{"id":"W2178585221","doi":"10.2139/ssrn.593601","title":"Empirical Bayes Estimation with Dynamic Portfolio Models","year":2004,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of British Columbia; Dalhousie University","funders":"","keywords":"Estimator; Portfolio; Econometrics; Bayes' theorem; Estimation; Mean squared error; Bayes estimator; Mathematics; Economics; Statistics; Bayesian probability; 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":[0.007305713,0.001073374,0.002478089,0.001763367,0.0005819231,0.003053139,0.001950254,0.002256357,0.006462807],"category_scores_gemma":[0.04526449,0.002090455,0.001196248,0.001582571,0.001010153,0.004587645,0.001784873,0.002378721,0.001403811],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008829172,"about_ca_system_score_gemma":0.001481256,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003969326,"about_ca_topic_score_gemma":0.003466333,"domain_scores_codex":[0.9972921,0.001681607,0.0001661675,0.0003759282,0.0003451048,0.0001390241],"domain_scores_gemma":[0.9770437,0.0200365,0.0009297102,0.001007897,0.0007546415,0.0002275484],"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":[0.0002653433,0.0001685599,0.003759184,0.0002630118,0.0003708159,0.0002592847,0.0001539453,0.6202557,0.0006300683,0.194172,0.005603997,0.174098],"study_design_scores_gemma":[0.00004181019,0.00001703677,0.0003170776,0.00003662339,0.00003244417,0.00005332957,0.00001050423,0.8781969,0.0001587415,0.1201347,0.000987232,0.00001352803],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.01416389,0.001342084,0.9812143,0.0005981299,0.00008009352,0.00003630288,0.0001009301,0.0002683154,0.002195888],"genre_scores_gemma":[0.5393409,0.003423022,0.4362082,0.0003928668,0.0006851494,0.000346837,0.00118613,0.0002968703,0.01812016],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.007305713,"threshold_uncertainty_score":0.03863674,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0169177851039162,"score_gpt":0.2286952740510305,"score_spread":0.2117774889471143,"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."}}