{"id":"W3160117046","doi":"10.2139/ssrn.3691730","title":"Alpha and Beta Information","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":"University of Toronto","funders":"","keywords":"BETA (programming language); Alpha (finance); Computer science; Mathematics; Programming language; 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":[0.001973858,0.001251083,0.000791216,0.004416728,0.000666789,0.004183076,0.0006453177,0.001889355,0.09054463],"category_scores_gemma":[0.02241193,0.0005582165,0.000564236,0.003513197,0.0006059302,0.004607251,0.0009087629,0.001617172,0.04725012],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005610264,"about_ca_system_score_gemma":0.0006414072,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004435841,"about_ca_topic_score_gemma":0.0003188742,"domain_scores_codex":[0.9985862,0.0002203088,0.0001041235,0.0003023782,0.0006239472,0.000163132],"domain_scores_gemma":[0.9900202,0.004030089,0.0009691289,0.002557497,0.001939962,0.0004830916],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0008254487,0.0002327153,0.01288866,0.0004099711,0.0001413463,0.0005981758,0.0003294526,0.00727849,0.007817271,0.2355547,0.1731723,0.5607514],"study_design_scores_gemma":[0.0001346762,0.0004023436,0.03389601,0.0004377508,0.0003041855,0.003901089,0.0003535191,0.04259804,0.02255739,0.5199893,0.3751732,0.0002524286],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.06130691,0.006124696,0.1872571,0.007309889,0.006906873,0.0001916719,0.02680812,0.00409445,0.7000002],"genre_scores_gemma":[0.6275219,0.006051844,0.03797429,0.002046647,0.008933772,0.0003020611,0.01509213,0.001084213,0.3009931],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.09054463,"threshold_uncertainty_score":0.302902,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01491550234606379,"score_gpt":0.1846549680639255,"score_spread":0.1697394657178617,"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."}}