{"id":"W2183026146","doi":"","title":"Default Risk on Derivatives Exchanges: Evidence from Clearing-House Data","year":2009,"lang":"en","type":"preprint","venue":"HAL (Le Centre pour la Communication Scientifique Directe)","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Clearing; Computer science; 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":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.006913408,0.0003990069,0.0006634705,0.0002538097,0.0004001407,0.0004942704,0.002686274,0.0004096389,0.0001458738],"category_scores_gemma":[0.008177735,0.0004911059,0.0001903144,0.0002852264,0.0001477326,0.0003831137,0.002265588,0.001097351,0.0003615893],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000167478,"about_ca_system_score_gemma":0.0001200738,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01791786,"about_ca_topic_score_gemma":0.004587868,"domain_scores_codex":[0.9954463,0.001390147,0.0009324244,0.001669815,0.000160001,0.0004012975],"domain_scores_gemma":[0.991289,0.001851958,0.001177803,0.00502797,0.0004972517,0.0001559819],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002793624,0.003147074,0.2032486,0.0005614008,0.0006062168,0.00002146027,0.08450727,0.005098638,0.0003252408,0.2649074,0.009412719,0.4278846],"study_design_scores_gemma":[0.0008899579,0.000003267086,0.1889141,0.006874856,0.00008052579,0.000001197665,0.0001851548,0.5504124,0.002804342,0.2155621,0.03260102,0.0016711],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5609279,0.01264997,0.4084617,0.005261328,0.0004115492,0.0005538889,0.001512443,0.0004023635,0.009818875],"genre_scores_gemma":[0.931086,0.01372684,0.05338431,0.0001511462,0.00009152565,0.0000316799,0.0006049482,0.00008400963,0.0008395084],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5453138,"threshold_uncertainty_score":0.9997541,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08965718491679986,"score_gpt":0.2627022248716991,"score_spread":0.1730450399548992,"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."}}