name":"Armin Varmaz","is_ca":false},{"name":"Thomas Walker","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.3815111676549715,"gpt":0.289062167633122,"spread":0.09244900002184947,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00233663,0.0001035605,0.0003897604,0.00008949683,0.0002961676,0.0001882795,0.00104911,0.00004102709,0.00001052537],"category_scores_gemma":[0.000629843,0.00008235752,0.00002767764,0.00003007689,0.0001390623,0.001135583,0.0002601396,0.0002869995,0.00001946725],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002151177,"about_ca_system_score_gemma":0.00001245929,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002094747,"about_ca_topic_score_gemma":0.0002911592,"domain_scores_codex":[0.9990574,0.00001730817,0.000563745,0.0001412256,0.00002171623,0.0001985716],"domain_scores_gemma":[0.9975594,0.0001913886,0.0016063,0.0006102094,0.000005659123,0.00002708184],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00002760296,0.00001636654,0.9863206,0.00001112161,0.00002335145,0.000001869377,0.00104863,0.004150195,4.967675e-7,0.001437764,0.0001670148,0.006794973],"study_design_scores_gemma":[0.0003327995,0.00001804829,0.8242388,0.000047475,0.000009148963,0.00002896454,0.0001169767,0.1532017,0.00000624096,0.02109452,0.0008118495,0.00009348372],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9926496,0.00513392,0.0004000678,0.0004799715,0.0001460842,0.00004477573,0.000066318,0.000002396283,0.001076842],"genre_scores_gemma":[0.9930388,0.005356821,0.001460403,0.0000260337,0.00009368137,4.653051e-7,0.000001755226,0.000007105594,0.00001495083],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1620818,"threshold_uncertainty_score":0.3358442,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4281681547","doi":"10.1108/jrf-03-2021-0037","title":"The cross-section of expected stock returns and components of idiosyncratic volatility","year":2022,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Northern British Columbia","funders":"","keywords":"Stock (firearms); Economics; Econometrics; Portfolio; Volatility (finance); Financial economics; Predictability; Systematic risk; Modern portfolio theory; Covariance; Capital asset pricing model; Mathematics; Statistics","authors":[{"name":"Seyed Reza Tabatabaei Poudeh","is_ca":true},{"name":"Chengbo Fu","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02672392019308921,"gpt":0.2283950702890412,"spread":0.201671150095952,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001883828,0.00008531237,0.000319058,0.00006558512,0.000407167,0.00002161394,0.0002968678,0.00002774598,0.00003207596],"category_scores_gemma":[0.0002617773,0.00005943445,0.0000900465,0.0002103319,0.0002327243,0.0001674988,0.00008210858,0.000301328,4.68044e-7],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004601775,"about_ca_system_score_gemma":0.00002705517,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000270778,"about_ca_topic_score_gemma":0.00002389397,"domain_scores_codex":[0.9987407,0.0001149243,0.0008456092,0.00008864498,0.00008695343,0.0001231597],"domain_scores_gemma":[0.997373,0.0002614394,0.002041478,0.0002286636,0.00007882716,0.0000165746],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001359966,0.0002625641,0.9383224,0.00007438321,0.0001433723,0.000002530938,0.004799962,0.001710406,0.0007705148,0.04921855,0.001566139,0.001769173],"study_design_scores_gemma":[0.0004491243,0.0003599918,0.9625713,0.00001686221,0.00001234399,0.00001492203,0.0002925143,0.001594456,0.0001392384,0.03132249,0.003159977,0.00006676225],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9904725,0.008096823,0.000152654,0.0001233148,0.0004987908,0.0001096301,0.0000961566,0.000002337495,0.0004478069],"genre_scores_gemma":[0.9962573,0.003491085,0.00008163095,0.00001302254,0.00004791611,0.000003010746,8.060733e-7,0.000006906873,0.00009829105],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.02424887,"threshold_uncertainty_score":0.3131641,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2055228949","doi":"10.1108/15265940510585789","title":"Diffusion models of insurer net worth: can one dimension suffice?","year":2005,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Insurance, Mortality, Demography, Risk Management","field":"Social Sciences","cited_by":4,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Western University","funders":"","keywords":"Laplace transform; Dimension (graph theory); Diffusion; Homogeneous; Computer science; Dimensional modeling; Distribution (mathematics); Mathematical optimization; Value (mathematics); Mathematics; Mathematical analysis","authors":[{"name":"Jiandong Ren","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.0183361005300694,"gpt":0.2557538926688772,"spread":0.2374177921388078,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003007204,0.0001380826,0.0003311359,0.0001434824,0.0004370801,0.00002479243,0.0005942956,0.00007941691,0.00002748413],"category_scores_gemma":[0.0001142493,0.00009935316,0.000167894,0.0005091921,0.0003478809,0.000324785,0.00008251311,0.0003769216,0.000006268835],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00008290086,"about_ca_system_score_gemma":0.000100454,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003134945,"about_ca_topic_score_gemma":0.00677538,"domain_scores_codex":[0.9975184,0.0004825543,0.0006162993,0.0001238014,0.0009362135,0.0003227142],"domain_scores_gemma":[0.9979692,0.0001870022,0.001130191,0.0003283941,0.0003173205,0.00006795167],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001356149,0.002828352,0.3130597,0.00008292061,0.0004335744,0.00003986646,0.1358631,0.1850241,0.00114668,0.06864025,0.0129057,0.2786197],"study_design_scores_gemma":[0.001506595,0.0002809351,0.9346858,0.0003584323,0.0003223749,0.000007538091,0.0024287,0.002437168,0.0004928599,0.01824656,0.03883045,0.0004025771],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9923423,0.002533754,0.0008517292,0.001377174,0.0003539665,0.0001992258,0.00001415217,0.00001368616,0.002314031],"genre_scores_gemma":[0.9727316,0.02539798,0.001157677,0.0001233543,0.0003400762,0.000001361539,5.779776e-7,0.00001292858,0.0002343944],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6216261,"threshold_uncertainty_score":0.473912,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4393077247","doi":"10.1108/jrf-09-2023-0217","title":"How do gender diversity and CEO profile impact dividend policy in banking? Evidence from Islamic and conventional banks","year":2024,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Corporate Finance and Governance","field":"Business, Management and Accounting","cited_by":4,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Athabasca University","funders":"","keywords":"Dividend policy; Dividend; Gender diversity; Corporate governance; Diversity (politics); Originality; Islam; Accounting; Shareholder; Business; Value (mathematics); Risk aversion (psychology); Distribution (mathematics); Economics; Monetary economics; Financial system; Financial economics; Finance; Political science; Law","authors":[{"name":"Hicham Sbaï","is_ca":false},{"name":"Inès Kahloul","is_ca":false},{"name":"Jocelyn Grira","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02506380456811447,"gpt":0.2427972575977525,"spread":0.217733453029638,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007279071,0.0001431977,0.0002042363,0.0001567581,0.0002585447,0.0002832746,0.0002433633,0.00004769044,0.00003082744],"category_scores_gemma":[0.0002100952,0.00009685756,0.00007135527,0.0004050547,0.0001034656,0.002091413,0.0003698264,0.0003549666,0.000008495069],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005657729,"about_ca_system_score_gemma":0.00005899376,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003042361,"about_ca_topic_score_gemma":0.0001804769,"domain_scores_codex":[0.9991437,0.00002971321,0.0002080133,0.0001652034,0.0002705348,0.0001828393],"domain_scores_gemma":[0.99912,0.0002203919,0.0004442143,0.0001274402,0.00008032138,0.000007609131],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001613384,0.000019715,0.9807754,0.00009219989,0.000037191,0.00007475836,0.0008029663,0.0001352586,0.0001098282,0.002501227,0.003608297,0.01168183],"study_design_scores_gemma":[0.0003559053,0.00001981734,0.9624825,0.0006764939,0.00007060087,0.00002267916,0.00005005214,0.001480128,0.00001043648,0.03312135,0.001593333,0.0001167382],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9806006,0.01689774,0.0006895028,0.001406987,0.0002155143,0.00008655752,0.00004150098,0.000008545686,0.000053074],"genre_scores_gemma":[0.9908938,0.008069259,0.00005647156,0.0001098383,0.0007389908,9.172228e-7,0.000001008075,0.000009928022,0.0001197269],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.03062012,"threshold_uncertainty_score":0.4599161,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2047503222","doi":"10.1108/15265941011092077","title":"Option pricing for jump diffussion model with random volatility","year":2010,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Stochastic processes and financial applications","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 Manitoba","funders":"","keywords":"Kurtosis; Volatility (finance); Jump diffusion; Volatility smile; Stochastic volatility; Econometrics; Implied volatility; Valuation of options; SABR volatility model; Jump; Forward volatility; Economics; Financial models with long-tailed distributions and volatility clustering; Mathematics; Statistics; Physics","authors":[{"name":"A. Thavaneswaran","is_ca":true},{"name":"Jagbir Singh","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01453778441759833,"gpt":0.2182805493499261,"spread":0.2037427649323278,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009914163,0.00009619509,0.0002736414,0.00006218775,0.0002493915,0.00002163562,0.0002644199,0.00005957914,0.000002719156],"category_scores_gemma":[0.0005114439,0.00006341787,0.0000845774,0.0001634833,0.00006541138,0.0001735459,0.00001925566,0.000322319,0.00000635627],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002196092,"about_ca_system_score_gemma":0.00004171814,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00003432993,"about_ca_topic_score_gemma":0.00003093146,"domain_scores_codex":[0.9991997,0.000003714329,0.0004830183,0.0001197483,0.00004279245,0.0001509867],"domain_scores_gemma":[0.9982778,0.0001959698,0.001056099,0.0002285437,0.0002097834,0.00003183069],"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":[0.001832641,0.0002616109,0.006443446,0.00004589088,0.0000424311,4.651491e-7,0.001536436,0.01629042,0.0006786711,0.9547254,0.0003762682,0.01776628],"study_design_scores_gemma":[0.001899698,0.0001368183,0.02484264,0.00003005492,0.00003433442,0.00001256566,0.00002633317,0.2769241,0.0002028777,0.6918036,0.003947396,0.0001396466],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3491364,0.0003939613,0.649828,0.0002135437,0.0001448525,0.0001520992,0.00004478894,0.000004418339,0.00008192835],"genre_scores_gemma":[0.9708437,0.0003319946,0.02847054,0.00003537634,0.0002213046,0.00001741623,0.000001090507,0.00001269859,0.0000659386],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.6217073,"threshold_uncertainty_score":0.2586105,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4386469222","doi":"10.1108/jrf-10-2022-0283","title":"Contagion in the Euro area sovereign CDS market: a spatial approach","year":2023,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Credit Risk and Financial Regulations","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":"Université de Hearst","funders":"","keywords":"Financial contagion; Economics; Contagion effect; Credit default swap; Spatial econometrics; Spatial dependence; Value (mathematics); Financial economics; Sovereignty; Swap (finance); Monetary economics; Sovereign credit; Financial crisis; Econometrics; Credit risk; Macroeconomics; Finance","authors":[{"name":"Nadia Ben Abdallah","is_ca":false},{"name":"Halim Dabbou","is_ca":true},{"name":"Mohamed Imen Gallali","is_ca":false}],"retraction":null,"screen_n_in":null,"score":{"opus":0.03156088895315291,"gpt":0.2148096450148468,"spread":0.1832487560616939,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003246171,0.0001289286,0.0003345957,0.0002185679,0.000198201,0.00004514424,0.0005802581,0.00007174064,0.00004381057],"category_scores_gemma":[0.0005126371,0.0000864199,0.0001609897,0.0007504747,0.00009325406,0.0001666969,0.00004746529,0.0004665858,0.00008177009],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000524095,"about_ca_system_score_gemma":0.00003737305,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003250883,"about_ca_topic_score_gemma":0.0001031286,"domain_scores_codex":[0.9986721,0.0001035012,0.0007201146,0.0001398229,0.0001041948,0.0002603132],"domain_scores_gemma":[0.998269,0.0004317868,0.0008895986,0.0003381383,0.00004671463,0.00002482421],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0009958732,0.0005597004,0.4698274,0.00003933464,0.000103086,0.0001043999,0.01799556,0.02318243,0.00001763131,0.3013372,0.1422551,0.04358223],"study_design_scores_gemma":[0.0006285345,0.00008410026,0.8842015,0.00002127593,0.00001398406,0.00004608243,0.000352975,0.01005639,0.000006291841,0.05458231,0.04988363,0.0001229484],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9556609,0.002379071,0.02218119,0.001166898,0.0006372558,0.0002503291,0.000199374,0.00001498013,0.01751002],"genre_scores_gemma":[0.99302,0.005918691,0.0001981098,0.00005073391,0.0003626959,0.00000699508,0.000004715181,0.00001535576,0.000422731],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4143741,"threshold_uncertainty_score":0.3524101,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1965418053","doi":"10.1108/15265940710732350","title":"On the surplus prior to ruin in the perturbed classical risk process","year":2007,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":3,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Western University","funders":"","keywords":"Ruin theory; Mathematics; Brownian motion; First-hitting-time model; Joint probability distribution; Mathematical economics; Type (biology); Risk model; Applied mathematics; Random variable; Argument (complex analysis); Marginal distribution; Econometrics; Statistics","authors":[{"name":"Jiandong Ren","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.06567979412222792,"gpt":0.3710585307542377,"spread":0.3053787366320098,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaresearch"],"consensus_categories":["metaresearch"],"category_scores_codex":[0.04037819,0.0001571041,0.0003183749,0.0001393895,0.0004989752,0.0001257055,0.002846281,0.00008362001,0.00002550921],"category_scores_gemma":[0.01617964,0.00005078935,0.0001739898,0.001159549,0.000268951,0.0002110888,0.00008830211,0.001301907,0.0001007649],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006339476,"about_ca_system_score_gemma":0.00015907,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00006235185,"about_ca_topic_score_gemma":0.0006564779,"domain_scores_codex":[0.9951946,0.001455789,0.0009640346,0.0002138966,0.001807581,0.0003641103],"domain_scores_gemma":[0.9823424,0.01551655,0.0009035362,0.0008195341,0.0003503878,0.00006764224],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00924975,0.001471048,0.04752957,0.00001116416,0.00006218154,0.0001551689,0.1489952,0.1183946,0.0001681239,0.03169023,0.05479573,0.5874773],"study_design_scores_gemma":[0.0007660506,0.0006004368,0.4596146,0.0001112356,0.00004212758,0.0001226723,0.00454335,0.004229046,0.0006048088,0.5109926,0.01816957,0.000203502],"study_design_candidate":"design_other","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9739469,0.0004953108,0.01009289,0.01437053,0.0002839383,0.0003142206,0.00001050533,0.000004566642,0.0004811747],"genre_scores_gemma":[0.9977531,0.0004592982,0.0002865989,0.001084707,0.0001882642,0.000003272844,4.171842e-8,0.000007150982,0.0002176102],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5872737,"threshold_uncertainty_score":0.9921075,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1556042350","doi":"10.1108/jrf-02-2015-0020","title":"The dynamics of risk premium: the case of the Taiwan real estate market","year":2015,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Housing Market and Economics","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"St. Francis Xavier University","funders":"","keywords":"Real estate; Volatility (finance); Real estate investment trust; Autoregressive conditional heteroskedasticity; Risk premium; Economics; Financial economics; Capitalization rate; Cost approach; Investment (military); Business; Finance","authors":[{"name":"Vijay Kumar Vishwakarma","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.0153162692989915,"gpt":0.2084071795217166,"spread":0.1930909102227251,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00785779,0.0001676199,0.000450854,0.00006081781,0.0003986468,0.00005061985,0.001119659,0.0000800516,0.00001609803],"category_scores_gemma":[0.00109074,0.00008457288,0.0002557096,0.000273969,0.0004755206,0.0001723689,0.0001755004,0.0005919702,0.00001139817],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000156919,"about_ca_system_score_gemma":0.0001265644,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002930417,"about_ca_topic_score_gemma":0.003218309,"domain_scores_codex":[0.9980392,0.0002780007,0.001199043,0.000129807,0.00007189592,0.0002820391],"domain_scores_gemma":[0.9941543,0.0008278348,0.003952271,0.0008441962,0.0001688329,0.00005253737],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.002596102,0.0004254737,0.5806502,0.00008311844,0.0006848337,0.00008428742,0.02785715,0.04000517,0.000005302849,0.06203214,0.04125149,0.2443248],"study_design_scores_gemma":[0.004867848,0.000770661,0.3011604,0.0002569121,0.0005904738,0.002372079,0.01770249,0.2798616,0.0001911002,0.2991631,0.09204894,0.001014463],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9739139,0.001044899,0.0004013626,0.001048122,0.0009503085,0.0001561841,0.0002557782,0.000004003934,0.02222543],"genre_scores_gemma":[0.9546841,0.04450491,0.0002399379,0.0000180785,0.0001325695,0.000001659702,4.809733e-7,0.00002415379,0.0003941414],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2794898,"threshold_uncertainty_score":0.4429933,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2899277624","doi":"10.1108/jrf-07-2017-0114","title":"A multi-factor HJM and PCA approach to risk management of VIX futures","year":2018,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Surrey Place Centre; Université Laval","funders":"","keywords":"Futures contract; Heath–Jarrow–Morton framework; Econometrics; Volatility (finance); Economics; Portfolio; Financial economics","authors":[{"name":"Philippe Bélanger","is_ca":true},{"name":"Marc-André Picard","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02427175960567294,"gpt":0.2326155325036286,"spread":0.2083437728979557,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005556517,0.0001088905,0.0003005769,0.0001029123,0.0001919105,0.00001723373,0.0003672241,0.00004492316,0.000007321005],"category_scores_gemma":[0.00009348719,0.00008417982,0.00006624297,0.0003066018,0.0001174853,0.0000824984,0.00008393505,0.0001699553,0.00003230857],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002242253,"about_ca_system_score_gemma":0.00001145778,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001145323,"about_ca_topic_score_gemma":0.00001691588,"domain_scores_codex":[0.9990864,0.00000840862,0.0005416567,0.0001506001,0.0000508106,0.000162087],"domain_scores_gemma":[0.9985018,0.00005818571,0.001031463,0.0002628771,0.00009852016,0.00004714631],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.0006003691,0.0008674024,0.02507343,0.0001967635,0.0003784478,0.00000301952,0.0155,0.0007651084,0.00008516616,0.830739,0.002049878,0.1237414],"study_design_scores_gemma":[0.001242852,0.0004101423,0.8586184,0.00008931546,0.00008354569,0.0000273582,0.0006259488,0.00239137,0.0001902554,0.1111753,0.0248608,0.0002846728],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3539975,0.004597424,0.6399516,0.00008932836,0.0001551883,0.0001600714,0.0001554432,0.000003987824,0.0008894774],"genre_scores_gemma":[0.9256145,0.005164929,0.06889131,0.00004810662,0.0001957648,0.000008364775,3.295077e-7,0.00001172442,0.0000649304],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.833545,"threshold_uncertainty_score":0.3432753,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2958837228","doi":"10.1108/jrf-11-2018-0172","title":"Asset sales, recourse and investor reactions to initial securitizations","year":2019,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Banking stability, regulation, efficiency","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Bank of Canada","funders":"","keywords":"Securitization; Business; Leverage (statistics); Structured finance; Issuer; Equity (law); Off-balance-sheet; Stock (firearms); Asset (computer security); Valuation (finance); Finance; Financial economics; Economics; Financial crisis","authors":[{"name":"Eric Higgins","is_ca":false},{"name":"Joseph R. Mason","is_ca":false},{"name":"Adi Mordel","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.01943446875086451,"gpt":0.2451107770620967,"spread":0.2256763083112322,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001452584,0.00008878045,0.0002331024,0.0001741473,0.0001560519,0.00003912807,0.0002196432,0.00005341657,0.00007089902],"category_scores_gemma":[0.0005830596,0.00008041577,0.00005404963,0.0003487389,0.00007426837,0.0002706769,0.00003585348,0.0002438557,0.0001454415],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007363065,"about_ca_system_score_gemma":0.0000485345,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00009416279,"about_ca_topic_score_gemma":0.00005703781,"domain_scores_codex":[0.9990208,0.00005538487,0.0005830327,0.0001360336,0.00005515048,0.0001496696],"domain_scores_gemma":[0.9985727,0.0002470904,0.0007311116,0.0002956348,0.000106674,0.00004679811],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001596916,0.0004064915,0.5975347,0.00006530075,0.00008888009,0.000004630306,0.01290228,0.02100381,0.0001422967,0.3504672,0.009772099,0.007452664],"study_design_scores_gemma":[0.0004895163,0.0001885634,0.8234941,0.00006493144,0.00001975769,0.00009351091,0.0001468592,0.001470558,0.00003733115,0.07040221,0.1034005,0.0001921608],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9912348,0.001808885,0.003894003,0.001296221,0.0005923017,0.0001498176,0.0001232868,0.000008739369,0.0008919936],"genre_scores_gemma":[0.9965669,0.001206505,0.001715179,0.00009945688,0.0001360271,0.000001843716,0.000002103215,0.00001347738,0.0002585237],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.280065,"threshold_uncertainty_score":0.327926,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4415017967","doi":"10.1108/jrf-02-2025-0062","title":"Benchmarking technical, financial analysis and economic efficiency in Maritime Canadian agriculture","year":2025,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Agricultural Economics and Policy","field":"Agricultural and Biological Sciences","cited_by":1,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true},"ca_institutions":"Dalhousie University","funders":"","keywords":"Benchmarking; Diversification (marketing strategy); Productivity; Agriculture; Resource efficiency; Resource (disambiguation); Production (economics); Economic efficiency; Farm income","authors":[{"name":"Chanuka Swarnathilake","is_ca":true},{"name":"Christopher M. Hartt","is_ca":true},{"name":"Amir Hasnaoui","is_ca":false},{"name":"Virginie Hachard","is_ca":false},{"name":"Gumataw Kifle Abebe","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.003209659791858458,"gpt":0.186667895887944,"spread":0.1834582360960855,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005170838,0.00009853215,0.0002389276,0.000061664,0.0002141352,0.000044294,0.0003089907,0.0000866181,0.00003587805],"category_scores_gemma":[0.00005738244,0.00003085947,0.0001064824,0.0006198584,0.00005620683,0.00008706933,0.00004264037,0.000264747,0.000002968368],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00011568,"about_ca_system_score_gemma":0.00005575884,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.08259331,"about_ca_topic_score_gemma":0.6695603,"domain_scores_codex":[0.9992532,0.00006198976,0.0003235155,0.0001066593,0.0000422937,0.0002123384],"domain_scores_gemma":[0.9994105,0.0002216424,0.0002393083,0.00004045474,0.00003248738,0.00005566175],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001189843,0.00009112363,0.8134594,0.00001041359,0.0001132713,0.00002063427,0.0004467894,0.007762643,0.003494166,0.008434269,0.01364421,0.1524041],"study_design_scores_gemma":[0.00009206345,0.00004818035,0.9889305,0.00002258892,0.00006457531,0.00001302668,0.00004381722,0.0001704569,0.00004653058,0.0008277071,0.009660156,0.00008039811],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9961536,0.0008178443,0.000005899625,0.002101143,0.00008436366,0.00006494527,0.00004522277,0.000002631329,0.0007243741],"genre_scores_gemma":[0.9964959,0.002997972,0.00006173277,0.000197356,0.0001605943,9.327093e-7,0.000003353876,2.705722e-7,0.00008189863],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5869669,"threshold_uncertainty_score":0.9235158,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3125885382","doi":"10.1108/eb043490","title":"The Impact of Liquidity Risk on the Prices of Swaps with Default Risk","year":2002,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false},"ca_institutions":"Saint Mary's University","funders":"","keywords":"Market liquidity; Interest rate swap; Liquidity risk; Swap (finance); Credit default swap; Proxy (statistics); Business; Financial economics; Valuation (finance); Economics; Variance swap; Monetary economics; Liquidity crisis; Credit risk; Econometrics; Actuarial science; Volatility (finance); Finance; Implied volatility; Volatility swap; Computer science","authors":[{"name":"George L. Ye","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02302268583673161,"gpt":0.2181583159259179,"spread":0.1951356300891862,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002607873,0.0001846413,0.0004828578,0.0001091521,0.0005535314,0.0000319383,0.0007430345,0.0000768152,0.00005961035],"category_scores_gemma":[0.001288337,0.00008432149,0.0003596423,0.0004964618,0.000394741,0.0001668936,0.00004588819,0.0006510785,0.00003063794],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000069696,"about_ca_system_score_gemma":0.00004356798,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001422318,"about_ca_topic_score_gemma":0.0001484017,"domain_scores_codex":[0.9983501,0.0001297124,0.000976169,0.000135662,0.000144775,0.0002636027],"domain_scores_gemma":[0.9927818,0.001546781,0.004782104,0.0006500109,0.0001979707,0.00004136255],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001616461,0.0007267733,0.7696843,0.00001800234,0.0006460473,0.000004908905,0.008244783,0.1147541,0.00002879068,0.04669656,0.01626338,0.04131597],"study_design_scores_gemma":[0.0005672419,0.001040277,0.966338,0.00006131904,0.00007770294,0.00001532692,0.0001543731,0.005031819,0.0002346336,0.01772948,0.008609361,0.000140494],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9870158,0.008540245,0.002145003,0.0003469151,0.000191182,0.0001794857,0.0004203088,0.000004406199,0.001156657],"genre_scores_gemma":[0.944685,0.05476125,0.0001995902,0.000004591338,0.0001860988,0.000003108346,3.950094e-7,0.00001704975,0.0001428629],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1966537,"threshold_uncertainty_score":0.4257372,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1987359399","doi":"10.1108/15265941011025215","title":"Interest rates, commodity prices, and the cost‐of‐carry model","year":2010,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":1,"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":"Spot contract; Interest rate; Economics; Contango; Carry (investment); Commodity; Commodity swap; Futures contract; Monetary economics; Spot market; Convenience yield; Mean reversion; Financial economics; Macroeconomics; Finance; Electricity","authors":[{"name":"Jacques A. Schnabel","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02684520189903553,"gpt":0.2337947307893054,"spread":0.2069495288902699,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004132996,0.00009880761,0.0003702001,0.00004919339,0.0001318273,0.00003305345,0.0004736929,0.0000619161,0.0000181473],"category_scores_gemma":[0.0004830029,0.00005904088,0.00010125,0.000103488,0.0003407406,0.0001322573,0.00009460154,0.0006910071,0.000002372818],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00001394535,"about_ca_system_score_gemma":0.00002693482,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002103879,"about_ca_topic_score_gemma":0.0003505429,"domain_scores_codex":[0.9990427,0.00005265302,0.0006427674,0.0000926932,0.00003853178,0.0001306783],"domain_scores_gemma":[0.9976454,0.0004787526,0.00139853,0.0003635818,0.00008144446,0.00003228855],"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":[0.001219115,0.0001772449,0.2583044,0.00005082878,0.0001183928,0.000002079782,0.002479439,0.001498383,0.0000501656,0.7204455,0.001765365,0.01388915],"study_design_scores_gemma":[0.001282764,0.00004224025,0.1295901,0.00002241064,0.00002544131,0.00002804793,0.00004054069,0.6394269,0.00002759727,0.2195174,0.009883734,0.0001128281],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9843488,0.002399658,0.01071377,0.0007122611,0.000329864,0.0001264779,0.0001511158,0.000002250806,0.001215771],"genre_scores_gemma":[0.9934253,0.005393558,0.0009770759,0.00005892895,0.00006228048,0.00000157419,6.389266e-7,0.000007931762,0.00007277439],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6379285,"threshold_uncertainty_score":0.300212,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1988533354","doi":"10.1108/jrf-10-2014-0140","title":"Hedging and debt overhang: a conceptual note","year":2015,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Risk Management in Financial Firms","field":"Business, Management and Accounting","cited_by":0,"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":"Debt overhang; Economics; Debt; Volatility (finance); Financial economics; Corporate finance; Monetary economics; Internal debt; Finance","authors":[{"name":"Jacques A. Schnabel","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.02220683549070823,"gpt":0.229963263395427,"spread":0.2077564279047187,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001553963,0.000140565,0.000228986,0.000122664,0.0001703239,0.0001202987,0.0003958414,0.00004017245,0.000009502278],"category_scores_gemma":[0.0006226295,0.0000939609,0.0000577247,0.0003239759,0.0001661701,0.001050109,0.0002054748,0.0002824611,0.000069225],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003172644,"about_ca_system_score_gemma":0.00003012629,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002666687,"about_ca_topic_score_gemma":0.00004155398,"domain_scores_codex":[0.9989704,0.00002774382,0.0003398496,0.0001002373,0.000336004,0.0002257111],"domain_scores_gemma":[0.9986274,0.0001105822,0.0008236885,0.0001966592,0.000226833,0.00001481152],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00183904,0.0002768232,0.2091705,0.0001498994,0.0001563478,0.0002836779,0.00869918,0.00901925,0.0002925786,0.2128378,0.2228544,0.3344206],"study_design_scores_gemma":[0.002540149,0.00009712006,0.1242294,0.0002338188,0.0003276343,0.00006439113,0.00192313,0.004966392,0.00008785076,0.06252307,0.802565,0.0004420378],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9864736,0.002566529,0.004526971,0.001044962,0.000816595,0.0001218656,0.000001541991,0.00002268718,0.004425294],"genre_scores_gemma":[0.9959192,0.0009851377,0.0006724822,0.0007633585,0.001438586,0.000001071863,4.848714e-7,0.00001834229,0.0002013734],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5797105,"threshold_uncertainty_score":0.3831614,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W4412774799","doi":"10.1108/jrf-03-2025-0133","title":"Crisis misread: the interplay of governance and financial literacy in Lebanon’s 2019 downfall","year":2025,"lang":"en","type":"article","venue":"The Journal of Risk Finance","topic":"Insurance and Financial Risk Management","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":"Ministry of Children, Community and Social Services","funders":"","keywords":"Financial literacy; Corporate governance; Financial system; Financial crisis; Accounting; Economics; Political science; Business; Finance; Keynesian economics","authors":[{"name":"Ribal Rizk","is_ca":false},{"name":"Jennifer Challita","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.005220255474197066,"gpt":0.2219963894173712,"spread":0.2167761339431742,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002002642,0.0001718453,0.0005505818,0.0001823291,0.0001276126,0.00004057551,0.0006900419,0.00008065461,0.00001661149],"category_scores_gemma":[0.0004549161,0.0001193305,0.0001496701,0.0005607331,0.0001445768,0.0003279501,0.0001351637,0.0005000572,0.00001787175],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00008051509,"about_ca_system_score_gemma":0.00005569429,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001220632,"about_ca_topic_score_gemma":0.0002643114,"domain_scores_codex":[0.9982623,0.00006543376,0.001147929,0.0001832015,0.00008035351,0.0002607868],"domain_scores_gemma":[0.9977196,0.0002772076,0.001480892,0.0004063288,0.000097328,0.00001862939],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.001472955,0.0004537814,0.3093574,0.000177999,0.0001408815,0.00003518474,0.01556292,0.002178203,0.00003257402,0.474014,0.07830755,0.1182665],"study_design_scores_gemma":[0.001028449,0.0001258514,0.784898,0.0002700647,0.00002972187,0.000009547807,0.0001588696,0.0002887441,0.0001366651,0.05722871,0.1556605,0.0001648805],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9482526,0.04161427,0.003598694,0.002856089,0.0008463012,0.0002222314,0.0001412474,0.000003821061,0.002464805],"genre_scores_gemma":[0.9505997,0.04778906,0.0003191137,0.0004919416,0.00008720799,0.00000482582,4.990097e-7,0.000009575396,0.0006980611],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4755406,"threshold_uncertainty_score":0.4866156,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2763446786","doi":"10.1108/jrf-09-2016-0125","title":"Bond valuation for generalized Langevin processes with integrated Lévy noise","year":2017,"lang":"en","type":"article","venue":"The Journal of Risk Finance","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 Manitoba","funders":"","keywords":"Vasicek model; Bond valuation; Zero-coupon bond; Stochastic differential equation; Bond; Interest rate; Short-rate model; Bond market; Mathematical economics; Economics; Econometrics; Applied mathematics; Mathematics; Finance","authors":[{"name":"Alex Paseka","is_ca":true},{"name":"A. Thavaneswaran","is_ca":true}],"retraction":null,"screen_n_in":null,"score":{"opus":0.04054590372521309,"gpt":0.2582658565617088,"spread":0.2177199528364957,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007907102,0.00010835,0.000290782,0.00005963294,0.0005039073,0.00008678332,0.0005432373,0.00004653748,0.000004851502],"category_scores_gemma":[0.001376717,0.00007298748,0.00005846908,0.0001305046,0.00009759387,0.0002630667,0.00002418374,0.000143053,0.00001886154],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003560598,"about_ca_system_score_gemma":0.0001321455,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001962598,"about_ca_topic_score_gemma":0.0001802194,"domain_scores_codex":[0.999237,0.000004462173,0.0004337007,0.0001230614,0.00004909495,0.0001526576],"domain_scores_gemma":[0.9971119,0.0001656449,0.002001366,0.0003422033,0.0003513304,0.00002755017],"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":[0.001700906,0.0003581303,0.02089936,0.0002674401,0.0001870012,0.000004025069,0.003023959,0.001940747,0.0001583703,0.9332201,0.005765813,0.03247415],"study_design_scores_gemma":[0.003221321,0.0005622378,0.1238223,0.0002274596,0.0001698262,0.00005163663,0.000148153,0.002780949,0.0008744424,0.8002128,0.06752782,0.0004010359],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1921902,0.004284122,0.8013315,0.001117271,0.0001521553,0.0002687806,0.0002053896,0.000007306866,0.0004433056],"genre_scores_gemma":[0.9781821,0.003168374,0.01801433,0.00007573595,0.0002691371,0.00004623505,0.000004924869,0.00002036462,0.0002188455],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.7859918,"threshold_uncertainty_score":0.3875698,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null}]}