MétaCan
Menu
Back to cohort
Record W2329825051 · doi:10.3905/jpm.2004.125

Trends in Quantitative Asset Management in Europe

2004· article· en· W2329825051 on OpenAlex

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.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueThe Journal of Portfolio Management · 2004
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsIntertek (Canada)
Fundersnot available
KeywordsAsset managementAsset (computer security)Risk managementBusinessFinancial marketValue (mathematics)EconomicsFinancial economicsActuarial scienceFinanceComputer science

Abstract

fetched live from OpenAlex

This study of the use of financial modeling at European asset management firms is based on interviews at asset management firms in the Benelux countries, France, Germany, Italy, the Scandinavian countries, Switzerland, and the United Kingdom. Since the fall of the market from its peak in March 2000, there have been six major changes: 1) we have seen a sharp increase in the use of modeling and quantitative techniques; 2) the performance of models has improved, and market participants now have a better understanding of models and their limits; 3) there is a growing use of multiple models and of methods to handle them; 4) there is increased use of value-based models and of factors that measure market sentiment; 5) risk management has assumed a greater role, as the handling of extreme events has gained importance; and 6) uncertainty as to the macrotrends in financial markets remains high.

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.

Full frame distilled prediction

Teacher imitation

Not 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.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.760
Threshold uncertainty score0.441

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

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.

Opus teacher head0.047
GPT teacher head0.275
Teacher spread0.228 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it