{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001394301,0.0001116663,0.0001931718,0.0002640963,0.000101139,0.0004810408,0.0002254564,0.00007650282,0.0001368699],"category_scores_gemma":[0.0005594615,0.00007725518,0.0001364492,0.0008204902,0.00002370735,0.0002193664,0.0000264865,0.00007142242,0.0002035564],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0000282176,"about_ca_system_score_gemma":0.00006052661,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000002119989,"about_ca_topic_score_gemma":7.941224e-7,"domain_scores_codex":[0.9984232,0.00002565202,0.0004900576,0.0002956021,0.0005813221,0.0001842201],"domain_scores_gemma":[0.9990037,0.000409655,0.000106123,0.0002503876,0.0001701829,0.00005996402],"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":[0.00002114076,0.0002917787,0.0005330894,0.0001532555,0.00007546099,0.00000503448,0.003286975,0.01153862,0.0005702577,0.6338843,0.28533,0.06431007],"study_design_scores_gemma":[0.00009694831,0.00004084122,0.00002717389,0.00001173877,0.00003074336,0.00003089286,0.0003108236,0.6333168,0.0003378795,0.2996812,0.06600358,0.0001113929],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.004824568,0.0001901113,0.9483563,0.0001263467,0.0003437178,0.0003911096,0.00001288867,0.0001624696,0.04559248],"genre_scores_gemma":[0.3095706,0.0001646489,0.6542079,0.0001000203,0.000535763,0.0001530393,0.0000448915,0.00005384778,0.03516932],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.6217782,"threshold_uncertainty_score":0.4638688,"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."}}