{"id":"W2764130846","doi":"10.3390/jrfm13060120","title":"Modelling Sector-Level Asset Prices","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Capital asset pricing model; Econometrics; Economics; Asset (computer security); Component (thermodynamics); Systematic risk; Consumption-based capital asset pricing model; Financial economics; Business; Computer science","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001168132,0.0004011073,0.0005214298,0.0005214277,0.0001866859,0.001663125,0.00106257,0.001129042,0.004304552],"category_scores_gemma":[0.004797803,0.0003163356,0.0007599555,0.001421206,0.0003167185,0.001292105,0.0006768226,0.001012956,0.0006799203],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000825621,"about_ca_system_score_gemma":0.0008669362,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007935463,"about_ca_topic_score_gemma":0.006272562,"domain_scores_codex":[0.9994728,0.000229525,0.00002864454,0.0001107438,0.00008546708,0.00007297215],"domain_scores_gemma":[0.9983512,0.0009406233,0.0003287542,0.0001789623,0.0001432991,0.00005716549],"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":[0.0000401132,0.00005772402,0.01831004,0.00003312005,0.00008352005,0.0001481954,0.0001233567,0.9192466,0.001170161,0.04663951,0.0005894083,0.01355818],"study_design_scores_gemma":[0.000009448243,0.00001943819,0.002703511,0.000004576421,0.00001485638,0.00002610284,0.00002654358,0.9796688,0.0001625737,0.01663727,0.0007191273,0.000007789068],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.4103263,0.0002863227,0.5733374,0.0005781807,0.00004963742,0.0001229624,0.001787227,0.0003692003,0.0131428],"genre_scores_gemma":[0.9682449,0.000209255,0.02723918,0.00003000278,0.00002493442,0.00009037228,0.0005034369,0.00003389905,0.003624042],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.007935463,"threshold_uncertainty_score":0.01577854,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05334933817702534,"score_gpt":0.203589415382264,"score_spread":0.1502400772052387,"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."}}