{"id":"W2898103546","doi":"10.4236/ti.2018.94013","title":"Designing Equity Option Strategies Using Memetic Algorithms","year":2018,"lang":"en","type":"article","venue":"Technology and Investment","topic":"Capital Investment and Risk Analysis","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Equity (law); Computer science; Limiting; Drawdown (hydrology); Economics; Range (aeronautics); Mathematical optimization; Mathematics; Engineering","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0002680754,0.0001287223,0.0002455656,0.0005677814,0.000232884,0.00006726925,0.0001265307,0.0001667109,0.0001230343],"category_scores_gemma":[0.00001851176,0.0001316375,0.00004523457,0.000397222,0.0005116237,0.0002366297,0.0001450484,0.0001058249,0.0001433425],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007497694,"about_ca_system_score_gemma":0.00001595419,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00009695551,"about_ca_topic_score_gemma":0.00001249332,"domain_scores_codex":[0.9990957,0.000008100478,0.0003060022,0.000317791,0.00002713497,0.0002452748],"domain_scores_gemma":[0.9995528,0.000007779729,0.0001569613,0.000209572,0.00002321236,0.00004962569],"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":[0.000002701035,0.00003122499,0.001107744,0.000006314271,0.00005763205,0.000001896864,0.0001447758,0.000008280655,0.001481707,0.996603,0.00005982482,0.0004948634],"study_design_scores_gemma":[0.0002253422,0.0001961409,0.0005366867,0.00001137501,0.00002631552,0.000008476434,0.0005189684,0.0152516,0.005326862,0.9756339,0.002083989,0.0001803372],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9510037,0.01466827,0.02371156,0.0005454681,0.0002142286,0.0001770545,0.000009544105,0.0001628151,0.009507396],"genre_scores_gemma":[0.9775417,0.0004344581,0.02131215,0.000372167,0.00007667397,0.000014449,0.000004880767,0.00001106693,0.0002324858],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.02653801,"threshold_uncertainty_score":0.5368022,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07378511103467096,"score_gpt":0.2888682228841974,"score_spread":0.2150831118495265,"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."}}