{"id":"W2155263147","doi":"10.1093/jjfinec/nbu007","title":"Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?","year":2014,"lang":"en","type":"article","venue":"Journal of Financial Econometrics","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":96,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Guelph","funders":"","keywords":"Random walk; Sample (material); History; Library science; Statistics; Computer science; Mathematics","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006674715,0.0009212598,0.001325505,0.0005587874,0.000488381,0.001609483,0.00074293,0.001182867,0.00100142],"category_scores_gemma":[0.04761288,0.0005430122,0.0004220011,0.0005499555,0.0009898536,0.005239885,0.0009629829,0.002443645,0.0003993827],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002881462,"about_ca_system_score_gemma":0.000631299,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003361495,"about_ca_topic_score_gemma":0.003574625,"domain_scores_codex":[0.9990069,0.000561233,0.0000416711,0.0002108702,0.0001075153,0.00007176729],"domain_scores_gemma":[0.9741354,0.02144966,0.001765701,0.001591661,0.0007536531,0.000303948],"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":[0.001240707,0.0001821431,0.1831949,0.0001660041,0.000520101,0.0006433826,0.0006298957,0.5698996,0.001343759,0.05705011,0.006288216,0.1788412],"study_design_scores_gemma":[0.00005260787,0.0001135424,0.01240298,0.00004218965,0.00004596419,0.00009072365,0.00009282552,0.9259115,0.0008507518,0.05962332,0.0007365732,0.00003702051],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6641302,0.001659145,0.3234486,0.005071371,0.0002731104,0.00004301888,0.0002790853,0.0006727156,0.004422685],"genre_scores_gemma":[0.9860398,0.0005221878,0.01182175,0.0003088692,0.0002186999,0.00001408122,0.0002640148,0.00007253874,0.0007381103],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006674715,"threshold_uncertainty_score":0.03529972,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1005433028385905,"score_gpt":0.2435961930502674,"score_spread":0.1430528902116769,"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."}}