{"id":"W3125291423","doi":"10.2139/ssrn.3405316","title":"Looking under the Hood of Active Credit Managers","year":2019,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"Acadian Seaplants (Canada)","funders":"","keywords":"Business; Hedge fund; Global assets under management; Credit risk; Credit history; Equity (law); Credit rating; Credit reference; Finance; Passive management; Credit default swap index; Credit valuation adjustment; Actuarial science; Institutional investor; Corporate governance","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004252787,0.0002589493,0.0003594941,0.0008519941,0.003175437,0.006622664,0.0006403728,0.003256022,0.02479871],"category_scores_gemma":[0.02270314,0.0002622298,0.0002416207,0.000688546,0.002994311,0.00749284,0.001750273,0.004468558,0.00293758],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001111388,"about_ca_system_score_gemma":0.001777275,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003458504,"about_ca_topic_score_gemma":0.00639279,"domain_scores_codex":[0.9984785,0.0006463802,0.00003883026,0.0002248119,0.0002414913,0.0003700315],"domain_scores_gemma":[0.9873816,0.003234362,0.002734494,0.0007634744,0.001528687,0.00435736],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"observational","study_design_scores_codex":[0.001246664,0.0004325131,0.1579646,0.0002434216,0.0001327867,0.00169579,0.01598448,0.0007745763,0.002896975,0.2485056,0.2714027,0.2987199],"study_design_scores_gemma":[0.0002312826,0.0007374546,0.112387,0.0009587954,0.0001903841,0.001939667,0.06721405,0.007126685,0.002389825,0.5411729,0.2653867,0.0002653137],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.4585117,0.005292986,0.01474464,0.3415668,0.002870439,0.00007077645,0.0003445591,0.0002142678,0.1763839],"genre_scores_gemma":[0.9481836,0.001095872,0.002073192,0.01675348,0.0009987763,0.00001971488,0.00007248195,0.00005588464,0.03074692],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.02479871,"threshold_uncertainty_score":0.08296001,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01031727145090314,"score_gpt":0.1956311293246006,"score_spread":0.1853138578736975,"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."}}