{"id":"W2023765880","doi":"10.1142/s0218127408020525","title":"DETRENDED FLUCTUATION ANALYSIS OF THE US STOCK MARKET","year":2008,"lang":"en","type":"article","venue":"International Journal of Bifurcation and Chaos","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":24,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Calgary","funders":"","keywords":"Random walk; Detrended fluctuation analysis; Econometrics; Stock market; Stock (firearms); Economics; Econophysics; Financial market; Brownian motion; Mathematics; Financial economics; Statistical physics; Statistics; Physics; Finance; 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":[0.0004457582,0.0002753492,0.0002517749,0.001490736,0.0001496078,0.0005103623,0.0002472786,0.00020001,0.0007816465],"category_scores_gemma":[0.003399577,0.00009443046,0.0003071797,0.0008124994,0.0001917168,0.0006926288,0.0002810835,0.0003742053,0.0001092092],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002625645,"about_ca_system_score_gemma":0.0001296213,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00177678,"about_ca_topic_score_gemma":0.001061561,"domain_scores_codex":[0.9998121,0.00004900258,0.00001609015,0.00003560661,0.00007026958,0.00001689828],"domain_scores_gemma":[0.9993554,0.0002468922,0.000108301,0.0001014028,0.0001459485,0.00004206502],"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":[0.0008856059,0.0004021143,0.1813285,0.0002330289,0.0005027163,0.00240628,0.00055713,0.3984929,0.07061637,0.05898007,0.004890554,0.2807048],"study_design_scores_gemma":[0.000006920652,0.00005696344,0.08412237,0.000007445416,0.00002326914,0.0001763581,0.00003916209,0.9023303,0.004415776,0.007658167,0.001137166,0.0000260326],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9383774,0.0004273767,0.0578462,0.0001961052,0.00006575935,0.00002009732,0.000513915,0.0001859176,0.002367271],"genre_scores_gemma":[0.994213,0.0001124681,0.004794769,0.00001907462,0.00002295654,0.000007388034,0.0003854331,0.00001153841,0.0004331785],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.00177678,"threshold_uncertainty_score":0.003532827,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02596260146127568,"score_gpt":0.2256160610168212,"score_spread":0.1996534595555455,"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."}}