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Study of Characteristic and Period of Communication and Electronics Industry in Chinese Securities Market

2012· article· en· W1940296121 on OpenAlexvenueno aff
Xiaobo Wen, Liang Zhao, Hui Wang, Heping Pan

Bibliographic record

VenueCanadian social science · 2012
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsnot available
Fundersnot available
KeywordsHurst exponentStock marketElectronicsFractalStock (firearms)SoftwareMATLABBusinessComputer scienceEconometricsEconomicsTelecommunicationsFinancial economicsMathematicsElectrical engineeringEngineeringStatistics

Abstract

fetched live from OpenAlex

Purpose: This study aims to analyze the characteristics of communication and electronics industry in Chinese stock market and calculate the average periods of it. Design/methodology/approach: We use R/S analysis method to study the characteristics of communication and electronics industry in Chinese stock market, and use Matlab software and Eviews software to calculate some representative exponents of this industry. Findings: The results show that the probability distribution of the communication and electronics industry in the Chinese stock market is nearly non-normal distribution, but a partial distribution, showing a peak, thick tail, migraine and other features. Hurst exponent calculated shows that the communication and electronics industry in the Chinese stock market has obvious fractal characteristics, and does not follow a random walk assumption, but follows persistent trend. The average big circulation period is about 400 days; the average small circulation period is about 200 days. Research limitations/implications: We use R/S analysis method to study the characteristics including periods and venture.of communication and electronics industry in Chinese stock market. Practical implications: The average periods and related venture can give investors properly suggestions. Originality/Value: We use R/S analysis method and Matlab software and Eviews software to analyze the characteristics of communication and electronics industry in Chinese stock market which has barely been studied. The results unfold the characteristics of this industry and can give investors properly suggestions as well. Key words: Stock market; Fractal; R/S analysis; Hurst exponent; Periods; Communication and electronics

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: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.020
Threshold uncertainty score0.969

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
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 head0.017
GPT teacher head0.228
Teacher spread0.211 · 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
Published2012
Admission routes1
Has abstractyes

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