{"id":"W2891537926","doi":"10.3386/w15205","title":"Dynamic Trading with Predictable Returns and Transaction Costs","year":2009,"lang":"en","type":"report","venue":"National Bureau of Economic Research","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":35,"is_retracted":false,"has_abstract":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Transaction cost; Database transaction; Business; Trading strategy; Economics; Financial economics; Computer science; Database; Finance","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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.003363428,0.0002425431,0.0006904564,0.0009808968,0.0001678092,0.0001356224,0.0002517578,0.0003747158,0.0004049936],"category_scores_gemma":[0.0002053938,0.0002575354,0.0001044482,0.0001982613,0.0002750654,0.0004357866,0.00002463209,0.000630048,0.00003282247],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002076708,"about_ca_system_score_gemma":0.00107996,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001558697,"about_ca_topic_score_gemma":0.0004408225,"domain_scores_codex":[0.9977271,0.00003614831,0.0008575644,0.0006543242,0.0003200875,0.0004047757],"domain_scores_gemma":[0.9985753,0.0002157642,0.000508501,0.0002317589,0.0003662333,0.0001024525],"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":[0.0001761907,0.0001403052,0.00326135,0.0003972711,0.0002766694,0.000006216011,0.0001388866,0.0001323056,0.00002377615,0.9685826,0.02432354,0.002540849],"study_design_scores_gemma":[0.001373686,0.001114969,0.03030971,0.0005051967,0.0000255562,0.00007112968,0.0001526272,0.007115095,0.00004528213,0.8987772,0.05977483,0.0007346999],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.01544138,0.004781707,0.00004141734,0.0007209286,0.0003319633,0.0006036598,0.0004584312,0.00002200634,0.9775985],"genre_scores_gemma":[0.9826321,0.008667238,0.0003200988,0.00002721494,0.000216995,0.00006182874,0.0002991924,0.00004510921,0.007730209],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.9698683,"threshold_uncertainty_score":0.9999877,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.196699974933343,"score_gpt":0.404314951967813,"score_spread":0.20761497703447,"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."}}