{"id":"W3168328013","doi":"","title":"Investor Sentiment and Portfolio Selection","year":2015,"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":true,"ca_institutions":"University of Manitoba; University of Northern British Columbia","funders":"","keywords":"Portfolio; Economics; Volatility (finance); Efficient frontier; Market sentiment; Econometrics; Financial economics; Selection (genetic algorithm); Asset (computer security); Capital asset pricing model; Capital market line; Portfolio optimization; Variance (accounting); Stock market; Computer science; Market depth","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":[0.001030836,0.0002809777,0.000341388,0.0003206762,0.000202428,0.001205959,0.0002824425,0.0007734062,0.003767003],"category_scores_gemma":[0.005572366,0.0001560865,0.0002113317,0.0003024634,0.0005021084,0.0009877397,0.0005033605,0.0005629741,0.0003870181],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005976246,"about_ca_system_score_gemma":0.0003150429,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004825316,"about_ca_topic_score_gemma":0.0003267487,"domain_scores_codex":[0.9997342,0.0001006792,0.00001241853,0.0000441109,0.00005245588,0.00005614549],"domain_scores_gemma":[0.9989477,0.0004809773,0.0003380772,0.00005782479,0.00010194,0.00007356468],"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":[0.0001309307,0.00009854847,0.04067877,0.0001009362,0.0001178099,0.000482766,0.000286498,0.05693096,0.005269067,0.8250566,0.002422764,0.06842441],"study_design_scores_gemma":[0.00006246493,0.0002540901,0.03621551,0.0000757799,0.00006020224,0.000332024,0.0001938277,0.1557509,0.001599024,0.7980783,0.00734219,0.00003563661],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6519791,0.003346081,0.2323949,0.006438724,0.0001259081,0.000105922,0.0002993569,0.0000946455,0.1052153],"genre_scores_gemma":[0.9943458,0.0004852262,0.002911992,0.0001219732,0.00004822449,0.00001733732,0.00002838277,0.000004076218,0.002036933],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003767003,"threshold_uncertainty_score":0.01260191,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02501363831171088,"score_gpt":0.2132737897702626,"score_spread":0.1882601514585517,"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."}}