{"id":"W2067468128","doi":"10.1007/s00186-006-0139-4","title":"Correction on “Optimal portfolio selection when stock prices follow an jump-diffusion process”","year":2007,"lang":"en","type":"article","venue":"Mathematical Methods of Operations Research","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Waterloo","funders":"","keywords":"Jump diffusion; Portfolio; Jump; Selection (genetic algorithm); Stock (firearms); Computer science; Stock price; Econometrics; Mathematical optimization; Mathematics; Financial economics; Economics; Artificial intelligence; Series (stratigraphy); Physics; Biology","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005234108,0.00317832,0.003217897,0.00546253,0.002824984,0.003038423,0.00624575,0.007899735,0.03732053],"category_scores_gemma":[0.06848849,0.001315839,0.003350009,0.005648705,0.003342459,0.002832318,0.002997947,0.0086462,0.01716243],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003566609,"about_ca_system_score_gemma":0.00326922,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01266562,"about_ca_topic_score_gemma":0.008761441,"domain_scores_codex":[0.9938135,0.001079812,0.0008430158,0.001020631,0.002737278,0.0005057475],"domain_scores_gemma":[0.9620051,0.01143961,0.001485052,0.00477858,0.01938074,0.0009107754],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","study_design_scores_codex":[0.000160676,0.0000157606,0.0002479262,0.0005082074,0.00008457006,0.0002661624,0.00005837865,0.001083778,0.0002980485,0.009517015,0.9759985,0.0117609],"study_design_scores_gemma":[0.0003756484,0.0001007799,0.003788502,0.000629672,0.0004848603,0.001121221,0.00009974284,0.03065439,0.004568013,0.06038348,0.8975133,0.0002803729],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","genre_codex":"editorial","genre_gemma":"other","genre_scores_codex":[0.0009963273,0.002647865,0.01777791,0.051176,0.9202421,0.00004984998,0.001894137,0.001501896,0.003713847],"genre_scores_gemma":[0.07736232,0.008124863,0.02469622,0.07059372,0.7196566,0.000434273,0.003856138,0.002777149,0.09249871],"genre_candidate":"other","genre_consensus":null,"teacher_disagreement_score":0.03732053,"threshold_uncertainty_score":0.1248496,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1531988684995458,"score_gpt":0.4507471260640896,"score_spread":0.2975482575645438,"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."}}