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Record W2809902275 · doi:10.1177/875697280203300106

Financial Engineering in Project Management

2002· article· en· W2809902275 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

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.

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)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.842
Threshold uncertainty score0.940

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0020.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
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 head0.036
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