{"id":"W2624936853","doi":"10.2139/ssrn.2985213","title":"A Note on CDS Returns","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"McGill University","funders":"","keywords":"Economics; Business","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":[0.001071475,0.0001169626,0.0002238797,0.0001404515,0.0008998158,0.0002102862,0.0004481547,0.0000946468,0.00008034746],"category_scores_gemma":[0.0003185701,0.0001223874,0.0001669774,0.00005087642,0.00005866721,0.0002558266,0.0000376272,0.001110644,0.0005692285],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005615632,"about_ca_system_score_gemma":0.0003124526,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001565734,"about_ca_topic_score_gemma":0.001034227,"domain_scores_codex":[0.9981606,0.000006655011,0.0003393872,0.0002118058,0.00004761829,0.00123395],"domain_scores_gemma":[0.9989331,0.0000196768,0.0004872174,0.0004587011,0.00002803349,0.00007323887],"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":[0.00001992711,0.00003256248,0.02963262,8.606488e-7,0.00002486884,0.00000235174,0.00008248236,0.000009061521,0.000005543887,0.9580311,0.0002880024,0.01187059],"study_design_scores_gemma":[0.0004579086,0.0001740964,0.1783806,0.000008398171,0.000004874933,0.00004585336,0.00004108168,0.0002104593,0.00001110051,0.7549089,0.06560022,0.0001564673],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8722872,0.002675765,0.02034677,0.006992796,0.001859841,0.0001602764,0.00005050789,0.00004020098,0.09558666],"genre_scores_gemma":[0.9894379,0.002753574,0.00008228844,0.00003721398,0.0009036058,0.000003640159,0.000002547971,0.00002022603,0.006758941],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2031222,"threshold_uncertainty_score":0.7316471,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02064631850927703,"score_gpt":0.2500430132957844,"score_spread":0.2293966947865074,"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."}}