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Record W4307856048 · doi:10.36647/ijsem/09.10.a013

An Application of Analytical Hierarchy Process to Financial Asset Selection

2022· article· en· W4307856048 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 Science Engineering and Management · 2022
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsUniversity of Manitoba
Fundersnot available
KeywordsAnalytic hierarchy processSelection (genetic algorithm)Multiple-criteria decision analysisStock exchangeAsset (computer security)Rank (graph theory)Ranking (information retrieval)Set (abstract data type)Actuarial scienceComputer scienceRisk analysis (engineering)BusinessOperations researchFinanceMathematicsArtificial intelligence

Abstract

fetched live from OpenAlex

Asset selection involves picking up a particular asset within each asset class in such a manner that it would outperform the rest of the assets to maximize the investor’s goal of increasing value while mitigating risk. This paper aims to implement a widely used “multi-criteria decision making (MCDM)” technique known as Analytical Hierarchy Process (AHP) for best asset selection. In AHP, the qualitative problems are described and transformed quantitatively, and then the quantitative analysis is used to find the relationship among various decision criteria. In this study, ethical and suitability criteria are used along with the financial criteria to rank the assets based on individual investors’ preferences. To demonstrate the efficacy of the problem, a hypothetical data set is used for ethical and suitability criteria, and data set of 10 assets of Nifty 50 companies under the National Stock Exchange (NSE) is collected for financial criteria.

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)0.006
metaresearch head score (Gemma)0.001
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 score0.433
Threshold uncertainty score0.213

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0060.001
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 head0.032
GPT teacher head0.398
Teacher spread0.366 · 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