{"id":"W1998615421","doi":"10.2139/ssrn.1498514","title":"Order Book Resilience, Price Manipulation, and the Positive Portfolio Problem","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":47,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Resilience (materials science); Order (exchange); Portfolio; Computer science; Economics; Financial economics; Mathematical economics; Business; Finance","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001521893,0.0001211736,0.0002028375,0.0001047215,0.0003003734,0.00007805244,0.0001789284,0.00005404891,0.0002115262],"category_scores_gemma":[0.00004833134,0.00009121546,0.00005676784,0.0001822343,0.0001625849,0.0004650075,0.00003237841,0.0005550195,0.00004382183],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001602181,"about_ca_system_score_gemma":0.0002663592,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003015869,"about_ca_topic_score_gemma":0.00009273745,"domain_scores_codex":[0.9984428,0.00002730042,0.0004032418,0.0001978949,0.00004088417,0.0008878738],"domain_scores_gemma":[0.999422,0.00002328973,0.0003350897,0.0001236884,0.00005336529,0.00004255074],"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":[0.00007995658,0.00002371591,0.005794818,0.000002473551,0.00004977662,0.000001186956,0.000384722,0.000002755096,7.852435e-7,0.9928399,0.0003568728,0.0004630096],"study_design_scores_gemma":[0.000740179,0.000155196,0.04559343,0.000008280796,0.000008957354,0.0001049506,0.0003555338,0.00009894251,0.000004504316,0.94469,0.008106053,0.0001339773],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.08862948,0.04558529,0.01206886,0.002224835,0.0003103187,0.0006495603,0.000009535254,0.00003780087,0.8504843],"genre_scores_gemma":[0.9741967,0.01584484,0.0003389648,0.0006382187,0.0001191713,0.00001421522,0.00000187137,0.00001761199,0.008828426],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8855672,"threshold_uncertainty_score":0.3719659,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01312494153269527,"score_gpt":0.1890144808003895,"score_spread":0.1758895392676942,"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."}}