{"id":"W2107680452","doi":"10.2139/ssrn.2321522","title":"Monthly Beta Forecasting with Low, Medium and High Frequency Stock Returns","year":2013,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":11,"is_retracted":false,"has_abstract":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"BETA (programming language); Estimator; Econometrics; Portfolio; Stock (firearms); Economics; Expected return; Statistics; Mathematics; Actuarial science; Finance; Computer science; Engineering","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":[0.001020207,0.0001857251,0.0003448593,0.00015644,0.0002756082,0.0001310793,0.0001995443,0.0001093639,0.00008103983],"category_scores_gemma":[0.00008202442,0.0001711103,0.0000663641,0.000156799,0.00005389504,0.0005649759,0.00003525,0.001276421,0.00004755694],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003570589,"about_ca_system_score_gemma":0.0003306301,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002014478,"about_ca_topic_score_gemma":0.002042474,"domain_scores_codex":[0.9975304,0.00001508809,0.0005289427,0.0003158297,0.00006550555,0.001544249],"domain_scores_gemma":[0.9993272,0.00003702868,0.0002551317,0.0001823622,0.0000796949,0.000118583],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00005986524,0.00009985652,0.3334617,0.00003987394,0.0002373423,0.000008055228,0.001001901,0.0003385707,0.00008251336,0.6428345,0.0001025296,0.02173323],"study_design_scores_gemma":[0.0009898406,0.0005186569,0.03644105,0.00005520148,0.00001723606,0.0001291215,0.0004198189,0.01988815,0.00002955814,0.9408325,0.0002735883,0.0004053124],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9774778,0.006832893,0.01260663,0.0009853395,0.0001578601,0.0001937611,0.00001395404,0.00002358614,0.001708156],"genre_scores_gemma":[0.9968566,0.001415313,0.001061215,0.00006532892,0.0002851496,0.0000128507,0.000004911877,0.00003277188,0.0002658346],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2979979,"threshold_uncertainty_score":0.6977677,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01575630514734925,"score_gpt":0.1895104911052784,"score_spread":0.1737541859579292,"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."}}