{"id":"W2050972154","doi":"10.5539/ibr.v5n5p8","title":"Could Investors’ Expectations Explain Temporal Variations in Hurst’s Exponent, Loci of Multifractal Spectra, and Statistical Prediction Errors? The Case of the S&amp;P 500 Index","year":2012,"lang":"en","type":"article","venue":"International Business Research","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université Laval","funders":"","keywords":"Multifractal system; Hurst exponent; Statistical physics; Attractor; Mathematics; Econometrics; Index (typography); Invariant (physics); Formalism (music); Statistics; Fractal; Economics; Physics; Mathematical analysis; Computer science; Mathematical physics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0009934767,0.000082916,0.000196054,0.0004283979,0.0001584463,0.00004554879,0.0002302201,0.00005888673,0.0005474751],"category_scores_gemma":[0.0007669873,0.00006547441,0.00005088554,0.0007462705,0.0002708021,0.0002920237,0.0001428675,0.0002212004,0.00001531484],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001287631,"about_ca_system_score_gemma":0.00004354955,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01871584,"about_ca_topic_score_gemma":0.005279634,"domain_scores_codex":[0.9987462,0.0001024596,0.000604515,0.0001814126,0.0001685176,0.0001969198],"domain_scores_gemma":[0.9988403,0.0003156688,0.0002490141,0.0002528436,0.0002936632,0.00004845316],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00002863109,0.000244599,0.8476242,0.000029655,0.00009002419,0.00000461027,0.003018926,0.0002037888,0.00008508538,0.1478825,0.0005399422,0.0002480139],"study_design_scores_gemma":[0.0003754368,0.0000123692,0.974408,0.00002218424,0.000006744979,0.00003510912,0.002545606,0.01353177,0.00002058692,0.006448686,0.002515452,0.00007803594],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9852366,0.0003909928,0.009482739,0.002401163,0.0003228829,0.0002769132,0.0006923383,0.000005407981,0.001190908],"genre_scores_gemma":[0.9991388,0.00002552337,0.0003075573,0.000007739211,0.0001273501,0.00005216314,0.0000597675,0.00001026602,0.0002707879],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1414338,"threshold_uncertainty_score":0.9878186,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1109680883925221,"score_gpt":0.3373003381083689,"score_spread":0.2263322497158468,"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."}}