{"id":"W4300544218","doi":"10.5281/zenodo.58938","title":"Arbitrage Pricing Model In Relation To Efficient Market Hypotheses","year":2016,"lang":"en","type":"article","venue":"INFM-OAR (INFN Catania)","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Arbitrage; Economics; Financial economics; Relation (database); Arbitrage pricing theory; Econometrics; Index arbitrage; Capital asset pricing model; Risk arbitrage; Computer science","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007394669,0.0007820574,0.001606171,0.001466717,0.0006550196,0.0033352,0.001774468,0.001675454,0.008844311],"category_scores_gemma":[0.0292124,0.0004638552,0.001520352,0.0008816486,0.002392811,0.003774483,0.001477788,0.001922691,0.0007623505],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008001717,"about_ca_system_score_gemma":0.001315284,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001987191,"about_ca_topic_score_gemma":0.0007067652,"domain_scores_codex":[0.9974721,0.001181397,0.0001273057,0.0004081227,0.0003887669,0.0004223117],"domain_scores_gemma":[0.9841569,0.01160672,0.001996488,0.0006785043,0.001095335,0.0004661113],"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":[0.0001649325,0.0002233926,0.01212414,0.0001865517,0.000179515,0.001142153,0.0007979775,0.2310476,0.00109618,0.7362768,0.002223659,0.01453704],"study_design_scores_gemma":[0.0000403123,0.00007032575,0.001807389,0.00001541082,0.00003236267,0.0001207857,0.00006830731,0.8622051,0.0001539163,0.1350329,0.0004308667,0.00002232429],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.565462,0.0008471399,0.4010635,0.003448328,0.0001522705,0.0002695239,0.0003077741,0.0003207301,0.02812867],"genre_scores_gemma":[0.982335,0.0002730676,0.01008861,0.000104213,0.0001195006,0.0001318981,0.0001545251,0.00003699994,0.006756268],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.008844311,"threshold_uncertainty_score":0.0391072,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03469935212243912,"score_gpt":0.2138139889443962,"score_spread":0.1791146368219571,"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."}}