{"id":"W814194955","doi":"","title":"Evidencia De Comportamiento Caótico En Indices Bursátiles Americanos [Evidence Of Chaotic Behavior In American Stock Markets]","year":2005,"lang":"es","type":"article","venue":"MPRA Paper","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Autoregressive fractionally integrated moving average; Stock (firearms); Econometrics; Hurst exponent; Chaotic; Randomness; Economics; Exponential function; Mathematics; Statistics; Financial economics; Long memory; Geography; Mathematical analysis; Management","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":{"n_in":0,"stratum":"about_only","weight":3321.24,"opus":{"tier":"OUT","genre":"empirical","about_ca":false,"confidence":"high","reason":"Tests for chaotic dynamics in stock market indices; the 'validation' is of a market hypothesis, not of research methods."},"gpt":{"tier":"OUT","genre":"empirical","about_ca":false,"confidence":"high","reason":"This analyzes chaotic behavior in stock markets rather than the research system."},"grok":{"tier":"OUT","genre":"empirical","about_ca":false,"confidence":"high","reason":"Econometric chaos analysis of stock indexes including Canada among many; finance, not research system."}},"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0007226666,0.0001725933,0.0002082489,0.001006133,0.0003742024,0.0008611747,0.0002404686,0.0002877873,0.0008844733],"category_scores_gemma":[0.005098396,0.0001207401,0.00015716,0.001090942,0.0006399933,0.0005063426,0.00044714,0.0003778617,0.0001320085],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003076539,"about_ca_system_score_gemma":0.0002454844,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01064752,"about_ca_topic_score_gemma":0.007289654,"domain_scores_codex":[0.9998417,0.00003832435,0.000009431152,0.00003430825,0.00005178356,0.00002454389],"domain_scores_gemma":[0.9969163,0.001028318,0.001176085,0.0002594159,0.0004901803,0.0001296408],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0006099967,0.00009404183,0.9445333,0.00009071115,0.0001224918,0.0007352693,0.001603948,0.001986123,0.005754732,0.003883883,0.0009380523,0.03964746],"study_design_scores_gemma":[0.00002365988,0.00009236368,0.9878079,0.00002477136,0.00006780414,0.0003118681,0.000728585,0.00537051,0.001036231,0.002300245,0.002219817,0.0000162492],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9967174,0.000213654,0.0003197267,0.00009342714,0.000004525333,0.000003296831,0.00007205238,0.00001191427,0.002564073],"genre_scores_gemma":[0.9994494,0.0002021108,0.000130449,0.000008260442,0.00001240251,0.000001930741,0.00007049018,0.000002138842,0.000122724],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01064752,"threshold_uncertainty_score":0,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02551983010450296,"score_gpt":0.2673686998028559,"score_spread":0.2418488696983529,"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."}}