{"id":"W2207910439","doi":"10.2139/ssrn.1162452","title":"Optimality of Myopic Strategies for Discrete Time Market: The Case of Exponential Utility","year":2008,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Trent University","funders":"","keywords":"Exponential function; Discrete time and continuous time; Economics; Mathematical economics; Econometrics; Mathematical optimization; Mathematics; Statistics","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":[0.006656343,0.001653378,0.003464288,0.001255553,0.0008934265,0.005566086,0.002511631,0.004338543,0.006374673],"category_scores_gemma":[0.03301911,0.001714602,0.001443901,0.001195075,0.003812829,0.005749453,0.002433752,0.003583518,0.0005998557],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003927923,"about_ca_system_score_gemma":0.004611285,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008526789,"about_ca_topic_score_gemma":0.004489167,"domain_scores_codex":[0.9970759,0.001488718,0.0001817644,0.0004011989,0.0003934471,0.0004590053],"domain_scores_gemma":[0.9672789,0.02801886,0.001510148,0.0006793948,0.001172236,0.001340465],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0003610378,0.0001503129,0.0008904142,0.0002585382,0.0001027616,0.0002711237,0.000269371,0.3445613,0.000888859,0.6431259,0.003340786,0.005779469],"study_design_scores_gemma":[0.0001252777,0.00006848167,0.0003307869,0.00003315432,0.00002281133,0.0000551382,0.00007257629,0.6252913,0.0001367419,0.3733292,0.0005024514,0.00003207805],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.2873141,0.003726505,0.6424966,0.007662182,0.0002288943,0.0002067536,0.0006977521,0.0003148987,0.05735226],"genre_scores_gemma":[0.9598303,0.001596698,0.02244405,0.000388537,0.0001942845,0.0001528961,0.0002668438,0.0001330038,0.01499336],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008526789,"threshold_uncertainty_score":0.03520256,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02240245279398452,"score_gpt":0.2243617500065513,"score_spread":0.2019592972125668,"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."}}