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Record W2252381467

An Application of Fuzzy Time Series: A Long Range Forecasting Method in the Global Steel Price Index Forecast

2013· article· en· W2252381467 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

venuePublished in a venue whose home country is Canada.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueReview of Economics and Finance · 2013
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsIndex (typography)Volatility (finance)EconometricsRange (aeronautics)Time seriesEconomicsPrice indexFinancial crisisSeries (stratigraphy)Fuzzy logicValue (mathematics)Computer scienceMathematicsStatisticsEngineeringMacroeconomicsGeology
DOInot available

Abstract

fetched live from OpenAlex

The global steel price index is a leading indicator in the bulk shipping industry. A study of the global steel price index combined with the establishment of fuzzy time series models can be used to predict future trends in the trading range of the global steel price index. Analysis of applied fuzzy time series data shows the following results: (1) Price volatility of the global steel price index remains positive following the global financial crisis; (2) Mode analysis shows that the 2012 global steel price index has a predictive value of 211.864 and its trading range will fluctuate between 74.577 and 211.864; (3) The group average prediction error rate is 4.40%. This paper describes the results of a study that can provide reference data to investors for hedging purposes and to operators in the shipping industry.

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.

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)0.009
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.970
Threshold uncertainty score0.403

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0090.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
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 head0.064
GPT teacher head0.360
Teacher spread0.296 · 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