{"id":"W2501681817","doi":"10.3390/risks6010023","title":"Desirable Portfolios in Fixed Income Markets: Application to Credit Risk Premiums","year":2018,"lang":"en","type":"article","venue":"Risks","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"Concordia University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Fixed income; Portfolio; Cash flow; Replicating portfolio; Arbitrage; Bond; Portfolio optimization; Economics; Financial economics; Econometrics; Business; Actuarial science; 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":"codex-gemma-dda1882f352a","candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.003636523,0.0001726641,0.0002851342,0.0005951468,0.000195109,0.0001799517,0.0007136441,0.0001590742,0.0006457207],"category_scores_gemma":[0.002011511,0.0001268258,0.00006952826,0.002131365,0.00007707949,0.0004062717,0.0001437386,0.0001730172,0.002272662],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007942197,"about_ca_system_score_gemma":0.00008173438,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009613963,"about_ca_topic_score_gemma":0.0004241987,"domain_scores_codex":[0.997036,0.0002579243,0.0007961179,0.0006446881,0.0008971478,0.0003681021],"domain_scores_gemma":[0.997681,0.0004045198,0.0003698764,0.0009591756,0.000378126,0.0002072614],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001922854,0.0000808715,0.7080584,0.000001647136,0.000008372586,0.000004342541,0.0005699125,0.00456939,0.0001684529,0.0002473675,0.0312471,0.2548519],"study_design_scores_gemma":[0.0004502039,0.0001204401,0.8226047,0.00001715211,0.00001287998,0.000004574563,0.0001433176,0.03566266,0.001173964,0.01172747,0.1278241,0.0002586188],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7681971,0.0000909987,0.1975442,0.0003120825,0.0006308422,0.0009045702,0.00004039029,0.0001138616,0.03216601],"genre_scores_gemma":[0.9880728,0.0002407437,0.008557001,0.0002137118,0.000388475,0.00008396071,0.00001165527,0.00002071441,0.002410978],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2545933,"threshold_uncertainty_score":0.9985042,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07044548236380661,"score_gpt":0.3917648262224021,"score_spread":0.3213193438585955,"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."}}