{"id":"W4394813697","doi":"10.2139/ssrn.4778064","title":"Beta Uncertainty and Anomaly","year":2024,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"McMaster University","funders":"","keywords":"Download; BETA (programming language); Computer science; Anomaly (physics); World Wide Web; Physics; Programming language","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":[0.001669402,0.0003984048,0.0005759466,0.001113361,0.0003802309,0.002615188,0.0005523828,0.001457927,0.003513055],"category_scores_gemma":[0.0246479,0.0003499335,0.0003080219,0.0009837952,0.001226064,0.005089935,0.001076706,0.001967712,0.0004276196],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005341924,"about_ca_system_score_gemma":0.000274918,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005013351,"about_ca_topic_score_gemma":0.0002520331,"domain_scores_codex":[0.9994515,0.0001579719,0.00003310741,0.0001192676,0.0001734205,0.00006466137],"domain_scores_gemma":[0.9926746,0.004488733,0.00115233,0.0006411166,0.0006969748,0.0003461273],"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":[0.0002383228,0.00008866118,0.02904547,0.00004987567,0.00009537708,0.0007262313,0.0005011882,0.1033609,0.002958183,0.7893214,0.005585797,0.06802865],"study_design_scores_gemma":[0.000007368882,0.00002852344,0.005295837,0.0000136466,0.00001631131,0.0004090869,0.00007733781,0.2334683,0.0005066033,0.7586809,0.001472107,0.00002409872],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7635739,0.002490008,0.1860891,0.007338909,0.0004978402,0.00001003509,0.0002287396,0.000623845,0.03914759],"genre_scores_gemma":[0.9959909,0.0002798484,0.001685277,0.00005896819,0.0001746112,0.000002574733,0.00003643726,0.00005920593,0.001712071],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003513055,"threshold_uncertainty_score":0.01175237,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01676015597844377,"score_gpt":0.2236099029634418,"score_spread":0.2068497469849981,"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."}}