{"id":"W2140490743","doi":"10.2139/ssrn.932693","title":"Asset Prices in a Time Series Model with Perpetually Disparately Informed, Competitive Traders","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":20,"is_retracted":false,"has_abstract":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Asset (computer security); Series (stratigraphy); Business; Financial economics; Economics; Microeconomics; Computer science; Computer security","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":[0.0041128,0.001354646,0.003114857,0.001174808,0.001199043,0.0067443,0.004417319,0.00964916,0.004567568],"category_scores_gemma":[0.01761427,0.001665041,0.001462297,0.001345442,0.003965725,0.007334923,0.002468171,0.00474452,0.0009545607],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001406577,"about_ca_system_score_gemma":0.001270668,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008319987,"about_ca_topic_score_gemma":0.004456676,"domain_scores_codex":[0.9985079,0.0005526521,0.00008918664,0.0003811114,0.0002409468,0.0002282714],"domain_scores_gemma":[0.9891765,0.007689495,0.001408036,0.0003547989,0.0005830855,0.0007880458],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0004451591,0.0001664,0.003649013,0.00008631963,0.0001630784,0.001243896,0.0003517769,0.7612192,0.0008772886,0.2258458,0.001662167,0.004289873],"study_design_scores_gemma":[0.0001005259,0.00004784224,0.0004182842,0.000007702137,0.00004316152,0.00009081954,0.00004090459,0.9747978,0.00005226267,0.02417618,0.0001910535,0.00003339261],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6361668,0.00214065,0.3220198,0.01198704,0.0005719532,0.0001397351,0.001014334,0.0004391551,0.02552052],"genre_scores_gemma":[0.972866,0.0007427331,0.006145023,0.0003283319,0.000330164,0.00008680122,0.0002190769,0.00003772248,0.01924412],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.00964916,"threshold_uncertainty_score":0.02175081,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.009796883836005344,"score_gpt":0.1909814921278576,"score_spread":0.1811846082918523,"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."}}