{"id":"W6979224441","doi":"","title":"Universal portfolios in continuous time: an approach in pathwise Itô calculus","year":2025,"lang":"en","type":"article","venue":"ArXiv.org","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"Natural Sciences and Engineering Research Council of Canada","keywords":"Portfolio; Context (archaeology); Volatility (finance); Constant (computer programming); Stochastic volatility; Process (computing); Realized variance","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002394027,0.0008179129,0.0009264617,0.001579395,0.0005361506,0.001989373,0.001297732,0.001016832,0.002671688],"category_scores_gemma":[0.005619844,0.0003833046,0.001390312,0.001437315,0.002036891,0.003802062,0.001750752,0.002098188,0.0003578936],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001282859,"about_ca_system_score_gemma":0.0009965929,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001156704,"about_ca_topic_score_gemma":0.0008263242,"domain_scores_codex":[0.9990404,0.0002938684,0.00005297207,0.0001615225,0.0003559364,0.00009519082],"domain_scores_gemma":[0.9984443,0.000796171,0.0001806215,0.0002315478,0.0002185787,0.0001288507],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.000003039491,0.000009294979,0.0001185334,0.00001649396,0.000009158357,0.00004296152,0.00005039278,0.008560721,0.0004117582,0.9868067,0.0002068848,0.003764065],"study_design_scores_gemma":[0.000005445228,0.00002623567,0.0001326173,0.00001535034,0.00001053137,0.0000620025,0.00001458932,0.1461308,0.0003150729,0.8503261,0.002947898,0.00001331531],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.01427078,0.0008234991,0.97567,0.0003995916,0.00009597834,0.00002483862,0.0000644587,0.00009136614,0.008559533],"genre_scores_gemma":[0.6564491,0.003060095,0.3251984,0.0004775233,0.0006478555,0.0002433177,0.0001346697,0.0001869535,0.01360196],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.002671688,"threshold_uncertainty_score":0.01266092,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02144248629900476,"score_gpt":0.2230215664127247,"score_spread":0.2015790801137199,"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."}}