{"id":"W2564760643","doi":"10.5539/ijef.v9n1p78","title":"Improvement and Test of Stock Index Futures Trading Model Based on Bollinger Bands","year":2016,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Jinan University","keywords":"Futures contract; Stock index futures; Econometrics; Stock (firearms); Trading strategy; Computer science; Index (typography); Profitability index; Financial economics; Economics; Stock market index; Stock market; Finance; Geography","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":[0.002034504,0.0006104088,0.0008012013,0.0008333768,0.0005527181,0.00180326,0.001483151,0.001022617,0.002505881],"category_scores_gemma":[0.006182135,0.0003812721,0.001106523,0.000547352,0.0006864298,0.002803416,0.0008303919,0.001202377,0.0002658529],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007716336,"about_ca_system_score_gemma":0.001047478,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0132013,"about_ca_topic_score_gemma":0.003052069,"domain_scores_codex":[0.9990934,0.0003179084,0.0000751086,0.0001794135,0.0002203568,0.0001137289],"domain_scores_gemma":[0.9984403,0.0008364182,0.0002147967,0.0001274832,0.0003088889,0.00007209843],"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":[0.0001931804,0.0001109841,0.01896577,0.00008276381,0.0001000365,0.0004048976,0.0002699668,0.9246084,0.002384965,0.02942286,0.001060187,0.02239603],"study_design_scores_gemma":[0.000009552417,0.00001927738,0.0006825517,0.000002815026,0.00000893177,0.00002471992,0.00001537765,0.9964877,0.0001601412,0.002481213,0.0001000766,0.000007606067],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6783479,0.0004805238,0.3103128,0.0006077325,0.00006783788,0.0001002206,0.0002044438,0.0004164898,0.009462107],"genre_scores_gemma":[0.9886547,0.0001757496,0.009292512,0.00002820781,0.00002081209,0.00004377975,0.0001395139,0.00003170706,0.001612876],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.0132013,"threshold_uncertainty_score":0.02624893,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02064516975676874,"score_gpt":0.2126155331893627,"score_spread":0.191970363432594,"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."}}