{"id":"W2161809324","doi":"10.2139/ssrn.1011828","title":"Dynamic Factors and Asset Pricing","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"ca_institutions":"Brock University","funders":"","keywords":"Consumption-based capital asset pricing model; Capital asset pricing model; Business; Economics; Financial economics","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":[0.0007343125,0.0005003826,0.0006233891,0.0007670855,0.0004669834,0.00349572,0.0005145923,0.001107996,0.009842367],"category_scores_gemma":[0.006402927,0.000289967,0.0003998646,0.001071613,0.001373111,0.004596817,0.0007623255,0.001399811,0.0007022226],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009291464,"about_ca_system_score_gemma":0.0004144741,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002457561,"about_ca_topic_score_gemma":0.001454165,"domain_scores_codex":[0.9997956,0.00005436374,0.000009778714,0.0000540485,0.00004507957,0.00004112986],"domain_scores_gemma":[0.9982508,0.001058689,0.0002160216,0.0001438483,0.0001690516,0.0001615562],"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":[0.0000416728,0.00003419174,0.003079426,0.00002726414,0.00002668209,0.0001755545,0.0001491487,0.01136958,0.0003284789,0.9642962,0.002486116,0.01798582],"study_design_scores_gemma":[0.00001019952,0.00001333995,0.002046162,0.00001230074,0.00001158063,0.0001150245,0.00008024805,0.02037198,0.00007587704,0.9737021,0.003549552,0.00001159276],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6138343,0.0158301,0.1913576,0.01057932,0.0005985564,0.00004778098,0.0004780543,0.0002897166,0.1669845],"genre_scores_gemma":[0.9817375,0.002009819,0.002039519,0.00007562037,0.0001965596,0.000007352181,0.00007812185,0.00002484575,0.01383058],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.009842367,"threshold_uncertainty_score":0.03292602,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01626746275079342,"score_gpt":0.2018944817465502,"score_spread":0.1856270189957568,"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."}}