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Record W2129322688 · doi:10.7202/600973ar

Comportements comparés des marchés boursiers (1974-1979)

2009· article· en· W2129322688 on OpenAlexvenueno aff
Claude Bensoussan

Bibliographic record

VenueL Actualité économique · 2009
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsnot available
Fundersnot available
KeywordsPrudenceStock exchangeEconomicsStock (firearms)Financial economicsEfficient-market hypothesisStock marketContext (archaeology)EconometricsGeographyPhilosophyEpistemologyFinance

Abstract

fetched live from OpenAlex

This article begins by pointing out, with regard to the study of stock market behaviour, the dangers of distortion inherent in factor analysis in principal components when applied as a method of grouping. As a follow-on to a preceeding contribution dealing with the period 1959-70 this article develops and clarifies the methodological aspects (dangers of factor analysis, utility of percolation method) within the context of the period 1974-79. The advantage of constituting groups from behaviourally homogenous markets, calculated according to the monthly variations in stock exchange rates of the 13 most important markets, is then analysed. The statistical analysis of links between national stock markets requires prudence as regards the use of notions in which the world stock markets are considered as being a whole, the concept of "economic blocks", indeed the same prudence must be exercised when considering the independence or interdependence of markets and the corresponding generalisations, although the long-term tendency would seem to have been modified since 1974 in a direction favourable to the empirical validation of the concept.

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 categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesInsufficient payload (model declined to judge)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.544
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
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)0.0020.001

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 head0.094
GPT teacher head0.249
Teacher spread0.155 · 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; both teacher heads agree on what is shown here.

Study designTheoretical or conceptual
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
Published2009
Admission routes1
Has abstractyes

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