{"id":"W3212879993","doi":"10.2139/ssrn.3961096","title":"Information-Driven Volatility","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":21,"is_retracted":false,"has_abstract":false,"ca_institutions":"Quest University Canada","funders":"","keywords":"Volatility (finance); Business; Financial economics; Economics","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":[0.001067026,0.0003425997,0.0005881467,0.0007812171,0.0004487509,0.002672659,0.0007086101,0.001264903,0.007147978],"category_scores_gemma":[0.0112275,0.0004665627,0.0005622298,0.0006128974,0.0008189931,0.003333664,0.001146456,0.001533699,0.001041978],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006562671,"about_ca_system_score_gemma":0.0004985487,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0005516118,"about_ca_topic_score_gemma":0.000430741,"domain_scores_codex":[0.9994808,0.0001219245,0.00002572834,0.0001137519,0.0001701898,0.00008769691],"domain_scores_gemma":[0.9964234,0.001978598,0.0004654693,0.0005002508,0.0003922998,0.0002398246],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00009970493,0.00006202876,0.002992706,0.00007018155,0.00006194552,0.0002888039,0.0001235673,0.05032113,0.003642628,0.907116,0.007939946,0.02728127],"study_design_scores_gemma":[0.00001484926,0.00003263477,0.001981084,0.00001941173,0.00002247115,0.000247392,0.00003083854,0.3901528,0.001402331,0.6038856,0.002177143,0.0000334154],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.450131,0.004225116,0.4016996,0.01368816,0.001284329,0.00007414068,0.001045433,0.001152957,0.1266993],"genre_scores_gemma":[0.9876223,0.0005868532,0.003093952,0.0002417219,0.0002597979,0.00001216602,0.0001308601,0.00006064785,0.007991627],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007147978,"threshold_uncertainty_score":0.02391231,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01209165280544874,"score_gpt":0.1972364877031939,"score_spread":0.1851448348977451,"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."}}