{"id":"W3159931085","doi":"10.2139/ssrn.3805592","title":"Cardinality Constrained Risk Parity Portfolios","year":2020,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto","funders":"","keywords":"Parity (physics); Mathematics; Econometrics; Economics; Actuarial science; Physics; Particle physics","routes":{"ca_aff":true,"ca_fund":false,"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":[0.00848634,0.0001861516,0.0003816989,0.0001286854,0.0004208974,0.0002902309,0.000705505,0.0001091992,0.0002984891],"category_scores_gemma":[0.002848813,0.0001392855,0.0003074525,0.000872295,0.0001081932,0.0004384176,0.00006678821,0.001978001,0.0002696929],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002088456,"about_ca_system_score_gemma":0.00238546,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001046715,"about_ca_topic_score_gemma":0.0001524708,"domain_scores_codex":[0.9953089,0.000519849,0.0008456399,0.0004212047,0.001254463,0.00164993],"domain_scores_gemma":[0.9980308,0.0002301695,0.0006770702,0.0003146512,0.0003987588,0.000348585],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0003593002,0.0001093757,0.4476416,0.000001988337,0.0003599106,0.00005177982,0.001081465,0.0064315,0.00009847756,0.1379641,0.01054949,0.395351],"study_design_scores_gemma":[0.001501042,0.0005686512,0.02023346,0.000004944652,0.000132297,0.0006863104,0.004612208,0.008459308,0.0001028972,0.9039292,0.05930604,0.0004636793],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5611036,0.002764537,0.409028,0.008798823,0.0006384338,0.0003191085,0.00004467925,0.0001294197,0.01717342],"genre_scores_gemma":[0.9893585,0.008710645,0.000366942,0.0004269097,0.000539474,0.000001884393,0.000004385515,0.00001416911,0.0005771104],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7659651,"threshold_uncertainty_score":0.859354,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0460514299045006,"score_gpt":0.328856010348776,"score_spread":0.2828045804442754,"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."}}