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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 17 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
Basis Risk in Variable Annuities
Wenchu Li, Thorsten Moenig, Maciej Augustyniak
2020· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
4
citations
afffundno abstractunlabeled
On the Polynomial–Normal model and option pricing
Hao Li, Alexander Melnikov
2012· book-chapter· en· Advances in statistics, probability and actuarial science· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
4
citations
affno abstractunlabeled
Internationally affine term structure models
Antonio Diez de los Rı́os
2011· article· en· The Spanish Review of Financial Economics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
4
citations
affunlabeled
How Well Can Options Complete Markets?
Mark Cassano
2001· article· en· The Journal of Derivatives· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
4
citations
affunlabeled
Upper Bounds for American Options
Mo Chaudhury
2006· book-chapter· en· Research in finance· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
4
citations
afffundunlabeled
Stochastic wave equation with Lévy white noise
Raluca M. Balan
2023· article· en· Latin American Journal of Probability and Mathematical Statistics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
4
citations
affunlabeled
Option Valuation with Conditional Skewness
Peter Christoffersen, Steve Heston, Kris Jacobs
2003· 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
affno abstractunlabeled
OPTION PRICING MODELS & VOLATILITY USING EXCEL®-VBA
François‐Éric Racicot, Raymond Théoret
2007· article· en· Journal of Derivatives & Hedge Funds· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
4
citations
affunlabeled
Ergodic robust maximization of asymptotic growth
Constantinos Kardaras, Scott Robertson
2021· preprint· en· The Annals of Applied Probability· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
4
citations

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