{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001863679,0.0004774559,0.000601393,0.0004777557,0.0002502724,0.001033333,0.0006954826,0.0007725867,0.002210702],"category_scores_gemma":[0.006074435,0.0002449933,0.0004620302,0.0002743257,0.0009348587,0.00121689,0.0005917227,0.0008041905,0.0001636856],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005099874,"about_ca_system_score_gemma":0.0003211569,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008338122,"about_ca_topic_score_gemma":0.0005564131,"domain_scores_codex":[0.999661,0.0001194825,0.0000196834,0.0000760319,0.00006307186,0.00006085151],"domain_scores_gemma":[0.9970773,0.001594029,0.000594157,0.0003051341,0.0002419107,0.0001874694],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0005388585,0.0002649169,0.007383578,0.00007643489,0.00008956141,0.0004929032,0.0001799638,0.8277046,0.02277076,0.09881468,0.0008225674,0.04086115],"study_design_scores_gemma":[0.00001221662,0.0001096179,0.0005973742,0.000004283145,0.0000123869,0.00005945484,0.00001940967,0.9898577,0.001108262,0.008009875,0.0001959696,0.00001343247],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7086859,0.0002342805,0.287002,0.0001623371,0.00005012822,0.00007920571,0.00004896374,0.0001583626,0.003578869],"genre_scores_gemma":[0.9925922,0.00003647171,0.006603046,0.000009807402,0.000004827582,0.00001200807,0.00001068104,0.000006358549,0.0007246867],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.002210702,"threshold_uncertainty_score":0.009856164,"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."}}