{ "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 }