{"id":"W4306648514","doi":"10.3386/w30561","title":"Segmented Arbitrage","year":2022,"lang":"en","type":"report","venue":"National Bureau of Economic Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Arbitrage; Business; 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":["metaepi_narrow","insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.007074552,0.0002375582,0.0008095159,0.001920566,0.0003319453,0.00007135189,0.0007251708,0.0003643588,0.01329968],"category_scores_gemma":[0.001444463,0.0003189703,0.0003861007,0.0004538962,0.0002412432,0.0001721765,0.0003447176,0.001319604,0.0009272752],"about_ca_system_candidate":true,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003907471,"about_ca_system_score_gemma":0.002865839,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004333374,"about_ca_topic_score_gemma":0.0002443028,"domain_scores_codex":[0.9965063,0.00006062646,0.001501757,0.0007784028,0.0006468185,0.0005061151],"domain_scores_gemma":[0.9973499,0.0004937308,0.0008484915,0.0005128842,0.0006751281,0.0001199014],"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":[0.00002045044,0.0001089671,0.004572839,0.00006636182,0.000125133,0.000003423365,0.00005729713,0.000526398,0.000004754459,0.8129172,0.1811427,0.0004544878],"study_design_scores_gemma":[0.0002858504,0.00007398584,0.007209537,0.00001905993,0.000004409887,0.000008483763,0.00002811175,0.0004122357,0.00001170056,0.4533576,0.5383562,0.0002328317],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.002948374,0.003120627,0.00004022751,0.0006157309,0.001744691,0.0005494031,0.002630578,0.00002613017,0.9883242],"genre_scores_gemma":[0.8437628,0.007180259,0.0004945701,0.00002825584,0.003539566,0.0006431512,0.005015741,0.0001896722,0.1391461],"genre_candidate":"other","genre_consensus":null,"teacher_disagreement_score":0.8491782,"threshold_uncertainty_score":0.9999262,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.4753044686134188,"score_gpt":0.4961991547885758,"score_spread":0.02089468617515705,"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."}}