{"id":"W4401993618","doi":"10.2139/ssrn.4926370","title":"Observable Versus Latent Risk Factors","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Observable; Physics","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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","research_integrity"],"consensus_categories":[],"category_scores_codex":[0.002700605,0.0004287115,0.0007371647,0.0003562548,0.0002855539,0.0003199879,0.0006169289,0.0004977734,0.0001082588],"category_scores_gemma":[0.00025731,0.0004520139,0.000673361,0.0001985856,0.00003837077,0.0001268475,0.0005447708,0.009652984,0.0006432708],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.002547246,"about_ca_system_score_gemma":0.001498979,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003781371,"about_ca_topic_score_gemma":0.001339776,"domain_scores_codex":[0.9955817,0.00003616709,0.001046782,0.0007402265,0.0001008129,0.002494314],"domain_scores_gemma":[0.9985077,0.00006501519,0.0007434264,0.0004904771,0.00006252137,0.0001308157],"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":[0.0001731886,0.0001113568,0.05048885,0.0001054865,0.001182496,0.000008015937,0.0008618204,0.01042143,0.00000155585,0.9297286,0.0004139747,0.006503166],"study_design_scores_gemma":[0.0004662039,0.0001758161,0.001846506,0.00006020971,0.00007993547,0.000006830028,0.0001985955,0.0184793,0.000005035438,0.9722716,0.005935393,0.0004745302],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9071383,0.07362836,0.008432777,0.0003577422,0.006454515,0.0002234822,0.0002784914,0.0001006996,0.003385564],"genre_scores_gemma":[0.9480911,0.04868164,0.0001789342,0.00001340238,0.0007650669,0.00001052262,0.00003570796,0.00008496329,0.002138701],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.04864234,"threshold_uncertainty_score":0.9997932,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05377558571051773,"score_gpt":0.2466984180004662,"score_spread":0.1929228322899484,"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."}}