{"id":"W3217334169","doi":"10.3390/jrfm15010018","title":"Predictability of the Realised Volatility of International Stock Markets Amid Uncertainty Related to Infectious Diseases","year":2022,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Predictability; Volatility (finance); Stock (firearms); Financial economics; Portfolio; Stock market index; Economics; Realized variance; Econometrics; Financial market; Autoregressive model; Stock market; Context (archaeology); Finance; Geography; Statistics; Mathematics","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":[0.001847306,0.0003257602,0.0004602155,0.0006614676,0.0001534433,0.001590564,0.0003614477,0.0005892189,0.0006715699],"category_scores_gemma":[0.0103464,0.0002037411,0.0005146455,0.0005355564,0.0005165142,0.00121895,0.0006463225,0.0009836438,0.00009668869],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004730966,"about_ca_system_score_gemma":0.0003108013,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003264952,"about_ca_topic_score_gemma":0.002464123,"domain_scores_codex":[0.9996146,0.0001157357,0.00003433272,0.00007761075,0.00008071381,0.00007702214],"domain_scores_gemma":[0.9942339,0.003227712,0.001817561,0.0002510689,0.0002884564,0.00018128],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0004827692,0.0001233688,0.5285493,0.0001316225,0.0006533802,0.001662234,0.0005004106,0.4087993,0.006425947,0.0282573,0.001282466,0.02313182],"study_design_scores_gemma":[0.00001284415,0.0001485075,0.253129,0.00002735578,0.00007852153,0.0002252583,0.0001929598,0.7301041,0.001226571,0.01440094,0.0004036428,0.00005031036],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9915571,0.0003779998,0.00645315,0.000401132,0.00002349528,0.000005846697,0.0001610285,0.00002713425,0.0009930281],"genre_scores_gemma":[0.9994801,0.0001093039,0.000174757,0.00000775189,0.00001537451,0.000001299157,0.00009421481,0.000002054462,0.0001151648],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003264952,"threshold_uncertainty_score":0.009769619,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.005600822882617292,"score_gpt":0.1991591470050033,"score_spread":0.193558324122386,"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."}}