{"id":"W7047901598","doi":"","title":"Herding, Information Cascades and Volatility Spillovers &#13;\\nin Futures Markets&#13;\\n","year":2013,"lang":"en","type":"report","venue":"Library Open Repository (Universidad Complutense Madrid)","topic":"Superconducting and THz Device Technology","field":"Physics and Astronomy","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Herding; Futures contract; Volatility (finance); Trend following; Herd behavior; Information cascade; Financial market; Irrational number; Position (finance); Lottery","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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","scholarly_communication","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0002770962,0.0007548771,0.001052615,0.0004814027,0.0009149737,0.001319372,0.001382957,0.0005790889,0.001933929],"category_scores_gemma":[0.0000149632,0.0007799074,0.0003595112,0.0004140524,0.0003362216,0.006779446,0.00191775,0.00116061,0.00009503023],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0001209864,"about_ca_system_score_gemma":0.0006989305,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01993812,"about_ca_topic_score_gemma":0.00003692068,"domain_scores_codex":[0.9969808,0.0002434585,0.0007353703,0.0008888997,0.0005429825,0.0006084568],"domain_scores_gemma":[0.9973637,0.0001564243,0.0007818101,0.00115921,0.0002424212,0.000296477],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0001338386,0.0001984498,0.4689457,0.0005437447,0.00207759,0.0002080616,0.002168374,0.00001342068,0.0002031686,0.004073555,0.483313,0.03812107],"study_design_scores_gemma":[0.002295854,0.0002640907,0.1083167,0.0007699014,0.0007172331,0.0006682486,0.05303478,0.001803551,0.0009646078,0.002348634,0.8262179,0.002598469],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6371607,0.0004651263,0.00005191372,0.0004785846,0.001596489,0.0009033472,0.0001602632,0.000352168,0.3588314],"genre_scores_gemma":[0.9643123,0.00009317555,0.0009603231,0.0001727335,0.0007927417,0.00005097037,0.0008427489,0.0001023487,0.0326727],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.360629,"threshold_uncertainty_score":0.9997174,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01463382205835296,"score_gpt":0.2359226013562685,"score_spread":0.2212887792979155,"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."}}