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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.

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.

1,930 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 27 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.

affunlabeled
American Bond Options Close to Expiry
Ghada Alobaidi, Roland Mallier
2017· article· en· Acta Mathematica Universitatis Comenianae· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations
affno abstractunlabeled
Optimization of covered calls under uncertainty
Mauricio Díaz, Roy H. Kwon
2020· article· en· Optimization and Engineering· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations
fundno affunlabeled
Linearization of a dynamic programming equation
Mario Lefebvre
2000· article· en· International Journal of Systems Science· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations
affno abstractunlabeled
Optimal Acquisition of a Partially Hedgeable House
Coşkun Çetin, Fernando Zapatero
2009· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations
affno abstractunlabeled
Pricing exchange options under stochastic correlation
Enrique Villamor, Pablo Olivares
2024· article· en· The North American Journal of Economics and Finance· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations
affno abstractunlabeled
Derivatives Trading for Insurers
Xiaole Xue, Pengyu Wei, Chengguo Weng
2018· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations
affunlabeled
Option Prices, Preferences, and State Variables
René García, Richard Luger, Éric Renault
2004· preprint· en· RePEc: Research Papers in Economics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations
aboutno affunlabeled
Derivatives trading and option pricing
N. C. H. Dunbar
2005· book· en· Risk Books· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations
afffundunlabeled
On Market Completions Approach to Option Pricing
И.С. Васильев, Alexander Melnikov
2021· article· en· Review of Business and Economics Studies· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
1
citations
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