{"id":"W3209113192","doi":"10.2139/ssrn.3945075","title":"Benchmark Currency Stochastic Discount Factors","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Alberta; HEC Montréal","funders":"","keywords":"Econometrics; Stochastic discount factor; Benchmark (surveying); Economics; Currency; Financial economics; Computer science; Capital asset pricing model; Monetary economics; Geography","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":[0.003020889,0.0007850463,0.001032508,0.0009945997,0.0005152765,0.003439493,0.001490705,0.001767116,0.01544686],"category_scores_gemma":[0.0298647,0.0002609616,0.0005258983,0.001505268,0.0009327089,0.00326238,0.0009181004,0.001673975,0.001814357],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001470861,"about_ca_system_score_gemma":0.001154745,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003551838,"about_ca_topic_score_gemma":0.00129077,"domain_scores_codex":[0.9989697,0.00039176,0.00006792801,0.0002087467,0.0001924518,0.0001695005],"domain_scores_gemma":[0.9936882,0.002752292,0.0007300501,0.001337672,0.001021403,0.0004704013],"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":[0.0002927374,0.00005768316,0.0005481821,0.00008138394,0.00003786362,0.00006754517,0.00004628091,0.09004892,0.0004160393,0.8805655,0.008791276,0.01904659],"study_design_scores_gemma":[0.0001326945,0.00007076772,0.0006149675,0.00005719304,0.00003982237,0.00009180461,0.00006139711,0.2922098,0.0008998591,0.6915464,0.01423795,0.00003735647],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.268705,0.005343038,0.4695233,0.005869013,0.001467565,0.0002790973,0.006660555,0.00143719,0.2407152],"genre_scores_gemma":[0.9374917,0.00194301,0.03219625,0.0002721241,0.0003104121,0.0001383116,0.001937162,0.0002071676,0.02550394],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01544686,"threshold_uncertainty_score":0.05167496,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01781871561934253,"score_gpt":0.2151823589113018,"score_spread":0.1973636432919592,"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."}}