{"id":"W2259678818","doi":"10.1080/21649502.2015.1165906","title":"A simple procedure to incorporate predictive models in a continuous time asset allocation","year":2016,"lang":"en","type":"article","venue":"Quantitative Finance Letters","topic":"Monetary Policy and Economic Impact","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Fonds de Recherche du Québec-Société et Culture; Marcus och Amalia Wallenbergs minnesfond","keywords":"Simple (philosophy); Asset allocation; Computer science; Econometrics; Asset (computer security); Mathematical optimization; Economics; Mathematical economics; Mathematics; Finance; Computer security; Portfolio","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"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":[0.001827304,0.0007834078,0.0008085457,0.0006016472,0.0005992968,0.001073,0.001477327,0.001258165,0.01322724],"category_scores_gemma":[0.005842738,0.0006774624,0.001161242,0.0006951195,0.0007388868,0.001374071,0.001717584,0.003049908,0.001928436],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005801697,"about_ca_system_score_gemma":0.001442414,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.005911848,"about_ca_topic_score_gemma":0.00698418,"domain_scores_codex":[0.9995034,0.0001873541,0.00003080271,0.00008651662,0.0001503031,0.00004158661],"domain_scores_gemma":[0.9987419,0.0007900641,0.0000720771,0.0002227318,0.000126306,0.00004696941],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00006096184,0.0001177574,0.0006444023,0.00008120184,0.00008230002,0.0001967171,0.00009901672,0.8093807,0.002821882,0.0891199,0.002641311,0.09475395],"study_design_scores_gemma":[0.00001370969,0.00002369137,0.0001092863,0.00001388867,0.00001388728,0.00003935649,0.000007178349,0.9556906,0.0008000692,0.04008595,0.003184428,0.00001784796],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.001275446,0.00002424083,0.9972132,0.00007642405,0.00003763688,0.00002655857,0.00004197024,0.0002927477,0.001011758],"genre_scores_gemma":[0.1769542,0.0001969138,0.8144625,0.0001746861,0.0001473044,0.0003970454,0.0002353529,0.0003824532,0.007049533],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.01322724,"threshold_uncertainty_score":0.04424959,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05397298149651111,"score_gpt":0.2432157882976915,"score_spread":0.1892428068011804,"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."}}