{"id":"W3213131073","doi":"10.5430/afr.v10n4p34","title":"Asset Allocation via Machine Learning","year":2021,"lang":"en","type":"article","venue":"Accounting and Finance Research","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Equity (law); Computer science; Asset allocation; Portfolio optimization; Portfolio; Capital asset pricing model; Portfolio allocation; Econometrics; Economics; Mathematical optimization; Machine learning; Financial economics; Mathematics","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":[0.001907266,0.0007361956,0.001200381,0.0009664996,0.0005476447,0.001603188,0.001384423,0.001670739,0.003595073],"category_scores_gemma":[0.007888297,0.0004761243,0.0005887625,0.001082022,0.001264767,0.001840639,0.001448742,0.001925167,0.0008518082],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001250602,"about_ca_system_score_gemma":0.001508118,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00301934,"about_ca_topic_score_gemma":0.00275344,"domain_scores_codex":[0.9990089,0.0004874324,0.00004441224,0.000148384,0.0002513913,0.00005946689],"domain_scores_gemma":[0.9979296,0.001359051,0.0002243164,0.0002050379,0.0002125871,0.00006938326],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00001603329,0.00003658424,0.0004579776,0.00005890474,0.0000317495,0.00003005142,0.00002241878,0.8706871,0.0002940842,0.08783787,0.00132084,0.03920634],"study_design_scores_gemma":[0.000004033821,0.000004435452,0.00003095332,0.000006725212,0.000001560614,0.000006495271,0.000001938766,0.967963,0.00006327481,0.03130603,0.0006090967,0.000002379346],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.003645671,0.0004775619,0.9922583,0.0003467769,0.00003796525,0.0000274142,0.00004236013,0.0001683599,0.002995693],"genre_scores_gemma":[0.452103,0.001068234,0.5390462,0.0003894064,0.0002964032,0.0003693475,0.000282086,0.0001081299,0.006337104],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003595073,"threshold_uncertainty_score":0.01202673,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06298610544683254,"score_gpt":0.2927945711665262,"score_spread":0.2298084657196937,"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."}}