{"id":"W2977417801","doi":"10.1016/j.jmaa.2019.123559","title":"Analysis of an optimal stopping problem arising from hedge fund investing","year":2019,"lang":"en","type":"article","venue":"Journal of Mathematical Analysis and Applications","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":false,"ca_institutions":"Actua; University of Waterloo","funders":"Natural Sciences and Engineering Research Council of Canada; National Science Foundation","keywords":"Optimal stopping; Mathematics; Stochastic game; Convexity; Smoothness; Stopping time; Interval (graph theory); Geometric Brownian motion; Piecewise; Hedge fund; Mathematical optimization; Piecewise linear function; Continuation; Applied mathematics; Mathematical economics; Mathematical analysis; Finance; Economics; Computer science; Combinatorics; Diffusion process","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":[0.0005425714,0.0001114795,0.0008921095,0.0006837539,0.00008798543,0.00006648136,0.0002305588,0.00006840432,0.0001975439],"category_scores_gemma":[0.00005519687,0.0001044417,0.000334333,0.002102316,0.00005989794,0.0001866689,0.00004616441,0.0001332156,0.00002071819],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00002460809,"about_ca_system_score_gemma":0.00002026367,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00005572916,"about_ca_topic_score_gemma":0.00001173441,"domain_scores_codex":[0.9983334,0.000006442487,0.001197321,0.0002477329,0.00008080444,0.0001343184],"domain_scores_gemma":[0.9980108,0.0001876827,0.001241221,0.000297684,0.000139978,0.0001226131],"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":[0.00001151588,0.0004495021,0.02475646,0.00007824795,0.003933838,4.822592e-7,0.0006850061,0.005002592,0.0004087899,0.9605441,0.000003102936,0.004126341],"study_design_scores_gemma":[0.0003968542,0.0001043943,0.04185303,0.00004753418,0.005497149,0.000004880506,0.0006358265,0.2785493,0.0001071264,0.6718222,0.0006573296,0.0003244538],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3319675,0.0003491665,0.6664312,0.0001024604,0.000004943213,0.0001010518,0.0000567786,0.000004686955,0.0009821573],"genre_scores_gemma":[0.9332252,0.00002449092,0.06657676,0.00003536359,0.00006032516,0.00001969593,0.00002138377,0.000008594657,0.00002818523],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.6012577,"threshold_uncertainty_score":0.4259009,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03639727902367498,"score_gpt":0.2596034892034713,"score_spread":0.2232062101797963,"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."}}