{"meta":{"page":1,"per_page":50,"max_per_page":100,"total":4,"total_is_capped":false,"direct_labels_cover":0,"predictions_cover":4,"direct_label_status":"direct model label, unvalidated","prediction_status":"machine_predicted_unvalidated (Codex and Gemma teacher distillation)","score_status":"score_only:v0-immature-baseline (scores rank; they never assert a category)","snapshot":{"source":"OpenAlex, pinned release, all 482 partitions","release":"2026-06-24","frame_built":"2026-07-12"},"query_hash":"411cd19d1310","filters":{"venue":"Theory of Probability and Mathematical Statistics"}},"results":[{"id":"W2963538278","doi":"10.1090/tpms/1020","title":"On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications","year":2018,"lang":"en","type":"article","venue":"Theory of Probability and Mathematical Statistics","topic":"Probability and Risk Models","field":"Decision Sciences","cited_by":6,"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":"Valuation (finance); Laplace transform; Mathematics; Mathematical finance; Modulo; Lévy process; Mathematical economics; Operator (biology); Markov process; Markov chain; Pure mathematics; Function (biology); Applied mathematics; Discrete mathematics; Mathematical analysis; Finance","retraction":null,"screen_n_in":null,"score":{"opus":0.08437574614238474,"gpt":0.3694863936624994,"spread":0.2851106475201146,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaresearch"],"consensus_categories":[],"category_scores_codex":[0.00465818,0.0001672016,0.0003542107,0.00007457592,0.0003466707,0.0000846893,0.0001927454,0.00008904509,0.0001104657],"category_scores_gemma":[0.01221605,0.0001037223,0.00002714571,0.0002866948,0.001846211,0.0001761985,0.00005016569,0.0001053574,0.0000112126],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002831465,"about_ca_system_score_gemma":0.0001341266,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000002234124,"about_ca_topic_score_gemma":0.00008897227,"domain_scores_codex":[0.9979582,0.0003262885,0.0005767329,0.0004942943,0.000448116,0.0001963541],"domain_scores_gemma":[0.9851792,0.01329028,0.0002611172,0.0003891639,0.0007856361,0.00009461324],"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":[0.0008014393,0.0002479808,0.00002547486,0.0004042468,0.00002173079,9.071934e-8,0.002135853,0.00002122041,0.00004396049,0.9589072,0.00004569439,0.03734513],"study_design_scores_gemma":[0.0003516894,0.001132382,0.0003349506,0.00006008451,0.00006101676,0.000004944835,0.0004396838,0.001315096,0.0011127,0.9949722,0.00008259402,0.0001326458],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.03144369,0.00003093972,0.9647621,0.0001911324,0.00001658936,0.00141814,0.000189413,0.00003166791,0.001916344],"genre_scores_gemma":[0.7125859,0.00002017779,0.2868015,0.00008250121,0.00005021838,0.0001977402,0.000007360466,0.00001248157,0.0002421288],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.6811423,"threshold_uncertainty_score":0.9961045,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W2057199921","doi":"10.1090/s0094-9000-09-00763-7","title":"On investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion","year":2009,"lang":"en","type":"article","venue":"Theory of Probability and Mathematical Statistics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Minification; Investment (military); Mathematics; Diffusion; Econometrics; Credit risk; Expected shortfall; Interest rate; Mathematical optimization; Actuarial science; Economics; Risk management; Finance","retraction":null,"screen_n_in":null,"score":{"opus":0.03939287793864431,"gpt":0.2499868807658837,"spread":0.2105940028272394,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004067921,0.00008655707,0.0002764034,0.00003484285,0.00005821112,0.00001034033,0.00003618541,0.00003356828,0.000009562867],"category_scores_gemma":[0.0003764972,0.00007366789,0.00001172009,0.00004336205,0.0002230764,0.00003206356,0.00001895929,0.00004048615,2.949881e-7],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000009969382,"about_ca_system_score_gemma":0.000007012723,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000006372354,"about_ca_topic_score_gemma":0.000007366487,"domain_scores_codex":[0.9993584,0.000008862855,0.0003498631,0.0001805144,0.00002407963,0.00007823968],"domain_scores_gemma":[0.9991314,0.0004508149,0.0002201877,0.0001035653,0.00005068885,0.00004333108],"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":[0.0002210073,0.0002309592,0.0001464235,0.0003244933,0.000008896241,2.972667e-8,0.0003145775,0.00004636985,0.00001361278,0.9945459,0.00001003402,0.004137708],"study_design_scores_gemma":[0.0003880168,0.0003606693,0.004548304,0.00003957834,0.0000212464,8.687131e-7,0.0000191493,0.1860013,0.00001517714,0.8085371,0.000004151798,0.00006441755],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1399421,0.00007280224,0.8586701,0.00005804804,0.000003561227,0.0004247168,0.0005424187,0.000004665944,0.0002815732],"genre_scores_gemma":[0.7710283,0.00004454609,0.2288241,0.00004006239,0.000003638091,0.00002748376,0.00001384967,0.000004737093,0.00001332118],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.6310862,"threshold_uncertainty_score":0.300409,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W3048770041","doi":"10.1090/tpms/1200","title":"Test for mean matrix in GMANOVA model under heteroscedasticity and non-normality for high-dimensional data","year":2023,"lang":"en","type":"article","venue":"Theory of Probability and Mathematical Statistics","topic":"Random Matrices and Applications","field":"Mathematics","cited_by":1,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true},"ca_institutions":"","funders":"","keywords":"Mathematics; Heteroscedasticity; Test statistic; Null distribution; Statistics; Multivariate analysis of variance; Covariance matrix; Multivariate normal distribution; Population; Statistical hypothesis testing; Sample size determination; Asymptotic distribution; Estimation of covariance matrices; Matrix norm; Normality test; Estimator; Applied mathematics; Multivariate statistics","retraction":null,"screen_n_in":null,"score":{"opus":0.129033291514825,"gpt":0.3769221092034894,"spread":0.2478888176886644,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002705149,0.0001762871,0.0004974729,0.00005342502,0.0001255842,0.00002708737,0.0002140297,0.00009264693,0.00001519471],"category_scores_gemma":[0.003430485,0.0001459735,0.00003389332,0.0001258156,0.0003338449,0.00009236496,0.0002487604,0.00009210844,0.000001942354],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00001951176,"about_ca_system_score_gemma":0.00004511209,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000009217815,"about_ca_topic_score_gemma":0.00004134323,"domain_scores_codex":[0.9984521,0.00005325279,0.0006595145,0.0003866862,0.0001748368,0.0002735708],"domain_scores_gemma":[0.9865898,0.01253331,0.0001647045,0.0005053079,0.0001162104,0.00009063551],"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":[0.0001551416,0.0003868819,0.00003025178,0.003237996,0.0000212825,2.071118e-7,0.0002831758,0.0003420943,0.0002435574,0.9943546,0.000404514,0.0005403172],"study_design_scores_gemma":[0.0009509351,0.00006670073,0.0002692127,0.00004299608,0.00008270895,0.000001134521,0.0000537993,0.3125667,0.00007181212,0.6857837,0.000002676623,0.0001075727],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.243485,0.000009023885,0.7508685,0.0001620077,0.0000127651,0.001399513,0.003998853,0.00003567025,0.00002862754],"genre_scores_gemma":[0.5212724,0.000007008402,0.4783007,0.00001848671,0.00001465525,0.0001512918,0.00012408,0.00001854752,0.00009283678],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.3122247,"threshold_uncertainty_score":0.5952626,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null},{"id":"W1669495541","doi":"10.1090/s0094-9000-05-00634-4","title":"On the pricing of equity-linked life insurance contracts in Gaussian financial environment","year":2005,"lang":"en","type":"article","venue":"Theory of Probability and Mathematical Statistics","topic":"Analysis of environmental and stochastic processes","field":"Environmental Science","cited_by":0,"is_retracted":false,"has_abstract":true,"routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false},"ca_institutions":"University of Alberta","funders":"Social Sciences and Humanities Research Council of Canada; Natural Sciences and Engineering Research Council of Canada","keywords":"Martingale (probability theory); Mathematics; Gaussian; Equity (law); Econometrics; Martingale pricing; Stock (firearms); Stochastic volatility; Life insurance; Economics; Actuarial science; Financial economics; Local martingale; Volatility (finance); Applied mathematics","retraction":null,"screen_n_in":null,"score":{"opus":0.02043709953948897,"gpt":0.2397215519466998,"spread":0.2192844524072108,"validation_status":"score_only:v0-immature-baseline"},"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.001090605,0.0001238112,0.0002910387,0.00001443473,0.0000609948,0.000005539238,0.0001761324,0.00004891478,0.001291994],"category_scores_gemma":[0.001492171,0.0000804005,0.00003218496,0.00006095108,0.001036064,0.00005934576,0.0001818295,0.000127395,0.0000382032],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000554382,"about_ca_system_score_gemma":0.0000101513,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0000100118,"about_ca_topic_score_gemma":0.00001351699,"domain_scores_codex":[0.9987612,0.00009134298,0.000465355,0.0001944823,0.0003101159,0.000177465],"domain_scores_gemma":[0.99833,0.001222981,0.0001679111,0.0002002238,0.000003382245,0.0000755108],"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":[0.000135908,0.0007848297,0.0009315779,0.0001383915,0.00001080173,9.122743e-7,0.001172463,0.002684929,0.0007196191,0.9785076,0.00002286837,0.01489014],"study_design_scores_gemma":[0.0002471537,0.0001322134,0.04230466,0.00005351573,0.00002282662,8.464972e-7,0.00007910463,0.002068035,0.0004505469,0.9545128,0.00003118968,0.00009713041],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7723142,0.00004979235,0.2241253,0.0004111993,0.000006271143,0.0003456934,0.00005465504,0.00000506792,0.002687866],"genre_scores_gemma":[0.9814418,0.00002342032,0.01830094,0.0001662813,0.000006594177,0.0000146282,0.000001531984,0.000004900927,0.00003989402],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2091276,"threshold_uncertainty_score":0.999621,"prediction_status":"machine_predicted_unvalidated"},"labels":[],"label_agreement":null}]}