{"id":"W1529274032","doi":"10.2139/ssrn.2235592","title":"Hedging in Fixed Income Markets","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":false,"ca_institutions":"McGill University","funders":"","keywords":"Fixed income; Economics; Financial economics; Econometrics; Monetary economics; Finance; Bond","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003514583,0.0006930081,0.001765957,0.0009407914,0.0006458868,0.003886372,0.001457343,0.002668537,0.007470225],"category_scores_gemma":[0.01584504,0.0005863198,0.0009029739,0.0009954666,0.002176713,0.004955208,0.001434169,0.002178796,0.0003111363],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009949949,"about_ca_system_score_gemma":0.0006098409,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002114371,"about_ca_topic_score_gemma":0.001325413,"domain_scores_codex":[0.9993541,0.0002829104,0.00004543564,0.000128036,0.0001007991,0.00008880549],"domain_scores_gemma":[0.9929553,0.004945903,0.0008422994,0.0003658639,0.00033665,0.0005540287],"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":[0.0002492392,0.0001646077,0.005445363,0.0002244699,0.0001588073,0.0007686387,0.000305495,0.1587173,0.0009614725,0.8023425,0.003255029,0.02740713],"study_design_scores_gemma":[0.00005011557,0.00006907835,0.001588418,0.00002754259,0.00003318951,0.00008618923,0.00008404698,0.3274121,0.0001423614,0.6698089,0.0006707344,0.00002728616],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6459045,0.007583234,0.3232529,0.003766546,0.0005825998,0.00007518081,0.0003179832,0.0003468957,0.01817006],"genre_scores_gemma":[0.9835938,0.001413896,0.004241175,0.0001105673,0.0001618844,0.00001871034,0.0001201452,0.00002776682,0.01031199],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007470225,"threshold_uncertainty_score":0.02499038,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.008829879191215561,"score_gpt":0.2002203090670272,"score_spread":0.1913904298758117,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}