{"id":"W3045914311","doi":"10.3390/e22080833","title":"Randomness, Informational Entropy, and Volatility Interdependencies among the Major World Markets: The Role of the COVID-19 Pandemic","year":2020,"lang":"en","type":"article","venue":"Entropy","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":48,"is_retracted":false,"has_abstract":true,"ca_institutions":"Wilfrid Laurier University; Concordia University","funders":"","keywords":"Volatility (finance); Volatility swap; Implied volatility; Volatility smile; Economics; Financial economics; Stochastic volatility; Volatility clustering; Econometrics; Autoregressive conditional heteroskedasticity","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":"codex-gemma-dda1882f352a","candidate_categories":["insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.001291505,0.000144178,0.0002778284,0.00003937091,0.0002930653,0.00009556695,0.0005153444,0.00005226892,0.0009542055],"category_scores_gemma":[0.0009798488,0.00008186236,0.0001543237,0.0002422466,0.0003489798,0.0001923393,0.0002946482,0.000289908,0.000008059208],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007284421,"about_ca_system_score_gemma":0.00004749699,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003277389,"about_ca_topic_score_gemma":0.0003581295,"domain_scores_codex":[0.9987514,0.0001130302,0.0006211311,0.0002212604,0.00009696794,0.0001962329],"domain_scores_gemma":[0.9985363,0.0004990354,0.0004520085,0.0003844243,0.0000317522,0.00009642181],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001548357,0.00001336296,0.9474012,0.00003071042,0.00005306603,1.066411e-7,0.00122163,0.000009787944,0.000008620911,0.05014204,0.0007426373,0.0002220092],"study_design_scores_gemma":[0.00119082,0.00001352998,0.5407937,0.000006099289,0.00001810653,0.000002573438,0.0004021784,0.3250119,0.000009453219,0.05312729,0.07929567,0.0001286213],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9811568,0.001543538,0.00239351,0.008328642,0.0002216227,0.0006540651,0.0003118931,0.00002747207,0.005362422],"genre_scores_gemma":[0.9979651,0.00007910423,0.00002901407,0.001544009,0.0000721661,0.00002846481,0.000009153081,0.000008178367,0.0002648186],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4066074,"threshold_uncertainty_score":0.9999591,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01906302957492785,"score_gpt":0.2139904469431154,"score_spread":0.1949274173681876,"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."}}