{"id":"W4385255520","doi":"10.2139/ssrn.4516173","title":"&lt;div&gt; The Global Implied Volatility Surface and Common&amp;nbsp;&lt;span&gt;Predictability of International Equity Premia&lt;/span&gt;&lt;/div&gt;","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of British Columbia","funders":"","keywords":"Predictability; Economics; Financial economics; Equity (law); Implied volatility; Volatility (finance); Econometrics; Volatility risk premium; Volatility smile; Mathematics; Statistics","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":[0.001045235,0.0006258684,0.0008551943,0.001356483,0.000541448,0.002231504,0.0007869791,0.001330919,0.06624385],"category_scores_gemma":[0.007455003,0.0002481212,0.0006352079,0.002422059,0.001156756,0.00215641,0.001366938,0.001719463,0.01373372],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002274403,"about_ca_system_score_gemma":0.001073688,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01330596,"about_ca_topic_score_gemma":0.01183794,"domain_scores_codex":[0.999611,0.00005502693,0.00003075404,0.0001266819,0.0001435011,0.00003318522],"domain_scores_gemma":[0.9981698,0.0005318017,0.0002717447,0.0003800235,0.0005288395,0.000117775],"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":[0.0000818775,0.00001914985,0.003283605,0.0001300087,0.00004605997,0.00009293309,0.00008678573,0.008820808,0.0006880789,0.5451317,0.2372054,0.2044136],"study_design_scores_gemma":[0.00002848297,0.00003063088,0.01313103,0.000205851,0.00004304087,0.000159594,0.0000548976,0.03786309,0.002610119,0.6628468,0.2829783,0.00004812627],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.04074873,0.009971629,0.1046309,0.04941558,0.004649396,0.00009208428,0.01812389,0.002757482,0.7696103],"genre_scores_gemma":[0.6970137,0.01061287,0.02177795,0.002250347,0.003643357,0.0001306356,0.009334246,0.003276718,0.2519602],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.06624385,"threshold_uncertainty_score":0.2216078,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02568463055346964,"score_gpt":0.2710162806896235,"score_spread":0.2453316501361539,"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."}}