{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.00122048,0.0001683963,0.0002621293,0.001001008,0.0006732688,0.001938758,0.0003286072,0.0006172424,0.004777856],"category_scores_gemma":[0.006038397,0.0001889305,0.0003547739,0.0009587648,0.0009456465,0.001856181,0.0008102441,0.0004015279,0.0002281503],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001120778,"about_ca_system_score_gemma":0.0004768774,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01025457,"about_ca_topic_score_gemma":0.01019134,"domain_scores_codex":[0.9995083,0.0001955746,0.00001975715,0.00007809138,0.0001315511,0.00006675242],"domain_scores_gemma":[0.9969879,0.001915257,0.0006566258,0.0001920949,0.0001604315,0.00008772813],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0006074142,0.0005991532,0.3861091,0.0003877821,0.000476779,0.002291936,0.004945183,0.03793154,0.006944004,0.1531003,0.0154245,0.3911824],"study_design_scores_gemma":[0.00006123354,0.0003687133,0.6854007,0.0002306854,0.0003181373,0.001145942,0.005630322,0.1232041,0.004169078,0.1498968,0.02944614,0.0001281402],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9549688,0.001715525,0.007208361,0.002146307,0.00005251994,0.00004368293,0.0003143623,0.00006218486,0.03348828],"genre_scores_gemma":[0.9944236,0.0009485936,0.001512071,0.0001276115,0.0000390294,0.00001576472,0.00008697544,0.0000061735,0.002840264],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01025457,"threshold_uncertainty_score":0.02038974,"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."}}