{"id":"W2788528222","doi":"10.5539/ijef.v10n4p154","title":"An Examination of the Benefits of Factor Investing in U.K. Stock Returns","year":2018,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Economics; Portfolio; Financial economics; Stock market; Stock (firearms); Investment (military); Investment strategy; Benchmark (surveying); Market portfolio; Trading strategy; Econometrics; Microeconomics","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":[0.001534673,0.0003258186,0.0004451749,0.0005545351,0.0002863237,0.0009560894,0.0002496982,0.0006228894,0.001890288],"category_scores_gemma":[0.01301855,0.0001418258,0.0003186602,0.0007689232,0.0003870643,0.001166892,0.0005778755,0.0005357706,0.0002648747],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009436007,"about_ca_system_score_gemma":0.0006082837,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01283823,"about_ca_topic_score_gemma":0.01614783,"domain_scores_codex":[0.9995316,0.0001390422,0.0000333603,0.00006978573,0.0001054489,0.0001207391],"domain_scores_gemma":[0.9932319,0.003533992,0.001942518,0.0003833852,0.0006160341,0.0002921576],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.003726577,0.0007405778,0.6713328,0.0002520677,0.0005745979,0.0007893528,0.0005870203,0.0666339,0.007194327,0.02236979,0.002163618,0.2236354],"study_design_scores_gemma":[0.0001220044,0.001534622,0.9199196,0.00007813168,0.000448921,0.0004160588,0.001337406,0.05478039,0.003638321,0.01344834,0.004195209,0.000081092],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9939926,0.0005808018,0.0009849855,0.0004195398,0.000006383931,0.000008608388,0.0001155063,0.00001905263,0.003872462],"genre_scores_gemma":[0.9990804,0.000200713,0.0002721257,0.00002739381,0.000006186188,0.000001137011,0.00004695639,0.000002202113,0.000362849],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01283823,"threshold_uncertainty_score":0.02552706,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04296565669473023,"score_gpt":0.2357798185293825,"score_spread":0.1928141618346522,"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."}}