{"id":"W3086217277","doi":"10.1108/jdqs-02-2004-b0002","title":"On the Incompleteness of Korean Stock Index Options Market","year":2004,"lang":"en","type":"article","venue":"Journal of Derivatives and Quantitative Studies 선물연구","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Kootenay Association for Science & Technology","funders":"","keywords":"Bond; Stochastic discount factor; Index (typography); Capital asset pricing model; Stock market; Financial economics; Stock market index; Econometrics; Security market line; Economics; Business; Computer science; Finance","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":[0.0003578908,0.0001136136,0.0004256069,0.0001471137,0.0002148221,0.00001610049,0.0001490909,0.00002461088,0.00001506864],"category_scores_gemma":[0.0007939739,0.00007944753,0.00008931952,0.0003088756,0.0003507561,0.0001436957,0.00005585668,0.0001402341,0.00000302966],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003624371,"about_ca_system_score_gemma":0.00002705783,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00002151633,"about_ca_topic_score_gemma":0.00001077272,"domain_scores_codex":[0.9991092,0.00001055977,0.0005824331,0.000127724,0.00005480002,0.0001152485],"domain_scores_gemma":[0.9982431,0.0005450135,0.0008193403,0.0001028867,0.0002567927,0.00003286545],"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":[0.00006028198,0.00009107843,0.001137181,0.00002606245,0.000206577,9.799015e-7,0.002631037,0.0001147164,0.00002464363,0.9953516,0.0001424491,0.0002133512],"study_design_scores_gemma":[0.0005630138,0.0006587179,0.07702518,0.0001244572,0.0000136379,0.000006487636,0.0057235,0.0001210279,0.00005970797,0.9148311,0.0007612272,0.0001119216],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.528968,0.009637674,0.4533601,0.005403758,0.0002318192,0.000224292,0.0001202953,0.000004915299,0.00204909],"genre_scores_gemma":[0.9940451,0.001371509,0.004356488,0.0001380905,0.00003941211,0.00001898175,4.353417e-7,0.000008398938,0.00002160668],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4650771,"threshold_uncertainty_score":0.3239776,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.08584517440953816,"score_gpt":0.3050953426514858,"score_spread":0.2192501682419477,"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."}}