{"id":"W3125031126","doi":"","title":"The Economic Significance of Conditional Skewness in Index Option Markets","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Capital Investment and Risk Analysis","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Wilfrid Laurier University; University of Waterloo","funders":"","keywords":"Skewness; Index (typography); Profitability index; Economics; Econometrics; Financial economics; Valuation of options; 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":[0.001506576,0.00009447159,0.0002218452,0.0002027137,0.0001312945,0.00004912748,0.00022229,0.00005617398,0.00004263999],"category_scores_gemma":[0.0000228463,0.00008248539,0.0001443653,0.0001383708,0.00006089775,0.0002038962,0.000009714153,0.0005154123,0.00005874731],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009860167,"about_ca_system_score_gemma":0.0003186252,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001189881,"about_ca_topic_score_gemma":0.0006633178,"domain_scores_codex":[0.9984859,0.00002442843,0.0005607362,0.000156683,0.00003897972,0.0007332567],"domain_scores_gemma":[0.9993663,0.00004673159,0.0004101853,0.0001244021,0.0000176969,0.00003471987],"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":[0.00004044496,0.00003173807,0.007708124,9.301841e-7,0.00005435907,5.829828e-7,0.00003340312,0.0007335821,0.00001452119,0.9898432,0.00003515783,0.001503992],"study_design_scores_gemma":[0.0004049119,0.00007768036,0.07005185,0.000003806742,0.000004963435,0.00001483127,0.000192131,0.004492487,0.00002448099,0.9236393,0.0009973866,0.00009614867],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9470215,0.04376814,0.004309029,0.002143818,0.000250058,0.0001675297,0.00002569319,0.000009415039,0.002304804],"genre_scores_gemma":[0.9684134,0.03042288,0.00001227629,0.00005122614,0.0001087887,0.000004092899,0.000007516046,0.000006333069,0.0009734497],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.06620385,"threshold_uncertainty_score":0.3363656,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.008198026421723183,"score_gpt":0.2106047416369135,"score_spread":0.2024067152151903,"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."}}