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Record W4366773069 · doi:10.5430/jbar.v12n1p39

Causal Variation: Exploring the Non-Random in Stock Price, Stock Index, Sales, and Accounting Time Series

2023· article· en· W4366773069 on OpenAlexvenueno aff
Keith I. Taylor, Halil Kiymaz

Bibliographic record

VenueJournal of Business Administration Research · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicForecasting Techniques and Applications
Canadian institutionsnot available
Fundersnot available
KeywordsEconometricsChartStatisticsStock (firearms)Series (stratigraphy)Stock marketComputer scienceStatistical process controlIndex (typography)Mathematics

Abstract

fetched live from OpenAlex

We show two methods for measuring non-random observations using statistical control software, specifically SigmaXL, across diverse time series. First, we use an error counting method based on eight non-random rules of statistical control charts, and subsequently we assign a dollar value to each of those non-random observations to evaluate non-random to random rates. The computed error rates are also compared to a randomly generated sample of 100K and the corresponding probably of occurrence. Finally, these methods, coupled with a new indicator, the Taylor-Kiymaz multiple, allow for the comparison of stock prices, market indexes, sales metrics, chart of accounts across many time periods.

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)0.012
metaresearch head score (Gemma)0.005
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 score0.476
Threshold uncertainty score0.767

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0120.005
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.004
Science and technology studies0.0000.000
Scholarly communication0.0010.001
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 head0.289
GPT teacher head0.450
Teacher spread0.161 · 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

Citations0
Published2023
Admission routes1
Has abstractyes

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