{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007354579,0.00006228779,0.000344592,0.0001609655,0.00007694666,0.00003820726,0.00008302044,0.00003961149,0.0003773556],"category_scores_gemma":[0.0003684856,0.00006048887,0.0001424354,0.0002133995,0.00005040083,0.0002538831,0.00003088445,0.0001140818,0.000002306697],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003140766,"about_ca_system_score_gemma":0.00001209358,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001363679,"about_ca_topic_score_gemma":0.00003877256,"domain_scores_codex":[0.998792,0.000008270679,0.0009584663,0.00009518162,0.00003934546,0.0001067615],"domain_scores_gemma":[0.9985027,0.00008281418,0.001118357,0.0001117943,0.0001284166,0.00005592634],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0000192736,0.00002408266,0.9942418,0.00002224047,0.00006047099,0.000003382103,0.0003338172,0.0006542652,0.00001076207,0.002825629,0.00004529048,0.001759003],"study_design_scores_gemma":[0.000742703,0.0002830431,0.9043504,0.00009426681,0.0000364065,0.0003621685,0.0002712651,0.07222909,0.00001677818,0.01316925,0.008288656,0.0001559638],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9886929,0.001652512,0.003933228,0.00008830033,0.0001581343,0.00004122013,0.00002220623,0.000003033394,0.005408482],"genre_scores_gemma":[0.9983125,0.00004183925,0.00105777,0.00000541757,0.0001411907,4.744408e-7,6.914005e-7,0.000006049752,0.0004340922],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.08989138,"threshold_uncertainty_score":0.4131779,"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."}}