{"id":"W3085327089","doi":"10.1108/jdqs-01-2005-b0004","title":"An Empirical Analysis on Trading strategy of KTB and KTF Using the Two Factors CIR Term Structure Model","year":2005,"lang":"en","type":"article","venue":"Journal of Derivatives and Quantitative Studies 선물연구","topic":"Forecasting Techniques and Applications","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Kootenay Association for Science & Technology","funders":"","keywords":"Treasury; Term (time); Econometrics; Futures contract; Profit (economics); Economics; Financial economics; Physics; Geography; Microeconomics","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":[0.0008272607,0.0001561624,0.0005399122,0.0003156782,0.000346146,0.00009310448,0.0002473568,0.00003308526,0.000009268466],"category_scores_gemma":[0.0005064795,0.00007764233,0.0001305495,0.0007418714,0.0005037785,0.0003474637,0.00005919782,0.0001951357,4.732187e-8],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002359687,"about_ca_system_score_gemma":0.00002841923,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000006392395,"about_ca_topic_score_gemma":0.00003688685,"domain_scores_codex":[0.998342,0.0001778487,0.0006720005,0.0002171398,0.0004604046,0.0001306273],"domain_scores_gemma":[0.9971009,0.001343523,0.0008267881,0.0001702079,0.0004909913,0.00006753155],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.000586071,0.0007327371,0.2928275,0.00005308854,0.005791464,0.00001014689,0.1956871,0.2827073,0.05993441,0.08958396,0.001211085,0.07087512],"study_design_scores_gemma":[0.0006256819,0.001333796,0.1756691,0.00008963122,0.0005181744,0.00001982338,0.09422009,0.6507935,0.003831219,0.07250806,0.00009902431,0.0002919014],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9586545,0.0007181028,0.03990507,0.0005310274,0.00001478389,0.00008089987,0.00003443582,0.000004591719,0.00005657571],"genre_scores_gemma":[0.9620321,0.0001269083,0.03773939,0.00005200631,0.00003466582,7.364885e-7,4.916847e-7,0.00000591589,0.000007784121],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3680861,"threshold_uncertainty_score":0.3166162,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.411404445649947,"score_gpt":0.5412035525847629,"score_spread":0.1297991069348159,"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."}}