{"artifact_id":"L1-444","layer":"L1","title":"Markowitz Mean-Variance Portfolio Optimization","domain":"Computational Finance","sub_domain":"Portfolio optimization","physics_fingerprint":{"L_DAG":2.5,"title":"Markowitz Mean-Variance Portfolio Optimization","domain":"Computational Finance","carrier":"N/A","primitives":["O.regularize","O.qp.quadratic_programming","S.efficient_frontier.trace"],"sub_domain":"Portfolio optimization","noise_model":"estimation_gaussian","problem_class":"parameter_estimation","solution_space":"portfolio_weight_vector","difficulty_delta":3,"integration_axis":"asset_universe","sensing_mechanism":"expected_return_covariance_estimation"},"observable_profile":{"metric":"out_of_sample_Sharpe_ratio","regime":"Existence of the recovered portfolio_weight_vector is guaranteed within the declared Omega bounds. Uniqueness holds on the measurement-supported subspace; out-of-support modes are controlled by declared priors. Stability is conditionally stable (kappa_eff ~= 50); estimation_error_expected_returns dominates the stability cliff; the remaining mismatch parameters contribute higher-order bias terms. Estimation gaussian sets the irreducible data-fidelity floor.","secondary":"portfolio_turnover"},"size_tiers":{"center_spec":{"omega":{"N_assets":50,"T_lookback_days":252,"risk_aversion_lambda":1.0,"estimation_error_sigma_mu":0.01},"input_format":"measurement_only","problem_class":"parameter_estimation","forward_operator":"expected_return_covariance_estimation","epsilon_fn_center":"0.6 out_of_sample_Sharpe_ratio"},"omega_bounds":{"N_assets":[5,500],"T_lookback_days":[63,2520],"risk_aversion_lambda":[0.1,10.0],"estimation_error_sigma_mu":[0.001,0.05]},"epsilon_bounds":{"out_of_sample_Sharpe_ratio":[0.0,2.0]},"allowed_problem_classes":["parameter_estimation"],"allowed_omega_dimensions":["N_assets","T_lookback_days","estimation_error_sigma_mu","risk_aversion_lambda"],"allowed_forward_operators":["expected_return_covariance_estimation"]},"hardness_fn":{"type":"epsilon_fn","delta":3,"kappa":1000.0,"metric":"out_of_sample_Sharpe_ratio"},"initiator_dataset":[{"name":"primary","weight":1.0,"ipfs_cid":null,"license_hash":null}],"status":"testnet","staked_pwm":0.0,"chain_hash":"0x965145a7038c20862dd0396f13ebb116ae61e27b8c9dc11a2acdfd4387130cad","chain_tx_hash":"0xd3de09a18faf929abd82a23b0b558921f307841494e358e1a5eebac81db35c06","chain_block":41555259}