{"id":"W4253270624","doi":"10.2139/ssrn.1364315","title":"The Market Crash Risk Implicit in Individual Equity Options","year":2009,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Equity (law); Crash; Business; Actuarial science; Financial economics; Economics; Computer science; Political science","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":[0.0009016315,0.0002439554,0.0004398861,0.0007252645,0.0003234957,0.001903587,0.000539373,0.001115839,0.005159166],"category_scores_gemma":[0.01562,0.0002253407,0.0002213102,0.0005924812,0.0009311408,0.004786616,0.0009190303,0.001563923,0.0002420846],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002345993,"about_ca_system_score_gemma":0.0001994229,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005292239,"about_ca_topic_score_gemma":0.0005272058,"domain_scores_codex":[0.9997991,0.00005053107,0.00001373424,0.00003186262,0.00006395455,0.00004080525],"domain_scores_gemma":[0.9948637,0.002824964,0.001023741,0.0005733847,0.0004280212,0.0002861669],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0005514615,0.0001398009,0.04284875,0.0001403978,0.0001024093,0.001706359,0.0007675266,0.04006811,0.005742107,0.8550662,0.002510728,0.05035613],"study_design_scores_gemma":[0.00003356506,0.0001374655,0.02670344,0.00004329589,0.00007775361,0.001009111,0.0003895664,0.2034524,0.001975753,0.7642081,0.001930404,0.00003913308],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9482476,0.0007148119,0.03796088,0.001409903,0.00005231648,0.00001030458,0.00008037386,0.00006492897,0.01145884],"genre_scores_gemma":[0.9978637,0.0001763133,0.0005437501,0.00001943867,0.00003575697,0.000002542058,0.00002482467,0.000006102537,0.001327537],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005159166,"threshold_uncertainty_score":0.01725912,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01732064011964578,"score_gpt":0.2484204678443492,"score_spread":0.2310998277247034,"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."}}