{"id":"W3023482950","doi":"10.1017/s002210901900070x","title":"Optimists and Pessimists in (In)Complete Markets","year":2019,"lang":"en","type":"article","venue":"Journal of Financial and Quantitative Analysis","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"Brantford Energy (Canada)","funders":"","keywords":"Speculation; Economics; Consumption (sociology); Jump; Capital asset pricing model; Asset (computer security); Econometrics; Pessimism; Aggregate (composite); Financial economics; Finance; Computer science","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":[],"consensus_categories":[],"category_scores_codex":[0.0008821057,0.0001317243,0.0007646775,0.0009273912,0.00003345741,0.0000546823,0.0000953923,0.00007035917,0.0001208338],"category_scores_gemma":[0.0001980268,0.0001262752,0.0001410213,0.0007542204,0.00007309014,0.000390615,0.00003004902,0.000177007,0.000009664031],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003998926,"about_ca_system_score_gemma":0.00003261369,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000208516,"about_ca_topic_score_gemma":0.0002586122,"domain_scores_codex":[0.9986988,0.00003520129,0.0007983411,0.000226215,0.0000500743,0.0001913353],"domain_scores_gemma":[0.9991724,0.0001083142,0.0005264682,0.00008706993,0.00004880438,0.0000568757],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001840276,0.00008267477,0.7657853,0.00004817207,0.0001003952,0.00003954799,0.0006434608,0.000167359,0.00005109905,0.2321395,0.00007551933,0.0006828999],"study_design_scores_gemma":[0.0007391193,0.0001920797,0.9688731,0.00005121497,0.00003057996,0.000003914828,0.0001391856,0.00321917,0.000003506352,0.02448729,0.002106478,0.0001543479],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9883211,0.005134616,0.0002494194,0.0003427833,0.0001036954,0.00007226913,0.00002440831,0.000001542244,0.005750217],"genre_scores_gemma":[0.9963171,0.001939341,0.001401169,0.0001339443,0.00002395765,0.000001758129,0.000001907682,0.000005967458,0.0001748411],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2076522,"threshold_uncertainty_score":0.5149354,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03236209338395736,"score_gpt":0.2474135912756059,"score_spread":0.2150514978916485,"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."}}