{"id":"W4405911853","doi":"10.2139/ssrn.5074221","title":"Factor Investing with Delays","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Factor (programming language); Business; Computer science; 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":[0.0005138468,0.000696023,0.0006350548,0.0004661361,0.000285923,0.00152778,0.000451605,0.0009378626,0.01578075],"category_scores_gemma":[0.005038482,0.0002580359,0.0004437945,0.0005045622,0.0006334661,0.002593561,0.0004754381,0.001001088,0.0008182688],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008828196,"about_ca_system_score_gemma":0.0004845527,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002937689,"about_ca_topic_score_gemma":0.001718205,"domain_scores_codex":[0.9997881,0.00002419588,0.0000106584,0.00006810306,0.00003192559,0.00007705497],"domain_scores_gemma":[0.9986467,0.0006386822,0.0002707324,0.000146853,0.0001557323,0.0001414191],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0008192069,0.0001558513,0.007867848,0.0003325002,0.0001284701,0.001904261,0.0002299479,0.2125305,0.00727186,0.6524711,0.01372848,0.10256],"study_design_scores_gemma":[0.0001097586,0.0003253657,0.003656885,0.00004427571,0.0001124779,0.0008633983,0.0001983968,0.3448392,0.004981535,0.6295105,0.01530683,0.00005137458],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7212269,0.002116284,0.2019119,0.002741889,0.0004581029,0.00009070469,0.0008510992,0.0005104438,0.07009266],"genre_scores_gemma":[0.959153,0.000518704,0.003135083,0.00003884571,0.00006207354,0.00001283187,0.0001153,0.00001977444,0.03694448],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01578075,"threshold_uncertainty_score":0.05279183,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02645334032648523,"score_gpt":0.2160993854957513,"score_spread":0.1896460451692661,"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."}}