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Record W2809902275 · doi:10.1177/875697280203300106

Financial Engineering in Project Management

2002· article· en· W2809902275 on OpenAlexaff
Michael Farrell

Bibliographic record

VenueProject Management Journal · 2002
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicCapital Investment and Risk Analysis
Canadian institutionsUniversité du Québec à Trois-Rivières
Fundersnot available
KeywordsFinancial engineeringFinancial modelingFinanceFinancial managementFinancial analysisFinancial riskStrategic financial managementAccounting managementEngineering economicsStructured financeRisk managementPortfolioCash flowFinancial ratioProject portfolio managementVariety (cybernetics)EconomicsBusinessComputer scienceProject managementAccountingMarketingAccounting information systemStrategic planningManagement

Abstract

fetched live from OpenAlex

The recent development of a new science of risk management, called financial engineering, has dramatically altered the traditional logic used by financial decision-makers to assess the risk-return characteristics of a wide variety of investment assets and led to the emergence of the new profession of financial engineer. An effect of the application of recent discoveries in mathematics and computer science to the analysis of financial markets, financial engineering is based on the assumption of an interconnected financial universe composed of three fundamental building blocks: cash flows, the corresponding probability distributions, and payment dates. Using the techniques of financial engineering, the financial engineer/financial decision-maker can reduce even the most complex policy issues of concern, such as capital budgeting, asset allocation and investment management, arbitrage, hedging and financial risk management, to a portfolio composed of these three basic components.

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.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.010
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.010
Threshold uncertainty score0.033

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0040.010
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0020.003
Science and technology studies0.0020.006
Scholarly communication0.0060.005
Open science0.0010.002
Research integrity0.0030.003
Insufficient payload (model declined to judge)0.0100.002

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 head0.036
GPT teacher head0.216
Teacher spread0.180 · 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

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations12
Published2002
Admission routes1
Has abstractyes

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