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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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Financial Risk and Volatility Modeling
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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.

affaffiliation
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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.

1,344 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.
1,344 works in the cohort · of 4,299,418page 18 of 27

Labels cover 1 of 1,344 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 1,344 of 1,344 works in this cohort. Predictions are machine_predicted_unvalidated teacher distillation outputs. Candidate is the union; consensus is the intersection.

affno abstractunlabeled
Multivariate Wold decompositions: a Hilbert A-module approach
Simone Cerreia‐Vioglio, Fulvio Ortu, Federico Severino, Claudio Tebaldi
2023· article· en· Decisions in Economics and Finance· Economics, Econometrics and Finance
distilled prediction:candidate · metaepi_narrowconsensus · none
1
citations
venueno affunlabeled
Risk-Return Dynamics of Cross-listed Stocks
Ming Jing Yang
2017· article· en· Accounting and Finance Research· Economics, Econometrics and Finance
distilled prediction:candidate · stsconsensus · none
1
citations
affunlabeled
On absolute moment-based upper bounds for L-moments
M. C. Jones, N. Balakrishnan
2024· article· en· Statistics & Probability Letters· Economics, Econometrics and Finance
distilled prediction:candidate · metaepi_narrowconsensus · none
1
citations
venueno affunlabeled
Portfolio Value at Risk Bounds Using Extreme Value Theory
Skander Slim, Imed Gammoudi, Lotfi Belkacem
2012· article· en· International Journal of Economics and Finance· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
1
citations
venueno affunlabeled
Modèles de comptage semi-paramétriques
Christian Gouriéroux, Alain Monfort
2009· article· fr· L Actualité économique· Economics, Econometrics and Finance
distilled prediction:candidate · metaepi_narrowconsensus · none
1
citations
afffundunlabeled
A HIDDEN MARKOV APPROACH TO THE FORWARD PREMIUM PUZZLE
Robert J. Elliott, Bing Han
2006· article· en· International Journal of Theoretical and Applied Finance· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
1
citations
affunlabeled
Statistical inference of Poisson censored δ-shock model
Ming Ma, Bo Peng, La Maocuo, Jianhua Ye, Hua Liu
2024· article· en· Communication in Statistics- Theory and Methods· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
1
citations
affno abstractunlabeled
A Test of Singularity for Distribution Functions
Victoria Zinde‐Walsh, John W. Galbraith
2011· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
1
citations
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