Classification
machine, unvalidatedMachine predicted; a candidate call from one teacher head, not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".
Why this work is in the frame
A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.
Bibliographic record
Abstract
The shrinkage method of Ledoit and Wolf (2003; 2004a; 2004b) has shown certain success in estimating a well-conditioned covariance matrix for high dimensional portfolios. This paper generalizes the shrinkage method of Ledoit and Wolf to a multivariate shrinkage setting, by which the well-conditioned covariance matrix is estimated using the weighted averaging of multiple priors, instead of single ones. In fact, it can be argued that the generalized multivariate shrinkage approach reduces estimation errors and uncertainty when projecting the true covariance matrix onto the line, spanned by priors joining to the sample covariance matrix. Hence, the generalized multivariate shrinkage is less subjected to sampling variation. Empirically, I use the U.S. firms to form portfolios for out-of-sample forecast. Using Ledoit and Wolf's approach as benchmark, out-of-sample portfolios constructed from the proposed method gain significant variance reductions and sizable improvement of information ratios.
Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.
How this classification was reachedexpand
Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.001 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.001 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it