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Record W3197500181

Predictive Possibilities of Entropy Indicators of Complexity (Прогнозні можливості ентропійних показників складності)

2017· article· uk· W3197500181 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.

aboutThe title or abstract carries a Canadian signal from the geographic lexicon.
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

VenueSSRN Electronic Journal · 2017
Typearticle
Languageuk
FieldEconomics, Econometrics and Finance
TopicEconomic and Business Development Strategies
Canadian institutionsnot available
Fundersnot available
KeywordsEntropy (arrow of time)Economic indicatorComplex systemStock marketComputer scienceEconometricsEconomicsEconomic systemOperations researchEconomyMacroeconomicsMathematicsArtificial intelligenceGeography
DOInot available

Abstract

fetched live from OpenAlex

English abstract: The financial and economic crises that have accompanied mankind throughout the existence of commodity-money relations and their consequences have revealed the ineffectiveness of existing economic paradigms. At the same time, the crises have given impetus to update existing and create new interdisciplinary methods in the arsenal of the economy. The paper proposes to apply the econophysical method of studying economic systems, namely entropy analysis. Entropy methods are an important area of ​​mathematical modeling of complex systems. These methods are based on the use of entropy as a criterion for assessing the functioning of systems, as entropy is a universal indicator for systems of any nature. The use of entropy as a tool for research and analysis of complex economic systems allows to understand the specific features of different characteristics of complex systems, to assess the adequacy of tools for modeling and predicting the behavior of systems. The object of research is the processes of functioning of stock markets. The daily values ​​of stock indices of Europe (Ukraine, Germany, France), America (USA, Canada, Argentina) and Asia (Japan, China, India) for the period from 2004 to 2017 were chosen as the basis of the study. Calculations were performed in Matlab environment using procedures of a moveable window that allows to receive values ​​of indicators in dynamics. The use of entropy indicators and their characteristics of behavior in pre-crisis periods in the process of monitoring economic systems allows to obtain forecast information and create a softening cushion for the market and the economy as a whole. All entropy indicators considered in the work showed an early response to crisis phenomena. Therefore, we can recommend them as indicators of crisis. Ukrainian Abstract: Передбачення поведінки економічної системи на основі індикаторів-передвісників та аналізу часових рядів є актуальною та цікавою проблемою. За результатами проведеного дослідження доведено, що використання ентропійних показників та їх характерних особливостей поведінки у передкризові періоди в процесі моніторингу світових фондових ринків дозволяє отримати передпрогнозну інформацію та створити «пом’якшуючу подушку» для ринку та економіки в цілому. Всі ентропійні показники, розглянуті в роботі, продемонстрували завчасне реагування на кризові явища.

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)0.003
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.035
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.000
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0020.001
Bibliometrics0.0010.000
Science and technology studies0.0010.002
Scholarly communication0.0000.001
Open science0.0020.000
Research integrity0.0000.002
Insufficient payload (model declined to judge)0.0010.000

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 head0.030
GPT teacher head0.239
Teacher spread0.209 · 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