{"id":"W2766964708","doi":"10.2139/ssrn.3013149","title":"Model Comparison with Sharpe Ratios","year":2017,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":16,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Sharpe ratio; Econometrics; Mathematics; Economics; Portfolio; 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":[0.003104507,0.0006528439,0.00134665,0.001107313,0.0004254412,0.002182101,0.001752962,0.001841483,0.01168176],"category_scores_gemma":[0.0178327,0.0003151937,0.001337063,0.001026673,0.0004256013,0.002159823,0.0006826122,0.001304728,0.00126091],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001018026,"about_ca_system_score_gemma":0.0008245465,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01081463,"about_ca_topic_score_gemma":0.004776798,"domain_scores_codex":[0.9991956,0.0005233126,0.00003385091,0.0001064111,0.00007622123,0.00006460754],"domain_scores_gemma":[0.9858561,0.01196663,0.0004763123,0.0007550098,0.000783667,0.0001622635],"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":[0.0005303679,0.0001229585,0.001904265,0.000183004,0.0002269633,0.00008107505,0.00004718655,0.9566334,0.0002450939,0.02613324,0.004127472,0.009764953],"study_design_scores_gemma":[0.0001011122,0.000090279,0.0007988485,0.00001355579,0.00006343458,0.00002393593,0.00002949009,0.9881511,0.000253199,0.009735391,0.0007222131,0.0000175447],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7054725,0.003899553,0.2203306,0.00483056,0.0007641296,0.0002017685,0.006238711,0.002045517,0.05621674],"genre_scores_gemma":[0.9838156,0.0005170841,0.00878218,0.0002002668,0.0001039286,0.00007234717,0.001299736,0.0002184037,0.00499036],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01168176,"threshold_uncertainty_score":0.03907943,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03931719104304496,"score_gpt":0.2423369583334751,"score_spread":0.2030197672904301,"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."}}