{"id":"W4405357804","doi":"10.2139/ssrn.5033399","title":"Robust Inference in Large Panels and Markowitz Portfolios","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Spatial and Panel Data Analysis","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Center for Interuniversity Research and Analysis on Organizations; HEC Montréal","funders":"","keywords":"Inference; Computer science; Econometrics; Economics; Artificial intelligence","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":[0.002717366,0.0003180133,0.0007350145,0.0008305517,0.00008736423,0.0003049035,0.0004516429,0.000322485,0.000361153],"category_scores_gemma":[0.0001659664,0.0003336282,0.0002258238,0.0003383846,0.00003474733,0.0001329329,0.000670619,0.005010953,0.0002574672],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006705582,"about_ca_system_score_gemma":0.0007573738,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001845993,"about_ca_topic_score_gemma":0.004918258,"domain_scores_codex":[0.9964911,0.0000355881,0.0009226629,0.0006569197,0.00007184966,0.001821836],"domain_scores_gemma":[0.9989814,0.00005505388,0.0004628923,0.00035924,0.00003115293,0.0001102686],"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":[0.00003954847,0.0001364279,0.1482965,0.0001784718,0.0009063833,0.00008933923,0.0005227135,0.001106771,0.000003176027,0.8362271,0.0001933404,0.01230027],"study_design_scores_gemma":[0.0003665237,0.00006091313,0.01035821,0.0001195015,0.00006086673,0.00007920886,0.0002941052,0.006884163,0.000001882908,0.9789686,0.002359841,0.0004461364],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7991537,0.1401544,0.03977153,0.00321636,0.002121353,0.0005758361,0.001444273,0.00009900615,0.01346355],"genre_scores_gemma":[0.9453237,0.05195097,0.00006279442,0.00009474508,0.0003385286,0.00001614042,0.00009254408,0.00003858884,0.002081957],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1461701,"threshold_uncertainty_score":0.9999115,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03338278881467266,"score_gpt":0.2384505282098722,"score_spread":0.2050677393951996,"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."}}