{"id":"W4226225271","doi":"10.5267/j.msl.2022.1.001","title":"Uncertain portfolio optimization based on Dempster-Shafer theory","year":2022,"lang":"en","type":"article","venue":"Management Science Letters","topic":"Stock Market Forecasting Methods","field":"Decision Sciences","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Portfolio; Selection (genetic algorithm); Financial market; Modern portfolio theory; Investment (military); Portfolio optimization; Computer science; Actuarial science; Econometrics; Value (mathematics); Economics; Financial economics; Artificial intelligence; Finance; Machine learning","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":["sts","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.02782933,0.0002023554,0.0002004613,0.001798393,0.001387165,0.0004871853,0.00283001,0.00001737155,0.004809647],"category_scores_gemma":[0.001698439,0.0001705304,0.0001133066,0.005277081,0.0004637114,0.0004076519,0.0009889186,0.0002170413,0.0001021348],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003599153,"about_ca_system_score_gemma":0.00003372582,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000005209323,"about_ca_topic_score_gemma":3.262726e-7,"domain_scores_codex":[0.9919248,0.001100013,0.0005174699,0.001149319,0.004702635,0.000605785],"domain_scores_gemma":[0.996913,0.001328171,0.0003022037,0.001273502,0.00004975605,0.0001333833],"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":[0.00007313682,0.0000467694,0.003365764,0.000002380652,0.000004892845,0.0000484646,0.0000857909,0.9406595,0.0001217804,0.003550691,0.01670704,0.0353338],"study_design_scores_gemma":[0.0005824444,0.0001425313,0.01494217,0.00001322416,0.00002224682,0.000006595227,0.0008781406,0.9525782,0.00008726042,0.005601399,0.02474578,0.0004000447],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.02650911,0.000004228933,0.8186457,0.009996814,0.001682534,0.0006568613,0.000006845942,0.0001487442,0.1423492],"genre_scores_gemma":[0.8502408,4.764422e-7,0.1002448,0.04455818,0.00006438114,0.0001867287,0.000005566809,0.00002719248,0.004671824],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.8237317,"threshold_uncertainty_score":0.9999129,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06614150641267721,"score_gpt":0.3606846020926384,"score_spread":0.2945430956799612,"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."}}