{"id":"W4251633315","doi":"10.2139/ssrn.3956388","title":"Price discovery between forward-looking SOFR and LIBOR","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Advanced Data Storage Technologies","field":"Computer Science","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Lethbridge","funders":"","keywords":"Price discovery; Libor; Forward rate; Forward contract; Financial economics; Economics; Econometrics; Futures contract; Monetary economics; Interest rate","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":[0.0006433189,0.0001529167,0.000202386,0.0001080131,0.0002618207,0.0003654747,0.0008498299,0.00007774922,0.000002127598],"category_scores_gemma":[0.0002314037,0.0001385113,0.00006001859,0.000395745,0.0000636349,0.002170793,0.0006987641,0.001498319,0.000008225075],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000444414,"about_ca_system_score_gemma":0.001293455,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00000448564,"about_ca_topic_score_gemma":0.00004437419,"domain_scores_codex":[0.9974387,0.00005003075,0.0002272799,0.0003635634,0.0002610206,0.001659431],"domain_scores_gemma":[0.9991234,0.0001193779,0.0001487388,0.0004753532,0.00006774737,0.00006537345],"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":[0.000003655729,0.00002264532,0.002987945,0.000007884777,0.0001090716,0.00007252474,0.0001058103,0.00001813047,0.001080036,0.7232245,0.00008244601,0.2722853],"study_design_scores_gemma":[0.0004562377,0.0001743562,0.001587225,0.00003515758,0.00002332389,0.001570513,0.0006471747,0.0002500901,0.005324135,0.9836504,0.005967225,0.0003141377],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.05639708,0.006548341,0.9346025,0.001853053,0.0001228985,0.00004900613,0.000003526166,0.0001829074,0.0002406881],"genre_scores_gemma":[0.9588292,0.004652736,0.03515857,0.0001290008,0.0002041953,0.00000381399,0.000004078739,0.00001959683,0.0009988031],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.9024321,"threshold_uncertainty_score":0.6509532,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.008055123022538354,"score_gpt":0.24039205354916,"score_spread":0.2323369305266217,"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."}}