{"id":"W4386498657","doi":"10.3390/math11183832","title":"Distance Correlation Market Graph: The Case of S&amp;P500 Stocks","year":2023,"lang":"en","type":"article","venue":"Mathematics","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Spearman's rank correlation coefficient; Correlation; Rank correlation; Pearson product-moment correlation coefficient; Econometrics; Distance correlation; Covariance and correlation; Statistics; Mathematics; Equity (law); Stock market; Geography; Geometry","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0006327803,0.00009149571,0.0003032001,0.0001370495,0.0001251129,0.00003625577,0.0001450914,0.00004030729,0.0008092232],"category_scores_gemma":[0.0001128853,0.00007592227,0.0001464842,0.000683669,0.00004971713,0.00005758574,0.00005225556,0.00006374992,0.0004022709],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00001945234,"about_ca_system_score_gemma":0.000004214185,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003085472,"about_ca_topic_score_gemma":0.0003868266,"domain_scores_codex":[0.9990867,0.00001160997,0.0005777052,0.0001474806,0.0000325231,0.0001440242],"domain_scores_gemma":[0.998887,0.0001715593,0.0004094851,0.000474658,0.00003026022,0.00002704993],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.000007457502,0.00009276577,0.006101107,0.0003440602,0.0002088507,0.0000369372,0.004362456,0.001154429,0.000005571143,0.9482059,0.03859919,0.000881212],"study_design_scores_gemma":[0.0004444815,0.0000489623,0.004733696,0.00008663966,0.00007007508,0.000165389,0.002928897,0.3829364,0.00000726843,0.4868059,0.1213186,0.0004537084],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5774933,0.001671373,0.2665293,0.0009604239,0.0007224958,0.0008032784,0.0005567705,0.0001952375,0.1510679],"genre_scores_gemma":[0.9803032,0.0000461437,0.001037992,0.00001393634,0.00003658231,0.00002014793,0.00001260499,0.00001825265,0.01851116],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4614,"threshold_uncertainty_score":0.8860427,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0438142054272078,"score_gpt":0.232578175788617,"score_spread":0.1887639703614092,"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."}}