{"id":"W1989347044","doi":"10.1142/s2010495213500061","title":"PARTIAL IMMUNIZATION BOUNDS AND NON-PARALLEL TERM STRUCTURE SHIFTS","year":2013,"lang":"en","type":"article","venue":"Annals of Financial Economics","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"Simon Fraser University","funders":"Social Sciences and Humanities Research Council of Canada","keywords":"Convexity; Immunization; Fixed income; Portfolio; Term (time); Mathematics; Applied mathematics; Mathematical economics; Economics; Finance","routes":{"ca_aff":true,"ca_fund":true,"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":[0.003688384,0.0007717072,0.0007007161,0.0009866167,0.000492249,0.001689464,0.001421387,0.0009409694,0.006031564],"category_scores_gemma":[0.01813955,0.000448372,0.001067719,0.00077832,0.002095948,0.004071636,0.002644554,0.002133986,0.000453798],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001423105,"about_ca_system_score_gemma":0.0007284491,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008346253,"about_ca_topic_score_gemma":0.0005256552,"domain_scores_codex":[0.9984036,0.0004424414,0.00008960827,0.0002835187,0.0004686984,0.0003120974],"domain_scores_gemma":[0.9870633,0.007544922,0.002461486,0.001587327,0.0007717287,0.000571152],"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":[0.0001226334,0.00008536685,0.002670116,0.0000760304,0.00005242573,0.0002514029,0.0002415955,0.1685854,0.004122387,0.7913357,0.0006709908,0.03178588],"study_design_scores_gemma":[0.00001925635,0.0001732176,0.002036593,0.00003693538,0.00002950722,0.0001711484,0.0000675378,0.3401552,0.003919791,0.6507522,0.002607495,0.00003109609],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.206309,0.0008864226,0.7665324,0.0004571844,0.00004986241,0.00005018036,0.0001312322,0.0002090213,0.02537469],"genre_scores_gemma":[0.9555481,0.0004754295,0.03837051,0.0001280963,0.00007799192,0.00007533802,0.000123301,0.00007737894,0.005123758],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006031564,"threshold_uncertainty_score":0.0201776,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02497752082103709,"score_gpt":0.23222090676536,"score_spread":0.207243385944323,"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."}}