{"id":"W3125962037","doi":"","title":"Replication methods for financial indexes","year":2017,"lang":"fr","type":"article","venue":"Les Cahiers du GERAD","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"HEC Montréal","funders":"","keywords":"Replication (statistics); Portfolio; Replicate; Replicating portfolio; Computer science; Stochastic game; Index (typography); Econometrics; Project portfolio management; Asset (computer security); Portfolio optimization; Economics; Finance; Mathematics; Mathematical economics; Statistics; Project management","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":["metaepi_narrow","sts"],"consensus_categories":[],"category_scores_codex":[0.002488449,0.0002735322,0.0006339386,0.0001562973,0.001985459,0.0003757722,0.0006942809,0.0007316004,0.00007906705],"category_scores_gemma":[0.005958391,0.0003865028,0.0003713146,0.0000902278,0.0004971353,0.0005934208,0.00009792909,0.0004481706,0.00007778509],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003075565,"about_ca_system_score_gemma":0.00008556624,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001177061,"about_ca_topic_score_gemma":0.0001356786,"domain_scores_codex":[0.9975976,0.00005037105,0.0008280491,0.000928921,0.00003735814,0.0005576794],"domain_scores_gemma":[0.9968077,0.0002392572,0.0009588916,0.001762744,0.0001201586,0.0001112819],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00004928845,0.00005957088,0.02042122,0.00009852907,0.0000237676,9.504471e-7,0.0009776031,0.00002478464,0.00002207546,0.5885646,0.002290853,0.3874667],"study_design_scores_gemma":[0.0005989118,0.00008336092,0.04523499,0.00004256844,0.0000247258,0.000002684751,0.00002304097,0.02998994,0.0002582216,0.3690645,0.5543158,0.000361221],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.1766809,0.01919789,0.7830985,0.01172803,0.005107711,0.0006042753,0.0004301088,0.00004104105,0.003111566],"genre_scores_gemma":[0.4072075,0.006000949,0.5532172,0.0008799326,0.002907051,0.000247327,0.0000869825,0.0001017407,0.0293513],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.552025,"threshold_uncertainty_score":0.9998587,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05686322340515852,"score_gpt":0.3283049231625737,"score_spread":0.2714416997574152,"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."}}