MétaCan
Menu
Back to cohort
Record W2461827215 · doi:10.1057/9780230235809_1

Introduction to Risk Management and Derivatives

2009· book-chapter· en· W2461827215 on OpenAlexaboutno aff
Amir H. Alizadeh, Nikos K. Nomikos

Bibliographic record

VenuePalgrave Macmillan UK eBooks · 2009
Typebook-chapter
Languageen
FieldBusiness, Management and Accounting
TopicLaw, logistics, and international trade
Canadian institutionsnot available
Fundersnot available
KeywordsHedgeVolatility (finance)CommodityBusinessCommodity marketInvestment (military)Quarter (Canadian coin)Monetary economicsCommerceEconomicsFinanceGeography

Abstract

fetched live from OpenAlex

Few will argue that these are not interesting times for the shipping industry. Freight rates have risen to unprecedented levels and have increased by almost 300 per cent over the period from 2003 to mid-2008. This increase in freight rates was followed by a corresponding drop of 95 per cent over the last quarter of 2008. A number of factors have contributed to this high volatility in the market, which also seems to have changed the way the industry views and manages its risks. In addition to freight-rate volatility, we have also seen the emergence, maturing and corresponding growth in the derivatives market for freight. Traditionally, this was a market where players in the physical freight market could hedge their risks, although this is now changing rapidly with the increasing participation of investment banks, hedge funds and other traders that may not be involved in the underlying physical market. Overall, this has resulted in the commoditisation of the freight market. Nowadays, freight rates can be bought and sold like any other commodity, despite the fact that freight rates essentially represent the cost of providing the service of seaborne transportation and hence are not classified as a tangible commodity. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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 machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.002
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Other · Consensus signal: Other
Teacher disagreement score0.035
Threshold uncertainty score0.116

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.002
Science and technology studies0.0010.002
Scholarly communication0.0030.004
Open science0.0010.001
Research integrity0.0020.004
Insufficient payload (model declined to judge)0.0350.014

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 head0.018
GPT teacher head0.218
Teacher spread0.200 · 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 source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designNot applicable
Domainnot available
GenreOther

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

Citations1
Published2009
Admission routes1
Has abstractyes

Explore more

Same venuePalgrave Macmillan UK eBooksSame topicLaw, logistics, and international tradeFrench-language works237,207