{"id":"W6907788650","doi":"10.24433/co.9241745.v1","title":"Risk-sensitive Policies for Portfolio Management","year":2022,"lang":"en","type":"other","venue":"Code Ocean","topic":"","field":"","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"York University","funders":"","keywords":"Reinforcement learning; Portfolio; Project portfolio management; Financial market; Portfolio optimization; Investment strategy; Risk management; Set (abstract data type); Control (management)","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":[0.0003120429,0.0004704581,0.0004860825,0.0008243814,0.0001718255,0.00004522375,0.0004310966,0.0001481831,0.009156565],"category_scores_gemma":[0.00004133899,0.0005082368,0.0002579009,0.0003329848,0.000112614,0.00002409777,0.0003856137,0.0002686671,0.00235877],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000349981,"about_ca_system_score_gemma":0.00003916497,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0002849421,"about_ca_topic_score_gemma":0.0002620596,"domain_scores_codex":[0.9979951,0.0001019251,0.0002476737,0.00065256,0.000437128,0.0005656145],"domain_scores_gemma":[0.9983875,0.00004891172,0.0005627405,0.000845781,0.00003856067,0.0001165354],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"not_applicable","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00004442867,0.00006766262,0.0003015236,0.0001113139,0.0006493134,0.00007250046,0.0001605729,0.0000154918,0.000001886803,0.006505616,0.9915397,0.0005300043],"study_design_scores_gemma":[0.0007090336,0.00005858461,0.0005200597,0.00005776265,0.0004677904,0.000007747763,0.0006719565,0.00004072598,0.00001572116,0.0004421863,0.9964597,0.000548686],"study_design_candidate":"not_applicable","study_design_consensus":"not_applicable","genre_codex":"other","genre_gemma":"other","genre_scores_codex":[0.00009269078,0.0004462468,0.000129389,0.00004895058,0.0004636713,0.001790838,0.01505509,0.001127772,0.9808453],"genre_scores_gemma":[0.000736109,0.0002368691,0.001273725,0.0003019806,0.0005753971,0.00008043351,0.001605801,0.003480673,0.991709],"genre_candidate":"other","genre_consensus":"other","teacher_disagreement_score":0.01344929,"threshold_uncertainty_score":0.9997369,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01505186051348436,"score_gpt":0.2713786087375001,"score_spread":0.2563267482240157,"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."}}