{"id":"W2006816761","doi":"10.1002/fut.20482","title":"Risk premiums and predictive ability of BAX futures","year":2010,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"ca_institutions":"Concordia University","funders":"","keywords":"Futures contract; Risk premium; Economics; Portfolio; Econometrics; Sample (material); Predictive power; Exploit; Financial economics; Actuarial science; Computer science","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0014484,0.0001577536,0.0005004104,0.0001904272,0.000114338,0.00005064923,0.000234336,0.000164102,0.0003208021],"category_scores_gemma":[0.0007254052,0.000134373,0.0001762424,0.0001123824,0.0001989363,0.0003791987,0.00005186979,0.0005222579,0.000002262711],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002264995,"about_ca_system_score_gemma":0.00004372418,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00005200139,"about_ca_topic_score_gemma":0.00003001079,"domain_scores_codex":[0.9986267,0.00004380709,0.0008614634,0.0001989511,0.00008179196,0.0001873034],"domain_scores_gemma":[0.9980125,0.0001522255,0.00136634,0.0002351985,0.0001217324,0.0001120443],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.002012701,0.0005649541,0.8067268,0.0002906796,0.0004872278,0.00002091029,0.002221112,0.00003357555,0.002863412,0.1382513,0.0279611,0.01856623],"study_design_scores_gemma":[0.0005415021,0.0002816872,0.9124996,0.00002225178,0.00002146047,0.00002260168,0.0001804734,0.0001047076,0.0002307007,0.06856504,0.01740404,0.0001259017],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9697808,0.003179631,0.00009934817,0.0002474573,0.00184292,0.0001259469,0.0001591796,0.000005954941,0.02455873],"genre_scores_gemma":[0.9962482,0.001636111,0.001234956,0.00006982629,0.0007154905,0.000002340769,0.000001489028,0.00001271047,0.00007888709],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1057728,"threshold_uncertainty_score":0.547957,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.007237010695366105,"score_gpt":0.1980126318537805,"score_spread":0.1907756211584143,"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."}}