{ "CR": null, "Global_Weights": { "Return_CAGR": 0.12234765833697166, "Return_Div": 0.10082213295176896, "Risk_Vol": 0.10943537362033134, "Risk_MaxDD": 0.13172735922679288, "Cost_ExpRatio": 0.08735266564489899, "Liq_Volume": 0.14256323886859285, "Liq_AUM": 0.13104624006084542, "Div_Score": 0.08735266564489899, "FinBERT_score": 0.08735266564489899 }, "Source": "active_preference_system", "Hierarchy": { "Main_Weights": { "Return": 0.2231697912887406, "Risk": 0.2411627328471242, "Cost": 0.08735266564489898, "Liquidity": 0.2736094789294382, "Diversification": 0.08735266564489898, "Sentiment": 0.08735266564489898 }, "Sub_Weights": { "Return": { "Return_CAGR": 0.5482267901513441, "Return_Div": 0.451773209848656 }, "Risk": { "Risk_Vol": 0.4537822752643282, "Risk_MaxDD": 0.5462177247356719 }, "Cost": { "Cost_ExpRatio": 1.0 }, "Liquidity": { "Liq_Volume": 0.5210464177864202, "Liq_AUM": 0.47895358221357975 }, "Diversification": { "Div_Score": 1.0 }, "Sentiment": { "FinBERT_score": 1.0 } } }, "Uncertainty": { "Main_Sigma": { "Return": 0.83593863378125, "Risk": 0.8804329135583124, "Cost": 1.0, "Liquidity": 0.8836777597605062, "Diversification": 1.0, "Sentiment": 1.0 }, "Sub_Sigma": { "Return": { "Return_CAGR": 0.882575, "Return_Div": 1.0 }, "Risk": { "Risk_Vol": 1.0, "Risk_MaxDD": 0.887965 }, "Cost": { "Cost_ExpRatio": 1.0 }, "Liquidity": { "Liq_Volume": 0.95166325, "Liq_AUM": 1.0 }, "Diversification": { "Div_Score": 1.0 }, "Sentiment": { "FinBERT_score": 1.0 } }, "Solver_Sigma": { "Return_CAGR": 0.882575, "Return_Div": 1.0, "Risk_Vol": 1.0, "Risk_MaxDD": 0.887965, "Cost_ExpRatio": 1.0, "Liq_Volume": 0.95166325, "Liq_AUM": 1.0, "Div_Score": 1.0, "FinBERT_score": 1.0 } }, "Turns": 3 }