{"id":"W2607441201","doi":"10.3390/risks5020027","title":"Risk Management under Omega Measure","year":2017,"lang":"en","type":"article","venue":"Risks","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"McMaster University","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Sharpe ratio; Measure (data warehouse); Omega; Portfolio; Portfolio optimization; Project portfolio management; Econometrics; Mathematics; Set (abstract data type); Risk measure; Economics; Actuarial science; Financial economics; Computer science; Physics; Data mining","routes":{"ca_aff":true,"ca_fund":true,"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":[0.003343512,0.0007770072,0.001112772,0.00110132,0.0004706907,0.002677768,0.000958211,0.001165035,0.001994567],"category_scores_gemma":[0.01337984,0.0003694426,0.0007440988,0.0006955098,0.001541986,0.003325913,0.003168743,0.001563419,0.0002954344],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001049367,"about_ca_system_score_gemma":0.0008116443,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004845439,"about_ca_topic_score_gemma":0.0001873691,"domain_scores_codex":[0.9983133,0.0005455236,0.00009729967,0.0002665194,0.000572449,0.0002049009],"domain_scores_gemma":[0.9954165,0.002770379,0.0006345573,0.0004142826,0.0005230831,0.0002411285],"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":[0.0001175741,0.00005659201,0.001951443,0.00007869892,0.00006967824,0.0001602175,0.0001581946,0.2580729,0.004099084,0.68577,0.001312969,0.04815262],"study_design_scores_gemma":[0.00001245688,0.00006845852,0.000361111,0.00001488371,0.00001381464,0.0000644086,0.00001680596,0.7068649,0.001100384,0.2908171,0.0006519764,0.00001364806],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.07679337,0.0006579166,0.9137523,0.0005950246,0.00004484426,0.00002958264,0.00006410755,0.0001223886,0.007940391],"genre_scores_gemma":[0.9397804,0.0007670573,0.05510461,0.0001469059,0.0001631484,0.00007824663,0.00008647741,0.0000615571,0.003811705],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003343512,"threshold_uncertainty_score":0.01768237,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1136329232407213,"score_gpt":0.2862219758456734,"score_spread":0.1725890526049521,"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."}}