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Record W1529740240 · doi:10.34989/sdp-2011-3

The Canadian Debt-Strategy Model: An Overview of the Principal Elements

2021· preprint· en· W1529740240 on OpenAlexaffabout
David Jamieson Bolder, Simon Deeley

Bibliographic record

VenueEconstor (Econstor) · 2021
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicCredit Risk and Financial Regulations
Canadian institutionsBank of Canada
Fundersnot available
KeywordsPrincipal (computer security)DebtEconomicsBusinessMacroeconomicsComputer science

Abstract

fetched live from OpenAlex

The government’s objective in managing its domestic debt portfolio is to raise stable, low-cost funding for its operational needs. The Bank of Canada provides analysis and advice to the government regarding the management of this portfolio. To assist in this challenging task, Bank staff constructed a mathematical model to consider and compare alternative choices for financing this debt portfolio. The Canadian Debt Strategy Model helps debt managers determine their optimal financing strategy. It quantifies the cost-risk trade-off between issuing shorter-term or longer-term debt in a steady state. The Bank has posted on GitHub the model, data and code, to be transparent but also to encourage debate on the debt strategy. Please visit https://github.com/bankofcanada/CDSM for details.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.573
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0000.000
Science and technology studies0.0010.001
Scholarly communication0.0000.000
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.072
GPT teacher head0.276
Teacher spread0.204 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations12
Published2021
Admission routes2
Has abstractyes

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