{"id":"W2952243570","doi":"10.26794/2308-944x-2018-6-2-5-18","title":"Performance Analysis Based on Adequate Risk-Adjusted Measures","year":2018,"lang":"en","type":"article","venue":"Review of Business and Economics Studies","topic":"Stock Market Forecasting Methods","field":"Decision Sciences","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Alberta","funders":"","keywords":"Financial risk; Measure (data warehouse); Econometrics; Investment (military); Rank (graph theory); Risk measure; Actuarial science; Order (exchange); Investment performance; Computer science; Risk–return spectrum; Risk analysis (engineering); Return on investment; Business; Finance; Economics; Data mining; Mathematics; Microeconomics","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":[0.01091587,0.001446684,0.001124028,0.005994284,0.0002928715,0.002384081,0.0008123844,0.0008878612,0.001672206],"category_scores_gemma":[0.04404932,0.0001935076,0.0009600007,0.003759462,0.0006116763,0.002482834,0.0008157417,0.0008690026,0.0007362096],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007213448,"about_ca_system_score_gemma":0.0008272089,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001206057,"about_ca_topic_score_gemma":0.0005941989,"domain_scores_codex":[0.9894328,0.003570337,0.001380499,0.001002631,0.004081908,0.0005318975],"domain_scores_gemma":[0.974449,0.01322796,0.004246606,0.002305232,0.005383597,0.0003875452],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0009120321,0.0005415014,0.1401478,0.001399638,0.0014786,0.0004194687,0.0005600968,0.2630979,0.0116848,0.06275728,0.008005709,0.5089952],"study_design_scores_gemma":[0.00005196901,0.002053936,0.08789118,0.0005167188,0.0004565162,0.0006653055,0.000482437,0.8187205,0.01410874,0.05688588,0.01783013,0.0003366605],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1906457,0.01011708,0.7835764,0.0005605869,0.0003671538,0.0004070872,0.001777196,0.001166158,0.01138257],"genre_scores_gemma":[0.8667271,0.002459741,0.1259151,0.0001136693,0.0002674518,0.0004135536,0.002316971,0.0001336835,0.00165261],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01091587,"threshold_uncertainty_score":0.05772936,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2263169463188299,"score_gpt":0.3987117709567479,"score_spread":0.1723948246379179,"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."}}