{"id":"W2133839369","doi":"","title":"Hybrid systems for Brent volatility data forecasting: A comparative study","year":2013,"lang":"en","type":"article","venue":"Uncertain Supply Chain Management","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Volatility (finance); Computer science; Econometrics; Economics","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":[0.001824651,0.0005426115,0.0006304711,0.001245264,0.0003397945,0.002393403,0.0006290675,0.0007372452,0.002644307],"category_scores_gemma":[0.007491496,0.0002430592,0.0004673374,0.001320068,0.0002791183,0.001767074,0.0005432811,0.0006247846,0.0004333247],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006528827,"about_ca_system_score_gemma":0.0003977061,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00518734,"about_ca_topic_score_gemma":0.002518697,"domain_scores_codex":[0.9992724,0.0002851577,0.00005230424,0.0001183617,0.0002269342,0.00004486538],"domain_scores_gemma":[0.9940562,0.004498909,0.000295544,0.0003063444,0.000761734,0.00008124847],"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":[0.0009139664,0.0001765652,0.01182581,0.0002936216,0.0003088073,0.0001829637,0.0003191586,0.6442765,0.002992805,0.01167628,0.002061551,0.324972],"study_design_scores_gemma":[0.00001741902,0.0001520413,0.002788806,0.00002380162,0.00004913046,0.00004314971,0.00007763511,0.9913731,0.001012687,0.00327844,0.001161137,0.00002261027],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5637856,0.008893514,0.4039192,0.001248638,0.0004504938,0.0001292037,0.0005393284,0.001088121,0.01994596],"genre_scores_gemma":[0.978617,0.001171433,0.01875146,0.00004265157,0.00007816692,0.00001745005,0.0001834441,0.00005229593,0.001086052],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.00518734,"threshold_uncertainty_score":0.01031429,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1301564844854528,"score_gpt":0.2745755667664647,"score_spread":0.1444190822810119,"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."}}