{"id":"W4416129809","doi":"10.3390/jrfm18110637","title":"Diffusion-Based Parameters for Stock Clustering: Sector Separation and Out-of-Sample Evidence","year":2025,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Faculty of Science, Prince of Songkla University; Prince of Songkla University","keywords":"Portfolio; Cluster analysis; Volatility (finance); Equity (law); Stock (firearms); Volatility clustering; Project portfolio management; Silhouette","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005185844,0.00009287034,0.000393368,0.0003075035,0.0001080315,0.0000532506,0.00008855325,0.00003812971,0.00001457155],"category_scores_gemma":[0.0002211703,0.00009032895,0.0001358915,0.0001549067,0.00002985603,0.0001096332,0.00005279816,0.00005896398,6.562856e-7],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003468671,"about_ca_system_score_gemma":0.00001281231,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002711699,"about_ca_topic_score_gemma":0.0001785252,"domain_scores_codex":[0.99905,0.00001342753,0.0006323247,0.0001569796,0.0000387628,0.0001085649],"domain_scores_gemma":[0.998978,0.000209114,0.0006031493,0.0001180256,0.00005539215,0.00003632965],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001699211,0.0003813298,0.5511065,0.002220921,0.0005804008,0.00001108442,0.00224546,0.007122425,0.00004669672,0.137147,0.0038205,0.2936184],"study_design_scores_gemma":[0.004298274,0.0012341,0.4396578,0.0009236876,0.0004770935,0.000001938042,0.0005774298,0.1247687,0.00004612035,0.06399973,0.3634495,0.0005656459],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2929912,0.00275611,0.7032592,0.0001502162,0.0004143187,0.0002309522,0.00005653744,0.000002994489,0.000138468],"genre_scores_gemma":[0.9901647,0.001230538,0.008281747,0.00006324319,0.00005296195,0.00001055782,0.000001607616,0.000005367877,0.0001892718],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.6971735,"threshold_uncertainty_score":0.3683508,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03624371511204157,"score_gpt":0.2581691598887048,"score_spread":0.2219254447766632,"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."}}