{"id":"W4414409010","doi":"10.1080/1350486x.2025.2544272","title":"Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models","year":2025,"lang":"en","type":"article","venue":"Applied Mathematical Finance","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"Memorial University of Newfoundland","funders":"","keywords":"Robustness (evolution); Process (computing); Noise (video); Work (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":[],"consensus_categories":[],"category_scores_codex":[0.0005777396,0.0001559558,0.0005157394,0.0002505172,0.00008645721,0.00002015602,0.0001847024,0.000207631,0.00001831642],"category_scores_gemma":[0.0003294116,0.0001827332,0.00008581685,0.0005344253,0.0000675043,0.0001530988,0.0000556285,0.0003347594,0.0001070685],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00009021601,"about_ca_system_score_gemma":0.0000249518,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00004051265,"about_ca_topic_score_gemma":0.0000455928,"domain_scores_codex":[0.9983532,0.00001328743,0.0009519438,0.0003860471,0.00004461925,0.0002508344],"domain_scores_gemma":[0.9991443,0.0002043251,0.0002291183,0.0003697909,0.00003109019,0.00002133847],"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":[0.00002757118,0.000196586,0.001451368,0.0001541103,0.000007356732,3.487017e-7,0.0004900218,0.007049154,0.0003757156,0.9881232,0.000009404491,0.002115206],"study_design_scores_gemma":[0.0004980113,0.000009609847,0.007634942,0.00008530114,0.000003373094,1.939603e-7,0.00004702962,0.3723122,0.001115252,0.6180416,0.0001076546,0.0001448217],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3601433,0.0005096247,0.6272997,0.00005355329,0.00006750227,0.0002942663,0.00002284904,0.00002746957,0.01158174],"genre_scores_gemma":[0.967637,0.0001031085,0.03179039,0.0000234737,0.00001244142,0.00007665643,0.000002372836,0.0000156516,0.0003389086],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.6074937,"threshold_uncertainty_score":0.7451643,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1240430626372094,"score_gpt":0.2480704176649522,"score_spread":0.1240273550277428,"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."}}