{"id":"W7112574345","doi":"","title":"Analysis of Volatility Index ETFs Premium and Discount Factors","year":2021,"lang":"zh","type":"dissertation","venue":"","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Futures contract; Volatility (finance); Index (typography); Futures market; Cash; Financial market; Capital asset pricing model","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":[0.001273984,0.0002946679,0.0002932277,0.001477737,0.0003287792,0.002271696,0.0004328245,0.0005692238,0.003907735],"category_scores_gemma":[0.005841495,0.0001710291,0.0005780865,0.001400442,0.0003317818,0.002551391,0.0004495826,0.00113524,0.0003871525],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001363264,"about_ca_system_score_gemma":0.0008353533,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01066747,"about_ca_topic_score_gemma":0.003701071,"domain_scores_codex":[0.999418,0.00005995978,0.00003225272,0.0001280279,0.0002698348,0.00009185038],"domain_scores_gemma":[0.9985366,0.0006538599,0.0002495192,0.00009007106,0.0003899512,0.00008002557],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0006943815,0.0002186667,0.3814629,0.0002665618,0.0003269523,0.001627447,0.001406334,0.1592384,0.01164218,0.2278406,0.02043138,0.1948442],"study_design_scores_gemma":[0.00006186966,0.0001863403,0.3983547,0.0001047776,0.0001744966,0.000861012,0.001183541,0.5086975,0.007955044,0.06137557,0.02086633,0.0001788676],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9000651,0.001726419,0.0456381,0.001350321,0.000214929,0.00006891822,0.002414209,0.0003667074,0.0481553],"genre_scores_gemma":[0.9924787,0.0003012362,0.002548089,0.00004902435,0.0000467572,0.00001313396,0.0007465286,0.00004499268,0.00377151],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01066747,"threshold_uncertainty_score":0.02121079,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01712934589943471,"score_gpt":0.241742747230433,"score_spread":0.2246134013309983,"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."}}