{"id":"W4411219679","doi":"10.3982/qe2585","title":"Real‐time detection of local no‐arbitrage violations","year":2025,"lang":"en","type":"article","venue":"Quantitative Economics","topic":"Advanced Statistical Process Monitoring","field":"Decision Sciences","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Arbitrage; Business; Geology; 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":[],"consensus_categories":[],"category_scores_codex":[0.0006815651,0.0001057283,0.0002888766,0.0002487179,0.000123042,0.00005006024,0.0002851707,0.00006030882,0.00009313031],"category_scores_gemma":[0.002788468,0.0001008013,0.00006985814,0.0004105711,0.000229763,0.0003892682,0.00007076933,0.0001331486,0.0005760618],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001133757,"about_ca_system_score_gemma":0.0001021047,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00004107621,"about_ca_topic_score_gemma":0.00004253297,"domain_scores_codex":[0.9986062,0.00008413484,0.0006764926,0.0003449087,0.0001329858,0.0001552754],"domain_scores_gemma":[0.9954098,0.003563387,0.0002715971,0.0002774314,0.0004275173,0.00005020726],"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":[0.0002519762,0.0001001906,0.001523871,0.00002975521,0.00007854623,0.000001942546,0.0003349074,0.02506514,0.02688631,0.8464087,0.000401292,0.09891734],"study_design_scores_gemma":[0.0004214591,0.0001986429,0.01344968,0.0000365534,0.00002180484,6.107323e-7,0.001243428,0.3057394,0.02775213,0.6464226,0.004480239,0.000233423],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1610691,0.00003665479,0.8072368,0.00005910397,0.000463472,0.0001016919,0.00005007423,0.00002655314,0.03095655],"genre_scores_gemma":[0.9642943,0.00003578867,0.03450989,0.00002215947,0.00002725931,0.000009136274,0.000002844076,0.00000857142,0.001090073],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8032252,"threshold_uncertainty_score":0.7404302,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06787552623512536,"score_gpt":0.4102036425789541,"score_spread":0.3423281163438288,"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."}}