{"id":"W4287018057","doi":"10.48550/arxiv.2109.01046","title":"Detection of Structural Regimes and Analyzing the Impact of Crude Oil\\n Market on Canadian Stock Market: Markov Regime-Switching Approach","year":2021,"lang":"","type":"preprint","venue":"arXiv (Cornell University)","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Stock market; Economics; Markov chain; Econometrics; Crude oil; Stock (firearms); Stock market index; Autoregressive model; Stock exchange; Oil price; Monetary economics; Financial economics; Mathematics; Statistics; Finance","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007841378,0.0002117648,0.0003421881,0.001179697,0.0003735657,0.0006687976,0.0003480167,0.0003307295,0.001325953],"category_scores_gemma":[0.00242834,0.0001525717,0.0006991895,0.00053471,0.0003777259,0.0004023625,0.0003354267,0.0004322071,0.00007503918],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001010853,"about_ca_system_score_gemma":0.001246873,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.1066879,"about_ca_topic_score_gemma":0.0764657,"domain_scores_codex":[0.9997644,0.00004638299,0.00001084124,0.00005719975,0.00005247973,0.00006870132],"domain_scores_gemma":[0.9989728,0.0005800929,0.0002004276,0.00006108216,0.0001006979,0.00008490225],"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":[0.0005085695,0.0002848892,0.6261724,0.0001154487,0.0005657381,0.0005036776,0.0004444797,0.2863182,0.009746959,0.02150953,0.001177778,0.05265229],"study_design_scores_gemma":[0.000008705351,0.00004681279,0.07299395,0.000008468665,0.0000405243,0.00003875362,0.00009865202,0.9232737,0.0008006403,0.002402129,0.0002707195,0.00001680021],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9820952,0.000154454,0.01596122,0.000145186,0.000006903088,0.00001771539,0.000231301,0.00005074094,0.001337266],"genre_scores_gemma":[0.9984134,0.00006753927,0.0009859621,0.000007628685,0.000004875286,0.000005023371,0.0002316926,0.000002193515,0.0002815723],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.8933121,"threshold_uncertainty_score":0.2121338,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03583113304839802,"score_gpt":0.1830580133382754,"score_spread":0.1472268802898774,"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."}}