{"id":"W2111681941","doi":"10.1002/fut.20528","title":"A random walk down the options market","year":2011,"lang":"en","type":"article","venue":"Journal of Futures Markets","topic":"Capital Investment and Risk Analysis","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"York University","funders":"","keywords":"Random walk; Econometrics; Martingale (probability theory); Random walk hypothesis; Autocorrelation; Autoregressive model; Mathematics; Martingale difference sequence; Variance (accounting); Economics; Efficient-market hypothesis; Statistics; 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":"codex-gemma-dda1882f352a","candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.001360623,0.000115432,0.0003500609,0.0002549457,0.0001608676,0.00006315687,0.0003433928,0.00005770271,0.005695794],"category_scores_gemma":[0.0001247932,0.00007413742,0.0004673988,0.0002093702,0.00006889275,0.0002657982,0.00003836738,0.0002256983,0.00008297892],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003748497,"about_ca_system_score_gemma":0.0000159167,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00005325141,"about_ca_topic_score_gemma":0.00002381341,"domain_scores_codex":[0.9989247,0.00005337325,0.0006681665,0.0001166065,0.00006374605,0.0001733846],"domain_scores_gemma":[0.9988658,0.00009008328,0.0006669917,0.0002274974,0.00005937962,0.0000902691],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"observational","study_design_scores_codex":[0.001974083,0.0006203652,0.03059158,0.0000345912,0.001995794,0.000123216,0.004297262,0.00002314555,0.00003489765,0.3310979,0.6232676,0.005939572],"study_design_scores_gemma":[0.002550161,0.0001728998,0.5794253,0.00003163105,0.000175192,0.0001440099,0.0007334944,0.0006238193,0.00006255359,0.09394444,0.3218105,0.0003260231],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5929907,0.09789165,0.0003845018,0.0035933,0.003110692,0.0002526188,0.00006136736,0.00002098625,0.3016942],"genre_scores_gemma":[0.9696279,0.02130691,0.001247249,0.0005669619,0.0007418497,0.000008232531,0.000001743996,0.00001805725,0.006481098],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.5488337,"threshold_uncertainty_score":0.9952132,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02664214165191886,"score_gpt":0.2015298371880359,"score_spread":0.174887695536117,"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."}}