{"id":"W4206018171","doi":"10.2991/assehr.k.211209.291","title":"The performances of Financial Models During COVID-19: Evidence from CAPM and Fama-French Five Factors Model","year":2021,"lang":"en","type":"article","venue":"Advances in economics, business and management research/Advances in Economics, Business and Management Research","topic":"COVID-19 Pandemic Impacts","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"","keywords":"Capital asset pricing model; Coronavirus disease 2019 (COVID-19); Economics; Econometrics; Medicine; Internal medicine","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":[0.009949868,0.001267991,0.001334255,0.002197316,0.0008392791,0.002988906,0.001522249,0.002086708,0.002393996],"category_scores_gemma":[0.03650918,0.0004218965,0.002211824,0.001602061,0.001065188,0.003451855,0.0009550697,0.002191904,0.0004387799],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002995811,"about_ca_system_score_gemma":0.001289683,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.05194748,"about_ca_topic_score_gemma":0.01346161,"domain_scores_codex":[0.9975484,0.001549144,0.0001481615,0.0003154239,0.000203071,0.0002357397],"domain_scores_gemma":[0.9581947,0.03556205,0.002661528,0.0009557636,0.00193005,0.0006958981],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"observational","study_design_scores_codex":[0.0009299199,0.0002653436,0.1355416,0.0005653982,0.001248818,0.000873267,0.000940916,0.7485744,0.0003012597,0.05223291,0.01067868,0.04784753],"study_design_scores_gemma":[0.00008637306,0.0001880502,0.02165985,0.0001366054,0.0002657625,0.0001262286,0.0005086364,0.93725,0.0002196514,0.0371671,0.002309241,0.00008254809],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9185296,0.0140223,0.04343534,0.008768058,0.0003823587,0.00008763766,0.001357956,0.0003608408,0.01305605],"genre_scores_gemma":[0.9907515,0.002547045,0.00422603,0.0002452392,0.0002093939,0.00002730859,0.00101509,0.00004992712,0.0009283858],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.05194748,"threshold_uncertainty_score":0.1032902,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.09316043919092386,"score_gpt":0.3439408914009843,"score_spread":0.2507804522100604,"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."}}