{"id":"W3172710537","doi":"10.1080/17517575.2021.1939425","title":"Informative index for investment based on Kelly criterion","year":2021,"lang":"en","type":"article","venue":"Enterprise Information Systems","topic":"Consumer Market Behavior and Pricing","field":"Business, Management and Accounting","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"Brandon University","funders":"","keywords":"Econometrics; Portfolio; Investment value; Robustness (evolution); Stock market index; Project portfolio management; Mathematics; Stock (firearms); Index (typography); Asset management; Asset allocation; Correlation coefficient; Statistics; Economics; Computer science; Financial economics; Finance; Engineering; Stock market; Management; Project management","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.003991704,0.0009940809,0.0009972241,0.007158009,0.0005656031,0.003477436,0.00102382,0.001010206,0.002362944],"category_scores_gemma":[0.02824429,0.0002268781,0.0006794264,0.003958168,0.001037409,0.002472506,0.001640986,0.0009735943,0.0009575339],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001435216,"about_ca_system_score_gemma":0.001469833,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002552862,"about_ca_topic_score_gemma":0.002140971,"domain_scores_codex":[0.9969675,0.0006037744,0.0003359945,0.0005289693,0.001274954,0.0002887689],"domain_scores_gemma":[0.9886856,0.005282552,0.002219174,0.0012199,0.002001819,0.0005908338],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0009952514,0.0004161095,0.3019367,0.0005021962,0.0007498896,0.0006641089,0.0004374685,0.2071863,0.008925128,0.08472256,0.02145998,0.3720044],"study_design_scores_gemma":[0.00006159206,0.0004899306,0.1173859,0.0001252605,0.0002123276,0.0005360699,0.0002446854,0.8091447,0.00875616,0.05294477,0.009880523,0.0002180143],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.564042,0.002381453,0.3959629,0.0009421933,0.0002336638,0.0004444725,0.007110424,0.002228826,0.02665419],"genre_scores_gemma":[0.9502003,0.0004155456,0.04217805,0.0001037409,0.0001508508,0.0002206485,0.003999821,0.00008563451,0.002645337],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.007158009,"threshold_uncertainty_score":0.02111042,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01612525062451472,"score_gpt":0.2389671779950073,"score_spread":0.2228419273704926,"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."}}