{"id":"W4314946934","doi":"10.1109/cdc51059.2022.9993210","title":"Markowitz Portfolio Optimization Extended Quadratic Mean-Field Games Approach","year":2022,"lang":"en","type":"article","venue":"2022 IEEE 61st Conference on Decision and Control (CDC)","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"McGill University","funders":"","keywords":"Mathematical optimization; Quadratic programming; Computer science; Portfolio; Mathematics; Economics; Financial economics","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":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0005284211,0.0002397628,0.0005207139,0.0003012503,0.0005102993,0.0001641606,0.000394655,0.00009788857,0.002017427],"category_scores_gemma":[0.0001837737,0.0002598989,0.0001162993,0.0004572915,0.00005143718,0.0001525107,0.00009454842,0.0003365791,0.00008343078],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000696606,"about_ca_system_score_gemma":0.00006877808,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00008554473,"about_ca_topic_score_gemma":0.00001076156,"domain_scores_codex":[0.9980755,0.00001963867,0.0006922089,0.0007194265,0.0001731387,0.0003200655],"domain_scores_gemma":[0.9987186,0.0002133312,0.0003836254,0.0004692699,0.00007551526,0.0001396461],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0003527428,0.000365349,0.0001957636,0.00001376585,0.00004394278,0.000005942421,0.0002825421,0.004188222,0.00004990444,0.9478931,0.001934474,0.04467428],"study_design_scores_gemma":[0.004231734,0.000868962,0.002731881,0.00002567723,0.00004504533,0.00003577554,0.001032221,0.5848063,0.0000217757,0.391851,0.01350111,0.000848538],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.003339576,0.0009468767,0.9701627,0.0007833389,0.0004148318,0.0005340805,0.0002011748,0.00005777709,0.02355957],"genre_scores_gemma":[0.9928333,0.0002959587,0.00355827,0.001626973,0.00008982916,0.0006247399,0.00003505235,0.0000282047,0.0009077326],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.9894937,"threshold_uncertainty_score":0.9999853,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02578380646938659,"score_gpt":0.2320239938308216,"score_spread":0.206240187361435,"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."}}