{"id":"W2120617622","doi":"10.5539/ijef.v6n12p15","title":"A Study on the Prediction of Realized Volatility of KOSPI 200 Index Option: Pre & Post the Global Financial Crisis","year":2014,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Implied volatility; Volatility (finance); Volatility smile; Financial crisis; Economics; Volatility swap; Financial economics; Forward volatility; Volatility risk premium; Variance swap; Stochastic volatility; Econometrics; Macroeconomics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006297451,0.0002963891,0.0001920991,0.0005290348,0.0002394893,0.0007658529,0.0002811117,0.0004622674,0.0005247574],"category_scores_gemma":[0.002475775,0.0001198692,0.0003286691,0.000597599,0.0001711329,0.0007541638,0.0002584838,0.0008818641,0.0001802972],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003835321,"about_ca_system_score_gemma":0.0005519868,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007334153,"about_ca_topic_score_gemma":0.006899678,"domain_scores_codex":[0.9996587,0.00005591171,0.00002528391,0.000069611,0.0001205334,0.00006999631],"domain_scores_gemma":[0.9987716,0.0004398525,0.0003223376,0.0000460779,0.0002635451,0.0001567041],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002055467,0.0003418372,0.9690143,0.00003560115,0.00005852791,0.0008556427,0.0007990648,0.00336444,0.001400404,0.0006801225,0.0009276468,0.02231694],"study_design_scores_gemma":[0.000005564194,0.0002477734,0.9801953,0.00001654518,0.00003132557,0.000134843,0.0009015005,0.01690546,0.0006373117,0.0002262952,0.0006819201,0.00001603889],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9987102,0.00008287448,0.0001699508,0.0001081644,0.000008713392,0.000004988452,0.00008589669,0.000003548939,0.0008257324],"genre_scores_gemma":[0.9992741,0.0001043636,0.00009170596,0.00001587467,0.00001009815,0.000004104887,0.0002005531,0.000001905143,0.0002973226],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007334153,"threshold_uncertainty_score":0.01458293,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03591891261294244,"score_gpt":0.255889919028318,"score_spread":0.2199710064153755,"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."}}