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Record W3147270510

DINAMIČKO TEMPIRANJE TRŽIŠTA INVESTICIJSKIH FONDOVA U HRVATSKOJ: PRISTUP POMIČNE REGRESIJE

2019· article· hr· W3147270510 on OpenAlex
Ana Škrlec, Tihana Škrinjarić

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

VenueUniversity of Zagreb University Computing Centre (SRCE) · 2019
Typearticle
Languagehr
FieldEconomics, Econometrics and Finance
TopicRegional Development and Management Studies
Canadian institutionsPricewaterhouseCoopers (Canada)
Fundersnot available
KeywordsPhysicsEconomicsPolitical science
DOInot available

Abstract

fetched live from OpenAlex

Investors in stock markets have to continuously re-evaluate their investment strategies due to on-going changes on the markets.Thus, investors are able to achieve their goals more quickly.This paper, for the first time in Croatia, analyses mutual funds from a geographical aspect of funds' investments with a dynamic approach of estimating a market timing model.Therefore, the defensiveness/aggressiveness of a fund, as well as good/bad market timing over time is observed.The results of the analysis on 16 Croatian funds (for different time spans, due to data availability) indicate that parameters in market timing models do change over time.This means that the dynamic approach should be taken when evaluating mutual fund performance and market timing.At the end of the analysis a general guidance is given for potential investors as well as suggestions how to adjust their investment strategies.

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)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesInsufficient payload (model declined to judge)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Qualitative · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.375
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.000
Scholarly communication0.0000.001
Open science0.0010.002
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.001

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 head0.015
GPT teacher head0.155
Teacher spread0.140 · 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