{"id":"W3143777206","doi":"10.2139/ssrn.562517","title":"Financial Asset Returns, Direction-of-Change Forecasting and Volatility Dynamics","year":2003,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Volatility (finance); Finance; Financial economics; Economics; Econometrics; Business","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001199218,0.0003719532,0.0004884902,0.001109111,0.0002883878,0.002746611,0.0004200844,0.001394557,0.003421582],"category_scores_gemma":[0.01490157,0.0003137439,0.0002637151,0.001703202,0.0006233945,0.003653311,0.0004031,0.001162889,0.0005925721],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005030991,"about_ca_system_score_gemma":0.0003034573,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0047016,"about_ca_topic_score_gemma":0.00379926,"domain_scores_codex":[0.9998141,0.00005664561,0.00001194969,0.00005090839,0.00003959376,0.00002693438],"domain_scores_gemma":[0.99633,0.002458096,0.0006711428,0.0001675336,0.0002356436,0.0001376475],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0006783446,0.0002746379,0.3549477,0.0001683593,0.0002569419,0.001022923,0.0004571969,0.2686433,0.005171876,0.2012865,0.008057987,0.1590343],"study_design_scores_gemma":[0.00002423481,0.00006727048,0.09005964,0.00003018926,0.00005137609,0.000374764,0.000137818,0.7681578,0.0006187995,0.1386505,0.001786297,0.00004122512],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9195026,0.006611966,0.05782988,0.002820435,0.0002561418,0.00001895576,0.0005045581,0.0001435397,0.01231197],"genre_scores_gemma":[0.9941006,0.001548288,0.002129866,0.00004422996,0.0001366178,0.000003946932,0.0001570195,0.00001710127,0.00186223],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.0047016,"threshold_uncertainty_score":0.0114463,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03807845483674964,"score_gpt":0.22426267280142,"score_spread":0.1861842179646704,"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."}}