{"id":"W4256566945","doi":"10.2139/ssrn.3930228","title":"Noisy Factors","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Robustness (evolution); Econometrics; Equity (law); Capital asset pricing model; Economics; Factor analysis; Behavioral economics; Financial economics; Finance; Political 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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00118295,0.001013012,0.001053511,0.001464952,0.0008699093,0.003628844,0.0008530039,0.002010843,0.04485819],"category_scores_gemma":[0.0181872,0.000697116,0.0007177113,0.001477352,0.001712308,0.004629169,0.001534026,0.001723915,0.00977778],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009571362,"about_ca_system_score_gemma":0.0007081146,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002313981,"about_ca_topic_score_gemma":0.001405008,"domain_scores_codex":[0.9986768,0.0002276617,0.00006301002,0.000520225,0.0003654584,0.0001468305],"domain_scores_gemma":[0.9961187,0.001567875,0.0003292827,0.001091506,0.0006745785,0.0002180525],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0002354907,0.00004485466,0.002148479,0.0002041788,0.0000901673,0.0003747476,0.0003325113,0.021504,0.004001467,0.8867455,0.02602682,0.05829191],"study_design_scores_gemma":[0.00004151824,0.00006678468,0.003880586,0.000127008,0.00007307166,0.0006088117,0.0002054135,0.1028021,0.002773847,0.8246094,0.06470652,0.0001049764],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.0870355,0.005039817,0.6103839,0.007143354,0.004476963,0.0002048184,0.003845177,0.002208234,0.2796623],"genre_scores_gemma":[0.8025122,0.003362743,0.03811812,0.001452562,0.001903529,0.0001604026,0.00252258,0.001043172,0.1489247],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.04485819,"threshold_uncertainty_score":0.1500656,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01896679516165358,"score_gpt":0.2035487215608973,"score_spread":0.1845819263992437,"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."}}