{"id":"W1783386562","doi":"10.2139/ssrn.531022","title":"Analysis of Dependencies in Low Frequency Financial Data Sets","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Data mining; Business; Econometrics; Computer science; Mathematics","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":[0.004737315,0.0004308484,0.000670664,0.00368922,0.0005860885,0.001176647,0.0007461399,0.0007218152,0.001356117],"category_scores_gemma":[0.03997798,0.0005022048,0.0007688466,0.002340022,0.000561505,0.001814065,0.0008005961,0.001197768,0.0002925388],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000651221,"about_ca_system_score_gemma":0.0006291646,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002257659,"about_ca_topic_score_gemma":0.002749113,"domain_scores_codex":[0.9977449,0.0009369374,0.0001927371,0.0004022411,0.0005324009,0.0001908898],"domain_scores_gemma":[0.9265733,0.06554521,0.002922147,0.002825282,0.00163592,0.0004981273],"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":[0.001066531,0.0006173827,0.3319886,0.0006625426,0.0008993353,0.002274091,0.0009201828,0.3967791,0.01235027,0.03675923,0.006906688,0.2087761],"study_design_scores_gemma":[0.00001921191,0.00008122845,0.07402519,0.00003728427,0.00008987955,0.0003499159,0.0001243431,0.8984066,0.001629538,0.02407475,0.001136369,0.00002562896],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.841769,0.0008401741,0.1529488,0.0006053568,0.0000389677,0.00005382586,0.002179275,0.0004091313,0.001155489],"genre_scores_gemma":[0.9775564,0.0003403122,0.01818555,0.00003850864,0.00007034107,0.00005273248,0.00324296,0.00006111139,0.0004520312],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004737315,"threshold_uncertainty_score":0.02505362,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02548378079075339,"score_gpt":0.2295039760010046,"score_spread":0.2040201952102512,"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."}}