{"id":"W3021366373","doi":"10.2139/ssrn.3537724","title":"Value and Momentum in Anomalies","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Value (mathematics); Mathematics; Statistics","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":[0.001291437,0.0002674305,0.0004749222,0.001632062,0.0005169634,0.004144515,0.0004562405,0.001225891,0.004710659],"category_scores_gemma":[0.02260464,0.00031701,0.0002817798,0.001670146,0.001356431,0.00519556,0.001006569,0.001586662,0.0003660542],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009587136,"about_ca_system_score_gemma":0.0004123606,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00173765,"about_ca_topic_score_gemma":0.001212293,"domain_scores_codex":[0.9995784,0.00008576566,0.00002818235,0.0001079189,0.000115527,0.00008409966],"domain_scores_gemma":[0.9905685,0.005528646,0.002003697,0.0005396778,0.0007934478,0.0005661085],"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":[0.0004223922,0.0001267231,0.1375542,0.00007485146,0.000110065,0.00118827,0.001115836,0.0392513,0.00290428,0.7502986,0.005745616,0.06120788],"study_design_scores_gemma":[0.00003366496,0.0000869057,0.07332923,0.00003939174,0.0000512976,0.0006274779,0.000706782,0.1421353,0.001059103,0.7774341,0.004442108,0.00005465019],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9403442,0.00100328,0.02635676,0.003718817,0.0002555182,0.00001058578,0.0002810011,0.0002152846,0.02781461],"genre_scores_gemma":[0.9981042,0.0001139246,0.0003893538,0.00002385637,0.0001024778,0.000001221128,0.00003784046,0.00002271633,0.001204486],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004710659,"threshold_uncertainty_score":0.01575869,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01671748927442917,"score_gpt":0.1920975606718787,"score_spread":0.1753800713974495,"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."}}