{"entities":{"Q5157844":{"pageid":7187415,"ns":120,"title":"Item:Q5157844","lastrevid":100367075,"modified":"2026-06-05T21:57:36Z","type":"item","id":"Q5157844","labels":{"en":{"language":"en","value":"Optimal dynamic futures portfolio under a multifactor Gaussian framework"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 7411936"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5157844$0C7B260F-4DA6-44CD-B5E8-43C99CF7AF9D","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"4ca60d6a3694937d7d6640eb23fed547a9746b90","datavalue":{"value":{"text":"OPTIMAL DYNAMIC FUTURES PORTFOLIO UNDER A MULTIFACTOR GAUSSIAN FRAMEWORK","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q5157844$BA7AA5B2-879E-4611-B17E-3D84935BE1F1","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"4d2abfccb67682616abdc52193dbaed5d17b98ab","datavalue":{"value":"1471.91574","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5157844$19C5FA35-0FE9-45E3-AAAF-39A65306CF4C","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"71084377e0d6eb6e301e959bc00316af8639bfab","datavalue":{"value":"10.1142/S021902492150028X","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5157844$34C260D9-5D3E-4465-BD44-20043A8480CA","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"586c28fe8b16c0a8ce4a2a8b951c094f0163e7e8","datavalue":{"value":{"entity-type":"item","numeric-id":320988,"id":"Q320988"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5157844$DE0A74A9-4051-4519-9114-FAF697FCDCDF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"1c133c5a52758b3c21eff7edade7c4fba55593dc","datavalue":{"value":{"entity-type":"item","numeric-id":5157843,"id":"Q5157843"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5157844$744B3BE1-F944-4A56-8834-5F791A2B9961","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"e190b2a3812364e930307628cf88b2c0b317d776","datavalue":{"value":{"entity-type":"item","numeric-id":295139,"id":"Q295139"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5157844$3CDFB840-60AF-4D4A-9CF0-85FF18B3A2CD","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"5f8bef6bff8a53dfd7f90cc09b22f5e841fc8a40","datavalue":{"value":{"entity-type":"item","numeric-id":2703107,"id":"Q2703107"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5157844$1B787E94-AA74-418A-AB76-D6F2BA6DC6CA","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"2ad95e49504ca13bcb626b7a642b679151989e57","datavalue":{"value":{"time":"+2021-10-20T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q5157844$6F26493B-EB9C-4C1D-BE8D-75EE1EC0A79B","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"82cd6ba3de809c77ad4ab5a51dd4d14c3b158a01","datavalue":{"value":"91G20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5157844$C66613F1-6E39-4C1F-BD99-C5EE10BA08EE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"7f918b855cc4e1ef3c50dee94916276dca231342","datavalue":{"value":"91G10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5157844$C7039288-B743-4795-9A59-2C3B8F0C6A06","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"e3bc6c7cda8279d6ad2b578e7a7e4967447c3cc4","datavalue":{"value":"93E20","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5157844$FB3FF91C-559E-4441-AA11-F708A0C5EFCA","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"20f13a7e71bc5f241b77001977ebbd20012d1bfe","datavalue":{"value":"7411936","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5157844$D06EFF31-CE52-45CA-91C4-E2B2DCE98798","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"fc8a2cf454bdce583121314690edffd36ff168a0","datavalue":{"value":"futures","type":"string"},"datatype":"string"},"type":"statement","id":"Q5157844$723FF0DE-0E08-458C-98D8-31EBDAABCD45","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"7040d56c5c4b98f66a1443026a4f2557b0f9a344","datavalue":{"value":"portfolio optimization","type":"string"},"datatype":"string"},"type":"statement","id":"Q5157844$AD99AD88-DD19-4B1F-BFE3-17DE235D1A62","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"5fc971672ef73b201290e80f154a4b52820db070","datavalue":{"value":"stochastic control","type":"string"},"datatype":"string"},"type":"statement","id":"Q5157844$8A3BAFD5-0561-4109-A679-FFDF44EE6046","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"966db26594221093ae08bf0043ea4d3322f3db91","datavalue":{"value":"Gaussian processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q5157844$4BDC6BB4-FD64-4396-82C8-119FD793F003","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5157844$57E89136-42B1-4101-A1E2-521E07FA91CF","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"baedd30a8a0e487c6a1f491995b05dba94bd6163","datavalue":{"value":{"entity-type":"item","numeric-id":2334405,"id":"Q2334405"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5157844$C861583A-5206-49F4-8A43-D576B614619C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a31aedb4a7cb25bf6fd44a3d592f157dbbbd82e5","datavalue":{"value":{"entity-type":"item","numeric-id":2191860,"id":"Q2191860"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5157844$2A9793D9-DA6B-4EA4-B9D5-5F70611335DF","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"68eb060e344b5bc6dfc5fb02b07cd56dbf5a76cb","datavalue":{"value":{"entity-type":"item","numeric-id":5312729,"id":"Q5312729"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5157844$9EDEE5C9-66F9-4623-9888-896E8FA9B09D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d82e0f0557fb123a0f66ad7150514a81f17e2088","datavalue":{"value":{"entity-type":"item","numeric-id":3160497,"id":"Q3160497"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5157844$8D644135-20DB-4884-B3BD-DFD19A34896C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"a37e628f629e9ec77cc066839c020d831dc749b5","datavalue":{"value":{"entity-type":"item","numeric-id":2828051,"id":"Q2828051"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5157844$9BFF719A-2E7D-48EF-B82A-389EB3F3073E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"d50cbe71062cd308a7826656cb05e8fe3968d34c","datavalue":{"value":{"entity-type":"item","numeric-id":4032143,"id":"Q4032143"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5157844$CEF813AE-531E-49C7-A021-1F9B13050DDB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"158fe42350f419c5a6e7168dc823518e24454b94","datavalue":{"value":{"entity-type":"item","numeric-id":5207795,"id":"Q5207795"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5157844$0E20F4A2-BA21-4559-9599-DBE6A2501E33","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4de9370a09b25939ae4d90e182c77ef71dccb0fe","datavalue":{"value":{"entity-type":"item","numeric-id":140187,"id":"Q140187"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5157844$4D10FF86-E3FF-43D3-807C-3029EA46136D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"c33c545b21d48ed3633502c6063e879fa049d912","datavalue":{"value":{"entity-type":"item","numeric-id":4771947,"id":"Q4771947"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5157844$9C96FD63-6F73-40F0-8B2E-0FD0F205EC42","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b44b590346abbbeae2321563381b41844601a3f9","datavalue":{"value":{"entity-type":"item","numeric-id":1059928,"id":"Q1059928"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q5157844$3F7315C2-F9AE-48EE-854E-2D1020138FC7","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"b7f7ca80eaa3f89fe0382fb51bbbef8c4eb04e4f","datavalue":{"value":"https://doi.org/10.1142/s021902492150028x","type":"string"},"datatype":"url"},"type":"statement","id":"Q5157844$9392AE18-102A-42E0-8C7B-A84067C8CE16","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"89f84e023765698c531b8ebd0ff2f5f8a1110358","datavalue":{"value":"W3198867628","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q5157844$246B2F80-5EE3-45B7-B3ED-F2F4E79E843B","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"3f343ca9057cffebc7e59e7848683f82315cffd8","datavalue":{"value":{"entity-type":"item","numeric-id":2701100,"id":"Q2701100"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8f90cf72205afebe6fb3a9d12c5c3c4494359b83","datavalue":{"value":{"amount":"+0.8659611940383911","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5157844$241574B2-1B43-4F5A-8337-E6500A1653FE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"511f43709831bd047e8d8a2a671e5ab768ce2d6d","datavalue":{"value":{"entity-type":"item","numeric-id":2191860,"id":"Q2191860"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"cd4a252f741cca10686fda6504223a184812b1d2","datavalue":{"value":{"amount":"+0.8542178869247437","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5157844$35956662-E51A-4E1A-A9E0-5F52FE4A188B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e171c850e349d5656a003efe2be1c5e12554d5fe","datavalue":{"value":{"entity-type":"item","numeric-id":468419,"id":"Q468419"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"542d4c5678957d9346adf8d6a5ff8b519b8456e4","datavalue":{"value":{"amount":"+0.8258282542228699","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5157844$94FF535C-F6DF-4B81-A4AE-055016893A84","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"be74c443dd8194cd6308922201b2c604054aad71","datavalue":{"value":{"entity-type":"item","numeric-id":2271822,"id":"Q2271822"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"714dd9275aed0a604fa999e15dee0958a8407ce4","datavalue":{"value":{"amount":"+0.8140060305595398","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5157844$6E706647-2530-4FC7-A068-46E12A779F3E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"aac50d752ed982b8acbca62deda28530ef23ba9d","datavalue":{"value":{"entity-type":"item","numeric-id":751449,"id":"Q751449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"238a39c3b4b4c15c1faa17acbd07c6f0db60c428","datavalue":{"value":{"amount":"+0.8121249675750732","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q5157844$85C9EDFA-F1AA-47A2-BDD8-B29DD6A086D6","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Optimal dynamic futures portfolio under a multifactor Gaussian framework","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Optimal_dynamic_futures_portfolio_under_a_multifactor_Gaussian_framework"}}}}}