{"id":"W4210504293","doi":"10.46300/9103.2022.10.1","title":"A Complex Network Clustering and Phase Transition Models for Stock Price Dynamics before Crashes","year":2022,"lang":"en","type":"article","venue":"International Journal of Economics and Statistics","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Lethbridge","funders":"","keywords":"Crash; Computer science; Stock market; Econometrics; Cluster analysis; Stock (firearms); Stock price; Empirical evidence; Stock market crash; Empirical research; Operations research; Economics; Artificial intelligence; Engineering; Mathematics; Statistics; Geography","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":[0.001009396,0.0005941868,0.0006165706,0.001608086,0.0006552865,0.001072027,0.001301238,0.001204106,0.003928348],"category_scores_gemma":[0.0049028,0.0003535343,0.001112952,0.0008639902,0.0009385818,0.001800383,0.0009540479,0.001235484,0.0005420201],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001021348,"about_ca_system_score_gemma":0.0005580771,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0131143,"about_ca_topic_score_gemma":0.007746698,"domain_scores_codex":[0.9997608,0.00009379529,0.000008702335,0.00007714941,0.00002460912,0.00003502228],"domain_scores_gemma":[0.9982331,0.001040362,0.0002768639,0.000110382,0.0001898118,0.0001494727],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001316409,0.0000983201,0.006042521,0.0001081789,0.0001271897,0.0002036886,0.0003443767,0.8429728,0.001299217,0.132072,0.003738637,0.01286145],"study_design_scores_gemma":[0.000004460263,0.000008933845,0.0005407462,0.000004382415,0.000009967906,0.00001377243,0.0000178684,0.9858354,0.00004122629,0.01321827,0.0002980041,0.000006883023],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2823326,0.00131191,0.7063877,0.001945848,0.0001275369,0.000148352,0.001095162,0.0004732529,0.006177658],"genre_scores_gemma":[0.9573635,0.0009408651,0.03265025,0.000119779,0.0001127237,0.0001833088,0.0007400284,0.00009475814,0.007794778],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.0131143,"threshold_uncertainty_score":0.02607596,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04126905667839001,"score_gpt":0.2552634927616317,"score_spread":0.2139944360832417,"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."}}