{"id":"W2963416679","doi":"10.1137/s0040585x97t988009","title":"Explicit Description of HARA Forward Utilities and Their Optimal Portfolios","year":2017,"lang":"en","type":"article","venue":"Theory of Probability and Its Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":13,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Alberta","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Semimartingale; Mathematics; Martingale (probability theory); Local martingale; Type (biology); Bounded function; Mathematical optimization; Mathematical economics; Applied mathematics; Econometrics; Mathematical analysis","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005294497,0.0001031168,0.0002985749,0.0000575197,0.0003101895,0.00003277361,0.0002277815,0.0000699001,0.00002843942],"category_scores_gemma":[0.0001709928,0.000103069,0.00005107827,0.00005946631,0.0003449285,0.0002284068,0.0001046595,0.00006330888,0.000006195382],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00001093652,"about_ca_system_score_gemma":0.00001780086,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00005046867,"about_ca_topic_score_gemma":0.000006137648,"domain_scores_codex":[0.9991379,0.00000452932,0.0004355395,0.0002820344,0.00002044609,0.0001195468],"domain_scores_gemma":[0.9988382,0.0000806965,0.0004631108,0.000480096,0.00008697788,0.00005086115],"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":[0.00002074302,0.00008527526,0.0008313468,0.0001351169,0.00001472717,8.650349e-9,0.0005629277,0.000001655647,0.0003099296,0.9926918,0.000003442056,0.005342992],"study_design_scores_gemma":[0.0001617863,0.0000447638,0.02631388,0.00001386946,0.00000890732,0.000001421682,0.0002539413,0.0003920943,0.000783061,0.9708148,0.001114016,0.00009750789],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3578718,0.002309831,0.6344555,0.0002859005,0.0000184791,0.0006757198,0.0004247345,0.00001662453,0.003941444],"genre_scores_gemma":[0.9967375,0.0002130555,0.002538518,0.00001618226,0.00002710464,0.0003380117,0.000007836306,0.000007681483,0.0001141511],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.6388657,"threshold_uncertainty_score":0.4203031,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05997508110958523,"score_gpt":0.2363742731719436,"score_spread":0.1763991920623584,"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."}}