{"id":"W2156440988","doi":"10.2139/ssrn.1371320","title":"Mr. Madoff's Amazing Returns: An Analysis of the Split-Strike Conversion Strategy","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":17,"is_retracted":false,"has_abstract":false,"ca_institutions":"Wilfrid Laurier University; University of Waterloo","funders":"","keywords":"Economics; Financial economics","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":[0.0005132391,0.0002233035,0.0003228407,0.0007579402,0.0005883342,0.001678171,0.0006707838,0.0006885313,0.009459562],"category_scores_gemma":[0.004820217,0.0001222601,0.000424848,0.0007143425,0.0008711643,0.001353674,0.0006351664,0.001282338,0.0005128236],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007922759,"about_ca_system_score_gemma":0.0005244634,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002585322,"about_ca_topic_score_gemma":0.002077922,"domain_scores_codex":[0.9998302,0.00003227452,0.000005966157,0.0000201135,0.00006084748,0.00005051222],"domain_scores_gemma":[0.9994544,0.0002652695,0.00006688143,0.00005735903,0.00006631724,0.00008970164],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.0002261993,0.00007986531,0.006201621,0.00004827009,0.00004004315,0.001351836,0.0003594325,0.02503109,0.00175374,0.8989268,0.009656265,0.05632484],"study_design_scores_gemma":[0.00008635859,0.0002512307,0.0255755,0.00008870583,0.00008839068,0.002151252,0.001071842,0.2643785,0.002447384,0.6779723,0.02581243,0.00007625481],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7546077,0.003933156,0.04553813,0.008151192,0.0002794255,0.00006538306,0.0001506706,0.0002303132,0.187044],"genre_scores_gemma":[0.9841365,0.0005325251,0.00161457,0.0001305735,0.0000648303,0.000009702762,0.00002194012,0.0000327114,0.01345668],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.009459562,"threshold_uncertainty_score":0.03164536,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01627773690209551,"score_gpt":0.2181665548871481,"score_spread":0.2018888179850525,"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."}}