{"id":"W8843402","doi":"10.2139/ssrn.2320123","title":"Gaussian Term Structure Models and Bond Risk Premia","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"ca_institutions":"Bank of Canada","funders":"","keywords":"Term (time); Affine term structure model; Bond; Risk premium; Gaussian; Econometrics; Economics; Financial economics; Business; Actuarial science; Yield curve; Finance; Physics","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004617234,0.0009686499,0.001595374,0.001635219,0.0006549225,0.003144773,0.001892813,0.003613613,0.00403657],"category_scores_gemma":[0.0212018,0.0008295607,0.0009647264,0.001890436,0.001953313,0.004776709,0.001236796,0.003185105,0.0009480991],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001305931,"about_ca_system_score_gemma":0.001008868,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007220011,"about_ca_topic_score_gemma":0.005551225,"domain_scores_codex":[0.9992544,0.0003035436,0.00003469647,0.0001364694,0.0001333883,0.0001375358],"domain_scores_gemma":[0.9880494,0.007736879,0.002096276,0.0006742481,0.0008419044,0.0006011981],"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":[0.0001140653,0.00008035039,0.004525755,0.00006390983,0.000116241,0.0001649035,0.0002236389,0.168866,0.0005727417,0.8103886,0.004488055,0.01039566],"study_design_scores_gemma":[0.00003516799,0.00002742237,0.001575441,0.00002026322,0.00004187605,0.00006375192,0.00004299079,0.5205728,0.0001203485,0.4765982,0.000864073,0.00003764184],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4222791,0.005968153,0.5513876,0.007848929,0.0004187422,0.00006673914,0.000826179,0.000613748,0.01059084],"genre_scores_gemma":[0.9666036,0.003645174,0.0118366,0.0003495,0.000401342,0.00006284831,0.0005340826,0.0001439875,0.01642277],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007220011,"threshold_uncertainty_score":0.02441853,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.009458104130892287,"score_gpt":0.186231764276152,"score_spread":0.1767736601452597,"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."}}