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2020· paratext· en· W4231811232 on OpenAlexaboutno aff

Bibliographic record

VenueAdvances in Pacific Basin business, economics and finance · 2020
Typeparatext
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsIndex (typography)Computer scienceWorld Wide Web

Abstract

fetched live from OpenAlex

performance, 123-124 Adjusted return (AR), 135 Artificial intelligence (AI) method, 24-25 Artificial neural network (ANN) model, 28-30 artificial intelligence (AI) method, 24-25 in-sample performance, 39-44 model specification, 38 out-of-sample risk forecast, 44-49 ASEAN Economic Community (AEC), 150-151 Asset pricing, 67 Autoregressive conditional heteroscedastic (ARCH), 27-28 Autoregressive moving average, generalized autoregressive conditional heteroscedasticity (ARMA-GARCH) model artificial neural network (ANN) model, 25, 27-28, 46-49 in-sample performance, 39 root-mean-squared-error (RMSE), 39 samples, 32-33 The Basel Committee on Banking Supervision, 2019, 26 Bid-ask spreads, 3-4 Black box hypothesis, 202 Black-Scholes option pricing formula, 53 Bloomberg Barclays US Aggregate Bond Index, 31 Body mass index (BMI), 182 Bond analysis, 67 Bond momentum, 71 excess returns, 90-91 liquidity, 66, 87-88 longer holding periods, 76 rating, 73-74 subperiods, 84-86 Trading Reporting and Compliance Engine (TRACE), 75 Buy-and-hold returns (BHR), 134-135 Capital structure theories pecking order theory (POT), 151-152 trade-off theory (TOT), 151 Cash holdings, 104 Category-based thinking, 3 China stock market and Accounting Research (CSMAR), 8, 11-12 Chinese economy, 201 Christoffersen's test, 35 Closed-form option pricing formula model setting, 55-56 moment generating function, 57-58 option pricing formula, 56-60 Component-driven regime switching (CDRS) models, 54-55, 61-62 Computable general equilibrium (CGE), 215 Constant Difference of Elasticities (CDE), 216 Constant elasticity of substitution (CES), 216 Controlling shareholders corporate governance, 107-109 firm attributes, 105-107 market condition, 107

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 machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.006
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Not applicable · Consensus signal: Not applicable
GenreCandidate signal: Other · Consensus signal: Other
Teacher disagreement score0.277
Threshold uncertainty score0.000

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.006
Meta-epidemiology (narrow)0.0020.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0050.008
Science and technology studies0.0020.001
Scholarly communication0.0110.007
Open science0.0020.004
Research integrity0.0030.002
Insufficient payload (model declined to judge)0.7230.759

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 head0.043
GPT teacher head0.327
Teacher spread0.284 · 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

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

Study designNot applicable
Domainnot available
GenreOther

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".

Quick stats

Citations0
Published2020
Admission routes1
Has abstractyes

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