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Record W2022938204 · doi:10.1142/s0218488508005364

PORTFOLIO SELECTION AND ONLINE LEARNING

2008· article· en· W2022938204 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueInternational Journal of Uncertainty Fuzziness and Knowledge-Based Systems · 2008
Typearticle
Languageen
FieldDecision Sciences
TopicAdvanced Bandit Algorithms Research
Canadian institutionsQueen's University
Fundersnot available
KeywordsPortfolioUniversalizationComputer scienceSelection (genetic algorithm)Markov chainInvestment strategyEconometricsStock marketMathematical optimizationWork (physics)Cover (algebra)EconomicsFinancial economicsArtificial intelligenceMathematicsMachine learningMicroeconomicsEngineering

Abstract

fetched live from OpenAlex

This paper studies a new strategy for selecting portfolios in the stock market. The strategy is inspired by two streams of previous work: (1) work on universalization of strategies for portfolio selection, which began with Thomas Cover's work on constant rebalanced portfolios, published in 1991, 4 and (2) more general work on universalization of online algorithms, 17,21,23,30 especially Vladimir Vovk's work on the aggregating algorithm and Markov switching strategies. 32 The proposed investment strategy achieves asymptotically the same exponential rate of growth as the portfolio that turns out to be best expost in the long run and does not require any underlying statistical assumptions on the nature of the stock market.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.287
Threshold uncertainty score0.500

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.091
GPT teacher head0.405
Teacher spread0.315 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it