{ "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 }