{"id":"W3088566798","doi":"10.5430/ijfr.v11n5p13","title":"Subjective/ Behavioural Factors Influence the PSI 20 and IBEX 35","year":2020,"lang":"en","type":"article","venue":"International Journal of Financial Research","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Fundação para a Ciência e a Tecnologia","keywords":"Volatility (finance); Economics; Market sentiment; Econometrics; Financial economics; Conditional variance; Portfolio; Monetary economics; Autoregressive conditional heteroskedasticity","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":[0.0008821851,0.0001959325,0.0002745758,0.001053224,0.0001535871,0.00170282,0.0001698327,0.0003370327,0.002028758],"category_scores_gemma":[0.004233324,0.00007838944,0.0002653955,0.0008997135,0.0001998383,0.0004400183,0.0005385384,0.0004208076,0.000444911],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005263765,"about_ca_system_score_gemma":0.0002042275,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003667324,"about_ca_topic_score_gemma":0.002860054,"domain_scores_codex":[0.9995825,0.00004720549,0.00005412048,0.00006271903,0.0001840344,0.00006951507],"domain_scores_gemma":[0.9971922,0.0005972167,0.00150264,0.000123701,0.0003556398,0.0002285915],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0002829304,0.0000632339,0.9741731,0.0000606332,0.0001249549,0.0002439701,0.0004488222,0.001532105,0.001445775,0.002095384,0.001623932,0.01790513],"study_design_scores_gemma":[0.00000220328,0.00004949587,0.9953889,0.00001763835,0.00001215866,0.00007588683,0.0002763089,0.001186347,0.0002976594,0.0002315721,0.002453843,0.000007802109],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9870613,0.0003110644,0.000505508,0.0001240352,0.00003020224,0.00001740075,0.00147299,0.00002212566,0.0104553],"genre_scores_gemma":[0.9965903,0.0001433136,0.0001682202,0.00001686006,0.00002566499,0.000007357043,0.001862676,0.000005752787,0.00117986],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003667324,"threshold_uncertainty_score":0.007291973,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1131197059161418,"score_gpt":0.3397950319581191,"score_spread":0.2266753260419773,"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."}}