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Record W6908336554 · doi:10.25728/assa.2022.22.1.1004

Evolutionary Game to Model Risk Appetite of Individual Investors

2022· article· en· W6908336554 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

VenueRussian Agency for Digital Standardization · 2022
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsHEC Montréal
Fundersnot available
KeywordsInvestment (military)Set (abstract data type)Investment strategyEvolutionarily stable strategyRisk appetiteInvestment decisionsEvolutionary game theory

Abstract

fetched live from OpenAlex

‎We present a novel mathematical model of development and progression of investments based on evolutionary game theory‎. ‎Four different investment types in market‎: ‎bank account‎, ‎bond‎, ‎stocks‎, ‎and risky derivatives‎. ‎Despite the relative sincerity of the model‎, ‎it supplies a way to explore the interactions between the different investment types in the market‎. ‎We assume the market is a complete and four assets constitute the total capital market‎. ‎And assume that the three risk-averse individual‎, ‎risk‎- ‎neutral individual and risk-seeking individual enter the market and each individual buys at least two assets‎. ‎We examine the interaction of the two assets and find evolutionary stable strategy in interactions and weights‎. ‎We explore the heard effect on decision making and investment‎.

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)0.000
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 score0.905
Threshold uncertainty score0.573

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
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 head0.024
GPT teacher head0.213
Teacher spread0.189 · 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