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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 machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.007
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.126
Threshold uncertainty score0.250

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.007
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0120.007
Science and technology studies0.0020.001
Scholarly communication0.0030.001
Open science0.0010.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0140.003

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; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
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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