{"id":"W2562809503","doi":"10.1515/apjri-2019-0006","title":"Dynamic Hedging Strategies Based on Changing Pricing Parameters for Compound Ratchets","year":2019,"lang":"en","type":"article","venue":"Asia-Pacific Journal of Risk and Insurance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Concordia University","funders":"","keywords":"Issuer; Equity (law); Product (mathematics); Business; Order (exchange); Equity capital; Microeconomics; Computer science; Economics; Initial public offering; Finance; Mathematics","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":[],"consensus_categories":[],"category_scores_codex":[0.0004898856,0.0001332584,0.0003796465,0.0002735508,0.0001641453,0.0001008893,0.0001414154,0.00005695153,0.000004046864],"category_scores_gemma":[0.00008292898,0.0001323653,0.0001078034,0.0002461714,0.00004307762,0.0002534755,0.00001092589,0.0001865827,0.00001403101],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004551743,"about_ca_system_score_gemma":0.00003726755,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00001230946,"about_ca_topic_score_gemma":0.000001835095,"domain_scores_codex":[0.9990071,0.00000488556,0.0004895417,0.0002132074,0.00004590488,0.0002393762],"domain_scores_gemma":[0.9987741,0.0002270918,0.0007198739,0.0001516864,0.00007055316,0.00005675184],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0009365181,0.0005092545,0.2205306,0.0006154748,0.0002170327,0.00001554305,0.006112084,0.03279589,0.000690668,0.6626027,0.0001160965,0.07485811],"study_design_scores_gemma":[0.006747402,0.001685856,0.222759,0.00086555,0.00006092455,0.0001293707,0.01204529,0.245252,0.0003841783,0.4991512,0.009589978,0.001329324],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4859458,0.001370521,0.5106782,0.0001660136,0.0002905724,0.0001762407,0.00008023794,0.000007758818,0.001284712],"genre_scores_gemma":[0.9910936,0.0002911834,0.008471172,0.00004443768,0.00004403062,0.00001143759,0.000003399667,0.00001711334,0.00002357286],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.5051479,"threshold_uncertainty_score":0.5397702,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01185875834760753,"score_gpt":0.2188246338042882,"score_spread":0.2069658754566806,"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."}}