FinTech-FinalProject-Group7 / json /active_preference_weights_example.json
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{
"CR": null,
"Global_Weights": {
"Return_CAGR": 0.0937193518279305,
"Return_Div": 0.08330201797061522,
"Risk_Vol": 0.16541706365294873,
"Risk_MaxDD": 0.1807256576366402,
"Cost_ExpRatio": 0.07385509799373297,
"Liq_Volume": 0.03692754899686648,
"Liq_AUM": 0.03692754899686648,
"Div_Score": 0.07385509799373297,
"FinBERT_score": 0.25527061493066644
},
"Source": "active_preference_system",
"Hierarchy": {
"Main_Weights": {
"Return": 0.1770213697985457,
"Risk": 0.34614272128958895,
"Cost": 0.07385509799373298,
"Liquidity": 0.07385509799373298,
"Diversification": 0.07385509799373298,
"Sentiment": 0.2552706149306665
},
"Sub_Weights": {
"Return": {
"Return_CAGR": 0.5294239443214411,
"Return_Div": 0.470576055678559
},
"Risk": {
"Risk_Vol": 0.4778868757854307,
"Risk_MaxDD": 0.5221131242145693
},
"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": 0.9023974627555281,
"Risk": 0.7945004273214784,
"Cost": 1.0,
"Liquidity": 1.0,
"Diversification": 1.0,
"Sentiment": 0.83593863378125
},
"Sub_Sigma": {
"Return": {
"Return_CAGR": 0.93121975,
"Return_Div": 1.0
},
"Risk": {
"Risk_Vol": 0.93121975,
"Risk_MaxDD": 0.887965
},
"Cost": {
"Cost_ExpRatio": 1.0
},
"Liquidity": {
"Liq_Volume": 1.0,
"Liq_AUM": 1.0
},
"Diversification": {
"Div_Score": 1.0
},
"Sentiment": {
"FinBERT_score": 0.882575
}
},
"Solver_Sigma": {
"Return_CAGR": 0.93121975,
"Return_Div": 1.0,
"Risk_Vol": 0.93121975,
"Risk_MaxDD": 0.887965,
"Cost_ExpRatio": 1.0,
"Liq_Volume": 1.0,
"Liq_AUM": 1.0,
"Div_Score": 1.0,
"FinBERT_score": 0.882575
}
},
"Turns": 3
}