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Stock Returns and Inflation in China: Evidence From Wavelet Analysis

2013· article· en· W1841886224 on OpenAlexvenueno aff
Zheng Gu, Yajuan Lu

Bibliographic record

VenueCanadian social science · 2013
Typearticle
Languageen
FieldComputer Science
TopicImage and Signal Denoising Methods
Canadian institutionsnot available
Fundersnot available
KeywordsEconomicsStock (firearms)WaveletInflation (cosmology)EconometricsFinancial economicsHedgeStock marketMonetary economicsComputer science

Abstract

fetched live from OpenAlex

The relationship between stock market returns and inflation is investigated using signal decomposition techniques based on wavelet analysis. The relationship is negative in the intermediate time scale, while the relationship in the short and long time scales is different. Overall, the Fisher model holds at the most time scales, implying that stocks are a good hedge against inflation.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.560
Threshold uncertainty score0.944

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.003
Science and technology studies0.0000.000
Scholarly communication0.0010.002
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.021
GPT teacher head0.279
Teacher spread0.258 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2013
Admission routes1
Has abstractyes

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