{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00125658,0.0008967962,0.001558051,0.0004995445,0.0003648879,0.002476379,0.001117283,0.001526979,0.003541664],"category_scores_gemma":[0.01090004,0.0007836747,0.0006580141,0.0006180374,0.001136902,0.002431522,0.001276242,0.00161514,0.0003186694],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001243038,"about_ca_system_score_gemma":0.001524715,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002974246,"about_ca_topic_score_gemma":0.002250059,"domain_scores_codex":[0.999256,0.0001816483,0.00004001945,0.0001807087,0.0002091587,0.0001324442],"domain_scores_gemma":[0.9965229,0.002338143,0.0005270343,0.0002528304,0.0002406729,0.0001183775],"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":[0.00004544188,0.00004204131,0.0006805407,0.00003907679,0.00003632866,0.0001843873,0.00002906101,0.8798319,0.000765609,0.1051759,0.0008630644,0.01230654],"study_design_scores_gemma":[0.0000143615,0.00001323149,0.0001041054,0.000004537304,0.000008381766,0.00003092365,0.000004565608,0.967429,0.0002180717,0.03191517,0.0002508102,0.000006908982],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1028022,0.0004989962,0.8808691,0.0009418791,0.00006758277,0.0000731038,0.0001249651,0.0002388443,0.01438338],"genre_scores_gemma":[0.9577691,0.0003196706,0.03616696,0.00009357303,0.00005008217,0.00007567679,0.0000906519,0.00004675224,0.005387451],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003541664,"threshold_uncertainty_score":0.01184809,"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."}}