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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 31 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
Problem Statement
David Levanony, Peter E. Caines
2024· book-chapter· en· SpringerBriefs in mathematics· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
0
citations
venueno affunlabeled
Lévy Processes in Gold Option Modeling
K.W.S.N. Kumari
2020· article· en· International Journal of Economics and Finance· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
0
citations
affunlabeled
Lattice Model for Valuation
Tim Xiao
2019· preprint· en· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
0
citations
affunlabeled
Volatility Smile
Jin‐Chuan Duan, Yun Li
2014· other· en· Wiley StatsRef: Statistics Reference Online· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
0
citations
affunlabeled
<scp>W</scp> ilkie Investment Model
Mary R. Hardy
2014· other· en· Wiley StatsRef: Statistics Reference Online· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
0
citations
affunlabeled
Implementation of a PC-Based Event Filter
2002· other· en· CERN Document Server (European Organization for Nuclear Research)· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
0
citations
affunlabeled
Pricing By Fourier Transform: An Overview
Michèle Breton, Chedly Baraket
2010· article· en· Les Cahiers du GERAD· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
0
citations
afffundno abstractunlabeled
A uniqueness criterion for McKean–Vlasov fractional stochastic differential equations in <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si4.svg" display="inline" id="d1e282"> <mml:msub> <mml:mrow> <mml:mi>L</mml:mi> </mml:mrow> <mml:mrow> <mml:mi>p</mml:mi> </mml:mrow> </mml:msub> </mml:math>
Ehsan Pourhadi, Chenkuan Li
2025· article· lv· Chaos Solitons & Fractals· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
0
citations
affno abstractunlabeled
Pricing Multiple Triggers Contingent Claims
Ernest Tafolong, Bruno Feunou
2010· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
0
citations
affno abstractunlabeled
Option Valuation Using Asymptotic Expansion
Wael H. Fayyad
2009· article· en· SSRN Electronic Journal· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
0
citations
venueno affunlabeled
A Model-Free Lattice
Ren‐Raw Chen, PeiLin Billy Hsieh, Jeffrey Huang, Hongbiao Zhao
2025· article· en· Journal of risk and financial management· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
0
citations
afffundno abstractunlabeled
LATENCY AND LIQUIDITY RISK
Álvaro Cartea, Sebastian Jaimungal, Leandro Sánchez-Betancourt
2019· preprint· en· International Journal of Theoretical and Applied Finance· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
0
citations
affunlabeled
Derivative Pricing, Numerical Methods
K.R. Vetzal
2004· other· en· Encyclopedia of Actuarial Science· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
0
citations
affunlabeled
Literature Review
Erik Lüders
2004· book-chapter· en· ZEW economic studies· Economics, Econometrics and Finance
machine prediction:candidate · noneconsensus · none
0
citations
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