{"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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.001323683,0.0003058832,0.0008332795,0.0002922868,0.0002746862,0.0003801652,0.0009146329,0.00003266659,0.0009209005],"category_scores_gemma":[0.00003714958,0.0003121217,0.0001481471,0.00029014,0.00004473389,0.0003411852,0.0005851364,0.00008992049,0.0002943498],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001851948,"about_ca_system_score_gemma":0.000008496915,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.009423756,"about_ca_topic_score_gemma":0.0002686002,"domain_scores_codex":[0.9971464,0.00005822707,0.001124924,0.001050171,0.0001145883,0.0005056444],"domain_scores_gemma":[0.997561,0.0001242196,0.0004923656,0.00160286,0.00009765979,0.0001218454],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002237092,0.003637202,0.2136391,0.001877242,0.007315843,0.00005902909,0.007504031,0.01873105,0.000002470434,0.3069844,0.4288379,0.01118805],"study_design_scores_gemma":[0.001037182,0.0001999848,0.006594369,0.00002702546,0.00005650988,0.000001689447,0.006819299,0.8095303,3.480872e-7,0.005343268,0.1700197,0.0003703086],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6349484,0.008436643,0.2504625,0.002487715,0.003080298,0.03391108,0.00549004,0.0004458548,0.06073747],"genre_scores_gemma":[0.9895152,0.00002305409,0.001029153,0.00005770343,0.0001632756,0.001200152,0.0004916409,0.00002886586,0.007490978],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7907992,"threshold_uncertainty_score":0.9999924,"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."}}