{"id":"W2886792289","doi":"10.3390/risks6030078","title":"On Fund Mapping Regressions Applied to Segregated Funds Hedging Under Regime-Switching Dynamics","year":2018,"lang":"en","type":"article","venue":"Risks","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"Concordia University; Actua; Université Laval","funders":"Fonds de recherche du Québec – Nature et technologies; Natural Sciences and Engineering Research Council of Canada; Autorité des Marchés Financiers","keywords":"Imperfect; Econometrics; Regression; Dynamics (music); Economics; Capital (architecture); Business; Statistics; Mathematics","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":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0008796052,0.0002497885,0.0004185131,0.0003849656,0.0004420849,0.0001425555,0.0003198324,0.0001808031,0.0004244213],"category_scores_gemma":[0.0001342469,0.0002730319,0.0001044326,0.0005492546,0.00005196589,0.0001006356,0.0001708876,0.0003427507,0.0004699168],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004206082,"about_ca_system_score_gemma":0.00002829407,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004959413,"about_ca_topic_score_gemma":0.0003288595,"domain_scores_codex":[0.9981269,0.0000224811,0.000579908,0.0006925511,0.00006893089,0.0005092309],"domain_scores_gemma":[0.9985632,0.0001368854,0.0003015205,0.0007427926,0.00004673429,0.0002089002],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001764978,0.0001436962,0.0832015,0.00005848304,0.0001396272,0.000005585816,0.001118271,0.0007812757,0.0001266558,0.8924184,0.002058105,0.01977187],"study_design_scores_gemma":[0.000705715,0.0001161666,0.08915432,0.0001294195,0.000009366061,0.000003099098,0.0003209201,0.7174281,0.00002541373,0.1792206,0.01217359,0.0007132704],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6875829,0.00006850841,0.1479675,0.0008213359,0.0005897246,0.0002964242,0.00008712517,0.00011545,0.1624711],"genre_scores_gemma":[0.9951425,0.00001791991,0.002000239,0.0008628881,0.0002009459,0.00002149176,0.00003177219,0.00004940688,0.001672881],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7166468,"threshold_uncertainty_score":0.9999722,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.09973805446526131,"score_gpt":0.2961118460624723,"score_spread":0.196373791597211,"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."}}