{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0001803841,0.00006140588,0.000103439,0.000121843,0.00008933112,0.00008318723,0.0002124794,0.00004016855,0.000009510213],"category_scores_gemma":[0.00004486247,0.00005457545,0.00004440039,0.000296572,0.00002114411,0.0001654994,0.0001378183,0.0001304352,0.00000281021],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00001286856,"about_ca_system_score_gemma":0.00002116688,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":5.539197e-7,"about_ca_topic_score_gemma":5.971809e-7,"domain_scores_codex":[0.9994304,0.00001476078,0.000204858,0.0001273857,0.0001328467,0.00008972351],"domain_scores_gemma":[0.9995291,0.00001909758,0.0001627002,0.000168134,0.00008557196,0.00003543242],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"not_applicable","study_design_scores_codex":[0.000006777876,0.0001219447,0.001782274,0.000007057973,0.000006796726,0.00008919272,0.00006059319,0.00002092537,0.000001018205,0.3179694,0.003888436,0.6760455],"study_design_scores_gemma":[0.001166647,0.0003292193,0.1437073,0.000104439,0.00005438398,0.0001896449,0.0001174155,0.004852738,0.0002481366,0.2371906,0.6117371,0.0003023613],"study_design_candidate":"design_other","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.03792372,0.0006360513,0.9547846,0.0003617887,0.0002260472,0.00005609514,0.000003893534,0.00002059733,0.005987155],"genre_scores_gemma":[0.9820268,0.002826517,0.01484135,0.0001047165,0.00006060539,0.000002735032,9.085412e-7,0.000002748268,0.0001336813],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.944103,"threshold_uncertainty_score":0.2225522,"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."}}