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4,299,418 works, Canadian by any of four routes.

Every filter state is a URL; the URL is the query; the query is citable via /q/⟨hash⟩. The page, the API and the export parse the same parameters.

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The current cohort, streamed from the database: every work column, the machine labels, the provisional scores, and the per-row validation status. Exports are capped at 100,000 rows. Mints a permanent /q/ link for this exact query. The same filters always produce the same link, whoever asks.

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Stochastic processes and financial applications
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Direct Codex and Gemma labels are unvalidated and sparse. Distilled predictions cover the full frame and are also unvalidated. Choose the evidence source explicitly; absence of a direct label is never a negative label.

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The four routes compose: require the funder route and exclude affiliation to get the funder-only stratum no affiliation-based frame ever sees.

1,930 results · 1 filter active ·
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20002025
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Machine labels · sparse coverage
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An unlabeled work is unknown, not a negative. Label coverage is reported on every query.
1,930 works in the cohort · of 4,299,418page 15 of 39

Labels cover 4 of 1,930 works in this cohort. The rest are unlabeled, which is not a negative label: the label table is sparse today and grows as labeling rounds land.

Distilled predictions cover 1,930 of 1,930 works in this cohort. Predictions are machine_predicted_unvalidated. The Gemma side is a direct model label for every work (title-only); the Codex side is a distilled, calibrated classifier. Candidate is the union; consensus is the intersection.

affno abstractunlabeled
Robust Risk-Aware Option Hedging
David Wu, Sebastian Jaimungal
2023· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
5
citations
afffundunlabeled
Mean‐variance hedging with basis risk
Xiaole Xue, Jinggong Zhang, Chengguo Weng
2018· article· en· Applied Stochastic Models in Business and Industry· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
5
citations
affno abstractunlabeled
Options and efficiency in spaces of bounded claims
Valentina Galvani, Vladimir G. Troitsky
2010· article· en· Journal of Mathematical Economics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
5
citations
affno abstractunlabeled
The Metric of Large Deviation Convergence
Tiefeng Jiang, G. L. O’Brien
2000· article· en· Journal of Theoretical Probability· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
5
citations
affunlabeled
Optimal Hedging in Discrete and Continuous Time
Bruno Rémillard, Sylvain Rubenthaler
2009· article· en· Les Cahiers du GERAD· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
5
citations
affno abstractunlabeled
Stochastic differential equations
2024· book-chapter· en· Courant lecture notes in mathematics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
5
citations
affunlabeled
BILINEAR TERM STRUCTURE MODEL
Christian Gouriéroux, Alain Monfort
2010· article· en· Mathematical Finance· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
5
citations
affno abstractunlabeled
Derivatives Pricing via Machine Learning
Tingting Ye, Liangliang Zhang
2019· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
5
citations
affno abstractunlabeled
Closed-Form Asymptotics for Local Volatility Models
Wen Cheng, Nick Costanzino, Anna L. Mazzucato, John Liechty, Victor Nistor
2009· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
5
citations
affunlabeled
Simulation valuation of multiple exercise options
T. James Marshall, R. Mark Reesor, Matthew Cox
2011· article· en· Winter Simulation Conference· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
5
citations
affunlabeled
[no title]
Ki Wai Chau, Arij Manai, Ahmed Sid-Ali
2017· article· en· arXiv (Cornell University)· Economics, Econometrics and Finance
machine prediction:candidate · insufficient_payloadconsensus · none
5
citations
afffundunlabeled
PORTFOLIO OPTIMIZATION WITH PERFORMANCE RATIOS
Hongcan Lin, David Saunders, Chengguo Weng
2019· article· en· International Journal of Theoretical and Applied Finance· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
5
citations
affno abstractunlabeled
Two Factor Option Pricing with Uncertain Volatility
David M. Pooley, Peter Forsyth, K.R. Vetzal
2003· book-chapter· en· Lecture notes in computer science· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
5
citations
afffundunlabeled
Volatility Comovement: A Multifrequency Approach
Laurent E. Calvet, Adlai J. Fisher, Samuel B. Thompson
2004· preprint· en· National Bureau of Economic Research· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
5
citations
affunlabeled
Numerical Methods and Stochastics
Terry Lyons
2002· book· en· American Mathematical Society eBooks· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
5
citations
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