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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.

affaffiliation
fundfunder
venuejournal
aboutaboutness

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 26 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
Quadratic Hedging Schemes for General GARCH Models
Alexandru Badescu, Robert J. Elliott, Juan‐Pablo Ortega
2012· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations
venueno affunlabeled
Variance Swap Replication: Discrete or Continuous?
Fabien Le Floc’h
2018· article· en· Journal of risk and financial management· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations
affno abstractunlabeled
Interest Rate Models
Alex Paseka, Theodoro Koulis, A. Thavaneswaran
2011· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations
afffundvenueaboutunlabeled
Price bias and common practice in option pricing
Jean‐François Bégin, Geneviève Gauthier
2019· article· en· Canadian Journal of Statistics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations
affaboutunlabeled
Asset Returns and State-Dependent Risk Preferences
Stephen Gordon, Pascal St‐Amour
2003· preprint· en· RePEc: Research Papers in Economics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations
aboutno affunlabeled
Optimal Execution with Identity Optionality
René Carmona, Claire Zeng
2022· article· en· Applied Mathematical Finance· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations
affunlabeled
Robust Option through Binomial Tree Method
Payam Hanafizadeh, Amir Hossein Mortazavi Qahi, K. Ponnambalam
2015· article· en· International Journal of Strategic Decision Sciences· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations
fundno affunlabeled
An Analysis of the Ultra Long-Term Yields
Simon Dubecq, Christian Gouriéroux
2010· preprint· en· RePEc: Research Papers in Economics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations
affno abstractunlabeled
The price of liquidity in constant leverage strategies
Marcos Escobar, Andreas Kiechle, Luís Gonçalves‐Seco, Rudi Zagst
2009· article· es· Revista de la Real Academia de Ciencias Exactas Físicas y Naturales Serie A Matemáticas· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations

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