{"id":"W4392004770","doi":"10.3390/jrfm17030092","title":"Algorithm-Based Low-Frequency Trading Using a Stochastic Oscillator and William%R: A Case Study on the U.S. and Korean Indices","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Econometrics; Economics; Mathematics; Financial economics","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":[0.001722539,0.0004447685,0.0004800626,0.0003902977,0.0003865414,0.0009215978,0.0008304846,0.0009657168,0.0006613188],"category_scores_gemma":[0.004141696,0.000204564,0.0005571067,0.0003680738,0.0006089238,0.0009749681,0.0005591729,0.000688892,0.00008721052],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005915386,"about_ca_system_score_gemma":0.0006143381,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008237928,"about_ca_topic_score_gemma":0.004614589,"domain_scores_codex":[0.999523,0.0001840593,0.00003450545,0.0000936343,0.00009488595,0.00006988716],"domain_scores_gemma":[0.997547,0.001784781,0.0002049857,0.0001977644,0.0001899326,0.00007557626],"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":[0.0002224753,0.0001988518,0.01549454,0.00005493898,0.0000616562,0.0006141451,0.0001371299,0.9417836,0.00329623,0.009012587,0.0003636898,0.02876013],"study_design_scores_gemma":[0.00001456104,0.00006157514,0.000854025,0.000002076749,0.000009797809,0.00005551928,0.0000183239,0.9966965,0.0009754187,0.001141162,0.000164368,0.000006701021],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9034052,0.0001750739,0.09338281,0.0002197743,0.00001828234,0.00006402802,0.00007229577,0.0001815897,0.002480988],"genre_scores_gemma":[0.9826659,0.00004371953,0.01656415,0.00001698557,0.000005653228,0.00001929695,0.00004371141,0.000009394746,0.0006312663],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.008237928,"threshold_uncertainty_score":0.01637995,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02455471450684553,"score_gpt":0.2282723211018683,"score_spread":0.2037176065950228,"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."}}