{"id":"W2522384592","doi":"10.1002/fut.21862","title":"Time is money: An empirical investigation of delivery behavior in the U.S. T‐Bond futures market","year":2017,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université du Québec à Montréal; HEC Montréal","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Futures contract; Bond; Futures market; Order (exchange); Economics; Econometrics; Financial economics; 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":[],"consensus_categories":[],"category_scores_codex":[0.001995634,0.0001871972,0.0005033418,0.0002923038,0.0002751865,0.0002165896,0.0008615162,0.0001693526,0.0005073767],"category_scores_gemma":[0.0002418067,0.0001440104,0.00021275,0.0001061581,0.0002456545,0.0009800137,0.00006262709,0.0003369082,0.00001002345],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000501831,"about_ca_system_score_gemma":0.00007522341,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0000975373,"about_ca_topic_score_gemma":0.00004273971,"domain_scores_codex":[0.9983287,0.00009769546,0.0009789636,0.0002122704,0.0001506918,0.0002316549],"domain_scores_gemma":[0.9975126,0.0000981143,0.001678367,0.0005259935,0.00009282425,0.00009207681],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0009150835,0.0004778047,0.6495891,0.00008757407,0.0001039924,0.0001226025,0.004143955,0.000005573194,0.0005271114,0.004882176,0.3334562,0.005688825],"study_design_scores_gemma":[0.0005670512,0.0002896074,0.9770465,0.00004237457,0.00002265547,0.00002727546,0.0003706317,0.0001226933,0.0001418386,0.01009067,0.01111612,0.0001626195],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9751956,0.001825522,0.000002729202,0.002164304,0.0005582076,0.0001663276,0.0000601252,0.000003861266,0.02002326],"genre_scores_gemma":[0.9969569,0.0007283352,0.0004724037,0.001019037,0.0005224966,0.000007275256,0.000003900655,0.00001706952,0.0002726037],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3274574,"threshold_uncertainty_score":0.5872574,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03548104836626473,"score_gpt":0.2641749060748072,"score_spread":0.2286938577085425,"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."}}