{"id":"W7099428600","doi":"","title":"CDO valuation: term structure, tranche structure, and loss distributions, working paper","year":2009,"lang":"en","type":"article","venue":"","topic":"Plant Physiology and Cultivation Studies","field":"Agricultural and Biological Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Tranche; Bespoke; Valuation (finance); Set (abstract data type); Term (time); Maturity (psychological)","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"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":[0.002838015,0.000699935,0.0003470783,0.001321287,0.0004092771,0.004222054,0.0006768752,0.000889323,0.006501938],"category_scores_gemma":[0.01475753,0.0004599877,0.0003820835,0.002113186,0.0008536746,0.006624703,0.0008731043,0.001366329,0.0004846599],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002047317,"about_ca_system_score_gemma":0.0005180577,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002536386,"about_ca_topic_score_gemma":0.001592148,"domain_scores_codex":[0.9991115,0.0003877457,0.00004681726,0.0001185059,0.0002594532,0.00007609664],"domain_scores_gemma":[0.9969479,0.001696052,0.0004080389,0.0003447579,0.0004157318,0.0001875305],"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":[0.0004768274,0.00008876622,0.01305371,0.0001574096,0.00006690757,0.0004739287,0.0003547678,0.1986926,0.004080165,0.5752469,0.01374595,0.1935622],"study_design_scores_gemma":[0.00003190938,0.0000785001,0.01101639,0.0001185049,0.00002601597,0.0003739516,0.0001628321,0.5466296,0.002264047,0.4218387,0.0174057,0.0000538507],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"other","genre_scores_codex":[0.2554362,0.0143183,0.6600896,0.005180143,0.0004572967,0.0001483234,0.001553102,0.0003693109,0.0624478],"genre_scores_gemma":[0.9422044,0.004161246,0.03706069,0.0000630766,0.0002530643,0.00004567008,0.0007616666,0.0001408839,0.01530922],"genre_candidate":"other","genre_consensus":null,"teacher_disagreement_score":0.006501938,"threshold_uncertainty_score":0.02175117,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02542525517137355,"score_gpt":0.2313111152509426,"score_spread":0.205885860079569,"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."}}