{"id":"W3004329856","doi":"10.3390/jrfm13020033","title":"A Principal Component-Guided Sparse Regression Approach for the Determination of Bitcoin Returns","year":2020,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":19,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Guelph","funders":"","keywords":"Principal component analysis; Econometrics; Volatility (finance); Covariate; Regression; Stock (firearms); Economics; Principal component regression; Statistics; Mathematics; Engineering","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":true,"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":[0.002627869,0.0009775958,0.001116555,0.0015598,0.0005460113,0.001078633,0.001101681,0.0009316533,0.002540618],"category_scores_gemma":[0.0129602,0.0003969205,0.001071573,0.001924224,0.0006349812,0.0008831431,0.001028532,0.001809515,0.0007701934],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003496647,"about_ca_system_score_gemma":0.00123842,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01388601,"about_ca_topic_score_gemma":0.01142744,"domain_scores_codex":[0.9989089,0.0005736233,0.00004415155,0.0002315385,0.0001221507,0.0001195511],"domain_scores_gemma":[0.9942098,0.003617696,0.000830982,0.0006612668,0.0005159842,0.0001643702],"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":[0.0005207654,0.000365857,0.09653805,0.0001960908,0.0007925316,0.0004956583,0.0003209623,0.6880273,0.004620504,0.02678055,0.009055126,0.1722867],"study_design_scores_gemma":[0.00001668647,0.00002937913,0.007164394,0.0000108419,0.00002877406,0.00003041678,0.00003198177,0.9861253,0.0003712687,0.005417436,0.0007550417,0.00001838504],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3914715,0.001012502,0.6012781,0.00124287,0.0001199491,0.0001115583,0.001923477,0.001295557,0.001544595],"genre_scores_gemma":[0.9237775,0.0005228586,0.06836005,0.0001114901,0.0001889786,0.0001147764,0.004255335,0.0001182916,0.002550776],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01388601,"threshold_uncertainty_score":0.02761036,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04047936996783758,"score_gpt":0.2386605078674827,"score_spread":0.1981811378996451,"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."}}