{"id":"W3150067679","doi":"10.3390/jrfm14040160","title":"Portfolio Optimalization on Digital Currency Market","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Blockchain Technology Applications and Security","field":"Computer Science","cited_by":16,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Cryptocurrency; Virtual currency; Diversification (marketing strategy); Digital currency; Portfolio; Currency; Portfolio optimization; Cash; Financial economics; Modern portfolio theory; Economics; Business; Computer science; Monetary economics; Finance; Computer security; Marketing","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001581285,0.0007099237,0.00120989,0.001752073,0.0004451482,0.002839312,0.0004976279,0.0007433426,0.006324778],"category_scores_gemma":[0.00533365,0.0003388781,0.0009441557,0.001382481,0.0009453722,0.003426095,0.001390231,0.0009440505,0.0003429085],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001443475,"about_ca_system_score_gemma":0.001277631,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001605362,"about_ca_topic_score_gemma":0.0008537426,"domain_scores_codex":[0.9991825,0.0003395573,0.00005676801,0.000151101,0.0001620525,0.0001078277],"domain_scores_gemma":[0.9988945,0.0005821431,0.0002116071,0.00006598599,0.0001342274,0.0001115647],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.000179346,0.0001792519,0.006053276,0.0004316402,0.0001803617,0.000324397,0.0001582617,0.4057531,0.001981894,0.4985276,0.003941621,0.08228914],"study_design_scores_gemma":[0.00005059147,0.0001351986,0.002020573,0.00008524703,0.00006352276,0.000106073,0.0001311003,0.661092,0.000764785,0.3320018,0.00352408,0.00002507162],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3078779,0.006262982,0.6355343,0.001658598,0.0001130762,0.0001961958,0.0006416484,0.0002519465,0.04746339],"genre_scores_gemma":[0.9461128,0.00376446,0.04192741,0.0001546461,0.0001111919,0.0001602411,0.0005674359,0.00007582505,0.007126023],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006324778,"threshold_uncertainty_score":0.02115846,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.004447559235740402,"score_gpt":0.2049067447460188,"score_spread":0.2004591855102784,"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."}}