{"id":"W1489639443","doi":"","title":"WAVELET TEST OF MULTIFRACTALITY OF ASIA-PACIFIC INDEX PRICE SERIES","year":2006,"lang":"en","type":"article","venue":"Asian Academy of Management Journal of Accounting and Finance","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Lethbridge","funders":"","keywords":"Multifractal system; Volatility (finance); Econometrics; Wavelet; Composite index; Scaling; Series (stratigraphy); Futures contract; Mathematics; Wavelet transform; Index (typography); Economics; Statistical physics; Statistics; Financial economics; Computer science; Mathematical analysis; Fractal; Geology; Physics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001038914,0.0001576685,0.0007989904,0.000411896,0.00006308738,0.0000288258,0.000300231,0.00009513965,0.00004108798],"category_scores_gemma":[0.00005813212,0.0001645104,0.0002015172,0.0004643261,0.0001767474,0.0004583473,0.00009821735,0.000192054,0.000002812518],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002374349,"about_ca_system_score_gemma":0.00000739824,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001420028,"about_ca_topic_score_gemma":0.000003986891,"domain_scores_codex":[0.9977015,0.0000138697,0.001742514,0.0002115707,0.0001269411,0.0002035633],"domain_scores_gemma":[0.9961068,0.00004775354,0.003588628,0.0001522102,0.00008262249,0.00002200545],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001503431,0.000529871,0.5448444,0.001534088,0.0005652904,0.000009454689,0.0003963468,0.0004191452,0.0002811217,0.4289761,0.002059889,0.020234],"study_design_scores_gemma":[0.0008372117,0.0001296824,0.9090406,0.0003013386,0.00006105365,0.00002166889,0.0007386301,0.0008740023,0.0005373616,0.02958074,0.0576361,0.0002416459],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9268798,0.005615296,0.001681483,0.002209106,0.0001467948,0.0002520207,0.0001186516,0.000009526862,0.06308728],"genre_scores_gemma":[0.9953392,0.001000551,0.002421924,0.00001220699,0.0000703611,0.000001391533,0.000001427355,0.00001293675,0.001139962],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.3993953,"threshold_uncertainty_score":0.6708542,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01164245500582007,"score_gpt":0.2061425179845213,"score_spread":0.1945000629787012,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}