{"id":"W2012733247","doi":"10.3968/j.ibm.1923842820110302.155","title":"Mixed Fractional Brownian Motion, Short and Long-Term Dependence and Economic Conditions: The Case of the S&P-500 Index","year":2011,"lang":"en","type":"article","venue":"International Business Management","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université Laval","funders":"","keywords":"Fractional Brownian motion; Hurst exponent; Mathematics; Statistical physics; Index (typography); Brownian motion; Term (time); Covariance; Self-similarity; Econometrics; Zero (linguistics); Gaussian; Economics; Mathematical physics; Statistics; Physics; Computer science; Quantum mechanics","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":[0.001418512,0.0005013401,0.0006513741,0.001167466,0.0008261726,0.002417611,0.0006546857,0.002097339,0.002225173],"category_scores_gemma":[0.006017949,0.0002775614,0.0007036073,0.0009092998,0.002990659,0.003260507,0.001250671,0.001621852,0.0001913691],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001030832,"about_ca_system_score_gemma":0.0006545634,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006386272,"about_ca_topic_score_gemma":0.003400501,"domain_scores_codex":[0.999696,0.00009902063,0.00001755822,0.00005488931,0.00005932855,0.00007322844],"domain_scores_gemma":[0.9975994,0.001145955,0.0006607839,0.0001469166,0.0001865288,0.0002605295],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00007009149,0.00005281749,0.009213345,0.00004670315,0.00005325652,0.001493319,0.0002702937,0.03237981,0.0009983366,0.9480369,0.001077945,0.006307242],"study_design_scores_gemma":[0.00002781783,0.00006770446,0.009345809,0.00002819641,0.00004412391,0.0006972737,0.0003358469,0.3171956,0.0003239547,0.6700088,0.001863114,0.00006177703],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.833425,0.004478573,0.126476,0.006404541,0.0001982695,0.00004163547,0.0002143052,0.00007921402,0.02868247],"genre_scores_gemma":[0.9949785,0.0006221563,0.002194963,0.00006422421,0.0001147568,0.00001226767,0.00003276562,0.000006640825,0.001973644],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006386272,"threshold_uncertainty_score":0.01269823,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0377922222391826,"score_gpt":0.2273564204271556,"score_spread":0.189564198187973,"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."}}