{"id":"W4214934680","doi":"10.30699/ijf.2021.287131.1237","title":"A Hybrid Artificial Intelligence Approach to Portfolio Management","year":2022,"lang":"en","type":"article","venue":"Iranian Journal of Finance","topic":"Stock Market Forecasting Methods","field":"Decision Sciences","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"York University","funders":"","keywords":"Portfolio; Computer science; Trading strategy; Hedge fund; Project portfolio management; Financial market; Artificial neural network; Investment strategy; Algorithmic trading; Fuzzy logic; Investment (military); Artificial intelligence; Business; Finance; Economics; Market liquidity","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":[0.0009993993,0.0006766662,0.0008763018,0.001284293,0.0003046142,0.002052719,0.0012693,0.001004998,0.001814455],"category_scores_gemma":[0.001469966,0.0002502617,0.0006306304,0.001888741,0.0005212158,0.00135016,0.0007773749,0.0007911583,0.0003383563],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006961417,"about_ca_system_score_gemma":0.0007217639,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001878803,"about_ca_topic_score_gemma":0.001561898,"domain_scores_codex":[0.9992629,0.0003025606,0.00004908007,0.00009634831,0.0002501491,0.00003898954],"domain_scores_gemma":[0.9996087,0.0002303923,0.00003917369,0.00003048381,0.00007324795,0.00001797276],"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":[0.0000573962,0.0001496822,0.001479335,0.0002432593,0.0003291258,0.0001740752,0.0001093695,0.5817688,0.001291102,0.1405322,0.002531693,0.2713341],"study_design_scores_gemma":[0.00001593591,0.00007551508,0.0003412489,0.00004489036,0.00003046241,0.00006811336,0.00002639265,0.9083823,0.0003636258,0.08430048,0.006333593,0.00001750297],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.007731521,0.004193341,0.9761209,0.0006602134,0.0001029332,0.00007391793,0.0000543578,0.0001601307,0.01090275],"genre_scores_gemma":[0.540067,0.007149748,0.4422272,0.0004135499,0.0004796555,0.0003321078,0.0002005188,0.00004371097,0.009086439],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002052719,"threshold_uncertainty_score":0.006069958,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1482823737471053,"score_gpt":0.3814639424249281,"score_spread":0.2331815686778228,"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."}}