Triple

T4329463
Position Surface form Disambiguated ID Type / Status
Subject Eugene Fama E96712 entity
Predicate knownFor P22 FINISHED
Object Fama–French three-factor model
The Fama–French three-factor model is a widely used asset pricing framework that extends the traditional CAPM by explaining stock returns through market risk, company size, and value factors.
E431728 NE FINISHED

How this triple was built (4 steps)

Every LLM step that produced this triple, in pipeline order — named-entity classification, the disambiguation choices (the exact options shown, with the pick highlighted), and the generated description. The batch + timestamp of each is in the Provenance table below.

NER Named-entity recognition gpt-5-mini
Instruction
Given a phrase, classify it is english named entity (e.g., persons, organizations, works of art) in Latin script, or not (e.g., literals, dates, URLs, verbose phrases). For disambiguation, the statement where the phrase occurs as object is also given. Please return a JSON object with `phrase` (string, the phrase being analyzed) and `is_ne` (boolean, indicating whether the phrase is a Named Entity).
Input
Phrase: Fama–French three-factor model | Statement: [Eugene Fama, knownFor, Fama–French three-factor model]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07
Target entity: Fama–French three-factor model
Context triple: [Eugene Fama, knownFor, Fama–French three-factor model]
  • A. Frisch–Waugh–Lovell theorem
    The Frisch–Waugh–Lovell theorem is a fundamental result in econometrics that shows how the coefficients of a multiple linear regression can be obtained by first partialling out (regressing out) other explanatory variables.
  • B. Black–Scholes model
    The Black–Scholes model is a fundamental mathematical framework in financial economics for pricing options and other derivatives by modeling asset prices as stochastic processes.
  • C. Markowitz
    Markowitz is a locality in what is now Poland that is historically notable as the birthplace of the classical philologist Ulrich von Wilamowitz-Moellendorff.
  • D. Fisher separation theorem
    The Fisher separation theorem is a foundational result in financial economics stating that a firm's investment decision can be made independently of its owners' consumption preferences, focusing solely on maximizing the present value of the firm.
  • E. The Theory of Corporate Finance
    The Theory of Corporate Finance is a comprehensive textbook by economist Jean Tirole that systematically develops modern corporate finance theory using tools from contract theory and information economics.
  • F. None of above. chosen
  • G. Unsure - the case is ambiguous/there is not enough information to decide.
NEDg Description generation gpt-5.1
Instruction
Generate a one-sentence description of the target entity. 
You are given a context triple in the form (subject, predicate, object), where the object is the target entity. 
# Instructions
Use the triple to infer relevant information about the entity. Describe the entity based on what is most defining, well-known. 
Avoid repeating the information from the triple, unless really essential.
# Response Format
Return only the sentence: "Description: [one-sentence description of the target entity]"
Input
Entity: Fama–French three-factor model
Triple: [Eugene Fama, knownFor, Fama–French three-factor model]
Generated description
The Fama–French three-factor model is a widely used asset pricing framework that extends the traditional CAPM by explaining stock returns through market risk, company size, and value factors.
NED2 Entity disambiguation (via description) gpt-5-mini-2025-08-07
Target entity: Fama–French three-factor model
Target entity description: The Fama–French three-factor model is a widely used asset pricing framework that extends the traditional CAPM by explaining stock returns through market risk, company size, and value factors.
  • A. Frisch–Waugh–Lovell theorem
    The Frisch–Waugh–Lovell theorem is a fundamental result in econometrics that shows how the coefficients of a multiple linear regression can be obtained by first partialling out (regressing out) other explanatory variables.
  • B. Black–Scholes model
    The Black–Scholes model is a fundamental mathematical framework in financial economics for pricing options and other derivatives by modeling asset prices as stochastic processes.
  • C. Markowitz
    Markowitz is a locality in what is now Poland that is historically notable as the birthplace of the classical philologist Ulrich von Wilamowitz-Moellendorff.
  • D. Fisher separation theorem
    The Fisher separation theorem is a foundational result in financial economics stating that a firm's investment decision can be made independently of its owners' consumption preferences, focusing solely on maximizing the present value of the firm.
  • E. The Theory of Corporate Finance
    The Theory of Corporate Finance is a comprehensive textbook by economist Jean Tirole that systematically develops modern corporate finance theory using tools from contract theory and information economics.
  • F. None of above. chosen

Provenance (5 batches)

The batch behind each pipeline step, in order, with when it ran. Timestamps are batch-level — stages were processed in waves, so the object chain (NER → NED1 → NEDg → NED2) reads in order, but predicate / elicitation batches can sit in a different wave.

Step Stage Batch ID Status When
creating Elicitation batch_69b34542fd908190b11b08faad8decfd completed March 12, 2026, 10:59 p.m.
NER Named-entity recognition batch_69b3513545fc81909e29de7eae1829f7 completed March 12, 2026, 11:50 p.m.
NED1 Entity disambiguation (via context triple) batch_69b5d09bf304819084fc1b9162c8b48a completed March 14, 2026, 9:18 p.m.
NEDg Description generation batch_69b5d48a56f881909cc75f45d87c8151 completed March 14, 2026, 9:35 p.m.
NED2 Entity disambiguation (via description) batch_69b5d4f99ff08190957b46cd84954f79 completed March 14, 2026, 9:36 p.m.
Created at: March 12, 2026, 11:13 p.m.