{"id":"W6920721306","doi":"10.6084/m9.figshare.18613657","title":"A Statistical Recurrent Stochastic Volatility Model for Stock Markets","year":2022,"lang":"en","type":"article","venue":"Figshare","topic":"Stock Market Forecasting Methods","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Stock market index; Volatility (finance); Stock market; Index (typography); Stock (firearms); Stochastic volatility; Artificial neural network; Financial market","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":[0.0009227897,0.0005678412,0.0007428504,0.000668387,0.0002225729,0.001139323,0.001611954,0.001063598,0.003576207],"category_scores_gemma":[0.00207209,0.0003197662,0.0009553304,0.0007990794,0.0003761721,0.001133217,0.000632872,0.0009120509,0.000787416],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000502719,"about_ca_system_score_gemma":0.0007634527,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00585163,"about_ca_topic_score_gemma":0.005794959,"domain_scores_codex":[0.9996985,0.00009064752,0.00002005691,0.0000778453,0.00007466815,0.00003821449],"domain_scores_gemma":[0.9996612,0.0001638036,0.00005891001,0.00002974714,0.00006455022,0.00002175505],"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":[0.00006647642,0.00004041905,0.001941962,0.00007516477,0.00008561431,0.0001740622,0.0000556892,0.8643678,0.002896252,0.1016442,0.003847095,0.02480523],"study_design_scores_gemma":[0.000004815746,0.000006859062,0.0001470387,0.000003319192,0.000005396827,0.00001804742,0.000002109047,0.9891214,0.0001296516,0.009963885,0.0005925057,0.000004876278],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.04559027,0.001014516,0.9440016,0.0009332086,0.0001434535,0.000063678,0.001576495,0.0008380803,0.005838701],"genre_scores_gemma":[0.8486416,0.001489573,0.1320203,0.000399161,0.0002362385,0.0003253349,0.003505958,0.000214304,0.01316761],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.00585163,"threshold_uncertainty_score":0.01196367,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.3239350104567449,"score_gpt":0.4516765059921291,"score_spread":0.1277414955353842,"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."}}