{"id":"W1773042507","doi":"10.3968/j.sms.1923845220120202.005","title":"A Fuzzy LP Approach to Option Portfolio","year":2011,"lang":"en","type":"article","venue":"Studies in mathematical sciences","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Portfolio; Fuzzy logic; Fuzzy number; Fuzzy transportation; Volatility (finance); Mathematical optimization; Mathematics; Mathematical economics; Economics; Computer science; Econometrics; Fuzzy set; Financial economics; Artificial intelligence","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.006011216,0.0001557263,0.0003944942,0.0004508168,0.0002686508,0.0001107589,0.000888299,0.00005435019,0.000143037],"category_scores_gemma":[0.004204565,0.00009218643,0.00007394699,0.00271685,0.000769204,0.0004129566,0.0002957298,0.00008732165,0.0005584308],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00003561138,"about_ca_system_score_gemma":0.00004065854,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00001476139,"about_ca_topic_score_gemma":0.00001000888,"domain_scores_codex":[0.9967286,0.0001348479,0.000775166,0.0005900526,0.001375513,0.0003958195],"domain_scores_gemma":[0.9986517,0.0005224405,0.0001589647,0.0003491694,0.0001868143,0.0001309322],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00002551458,0.0004875293,0.01166541,0.00001718015,0.000020355,0.00001097349,0.03057141,0.001628834,0.00001544695,0.9275811,0.007695004,0.02028128],"study_design_scores_gemma":[0.0001067607,0.0001221688,0.005199306,0.00003284592,0.000007306821,0.000013131,0.01575122,0.003430821,0.00005146759,0.9744067,0.0006921332,0.0001861961],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.1257832,0.0002892125,0.03625964,0.0002545818,0.0003822428,0.0004436251,0.000001778933,0.00005492852,0.8365308],"genre_scores_gemma":[0.8517567,0.000204318,0.1464411,0.0001917664,0.00005730145,0.00007033356,2.947327e-7,0.000005932844,0.001272225],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.8352586,"threshold_uncertainty_score":0.7177685,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.5148404570432799,"score_gpt":0.4783031462658013,"score_spread":0.03653731077747857,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}