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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 21 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
Financial Applications
Christiane Lemieux
2008· book-chapter· en· Springer series in statistics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affno abstractunlabeled
Hansen-Jagannathan Bounds with Convenience Yields
Zhengyang Jiang, Robert Richmond
2022· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affunlabeled
Stochastic Mesh Method
Adam W. Kolkiewicz
2010· other· en· Encyclopedia of Quantitative Finance· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affno abstractunlabeled
The Fine Structure of Equity-Index Option Dynamics
Torben G. Andersen, Oleg Bondarenko, Viktor Todorov, George Tauchen
2013· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
venueno affunlabeled
Option Pricing Using a Skew Random Walk Binary Tree
Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev, Frank J. Fabozzi
2024· article· en· Journal of risk and financial management· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affno abstractunlabeled
A new class of nearly self-financing strategies
Donna Salopek
2002· article· en· Statistics & Probability Letters· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affno abstractunlabeled
On the martingale problem for super-Brownian motion
Richard F. Bass, Edwin Perkins
2001· book-chapter· en· Lecture notes in mathematics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affno abstractunlabeled
Pricing Vulnerable Claims in a L�vy Driven Model
Agostino Capponi, Stefano Pagliarani, Tiziano Vargiolu
2012· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
afffundunlabeled
Multi-curve Modelling Using Trees
John Hull, Alan White
2016· book-chapter· en· Springer proceedings in mathematics & statistics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affunlabeled
Mortgage Hedging in Fixed Income Markets
Aytek Malkhozov, Philippe Mueller, Andrea Vedolin, Gyuri Venter
2013· preprint· en· London School of Economics and Political Science Research Online (London School of Economics and Political Science)· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affno abstractunlabeled
The stochastic fast logarithmic equation in <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.svg"><mml:msup><mml:mrow><mml:mi mathvariant="double-struck">R</mml:mi></mml:mrow><mml:mrow><mml:mi>d</mml:mi></mml:mrow></mml:msup></mml:math> with multiplicative Stratonovich noise
Ioana Ciotir, Reika Fukuizumi, Dan Goreac
2024· article· lv· Journal of Mathematical Analysis and Applications· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
afffundunlabeled
Option valuation with liquidity risk and jumps
Hai Zhang, Hyejin Ku
2017· article· en· Applied Economics Letters· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
affno abstractunlabeled
Infinite reload options: Pricing and analysis
Amelie Belanger, Peter Forsyth
2007· article· en· Journal of Computational and Applied Mathematics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
2
citations
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