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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.

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 16 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.

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
Strong invariance principle for singular diffusions
Andrew J. Heunis
2003· article· en· Stochastic Processes and their Applications· 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
affunlabeled
Dynamic liquidation under market impact
Thangaraj Draviam, Thomas F. Coleman, Yuying Li
2010· article· en· Quantitative Finance· 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
affno abstractunlabeled
Implied volatility and skewness surface
Bruno Feunou, Jean‐Sébastien Fontaine, Roméo Tédongap
2017· article· en· Review of Derivatives Research· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
5
citations
affno abstractunlabeled
Option Pricing with Skew-Adjusted Multifractal Volatility
Laurent E. Calvet, Marcus Fearnley, Adlai J. Fisher, Markus Leippold
2012· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
5
citations
affunlabeled
A NEW REPRESENTATION OF THE LOCAL VOLATILITY SURFACE
Marianito R. Rodrigo, Rogemar Mamon
2008· article· en· International Journal of Theoretical and Applied Finance· 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
venueno affunlabeled
Exploring Dynamic Asset Pricing within Bachelier’s Market Model
Nancy Asare Nyarko, Bhathiya Divelgama, Jagdish Gnawali, Blessing Omotade, Svetlozar T. Rachev, Peter Yegon
2023· article· en· Journal of risk and financial management· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
4
citations
affaboutunlabeled
Mean Field Contest with Singularity
Marcel Nutz, Yuchong Zhang
2022· article· en· Mathematics of Operations Research· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
4
citations
affunlabeled
CLASSIFICATION OF RANDOM TIMES AND APPLICATIONS
Anna Aksamit, Tahir Choulli, Monique Jeanblanc
2016· preprint· fr· HAL (Le Centre pour la Communication Scientifique Directe)· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
4
citations
afffundno abstractunlabeled
On horizon-consistent mean-variance portfolio allocation
Simone Cerreia‐Vioglio, Fulvio Ortu, Francesco Rotondi, Federico Severino
2022· article· en· Annals of Operations Research· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
4
citations
affunlabeled
GARCH Option Valuation: Theory and Evidence
Peter Christoffersen, Kris Jacobs, Chayawat Ornthanalai
2012· preprint· en· RePEc: Research Papers in Economics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
4
citations
affno abstractunlabeled
Consistency among trading desks
David Heath, Hyejin Ku
2006· article· en· Finance and Stochastics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
4
citations

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