{"id":"W4399890910","doi":"10.3390/math12131921","title":"A Fuzzy Entropy Approach for Portfolio Selection","year":2024,"lang":"en","type":"article","venue":"Mathematics","topic":"Risk and Portfolio Optimization","field":"Decision Sciences","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"Western University","funders":"Agencia Nacional de Investigación y Desarrollo; Canada Research Chairs","keywords":"Ambiguity; Entropy (arrow of time); Portfolio optimization; Mathematical optimization; Econometrics; Portfolio; Computer science; Fuzzy logic; Mathematics; Economics; Artificial intelligence; Finance","routes":{"ca_aff":true,"ca_fund":true,"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":[0.003582736,0.001187679,0.001363576,0.00280512,0.0005822481,0.001736591,0.001001483,0.0009555971,0.002158064],"category_scores_gemma":[0.005551696,0.0003824444,0.001541642,0.001893106,0.001069583,0.001942083,0.001129135,0.001247882,0.0002210142],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001919085,"about_ca_system_score_gemma":0.0009205267,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002550376,"about_ca_topic_score_gemma":0.002133598,"domain_scores_codex":[0.9975375,0.001301347,0.0001114029,0.0002384034,0.0007200597,0.00009128801],"domain_scores_gemma":[0.9978623,0.001684148,0.0001307494,0.00008265036,0.0001950947,0.00004509485],"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":[0.00004252581,0.00006022565,0.00122769,0.0001272216,0.0002170226,0.0001377066,0.00009078957,0.7505848,0.001113082,0.1724491,0.0007802748,0.07316948],"study_design_scores_gemma":[0.00001099057,0.00005014178,0.0005368693,0.00002788591,0.00002561954,0.00005057342,0.00001658526,0.8866066,0.0004332958,0.1107777,0.001439069,0.00002461179],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.00885482,0.0007716833,0.9861453,0.000301383,0.00004771729,0.00005067509,0.00007879685,0.00004136063,0.003708335],"genre_scores_gemma":[0.7115431,0.002272934,0.27834,0.0002543635,0.0003704222,0.0003784375,0.0002663328,0.00004052004,0.006533871],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.003582736,"threshold_uncertainty_score":0.01894754,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0827752260520779,"score_gpt":0.373609531856183,"score_spread":0.2908343058041051,"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."}}