{"id":"W2146796540","doi":"10.5539/ijef.v7n1p154","title":"Estimating the Turkish Sectoral Market Returns via Arbitrage Pricing Model under Neural Network Approach","year":2014,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Stock Market Forecasting Methods","field":"Decision Sciences","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Capital asset pricing model; Econometrics; Economics; Statistical arbitrage; Arbitrage pricing theory; Stock exchange; Financial economics; Stock market; Finance; Risk arbitrage; Context (archaeology)","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005952701,0.0001251828,0.0002691066,0.0001037838,0.0001313873,0.0003718855,0.0009268427,0.00005277134,0.00001459384],"category_scores_gemma":[0.001439968,0.00008423035,0.0001300777,0.00009881025,0.00009017297,0.0003528089,0.0001678953,0.0003513332,9.465341e-7],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00005604029,"about_ca_system_score_gemma":0.0000579509,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000008770564,"about_ca_topic_score_gemma":0.00001017914,"domain_scores_codex":[0.9983401,0.00017148,0.0007975003,0.0002308268,0.0002761679,0.0001838776],"domain_scores_gemma":[0.9965284,0.001882451,0.001060177,0.0002002756,0.0002839121,0.00004478402],"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":[0.000063791,0.00001011475,0.001499214,8.068658e-7,0.00002446423,0.000001458576,0.0001171055,0.9431716,0.000004118971,0.004903669,0.0009545416,0.04924914],"study_design_scores_gemma":[0.0002146862,0.00002631206,0.01000447,0.00001669626,0.000006046946,0.0002155018,0.00001789428,0.8225485,0.00000408628,0.1661709,0.0006975479,0.0000774262],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6392771,0.00008747169,0.3540538,0.00096435,0.001459683,0.00004425221,0.000003174317,0.000002815993,0.004107379],"genre_scores_gemma":[0.8563867,0.00002400236,0.1418668,0.0005659531,0.0009221532,0.000001361112,4.046181e-7,0.00001043186,0.000222207],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2171096,"threshold_uncertainty_score":0.35861,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07021919933089905,"score_gpt":0.3289179310752882,"score_spread":0.2586987317443892,"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."}}