{"id":"W1510842273","doi":"10.2139/ssrn.1679679","title":"The Volatility Forecasting of Tehran &amp; International Stock Exchanges","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Stock Market Forecasting Methods","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Saskatchewan","funders":"","keywords":"Volatility (finance); Stock (firearms); Financial economics; Economics; Econometrics; Business; Monetary economics; Geography","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008999535,0.0004125082,0.0003499179,0.001639897,0.0002542475,0.001162707,0.0003339582,0.0003771628,0.001297046],"category_scores_gemma":[0.003022818,0.0001419224,0.0003440393,0.001229485,0.0001148747,0.0007539141,0.000261732,0.0004698781,0.0003208334],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005064203,"about_ca_system_score_gemma":0.0005753801,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006411881,"about_ca_topic_score_gemma":0.005379917,"domain_scores_codex":[0.9997428,0.0000469127,0.000022738,0.00004990727,0.0001116327,0.0000259169],"domain_scores_gemma":[0.9994886,0.0001584622,0.0001043417,0.00005148037,0.0001600222,0.00003703214],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0006193427,0.0002262565,0.4067135,0.0001269825,0.0004243292,0.0006495343,0.0001969026,0.2110817,0.004962911,0.01706133,0.01875028,0.3391869],"study_design_scores_gemma":[0.00002952626,0.00007107531,0.10538,0.00002575022,0.0001055175,0.0001394389,0.00008029201,0.8808923,0.004277161,0.004381963,0.004594726,0.00002239613],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9675721,0.001531723,0.01845524,0.0007975232,0.0002496923,0.00002877977,0.001675306,0.0002043127,0.009485307],"genre_scores_gemma":[0.993264,0.0003278332,0.003626433,0.00001361614,0.00006673623,0.000008019915,0.001001519,0.00001009986,0.001681705],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006411881,"threshold_uncertainty_score":0.01274914,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1071247997570508,"score_gpt":0.3998725450364433,"score_spread":0.2927477452793926,"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."}}