{"id":"W3121274764","doi":"10.5167/uzh-235749","title":"Crash of '87 - Was it expected?: Aggregate market fears and long-range dependence","year":2010,"lang":"en","type":"preprint","venue":"Zurich Open Repository and Archive (University of Zurich)","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":14,"is_retracted":false,"has_abstract":false,"ca_institutions":"Lakehead University; Simon Fraser University","funders":"","keywords":"Skewness; Crash; Econometrics; Range (aeronautics); Economics; Principle of maximum entropy; Aggregate (composite); Gaussian; Entropy (arrow of time); Financial economics; Actuarial science; Statistics; Computer science; Mathematics; Engineering; Physics","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":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.001401823,0.0003345493,0.001010783,0.0003169125,0.0003586726,0.0001403527,0.001116836,0.0003546596,0.0003280763],"category_scores_gemma":[0.00009381225,0.0004435265,0.0001714429,0.0001533104,0.000524291,0.0003574154,0.003201607,0.0007685978,0.0000036151],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003883413,"about_ca_system_score_gemma":0.00008457965,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003543275,"about_ca_topic_score_gemma":0.0009988571,"domain_scores_codex":[0.9978067,0.0002386945,0.0005538616,0.0009982606,0.0001045204,0.0002979359],"domain_scores_gemma":[0.997217,0.0004077191,0.00124307,0.000816852,0.00009636731,0.0002189801],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00060088,0.0004131007,0.9800868,0.001351191,0.0005539875,0.0002495549,0.003996917,0.0000194068,0.0003565756,0.006423668,0.004103858,0.001844044],"study_design_scores_gemma":[0.001173381,0.0001927433,0.9431976,0.0004008151,0.0001168122,0.00004961414,0.0005860981,0.01546702,0.00003846295,0.03232676,0.005633928,0.0008167846],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9229363,0.00121973,0.00480398,0.0002537603,0.0003815459,0.0007100295,0.0007769274,0.0000209142,0.06889679],"genre_scores_gemma":[0.9838153,0.00199431,0.007477927,0.0000226806,0.00004378674,0.000002413832,0.00004789874,0.00002708372,0.006568636],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.06232815,"threshold_uncertainty_score":0.9998016,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01759766726272615,"score_gpt":0.2041129188159847,"score_spread":0.1865152515532585,"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."}}