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\\nCall-Spread Overlay: Incorporating
\\nthe Effects of Convertible Arbitrage","year":2015,"lang":"en","type":"dissertation","venue":"Spectrum Research Repository (Concordia University)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Concordia University","keywords":"Convertible arbitrage; Convertible bond; Convertible; Issuer; Bond; Arbitrage; Stock price; Stock (firearms)","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.0009143786,0.0005352721,0.001280661,0.002115742,0.0006392149,0.0001911427,0.0009261363,0.0006715335,0.00007416654],"category_scores_gemma":[0.0003707131,0.0006355522,0.0003496011,0.002069537,0.000532629,0.000626818,0.0001829944,0.00152304,0.0001457654],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009586286,"about_ca_system_score_gemma":0.001515865,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.058305,"about_ca_topic_score_gemma":0.03840778,"domain_scores_codex":[0.9963363,0.0001693113,0.0008808264,0.001174735,0.0005018589,0.0009369093],"domain_scores_gemma":[0.996358,0.000442299,0.001134324,0.001035733,0.0005545945,0.0004749999],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.003800971,0.001113278,0.7684598,0.003178419,0.001366082,0.002496329,0.004830157,0.0001629716,0.006537738,0.1904154,0.01674231,0.0008965387],"study_design_scores_gemma":[0.007616302,0.003812297,0.7749668,0.001957346,0.0003622416,0.00006013958,0.004541218,0.001970243,0.06380659,0.03870658,0.09918427,0.003015955],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8080966,0.001414238,0.0001774423,0.0001448998,0.001315151,0.0009864551,0.0001070432,0.00009591082,0.1876623],"genre_scores_gemma":[0.9506728,0.0002615613,0.00006332975,0.000005149735,0.0003809266,0.00001716873,0.0002490272,0.0001104904,0.04823951],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1517088,"threshold_uncertainty_score":0.9996096,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02342519731293841,"score_gpt":0.2505401944004962,"score_spread":0.2271149970875578,"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."}}