{"id":"W2083119721","doi":"10.1002/1099-131x(200103)20:2<145::aid-for787>3.0.co;2-5","title":"Cross-correlations and predictability of stock returns","year":2001,"lang":"en","type":"article","venue":"Journal of Forecasting","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":19,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Manitoba","funders":"","keywords":"Predictability; Econometrics; Stock (firearms); Economics; Financial economics; Mathematics; Statistics; Geography","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003506435,0.0004092036,0.0005530358,0.001504484,0.0003070757,0.001360773,0.0003150306,0.0005533915,0.001879994],"category_scores_gemma":[0.02963229,0.000331568,0.0005820065,0.001154438,0.0006456486,0.001546745,0.001073552,0.0008648472,0.0004051506],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005066448,"about_ca_system_score_gemma":0.0004278643,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003013776,"about_ca_topic_score_gemma":0.002403315,"domain_scores_codex":[0.9989161,0.000347753,0.000126464,0.0002226122,0.0002428133,0.0001442131],"domain_scores_gemma":[0.9745244,0.01629806,0.004877408,0.002191522,0.001546805,0.0005617506],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0002763848,0.00008870258,0.8933132,0.00005818339,0.0006305517,0.0004916413,0.0003361845,0.05086868,0.001100819,0.01081121,0.001159236,0.04086522],"study_design_scores_gemma":[0.00002137634,0.0001432645,0.7416427,0.00003969223,0.0002330016,0.0003661088,0.0001691852,0.2142304,0.001385697,0.04043831,0.001280971,0.00004925115],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9851338,0.001031762,0.01062308,0.000427279,0.00003923848,0.00001013913,0.0003027849,0.00008438405,0.002347517],"genre_scores_gemma":[0.9988363,0.000255597,0.0004120019,0.000015921,0.00003520293,0.000005714771,0.0002124416,0.00000713611,0.0002196581],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003506435,"threshold_uncertainty_score":0.01854402,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07026754148763727,"score_gpt":0.2520216582286761,"score_spread":0.1817541167410389,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}