{"id":"W4386711046","doi":"10.1111/jofi.13278","title":"Neglected Risks in the Communication of Residential Mortgage‐Backed Securities Offerings","year":2023,"lang":"en","type":"article","venue":"The Journal of Finance","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"ca_institutions":"CAE (Canada)","funders":"","keywords":"Issuer; Business; Private placement; Financial crisis; Actuarial science; Lien; Financial system; Finance; Investment banking; Accounting; Economics","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":[0.001913807,0.00008278918,0.0002817514,0.0002337234,0.0001183875,0.00002602208,0.0007822481,0.00004415595,0.000016499],"category_scores_gemma":[0.0001748249,0.00006178478,0.00009348831,0.0007834221,0.000110239,0.0002064539,0.00007342907,0.0003069123,0.00003795015],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003122388,"about_ca_system_score_gemma":0.00001874499,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0008592692,"about_ca_topic_score_gemma":0.0001949821,"domain_scores_codex":[0.9988058,0.00008092026,0.0007798547,0.0000722316,0.00008611463,0.0001751076],"domain_scores_gemma":[0.9984996,0.0001596817,0.0008846346,0.0003826272,0.00006484402,0.000008615064],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.001292206,0.0006266663,0.169034,0.0004069684,0.0002750739,0.0001575507,0.1186242,0.01096892,0.0005580141,0.60026,0.07677685,0.02101955],"study_design_scores_gemma":[0.0004912282,0.00009161471,0.9408666,0.0001049487,0.000009333659,0.000009339275,0.0008192782,0.0005045824,0.0001502001,0.04676714,0.01009867,0.00008702173],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9917309,0.004155532,0.0002188952,0.00152286,0.0001798312,0.0001406367,0.00001562364,0.000006136747,0.002029593],"genre_scores_gemma":[0.9824127,0.01710393,0.00007471764,0.0001175898,0.00006170676,0.000005708915,0.000001823862,0.000009098919,0.000212714],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7718326,"threshold_uncertainty_score":0.251951,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05913516054912613,"score_gpt":0.2659306699180553,"score_spread":0.2067955093689291,"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."}}