{"id":"W1738654981","doi":"10.1002/jae.2314","title":"EXCHANGE RATE FUNDAMENTALS, FORECASTING, AND SPECULATION: BAYESIAN MODELS IN BLACK MARKETS","year":2013,"lang":"en","type":"article","venue":"Journal of Applied Econometrics","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":10,"is_retracted":false,"has_abstract":true,"ca_institutions":"Booth University College","funders":"","keywords":"Econometrics; Random walk; Benchmark (surveying); Profitability index; Bayesian probability; Sample (material); Economics; Computer science; Speculation; Market timing; Currency; Financial economics; Statistics; Mathematics; Portfolio; Artificial intelligence; Finance","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":[0.007460347,0.0007334247,0.001367219,0.0008530429,0.000467488,0.002200561,0.001225667,0.001571848,0.002930873],"category_scores_gemma":[0.02684054,0.0005404163,0.0006174992,0.0006668665,0.001279152,0.002881102,0.0009502681,0.002052259,0.0003931205],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005673792,"about_ca_system_score_gemma":0.0008781265,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01270651,"about_ca_topic_score_gemma":0.005849336,"domain_scores_codex":[0.9992446,0.0004645748,0.00002928165,0.0001096566,0.00008069148,0.00007123742],"domain_scores_gemma":[0.9851522,0.01165664,0.001687288,0.0004913518,0.0006373301,0.0003751138],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0004473725,0.0001099294,0.019325,0.00007333047,0.000161104,0.0001832728,0.0003021987,0.843024,0.0004270552,0.1041254,0.002723065,0.02909821],"study_design_scores_gemma":[0.0000354094,0.00002553639,0.001519413,0.0000169235,0.00001828247,0.000014941,0.00002098322,0.9252195,0.00008093313,0.07272331,0.0003088715,0.00001590906],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7947114,0.001983412,0.1913457,0.004998396,0.0001187124,0.00004819744,0.0006581935,0.0003248513,0.005811128],"genre_scores_gemma":[0.9886341,0.0007359379,0.007907631,0.0001449423,0.0001202274,0.00002154353,0.0002420229,0.00002739426,0.002166193],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01270651,"threshold_uncertainty_score":0.03945452,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1383717797619299,"score_gpt":0.2141099079889006,"score_spread":0.07573812822697074,"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."}}