{"id":"W4389154940","doi":"10.20944/preprints202311.1866.v1","title":"Centrality-based Equal Risk Contribution Portfolio","year":2023,"lang":"en","type":"preprint","venue":"Preprints.org","topic":"Complex Systems and Time Series Analysis","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Betweenness centrality; Centrality; Portfolio; Minimum spanning tree; Portfolio optimization; Spanning tree; Network theory; Econometrics; Modern portfolio theory; Computer science; Mathematics; Financial economics; Economics; Statistics; Combinatorics; Algorithm","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":["insufficient_payload"],"category_scores_codex":[0.002433964,0.0004872244,0.001344569,0.0005302293,0.0002426598,0.0001066697,0.0007730345,0.0005056749,0.006896681],"category_scores_gemma":[0.0007155702,0.0006106329,0.0009396849,0.0004681302,0.00009157562,0.0001089795,0.001224718,0.0009393844,0.01702152],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004213278,"about_ca_system_score_gemma":0.0001061401,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01117053,"about_ca_topic_score_gemma":0.0002632726,"domain_scores_codex":[0.9955839,0.000120466,0.001804048,0.001645003,0.0001455611,0.0007010505],"domain_scores_gemma":[0.9955756,0.0001110569,0.001895997,0.002011537,0.0001698638,0.0002359496],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00003552241,0.0001168963,0.9430717,0.000137138,0.0005444367,0.00001519604,0.0001192685,0.005653892,0.00001637431,0.04981895,0.0003923262,0.00007825578],"study_design_scores_gemma":[0.0007632506,0.00002179993,0.7998168,0.0001046751,0.0001286124,0.00000145819,0.00004622119,0.01215674,0.0003406211,0.08528329,0.1004267,0.0009098332],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9605181,0.001112896,0.01639566,0.00107832,0.002875347,0.001144021,0.003539164,0.0006519326,0.01268461],"genre_scores_gemma":[0.9934277,0.0003394879,0.00009798472,0.00008605715,0.0004073811,0.0001745204,0.0007786852,0.00008328343,0.00460488],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1432549,"threshold_uncertainty_score":0.9996345,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1910463860579808,"score_gpt":0.315829091544206,"score_spread":0.1247827054862252,"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."}}