{"id":"W4402990167","doi":"10.3390/jrfm17100434","title":"Daily and Weekly Geometric Brownian Motion Stock Index Forecasts","year":2024,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Geometric Brownian motion; Index (typography); Stock (firearms); Brownian motion; Fractional Brownian motion; Mathematics; Geodesy; Econometrics; Economics; Geography; Computer science; Statistics; Diffusion process","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001055153,0.0001629301,0.0003867546,0.00105885,0.0001493494,0.000184139,0.0001203174,0.0001055554,0.0000208014],"category_scores_gemma":[0.0001426527,0.000163424,0.000125987,0.000584676,0.00004538568,0.0004241127,0.00009119938,0.0003294816,0.00001615],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007092771,"about_ca_system_score_gemma":0.00001596923,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001236205,"about_ca_topic_score_gemma":0.00002727392,"domain_scores_codex":[0.9986183,0.00001501144,0.0007482055,0.0002933905,0.00008619581,0.0002388694],"domain_scores_gemma":[0.999363,0.00005104838,0.0003107956,0.0001276564,0.00004399389,0.0001035268],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"observational","study_design_scores_codex":[0.00007652293,0.000062479,0.1439064,0.0001937987,0.00004053997,0.0000589749,0.0006713734,0.0001023514,7.166045e-7,0.05318561,0.001479763,0.8002215],"study_design_scores_gemma":[0.0009257477,0.0003055591,0.6626061,0.0001726967,0.00006589595,0.00003498848,0.0001176764,0.02642859,0.00000283392,0.1067125,0.2023207,0.0003066951],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5796996,0.01727284,0.4004375,0.0001736471,0.001102926,0.0001512053,0.00004710486,0.00001733904,0.001097825],"genre_scores_gemma":[0.9861204,0.01130903,0.001804759,0.0000483436,0.0003237481,0.000003762739,0.000001608617,0.00001806835,0.0003702808],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7999148,"threshold_uncertainty_score":0.6664237,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01864084072702836,"score_gpt":0.2121050217503477,"score_spread":0.1934641810233193,"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."}}