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Record W6999330661

Corporate Criminal Liability for Algorithmic Price Fixing in Canada

2016· article· en· W6999330661 on OpenAlexaboutno aff

Bibliographic record

VenueeYLS (Yale Law School) · 2016
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicSecurities Regulation and Market Practices
Canadian institutionsnot available
Fundersnot available
KeywordsKey (lock)LiabilityRelation (database)Algorithmic tradingUnintended consequencesFinancial marketHigh-frequency tradingFinancial services
DOInot available

Abstract

fetched live from OpenAlex

The use of computerized algorithms is increasingly common in the modern business environment. An algorithm can be defined as ‘‘a set of mathematical instructions or rules that, especially if given to a computer, will help to calculate an answer to a problem.” As noted in this definition, algorithms are particularly powerful tools when combined with computing power. The proliferation of computerized algorithms in business settings has occasionally led to unintended and injurious outcomes. This is perhaps most notable in relation to the algorithmic trading of securities. The 2010 ‘‘Flash Crash” of the United States (U.S.) financial markets, during which key markets lost and then regained over a trillion dollars in value over the span of 36 minutes, was caused, at least in part, by the intentional manipulation of algorithmic trading processes. Another example is that of Knight Capital, a financial services firm, which, in 2012, lost approximately USD 440 million in just 45 minutes due to a faulty algorithm. Unsurprisingly, securities regulators stand at the forefront of regulating algorithms, with U.S. and European (E.U.) agencies both developing policies in this regard. Complying with regulations aimed at algorithms will be a novel challenge for the financial trading industry.

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)0.005
metaresearch head score (Gemma)0.030
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.450
Threshold uncertainty score0.906

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0050.030
Meta-epidemiology (narrow)0.0000.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.002
Science and technology studies0.0140.004
Scholarly communication0.0060.002
Open science0.0030.005
Research integrity0.0130.010
Insufficient payload (model declined to judge)0.0130.002

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 head0.025
GPT teacher head0.233
Teacher spread0.208 · 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 designTheoretical or conceptual
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

Citations0
Published2016
Admission routes1
Has abstractyes

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Same venueeYLS (Yale Law School)Same topicSecurities Regulation and Market PracticesFrench-language works237,207