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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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001947269,0.0007793694,0.0008857437,0.0007590526,0.0005772166,0.002956328,0.001775666,0.001814922,0.004137189],"category_scores_gemma":[0.007353215,0.0005657465,0.0006946755,0.0006046834,0.0008511835,0.002782248,0.001429313,0.002084381,0.0003384084],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001675109,"about_ca_system_score_gemma":0.001865883,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0406819,"about_ca_topic_score_gemma":0.02676672,"domain_scores_codex":[0.9992697,0.0001920808,0.00004502514,0.0002132303,0.0001534807,0.000126564],"domain_scores_gemma":[0.996351,0.001821414,0.000881776,0.0002471053,0.0003664026,0.0003322332],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.000359156,0.0005380127,0.03952799,0.00007054646,0.00009332511,0.00049719,0.0001931701,0.9108052,0.001732554,0.02239998,0.0009324126,0.0228505],"study_design_scores_gemma":[0.00002798105,0.000115836,0.002362194,0.000007067239,0.00003388223,0.00003756456,0.0000422762,0.9947685,0.0003760123,0.001822066,0.0003888915,0.00001772672],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9272008,0.0004236757,0.06273896,0.0006632761,0.00009281508,0.0001425673,0.0003248719,0.0002446642,0.008168385],"genre_scores_gemma":[0.9878549,0.0002191589,0.007127904,0.00005423301,0.00003662554,0.00003099992,0.0001703067,0.00001895233,0.004486779],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.0406819,"threshold_uncertainty_score":0.08089018,"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."}}