{"id":"W4391645642","doi":"10.2139/ssrn.4701717","title":"Return Definition Puzzle: The Case for Midpoint Returns","year":2024,"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":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Midpoint; Mathematics; Economics; Econometrics; Geometry","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":[0.00942945,0.0005088943,0.001289493,0.001370874,0.001330955,0.006852505,0.003306675,0.004494162,0.01696137],"category_scores_gemma":[0.08812308,0.0004634029,0.0007553307,0.001855651,0.004409732,0.01679765,0.003560754,0.01210049,0.002784101],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001374835,"about_ca_system_score_gemma":0.0009464168,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009036388,"about_ca_topic_score_gemma":0.0006141672,"domain_scores_codex":[0.9964007,0.0009477841,0.0002567491,0.0008791539,0.001218048,0.0002974805],"domain_scores_gemma":[0.9748402,0.01145917,0.00332667,0.006687405,0.002617247,0.001069314],"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":[0.0001196452,0.00003834369,0.002315314,0.00005833203,0.0000198232,0.0001501112,0.0003070619,0.0005383978,0.0004713568,0.9532534,0.008479647,0.03424859],"study_design_scores_gemma":[0.00005635955,0.00003446485,0.004007653,0.00008203644,0.00001466307,0.0004793546,0.0002492322,0.005208089,0.0007314996,0.9712924,0.01781002,0.00003416763],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2304482,0.007677912,0.3356121,0.1372173,0.00211398,0.000149034,0.001321731,0.001629297,0.2838305],"genre_scores_gemma":[0.941381,0.001412645,0.03666007,0.004971674,0.001394285,0.0000907164,0.0003405639,0.0005663652,0.01318272],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01696137,"threshold_uncertainty_score":0.05674142,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03150081518135545,"score_gpt":0.2293559003748288,"score_spread":0.1978550851934734,"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."}}