{"id":"W2599280913","doi":"10.17578/6-2-1","title":"Multi-Fractality in Foreign Currency Markets","year":2005,"lang":"en","type":"article","venue":"World Scientific Book Chapters","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Fractional Brownian motion; Economics; Futures contract; Independent and identically distributed random variables; Econometrics; Currency; Hurst exponent; Asset (computer security); Financial economics; Liberian dollar; Us dollar; Brownian motion; Mathematics; Monetary economics; Random variable; Statistics; Finance; Computer science","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":["insufficient_payload"],"consensus_categories":["insufficient_payload"],"category_scores_codex":[0.001216546,0.0001699327,0.0004001843,0.0007982965,0.0002044988,0.0002307356,0.000332295,0.0000399282,0.005702639],"category_scores_gemma":[0.00002962113,0.0001947811,0.0002010093,0.0007620539,0.0001517088,0.000493396,0.00009171965,0.0001389393,0.001574302],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001645172,"about_ca_system_score_gemma":0.00001392906,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003556134,"about_ca_topic_score_gemma":0.004532226,"domain_scores_codex":[0.9980283,0.00001812485,0.0007689496,0.0006897061,0.00007637282,0.0004185899],"domain_scores_gemma":[0.9989715,0.00002564731,0.0002753504,0.0005786858,0.0000288068,0.0001199836],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00007298592,0.0009197221,0.2766281,0.0001307064,0.0002040733,0.00002996811,0.003618115,0.000709508,0.0002496467,0.6291469,0.05483663,0.03345358],"study_design_scores_gemma":[0.0004692679,0.000006005375,0.03389893,0.00002550996,0.000003977252,0.000001389979,0.00008427217,0.03153519,0.00001891928,0.001894712,0.9317693,0.0002925544],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.3210215,0.01933363,0.004323886,0.003677696,0.003482476,0.001150352,0.0003937634,0.0002168421,0.6463999],"genre_scores_gemma":[0.9084953,0.00001739601,0.001017597,0.0001664044,0.00007748406,0.00001970653,0.00001814158,0.00001500294,0.09017294],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8769326,"threshold_uncertainty_score":0.9992031,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04262970803899202,"score_gpt":0.232386506651737,"score_spread":0.189756798612745,"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."}}