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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.

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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 6 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 teacher distillation outputs. Candidate is the union; consensus is the intersection.

affunlabeled
Wiener chaos and the Cox–Ingersoll–Ross model
Matheus R. Grasselli, T. R. Hurd
2004· article· en· Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
24
citations
affunlabeled
Valuation of housing index derivatives
Melanie Cao, Jason Zhanshun Wei
2009· article· en· Journal of Futures Markets· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
22
citations
affno abstractunlabeled
Stochastic Impulse Control of Non-Markovian Processes
Boualem Djehiche, Saïd Hamadène, Ibtissam Hdhiri
2009· article· en· Applied Mathematics & Optimization· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
22
citations
affno abstractunlabeled
Sojourn Times of Gaussian Processes with Trend
Krzysztof Dȩbicki, Peng Liu, Zbigniew Michna
2019· article· en· Journal of Theoretical Probability· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
22
citations
affno abstractunlabeled
A strong law of large numbers for super-stable processes
Michael A. Kouritzin, Yan-Xia Ren
2013· article· en· Stochastic Processes and their Applications· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
21
citations
affunlabeled
Smiling for the Delayed Volatility Swaps
Anatoliy Swishchuk, Nelson Vadori
2014· article· en· Wilmott· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
20
citations
affunlabeled
Forecasting with Option-Implied Information
Peter Christoffersen, Kris Jacobs, Bo Young Chang
2011· article· en· TSpace· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
19
citations
affno abstractunlabeled
Coalescence of Skew Brownian Motions
Martin T. Barlow, Krzysztof Burdzy, Haya Kaspi, Avi Mandelbaum
2001· book-chapter· en· Lecture notes in mathematics· Economics, Econometrics and Finance
distilled prediction:candidate · metaepi_narrowconsensus · none
19
citations
affunlabeled
Laplace transforms and the American straddle
Ghada Alobaidi, Roland Mallier
2002· article· en· Journal of Applied Mathematics· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
19
citations
affunlabeled
Approximating American option prices in the GARCH framework
Jin‐Chuan Duan, Geneviève Gauthier, Caroline Sasseville, Jean‐Guy Simonato
2003· article· en· Journal of Futures Markets· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
19
citations
affunlabeled
Robust Stochastic Discount Factors
Phelim Boyle, Shui Feng, Weidong Tian, Tan Wang
2007· article· en· Review of Financial Studies· Economics, Econometrics and Finance
distilled prediction:candidate · noneconsensus · none
19
citations

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