{"id":"W1577308162","doi":"10.2139/ssrn.2205020","title":"Non-Tradable S&P 500 Index and the Pricing of Its Traded Derivatives","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Center for Interuniversity Research and Analysis on Organizations; York University; University of Toronto","funders":"","keywords":"Index (typography); Economics; Financial economics; Business; Computer science","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":[0.0007211696,0.000366783,0.000376085,0.0008155322,0.0003697445,0.003119721,0.0007722493,0.001499602,0.005549467],"category_scores_gemma":[0.01066675,0.0002312572,0.000318356,0.0009331297,0.0009511277,0.002944667,0.0005821396,0.001515532,0.0006699702],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001291391,"about_ca_system_score_gemma":0.0008172344,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006333848,"about_ca_topic_score_gemma":0.007363866,"domain_scores_codex":[0.9997821,0.00006459592,0.00001742538,0.00004179875,0.00006334851,0.00003064029],"domain_scores_gemma":[0.9944785,0.002900675,0.001558489,0.000239912,0.0003397169,0.0004827415],"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":[0.001437678,0.0004736803,0.1265426,0.0002675936,0.0002849605,0.004771137,0.000713988,0.1374925,0.01015079,0.6580262,0.01280923,0.04702975],"study_design_scores_gemma":[0.00005439862,0.0001431206,0.09390408,0.00005284284,0.0001018873,0.0006488153,0.0004290163,0.5667449,0.001895055,0.329986,0.00595284,0.00008712836],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9451751,0.005090518,0.02160131,0.003387442,0.000218375,0.00002440762,0.0007259756,0.0001016914,0.02367506],"genre_scores_gemma":[0.9926663,0.001027736,0.0006951263,0.00003584852,0.0001506521,0.000005489051,0.0001319551,0.0000133091,0.005273604],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006333848,"threshold_uncertainty_score":0.01856482,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01423801504455214,"score_gpt":0.2094597168721168,"score_spread":0.1952217018275647,"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."}}