{"id":"W3086461078","doi":"10.1108/jdqs-01-2006-b0004","title":"Arbitrage Profitability of the KOSPI200 Futures Spread","year":2006,"lang":"en","type":"article","venue":"Journal of Derivatives and Quantitative Studies 선물연구","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Arbitrage; Futures contract; Profitability index; Index arbitrage; Financial economics; Futures market; Risk arbitrage; Quarter (Canadian coin); Economics; Business; Econometrics; Arbitrage pricing theory; Finance; Geography; Capital asset pricing model","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005191318,0.000139886,0.0005501313,0.00008609206,0.0001741118,0.00002383666,0.0001399902,0.00003656157,0.00001508282],"category_scores_gemma":[0.0004257352,0.00009062518,0.0001591898,0.0002032417,0.0005846823,0.0002844307,0.00006690303,0.0001623255,0.000001127036],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002819589,"about_ca_system_score_gemma":0.00002637983,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00007217956,"about_ca_topic_score_gemma":0.00003171036,"domain_scores_codex":[0.9987975,0.00004705302,0.0008006538,0.0001456179,0.00006247352,0.0001467279],"domain_scores_gemma":[0.9983659,0.0001982138,0.001111168,0.000114159,0.0001892596,0.00002127429],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.00005991932,0.000101112,0.09942406,0.00009972981,0.0001789729,0.000001707574,0.002378357,0.00001779723,0.0002695965,0.8960143,0.001346937,0.0001075493],"study_design_scores_gemma":[0.0003532186,0.0003907801,0.7303625,0.0000817623,0.00001359507,0.000003229831,0.005030374,0.00001619791,0.0006242648,0.2597401,0.00327635,0.0001076381],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9563586,0.03171251,0.0002266025,0.001683914,0.0003844171,0.0001452673,0.00004054357,0.000003107783,0.009445108],"genre_scores_gemma":[0.9963683,0.001403269,0.001887023,0.00008640247,0.00009243192,0.000003214862,3.443746e-7,0.000007564726,0.0001513772],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6362742,"threshold_uncertainty_score":0.3695588,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04934314721814551,"score_gpt":0.2753818597282029,"score_spread":0.2260387125100574,"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."}}