{"id":"W4388429734","doi":"10.2139/ssrn.4624235","title":"Risk Preferences Implied by Synthetic Options","year":2023,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Economics; Actuarial 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":[0.001459072,0.0003490936,0.000343955,0.0003926193,0.0001925975,0.001702274,0.0004125703,0.0007641001,0.005303479],"category_scores_gemma":[0.008457063,0.0002124577,0.0004050643,0.0003420878,0.0006173839,0.001723141,0.000686685,0.0009461318,0.0002638942],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003480949,"about_ca_system_score_gemma":0.0001961469,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002391668,"about_ca_topic_score_gemma":0.00017574,"domain_scores_codex":[0.9994716,0.0003047278,0.00002179521,0.00004680275,0.0001078893,0.00004710168],"domain_scores_gemma":[0.9966978,0.002044422,0.0004107059,0.0002083933,0.000255716,0.0003830028],"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":[0.0002652052,0.00007889302,0.002562891,0.00005993445,0.0000564037,0.0003436292,0.0002810518,0.1989381,0.003233047,0.783611,0.001008991,0.009560803],"study_design_scores_gemma":[0.00003534535,0.0001067183,0.001240709,0.00001487529,0.00001243992,0.0001446232,0.0001572287,0.5912328,0.0005316899,0.4056804,0.0008235057,0.0000197163],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8301324,0.0002306684,0.1478575,0.001064977,0.00006915248,0.00002424367,0.0001275247,0.00004690153,0.02044659],"genre_scores_gemma":[0.9930205,0.00009705426,0.003602155,0.00005434363,0.00002585118,0.00001229992,0.00005436178,0.00001072415,0.003122785],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005303479,"threshold_uncertainty_score":0.01774186,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01521650188986996,"score_gpt":0.222266037016051,"score_spread":0.2070495351261811,"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."}}