{"id":"W3200521286","doi":"10.1108/ijhma-06-2021-0068","title":"A multifractal detrended fluctuation analysis of housing market: a role of financial crises in developed economies","year":2021,"lang":"en","type":"article","venue":"International Journal of Housing Markets and Analysis","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":9,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Detrended fluctuation analysis; Hurst exponent; Economics; Econometrics; Efficient-market hypothesis; Financial crisis; Sample (material); House price; Multifractal system; Autoregressive fractionally integrated moving average; Term (time); Financial economics; Statistics; Mathematics; Macroeconomics; Long memory; Stock market; Fractal; Volatility (finance); Context (archaeology)","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":[],"consensus_categories":[],"category_scores_codex":[0.0009208577,0.0001501463,0.001190972,0.003927158,0.00004619048,0.00009959366,0.0002095022,0.00007212917,0.0008972444],"category_scores_gemma":[0.0004504509,0.0001606513,0.0007603217,0.002380388,0.0000593021,0.0003157654,0.00009065784,0.0001062654,6.45712e-7],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000114517,"about_ca_system_score_gemma":0.00009463503,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001065996,"about_ca_topic_score_gemma":0.002823263,"domain_scores_codex":[0.9976178,0.00006711636,0.00175594,0.0002599704,0.0001526352,0.0001464847],"domain_scores_gemma":[0.9971807,0.0001788913,0.0018952,0.0001611605,0.0005293603,0.00005469568],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0002746269,0.0002447873,0.9420919,0.00002641043,0.01493616,0.0000481059,0.0008664504,0.007980598,0.0006223406,0.001735257,0.00002737685,0.03114597],"study_design_scores_gemma":[0.0007048979,0.00002742505,0.8517794,0.00006478858,0.001954128,0.0000089248,0.0006700461,0.1414102,0.000437016,0.001633735,0.001098661,0.0002107615],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9917287,0.002349849,0.004163087,0.0001589459,0.0001212275,0.00002791253,0.00009209067,0.000002838204,0.001355398],"genre_scores_gemma":[0.9971561,0.0006821518,0.001953522,0.0000253915,0.00005926594,9.927746e-7,0.00002629754,0.000009963099,0.00008634771],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1334296,"threshold_uncertainty_score":0.9824197,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01873702666616756,"score_gpt":0.241390092425714,"score_spread":0.2226530657595464,"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."}}