{"id":"W2134787308","doi":"10.3138/infor.47.1.5","title":"A Discrete Stochastic Goal Program for Portfolio Selection: The Case of United Arab Emirates Equity Market","year":2009,"lang":"en","type":"article","venue":"INFOR Information Systems and Operational Research","topic":"Optimization and Mathematical Programming","field":"Engineering","cited_by":23,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Portfolio; Equity (law); Stochastic programming; Goal programming; Normality; Selection (genetic algorithm); Economics; Computer science; Econometrics; Portfolio optimization; Modern portfolio theory; Actuarial science; Financial economics; Operations research; Mathematical optimization; Mathematics; Statistics; Machine learning","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002723154,0.0007019489,0.0007917793,0.0006564786,0.0004759525,0.001297669,0.0008064059,0.001067116,0.002149991],"category_scores_gemma":[0.003382685,0.0003506645,0.0007198732,0.0005593232,0.0008257968,0.0006817654,0.001001017,0.0009604961,0.0001081469],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00146813,"about_ca_system_score_gemma":0.001714682,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008377704,"about_ca_topic_score_gemma":0.006195056,"domain_scores_codex":[0.9990382,0.0006460207,0.00002053892,0.0000839644,0.0001166578,0.0000946593],"domain_scores_gemma":[0.9984108,0.001160187,0.0001394983,0.00003422571,0.0001696193,0.00008558904],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00002231147,0.00003091712,0.0003507806,0.00001723775,0.00001787137,0.00006315404,0.00002406868,0.9795829,0.00009998277,0.01667976,0.0002526462,0.002858353],"study_design_scores_gemma":[0.000005886013,0.00001075034,0.00004608849,0.000002501679,0.000002597597,0.00000462065,0.000006419127,0.9973028,0.00002971168,0.00249166,0.00009543639,0.000001556953],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.1600826,0.0002608167,0.8282602,0.001084596,0.00003324303,0.0001285274,0.0001314145,0.0001106834,0.009907976],"genre_scores_gemma":[0.887897,0.0001757789,0.1072484,0.0001097089,0.00002851649,0.0002269777,0.0001152496,0.00002396831,0.00417458],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008377704,"threshold_uncertainty_score":0,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04476132573014004,"score_gpt":0.3676382944881015,"score_spread":0.3228769687579615,"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."}}