FinTech-FinalProject-Group7 / json /active_preference_test_weights.json
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{
"CR": null,
"Global_Weights": {
"Return_CAGR": 0.09217478598050559,
"Return_Div": 0.08156374993297517,
"Risk_Vol": 0.08559888835859805,
"Risk_MaxDD": 0.101684203464504,
"Cost_ExpRatio": 0.272495517879998,
"Liq_Volume": 0.024269171494001745,
"Liq_AUM": 0.024269171494001745,
"Div_Score": 0.2694061684074122,
"FinBERT_score": 0.04853834298800349
},
"Source": "active_preference_system",
"Hierarchy": {
"Main_Weights": {
"Return": 0.17373853591348076,
"Risk": 0.18728309182310204,
"Cost": 0.272495517879998,
"Liquidity": 0.04853834298800349,
"Diversification": 0.2694061684074122,
"Sentiment": 0.04853834298800349
},
"Sub_Weights": {
"Return": {
"Return_CAGR": 0.5305373703989729,
"Return_Div": 0.4694626296010272
},
"Risk": {
"Risk_Vol": 0.4570561470623859,
"Risk_MaxDD": 0.5429438529376142
},
"Cost": {
"Cost_ExpRatio": 1.0
},
"Liquidity": {
"Liq_Volume": 0.5,
"Liq_AUM": 0.5
},
"Diversification": {
"Div_Score": 1.0
},
"Sentiment": {
"FinBERT_score": 1.0
}
}
},
"Uncertainty": {
"Main_Sigma": {
"Return": 0.8473362599604496,
"Risk": 0.8062134366610583,
"Cost": 0.7699258211783869,
"Liquidity": 1.0,
"Diversification": 0.7871479722703126,
"Sentiment": 1.0
},
"Sub_Sigma": {
"Return": {
"Return_CAGR": 0.92844775,
"Return_Div": 1.0
},
"Risk": {
"Risk_Vol": 1.0,
"Risk_MaxDD": 0.8966467499999999
},
"Cost": {
"Cost_ExpRatio": 0.92290375
},
"Liquidity": {
"Liq_Volume": 1.0,
"Liq_AUM": 1.0
},
"Diversification": {
"Div_Score": 0.88863875
},
"Sentiment": {
"FinBERT_score": 1.0
}
},
"Solver_Sigma": {
"Return_CAGR": 0.92844775,
"Return_Div": 1.0,
"Risk_Vol": 1.0,
"Risk_MaxDD": 0.8966467499999999,
"Cost_ExpRatio": 0.92290375,
"Liq_Volume": 1.0,
"Liq_AUM": 1.0,
"Div_Score": 0.88863875,
"FinBERT_score": 1.0
}
},
"Turns": 3
}