id	sid	tid	token	lemma	pos
bracis-33623	1	1	combining	combine	VERB
bracis-33623	1	2	clustering	clustering	NOUN
bracis-33623	1	3	and	and	CCONJ
bracis-33623	1	4	 	 	SPACE
bracis-33623	1	5	genetic	genetic	ADJ
bracis-33623	1	6	algorithms	algorithm	NOUN
bracis-33623	1	7	for	for	ADP
bracis-33623	1	8	 	 	SPACE
bracis-33623	1	9	portfolio	portfolio	NOUN
bracis-33623	1	10	optimization	optimization	NOUN
bracis-33623	1	11	:	:	PUNCT
bracis-33623	1	12	a	a	DET
bracis-33623	1	13	 	 	SPACE
bracis-33623	1	14	case	case	NOUN
bracis-33623	1	15	study	study	NOUN
bracis-33623	1	16	with	with	ADP
bracis-33623	1	17	 	 	SPACE
bracis-33623	1	18	b3	b3	NOUN
bracis-33623	1	19	companies	company	NOUN
bracis-33623	1	20	|	|	ADV
bracis-33623	1	21	springer	springer	NOUN
bracis-33623	1	22	nature	nature	PROPN
bracis-33623	1	23	link	link	PROPN
bracis-33623	1	24	(	(	PUNCT
bracis-33623	1	25	formerly	formerly	ADV
bracis-33623	1	26	springerlink	springerlink	NOUN
bracis-33623	1	27	)	)	PUNCT
bracis-33623	1	28	skip	skip	VERB
bracis-33623	1	29	to	to	ADP
bracis-33623	1	30	main	main	ADJ
bracis-33623	1	31	content	content	NOUN
bracis-33623	1	32	advertisement	advertisement	NOUN
bracis-33623	1	33	log	log	NOUN
bracis-33623	1	34	in	in	ADP
bracis-33623	1	35	menu	menu	NOUN
bracis-33623	1	36	find	find	VERB
bracis-33623	1	37	a	a	DET
bracis-33623	1	38	journal	journal	NOUN
bracis-33623	1	39	publish	publish	VERB
bracis-33623	1	40	with	with	ADP
bracis-33623	1	41	us	we	PRON
bracis-33623	1	42	track	track	VERB
bracis-33623	1	43	your	your	PRON
bracis-33623	1	44	research	research	NOUN
bracis-33623	1	45	search	search	NOUN
bracis-33623	1	46	cart	cart	NOUN
bracis-33623	1	47	home	home	NOUN
bracis-33623	1	48	intelligent	intelligent	ADJ
bracis-33623	1	49	systems	system	NOUN
bracis-33623	1	50	conference	conference	NOUN
bracis-33623	1	51	paper	paper	NOUN
bracis-33623	1	52	combining	combine	VERB
bracis-33623	1	53	clustering	clustering	NOUN
bracis-33623	1	54	and	and	CCONJ
bracis-33623	1	55	 	 	SPACE
bracis-33623	1	56	genetic	genetic	ADJ
bracis-33623	1	57	algorithms	algorithm	NOUN
bracis-33623	1	58	for	for	ADP
bracis-33623	1	59	 	 	SPACE
bracis-33623	1	60	portfolio	portfolio	NOUN
bracis-33623	1	61	optimization	optimization	NOUN
bracis-33623	1	62	:	:	PUNCT
bracis-33623	1	63	a	a	DET
bracis-33623	1	64	 	 	SPACE
bracis-33623	1	65	case	case	NOUN
bracis-33623	1	66	study	study	NOUN
bracis-33623	1	67	with	with	ADP
bracis-33623	1	68	 	 	SPACE
bracis-33623	1	69	b3	b3	PROPN
bracis-33623	1	70	companies	company	NOUN
bracis-33623	1	71	conference	conference	NOUN
bracis-33623	1	72	paper	paper	NOUN
bracis-33623	1	73	first	first	ADV
bracis-33623	1	74	online	online	ADV
bracis-33623	1	75	:	:	PUNCT
bracis-33623	1	76	30	30	NUM
bracis-33623	1	77	january	january	NOUN
bracis-33623	1	78	2025	2025	NUM
bracis-33623	1	79	pp	pp	PROPN
bracis-33623	2	1	141–156	141–156	NUM
bracis-33623	2	2	cite	cite	VERB
bracis-33623	2	3	this	this	DET
bracis-33623	2	4	conference	conference	NOUN
bracis-33623	2	5	paper	paper	NOUN
bracis-33623	2	6	access	access	NOUN
bracis-33623	2	7	provided	provide	VERB
bracis-33623	2	8	by	by	ADP
bracis-33623	2	9	university	university	PROPN
bracis-33623	2	10	of	of	ADP
bracis-33623	2	11	notre	notre	PROPN
bracis-33623	2	12	dame	dame	PROPN
bracis-33623	2	13	hesburgh	hesburgh	PROPN
bracis-33623	2	14	library	library	PROPN
bracis-33623	2	15	download	download	PROPN
bracis-33623	2	16	book	book	NOUN
bracis-33623	2	17	pdf	pdf	PROPN
bracis-33623	2	18	download	download	NOUN
bracis-33623	2	19	book	book	NOUN
bracis-33623	2	20	epub	epub	PROPN
bracis-33623	2	21	intelligent	intelligent	ADJ
bracis-33623	2	22	systems	system	NOUN
bracis-33623	2	23	(	(	PUNCT
bracis-33623	2	24	bracis	bracis	NOUN
bracis-33623	2	25	2024	2024	NUM
bracis-33623	2	26	)	)	PUNCT
bracis-33623	2	27	combining	combine	VERB
bracis-33623	2	28	clustering	clustering	NOUN
bracis-33623	2	29	and	and	CCONJ
bracis-33623	2	30	 	 	SPACE
bracis-33623	2	31	genetic	genetic	ADJ
bracis-33623	2	32	algorithms	algorithm	NOUN
bracis-33623	2	33	for	for	ADP
bracis-33623	2	34	 	 	SPACE
bracis-33623	2	35	portfolio	portfolio	NOUN
bracis-33623	2	36	optimization	optimization	NOUN
bracis-33623	2	37	:	:	PUNCT
bracis-33623	2	38	a	a	DET
bracis-33623	2	39	 	 	SPACE
bracis-33623	2	40	case	case	NOUN
bracis-33623	2	41	study	study	NOUN
bracis-33623	2	42	with	with	ADP
bracis-33623	2	43	 	 	SPACE
bracis-33623	2	44	b3	b3	NOUN
bracis-33623	2	45	companies	company	NOUN
bracis-33623	2	46	download	download	VERB
bracis-33623	2	47	book	book	NOUN
bracis-33623	2	48	pdf	pdf	PROPN
bracis-33623	2	49	download	download	NOUN
bracis-33623	2	50	book	book	PROPN
bracis-33623	2	51	epub	epub	PROPN
bracis-33623	2	52	edsson	edsson	PROPN
bracis-33623	2	53	israel	israel	PROPN
bracis-33623	2	54	andonaegui	andonaegui	PROPN
bracis-33623	2	55	alonso	alonso	PROPN
bracis-33623	2	56	  	  	SPACE
bracis-33623	2	57	orcid	orcid	NOUN
bracis-33623	2	58	:	:	PUNCT
bracis-33623	2	59	orcid.org/0009-0001-0689-80219	orcid.org/0009-0001-0689-80219	ADJ
bracis-33623	2	60	,	,	PUNCT
bracis-33623	2	61	karina	karina	PROPN
bracis-33623	2	62	valdivia	valdivia	PROPN
bracis-33623	2	63	delgado	delgado	PROPN
bracis-33623	2	64	  	  	SPACE
bracis-33623	2	65	orcid	orcid	PROPN
bracis-33623	2	66	:	:	PUNCT
bracis-33623	2	67	orcid.org/0000-0002-9120-89879	orcid.org/0000-0002-9120-89879	PROPN
bracis-33623	2	68	&	&	CCONJ
bracis-33623	2	69	francisco	francisco	PROPN
bracis-33623	2	70	carlos	carlos	PROPN
bracis-33623	2	71	b.	b.	PROPN
bracis-33623	2	72	dos	dos	PROPN
bracis-33623	2	73	santos	santos	PROPN
bracis-33623	2	74	  	  	SPACE
bracis-33623	2	75	orcid	orcid	NOUN
bracis-33623	2	76	:	:	PUNCT
bracis-33623	2	77	orcid.org/0000-0003-3003-12229	orcid.org/0000-0003-3003-12229	NOUN
bracis-33623	2	78	  	  	SPACE
bracis-33623	2	79	part	part	NOUN
bracis-33623	2	80	of	of	ADP
bracis-33623	2	81	the	the	DET
bracis-33623	2	82	book	book	NOUN
bracis-33623	2	83	series	series	NOUN
bracis-33623	2	84	:	:	PUNCT
bracis-33623	2	85	lecture	lecture	NOUN
bracis-33623	2	86	notes	note	NOUN
bracis-33623	2	87	in	in	ADP
bracis-33623	2	88	computer	computer	NOUN
bracis-33623	2	89	science	science	NOUN
bracis-33623	2	90	(	(	PUNCT
bracis-33623	2	91	(	(	PUNCT
bracis-33623	2	92	lnai	lnai	ADJ
bracis-33623	2	93	,	,	PUNCT
bracis-33623	2	94	volume	volume	NOUN
bracis-33623	2	95	15414	15414	NUM
bracis-33623	2	96	)	)	PUNCT
bracis-33623	2	97	)	)	PUNCT
bracis-33623	2	98	included	include	VERB
bracis-33623	2	99	in	in	ADP
bracis-33623	2	100	the	the	DET
bracis-33623	2	101	following	follow	VERB
bracis-33623	2	102	conference	conference	NOUN
bracis-33623	2	103	series	series	NOUN
bracis-33623	2	104	:	:	PUNCT
bracis-33623	2	105	brazilian	brazilian	ADJ
bracis-33623	2	106	conference	conference	NOUN
bracis-33623	2	107	on	on	ADP
bracis-33623	2	108	intelligent	intelligent	ADJ
bracis-33623	2	109	systems	system	NOUN
bracis-33623	2	110	380	380	NUM
bracis-33623	2	111	accesses	access	NOUN
bracis-33623	2	112	abstract	abstract	ADJ
bracis-33623	2	113	portfolio	portfolio	NOUN
bracis-33623	2	114	optimization	optimization	NOUN
bracis-33623	2	115	has	have	AUX
bracis-33623	2	116	been	be	AUX
bracis-33623	2	117	addressed	address	VERB
bracis-33623	2	118	by	by	ADP
bracis-33623	2	119	optimization	optimization	NOUN
bracis-33623	2	120	algorithms	algorithm	NOUN
bracis-33623	2	121	and	and	CCONJ
bracis-33623	2	122	due	due	ADP
bracis-33623	2	123	to	to	ADP
bracis-33623	2	124	the	the	DET
bracis-33623	2	125	numerous	numerous	ADJ
bracis-33623	2	126	local	local	ADJ
bracis-33623	2	127	maxima	maxima	NOUN
bracis-33623	2	128	,	,	PUNCT
bracis-33623	2	129	genetic	genetic	ADJ
bracis-33623	2	130	algorithms	algorithm	NOUN
bracis-33623	2	131	have	have	AUX
bracis-33623	2	132	shown	show	VERB
bracis-33623	2	133	promise	promise	NOUN
bracis-33623	2	134	.	.	PUNCT
bracis-33623	3	1	recent	recent	ADJ
bracis-33623	3	2	studies	study	NOUN
bracis-33623	3	3	use	use	VERB
bracis-33623	3	4	these	these	DET
bracis-33623	3	5	algorithms	algorithm	NOUN
bracis-33623	3	6	to	to	PART
bracis-33623	3	7	optimize	optimize	VERB
bracis-33623	3	8	stock	stock	NOUN
bracis-33623	3	9	portfolios	portfolio	NOUN
bracis-33623	3	10	,	,	PUNCT
bracis-33623	3	11	whether	whether	SCONJ
bracis-33623	3	12	as	as	ADP
bracis-33623	3	13	a	a	DET
bracis-33623	3	14	multi	multi	ADJ
bracis-33623	3	15	-	-	ADJ
bracis-33623	3	16	objective	objective	ADJ
bracis-33623	3	17	problem	problem	NOUN
bracis-33623	3	18	that	that	PRON
bracis-33623	3	19	maximize	maximize	VERB
bracis-33623	3	20	return	return	NOUN
bracis-33623	3	21	and	and	CCONJ
bracis-33623	3	22	minimize	minimize	VERB
bracis-33623	3	23	risk	risk	NOUN
bracis-33623	3	24	or	or	CCONJ
bracis-33623	3	25	just	just	ADV
bracis-33623	3	26	as	as	ADP
bracis-33623	3	27	one	one	NUM
bracis-33623	3	28	objective	objective	ADJ
bracis-33623	3	29	problem	problem	NOUN
bracis-33623	3	30	,	,	PUNCT
bracis-33623	3	31	such	such	ADJ
bracis-33623	3	32	as	as	ADP
bracis-33623	3	33	maximizing	maximize	VERB
bracis-33623	3	34	the	the	DET
bracis-33623	3	35	sharpe	sharpe	NOUN
bracis-33623	3	36	ratio	ratio	NOUN
bracis-33623	3	37	.	.	PUNCT
bracis-33623	4	1	in	in	ADP
bracis-33623	4	2	order	order	NOUN
bracis-33623	4	3	to	to	PART
bracis-33623	4	4	adapt	adapt	VERB
bracis-33623	4	5	these	these	DET
bracis-33623	4	6	algorithms	algorithm	NOUN
bracis-33623	4	7	to	to	ADP
bracis-33623	4	8	the	the	DET
bracis-33623	4	9	financial	financial	ADJ
bracis-33623	4	10	market	market	NOUN
bracis-33623	4	11	,	,	PUNCT
bracis-33623	4	12	a	a	DET
bracis-33623	4	13	new	new	ADJ
bracis-33623	4	14	approach	approach	NOUN
bracis-33623	4	15	was	be	AUX
bracis-33623	4	16	developed	develop	VERB
bracis-33623	4	17	that	that	PRON
bracis-33623	4	18	includes	include	VERB
bracis-33623	4	19	penalty	penalty	NOUN
bracis-33623	4	20	and	and	CCONJ
bracis-33623	4	21	cardinality	cardinality	NOUN
bracis-33623	4	22	constraints	constraint	NOUN
bracis-33623	4	23	.	.	PUNCT
bracis-33623	5	1	this	this	DET
bracis-33623	5	2	study	study	NOUN
bracis-33623	5	3	proposes	propose	VERB
bracis-33623	5	4	an	an	DET
bracis-33623	5	5	algorithm	algorithm	NOUN
bracis-33623	5	6	with	with	ADP
bracis-33623	5	7	two	two	NUM
bracis-33623	5	8	models	model	NOUN
bracis-33623	5	9	of	of	ADP
bracis-33623	5	10	clustering	clustering	NOUN
bracis-33623	5	11	of	of	ADP
bracis-33623	5	12	b3	b3	NOUN
bracis-33623	5	13	companies	company	NOUN
bracis-33623	5	14	with	with	ADP
bracis-33623	5	15	penalties	penalty	NOUN
bracis-33623	5	16	and	and	CCONJ
bracis-33623	5	17	cardinality	cardinality	NOUN
bracis-33623	5	18	constraints	constraint	NOUN
bracis-33623	5	19	.	.	PUNCT
bracis-33623	6	1	one	one	NUM
bracis-33623	6	2	model	model	NOUN
bracis-33623	6	3	uses	use	VERB
bracis-33623	6	4	the	the	DET
bracis-33623	6	5	clustering	clustering	NOUN
bracis-33623	6	6	of	of	ADP
bracis-33623	6	7	companies	company	NOUN
bracis-33623	6	8	by	by	ADP
bracis-33623	6	9	economic	economic	ADJ
bracis-33623	6	10	sector	sector	NOUN
bracis-33623	6	11	and	and	CCONJ
bracis-33623	6	12	the	the	DET
bracis-33623	6	13	other	other	ADJ
bracis-33623	6	14	model	model	NOUN
bracis-33623	6	15	uses	use	VERB
bracis-33623	6	16	the	the	DET
bracis-33623	6	17	clustering	clustering	NOUN
bracis-33623	6	18	generated	generate	VERB
bracis-33623	6	19	by	by	ADP
bracis-33623	6	20	the	the	DET
bracis-33623	6	21	kmeans	kmeans	PROPN
bracis-33623	6	22	-	-	PUNCT
bracis-33623	6	23	dtw	dtw	PROPN
bracis-33623	6	24	time	time	NOUN
bracis-33623	6	25	series	series	PROPN
bracis-33623	6	26	clustering	cluster	VERB
bracis-33623	6	27	technique	technique	NOUN
bracis-33623	6	28	.	.	PUNCT
bracis-33623	7	1	then	then	ADV
bracis-33623	7	2	the	the	DET
bracis-33623	7	3	algorithm	algorithm	NOUN
bracis-33623	7	4	selects	select	VERB
bracis-33623	7	5	one	one	NUM
bracis-33623	7	6	asset	asset	NOUN
bracis-33623	7	7	per	per	ADP
bracis-33623	7	8	cluster	cluster	NOUN
bracis-33623	7	9	of	of	ADP
bracis-33623	7	10	companies	company	NOUN
bracis-33623	7	11	with	with	ADP
bracis-33623	7	12	the	the	DET
bracis-33623	7	13	aim	aim	NOUN
bracis-33623	7	14	of	of	ADP
bracis-33623	7	15	diversifying	diversify	VERB
bracis-33623	7	16	the	the	DET
bracis-33623	7	17	portfolio	portfolio	NOUN
bracis-33623	7	18	and	and	CCONJ
bracis-33623	7	19	reducing	reduce	VERB
bracis-33623	7	20	the	the	DET
bracis-33623	7	21	correlation	correlation	NOUN
bracis-33623	7	22	between	between	ADP
bracis-33623	7	23	assets	asset	NOUN
bracis-33623	7	24	,	,	PUNCT
bracis-33623	7	25	thus	thus	ADV
bracis-33623	7	26	reducing	reduce	VERB
bracis-33623	7	27	the	the	DET
bracis-33623	7	28	risk	risk	NOUN
bracis-33623	7	29	.	.	PUNCT
bracis-33623	8	1	finally	finally	ADV
bracis-33623	8	2	,	,	PUNCT
bracis-33623	8	3	the	the	DET
bracis-33623	8	4	generated	generate	VERB
bracis-33623	8	5	portfolios	portfolio	NOUN
bracis-33623	8	6	went	go	VERB
bracis-33623	8	7	through	through	ADP
bracis-33623	8	8	an	an	DET
bracis-33623	8	9	optimization	optimization	NOUN
bracis-33623	8	10	stage	stage	NOUN
bracis-33623	8	11	using	use	VERB
bracis-33623	8	12	a	a	DET
bracis-33623	8	13	memetic	memetic	ADJ
bracis-33623	8	14	genetic	genetic	ADJ
bracis-33623	8	15	algorithm	algorithm	NOUN
bracis-33623	8	16	,	,	PUNCT
bracis-33623	8	17	which	which	PRON
bracis-33623	8	18	finds	find	VERB
bracis-33623	8	19	the	the	DET
bracis-33623	8	20	best	good	ADJ
bracis-33623	8	21	possible	possible	ADJ
bracis-33623	8	22	distribution	distribution	NOUN
bracis-33623	8	23	that	that	PRON
bracis-33623	8	24	maximizes	maximize	VERB
bracis-33623	8	25	return	return	VERB
bracis-33623	8	26	and	and	CCONJ
bracis-33623	8	27	reduces	reduce	VERB
bracis-33623	8	28	risk	risk	NOUN
bracis-33623	8	29	.	.	PUNCT
bracis-33623	9	1	access	access	NOUN
bracis-33623	9	2	provided	provide	VERB
bracis-33623	9	3	by	by	ADP
bracis-33623	9	4	university	university	PROPN
bracis-33623	9	5	of	of	ADP
bracis-33623	9	6	notre	notre	PROPN
bracis-33623	9	7	dame	dame	PROPN
bracis-33623	9	8	hesburgh	hesburgh	PROPN
bracis-33623	9	9	library	library	PROPN
bracis-33623	9	10	.	.	PUNCT
bracis-33623	10	1	download	download	PROPN
bracis-33623	10	2	conference	conference	NOUN
bracis-33623	10	3	paper	paper	NOUN
bracis-33623	10	4	pdf	pdf	NOUN
bracis-33623	10	5	similar	similar	ADJ
bracis-33623	10	6	content	content	NOUN
bracis-33623	10	7	being	be	AUX
bracis-33623	10	8	viewed	view	VERB
bracis-33623	10	9	by	by	ADP
bracis-33623	10	10	others	other	NOUN
bracis-33623	10	11	a	a	DET
bracis-33623	10	12	genetic	genetic	ADJ
bracis-33623	10	13	algorithm	algorithm	NOUN
bracis-33623	10	14	approach	approach	NOUN
bracis-33623	10	15	for	for	ADP
bracis-33623	10	16	portfolio	portfolio	NOUN
bracis-33623	10	17	optimization	optimization	NOUN
bracis-33623	10	18	chapter	chapter	NOUN
bracis-33623	10	19	©	©	PROPN
bracis-33623	10	20	2024	2024	NUM
bracis-33623	10	21	solution	solution	NOUN
bracis-33623	10	22	to	to	ADP
bracis-33623	10	23	the	the	DET
bracis-33623	10	24	unconstrained	unconstrained	ADJ
bracis-33623	10	25	portfolio	portfolio	NOUN
bracis-33623	10	26	optimisation	optimisation	NOUN
bracis-33623	10	27	problem	problem	NOUN
bracis-33623	10	28	using	use	VERB
bracis-33623	10	29	a	a	DET
bracis-33623	10	30	genetic	genetic	ADJ
bracis-33623	10	31	algorithm	algorithm	NOUN
bracis-33623	10	32	chapter	chapter	NOUN
bracis-33623	10	33	©	©	PROPN
bracis-33623	10	34	2023	2023	NUM
bracis-33623	10	35	different	different	ADJ
bracis-33623	10	36	length	length	NOUN
bracis-33623	10	37	genetic	genetic	ADJ
bracis-33623	10	38	algorithm	algorithm	NOUN
bracis-33623	10	39	-	-	PUNCT
bracis-33623	10	40	based	base	VERB
bracis-33623	10	41	clustering	clustering	NOUN
bracis-33623	10	42	of	of	ADP
bracis-33623	10	43	indian	indian	ADJ
bracis-33623	10	44	stocks	stock	NOUN
bracis-33623	10	45	for	for	ADP
bracis-33623	10	46	portfolio	portfolio	NOUN
bracis-33623	10	47	optimization	optimization	NOUN
bracis-33623	10	48	chapter	chapter	NOUN
bracis-33623	10	49	©	©	PROPN
bracis-33623	10	50	2019	2019	NUM
bracis-33623	10	51	1	1	NUM
bracis-33623	10	52	introduction	introduction	NOUN
bracis-33623	10	53	the	the	DET
bracis-33623	10	54	problem	problem	NOUN
bracis-33623	10	55	of	of	ADP
bracis-33623	10	56	optimizing	optimize	VERB
bracis-33623	10	57	a	a	DET
bracis-33623	10	58	stock	stock	NOUN
bracis-33623	10	59	portfolio	portfolio	NOUN
bracis-33623	10	60	consists	consist	VERB
bracis-33623	10	61	in	in	ADP
bracis-33623	10	62	finding	find	VERB
bracis-33623	10	63	the	the	DET
bracis-33623	10	64	best	good	ADJ
bracis-33623	10	65	arrangement	arrangement	NOUN
bracis-33623	10	66	of	of	ADP
bracis-33623	10	67	weights	weight	NOUN
bracis-33623	10	68	that	that	PRON
bracis-33623	10	69	maximize	maximize	VERB
bracis-33623	10	70	the	the	DET
bracis-33623	10	71	expected	expect	VERB
bracis-33623	10	72	return	return	NOUN
bracis-33623	10	73	and	and	CCONJ
bracis-33623	10	74	minimize	minimize	VERB
bracis-33623	10	75	risk	risk	NOUN
bracis-33623	10	76	.	.	PUNCT
bracis-33623	11	1	one	one	NUM
bracis-33623	11	2	of	of	ADP
bracis-33623	11	3	the	the	DET
bracis-33623	11	4	most	most	ADV
bracis-33623	11	5	used	used	ADJ
bracis-33623	11	6	approaches	approach	NOUN
bracis-33623	11	7	is	be	AUX
bracis-33623	11	8	genetic	genetic	ADJ
bracis-33623	11	9	algorithms	algorithm	NOUN
bracis-33623	11	10	due	due	ADP
bracis-33623	11	11	to	to	ADP
bracis-33623	11	12	their	their	PRON
bracis-33623	11	13	proven	prove	VERB
bracis-33623	11	14	effectiveness	effectiveness	NOUN
bracis-33623	11	15	in	in	ADP
bracis-33623	11	16	solving	solve	VERB
bracis-33623	11	17	complex	complex	ADJ
bracis-33623	11	18	search	search	NOUN
bracis-33623	11	19	problems	problem	NOUN
bracis-33623	11	20	[	[	X
bracis-33623	11	21	4	4	NUM
bracis-33623	11	22	]	]	PUNCT
bracis-33623	11	23	.	.	PUNCT
bracis-33623	12	1	this	this	DET
bracis-33623	12	2	optimization	optimization	NOUN
bracis-33623	12	3	problem	problem	NOUN
bracis-33623	12	4	can	can	AUX
bracis-33623	12	5	be	be	AUX
bracis-33623	12	6	modeled	model	VERB
bracis-33623	12	7	as	as	ADP
bracis-33623	12	8	a	a	DET
bracis-33623	12	9	multi	multi	ADJ
bracis-33623	12	10	-	-	ADJ
bracis-33623	12	11	objective	objective	ADJ
bracis-33623	12	12	problem	problem	NOUN
bracis-33623	12	13	(	(	PUNCT
bracis-33623	12	14	maximizing	maximize	VERB
bracis-33623	12	15	return	return	NOUN
bracis-33623	12	16	and	and	CCONJ
bracis-33623	12	17	minimizing	minimize	VERB
bracis-33623	12	18	risk	risk	NOUN
bracis-33623	12	19	)	)	PUNCT
bracis-33623	12	20	with	with	ADP
bracis-33623	12	21	constraints	constraint	NOUN
bracis-33623	12	22	to	to	PART
bracis-33623	12	23	make	make	VERB
bracis-33623	12	24	it	it	PRON
bracis-33623	12	25	more	more	ADV
bracis-33623	12	26	realistic	realistic	ADJ
bracis-33623	12	27	,	,	PUNCT
bracis-33623	12	28	such	such	ADJ
bracis-33623	12	29	as	as	ADP
bracis-33623	12	30	cardinality	cardinality	NOUN
bracis-33623	12	31	constraints	constraint	NOUN
bracis-33623	12	32	(	(	PUNCT
bracis-33623	12	33	limiting	limit	VERB
bracis-33623	12	34	the	the	DET
bracis-33623	12	35	maximum	maximum	ADJ
bracis-33623	12	36	amount	amount	NOUN
bracis-33623	12	37	of	of	ADP
bracis-33623	12	38	assets	asset	NOUN
bracis-33623	12	39	that	that	PRON
bracis-33623	12	40	can	can	AUX
bracis-33623	12	41	make	make	VERB
bracis-33623	12	42	up	up	ADP
bracis-33623	12	43	the	the	DET
bracis-33623	12	44	portfolio	portfolio	NOUN
bracis-33623	12	45	)	)	PUNCT
bracis-33623	12	46	,	,	PUNCT
bracis-33623	12	47	penalty	penalty	NOUN
bracis-33623	12	48	systems	system	NOUN
bracis-33623	12	49	and	and	CCONJ
bracis-33623	12	50	transaction	transaction	NOUN
bracis-33623	12	51	costs	cost	NOUN
bracis-33623	12	52	[	[	X
bracis-33623	12	53	3	3	NUM
bracis-33623	12	54	,	,	PUNCT
bracis-33623	12	55	7	7	NUM
bracis-33623	12	56	]	]	PUNCT
bracis-33623	12	57	.	.	PUNCT
bracis-33623	13	1	the	the	DET
bracis-33623	13	2	addition	addition	NOUN
bracis-33623	13	3	of	of	ADP
bracis-33623	13	4	these	these	DET
bracis-33623	13	5	mechanisms	mechanism	NOUN
bracis-33623	13	6	makes	make	VERB
bracis-33623	13	7	optimization	optimization	NOUN
bracis-33623	13	8	models	model	NOUN
bracis-33623	13	9	more	more	ADV
bracis-33623	13	10	complex	complex	ADJ
bracis-33623	13	11	and	and	CCONJ
bracis-33623	13	12	challenging	challenge	VERB
bracis-33623	13	13	computationally	computationally	ADV
bracis-33623	14	1	[	[	X
bracis-33623	14	2	1	1	NUM
bracis-33623	14	3	]	]	PUNCT
bracis-33623	14	4	.	.	PUNCT
bracis-33623	15	1	in	in	ADP
bracis-33623	15	2	[	[	X
bracis-33623	15	3	11	11	NUM
bracis-33623	15	4	]	]	PUNCT
bracis-33623	15	5	,	,	PUNCT
bracis-33623	15	6	evolutionary	evolutionary	ADJ
bracis-33623	15	7	algorithms	algorithm	NOUN
bracis-33623	15	8	were	be	AUX
bracis-33623	15	9	used	use	VERB
bracis-33623	15	10	with	with	ADP
bracis-33623	15	11	cardinality	cardinality	NOUN
bracis-33623	15	12	,	,	PUNCT
bracis-33623	15	13	border	border	NOUN
bracis-33623	15	14	and	and	CCONJ
bracis-33623	15	15	entire	entire	ADJ
bracis-33623	15	16	batch	batch	NOUN
bracis-33623	15	17	constraints	constraint	NOUN
bracis-33623	15	18	to	to	PART
bracis-33623	15	19	select	select	VERB
bracis-33623	15	20	portfolios	portfolio	NOUN
bracis-33623	15	21	,	,	PUNCT
bracis-33623	15	22	however	however	ADV
bracis-33623	15	23	the	the	DET
bracis-33623	15	24	memetic	memetic	ADJ
bracis-33623	15	25	version	version	NOUN
bracis-33623	15	26	did	do	AUX
bracis-33623	15	27	not	not	PART
bracis-33623	15	28	bring	bring	VERB
bracis-33623	15	29	significant	significant	ADJ
bracis-33623	15	30	improvements	improvement	NOUN
bracis-33623	15	31	.	.	PUNCT
bracis-33623	16	1	the	the	DET
bracis-33623	16	2	sharpe	sharpe	PROPN
bracis-33623	16	3	ratio	ratio	NOUN
bracis-33623	16	4	is	be	AUX
bracis-33623	16	5	a	a	DET
bracis-33623	16	6	popular	popular	ADJ
bracis-33623	16	7	measure	measure	NOUN
bracis-33623	16	8	to	to	PART
bracis-33623	16	9	evaluate	evaluate	VERB
bracis-33623	16	10	portfolios	portfolio	NOUN
bracis-33623	16	11	,	,	PUNCT
bracis-33623	16	12	maximizing	maximize	VERB
bracis-33623	16	13	the	the	DET
bracis-33623	16	14	risk	risk	NOUN
bracis-33623	16	15	-	-	PUNCT
bracis-33623	16	16	return	return	NOUN
bracis-33623	16	17	ratio	ratio	NOUN
bracis-33623	16	18	.	.	PUNCT
bracis-33623	17	1	this	this	DET
bracis-33623	17	2	measure	measure	NOUN
bracis-33623	17	3	is	be	AUX
bracis-33623	17	4	an	an	DET
bracis-33623	17	5	alternative	alternative	NOUN
bracis-33623	17	6	that	that	PRON
bracis-33623	17	7	can	can	AUX
bracis-33623	17	8	be	be	AUX
bracis-33623	17	9	used	use	VERB
bracis-33623	17	10	instead	instead	ADV
bracis-33623	17	11	of	of	ADP
bracis-33623	17	12	modeling	model	VERB
bracis-33623	17	13	the	the	DET
bracis-33623	17	14	problem	problem	NOUN
bracis-33623	17	15	as	as	ADP
bracis-33623	17	16	multi	multi	ADJ
bracis-33623	17	17	-	-	ADJ
bracis-33623	17	18	objective	objective	ADJ
bracis-33623	17	19	problem	problem	NOUN
bracis-33623	17	20	(	(	PUNCT
bracis-33623	17	21	maximizing	maximize	VERB
bracis-33623	17	22	return	return	NOUN
bracis-33623	17	23	and	and	CCONJ
bracis-33623	17	24	minimizing	minimize	VERB
bracis-33623	17	25	risk	risk	NOUN
bracis-33623	17	26	)	)	PUNCT
bracis-33623	17	27	.	.	PUNCT
bracis-33623	18	1	in	in	ADP
bracis-33623	18	2	the	the	DET
bracis-33623	18	3	financial	financial	ADJ
bracis-33623	18	4	literature	literature	NOUN
bracis-33623	18	5	,	,	PUNCT
bracis-33623	18	6	genetic	genetic	ADJ
bracis-33623	18	7	algorithms	algorithm	NOUN
bracis-33623	18	8	have	have	AUX
bracis-33623	18	9	been	be	AUX
bracis-33623	18	10	proposed	propose	VERB
bracis-33623	18	11	to	to	PART
bracis-33623	18	12	maximize	maximize	VERB
bracis-33623	18	13	the	the	DET
bracis-33623	18	14	sharpe	sharpe	PROPN
bracis-33623	18	15	ratio	ratio	NOUN
bracis-33623	18	16	[	[	X
bracis-33623	18	17	1	1	NUM
bracis-33623	18	18	,	,	PUNCT
bracis-33623	18	19	8	8	NUM
bracis-33623	18	20	]	]	PUNCT
bracis-33623	18	21	,	,	PUNCT
bracis-33623	18	22	however	however	ADV
bracis-33623	18	23	,	,	PUNCT
bracis-33623	18	24	in	in	ADP
bracis-33623	18	25	general	general	ADJ
bracis-33623	18	26	,	,	PUNCT
bracis-33623	18	27	it	it	PRON
bracis-33623	18	28	has	have	AUX
bracis-33623	18	29	not	not	PART
bracis-33623	18	30	received	receive	VERB
bracis-33623	18	31	much	much	ADJ
bracis-33623	18	32	attention	attention	NOUN
bracis-33623	18	33	in	in	ADP
bracis-33623	18	34	the	the	DET
bracis-33623	18	35	past	past	NOUN
bracis-33623	18	36	,	,	PUNCT
bracis-33623	18	37	perhaps	perhaps	ADV
bracis-33623	18	38	due	due	ADP
bracis-33623	18	39	to	to	ADP
bracis-33623	18	40	the	the	DET
bracis-33623	18	41	extremely	extremely	ADV
bracis-33623	18	42	heavy	heavy	ADJ
bracis-33623	18	43	load	load	NOUN
bracis-33623	18	44	on	on	ADP
bracis-33623	18	45	the	the	DET
bracis-33623	18	46	calculations	calculation	NOUN
bracis-33623	19	1	[	[	X
bracis-33623	19	2	5	5	NUM
bracis-33623	19	3	]	]	PUNCT
bracis-33623	19	4	.	.	PUNCT
bracis-33623	20	1	in	in	ADP
bracis-33623	20	2	[	[	X
bracis-33623	20	3	2	2	NUM
bracis-33623	20	4	]	]	PUNCT
bracis-33623	20	5	,	,	PUNCT
bracis-33623	20	6	a	a	DET
bracis-33623	20	7	markowitz	markowitz	PROPN
bracis-33623	20	8	medium	medium	ADJ
bracis-33623	20	9	-	-	PUNCT
bracis-33623	20	10	variance	variance	NOUN
bracis-33623	20	11	portfolio	portfolio	NOUN
bracis-33623	20	12	selection	selection	NOUN
bracis-33623	20	13	model	model	NOUN
bracis-33623	20	14	was	be	AUX
bracis-33623	20	15	proposed	propose	VERB
bracis-33623	20	16	that	that	SCONJ
bracis-33623	20	17	groups	group	NOUN
bracis-33623	20	18	assets	asset	NOUN
bracis-33623	20	19	by	by	ADP
bracis-33623	20	20	economic	economic	ADJ
bracis-33623	20	21	sectors	sector	NOUN
bracis-33623	20	22	,	,	PUNCT
bracis-33623	20	23	but	but	CCONJ
bracis-33623	20	24	without	without	ADP
bracis-33623	20	25	cardinality	cardinality	NOUN
bracis-33623	20	26	constraints	constraint	NOUN
bracis-33623	20	27	(	(	PUNCT
bracis-33623	20	28	i.e.	i.e.	X
bracis-33623	20	29	,	,	PUNCT
bracis-33623	20	30	there	there	PRON
bracis-33623	20	31	is	be	VERB
bracis-33623	20	32	no	no	DET
bracis-33623	20	33	limit	limit	NOUN
bracis-33623	20	34	on	on	ADP
bracis-33623	20	35	the	the	DET
bracis-33623	20	36	number	number	NOUN
bracis-33623	20	37	of	of	ADP
bracis-33623	20	38	assets	asset	NOUN
bracis-33623	20	39	within	within	ADP
bracis-33623	20	40	the	the	DET
bracis-33623	20	41	portfolio	portfolio	NOUN
bracis-33623	20	42	)	)	PUNCT
bracis-33623	20	43	associated	associate	VERB
bracis-33623	20	44	with	with	ADP
bracis-33623	20	45	the	the	DET
bracis-33623	20	46	optimization	optimization	NOUN
bracis-33623	20	47	made	make	VERB
bracis-33623	20	48	by	by	ADP
bracis-33623	20	49	genetic	genetic	ADJ
bracis-33623	20	50	algorithms	algorithm	NOUN
bracis-33623	20	51	.	.	PUNCT
bracis-33623	21	1	however	however	ADV
bracis-33623	21	2	,	,	PUNCT
bracis-33623	21	3	there	there	PRON
bracis-33623	21	4	is	be	VERB
bracis-33623	21	5	a	a	DET
bracis-33623	21	6	lack	lack	NOUN
bracis-33623	21	7	of	of	ADP
bracis-33623	21	8	works	work	NOUN
bracis-33623	21	9	in	in	ADP
bracis-33623	21	10	the	the	DET
bracis-33623	21	11	literature	literature	NOUN
bracis-33623	21	12	that	that	PRON
bracis-33623	21	13	bring	bring	VERB
bracis-33623	21	14	all	all	DET
bracis-33623	21	15	these	these	DET
bracis-33623	21	16	factors	factor	NOUN
bracis-33623	21	17	together	together	ADV
bracis-33623	21	18	.	.	PUNCT
bracis-33623	22	1	therefore	therefore	ADV
bracis-33623	22	2	,	,	PUNCT
bracis-33623	22	3	the	the	DET
bracis-33623	22	4	objective	objective	NOUN
bracis-33623	22	5	of	of	ADP
bracis-33623	22	6	this	this	DET
bracis-33623	22	7	work	work	NOUN
bracis-33623	22	8	is	be	AUX
bracis-33623	22	9	to	to	PART
bracis-33623	22	10	propose	propose	VERB
bracis-33623	22	11	an	an	DET
bracis-33623	22	12	algorithm	algorithm	NOUN
bracis-33623	22	13	that	that	SCONJ
bracis-33623	22	14	(	(	PUNCT
bracis-33623	22	15	i	i	NOUN
bracis-33623	22	16	)	)	PUNCT
bracis-33623	22	17	selects	select	VERB
bracis-33623	22	18	assets	asset	NOUN
bracis-33623	22	19	in	in	ADP
bracis-33623	22	20	a	a	DET
bracis-33623	22	21	completely	completely	ADV
bracis-33623	22	22	independent	independent	ADJ
bracis-33623	22	23	way	way	NOUN
bracis-33623	22	24	(	(	PUNCT
bracis-33623	22	25	without	without	ADP
bracis-33623	22	26	human	human	ADJ
bracis-33623	22	27	supervision	supervision	NOUN
bracis-33623	22	28	)	)	PUNCT
bracis-33623	22	29	,	,	PUNCT
bracis-33623	22	30	containing	contain	VERB
bracis-33623	22	31	asset	asset	NOUN
bracis-33623	22	32	allocation	allocation	NOUN
bracis-33623	22	33	mechanisms	mechanism	NOUN
bracis-33623	22	34	that	that	PRON
bracis-33623	22	35	take	take	VERB
bracis-33623	22	36	into	into	ADP
bracis-33623	22	37	account	account	NOUN
bracis-33623	22	38	the	the	DET
bracis-33623	22	39	economic	economic	ADJ
bracis-33623	22	40	sector	sector	NOUN
bracis-33623	22	41	to	to	PART
bracis-33623	22	42	reduce	reduce	VERB
bracis-33623	22	43	volatility	volatility	NOUN
bracis-33623	22	44	,	,	PUNCT
bracis-33623	22	45	and	and	CCONJ
bracis-33623	22	46	(	(	PUNCT
bracis-33623	22	47	ii	ii	NOUN
bracis-33623	22	48	)	)	PUNCT
bracis-33623	22	49	maximizes	maximize	VERB
bracis-33623	22	50	the	the	DET
bracis-33623	22	51	portfolio	portfolio	NOUN
bracis-33623	22	52	’s	’s	PART
bracis-33623	22	53	shape	shape	NOUN
bracis-33623	22	54	ratio	ratio	NOUN
bracis-33623	22	55	via	via	ADP
bracis-33623	22	56	genetic	genetic	ADJ
bracis-33623	22	57	memetic	memetic	ADJ
bracis-33623	22	58	algorithm	algorithm	NOUN
bracis-33623	22	59	,	,	PUNCT
bracis-33623	22	60	using	use	VERB
bracis-33623	22	61	cardinality	cardinality	NOUN
bracis-33623	22	62	restrictions	restriction	NOUN
bracis-33623	22	63	and	and	CCONJ
bracis-33623	22	64	containing	contain	VERB
bracis-33623	22	65	a	a	DET
bracis-33623	22	66	penalty	penalty	NOUN
bracis-33623	22	67	mechanism	mechanism	NOUN
bracis-33623	22	68	for	for	ADP
bracis-33623	22	69	weight	weight	NOUN
bracis-33623	22	70	distributions	distribution	NOUN
bracis-33623	22	71	to	to	PART
bracis-33623	22	72	make	make	VERB
bracis-33623	22	73	it	it	PRON
bracis-33623	22	74	more	more	ADV
bracis-33623	22	75	realistic	realistic	ADJ
bracis-33623	22	76	.	.	PUNCT
bracis-33623	23	1	as	as	ADP
bracis-33623	23	2	a	a	DET
bracis-33623	23	3	case	case	NOUN
bracis-33623	23	4	study	study	NOUN
bracis-33623	23	5	,	,	PUNCT
bracis-33623	23	6	the	the	DET
bracis-33623	23	7	stock	stock	NOUN
bracis-33623	23	8	portfolio	portfolio	NOUN
bracis-33623	23	9	of	of	ADP
bracis-33623	23	10	b3	b3	PROPN
bracis-33623	23	11	companies	company	NOUN
bracis-33623	23	12	is	be	AUX
bracis-33623	23	13	used	use	VERB
bracis-33623	23	14	,	,	PUNCT
bracis-33623	23	15	aiming	aim	VERB
bracis-33623	23	16	to	to	PART
bracis-33623	23	17	outperform	outperform	VERB
bracis-33623	23	18	the	the	DET
bracis-33623	23	19	bovespa	bovespa	ADJ
bracis-33623	23	20	index	index	NOUN
bracis-33623	23	21	in	in	ADP
bracis-33623	23	22	the	the	DET
bracis-33623	23	23	long	long	ADJ
bracis-33623	23	24	term	term	NOUN
bracis-33623	23	25	.	.	PUNCT
bracis-33623	24	1	the	the	DET
bracis-33623	24	2	proposed	propose	VERB
bracis-33623	24	3	algorithm	algorithm	NOUN
bracis-33623	24	4	,	,	PUNCT
bracis-33623	24	5	first	first	ADJ
bracis-33623	24	6	groups	group	NOUN
bracis-33623	24	7	the	the	DET
bracis-33623	24	8	b3	b3	PROPN
bracis-33623	24	9	companies	company	NOUN
bracis-33623	24	10	to	to	PART
bracis-33623	24	11	form	form	VERB
bracis-33623	24	12	clusters	cluster	NOUN
bracis-33623	24	13	,	,	PUNCT
bracis-33623	24	14	from	from	ADP
bracis-33623	24	15	which	which	PRON
bracis-33623	24	16	assets	asset	NOUN
bracis-33623	24	17	are	be	AUX
bracis-33623	24	18	chosen	choose	VERB
bracis-33623	24	19	for	for	ADP
bracis-33623	24	20	the	the	DET
bracis-33623	24	21	final	final	ADJ
bracis-33623	24	22	portfolio	portfolio	NOUN
bracis-33623	24	23	,	,	PUNCT
bracis-33623	24	24	assigning	assign	VERB
bracis-33623	24	25	weights	weight	NOUN
bracis-33623	24	26	via	via	ADP
bracis-33623	24	27	genetic	genetic	ADJ
bracis-33623	24	28	memetic	memetic	ADJ
bracis-33623	24	29	algorithm	algorithm	NOUN
bracis-33623	24	30	.	.	PUNCT
bracis-33623	25	1	among	among	ADP
bracis-33623	25	2	the	the	DET
bracis-33623	25	3	possible	possible	ADJ
bracis-33623	25	4	ways	way	NOUN
bracis-33623	25	5	used	use	VERB
bracis-33623	25	6	by	by	ADP
bracis-33623	25	7	the	the	DET
bracis-33623	25	8	proposed	propose	VERB
bracis-33623	25	9	algorithm	algorithm	NOUN
bracis-33623	25	10	to	to	PART
bracis-33623	25	11	group	group	PROPN
bracis-33623	25	12	the	the	DET
bracis-33623	25	13	b3	b3	PROPN
bracis-33623	25	14	companies	company	NOUN
bracis-33623	25	15	are	be	AUX
bracis-33623	25	16	(	(	PUNCT
bracis-33623	25	17	i	i	NOUN
bracis-33623	25	18	)	)	PUNCT
bracis-33623	25	19	to	to	PART
bracis-33623	25	20	use	use	VERB
bracis-33623	25	21	clusters	cluster	NOUN
bracis-33623	25	22	that	that	PRON
bracis-33623	25	23	b3	b3	PROPN
bracis-33623	25	24	itself	itself	PRON
bracis-33623	25	25	makes	make	VERB
bracis-33623	25	26	available	available	ADJ
bracis-33623	25	27	online	online	ADV
bracis-33623	25	28	,	,	PUNCT
bracis-33623	25	29	in	in	ADP
bracis-33623	25	30	which	which	PRON
bracis-33623	25	31	each	each	DET
bracis-33623	25	32	cluster	cluster	NOUN
bracis-33623	25	33	represents	represent	VERB
bracis-33623	25	34	a	a	DET
bracis-33623	25	35	subsector	subsector	NOUN
bracis-33623	25	36	of	of	ADP
bracis-33623	25	37	the	the	DET
bracis-33623	25	38	economy	economy	NOUN
bracis-33623	25	39	;	;	PUNCT
bracis-33623	25	40	and	and	CCONJ
bracis-33623	25	41	(	(	PUNCT
bracis-33623	25	42	ii	ii	NOUN
bracis-33623	25	43	)	)	PUNCT
bracis-33623	25	44	to	to	PART
bracis-33623	25	45	use	use	VERB
bracis-33623	25	46	the	the	DET
bracis-33623	25	47	k	k	PROPN
bracis-33623	25	48	means	mean	VERB
bracis-33623	25	49	dtw	dtw	PROPN
bracis-33623	25	50	[	[	X
bracis-33623	25	51	9	9	NUM
bracis-33623	25	52	]	]	SYM
bracis-33623	25	53	technique	technique	NOUN
bracis-33623	25	54	of	of	ADP
bracis-33623	25	55	clustering	clustering	NOUN
bracis-33623	25	56	,	,	PUNCT
bracis-33623	25	57	which	which	PRON
bracis-33623	25	58	is	be	AUX
bracis-33623	25	59	used	use	VERB
bracis-33623	25	60	to	to	PART
bracis-33623	25	61	calculate	calculate	VERB
bracis-33623	25	62	a	a	DET
bracis-33623	25	63	measure	measure	NOUN
bracis-33623	25	64	of	of	ADP
bracis-33623	25	65	distance	distance	NOUN
bracis-33623	25	66	between	between	ADP
bracis-33623	25	67	two	two	NUM
bracis-33623	25	68	time	time	NOUN
bracis-33623	25	69	series	series	NOUN
bracis-33623	25	70	that	that	PRON
bracis-33623	25	71	are	be	AUX
bracis-33623	25	72	not	not	PART
bracis-33623	25	73	aligned	align	VERB
bracis-33623	25	74	.	.	PUNCT
bracis-33623	26	1	2	2	NUM
bracis-33623	26	2	theoretical	theoretical	ADJ
bracis-33623	26	3	background	background	NOUN
bracis-33623	26	4	the	the	DET
bracis-33623	26	5	asset	asset	NOUN
bracis-33623	26	6	allocation	allocation	NOUN
bracis-33623	26	7	algorithm	algorithm	NOUN
bracis-33623	26	8	proposed	propose	VERB
bracis-33623	26	9	in	in	ADP
bracis-33623	26	10	this	this	DET
bracis-33623	26	11	study	study	NOUN
bracis-33623	26	12	uses	use	VERB
bracis-33623	26	13	three	three	NUM
bracis-33623	26	14	main	main	ADJ
bracis-33623	26	15	theories	theory	NOUN
bracis-33623	26	16	:	:	PUNCT
bracis-33623	26	17	the	the	DET
bracis-33623	26	18	sharpe	sharpe	PROPN
bracis-33623	26	19	ratio	ratio	NOUN
bracis-33623	26	20	[	[	X
bracis-33623	26	21	10	10	NUM
bracis-33623	26	22	]	]	PUNCT
bracis-33623	26	23	,	,	PUNCT
bracis-33623	26	24	the	the	DET
bracis-33623	26	25	markowitz	markowitz	PROPN
bracis-33623	26	26	asset	asset	PROPN
bracis-33623	26	27	diversification	diversification	NOUN
bracis-33623	26	28	theory	theory	NOUN
bracis-33623	26	29	[	[	X
bracis-33623	26	30	6	6	NUM
bracis-33623	26	31	]	]	PUNCT
bracis-33623	26	32	and	and	CCONJ
bracis-33623	26	33	the	the	DET
bracis-33623	26	34	capital	capital	NOUN
bracis-33623	26	35	asset	asset	NOUN
bracis-33623	26	36	pricing	pricing	NOUN
bracis-33623	26	37	model	model	NOUN
bracis-33623	26	38	(	(	PUNCT
bracis-33623	26	39	capm	capm	PROPN
bracis-33623	26	40	)	)	PUNCT
bracis-33623	26	41	.	.	PUNCT
bracis-33623	27	1	these	these	DET
bracis-33623	27	2	theories	theory	NOUN
bracis-33623	27	3	are	be	AUX
bracis-33623	27	4	detailed	detail	VERB
bracis-33623	27	5	in	in	ADP
bracis-33623	27	6	this	this	DET
bracis-33623	27	7	section	section	NOUN
bracis-33623	27	8	.	.	PUNCT
bracis-33623	28	1	finally	finally	ADV
bracis-33623	28	2	,	,	PUNCT
bracis-33623	28	3	in	in	ADP
bracis-33623	28	4	sect	sect	NOUN
bracis-33623	28	5	.	.	PUNCT
bracis-33623	28	6	 	 	SPACE
bracis-33623	28	7	2.6	2.6	NUM
bracis-33623	28	8	,	,	PUNCT
bracis-33623	28	9	the	the	DET
bracis-33623	28	10	k	k	NOUN
bracis-33623	28	11	-	-	PUNCT
bracis-33623	28	12	means	means	NOUN
bracis-33623	28	13	algorithm	algorithm	NOUN
bracis-33623	28	14	with	with	ADP
bracis-33623	28	15	the	the	DET
bracis-33623	28	16	dtw	dtw	PROPN
bracis-33623	28	17	distance	distance	NOUN
bracis-33623	28	18	is	be	AUX
bracis-33623	28	19	described	describe	VERB
bracis-33623	28	20	,	,	PUNCT
bracis-33623	28	21	which	which	PRON
bracis-33623	28	22	will	will	AUX
bracis-33623	28	23	be	be	AUX
bracis-33623	28	24	used	use	VERB
bracis-33623	28	25	in	in	ADP
bracis-33623	28	26	this	this	DET
bracis-33623	28	27	work	work	NOUN
bracis-33623	28	28	to	to	PART
bracis-33623	28	29	create	create	VERB
bracis-33623	28	30	groups	group	NOUN
bracis-33623	28	31	of	of	ADP
bracis-33623	28	32	assets	asset	NOUN
bracis-33623	28	33	.	.	PUNCT
bracis-33623	29	1	2.1	2.1	NUM
bracis-33623	29	2	sharpe	sharpe	PROPN
bracis-33623	29	3	ratio	ratio	NOUN
bracis-33623	29	4	the	the	DET
bracis-33623	29	5	sharpe	sharpe	PROPN
bracis-33623	29	6	ratio	ratio	NOUN
bracis-33623	29	7	[	[	X
bracis-33623	29	8	10	10	NUM
bracis-33623	29	9	]	]	PUNCT
bracis-33623	29	10	is	be	AUX
bracis-33623	29	11	widely	widely	ADV
bracis-33623	29	12	used	use	VERB
bracis-33623	29	13	to	to	PART
bracis-33623	29	14	evaluate	evaluate	VERB
bracis-33623	29	15	assets	asset	NOUN
bracis-33623	29	16	or	or	CCONJ
bracis-33623	29	17	portfolios	portfolio	NOUN
bracis-33623	29	18	,	,	PUNCT
bracis-33623	29	19	measuring	measure	VERB
bracis-33623	29	20	the	the	DET
bracis-33623	29	21	risk	risk	NOUN
bracis-33623	29	22	-	-	PUNCT
bracis-33623	29	23	return	return	NOUN
bracis-33623	29	24	ratio	ratio	NOUN
bracis-33623	29	25	in	in	ADP
bracis-33623	29	26	comparison	comparison	NOUN
bracis-33623	29	27	to	to	ADP
bracis-33623	29	28	the	the	DET
bracis-33623	29	29	risk	risk	NOUN
bracis-33623	29	30	-	-	PUNCT
bracis-33623	29	31	free	free	ADJ
bracis-33623	29	32	return	return	NOUN
bracis-33623	29	33	:	:	PUNCT
bracis-33623	29	34	$	$	SYM
bracis-33623	29	35	$	$	SYM
bracis-33623	29	36	\begin{aligned	\begin{aligne	VERB
bracis-33623	30	1	}	}	PUNCT
bracis-33623	30	2	sharpe	sharpe	NOUN
bracis-33623	30	3	ratio=(r_p	ratio=(r_p	PROPN
bracis-33623	30	4	r_f)/\sigma	r_f)/\sigma	PROPN
bracis-33623	31	1	_	_	PUNCT
bracis-33623	31	2	p	p	PRON
bracis-33623	31	3	\end{aligned}$$	\end{aligned}$$	X
bracis-33623	31	4	(	(	PUNCT
bracis-33623	31	5	1	1	NUM
bracis-33623	31	6	)	)	PUNCT
bracis-33623	31	7	where	where	SCONJ
bracis-33623	31	8	\(r_p\	\(r_p\	NOUN
bracis-33623	31	9	)	)	PUNCT
bracis-33623	31	10	is	be	AUX
bracis-33623	31	11	the	the	DET
bracis-33623	31	12	expected	expect	VERB
bracis-33623	31	13	return	return	NOUN
bracis-33623	31	14	of	of	ADP
bracis-33623	31	15	the	the	DET
bracis-33623	31	16	asset	asset	NOUN
bracis-33623	31	17	or	or	CCONJ
bracis-33623	31	18	portfolio	portfolio	NOUN
bracis-33623	31	19	,	,	PUNCT
bracis-33623	31	20	\(r_f\	\(r_f\	PROPN
bracis-33623	31	21	)	)	PUNCT
bracis-33623	31	22	is	be	AUX
bracis-33623	31	23	the	the	DET
bracis-33623	31	24	risk	risk	NOUN
bracis-33623	31	25	-	-	PUNCT
bracis-33623	31	26	free	free	ADJ
bracis-33623	31	27	return	return	NOUN
bracis-33623	31	28	,	,	PUNCT
bracis-33623	31	29	(	(	PUNCT
bracis-33623	31	30	for	for	ADP
bracis-33623	31	31	example	example	NOUN
bracis-33623	31	32	,	,	PUNCT
bracis-33623	31	33	the	the	DET
bracis-33623	31	34	selic	selic	ADJ
bracis-33623	31	35	rate	rate	NOUN
bracis-33623	31	36	in	in	ADP
bracis-33623	31	37	brazil	brazil	PROPN
bracis-33623	31	38	)	)	PUNCT
bracis-33623	31	39	and	and	CCONJ
bracis-33623	31	40	\(\sigma	\(\sigma	VERB
bracis-33623	32	1	_	_	PUNCT
bracis-33623	32	2	p\	p\	X
bracis-33623	32	3	)	)	PUNCT
bracis-33623	32	4	is	be	AUX
bracis-33623	32	5	the	the	DET
bracis-33623	32	6	volatility	volatility	NOUN
bracis-33623	32	7	of	of	ADP
bracis-33623	32	8	the	the	DET
bracis-33623	32	9	asset	asset	NOUN
bracis-33623	32	10	or	or	CCONJ
bracis-33623	32	11	portfolio	portfolio	NOUN
bracis-33623	32	12	.	.	PUNCT
bracis-33623	33	1	2.2	2.2	NUM
bracis-33623	33	2	calculation	calculation	NOUN
bracis-33623	33	3	of	of	ADP
bracis-33623	33	4	 	 	SPACE
bracis-33623	33	5	expected	expect	VERB
bracis-33623	33	6	return	return	NOUN
bracis-33623	33	7	and	and	CCONJ
bracis-33623	33	8	 	 	SPACE
bracis-33623	33	9	risk	risk	NOUN
bracis-33623	33	10	(	(	PUNCT
bracis-33623	33	11	volatility	volatility	NOUN
bracis-33623	33	12	)	)	PUNCT
bracis-33623	33	13	of	of	ADP
bracis-33623	33	14	 	 	SPACE
bracis-33623	33	15	an	an	DET
bracis-33623	33	16	 	 	SPACE
bracis-33623	33	17	asset	asset	NOUN
bracis-33623	33	18	the	the	DET
bracis-33623	33	19	expected	expect	VERB
bracis-33623	33	20	daily	daily	ADJ
bracis-33623	33	21	return	return	NOUN
bracis-33623	33	22	\(r_p\	\(r_p\	NOUN
bracis-33623	33	23	)	)	PUNCT
bracis-33623	33	24	of	of	ADP
bracis-33623	33	25	an	an	DET
bracis-33623	33	26	asset	asset	NOUN
bracis-33623	33	27	is	be	AUX
bracis-33623	33	28	the	the	DET
bracis-33623	33	29	average	average	NOUN
bracis-33623	33	30	of	of	ADP
bracis-33623	33	31	the	the	DET
bracis-33623	33	32	daily	daily	ADJ
bracis-33623	33	33	returns	return	NOUN
bracis-33623	33	34	observed	observe	VERB
bracis-33623	33	35	over	over	ADP
bracis-33623	33	36	a	a	DET
bracis-33623	33	37	period	period	NOUN
bracis-33623	33	38	:	:	PUNCT
bracis-33623	33	39	$	$	SYM
bracis-33623	33	40	$	$	SYM
bracis-33623	33	41	\begin{aligned	\begin{aligne	VERB
bracis-33623	33	42	}	}	PUNCT
bracis-33623	33	43	r_p=	r_p=	NOUN
bracis-33623	33	44	\frac{\sum	\frac{\sum	VERB
bracis-33623	33	45	_	_	PRON
bracis-33623	33	46	{	{	PUNCT
bracis-33623	33	47	i=1}^{n	i=1}^{n	ADJ
bracis-33623	33	48	}	}	PUNCT
bracis-33623	33	49	r_i}{n	r_i}{n	PROPN
bracis-33623	33	50	}	}	PUNCT
bracis-33623	33	51	\end{aligned}$$	\end{aligned}$$	X
bracis-33623	33	52	(	(	PUNCT
bracis-33623	33	53	2	2	NUM
bracis-33623	33	54	)	)	PUNCT
bracis-33623	33	55	where	where	SCONJ
bracis-33623	33	56	\(r_i\	\(r_i\	NOUN
bracis-33623	33	57	)	)	PUNCT
bracis-33623	33	58	is	be	AUX
bracis-33623	33	59	the	the	DET
bracis-33623	33	60	daily	daily	ADJ
bracis-33623	33	61	return	return	NOUN
bracis-33623	33	62	on	on	ADP
bracis-33623	33	63	the	the	DET
bracis-33623	33	64	day	day	NOUN
bracis-33623	33	65	i	i	PRON
bracis-33623	33	66	and	and	CCONJ
bracis-33623	33	67	n	n	CCONJ
bracis-33623	33	68	are	be	AUX
bracis-33623	33	69	the	the	DET
bracis-33623	33	70	numbers	number	NOUN
bracis-33623	33	71	of	of	ADP
bracis-33623	33	72	days	day	NOUN
bracis-33623	33	73	.	.	PUNCT
bracis-33623	34	1	the	the	DET
bracis-33623	34	2	risk	risk	NOUN
bracis-33623	34	3	or	or	CCONJ
bracis-33623	34	4	volatility	volatility	NOUN
bracis-33623	34	5	\(\sigma	\(\sigma	NOUN
bracis-33623	34	6	_	_	PUNCT
bracis-33623	34	7	p\	p\	NOUN
bracis-33623	34	8	)	)	PUNCT
bracis-33623	34	9	is	be	AUX
bracis-33623	34	10	the	the	DET
bracis-33623	34	11	standard	standard	ADJ
bracis-33623	34	12	deviation	deviation	NOUN
bracis-33623	34	13	of	of	ADP
bracis-33623	34	14	the	the	DET
bracis-33623	34	15	historical	historical	ADJ
bracis-33623	34	16	returns	return	NOUN
bracis-33623	34	17	:	:	PUNCT
bracis-33623	34	18	$	$	SYM
bracis-33623	34	19	$	$	SYM
bracis-33623	34	20	\begin{aligned	\begin{aligne	VERB
bracis-33623	34	21	}	}	PUNCT
bracis-33623	34	22	\sigma	\sigma	PROPN
bracis-33623	35	1	_	_	PUNCT
bracis-33623	36	1	p	p	X
bracis-33623	37	1	=	=	PUNCT
bracis-33623	38	1	\sqrt{\frac{\sum	\sqrt{\frac{\sum	NUM
bracis-33623	38	2	_	_	PUNCT
bracis-33623	38	3	{	{	PUNCT
bracis-33623	38	4	i=1}^{n	i=1}^{n	ADV
bracis-33623	38	5	}	}	PUNCT
bracis-33623	38	6	(	(	PUNCT
bracis-33623	38	7	r_i	r_i	SYM
bracis-33623	38	8	r_p)^2}{n	r_p)^2}{n	PROPN
bracis-33623	38	9	}	}	PUNCT
bracis-33623	38	10	}	}	PUNCT
bracis-33623	38	11	\end{aligned}$$	\end{aligned}$$	X
bracis-33623	38	12	(	(	PUNCT
bracis-33623	38	13	3	3	NUM
bracis-33623	38	14	)	)	PUNCT
bracis-33623	38	15	in	in	ADP
bracis-33623	38	16	this	this	DET
bracis-33623	38	17	work	work	NOUN
bracis-33623	38	18	,	,	PUNCT
bracis-33623	38	19	the	the	DET
bracis-33623	38	20	daily	daily	ADJ
bracis-33623	38	21	logarithmic	logarithmic	ADJ
bracis-33623	38	22	return	return	NOUN
bracis-33623	38	23	is	be	AUX
bracis-33623	38	24	used	use	VERB
bracis-33623	38	25	,	,	PUNCT
bracis-33623	38	26	defined	define	VERB
bracis-33623	38	27	as	as	ADP
bracis-33623	38	28	the	the	DET
bracis-33623	38	29	natural	natural	ADJ
bracis-33623	38	30	logarithm	logarithm	NOUN
bracis-33623	38	31	of	of	ADP
bracis-33623	38	32	the	the	DET
bracis-33623	38	33	ratio	ratio	NOUN
bracis-33623	38	34	between	between	ADP
bracis-33623	38	35	the	the	DET
bracis-33623	38	36	current	current	ADJ
bracis-33623	38	37	price	price	NOUN
bracis-33623	38	38	(	(	PUNCT
bracis-33623	38	39	\(a_i\	\(a_i\	NOUN
bracis-33623	38	40	)	)	PUNCT
bracis-33623	38	41	)	)	PUNCT
bracis-33623	38	42	and	and	CCONJ
bracis-33623	38	43	the	the	DET
bracis-33623	38	44	previous	previous	ADJ
bracis-33623	38	45	day	day	NOUN
bracis-33623	38	46	’s	’s	PART
bracis-33623	38	47	price	price	NOUN
bracis-33623	38	48	(	(	PUNCT
bracis-33623	38	49	\(a_{i-1}\	\(a_{i-1}\	ADJ
bracis-33623	38	50	)	)	PUNCT
bracis-33623	38	51	):	):	PUNCT
bracis-33623	38	52	$	$	SYM
bracis-33623	38	53	$	$	SYM
bracis-33623	38	54	\begin{aligned	\begin{aligne	VERB
bracis-33623	38	55	}	}	PUNCT
bracis-33623	38	56	{	{	PUNCT
bracis-33623	38	57	r_{i}}=	r_{i}}=	NOUN
bracis-33623	38	58	\ln	\ln	NOUN
bracis-33623	38	59	{	{	PUNCT
bracis-33623	38	60	\frac{a_i}{a_{i-1	\frac{a_i}{a_{i-1	PROPN
bracis-33623	38	61	}	}	PUNCT
bracis-33623	38	62	}	}	PUNCT
bracis-33623	38	63	}	}	PUNCT
bracis-33623	38	64	\end{aligned}$$	\end{aligned}$$	X
bracis-33623	38	65	(	(	PUNCT
bracis-33623	38	66	4	4	X
bracis-33623	38	67	)	)	PUNCT
bracis-33623	38	68	these	these	DET
bracis-33623	38	69	calculations	calculation	NOUN
bracis-33623	38	70	are	be	AUX
bracis-33623	38	71	used	use	VERB
bracis-33623	38	72	to	to	PART
bracis-33623	38	73	determine	determine	VERB
bracis-33623	38	74	the	the	DET
bracis-33623	38	75	expected	expect	VERB
bracis-33623	38	76	return	return	NOUN
bracis-33623	38	77	and	and	CCONJ
bracis-33623	38	78	the	the	DET
bracis-33623	38	79	risk	risk	NOUN
bracis-33623	38	80	/	/	SYM
bracis-33623	38	81	volatility	volatility	NOUN
bracis-33623	38	82	of	of	ADP
bracis-33623	38	83	each	each	DET
bracis-33623	38	84	candidate	candidate	NOUN
bracis-33623	38	85	asset	asset	NOUN
bracis-33623	38	86	to	to	PART
bracis-33623	38	87	make	make	VERB
bracis-33623	38	88	up	up	ADP
bracis-33623	38	89	the	the	DET
bracis-33623	38	90	final	final	ADJ
bracis-33623	38	91	portfolio	portfolio	NOUN
bracis-33623	38	92	.	.	PUNCT
bracis-33623	39	1	2.3	2.3	NUM
bracis-33623	39	2	calculation	calculation	NOUN
bracis-33623	39	3	of	of	ADP
bracis-33623	39	4	 	 	SPACE
bracis-33623	39	5	expected	expect	VERB
bracis-33623	39	6	return	return	NOUN
bracis-33623	39	7	and	and	CCONJ
bracis-33623	39	8	 	 	SPACE
bracis-33623	39	9	portfolio	portfolio	NOUN
bracis-33623	39	10	risk	risk	NOUN
bracis-33623	39	11	(	(	PUNCT
bracis-33623	39	12	volatility	volatility	NOUN
bracis-33623	39	13	)	)	PUNCT
bracis-33623	39	14	the	the	DET
bracis-33623	39	15	calculation	calculation	NOUN
bracis-33623	39	16	of	of	ADP
bracis-33623	39	17	the	the	DET
bracis-33623	39	18	expected	expect	VERB
bracis-33623	39	19	return	return	NOUN
bracis-33623	39	20	of	of	ADP
bracis-33623	39	21	a	a	DET
bracis-33623	39	22	portfolio	portfolio	NOUN
bracis-33623	39	23	,	,	PUNCT
bracis-33623	39	24	according	accord	VERB
bracis-33623	39	25	to	to	ADP
bracis-33623	39	26	markowitz	markowitz	PROPN
bracis-33623	39	27	,	,	PUNCT
bracis-33623	39	28	is	be	AUX
bracis-33623	39	29	the	the	DET
bracis-33623	39	30	weighted	weighted	ADJ
bracis-33623	39	31	sum	sum	NOUN
bracis-33623	39	32	of	of	ADP
bracis-33623	39	33	the	the	DET
bracis-33623	39	34	expected	expect	VERB
bracis-33623	39	35	returns	return	NOUN
bracis-33623	39	36	of	of	ADP
bracis-33623	39	37	the	the	DET
bracis-33623	39	38	assets	asset	NOUN
bracis-33623	39	39	that	that	PRON
bracis-33623	39	40	compose	compose	VERB
bracis-33623	39	41	it	it	PRON
bracis-33623	39	42	.	.	PUNCT
bracis-33623	40	1	for	for	ADP
bracis-33623	40	2	a	a	DET
bracis-33623	40	3	portfolio	portfolio	NOUN
bracis-33623	40	4	with	with	ADP
bracis-33623	40	5	n	n	NOUN
bracis-33623	40	6	assets	asset	NOUN
bracis-33623	40	7	,	,	PUNCT
bracis-33623	40	8	with	with	ADP
bracis-33623	40	9	expected	expect	VERB
bracis-33623	40	10	returns	return	NOUN
bracis-33623	40	11	\(r_1\	\(r_1\	NOUN
bracis-33623	40	12	)	)	PUNCT
bracis-33623	40	13	,	,	PUNCT
bracis-33623	40	14	\(r_2\	\(r_2\	PROPN
bracis-33623	40	15	)	)	PUNCT
bracis-33623	40	16	,	,	PUNCT
bracis-33623	40	17	...	...	PUNCT
bracis-33623	40	18	,	,	PUNCT
bracis-33623	40	19	\(r_n\	\(r_n\	PROPN
bracis-33623	40	20	)	)	PUNCT
bracis-33623	40	21	and	and	CCONJ
bracis-33623	40	22	weights	weight	VERB
bracis-33623	40	23	\(x_1\	\(x_1\	PROPN
bracis-33623	40	24	)	)	PUNCT
bracis-33623	40	25	,	,	PUNCT
bracis-33623	40	26	\(x_2\	\(x_2\	PROPN
bracis-33623	40	27	)	)	PUNCT
bracis-33623	40	28	,	,	PUNCT
bracis-33623	40	29	...	...	PUNCT
bracis-33623	40	30	,	,	PUNCT
bracis-33623	40	31	\(x_n\	\(x_n\	NOUN
bracis-33623	40	32	)	)	PUNCT
bracis-33623	40	33	respectively	respectively	ADV
bracis-33623	40	34	,	,	PUNCT
bracis-33623	40	35	the	the	DET
bracis-33623	40	36	expected	expect	VERB
bracis-33623	40	37	return	return	NOUN
bracis-33623	40	38	\(r_p\	\(r_p\	NOUN
bracis-33623	40	39	)	)	PUNCT
bracis-33623	40	40	is	be	AUX
bracis-33623	40	41	given	give	VERB
bracis-33623	40	42	by	by	ADP
bracis-33623	40	43	:	:	PUNCT
bracis-33623	40	44	$	$	SYM
bracis-33623	40	45	$	$	SYM
bracis-33623	40	46	\begin{aligned	\begin{aligne	VERB
bracis-33623	40	47	}	}	PUNCT
bracis-33623	40	48	r_p=\sum	r_p=\sum	NOUN
bracis-33623	40	49	_	_	PRON
bracis-33623	40	50	{	{	PUNCT
bracis-33623	40	51	i=1}^{n	i=1}^{n	ADJ
bracis-33623	40	52	}	}	PUNCT
bracis-33623	40	53	x_ir_i	x_ir_i	PROPN
bracis-33623	40	54	\end{aligned}$$	\end{aligned}$$	X
bracis-33623	40	55	(	(	PUNCT
bracis-33623	40	56	5	5	NUM
bracis-33623	40	57	)	)	PUNCT
bracis-33623	40	58	markowitz	markowitz	PROPN
bracis-33623	40	59	defined	define	VERB
bracis-33623	40	60	a	a	DET
bracis-33623	40	61	portfolio	portfolio	NOUN
bracis-33623	40	62	’s	’s	PART
bracis-33623	40	63	risk	risk	NOUN
bracis-33623	40	64	as	as	ADP
bracis-33623	40	65	its	its	PRON
bracis-33623	40	66	variance	variance	NOUN
bracis-33623	40	67	,	,	PUNCT
bracis-33623	40	68	which	which	PRON
bracis-33623	40	69	includes	include	VERB
bracis-33623	40	70	the	the	DET
bracis-33623	40	71	individual	individual	ADJ
bracis-33623	40	72	asset	asset	NOUN
bracis-33623	40	73	variances	variance	NOUN
bracis-33623	40	74	weighted	weight	VERB
bracis-33623	40	75	by	by	ADP
bracis-33623	40	76	the	the	DET
bracis-33623	40	77	squares	square	NOUN
bracis-33623	40	78	of	of	ADP
bracis-33623	40	79	their	their	PRON
bracis-33623	40	80	weights	weight	NOUN
bracis-33623	40	81	,	,	PUNCT
bracis-33623	40	82	plus	plus	CCONJ
bracis-33623	40	83	twice	twice	DET
bracis-33623	40	84	the	the	DET
bracis-33623	40	85	sum	sum	NOUN
bracis-33623	40	86	of	of	ADP
bracis-33623	40	87	the	the	DET
bracis-33623	40	88	covariances	covariance	NOUN
bracis-33623	40	89	between	between	ADP
bracis-33623	40	90	all	all	DET
bracis-33623	40	91	pairs	pair	NOUN
bracis-33623	40	92	of	of	ADP
bracis-33623	40	93	assets	asset	NOUN
bracis-33623	40	94	,	,	PUNCT
bracis-33623	40	95	weighted	weight	VERB
bracis-33623	40	96	by	by	ADP
bracis-33623	40	97	the	the	DET
bracis-33623	40	98	product	product	NOUN
bracis-33623	40	99	of	of	ADP
bracis-33623	40	100	their	their	PRON
bracis-33623	40	101	weights	weight	NOUN
bracis-33623	40	102	.	.	PUNCT
bracis-33623	41	1	for	for	ADP
bracis-33623	41	2	a	a	DET
bracis-33623	41	3	portfolio	portfolio	NOUN
bracis-33623	41	4	with	with	ADP
bracis-33623	41	5	two	two	NUM
bracis-33623	41	6	assets	asset	NOUN
bracis-33623	41	7	a	a	PRON
bracis-33623	41	8	and	and	CCONJ
bracis-33623	41	9	b	b	NOUN
bracis-33623	41	10	,	,	PUNCT
bracis-33623	41	11	with	with	ADP
bracis-33623	41	12	weights	weight	NOUN
bracis-33623	41	13	\(w_a\	\(w_a\	NOUN
bracis-33623	41	14	)	)	PUNCT
bracis-33623	41	15	and	and	CCONJ
bracis-33623	41	16	\(w_b\	\(w_b\	PROPN
bracis-33623	41	17	)	)	PUNCT
bracis-33623	41	18	,	,	PUNCT
bracis-33623	41	19	the	the	DET
bracis-33623	41	20	risk	risk	NOUN
bracis-33623	41	21	is	be	AUX
bracis-33623	41	22	given	give	VERB
bracis-33623	41	23	by	by	ADP
bracis-33623	41	24	:	:	PUNCT
bracis-33623	41	25	$	$	SYM
bracis-33623	41	26	$	$	SYM
bracis-33623	41	27	\begin{aligned	\begin{aligne	VERB
bracis-33623	41	28	}	}	PUNCT
bracis-33623	41	29	\sigma	\sigma	ADJ
bracis-33623	41	30	^2_p	^2_p	ADJ
bracis-33623	41	31	=	=	SYM
bracis-33623	41	32	w^2_a\sigma	w^2_a\sigma	PROPN
bracis-33623	41	33	^2_a	^2_a	NOUN
bracis-33623	41	34	+	+	CCONJ
bracis-33623	41	35	w^2_b\sigma	w^2_b\sigma	NOUN
bracis-33623	41	36	^2_b	^2_b	NOUN
bracis-33623	41	37	+	+	CCONJ
bracis-33623	41	38	2w_aw_b\sigma	2w_aw_b\sigma	NUM
bracis-33623	41	39	_	_	PUNCT
bracis-33623	41	40	{	{	PUNCT
bracis-33623	41	41	a	a	PRON
bracis-33623	41	42	,	,	PUNCT
bracis-33623	41	43	b	b	NOUN
bracis-33623	41	44	}	}	PUNCT
bracis-33623	41	45	\end{aligned}$$	\end{aligned}$$	X
bracis-33623	41	46	(	(	PUNCT
bracis-33623	41	47	6	6	NUM
bracis-33623	41	48	)	)	PUNCT
bracis-33623	41	49	generalizing	generalize	VERB
bracis-33623	41	50	for	for	ADP
bracis-33623	41	51	a	a	DET
bracis-33623	41	52	portfolio	portfolio	NOUN
bracis-33623	41	53	with	with	ADP
bracis-33623	41	54	n	n	NOUN
bracis-33623	41	55	assets	asset	NOUN
bracis-33623	41	56	:	:	PUNCT
bracis-33623	41	57	$	$	SYM
bracis-33623	41	58	$	$	SYM
bracis-33623	41	59	\begin{aligned	\begin{aligne	VERB
bracis-33623	41	60	}	}	PUNCT
bracis-33623	41	61	\sigma	\sigma	ADJ
bracis-33623	41	62	^2_p	^2_p	ADJ
bracis-33623	42	1	=	=	SYM
bracis-33623	42	2	\sum	\sum	NOUN
bracis-33623	42	3	_	_	PUNCT
bracis-33623	42	4	{	{	PUNCT
bracis-33623	42	5	i=1}^{n}\sum	i=1}^{n}\sum	AUX
bracis-33623	42	6	_	_	PRON
bracis-33623	42	7	{	{	PUNCT
bracis-33623	42	8	j=1}^{n	j=1}^{n	ADJ
bracis-33623	42	9	}	}	PUNCT
bracis-33623	42	10	w_iw_j\sigma	w_iw_j\sigma	PUNCT
bracis-33623	43	1	_	_	PRON
bracis-33623	43	2	{	{	PUNCT
bracis-33623	43	3	i	i	PROPN
bracis-33623	43	4	,	,	PUNCT
bracis-33623	43	5	j	j	PROPN
bracis-33623	43	6	}	}	PUNCT
bracis-33623	43	7	\end{aligned}$$	\end{aligned}$$	X
bracis-33623	43	8	(	(	PUNCT
bracis-33623	43	9	7	7	NUM
bracis-33623	43	10	)	)	PUNCT
bracis-33623	43	11	where	where	SCONJ
bracis-33623	43	12	\(\sigma	\(\sigma	NOUN
bracis-33623	43	13	_	_	PUNCT
bracis-33623	43	14	{	{	PUNCT
bracis-33623	43	15	i	i	X
bracis-33623	43	16	,	,	PUNCT
bracis-33623	43	17	j}\	j}\	PROPN
bracis-33623	43	18	)	)	PUNCT
bracis-33623	43	19	is	be	AUX
bracis-33623	43	20	the	the	DET
bracis-33623	43	21	covariance	covariance	NOUN
bracis-33623	43	22	between	between	ADP
bracis-33623	43	23	the	the	DET
bracis-33623	43	24	returns	return	NOUN
bracis-33623	43	25	on	on	ADP
bracis-33623	43	26	assets	asset	NOUN
bracis-33623	43	27	\(a_i\	\(a_i\	NOUN
bracis-33623	43	28	)	)	PUNCT
bracis-33623	43	29	and	and	CCONJ
bracis-33623	43	30	\(a_j\	\(a_j\	PROPN
bracis-33623	43	31	)	)	PUNCT
bracis-33623	43	32	.	.	PUNCT
bracis-33623	44	1	2.4	2.4	NUM
bracis-33623	44	2	asset	asset	NOUN
bracis-33623	44	3	diversification	diversification	NOUN
bracis-33623	44	4	markowitz	markowitz	PROPN
bracis-33623	44	5	’s	’s	PART
bracis-33623	44	6	diversification	diversification	NOUN
bracis-33623	44	7	theory	theory	NOUN
bracis-33623	44	8	states	state	VERB
bracis-33623	44	9	that	that	SCONJ
bracis-33623	44	10	adding	add	VERB
bracis-33623	44	11	new	new	ADJ
bracis-33623	44	12	assets	asset	NOUN
bracis-33623	44	13	to	to	ADP
bracis-33623	44	14	a	a	DET
bracis-33623	44	15	portfolio	portfolio	NOUN
bracis-33623	44	16	reduces	reduce	VERB
bracis-33623	44	17	the	the	DET
bracis-33623	44	18	total	total	ADJ
bracis-33623	44	19	risk	risk	NOUN
bracis-33623	44	20	due	due	ADP
bracis-33623	44	21	to	to	ADP
bracis-33623	44	22	covariance	covariance	NOUN
bracis-33623	44	23	between	between	ADP
bracis-33623	44	24	assets	asset	NOUN
bracis-33623	44	25	[	[	X
bracis-33623	44	26	6	6	NUM
bracis-33623	44	27	]	]	PUNCT
bracis-33623	44	28	.	.	PUNCT
bracis-33623	45	1	as	as	SCONJ
bracis-33623	45	2	more	more	ADJ
bracis-33623	45	3	assets	asset	NOUN
bracis-33623	45	4	are	be	AUX
bracis-33623	45	5	added	add	VERB
bracis-33623	45	6	,	,	PUNCT
bracis-33623	45	7	the	the	DET
bracis-33623	45	8	risk	risk	NOUN
bracis-33623	45	9	decreases	decrease	VERB
bracis-33623	45	10	until	until	SCONJ
bracis-33623	45	11	it	it	PRON
bracis-33623	45	12	reaches	reach	VERB
bracis-33623	45	13	an	an	DET
bracis-33623	45	14	asymptote	asymptote	NOUN
bracis-33623	45	15	,	,	PUNCT
bracis-33623	45	16	where	where	SCONJ
bracis-33623	45	17	adding	add	VERB
bracis-33623	45	18	new	new	ADJ
bracis-33623	45	19	assets	asset	NOUN
bracis-33623	45	20	no	no	ADV
bracis-33623	45	21	longer	long	ADV
bracis-33623	45	22	reduces	reduce	VERB
bracis-33623	45	23	risk	risk	NOUN
bracis-33623	45	24	.	.	PUNCT
bracis-33623	46	1	this	this	DET
bracis-33623	46	2	reduction	reduction	NOUN
bracis-33623	46	3	occurs	occur	VERB
bracis-33623	46	4	mainly	mainly	ADV
bracis-33623	46	5	due	due	ADP
bracis-33623	46	6	to	to	ADP
bracis-33623	46	7	the	the	DET
bracis-33623	46	8	negative	negative	ADJ
bracis-33623	46	9	covariance	covariance	NOUN
bracis-33623	46	10	between	between	ADP
bracis-33623	46	11	assets	asset	NOUN
bracis-33623	46	12	.	.	PUNCT
bracis-33623	47	1	markowitz	markowitz	PROPN
bracis-33623	47	2	’s	’s	PART
bracis-33623	47	3	risk	risk	NOUN
bracis-33623	47	4	formula	formula	NOUN
bracis-33623	47	5	demonstrates	demonstrate	VERB
bracis-33623	47	6	that	that	SCONJ
bracis-33623	47	7	the	the	DET
bracis-33623	47	8	risk	risk	NOUN
bracis-33623	47	9	of	of	ADP
bracis-33623	47	10	a	a	DET
bracis-33623	47	11	portfolio	portfolio	NOUN
bracis-33623	47	12	can	can	AUX
bracis-33623	47	13	be	be	AUX
bracis-33623	47	14	reduced	reduce	VERB
bracis-33623	47	15	with	with	ADP
bracis-33623	47	16	assets	asset	NOUN
bracis-33623	47	17	that	that	PRON
bracis-33623	47	18	have	have	VERB
bracis-33623	47	19	low	low	ADJ
bracis-33623	47	20	covariance	covariance	NOUN
bracis-33623	47	21	with	with	ADP
bracis-33623	47	22	each	each	DET
bracis-33623	47	23	other	other	ADJ
bracis-33623	47	24	.	.	PUNCT
bracis-33623	48	1	however	however	ADV
bracis-33623	48	2	,	,	PUNCT
bracis-33623	48	3	there	there	PRON
bracis-33623	48	4	is	be	VERB
bracis-33623	48	5	a	a	DET
bracis-33623	48	6	limit	limit	NOUN
bracis-33623	48	7	to	to	ADP
bracis-33623	48	8	this	this	DET
bracis-33623	48	9	reduction	reduction	NOUN
bracis-33623	48	10	,	,	PUNCT
bracis-33623	48	11	called	call	VERB
bracis-33623	48	12	unsystematic	unsystematic	ADJ
bracis-33623	48	13	risk	risk	NOUN
bracis-33623	48	14	,	,	PUNCT
bracis-33623	48	15	specific	specific	ADJ
bracis-33623	48	16	to	to	ADP
bracis-33623	48	17	the	the	DET
bracis-33623	48	18	characteristics	characteristic	NOUN
bracis-33623	48	19	of	of	ADP
bracis-33623	48	20	companies	company	NOUN
bracis-33623	48	21	or	or	CCONJ
bracis-33623	48	22	sectors	sector	NOUN
bracis-33623	48	23	.	.	PUNCT
bracis-33623	49	1	systemic	systemic	ADJ
bracis-33623	49	2	risk	risk	NOUN
bracis-33623	49	3	,	,	PUNCT
bracis-33623	49	4	such	such	ADJ
bracis-33623	49	5	as	as	ADP
bracis-33623	49	6	political	political	ADJ
bracis-33623	49	7	crises	crisis	NOUN
bracis-33623	49	8	and	and	CCONJ
bracis-33623	49	9	pandemics	pandemic	NOUN
bracis-33623	49	10	,	,	PUNCT
bracis-33623	49	11	can	can	AUX
bracis-33623	49	12	not	not	PART
bracis-33623	49	13	be	be	AUX
bracis-33623	49	14	reduced	reduce	VERB
bracis-33623	49	15	by	by	ADP
bracis-33623	49	16	diversification	diversification	NOUN
bracis-33623	49	17	.	.	PUNCT
bracis-33623	50	1	this	this	DET
bracis-33623	50	2	work	work	NOUN
bracis-33623	50	3	proposes	propose	VERB
bracis-33623	50	4	the	the	DET
bracis-33623	50	5	use	use	NOUN
bracis-33623	50	6	of	of	ADP
bracis-33623	50	7	two	two	NUM
bracis-33623	50	8	clustering	clustering	ADJ
bracis-33623	50	9	ways	way	NOUN
bracis-33623	50	10	and	and	CCONJ
bracis-33623	50	11	evaluates	evaluate	NOUN
bracis-33623	50	12	which	which	PRON
bracis-33623	50	13	one	one	NUM
bracis-33623	50	14	best	good	ADJ
bracis-33623	50	15	separates	separate	VERB
bracis-33623	50	16	companies	company	NOUN
bracis-33623	50	17	into	into	ADP
bracis-33623	50	18	groups	group	NOUN
bracis-33623	50	19	with	with	ADP
bracis-33623	50	20	lower	low	ADJ
bracis-33623	50	21	covariance	covariance	NOUN
bracis-33623	50	22	,	,	PUNCT
bracis-33623	50	23	aiming	aim	VERB
bracis-33623	50	24	to	to	PART
bracis-33623	50	25	reduce	reduce	VERB
bracis-33623	50	26	unsystematic	unsystematic	ADJ
bracis-33623	50	27	risk	risk	NOUN
bracis-33623	50	28	.	.	PUNCT
bracis-33623	51	1	2.5	2.5	NUM
bracis-33623	51	2	capital	capital	NOUN
bracis-33623	51	3	asset	asset	NOUN
bracis-33623	51	4	pricing	pricing	NOUN
bracis-33623	51	5	model	model	NOUN
bracis-33623	51	6	(	(	PUNCT
bracis-33623	51	7	capm	capm	PROPN
bracis-33623	51	8	)	)	PUNCT
bracis-33623	51	9	theory	theory	NOUN
bracis-33623	51	10	the	the	DET
bracis-33623	51	11	capital	capital	NOUN
bracis-33623	51	12	asset	asset	NOUN
bracis-33623	51	13	pricing	pricing	NOUN
bracis-33623	51	14	model	model	NOUN
bracis-33623	51	15	(	(	PUNCT
bracis-33623	51	16	capm	capm	PROPN
bracis-33623	51	17	)	)	PUNCT
bracis-33623	51	18	,	,	PUNCT
bracis-33623	51	19	proposed	propose	VERB
bracis-33623	51	20	by	by	ADP
bracis-33623	51	21	sharpe	sharpe	PROPN
bracis-33623	51	22	(	(	PUNCT
bracis-33623	51	23	1964	1964	NUM
bracis-33623	51	24	)	)	PUNCT
bracis-33623	51	25	,	,	PUNCT
bracis-33623	51	26	lintner	lintner	NOUN
bracis-33623	51	27	(	(	PUNCT
bracis-33623	51	28	1965	1965	NUM
bracis-33623	51	29	)	)	PUNCT
bracis-33623	51	30	and	and	CCONJ
bracis-33623	51	31	mossin	mossin	NOUN
bracis-33623	51	32	(	(	PUNCT
bracis-33623	51	33	1966	1966	NUM
bracis-33623	51	34	)	)	PUNCT
bracis-33623	51	35	,	,	PUNCT
bracis-33623	51	36	calculates	calculate	VERB
bracis-33623	51	37	the	the	DET
bracis-33623	51	38	expected	expect	VERB
bracis-33623	51	39	return	return	NOUN
bracis-33623	51	40	of	of	ADP
bracis-33623	51	41	an	an	DET
bracis-33623	51	42	investment	investment	NOUN
bracis-33623	51	43	based	base	VERB
bracis-33623	51	44	on	on	ADP
bracis-33623	51	45	its	its	PRON
bracis-33623	51	46	risk	risk	NOUN
bracis-33623	51	47	compared	compare	VERB
bracis-33623	51	48	to	to	ADP
bracis-33623	51	49	the	the	DET
bracis-33623	51	50	market	market	NOUN
bracis-33623	51	51	(	(	PUNCT
bracis-33623	51	52	ibovespa	ibovespa	ADV
bracis-33623	51	53	)	)	PUNCT
bracis-33623	51	54	.	.	PUNCT
bracis-33623	52	1	the	the	DET
bracis-33623	52	2	capm	capm	PROPN
bracis-33623	52	3	formula	formula	NOUN
bracis-33623	52	4	is	be	AUX
bracis-33623	52	5	:	:	PUNCT
bracis-33623	52	6	$	$	SYM
bracis-33623	52	7	$	$	SYM
bracis-33623	52	8	\begin{aligned	\begin{aligne	VERB
bracis-33623	52	9	}	}	PUNCT
bracis-33623	52	10	e(r_i	e(r_i	NOUN
bracis-33623	52	11	)	)	PUNCT
bracis-33623	52	12	=	=	PUNCT
bracis-33623	53	1	r_f	r_f	PUNCT
bracis-33623	54	1	+	+	PUNCT
bracis-33623	54	2	\beta	\beta	PROPN
bracis-33623	54	3	_	_	PUNCT
bracis-33623	54	4	i(r_m	i(r_m	PROPN
bracis-33623	54	5	r_f	r_f	NUM
bracis-33623	54	6	)	)	PUNCT
bracis-33623	54	7	\end{aligned}$$	\end{aligned}$$	X
bracis-33623	54	8	(	(	PUNCT
bracis-33623	54	9	8)	8)	NUM
bracis-33623	54	10	where	where	SCONJ
bracis-33623	54	11	\(e(r_i)\	\(e(r_i)\	NOUN
bracis-33623	54	12	)	)	PUNCT
bracis-33623	54	13	is	be	AUX
bracis-33623	54	14	the	the	DET
bracis-33623	54	15	expected	expect	VERB
bracis-33623	54	16	return	return	NOUN
bracis-33623	54	17	on	on	ADP
bracis-33623	54	18	the	the	DET
bracis-33623	54	19	investment	investment	NOUN
bracis-33623	54	20	,	,	PUNCT
bracis-33623	54	21	\(r_f\	\(r_f\	PROPN
bracis-33623	54	22	)	)	PUNCT
bracis-33623	54	23	is	be	AUX
bracis-33623	54	24	the	the	DET
bracis-33623	54	25	risk	risk	NOUN
bracis-33623	54	26	-	-	PUNCT
bracis-33623	54	27	free	free	ADJ
bracis-33623	54	28	return	return	NOUN
bracis-33623	54	29	(	(	PUNCT
bracis-33623	54	30	selic	selic	ADJ
bracis-33623	54	31	rate	rate	NOUN
bracis-33623	54	32	)	)	PUNCT
bracis-33623	54	33	,	,	PUNCT
bracis-33623	54	34	\(\beta	\(\beta	X
bracis-33623	54	35	_	_	PRON
bracis-33623	54	36	i\	i\	NOUN
bracis-33623	54	37	)	)	PUNCT
bracis-33623	54	38	is	be	AUX
bracis-33623	54	39	the	the	DET
bracis-33623	54	40	correlation	correlation	NOUN
bracis-33623	54	41	of	of	ADP
bracis-33623	54	42	the	the	DET
bracis-33623	54	43	asset	asset	NOUN
bracis-33623	54	44	’s	’s	PART
bracis-33623	54	45	risk	risk	NOUN
bracis-33623	54	46	with	with	ADP
bracis-33623	54	47	the	the	DET
bracis-33623	54	48	market	market	NOUN
bracis-33623	54	49	risk	risk	NOUN
bracis-33623	54	50	(	(	PUNCT
bracis-33623	54	51	bovespa	bovespa	PROPN
bracis-33623	54	52	index	index	PROPN
bracis-33623	54	53	)	)	PUNCT
bracis-33623	54	54	and	and	CCONJ
bracis-33623	54	55	\(r_m\	\(r_m\	NOUN
bracis-33623	54	56	)	)	PUNCT
bracis-33623	54	57	is	be	AUX
bracis-33623	54	58	the	the	DET
bracis-33623	54	59	expected	expect	VERB
bracis-33623	54	60	market	market	NOUN
bracis-33623	54	61	return	return	NOUN
bracis-33623	54	62	(	(	PUNCT
bracis-33623	54	63	bovespa	bovespa	PROPN
bracis-33623	54	64	index	index	PROPN
bracis-33623	54	65	)	)	PUNCT
bracis-33623	54	66	.	.	PUNCT
bracis-33623	55	1	2.6	2.6	NUM
bracis-33623	55	2	k	k	X
bracis-33623	55	3	-	-	PUNCT
bracis-33623	55	4	means	mean	VERB
bracis-33623	55	5	algorithm	algorithm	NOUN
bracis-33623	55	6	for	for	ADP
bracis-33623	55	7	 	 	SPACE
bracis-33623	55	8	time	time	NOUN
bracis-33623	55	9	series	series	NOUN
bracis-33623	55	10	and	and	CCONJ
bracis-33623	55	11	 	 	SPACE
bracis-33623	55	12	dtw	dtw	NOUN
bracis-33623	55	13	distance	distance	NOUN
bracis-33623	55	14	between	between	ADP
bracis-33623	55	15	time	time	NOUN
bracis-33623	55	16	series	series	PROPN
bracis-33623	55	17	k	k	PROPN
bracis-33623	55	18	-	-	PUNCT
bracis-33623	55	19	means	mean	VERB
bracis-33623	55	20	algorithm	algorithm	NOUN
bracis-33623	55	21	for	for	ADP
bracis-33623	55	22	time	time	NOUN
bracis-33623	55	23	series	series	PROPN
bracis-33623	55	24	groups	group	NOUN
bracis-33623	55	25	them	they	PRON
bracis-33623	55	26	based	base	VERB
bracis-33623	55	27	on	on	ADP
bracis-33623	55	28	their	their	PRON
bracis-33623	55	29	format	format	NOUN
bracis-33623	55	30	.	.	PUNCT
bracis-33623	56	1	the	the	DET
bracis-33623	56	2	process	process	NOUN
bracis-33623	56	3	begins	begin	VERB
bracis-33623	56	4	with	with	ADP
bracis-33623	56	5	randomly	randomly	ADV
bracis-33623	56	6	selecting	select	VERB
bracis-33623	56	7	k	k	PROPN
bracis-33623	56	8	time	time	NOUN
bracis-33623	56	9	series	series	NOUN
bracis-33623	56	10	as	as	ADP
bracis-33623	56	11	centroids	centroid	NOUN
bracis-33623	56	12	,	,	PUNCT
bracis-33623	56	13	then	then	ADV
bracis-33623	56	14	calculating	calculate	VERB
bracis-33623	56	15	the	the	DET
bracis-33623	56	16	distance	distance	NOUN
bracis-33623	56	17	between	between	ADP
bracis-33623	56	18	each	each	DET
bracis-33623	56	19	time	time	NOUN
bracis-33623	56	20	series	series	NOUN
bracis-33623	56	21	and	and	CCONJ
bracis-33623	56	22	the	the	DET
bracis-33623	56	23	centroids	centroid	NOUN
bracis-33623	56	24	,	,	PUNCT
bracis-33623	56	25	and	and	CCONJ
bracis-33623	56	26	continually	continually	ADV
bracis-33623	56	27	adjusting	adjust	VERB
bracis-33623	56	28	the	the	DET
bracis-33623	56	29	centroids	centroid	NOUN
bracis-33623	56	30	until	until	SCONJ
bracis-33623	56	31	they	they	PRON
bracis-33623	56	32	represent	represent	VERB
bracis-33623	56	33	the	the	DET
bracis-33623	56	34	center	center	NOUN
bracis-33623	56	35	of	of	ADP
bracis-33623	56	36	mass	mass	NOUN
bracis-33623	56	37	of	of	ADP
bracis-33623	56	38	the	the	DET
bracis-33623	56	39	clusters	cluster	NOUN
bracis-33623	56	40	.	.	PUNCT
bracis-33623	57	1	the	the	DET
bracis-33623	57	2	algorithm	algorithm	NOUN
bracis-33623	57	3	is	be	AUX
bracis-33623	57	4	run	run	VERB
bracis-33623	57	5	several	several	ADJ
bracis-33623	57	6	times	time	NOUN
bracis-33623	57	7	to	to	PART
bracis-33623	57	8	improve	improve	VERB
bracis-33623	57	9	representativeness	representativeness	NOUN
bracis-33623	57	10	.	.	PUNCT
bracis-33623	58	1	to	to	PART
bracis-33623	58	2	calculate	calculate	VERB
bracis-33623	58	3	the	the	DET
bracis-33623	58	4	distance	distance	NOUN
bracis-33623	58	5	between	between	ADP
bracis-33623	58	6	time	time	NOUN
bracis-33623	58	7	series	series	NOUN
bracis-33623	58	8	,	,	PUNCT
bracis-33623	58	9	they	they	PRON
bracis-33623	58	10	must	must	AUX
bracis-33623	58	11	all	all	ADV
bracis-33623	58	12	have	have	VERB
bracis-33623	58	13	the	the	DET
bracis-33623	58	14	same	same	ADJ
bracis-33623	58	15	size	size	NOUN
bracis-33623	58	16	and	and	CCONJ
bracis-33623	58	17	be	be	AUX
bracis-33623	58	18	normalized	normalize	VERB
bracis-33623	58	19	.	.	PUNCT
bracis-33623	59	1	a	a	DET
bracis-33623	59	2	similarity	similarity	NOUN
bracis-33623	59	3	metric	metric	NOUN
bracis-33623	59	4	that	that	PRON
bracis-33623	59	5	can	can	AUX
bracis-33623	59	6	be	be	AUX
bracis-33623	59	7	used	use	VERB
bracis-33623	59	8	is	be	AUX
bracis-33623	59	9	dynamic	dynamic	ADJ
bracis-33623	59	10	time	time	NOUN
bracis-33623	59	11	warping	warp	VERB
bracis-33623	59	12	(	(	PUNCT
bracis-33623	59	13	dtw	dtw	PROPN
bracis-33623	59	14	)	)	PUNCT
bracis-33623	59	15	,	,	PUNCT
bracis-33623	59	16	which	which	PRON
bracis-33623	59	17	is	be	AUX
bracis-33623	59	18	more	more	ADV
bracis-33623	59	19	suitable	suitable	ADJ
bracis-33623	59	20	than	than	ADP
bracis-33623	59	21	euclidean	euclidean	ADJ
bracis-33623	59	22	distance	distance	NOUN
bracis-33623	59	23	for	for	ADP
bracis-33623	59	24	time	time	NOUN
bracis-33623	59	25	series	series	NOUN
bracis-33623	59	26	with	with	ADP
bracis-33623	59	27	time	time	NOUN
bracis-33623	59	28	-	-	PUNCT
bracis-33623	59	29	shifted	shift	VERB
bracis-33623	59	30	correlations	correlation	NOUN
bracis-33623	59	31	[	[	X
bracis-33623	59	32	9	9	NUM
bracis-33623	59	33	]	]	PUNCT
bracis-33623	59	34	.	.	PUNCT
bracis-33623	60	1	dtw	dtw	PROPN
bracis-33623	60	2	is	be	AUX
bracis-33623	60	3	used	use	VERB
bracis-33623	60	4	to	to	PART
bracis-33623	60	5	measure	measure	VERB
bracis-33623	60	6	the	the	DET
bracis-33623	60	7	similarity	similarity	NOUN
bracis-33623	60	8	between	between	ADP
bracis-33623	60	9	two	two	NUM
bracis-33623	60	10	time	time	NOUN
bracis-33623	60	11	sequences	sequence	NOUN
bracis-33623	60	12	that	that	PRON
bracis-33623	60	13	do	do	AUX
bracis-33623	60	14	not	not	PART
bracis-33623	60	15	exactly	exactly	ADV
bracis-33623	60	16	align	align	VERB
bracis-33623	60	17	in	in	ADP
bracis-33623	60	18	time	time	NOUN
bracis-33623	60	19	,	,	PUNCT
bracis-33623	60	20	allowing	allow	VERB
bracis-33623	60	21	one	one	NUM
bracis-33623	60	22	time	time	NOUN
bracis-33623	60	23	series	series	NOUN
bracis-33623	60	24	to	to	PART
bracis-33623	60	25	be	be	AUX
bracis-33623	60	26	stretched	stretch	VERB
bracis-33623	60	27	or	or	CCONJ
bracis-33623	60	28	compressed	compress	VERB
bracis-33623	60	29	to	to	PART
bracis-33623	60	30	better	well	ADV
bracis-33623	60	31	match	match	VERB
bracis-33623	60	32	another	another	DET
bracis-33623	60	33	time	time	NOUN
bracis-33623	60	34	series	series	NOUN
bracis-33623	60	35	,	,	PUNCT
bracis-33623	60	36	offering	offer	VERB
bracis-33623	60	37	an	an	DET
bracis-33623	60	38	advantage	advantage	NOUN
bracis-33623	60	39	over	over	ADP
bracis-33623	60	40	traditional	traditional	ADJ
bracis-33623	60	41	methods	method	NOUN
bracis-33623	60	42	such	such	ADJ
bracis-33623	60	43	as	as	ADP
bracis-33623	60	44	euclidean	euclidean	ADJ
bracis-33623	60	45	distance	distance	NOUN
bracis-33623	60	46	.	.	PUNCT
bracis-33623	61	1	3	3	NUM
bracis-33623	61	2	modeling	model	VERB
bracis-33623	61	3	the	the	DET
bracis-33623	61	4	 	 	SPACE
bracis-33623	61	5	portfolio	portfolio	NOUN
bracis-33623	61	6	weight	weight	NOUN
bracis-33623	61	7	assignment	assignment	NOUN
bracis-33623	61	8	problem	problem	NOUN
bracis-33623	61	9	using	use	VERB
bracis-33623	61	10	memetic	memetic	ADJ
bracis-33623	61	11	genetic	genetic	ADJ
bracis-33623	61	12	algorithms	algorithm	NOUN
bracis-33623	61	13	genetic	genetic	ADJ
bracis-33623	61	14	algorithms	algorithm	NOUN
bracis-33623	61	15	 	 	SPACE
bracis-33623	61	16	(	(	PUNCT
bracis-33623	61	17	gas	gas	NOUN
bracis-33623	61	18	)	)	PUNCT
bracis-33623	61	19	constitute	constitute	VERB
bracis-33623	61	20	a	a	DET
bracis-33623	61	21	search	search	NOUN
bracis-33623	61	22	and	and	CCONJ
bracis-33623	61	23	optimization	optimization	NOUN
bracis-33623	61	24	technique	technique	NOUN
bracis-33623	61	25	,	,	PUNCT
bracis-33623	61	26	inspired	inspire	VERB
bracis-33623	61	27	by	by	ADP
bracis-33623	61	28	the	the	DET
bracis-33623	61	29	darwinian	darwinian	ADJ
bracis-33623	61	30	principle	principle	NOUN
bracis-33623	61	31	of	of	ADP
bracis-33623	61	32	natural	natural	ADJ
bracis-33623	61	33	selection	selection	NOUN
bracis-33623	61	34	and	and	CCONJ
bracis-33623	61	35	genetic	genetic	ADJ
bracis-33623	61	36	reproduction	reproduction	NOUN
bracis-33623	61	37	,	,	PUNCT
bracis-33623	61	38	in	in	ADP
bracis-33623	61	39	which	which	PRON
bracis-33623	61	40	the	the	DET
bracis-33623	61	41	fittest	fit	ADJ
bracis-33623	61	42	individuals	individual	NOUN
bracis-33623	61	43	have	have	VERB
bracis-33623	61	44	a	a	DET
bracis-33623	61	45	greater	great	ADJ
bracis-33623	61	46	chance	chance	NOUN
bracis-33623	61	47	of	of	ADP
bracis-33623	61	48	reproducing	reproduce	VERB
bracis-33623	61	49	.	.	PUNCT
bracis-33623	62	1	in	in	ADP
bracis-33623	62	2	the	the	DET
bracis-33623	62	3	proposed	propose	VERB
bracis-33623	62	4	modeling	modeling	NOUN
bracis-33623	62	5	,	,	PUNCT
bracis-33623	62	6	a	a	DET
bracis-33623	62	7	chromosome	chromosome	NOUN
bracis-33623	62	8	represents	represent	VERB
bracis-33623	62	9	a	a	DET
bracis-33623	62	10	portfolio	portfolio	NOUN
bracis-33623	62	11	of	of	ADP
bracis-33623	62	12	assets	asset	NOUN
bracis-33623	62	13	,	,	PUNCT
bracis-33623	62	14	and	and	CCONJ
bracis-33623	62	15	the	the	DET
bracis-33623	62	16	weights	weight	NOUN
bracis-33623	62	17	of	of	ADP
bracis-33623	62	18	each	each	DET
bracis-33623	62	19	asset	asset	NOUN
bracis-33623	62	20	are	be	AUX
bracis-33623	62	21	the	the	DET
bracis-33623	62	22	genes	gene	NOUN
bracis-33623	62	23	.	.	PUNCT
bracis-33623	63	1	chromosomes	chromosome	NOUN
bracis-33623	63	2	are	be	AUX
bracis-33623	63	3	then	then	ADV
bracis-33623	63	4	subjected	subject	VERB
bracis-33623	63	5	to	to	ADP
bracis-33623	63	6	an	an	DET
bracis-33623	63	7	evolutionary	evolutionary	ADJ
bracis-33623	63	8	process	process	NOUN
bracis-33623	63	9	that	that	PRON
bracis-33623	63	10	involves	involve	VERB
bracis-33623	63	11	the	the	DET
bracis-33623	63	12	steps	step	NOUN
bracis-33623	63	13	of	of	ADP
bracis-33623	63	14	evaluation	evaluation	NOUN
bracis-33623	63	15	using	use	VERB
bracis-33623	63	16	a	a	DET
bracis-33623	63	17	fitness	fitness	NOUN
bracis-33623	63	18	function	function	NOUN
bracis-33623	63	19	,	,	PUNCT
bracis-33623	63	20	selection	selection	NOUN
bracis-33623	63	21	,	,	PUNCT
bracis-33623	63	22	sexual	sexual	ADJ
bracis-33623	63	23	recombination	recombination	NOUN
bracis-33623	63	24	(	(	PUNCT
bracis-33623	63	25	crossing	crossing	NOUN
bracis-33623	63	26	-	-	PUNCT
bracis-33623	63	27	over	over	ADP
bracis-33623	63	28	)	)	PUNCT
bracis-33623	63	29	and	and	CCONJ
bracis-33623	63	30	mutation	mutation	NOUN
bracis-33623	63	31	.	.	PUNCT
bracis-33623	64	1	after	after	ADP
bracis-33623	64	2	several	several	ADJ
bracis-33623	64	3	cycles	cycle	NOUN
bracis-33623	64	4	of	of	ADP
bracis-33623	64	5	evolution	evolution	NOUN
bracis-33623	64	6	,	,	PUNCT
bracis-33623	64	7	the	the	DET
bracis-33623	64	8	population	population	NOUN
bracis-33623	64	9	should	should	AUX
bracis-33623	64	10	contain	contain	VERB
bracis-33623	64	11	fitter	fit	ADJ
bracis-33623	64	12	individuals	individual	NOUN
bracis-33623	64	13	.	.	PUNCT
bracis-33623	65	1	below	below	ADV
bracis-33623	65	2	,	,	PUNCT
bracis-33623	65	3	each	each	PRON
bracis-33623	65	4	of	of	ADP
bracis-33623	65	5	these	these	DET
bracis-33623	65	6	mechanisms	mechanism	NOUN
bracis-33623	65	7	that	that	PRON
bracis-33623	65	8	make	make	VERB
bracis-33623	65	9	up	up	ADP
bracis-33623	65	10	the	the	DET
bracis-33623	65	11	genetic	genetic	ADJ
bracis-33623	65	12	algorithms	algorithms	NOUN
bracis-33623	65	13	for	for	ADP
bracis-33623	65	14	the	the	DET
bracis-33623	65	15	case	case	NOUN
bracis-33623	65	16	study	study	NOUN
bracis-33623	65	17	is	be	AUX
bracis-33623	65	18	described	describe	VERB
bracis-33623	65	19	.	.	PUNCT
bracis-33623	66	1	3.1	3.1	NUM
bracis-33623	66	2	fitness	fitness	NOUN
bracis-33623	66	3	function	function	NOUN
bracis-33623	66	4	the	the	DET
bracis-33623	66	5	fitness	fitness	NOUN
bracis-33623	66	6	function	function	NOUN
bracis-33623	66	7	is	be	AUX
bracis-33623	66	8	the	the	DET
bracis-33623	66	9	function	function	NOUN
bracis-33623	66	10	that	that	PRON
bracis-33623	66	11	will	will	AUX
bracis-33623	66	12	evaluate	evaluate	VERB
bracis-33623	66	13	how	how	SCONJ
bracis-33623	66	14	well	well	ADV
bracis-33623	66	15	-	-	PUNCT
bracis-33623	66	16	adapted	adapt	VERB
bracis-33623	66	17	each	each	DET
bracis-33623	66	18	individual	individual	NOUN
bracis-33623	66	19	in	in	ADP
bracis-33623	66	20	the	the	DET
bracis-33623	66	21	population	population	NOUN
bracis-33623	66	22	is	be	AUX
bracis-33623	66	23	in	in	ADP
bracis-33623	66	24	relation	relation	NOUN
bracis-33623	66	25	to	to	ADP
bracis-33623	66	26	the	the	DET
bracis-33623	66	27	objective	objective	NOUN
bracis-33623	66	28	they	they	PRON
bracis-33623	66	29	want	want	VERB
bracis-33623	66	30	to	to	PART
bracis-33623	66	31	achieve	achieve	VERB
bracis-33623	66	32	.	.	PUNCT
bracis-33623	67	1	in	in	ADP
bracis-33623	67	2	this	this	DET
bracis-33623	67	3	study	study	NOUN
bracis-33623	67	4	,	,	PUNCT
bracis-33623	67	5	the	the	DET
bracis-33623	67	6	objective	objective	NOUN
bracis-33623	67	7	is	be	AUX
bracis-33623	67	8	to	to	PART
bracis-33623	67	9	maximize	maximize	VERB
bracis-33623	67	10	the	the	DET
bracis-33623	67	11	portfolio	portfolio	NOUN
bracis-33623	67	12	’s	’s	PART
bracis-33623	67	13	sharpe	sharpe	PROPN
bracis-33623	67	14	ratio	ratio	PROPN
bracis-33623	67	15	,	,	PUNCT
bracis-33623	67	16	therefore	therefore	ADV
bracis-33623	67	17	,	,	PUNCT
bracis-33623	67	18	the	the	DET
bracis-33623	67	19	input	input	NOUN
bracis-33623	67	20	to	to	ADP
bracis-33623	67	21	the	the	DET
bracis-33623	67	22	fitness	fitness	NOUN
bracis-33623	67	23	function	function	NOUN
bracis-33623	67	24	is	be	AUX
bracis-33623	67	25	a	a	DET
bracis-33623	67	26	portfolio	portfolio	NOUN
bracis-33623	67	27	(	(	PUNCT
bracis-33623	67	28	an	an	DET
bracis-33623	67	29	individual	individual	NOUN
bracis-33623	67	30	)	)	PUNCT
bracis-33623	67	31	from	from	ADP
bracis-33623	67	32	the	the	DET
bracis-33623	67	33	population	population	NOUN
bracis-33623	67	34	and	and	CCONJ
bracis-33623	67	35	the	the	DET
bracis-33623	67	36	output	output	NOUN
bracis-33623	67	37	is	be	AUX
bracis-33623	67	38	its	its	PRON
bracis-33623	67	39	respective	respective	ADJ
bracis-33623	67	40	sharpe	sharpe	NOUN
bracis-33623	67	41	ratio	ratio	NOUN
bracis-33623	67	42	,	,	PUNCT
bracis-33623	67	43	which	which	PRON
bracis-33623	67	44	can	can	AUX
bracis-33623	67	45	be	be	AUX
bracis-33623	67	46	calculated	calculate	VERB
bracis-33623	67	47	by	by	ADP
bracis-33623	67	48	eq	eq	PROPN
bracis-33623	67	49	.	.	PUNCT
bracis-33623	67	50	 	 	SPACE
bracis-33623	67	51	1	1	X
bracis-33623	67	52	.	.	PUNCT
bracis-33623	68	1	the	the	DET
bracis-33623	68	2	proposed	propose	VERB
bracis-33623	68	3	ga	ga	PROPN
bracis-33623	68	4	has	have	VERB
bracis-33623	68	5	a	a	DET
bracis-33623	68	6	penalty	penalty	NOUN
bracis-33623	68	7	system	system	NOUN
bracis-33623	68	8	,	,	PUNCT
bracis-33623	68	9	this	this	DET
bracis-33623	68	10	mechanism	mechanism	NOUN
bracis-33623	68	11	is	be	AUX
bracis-33623	68	12	implemented	implement	VERB
bracis-33623	68	13	within	within	ADP
bracis-33623	68	14	the	the	DET
bracis-33623	68	15	fitness	fitness	NOUN
bracis-33623	68	16	function	function	NOUN
bracis-33623	68	17	and	and	CCONJ
bracis-33623	68	18	is	be	AUX
bracis-33623	68	19	described	describe	VERB
bracis-33623	68	20	below	below	ADP
bracis-33623	68	21	.	.	PUNCT
bracis-33623	69	1	penalty	penalty	NOUN
bracis-33623	69	2	mechanism	mechanism	NOUN
bracis-33623	69	3	.	.	PUNCT
bracis-33623	70	1	a	a	DET
bracis-33623	70	2	penalty	penalty	NOUN
bracis-33623	70	3	system	system	NOUN
bracis-33623	70	4	is	be	AUX
bracis-33623	70	5	used	use	VERB
bracis-33623	70	6	to	to	PART
bracis-33623	70	7	leave	leave	VERB
bracis-33623	70	8	the	the	DET
bracis-33623	70	9	final	final	ADJ
bracis-33623	70	10	output	output	NOUN
bracis-33623	70	11	of	of	ADP
bracis-33623	70	12	the	the	DET
bracis-33623	70	13	ga	ga	PROPN
bracis-33623	70	14	(	(	PUNCT
bracis-33623	70	15	portfolio	portfolio	NOUN
bracis-33623	70	16	closest	close	ADJ
bracis-33623	70	17	to	to	ADP
bracis-33623	70	18	the	the	DET
bracis-33623	70	19	global	global	ADJ
bracis-33623	70	20	maximum	maximum	NOUN
bracis-33623	70	21	)	)	PUNCT
bracis-33623	70	22	with	with	ADP
bracis-33623	70	23	a	a	DET
bracis-33623	70	24	more	more	ADV
bracis-33623	70	25	realistic	realistic	ADJ
bracis-33623	70	26	weight	weight	NOUN
bracis-33623	70	27	distribution	distribution	NOUN
bracis-33623	70	28	.	.	PUNCT
bracis-33623	71	1	unrealistic	unrealistic	ADJ
bracis-33623	71	2	weight	weight	NOUN
bracis-33623	71	3	distributions	distribution	NOUN
bracis-33623	71	4	will	will	AUX
bracis-33623	71	5	be	be	AUX
bracis-33623	71	6	penalized	penalize	VERB
bracis-33623	71	7	in	in	ADP
bracis-33623	71	8	such	such	DET
bracis-33623	71	9	a	a	DET
bracis-33623	71	10	way	way	NOUN
bracis-33623	71	11	that	that	PRON
bracis-33623	71	12	their	their	PRON
bracis-33623	71	13	sharpe	sharpe	NOUN
bracis-33623	71	14	ratio	ratio	NOUN
bracis-33623	71	15	value	value	NOUN
bracis-33623	71	16	will	will	AUX
bracis-33623	71	17	be	be	AUX
bracis-33623	71	18	decreased	decrease	VERB
bracis-33623	71	19	on	on	ADP
bracis-33623	71	20	purpose	purpose	NOUN
bracis-33623	71	21	,	,	PUNCT
bracis-33623	71	22	thus	thus	ADV
bracis-33623	71	23	this	this	DET
bracis-33623	71	24	individual	individual	NOUN
bracis-33623	71	25	will	will	AUX
bracis-33623	71	26	have	have	VERB
bracis-33623	71	27	less	less	ADJ
bracis-33623	71	28	chance	chance	NOUN
bracis-33623	71	29	of	of	ADP
bracis-33623	71	30	continuing	continue	VERB
bracis-33623	71	31	to	to	ADP
bracis-33623	71	32	the	the	DET
bracis-33623	71	33	next	next	ADJ
bracis-33623	71	34	generation	generation	NOUN
bracis-33623	71	35	.	.	PUNCT
bracis-33623	72	1	portfolios	portfolio	NOUN
bracis-33623	72	2	with	with	ADP
bracis-33623	72	3	excessively	excessively	ADV
bracis-33623	72	4	high	high	ADJ
bracis-33623	72	5	or	or	CCONJ
bracis-33623	72	6	low	low	ADJ
bracis-33623	72	7	weights	weight	NOUN
bracis-33623	72	8	in	in	ADP
bracis-33623	72	9	certain	certain	ADJ
bracis-33623	72	10	assets	asset	NOUN
bracis-33623	72	11	are	be	AUX
bracis-33623	72	12	considered	consider	VERB
bracis-33623	72	13	unrealistic	unrealistic	ADJ
bracis-33623	72	14	solutions	solution	NOUN
bracis-33623	72	15	.	.	PUNCT
bracis-33623	73	1	the	the	DET
bracis-33623	73	2	allocation	allocation	NOUN
bracis-33623	73	3	of	of	ADP
bracis-33623	73	4	20	20	NUM
bracis-33623	73	5	%	%	NOUN
bracis-33623	73	6	or	or	CCONJ
bracis-33623	73	7	more	more	ADJ
bracis-33623	73	8	in	in	ADP
bracis-33623	73	9	a	a	DET
bracis-33623	73	10	single	single	ADJ
bracis-33623	73	11	asset	asset	NOUN
bracis-33623	73	12	is	be	AUX
bracis-33623	73	13	rarely	rarely	ADV
bracis-33623	73	14	seen	see	VERB
bracis-33623	73	15	in	in	ADP
bracis-33623	73	16	the	the	DET
bracis-33623	73	17	real	real	ADJ
bracis-33623	73	18	world	world	NOUN
bracis-33623	73	19	,	,	PUNCT
bracis-33623	73	20	as	as	SCONJ
bracis-33623	73	21	it	it	PRON
bracis-33623	73	22	is	be	AUX
bracis-33623	73	23	very	very	ADV
bracis-33623	73	24	risky	risky	ADJ
bracis-33623	73	25	.	.	PUNCT
bracis-33623	74	1	the	the	DET
bracis-33623	74	2	same	same	ADJ
bracis-33623	74	3	solutions	solution	NOUN
bracis-33623	74	4	often	often	ADV
bracis-33623	74	5	allocated	allocate	VERB
bracis-33623	74	6	excessively	excessively	ADV
bracis-33623	74	7	low	low	ADJ
bracis-33623	74	8	weights	weight	NOUN
bracis-33623	74	9	to	to	ADP
bracis-33623	74	10	some	some	DET
bracis-33623	74	11	assets	asset	NOUN
bracis-33623	74	12	in	in	ADP
bracis-33623	74	13	such	such	DET
bracis-33623	74	14	a	a	DET
bracis-33623	74	15	way	way	NOUN
bracis-33623	74	16	that	that	PRON
bracis-33623	74	17	their	their	PRON
bracis-33623	74	18	variation	variation	NOUN
bracis-33623	74	19	(	(	PUNCT
bracis-33623	74	20	high	high	ADJ
bracis-33623	74	21	or	or	CCONJ
bracis-33623	74	22	low	low	ADJ
bracis-33623	74	23	)	)	PUNCT
bracis-33623	74	24	had	have	VERB
bracis-33623	74	25	no	no	DET
bracis-33623	74	26	impact	impact	NOUN
bracis-33623	74	27	on	on	ADP
bracis-33623	74	28	the	the	DET
bracis-33623	74	29	total	total	ADJ
bracis-33623	74	30	variation	variation	NOUN
bracis-33623	74	31	of	of	ADP
bracis-33623	74	32	the	the	DET
bracis-33623	74	33	portfolio	portfolio	NOUN
bracis-33623	74	34	.	.	PUNCT
bracis-33623	75	1	for	for	ADP
bracis-33623	75	2	this	this	DET
bracis-33623	75	3	reason	reason	NOUN
bracis-33623	75	4	,	,	PUNCT
bracis-33623	75	5	solutions	solution	NOUN
bracis-33623	75	6	that	that	PRON
bracis-33623	75	7	allocated	allocate	VERB
bracis-33623	75	8	very	very	ADV
bracis-33623	75	9	low	low	ADJ
bracis-33623	75	10	weights	weight	NOUN
bracis-33623	75	11	(	(	PUNCT
bracis-33623	75	12	less	less	ADJ
bracis-33623	75	13	than	than	ADP
bracis-33623	75	14	0.5	0.5	NUM
bracis-33623	75	15	%	%	NOUN
bracis-33623	75	16	)	)	PUNCT
bracis-33623	75	17	to	to	ADP
bracis-33623	75	18	assets	asset	NOUN
bracis-33623	75	19	were	be	AUX
bracis-33623	75	20	also	also	ADV
bracis-33623	75	21	penalized	penalize	VERB
bracis-33623	75	22	.	.	PUNCT
bracis-33623	76	1	3.2	3.2	NUM
bracis-33623	76	2	selection	selection	NOUN
bracis-33623	76	3	algorithm	algorithm	NOUN
bracis-33623	76	4	the	the	DET
bracis-33623	76	5	selection	selection	NOUN
bracis-33623	76	6	algorithm	algorithm	NOUN
bracis-33623	76	7	is	be	AUX
bracis-33623	76	8	divided	divide	VERB
bracis-33623	76	9	into	into	ADP
bracis-33623	76	10	two	two	NUM
bracis-33623	76	11	parts	part	NOUN
bracis-33623	76	12	:	:	PUNCT
bracis-33623	76	13	elitist	elitist	ADJ
bracis-33623	76	14	selection	selection	NOUN
bracis-33623	76	15	and	and	CCONJ
bracis-33623	76	16	window	window	NOUN
bracis-33623	76	17	selection	selection	NOUN
bracis-33623	76	18	.	.	PUNCT
bracis-33623	77	1	elitist	elitist	ADJ
bracis-33623	77	2	selection	selection	NOUN
bracis-33623	77	3	ensures	ensure	VERB
bracis-33623	77	4	that	that	SCONJ
bracis-33623	77	5	the	the	DET
bracis-33623	77	6	fittest	fit	ADJ
bracis-33623	77	7	individuals	individual	NOUN
bracis-33623	77	8	are	be	AUX
bracis-33623	77	9	retained	retain	VERB
bracis-33623	77	10	for	for	ADP
bracis-33623	77	11	the	the	DET
bracis-33623	77	12	next	next	ADJ
bracis-33623	77	13	generation	generation	NOUN
bracis-33623	77	14	,	,	PUNCT
bracis-33623	77	15	while	while	SCONJ
bracis-33623	77	16	window	window	NOUN
bracis-33623	77	17	selection	selection	NOUN
bracis-33623	77	18	chooses	choose	VERB
bracis-33623	77	19	portfolios	portfolio	NOUN
bracis-33623	77	20	randomly	randomly	ADV
bracis-33623	77	21	within	within	ADP
bracis-33623	77	22	a	a	DET
bracis-33623	77	23	window	window	NOUN
bracis-33623	77	24	that	that	PRON
bracis-33623	77	25	decreases	decrease	VERB
bracis-33623	77	26	throughout	throughout	ADP
bracis-33623	77	27	interactions	interaction	NOUN
bracis-33623	77	28	.	.	PUNCT
bracis-33623	78	1	in	in	ADP
bracis-33623	78	2	this	this	DET
bracis-33623	78	3	way	way	NOUN
bracis-33623	78	4	,	,	PUNCT
bracis-33623	78	5	the	the	DET
bracis-33623	78	6	fittest	fit	ADJ
bracis-33623	78	7	individuals	individual	NOUN
bracis-33623	78	8	will	will	AUX
bracis-33623	78	9	have	have	VERB
bracis-33623	78	10	a	a	DET
bracis-33623	78	11	greater	great	ADJ
bracis-33623	78	12	chance	chance	NOUN
bracis-33623	78	13	of	of	ADP
bracis-33623	78	14	being	be	AUX
bracis-33623	78	15	chosen	choose	VERB
bracis-33623	78	16	because	because	SCONJ
bracis-33623	78	17	they	they	PRON
bracis-33623	78	18	are	be	AUX
bracis-33623	78	19	within	within	ADP
bracis-33623	78	20	the	the	DET
bracis-33623	78	21	selection	selection	NOUN
bracis-33623	78	22	window	window	NOUN
bracis-33623	78	23	more	more	ADV
bracis-33623	78	24	often	often	ADV
bracis-33623	78	25	,	,	PUNCT
bracis-33623	78	26	while	while	SCONJ
bracis-33623	78	27	the	the	DET
bracis-33623	78	28	less	less	ADV
bracis-33623	78	29	fit	fit	ADJ
bracis-33623	78	30	individuals	individual	NOUN
bracis-33623	78	31	will	will	AUX
bracis-33623	78	32	have	have	VERB
bracis-33623	78	33	less	less	ADJ
bracis-33623	78	34	chance	chance	NOUN
bracis-33623	78	35	of	of	ADP
bracis-33623	78	36	being	be	AUX
bracis-33623	78	37	chosen	choose	VERB
bracis-33623	78	38	because	because	SCONJ
bracis-33623	78	39	they	they	PRON
bracis-33623	78	40	will	will	AUX
bracis-33623	78	41	be	be	AUX
bracis-33623	78	42	within	within	ADP
bracis-33623	78	43	the	the	DET
bracis-33623	78	44	window	window	NOUN
bracis-33623	78	45	less	less	ADV
bracis-33623	78	46	often	often	ADV
bracis-33623	78	47	.	.	PUNCT
bracis-33623	79	1	3.3	3.3	NUM
bracis-33623	79	2	crossing	crossing	NOUN
bracis-33623	79	3	-	-	PUNCT
bracis-33623	79	4	over	over	ADP
bracis-33623	79	5	and	and	CCONJ
bracis-33623	79	6	 	 	SPACE
bracis-33623	79	7	mutation	mutation	NOUN
bracis-33623	79	8	algorithm	algorithm	NOUN
bracis-33623	79	9	position	position	NOUN
bracis-33623	79	10	based	base	VERB
bracis-33623	79	11	crossover	crossover	NOUN
bracis-33623	79	12	(	(	PUNCT
bracis-33623	79	13	pbx	pbx	NOUN
bracis-33623	79	14	)	)	PUNCT
bracis-33623	79	15	algorithm	algorithm	NOUN
bracis-33623	79	16	was	be	AUX
bracis-33623	79	17	used	use	VERB
bracis-33623	79	18	as	as	ADP
bracis-33623	79	19	crossing	crossing	NOUN
bracis-33623	79	20	-	-	PUNCT
bracis-33623	79	21	over	over	ADP
bracis-33623	79	22	algorithm	algorithm	NOUN
bracis-33623	79	23	.	.	PUNCT
bracis-33623	80	1	firstly	firstly	ADV
bracis-33623	80	2	,	,	PUNCT
bracis-33623	80	3	pbx	pbx	PROPN
bracis-33623	80	4	randomly	randomly	ADV
bracis-33623	80	5	selects	select	VERB
bracis-33623	80	6	40	40	NUM
bracis-33623	80	7	%	%	NOUN
bracis-33623	80	8	of	of	ADP
bracis-33623	80	9	the	the	DET
bracis-33623	80	10	parents	parent	NOUN
bracis-33623	80	11	’	’	PART
bracis-33623	80	12	genes	gene	NOUN
bracis-33623	80	13	.	.	PUNCT
bracis-33623	81	1	child	child	NOUN
bracis-33623	81	2	1	1	NUM
bracis-33623	81	3	receives	receive	VERB
bracis-33623	81	4	the	the	DET
bracis-33623	81	5	randomly	randomly	ADV
bracis-33623	81	6	selected	select	VERB
bracis-33623	81	7	genes	gene	NOUN
bracis-33623	81	8	from	from	ADP
bracis-33623	81	9	parent	parent	NOUN
bracis-33623	81	10	2	2	NUM
bracis-33623	81	11	,	,	PUNCT
bracis-33623	81	12	that	that	ADV
bracis-33623	81	13	is	is	ADV
bracis-33623	81	14	,	,	PUNCT
bracis-33623	81	15	child	child	NOUN
bracis-33623	81	16	1	1	NUM
bracis-33623	81	17	already	already	ADV
bracis-33623	81	18	has	have	VERB
bracis-33623	81	19	40	40	NUM
bracis-33623	81	20	%	%	NOUN
bracis-33623	81	21	of	of	ADP
bracis-33623	81	22	the	the	DET
bracis-33623	81	23	genes	gene	NOUN
bracis-33623	81	24	completed	complete	VERB
bracis-33623	81	25	,	,	PUNCT
bracis-33623	81	26	the	the	DET
bracis-33623	81	27	other	other	ADJ
bracis-33623	81	28	60	60	NUM
bracis-33623	81	29	%	%	NOUN
bracis-33623	81	30	comes	come	VERB
bracis-33623	81	31	from	from	ADP
bracis-33623	81	32	parent	parent	NOUN
bracis-33623	81	33	1	1	NUM
bracis-33623	81	34	completing	complete	VERB
bracis-33623	81	35	100	100	NUM
bracis-33623	81	36	%	%	NOUN
bracis-33623	81	37	.	.	PUNCT
bracis-33623	82	1	similarly	similarly	ADV
bracis-33623	82	2	,	,	PUNCT
bracis-33623	82	3	child	child	NOUN
bracis-33623	82	4	2	2	NUM
bracis-33623	82	5	receives	receive	VERB
bracis-33623	82	6	randomly	randomly	ADV
bracis-33623	82	7	selected	select	VERB
bracis-33623	82	8	genes	gene	NOUN
bracis-33623	82	9	from	from	ADP
bracis-33623	82	10	parent	parent	NOUN
bracis-33623	82	11	1	1	NUM
bracis-33623	82	12	and	and	CCONJ
bracis-33623	82	13	the	the	DET
bracis-33623	82	14	other	other	ADJ
bracis-33623	82	15	60	60	NUM
bracis-33623	82	16	%	%	NOUN
bracis-33623	82	17	comes	come	VERB
bracis-33623	82	18	from	from	ADP
bracis-33623	82	19	parent	parent	NOUN
bracis-33623	82	20	2	2	NUM
bracis-33623	82	21	.	.	PUNCT
bracis-33623	82	22	figure	figure	NOUN
bracis-33623	82	23	 	 	SPACE
bracis-33623	82	24	1	1	NUM
bracis-33623	82	25	shows	show	VERB
bracis-33623	82	26	an	an	DET
bracis-33623	82	27	example	example	NOUN
bracis-33623	82	28	.	.	PUNCT
bracis-33623	82	29	 	 	SPACE
bracis-33623	83	1	after	after	SCONJ
bracis-33623	83	2	the	the	DET
bracis-33623	83	3	pbx	pbx	PROPN
bracis-33623	83	4	function	function	NOUN
bracis-33623	83	5	completes	complete	VERB
bracis-33623	83	6	and	and	CCONJ
bracis-33623	83	7	generates	generate	VERB
bracis-33623	83	8	2	2	NUM
bracis-33623	83	9	new	new	ADJ
bracis-33623	83	10	individuals	individual	NOUN
bracis-33623	83	11	(	(	PUNCT
bracis-33623	83	12	children	child	NOUN
bracis-33623	83	13	)	)	PUNCT
bracis-33623	83	14	,	,	PUNCT
bracis-33623	83	15	the	the	DET
bracis-33623	83	16	weights	weight	NOUN
bracis-33623	83	17	of	of	ADP
bracis-33623	83	18	the	the	DET
bracis-33623	83	19	new	new	ADJ
bracis-33623	83	20	portfolio	portfolio	NOUN
bracis-33623	83	21	must	must	AUX
bracis-33623	83	22	be	be	AUX
bracis-33623	83	23	adjusted	adjust	VERB
bracis-33623	83	24	so	so	SCONJ
bracis-33623	83	25	that	that	SCONJ
bracis-33623	83	26	the	the	DET
bracis-33623	83	27	sum	sum	NOUN
bracis-33623	83	28	of	of	ADP
bracis-33623	83	29	all	all	DET
bracis-33623	83	30	weights	weight	NOUN
bracis-33623	83	31	is	be	AUX
bracis-33623	83	32	always	always	ADV
bracis-33623	83	33	equal	equal	ADJ
bracis-33623	83	34	to	to	ADP
bracis-33623	83	35	1	1	NUM
bracis-33623	83	36	.	.	PUNCT
bracis-33623	83	37	fig	fig	NOUN
bracis-33623	83	38	.	.	PUNCT
bracis-33623	84	1	1	1	X
bracis-33623	84	2	.	.	X
bracis-33623	84	3	position	position	NOUN
bracis-33623	84	4	based	base	VERB
bracis-33623	84	5	crossover	crossover	NOUN
bracis-33623	84	6	 	 	SPACE
bracis-33623	84	7	(	(	PUNCT
bracis-33623	84	8	pbx	pbx	NOUN
bracis-33623	84	9	)	)	PUNCT
bracis-33623	84	10	full	full	ADJ
bracis-33623	84	11	size	size	NOUN
bracis-33623	84	12	image	image	NOUN
bracis-33623	84	13	3.4	3.4	NUM
bracis-33623	84	14	mutation	mutation	NOUN
bracis-33623	84	15	algorithm	algorithm	NOUN
bracis-33623	84	16	aiming	aim	VERB
bracis-33623	84	17	to	to	PART
bracis-33623	84	18	generate	generate	VERB
bracis-33623	84	19	genetic	genetic	ADJ
bracis-33623	84	20	variability	variability	NOUN
bracis-33623	84	21	and	and	CCONJ
bracis-33623	84	22	consequently	consequently	ADV
bracis-33623	84	23	increase	increase	VERB
bracis-33623	84	24	the	the	DET
bracis-33623	84	25	chance	chance	NOUN
bracis-33623	84	26	of	of	ADP
bracis-33623	84	27	leaving	leave	VERB
bracis-33623	84	28	local	local	ADJ
bracis-33623	84	29	maxima	maxima	NOUN
bracis-33623	84	30	,	,	PUNCT
bracis-33623	84	31	three	three	NUM
bracis-33623	84	32	mutation	mutation	NOUN
bracis-33623	84	33	functions	function	NOUN
bracis-33623	84	34	are	be	AUX
bracis-33623	84	35	used	use	VERB
bracis-33623	84	36	:	:	PUNCT
bracis-33623	84	37	order	order	NOUN
bracis-33623	84	38	based	base	VERB
bracis-33623	84	39	mutation	mutation	NOUN
bracis-33623	84	40	:	:	PUNCT
bracis-33623	84	41	the	the	DET
bracis-33623	84	42	element	element	NOUN
bracis-33623	84	43	in	in	ADP
bracis-33623	84	44	position	position	NOUN
bracis-33623	84	45	i	i	PRON
bracis-33623	84	46	is	be	AUX
bracis-33623	84	47	exchanged	exchange	VERB
bracis-33623	84	48	with	with	ADP
bracis-33623	84	49	the	the	DET
bracis-33623	84	50	element	element	NOUN
bracis-33623	84	51	in	in	ADP
bracis-33623	84	52	position	position	NOUN
bracis-33623	84	53	j.	j.	PROPN
bracis-33623	84	54	position	position	PROPN
bracis-33623	84	55	based	base	VERB
bracis-33623	84	56	mutation	mutation	NOUN
bracis-33623	84	57	:	:	PUNCT
bracis-33623	84	58	the	the	DET
bracis-33623	84	59	element	element	NOUN
bracis-33623	84	60	in	in	ADP
bracis-33623	84	61	position	position	NOUN
bracis-33623	84	62	i	i	PRON
bracis-33623	84	63	is	be	AUX
bracis-33623	84	64	removed	remove	VERB
bracis-33623	84	65	and	and	CCONJ
bracis-33623	84	66	inserted	insert	VERB
bracis-33623	84	67	into	into	ADP
bracis-33623	84	68	position	position	NOUN
bracis-33623	84	69	j.	j.	PROPN
bracis-33623	84	70	scramble	scramble	PROPN
bracis-33623	84	71	mutation	mutation	NOUN
bracis-33623	84	72	:	:	PUNCT
bracis-33623	84	73	a	a	DET
bracis-33623	84	74	randomly	randomly	ADV
bracis-33623	84	75	selected	select	VERB
bracis-33623	84	76	sublist	sublist	NOUN
bracis-33623	84	77	is	be	AUX
bracis-33623	84	78	shuffled	shuffle	VERB
bracis-33623	84	79	.	.	PUNCT
bracis-33623	85	1	3.5	3.5	NUM
bracis-33623	85	2	local	local	ADJ
bracis-33623	85	3	search	search	NOUN
bracis-33623	85	4	for	for	ADP
bracis-33623	85	5	 	 	SPACE
bracis-33623	85	6	nearest	near	ADJ
bracis-33623	85	7	neighbors	neighbor	NOUN
bracis-33623	85	8	(	(	PUNCT
bracis-33623	85	9	memetic	memetic	ADJ
bracis-33623	85	10	step	step	NOUN
bracis-33623	85	11	)	)	PUNCT
bracis-33623	85	12	memetic	memetic	ADJ
bracis-33623	85	13	step	step	NOUN
bracis-33623	85	14	of	of	ADP
bracis-33623	85	15	the	the	DET
bracis-33623	85	16	algorithm	algorithm	NOUN
bracis-33623	85	17	involves	involve	VERB
bracis-33623	85	18	a	a	DET
bracis-33623	85	19	local	local	ADJ
bracis-33623	85	20	search	search	NOUN
bracis-33623	85	21	for	for	ADP
bracis-33623	85	22	the	the	DET
bracis-33623	85	23	nearest	near	ADJ
bracis-33623	85	24	neighbors	neighbor	NOUN
bracis-33623	85	25	,	,	PUNCT
bracis-33623	85	26	generating	generate	VERB
bracis-33623	85	27	new	new	ADJ
bracis-33623	85	28	individuals	individual	NOUN
bracis-33623	85	29	similar	similar	ADJ
bracis-33623	85	30	to	to	ADP
bracis-33623	85	31	those	those	PRON
bracis-33623	85	32	selected	select	VERB
bracis-33623	85	33	,	,	PUNCT
bracis-33623	85	34	and	and	CCONJ
bracis-33623	85	35	increasing	increase	VERB
bracis-33623	85	36	genetic	genetic	ADJ
bracis-33623	85	37	variability	variability	NOUN
bracis-33623	85	38	.	.	PUNCT
bracis-33623	86	1	this	this	DET
bracis-33623	86	2	search	search	NOUN
bracis-33623	86	3	involves	involve	VERB
bracis-33623	86	4	small	small	ADJ
bracis-33623	86	5	adjustments	adjustment	NOUN
bracis-33623	86	6	to	to	ADP
bracis-33623	86	7	the	the	DET
bracis-33623	86	8	weights	weight	NOUN
bracis-33623	86	9	of	of	ADP
bracis-33623	86	10	the	the	DET
bracis-33623	86	11	assets	asset	NOUN
bracis-33623	86	12	and	and	CCONJ
bracis-33623	86	13	normalization	normalization	NOUN
bracis-33623	86	14	so	so	SCONJ
bracis-33623	86	15	that	that	SCONJ
bracis-33623	86	16	the	the	DET
bracis-33623	86	17	sum	sum	NOUN
bracis-33623	86	18	of	of	ADP
bracis-33623	86	19	the	the	DET
bracis-33623	86	20	weights	weight	NOUN
bracis-33623	86	21	is	be	AUX
bracis-33623	86	22	equal	equal	ADJ
bracis-33623	86	23	to	to	ADP
bracis-33623	86	24	1	1	NUM
bracis-33623	86	25	.	.	PUNCT
bracis-33623	87	1	a	a	DET
bracis-33623	87	2	nearest	near	ADJ
bracis-33623	87	3	neighbor	neighbor	NOUN
bracis-33623	87	4	of	of	ADP
bracis-33623	87	5	a	a	DET
bracis-33623	87	6	solution	solution	NOUN
bracis-33623	87	7	is	be	AUX
bracis-33623	87	8	a	a	DET
bracis-33623	87	9	solution	solution	NOUN
bracis-33623	87	10	that	that	PRON
bracis-33623	87	11	contains	contain	VERB
bracis-33623	87	12	1	1	NUM
bracis-33623	87	13	%	%	NOUN
bracis-33623	87	14	more	more	ADJ
bracis-33623	87	15	in	in	ADP
bracis-33623	87	16	2	2	NUM
bracis-33623	87	17	weights	weight	NOUN
bracis-33623	87	18	.	.	PUNCT
bracis-33623	88	1	4	4	NUM
bracis-33623	88	2	proposed	propose	VERB
bracis-33623	88	3	asset	asset	NOUN
bracis-33623	88	4	allocation	allocation	NOUN
bracis-33623	88	5	algorithm	algorithm	NOUN
bracis-33623	88	6	this	this	DET
bracis-33623	88	7	section	section	NOUN
bracis-33623	88	8	will	will	AUX
bracis-33623	88	9	detail	detail	VERB
bracis-33623	88	10	how	how	SCONJ
bracis-33623	88	11	the	the	DET
bracis-33623	88	12	asset	asset	NOUN
bracis-33623	88	13	allocation	allocation	NOUN
bracis-33623	88	14	algorithm	algorithm	NOUN
bracis-33623	88	15	works	work	VERB
bracis-33623	88	16	.	.	PUNCT
bracis-33623	89	1	the	the	DET
bracis-33623	89	2	proposed	propose	VERB
bracis-33623	89	3	algorithm	algorithm	NOUN
bracis-33623	89	4	will	will	AUX
bracis-33623	89	5	select	select	VERB
bracis-33623	89	6	between	between	ADP
bracis-33623	89	7	6	6	NUM
bracis-33623	89	8	and	and	CCONJ
bracis-33623	89	9	25	25	NUM
bracis-33623	89	10	companies	company	NOUN
bracis-33623	89	11	among	among	ADP
bracis-33623	89	12	462	462	NUM
bracis-33623	89	13	companies	company	NOUN
bracis-33623	89	14	,	,	PUNCT
bracis-33623	89	15	which	which	PRON
bracis-33623	89	16	are	be	AUX
bracis-33623	89	17	all	all	PRON
bracis-33623	89	18	companies	company	NOUN
bracis-33623	89	19	listed	list	VERB
bracis-33623	89	20	on	on	ADP
bracis-33623	89	21	b3	b3	PROPN
bracis-33623	89	22	on	on	ADP
bracis-33623	89	23	10/1/2023	10/1/2023	NUM
bracis-33623	89	24	.	.	PUNCT
bracis-33623	90	1	the	the	DET
bracis-33623	90	2	range	range	NOUN
bracis-33623	90	3	between	between	ADP
bracis-33623	90	4	6	6	NUM
bracis-33623	90	5	and	and	CCONJ
bracis-33623	90	6	25	25	NUM
bracis-33623	90	7	assets	asset	NOUN
bracis-33623	90	8	was	be	AUX
bracis-33623	90	9	defined	define	VERB
bracis-33623	90	10	by	by	ADP
bracis-33623	90	11	the	the	DET
bracis-33623	90	12	following	following	ADJ
bracis-33623	90	13	reasons	reason	NOUN
bracis-33623	90	14	:	:	PUNCT
bracis-33623	90	15	this	this	PRON
bracis-33623	90	16	is	be	AUX
bracis-33623	90	17	the	the	DET
bracis-33623	90	18	range	range	NOUN
bracis-33623	90	19	seen	see	VERB
bracis-33623	90	20	in	in	ADP
bracis-33623	90	21	most	most	ADJ
bracis-33623	90	22	brazilian	brazilian	ADJ
bracis-33623	90	23	stock	stock	NOUN
bracis-33623	90	24	portfolios	portfolio	NOUN
bracis-33623	90	25	managed	manage	VERB
bracis-33623	90	26	by	by	ADP
bracis-33623	90	27	stock	stock	NOUN
bracis-33623	90	28	funds	fund	NOUN
bracis-33623	90	29	.	.	PUNCT
bracis-33623	91	1	the	the	PRON
bracis-33623	91	2	smaller	small	ADJ
bracis-33623	91	3	the	the	DET
bracis-33623	91	4	number	number	NOUN
bracis-33623	91	5	of	of	ADP
bracis-33623	91	6	assets	asset	NOUN
bracis-33623	91	7	within	within	ADP
bracis-33623	91	8	the	the	DET
bracis-33623	91	9	portfolio	portfolio	NOUN
bracis-33623	91	10	,	,	PUNCT
bracis-33623	91	11	the	the	PRON
bracis-33623	91	12	greater	great	ADJ
bracis-33623	91	13	the	the	DET
bracis-33623	91	14	risk	risk	NOUN
bracis-33623	91	15	will	will	AUX
bracis-33623	91	16	be	be	AUX
bracis-33623	91	17	,	,	PUNCT
bracis-33623	91	18	and	and	CCONJ
bracis-33623	91	19	the	the	PRON
bracis-33623	91	20	greater	great	ADJ
bracis-33623	91	21	the	the	DET
bracis-33623	91	22	number	number	NOUN
bracis-33623	91	23	of	of	ADP
bracis-33623	91	24	assets	asset	NOUN
bracis-33623	91	25	that	that	PRON
bracis-33623	91	26	make	make	VERB
bracis-33623	91	27	up	up	ADP
bracis-33623	91	28	the	the	DET
bracis-33623	91	29	portfolio	portfolio	NOUN
bracis-33623	91	30	,	,	PUNCT
bracis-33623	91	31	the	the	DET
bracis-33623	91	32	tendency	tendency	NOUN
bracis-33623	91	33	is	be	AUX
bracis-33623	91	34	for	for	SCONJ
bracis-33623	91	35	the	the	DET
bracis-33623	91	36	risk	risk	NOUN
bracis-33623	91	37	to	to	PART
bracis-33623	91	38	decrease	decrease	VERB
bracis-33623	91	39	.	.	PUNCT
bracis-33623	92	1	limiting	limit	VERB
bracis-33623	92	2	the	the	DET
bracis-33623	92	3	maximum	maximum	ADJ
bracis-33623	92	4	value	value	NOUN
bracis-33623	92	5	to	to	ADP
bracis-33623	92	6	25	25	NUM
bracis-33623	92	7	is	be	AUX
bracis-33623	92	8	due	due	ADJ
bracis-33623	92	9	to	to	ADP
bracis-33623	92	10	2	2	NUM
bracis-33623	92	11	factors	factor	NOUN
bracis-33623	92	12	:	:	PUNCT
bracis-33623	92	13	firstly	firstly	ADV
bracis-33623	92	14	,	,	PUNCT
bracis-33623	92	15	managing	manage	VERB
bracis-33623	92	16	a	a	DET
bracis-33623	92	17	portfolio	portfolio	NOUN
bracis-33623	92	18	with	with	ADP
bracis-33623	92	19	more	more	ADJ
bracis-33623	92	20	than	than	ADP
bracis-33623	92	21	25	25	NUM
bracis-33623	92	22	assets	asset	NOUN
bracis-33623	92	23	is	be	AUX
bracis-33623	92	24	quite	quite	ADV
bracis-33623	92	25	costly	costly	ADJ
bracis-33623	92	26	,	,	PUNCT
bracis-33623	92	27	and	and	CCONJ
bracis-33623	92	28	secondly	secondly	ADV
bracis-33623	92	29	,	,	PUNCT
bracis-33623	92	30	a	a	DET
bracis-33623	92	31	value	value	NOUN
bracis-33623	92	32	above	above	ADV
bracis-33623	92	33	that	that	PRON
bracis-33623	92	34	can	can	AUX
bracis-33623	92	35	dilute	dilute	VERB
bracis-33623	92	36	the	the	DET
bracis-33623	92	37	profitability	profitability	NOUN
bracis-33623	92	38	obtained	obtain	VERB
bracis-33623	92	39	,	,	PUNCT
bracis-33623	92	40	because	because	SCONJ
bracis-33623	92	41	as	as	ADP
bracis-33623	92	42	the	the	DET
bracis-33623	92	43	number	number	NOUN
bracis-33623	92	44	of	of	ADP
bracis-33623	92	45	assets	asset	NOUN
bracis-33623	92	46	increases	increase	NOUN
bracis-33623	92	47	,	,	PUNCT
bracis-33623	92	48	the	the	DET
bracis-33623	92	49	tendency	tendency	NOUN
bracis-33623	92	50	is	be	AUX
bracis-33623	92	51	for	for	SCONJ
bracis-33623	92	52	the	the	DET
bracis-33623	92	53	weight	weight	NOUN
bracis-33623	92	54	allocated	allocate	VERB
bracis-33623	92	55	to	to	ADP
bracis-33623	92	56	each	each	DET
bracis-33623	92	57	asset	asset	NOUN
bracis-33623	92	58	to	to	PART
bracis-33623	92	59	decrease	decrease	VERB
bracis-33623	92	60	together	together	ADV
bracis-33623	92	61	.	.	PUNCT
bracis-33623	93	1	limiting	limit	VERB
bracis-33623	93	2	the	the	DET
bracis-33623	93	3	minimum	minimum	ADJ
bracis-33623	93	4	value	value	NOUN
bracis-33623	93	5	to	to	ADP
bracis-33623	93	6	6	6	NUM
bracis-33623	93	7	assets	asset	NOUN
bracis-33623	93	8	is	be	AUX
bracis-33623	93	9	due	due	ADJ
bracis-33623	93	10	to	to	ADP
bracis-33623	93	11	the	the	DET
bracis-33623	93	12	fact	fact	NOUN
bracis-33623	93	13	that	that	SCONJ
bracis-33623	93	14	,	,	PUNCT
bracis-33623	93	15	if	if	SCONJ
bracis-33623	93	16	a	a	DET
bracis-33623	93	17	portfolio	portfolio	NOUN
bracis-33623	93	18	has	have	VERB
bracis-33623	93	19	only	only	ADV
bracis-33623	93	20	5	5	NUM
bracis-33623	93	21	assets	asset	NOUN
bracis-33623	93	22	or	or	CCONJ
bracis-33623	93	23	less	less	ADJ
bracis-33623	93	24	,	,	PUNCT
bracis-33623	93	25	it	it	PRON
bracis-33623	93	26	is	be	AUX
bracis-33623	93	27	guaranteed	guarantee	VERB
bracis-33623	93	28	that	that	SCONJ
bracis-33623	93	29	at	at	ADV
bracis-33623	93	30	least	least	ADJ
bracis-33623	93	31	one	one	NUM
bracis-33623	93	32	of	of	ADP
bracis-33623	93	33	the	the	DET
bracis-33623	93	34	assets	asset	NOUN
bracis-33623	93	35	will	will	AUX
bracis-33623	93	36	have	have	VERB
bracis-33623	93	37	20	20	NUM
bracis-33623	93	38	%	%	NOUN
bracis-33623	93	39	of	of	ADP
bracis-33623	93	40	the	the	DET
bracis-33623	93	41	entire	entire	ADJ
bracis-33623	93	42	weight	weight	NOUN
bracis-33623	93	43	;	;	PUNCT
bracis-33623	93	44	this	this	PRON
bracis-33623	93	45	greatly	greatly	ADV
bracis-33623	93	46	increases	increase	VERB
bracis-33623	93	47	the	the	DET
bracis-33623	93	48	portfolio	portfolio	NOUN
bracis-33623	93	49	risk	risk	NOUN
bracis-33623	93	50	(	(	PUNCT
bracis-33623	93	51	the	the	DET
bracis-33623	93	52	penalty	penalty	NOUN
bracis-33623	93	53	mechanism	mechanism	NOUN
bracis-33623	93	54	proposed	propose	VERB
bracis-33623	93	55	in	in	ADP
bracis-33623	93	56	sect	sect	NOUN
bracis-33623	93	57	.	.	PUNCT
bracis-33623	93	58	 	 	SPACE
bracis-33623	94	1	3.1	3.1	NUM
bracis-33623	94	2	will	will	AUX
bracis-33623	94	3	attempt	attempt	VERB
bracis-33623	94	4	to	to	PART
bracis-33623	94	5	handle	handle	VERB
bracis-33623	94	6	this	this	DET
bracis-33623	94	7	scenario	scenario	NOUN
bracis-33623	94	8	in	in	ADP
bracis-33623	94	9	the	the	DET
bracis-33623	94	10	cases	case	NOUN
bracis-33623	94	11	where	where	SCONJ
bracis-33623	94	12	the	the	DET
bracis-33623	94	13	number	number	NOUN
bracis-33623	94	14	of	of	ADP
bracis-33623	94	15	assets	asset	NOUN
bracis-33623	94	16	is	be	AUX
bracis-33623	94	17	greater	great	ADJ
bracis-33623	94	18	than	than	ADP
bracis-33623	94	19	6	6	NUM
bracis-33623	94	20	)	)	PUNCT
bracis-33623	94	21	.	.	PUNCT
bracis-33623	95	1	in	in	ADP
bracis-33623	95	2	short	short	ADJ
bracis-33623	95	3	,	,	PUNCT
bracis-33623	95	4	the	the	DET
bracis-33623	95	5	proposed	propose	VERB
bracis-33623	95	6	algorithm	algorithm	NOUN
bracis-33623	95	7	first	first	ADV
bracis-33623	95	8	obtains	obtain	VERB
bracis-33623	95	9	the	the	DET
bracis-33623	95	10	clusters	cluster	NOUN
bracis-33623	95	11	of	of	ADP
bracis-33623	95	12	companies	company	NOUN
bracis-33623	95	13	and	and	CCONJ
bracis-33623	95	14	then	then	ADV
bracis-33623	95	15	selects	select	VERB
bracis-33623	95	16	an	an	DET
bracis-33623	95	17	asset	asset	NOUN
bracis-33623	95	18	from	from	ADP
bracis-33623	95	19	each	each	DET
bracis-33623	95	20	cluster	cluster	NOUN
bracis-33623	95	21	of	of	ADP
bracis-33623	95	22	companies	company	NOUN
bracis-33623	95	23	by	by	ADP
bracis-33623	95	24	analyzing	analyze	VERB
bracis-33623	95	25	the	the	DET
bracis-33623	95	26	sharpe	sharpe	PROPN
bracis-33623	95	27	ratio	ratio	NOUN
bracis-33623	95	28	to	to	PART
bracis-33623	95	29	obtain	obtain	VERB
bracis-33623	95	30	the	the	DET
bracis-33623	95	31	final	final	ADJ
bracis-33623	95	32	portfolio	portfolio	NOUN
bracis-33623	95	33	.	.	PUNCT
bracis-33623	96	1	the	the	DET
bracis-33623	96	2	memetic	memetic	ADJ
bracis-33623	96	3	genetic	genetic	ADJ
bracis-33623	96	4	algorithm	algorithm	NOUN
bracis-33623	96	5	is	be	AUX
bracis-33623	96	6	applied	apply	VERB
bracis-33623	96	7	to	to	ADP
bracis-33623	96	8	this	this	DET
bracis-33623	96	9	portfolio	portfolio	NOUN
bracis-33623	96	10	several	several	ADJ
bracis-33623	96	11	times	time	NOUN
bracis-33623	96	12	to	to	PART
bracis-33623	96	13	obtain	obtain	VERB
bracis-33623	96	14	the	the	DET
bracis-33623	96	15	weights	weight	NOUN
bracis-33623	96	16	in	in	ADP
bracis-33623	96	17	the	the	DET
bracis-33623	96	18	end	end	NOUN
bracis-33623	96	19	.	.	PUNCT
bracis-33623	97	1	these	these	DET
bracis-33623	97	2	steps	step	NOUN
bracis-33623	97	3	are	be	AUX
bracis-33623	97	4	described	describe	VERB
bracis-33623	97	5	below	below	ADV
bracis-33623	97	6	.	.	PUNCT
bracis-33623	98	1	4.1	4.1	NUM
bracis-33623	98	2	get	get	VERB
bracis-33623	98	3	company	company	NOUN
bracis-33623	98	4	clusters	cluster	NOUN
bracis-33623	98	5	to	to	PART
bracis-33623	98	6	reduce	reduce	VERB
bracis-33623	98	7	unsystematic	unsystematic	ADJ
bracis-33623	98	8	risk	risk	NOUN
bracis-33623	98	9	(	(	PUNCT
bracis-33623	98	10	risk	risk	NOUN
bracis-33623	98	11	related	relate	VERB
bracis-33623	98	12	to	to	ADP
bracis-33623	98	13	the	the	DET
bracis-33623	98	14	company	company	NOUN
bracis-33623	98	15	or	or	CCONJ
bracis-33623	98	16	sector	sector	NOUN
bracis-33623	98	17	)	)	PUNCT
bracis-33623	98	18	,	,	PUNCT
bracis-33623	98	19	the	the	DET
bracis-33623	98	20	asset	asset	NOUN
bracis-33623	98	21	allocation	allocation	NOUN
bracis-33623	98	22	algorithm	algorithm	NOUN
bracis-33623	98	23	first	first	ADV
bracis-33623	98	24	obtains	obtain	VERB
bracis-33623	98	25	clusters	cluster	NOUN
bracis-33623	98	26	of	of	ADP
bracis-33623	98	27	companies	company	NOUN
bracis-33623	98	28	and	and	CCONJ
bracis-33623	98	29	selects	select	NOUN
bracis-33623	98	30	only	only	ADV
bracis-33623	98	31	one	one	NUM
bracis-33623	98	32	asset	asset	NOUN
bracis-33623	98	33	from	from	ADP
bracis-33623	98	34	each	each	DET
bracis-33623	98	35	existing	exist	VERB
bracis-33623	98	36	cluster	cluster	NOUN
bracis-33623	98	37	.	.	PUNCT
bracis-33623	99	1	selecting	select	VERB
bracis-33623	99	2	companies	company	NOUN
bracis-33623	99	3	that	that	PRON
bracis-33623	99	4	belong	belong	VERB
bracis-33623	99	5	to	to	ADP
bracis-33623	99	6	different	different	ADJ
bracis-33623	99	7	clusters	cluster	NOUN
bracis-33623	99	8	tends	tend	VERB
bracis-33623	99	9	to	to	PART
bracis-33623	99	10	select	select	VERB
bracis-33623	99	11	assets	asset	NOUN
bracis-33623	99	12	in	in	ADP
bracis-33623	99	13	which	which	PRON
bracis-33623	99	14	the	the	DET
bracis-33623	99	15	correlation	correlation	NOUN
bracis-33623	99	16	between	between	ADP
bracis-33623	99	17	them	they	PRON
bracis-33623	99	18	is	be	AUX
bracis-33623	99	19	low	low	ADJ
bracis-33623	99	20	.	.	PUNCT
bracis-33623	100	1	selecting	select	VERB
bracis-33623	100	2	assets	asset	NOUN
bracis-33623	100	3	that	that	PRON
bracis-33623	100	4	have	have	VERB
bracis-33623	100	5	low	low	ADJ
bracis-33623	100	6	correlation	correlation	NOUN
bracis-33623	100	7	tends	tend	VERB
bracis-33623	100	8	to	to	PART
bracis-33623	100	9	reduce	reduce	VERB
bracis-33623	100	10	the	the	DET
bracis-33623	100	11	risk	risk	NOUN
bracis-33623	100	12	of	of	ADP
bracis-33623	100	13	the	the	DET
bracis-33623	100	14	entire	entire	ADJ
bracis-33623	100	15	portfolio	portfolio	NOUN
bracis-33623	100	16	as	as	ADP
bracis-33623	100	17	the	the	DET
bracis-33623	100	18	number	number	NOUN
bracis-33623	100	19	of	of	ADP
bracis-33623	100	20	assets	asset	NOUN
bracis-33623	100	21	within	within	ADP
bracis-33623	100	22	the	the	DET
bracis-33623	100	23	portfolio	portfolio	NOUN
bracis-33623	100	24	increases	increase	NOUN
bracis-33623	100	25	and	and	CCONJ
bracis-33623	100	26	the	the	DET
bracis-33623	100	27	correlations	correlation	NOUN
bracis-33623	100	28	between	between	ADP
bracis-33623	100	29	them	they	PRON
bracis-33623	100	30	are	be	AUX
bracis-33623	100	31	weak	weak	ADJ
bracis-33623	100	32	.	.	PUNCT
bracis-33623	101	1	to	to	ADP
bracis-33623	101	2	this	this	DET
bracis-33623	101	3	end	end	NOUN
bracis-33623	101	4	,	,	PUNCT
bracis-33623	101	5	the	the	DET
bracis-33623	101	6	method	method	NOUN
bracis-33623	101	7	for	for	ADP
bracis-33623	101	8	calculating	calculate	VERB
bracis-33623	101	9	the	the	DET
bracis-33623	101	10	risk	risk	NOUN
bracis-33623	101	11	of	of	ADP
bracis-33623	101	12	a	a	DET
bracis-33623	101	13	stock	stock	NOUN
bracis-33623	101	14	portfolio	portfolio	NOUN
bracis-33623	101	15	proposed	propose	VERB
bracis-33623	101	16	by	by	ADP
bracis-33623	101	17	markowitz	markowitz	PROPN
bracis-33623	101	18	(	(	PUNCT
bracis-33623	101	19	1952	1952	NUM
bracis-33623	101	20	)	)	PUNCT
bracis-33623	102	1	[	[	X
bracis-33623	102	2	6	6	NUM
bracis-33623	102	3	]	]	PUNCT
bracis-33623	102	4	is	be	AUX
bracis-33623	102	5	followed	follow	VERB
bracis-33623	102	6	,	,	PUNCT
bracis-33623	102	7	in	in	ADP
bracis-33623	102	8	which	which	PRON
bracis-33623	102	9	the	the	DET
bracis-33623	102	10	risk	risk	NOUN
bracis-33623	102	11	of	of	ADP
bracis-33623	102	12	a	a	DET
bracis-33623	102	13	set	set	NOUN
bracis-33623	102	14	of	of	ADP
bracis-33623	102	15	assets	asset	NOUN
bracis-33623	102	16	(	(	PUNCT
bracis-33623	102	17	a	a	DET
bracis-33623	102	18	portfolio	portfolio	NOUN
bracis-33623	102	19	)	)	PUNCT
bracis-33623	102	20	is	be	AUX
bracis-33623	102	21	a	a	DET
bracis-33623	102	22	function	function	NOUN
bracis-33623	102	23	that	that	PRON
bracis-33623	102	24	takes	take	VERB
bracis-33623	102	25	into	into	ADP
bracis-33623	102	26	account	account	NOUN
bracis-33623	102	27	the	the	DET
bracis-33623	102	28	covariances	covariance	NOUN
bracis-33623	102	29	between	between	ADP
bracis-33623	102	30	assets	asset	NOUN
bracis-33623	102	31	,	,	PUNCT
bracis-33623	102	32	calculated	calculate	VERB
bracis-33623	102	33	two	two	NUM
bracis-33623	102	34	by	by	ADP
bracis-33623	102	35	two	two	NUM
bracis-33623	102	36	.	.	PUNCT
bracis-33623	103	1	therefore	therefore	ADV
bracis-33623	103	2	,	,	PUNCT
bracis-33623	103	3	this	this	DET
bracis-33623	103	4	work	work	NOUN
bracis-33623	103	5	proposes	propose	VERB
bracis-33623	103	6	to	to	PART
bracis-33623	103	7	design	design	VERB
bracis-33623	103	8	two	two	NUM
bracis-33623	103	9	asset	asset	NOUN
bracis-33623	103	10	allocation	allocation	NOUN
bracis-33623	103	11	algorithms	algorithm	NOUN
bracis-33623	103	12	in	in	ADP
bracis-33623	103	13	which	which	PRON
bracis-33623	103	14	the	the	DET
bracis-33623	103	15	only	only	ADJ
bracis-33623	103	16	difference	difference	NOUN
bracis-33623	103	17	between	between	ADP
bracis-33623	103	18	them	they	PRON
bracis-33623	103	19	will	will	AUX
bracis-33623	103	20	be	be	AUX
bracis-33623	103	21	the	the	DET
bracis-33623	103	22	technique	technique	NOUN
bracis-33623	103	23	used	use	VERB
bracis-33623	103	24	to	to	PART
bracis-33623	103	25	generate	generate	VERB
bracis-33623	103	26	these	these	DET
bracis-33623	103	27	clusters	cluster	NOUN
bracis-33623	103	28	.	.	PUNCT
bracis-33623	104	1	the	the	DET
bracis-33623	104	2	first	first	ADJ
bracis-33623	104	3	algorithm	algorithm	NOUN
bracis-33623	104	4	which	which	PRON
bracis-33623	104	5	will	will	AUX
bracis-33623	104	6	be	be	AUX
bracis-33623	104	7	referred	refer	VERB
bracis-33623	104	8	to	to	ADP
bracis-33623	104	9	as	as	ADP
bracis-33623	104	10	the	the	DET
bracis-33623	104	11	model	model	NOUN
bracis-33623	104	12	b3	b3	PROPN
bracis-33623	104	13	,	,	PUNCT
bracis-33623	104	14	uses	use	VERB
bracis-33623	104	15	the	the	DET
bracis-33623	104	16	clusters	cluster	NOUN
bracis-33623	104	17	that	that	PRON
bracis-33623	104	18	b3	b3	PROPN
bracis-33623	104	19	itself	itself	PRON
bracis-33623	104	20	makes	make	VERB
bracis-33623	104	21	available	available	ADJ
bracis-33623	104	22	online	online	ADV
bracis-33623	104	23	,	,	PUNCT
bracis-33623	104	24	in	in	ADP
bracis-33623	104	25	which	which	PRON
bracis-33623	104	26	each	each	DET
bracis-33623	104	27	cluster	cluster	NOUN
bracis-33623	104	28	represents	represent	VERB
bracis-33623	104	29	a	a	DET
bracis-33623	104	30	subsector	subsector	NOUN
bracis-33623	104	31	of	of	ADP
bracis-33623	104	32	the	the	DET
bracis-33623	104	33	economy	economy	NOUN
bracis-33623	104	34	.	.	PUNCT
bracis-33623	105	1	the	the	DET
bracis-33623	105	2	b3	b3	PROPN
bracis-33623	105	3	cluster	cluster	NOUN
bracis-33623	105	4	is	be	AUX
bracis-33623	105	5	a	a	DET
bracis-33623	105	6	grouping	grouping	NOUN
bracis-33623	105	7	of	of	ADP
bracis-33623	105	8	all	all	DET
bracis-33623	105	9	companies	company	NOUN
bracis-33623	105	10	listed	list	VERB
bracis-33623	105	11	on	on	ADP
bracis-33623	105	12	the	the	DET
bracis-33623	105	13	brazilian	brazilian	ADJ
bracis-33623	105	14	stock	stock	NOUN
bracis-33623	105	15	exchange	exchange	NOUN
bracis-33623	105	16	,	,	PUNCT
bracis-33623	105	17	which	which	PRON
bracis-33623	105	18	divides	divide	VERB
bracis-33623	105	19	all	all	DET
bracis-33623	105	20	463	463	NUM
bracis-33623	105	21	companies	company	NOUN
bracis-33623	105	22	present	present	ADJ
bracis-33623	105	23	(	(	PUNCT
bracis-33623	105	24	as	as	ADP
bracis-33623	105	25	of	of	ADP
bracis-33623	105	26	november	november	PROPN
bracis-33623	105	27	1	1	NUM
bracis-33623	105	28	,	,	PUNCT
bracis-33623	105	29	2023	2023	NUM
bracis-33623	105	30	)	)	PUNCT
bracis-33623	105	31	into	into	ADP
bracis-33623	105	32	41	41	NUM
bracis-33623	105	33	different	different	ADJ
bracis-33623	105	34	economic	economic	ADJ
bracis-33623	105	35	sectors	sector	NOUN
bracis-33623	105	36	such	such	ADJ
bracis-33623	105	37	as	as	ADP
bracis-33623	105	38	agriculture	agriculture	NOUN
bracis-33623	105	39	,	,	PUNCT
bracis-33623	105	40	electricity	electricity	NOUN
bracis-33623	105	41	,	,	PUNCT
bracis-33623	105	42	mining	mining	NOUN
bracis-33623	105	43	,	,	PUNCT
bracis-33623	105	44	telecommunications	telecommunication	NOUN
bracis-33623	105	45	,	,	PUNCT
bracis-33623	105	46	and	and	CCONJ
bracis-33623	105	47	others	other	NOUN
bracis-33623	105	48	.	.	PUNCT
bracis-33623	106	1	the	the	DET
bracis-33623	106	2	second	second	ADJ
bracis-33623	106	3	algorithm	algorithm	NOUN
bracis-33623	106	4	uses	use	VERB
bracis-33623	106	5	the	the	DET
bracis-33623	106	6	k	k	NOUN
bracis-33623	106	7	-	-	PUNCT
bracis-33623	106	8	means	mean	VERB
bracis-33623	106	9	dtw	dtw	PROPN
bracis-33623	106	10	clustering	clustering	NOUN
bracis-33623	106	11	technique	technique	NOUN
bracis-33623	106	12	,	,	PUNCT
bracis-33623	106	13	which	which	PRON
bracis-33623	106	14	is	be	AUX
bracis-33623	106	15	used	use	VERB
bracis-33623	106	16	to	to	PART
bracis-33623	106	17	calculate	calculate	VERB
bracis-33623	106	18	a	a	DET
bracis-33623	106	19	distance	distance	NOUN
bracis-33623	106	20	measure	measure	NOUN
bracis-33623	106	21	between	between	ADP
bracis-33623	106	22	two	two	NUM
bracis-33623	106	23	times	time	NOUN
bracis-33623	106	24	series	series	NOUN
bracis-33623	106	25	that	that	PRON
bracis-33623	106	26	are	be	AUX
bracis-33623	106	27	not	not	PART
bracis-33623	106	28	aligned	align	VERB
bracis-33623	106	29	.	.	PUNCT
bracis-33623	107	1	this	this	DET
bracis-33623	107	2	algorithm	algorithm	NOUN
bracis-33623	107	3	will	will	AUX
bracis-33623	107	4	be	be	AUX
bracis-33623	107	5	referred	refer	VERB
bracis-33623	107	6	to	to	PART
bracis-33623	107	7	hereafter	hereafter	VERB
bracis-33623	107	8	as	as	ADP
bracis-33623	107	9	the	the	DET
bracis-33623	107	10	k	k	NOUN
bracis-33623	107	11	-	-	PUNCT
bracis-33623	107	12	means	mean	VERB
bracis-33623	107	13	dtw	dtw	PROPN
bracis-33623	107	14	model	model	NOUN
bracis-33623	107	15	.	.	PUNCT
bracis-33623	108	1	after	after	ADP
bracis-33623	108	2	the	the	DET
bracis-33623	108	3	cluster	cluster	NOUN
bracis-33623	108	4	creation	creation	NOUN
bracis-33623	108	5	step	step	NOUN
bracis-33623	108	6	,	,	PUNCT
bracis-33623	108	7	both	both	DET
bracis-33623	108	8	algorithms	algorithm	NOUN
bracis-33623	108	9	will	will	AUX
bracis-33623	108	10	follow	follow	VERB
bracis-33623	108	11	the	the	DET
bracis-33623	108	12	same	same	ADJ
bracis-33623	108	13	subsequent	subsequent	ADJ
bracis-33623	108	14	steps	step	NOUN
bracis-33623	108	15	,	,	PUNCT
bracis-33623	108	16	which	which	PRON
bracis-33623	108	17	are	be	AUX
bracis-33623	108	18	the	the	DET
bracis-33623	108	19	selection	selection	NOUN
bracis-33623	108	20	of	of	ADP
bracis-33623	108	21	an	an	DET
bracis-33623	108	22	asset	asset	NOUN
bracis-33623	108	23	from	from	ADP
bracis-33623	108	24	each	each	DET
bracis-33623	108	25	existing	exist	VERB
bracis-33623	108	26	cluster	cluster	NOUN
bracis-33623	108	27	(	(	PUNCT
bracis-33623	108	28	described	describe	VERB
bracis-33623	108	29	in	in	ADP
bracis-33623	108	30	sect	sect	NOUN
bracis-33623	108	31	.	.	PUNCT
bracis-33623	108	32	 	 	SPACE
bracis-33623	108	33	4.2	4.2	NUM
bracis-33623	108	34	)	)	PUNCT
bracis-33623	108	35	,	,	PUNCT
bracis-33623	108	36	the	the	DET
bracis-33623	108	37	creation	creation	NOUN
bracis-33623	108	38	of	of	ADP
bracis-33623	108	39	the	the	DET
bracis-33623	108	40	final	final	ADJ
bracis-33623	108	41	portfolio	portfolio	NOUN
bracis-33623	108	42	(	(	PUNCT
bracis-33623	108	43	sect	sect	NOUN
bracis-33623	108	44	.	.	PUNCT
bracis-33623	108	45	 	 	SPACE
bracis-33623	108	46	4.3	4.3	NUM
bracis-33623	108	47	)	)	PUNCT
bracis-33623	108	48	and	and	CCONJ
bracis-33623	108	49	obtaining	obtain	VERB
bracis-33623	108	50	weights	weight	NOUN
bracis-33623	108	51	from	from	ADP
bracis-33623	108	52	the	the	DET
bracis-33623	108	53	final	final	ADJ
bracis-33623	108	54	portfolio	portfolio	NOUN
bracis-33623	108	55	using	use	VERB
bracis-33623	108	56	genetic	genetic	ADJ
bracis-33623	108	57	algorithm	algorithm	NOUN
bracis-33623	108	58	(	(	PUNCT
bracis-33623	108	59	sect	sect	NOUN
bracis-33623	108	60	.	.	PUNCT
bracis-33623	108	61	 	 	SPACE
bracis-33623	108	62	4.4	4.4	NUM
bracis-33623	108	63	)	)	PUNCT
bracis-33623	108	64	.	.	PUNCT
bracis-33623	109	1	4.2	4.2	NUM
bracis-33623	109	2	selection	selection	NOUN
bracis-33623	109	3	of	of	ADP
bracis-33623	109	4	 	 	SPACE
bracis-33623	109	5	an	an	DET
bracis-33623	109	6	 	 	SPACE
bracis-33623	109	7	asset	asset	NOUN
bracis-33623	109	8	from	from	ADP
bracis-33623	109	9	 	 	SPACE
bracis-33623	109	10	each	each	DET
bracis-33623	109	11	company	company	NOUN
bracis-33623	109	12	cluster	cluster	NOUN
bracis-33623	109	13	when	when	SCONJ
bracis-33623	109	14	selecting	select	VERB
bracis-33623	109	15	an	an	DET
bracis-33623	109	16	asset	asset	NOUN
bracis-33623	109	17	from	from	ADP
bracis-33623	109	18	each	each	DET
bracis-33623	109	19	cluster	cluster	NOUN
bracis-33623	109	20	,	,	PUNCT
bracis-33623	109	21	the	the	DET
bracis-33623	109	22	following	follow	VERB
bracis-33623	109	23	criteria	criterion	NOUN
bracis-33623	109	24	are	be	AUX
bracis-33623	109	25	used	use	VERB
bracis-33623	109	26	:	:	PUNCT
bracis-33623	110	1	1	1	X
bracis-33623	110	2	.	.	PUNCT
bracis-33623	110	3	the	the	DET
bracis-33623	110	4	asset	asset	NOUN
bracis-33623	110	5	must	must	AUX
bracis-33623	110	6	have	have	VERB
bracis-33623	110	7	the	the	DET
bracis-33623	110	8	highest	high	ADJ
bracis-33623	110	9	individual	individual	ADJ
bracis-33623	110	10	sharpe	sharpe	PROPN
bracis-33623	110	11	ratio	ratio	NOUN
bracis-33623	110	12	within	within	ADP
bracis-33623	110	13	the	the	DET
bracis-33623	110	14	respective	respective	ADJ
bracis-33623	110	15	cluster	cluster	NOUN
bracis-33623	110	16	and	and	CCONJ
bracis-33623	110	17	this	this	DET
bracis-33623	110	18	sharpe	sharpe	NOUN
bracis-33623	110	19	ratio	ratio	NOUN
bracis-33623	110	20	must	must	AUX
bracis-33623	110	21	be	be	AUX
bracis-33623	110	22	greater	great	ADJ
bracis-33623	110	23	than	than	ADP
bracis-33623	110	24	zero	zero	NUM
bracis-33623	110	25	.	.	PUNCT
bracis-33623	111	1	2	2	X
bracis-33623	111	2	.	.	X
bracis-33623	111	3	the	the	DET
bracis-33623	111	4	individual	individual	ADJ
bracis-33623	111	5	asset	asset	PROPN
bracis-33623	111	6	sharpe	sharpe	PROPN
bracis-33623	111	7	ratio	ratio	NOUN
bracis-33623	111	8	must	must	AUX
bracis-33623	111	9	surpass	surpass	VERB
bracis-33623	111	10	the	the	DET
bracis-33623	111	11	ibovespa	ibovespa	PROPN
bracis-33623	111	12	sharpe	sharpe	PROPN
bracis-33623	111	13	,	,	PUNCT
bracis-33623	111	14	which	which	PRON
bracis-33623	111	15	is	be	AUX
bracis-33623	111	16	the	the	DET
bracis-33623	111	17	main	main	ADJ
bracis-33623	111	18	benchmark	benchmark	NOUN
bracis-33623	111	19	.	.	PUNCT
bracis-33623	112	1	3	3	X
bracis-33623	112	2	.	.	X
bracis-33623	112	3	the	the	DET
bracis-33623	112	4	asset	asset	NOUN
bracis-33623	112	5	must	must	AUX
bracis-33623	112	6	have	have	VERB
bracis-33623	112	7	a	a	DET
bracis-33623	112	8	return	return	NOUN
bracis-33623	112	9	greater	great	ADJ
bracis-33623	112	10	than	than	ADP
bracis-33623	112	11	the	the	DET
bracis-33623	112	12	expected	expect	VERB
bracis-33623	112	13	return	return	NOUN
bracis-33623	112	14	calculated	calculate	VERB
bracis-33623	112	15	by	by	ADP
bracis-33623	112	16	capm	capm	PROPN
bracis-33623	112	17	formula	formula	NOUN
bracis-33623	112	18	.	.	PUNCT
bracis-33623	113	1	as	as	SCONJ
bracis-33623	113	2	previously	previously	ADV
bracis-33623	113	3	defined	define	VERB
bracis-33623	113	4	,	,	PUNCT
bracis-33623	113	5	if	if	SCONJ
bracis-33623	113	6	the	the	DET
bracis-33623	113	7	minimum	minimum	ADJ
bracis-33623	113	8	acceptable	acceptable	ADJ
bracis-33623	113	9	amount	amount	NOUN
bracis-33623	113	10	returned	return	VERB
bracis-33623	113	11	according	accord	VERB
bracis-33623	113	12	to	to	ADP
bracis-33623	113	13	the	the	DET
bracis-33623	113	14	capm	capm	PROPN
bracis-33623	113	15	formula	formula	NOUN
bracis-33623	113	16	is	be	AUX
bracis-33623	113	17	lower	low	ADJ
bracis-33623	113	18	than	than	ADP
bracis-33623	113	19	the	the	DET
bracis-33623	113	20	selic	selic	ADJ
bracis-33623	113	21	rate	rate	NOUN
bracis-33623	113	22	for	for	ADP
bracis-33623	113	23	the	the	DET
bracis-33623	113	24	training	training	NOUN
bracis-33623	113	25	period	period	NOUN
bracis-33623	113	26	,	,	PUNCT
bracis-33623	113	27	the	the	DET
bracis-33623	113	28	amount	amount	NOUN
bracis-33623	113	29	returned	return	VERB
bracis-33623	113	30	by	by	ADP
bracis-33623	113	31	the	the	DET
bracis-33623	113	32	formula	formula	NOUN
bracis-33623	113	33	will	will	AUX
bracis-33623	113	34	be	be	AUX
bracis-33623	113	35	the	the	DET
bracis-33623	113	36	selic	selic	ADJ
bracis-33623	113	37	annual	annual	ADJ
bracis-33623	113	38	return	return	NOUN
bracis-33623	113	39	rate	rate	NOUN
bracis-33623	113	40	itself	itself	PRON
bracis-33623	113	41	.	.	PUNCT
bracis-33623	114	1	in	in	ADP
bracis-33623	114	2	other	other	ADJ
bracis-33623	114	3	words	word	NOUN
bracis-33623	114	4	,	,	PUNCT
bracis-33623	114	5	we	we	PRON
bracis-33623	114	6	are	be	AUX
bracis-33623	114	7	defining	define	VERB
bracis-33623	114	8	that	that	SCONJ
bracis-33623	114	9	the	the	DET
bracis-33623	114	10	algorithm	algorithm	NOUN
bracis-33623	114	11	will	will	AUX
bracis-33623	114	12	not	not	PART
bracis-33623	114	13	accept	accept	VERB
bracis-33623	114	14	assets	asset	NOUN
bracis-33623	114	15	that	that	PRON
bracis-33623	114	16	have	have	VERB
bracis-33623	114	17	an	an	DET
bracis-33623	114	18	expected	expect	VERB
bracis-33623	114	19	return	return	NOUN
bracis-33623	114	20	lower	low	ADJ
bracis-33623	114	21	than	than	ADP
bracis-33623	114	22	the	the	DET
bracis-33623	114	23	safe	safe	ADJ
bracis-33623	114	24	return	return	NOUN
bracis-33623	114	25	for	for	ADP
bracis-33623	114	26	the	the	DET
bracis-33623	114	27	same	same	ADJ
bracis-33623	114	28	period	period	NOUN
bracis-33623	114	29	.	.	PUNCT
bracis-33623	115	1	4	4	X
bracis-33623	115	2	.	.	X
bracis-33623	115	3	the	the	DET
bracis-33623	115	4	 	 	SPACE
bracis-33623	115	5	asset	asset	NOUN
bracis-33623	115	6	must	must	AUX
bracis-33623	115	7	exist	exist	VERB
bracis-33623	115	8	in	in	ADP
bracis-33623	115	9	full	full	ADJ
bracis-33623	115	10	throughout	throughout	ADP
bracis-33623	115	11	the	the	DET
bracis-33623	115	12	entire	entire	ADJ
bracis-33623	115	13	training	training	NOUN
bracis-33623	115	14	period	period	NOUN
bracis-33623	115	15	.	.	PUNCT
bracis-33623	116	1	the	the	DET
bracis-33623	116	2	asset	asset	NOUN
bracis-33623	116	3	can	can	AUX
bracis-33623	116	4	only	only	ADV
bracis-33623	116	5	be	be	AUX
bracis-33623	116	6	chosen	choose	VERB
bracis-33623	116	7	if	if	SCONJ
bracis-33623	116	8	it	it	PRON
bracis-33623	116	9	simultaneously	simultaneously	ADV
bracis-33623	116	10	meets	meet	VERB
bracis-33623	116	11	the	the	DET
bracis-33623	116	12	four	four	NUM
bracis-33623	116	13	requirements	requirement	NOUN
bracis-33623	116	14	above	above	ADV
bracis-33623	116	15	.	.	PUNCT
bracis-33623	117	1	if	if	SCONJ
bracis-33623	117	2	no	no	DET
bracis-33623	117	3	asset	asset	NOUN
bracis-33623	117	4	within	within	ADP
bracis-33623	117	5	the	the	DET
bracis-33623	117	6	cluster	cluster	NOUN
bracis-33623	117	7	meets	meet	VERB
bracis-33623	117	8	all	all	DET
bracis-33623	117	9	four	four	NUM
bracis-33623	117	10	at	at	ADP
bracis-33623	117	11	the	the	DET
bracis-33623	117	12	same	same	ADJ
bracis-33623	117	13	time	time	NOUN
bracis-33623	117	14	,	,	PUNCT
bracis-33623	117	15	no	no	DET
bracis-33623	117	16	asset	asset	NOUN
bracis-33623	117	17	will	will	AUX
bracis-33623	117	18	be	be	AUX
bracis-33623	117	19	chosen	choose	VERB
bracis-33623	117	20	within	within	ADP
bracis-33623	117	21	the	the	DET
bracis-33623	117	22	respective	respective	ADJ
bracis-33623	117	23	cluster	cluster	NOUN
bracis-33623	117	24	.	.	PUNCT
bracis-33623	118	1	this	this	PRON
bracis-33623	118	2	implies	imply	VERB
bracis-33623	118	3	the	the	DET
bracis-33623	118	4	possibility	possibility	NOUN
bracis-33623	118	5	that	that	SCONJ
bracis-33623	118	6	the	the	DET
bracis-33623	118	7	number	number	NOUN
bracis-33623	118	8	of	of	ADP
bracis-33623	118	9	assets	asset	NOUN
bracis-33623	118	10	selected	select	VERB
bracis-33623	118	11	to	to	PART
bracis-33623	118	12	compose	compose	VERB
bracis-33623	118	13	the	the	DET
bracis-33623	118	14	stock	stock	NOUN
bracis-33623	118	15	portfolio	portfolio	NOUN
bracis-33623	118	16	will	will	AUX
bracis-33623	118	17	not	not	PART
bracis-33623	118	18	necessarily	necessarily	ADV
bracis-33623	118	19	be	be	AUX
bracis-33623	118	20	the	the	DET
bracis-33623	118	21	same	same	ADJ
bracis-33623	118	22	as	as	ADP
bracis-33623	118	23	the	the	DET
bracis-33623	118	24	number	number	NOUN
bracis-33623	118	25	of	of	ADP
bracis-33623	118	26	clusters	cluster	NOUN
bracis-33623	118	27	created	create	VERB
bracis-33623	118	28	by	by	ADP
bracis-33623	118	29	clustering	cluster	VERB
bracis-33623	118	30	techniques	technique	NOUN
bracis-33623	118	31	.	.	PUNCT
bracis-33623	119	1	4.3	4.3	NUM
bracis-33623	119	2	creation	creation	NOUN
bracis-33623	119	3	of	of	ADP
bracis-33623	119	4	 	 	SPACE
bracis-33623	119	5	the	the	DET
bracis-33623	119	6	 	 	SPACE
bracis-33623	119	7	final	final	ADJ
bracis-33623	119	8	portfolio	portfolio	NOUN
bracis-33623	119	9	after	after	ADP
bracis-33623	119	10	the	the	DET
bracis-33623	119	11	stage	stage	NOUN
bracis-33623	119	12	of	of	ADP
bracis-33623	119	13	selecting	select	VERB
bracis-33623	119	14	an	an	DET
bracis-33623	119	15	asset	asset	NOUN
bracis-33623	119	16	from	from	ADP
bracis-33623	119	17	each	each	DET
bracis-33623	119	18	cluster	cluster	NOUN
bracis-33623	119	19	of	of	ADP
bracis-33623	119	20	companies	company	NOUN
bracis-33623	119	21	,	,	PUNCT
bracis-33623	119	22	a	a	DET
bracis-33623	119	23	list	list	NOUN
bracis-33623	119	24	of	of	ADP
bracis-33623	119	25	candidate	candidate	NOUN
bracis-33623	119	26	companies	company	NOUN
bracis-33623	119	27	to	to	PART
bracis-33623	119	28	make	make	VERB
bracis-33623	119	29	up	up	ADP
bracis-33623	119	30	the	the	DET
bracis-33623	119	31	final	final	ADJ
bracis-33623	119	32	portfolio	portfolio	NOUN
bracis-33623	119	33	is	be	AUX
bracis-33623	119	34	generated	generate	VERB
bracis-33623	119	35	.	.	PUNCT
bracis-33623	120	1	this	this	DET
bracis-33623	120	2	list	list	NOUN
bracis-33623	120	3	of	of	ADP
bracis-33623	120	4	assets	asset	NOUN
bracis-33623	120	5	is	be	AUX
bracis-33623	120	6	organized	organize	VERB
bracis-33623	120	7	in	in	ADP
bracis-33623	120	8	descending	descend	VERB
bracis-33623	120	9	order	order	NOUN
bracis-33623	120	10	by	by	ADP
bracis-33623	120	11	the	the	DET
bracis-33623	120	12	individual	individual	ADJ
bracis-33623	120	13	sharpe	sharpe	PROPN
bracis-33623	120	14	ratio	ratio	NOUN
bracis-33623	120	15	,	,	PUNCT
bracis-33623	120	16	and	and	CCONJ
bracis-33623	120	17	is	be	AUX
bracis-33623	120	18	inserted	insert	VERB
bracis-33623	120	19	in	in	ADP
bracis-33623	120	20	order	order	NOUN
bracis-33623	120	21	,	,	PUNCT
bracis-33623	120	22	one	one	NUM
bracis-33623	120	23	by	by	ADP
bracis-33623	120	24	one	one	NUM
bracis-33623	120	25	,	,	PUNCT
bracis-33623	120	26	in	in	ADP
bracis-33623	120	27	the	the	DET
bracis-33623	120	28	final	final	ADJ
bracis-33623	120	29	portfolio	portfolio	NOUN
bracis-33623	120	30	.	.	PUNCT
bracis-33623	121	1	in	in	ADP
bracis-33623	121	2	other	other	ADJ
bracis-33623	121	3	words	word	NOUN
bracis-33623	121	4	,	,	PUNCT
bracis-33623	121	5	the	the	DET
bracis-33623	121	6	assets	asset	NOUN
bracis-33623	121	7	with	with	ADP
bracis-33623	121	8	the	the	DET
bracis-33623	121	9	highest	high	ADJ
bracis-33623	121	10	individual	individual	ADJ
bracis-33623	121	11	sharpe	sharpe	NOUN
bracis-33623	121	12	ratios	ratio	NOUN
bracis-33623	121	13	will	will	AUX
bracis-33623	121	14	be	be	AUX
bracis-33623	121	15	added	add	VERB
bracis-33623	121	16	to	to	ADP
bracis-33623	121	17	the	the	DET
bracis-33623	121	18	final	final	ADJ
bracis-33623	121	19	portfolio	portfolio	NOUN
bracis-33623	121	20	first	first	ADV
bracis-33623	121	21	.	.	PUNCT
bracis-33623	122	1	insertion	insertion	NOUN
bracis-33623	122	2	will	will	AUX
bracis-33623	122	3	only	only	ADV
bracis-33623	122	4	be	be	AUX
bracis-33623	122	5	allowed	allow	VERB
bracis-33623	122	6	if	if	SCONJ
bracis-33623	122	7	it	it	PRON
bracis-33623	122	8	meets	meet	VERB
bracis-33623	122	9	the	the	DET
bracis-33623	122	10	following	follow	VERB
bracis-33623	122	11	criteria	criterion	NOUN
bracis-33623	122	12	:	:	PUNCT
bracis-33623	122	13	1	1	X
bracis-33623	122	14	.	.	X
bracis-33623	122	15	the	the	DET
bracis-33623	122	16	insertion	insertion	NOUN
bracis-33623	122	17	of	of	ADP
bracis-33623	122	18	the	the	DET
bracis-33623	122	19	candidate	candidate	NOUN
bracis-33623	122	20	asset	asset	NOUN
bracis-33623	122	21	must	must	AUX
bracis-33623	122	22	reduce	reduce	VERB
bracis-33623	122	23	the	the	DET
bracis-33623	122	24	total	total	ADJ
bracis-33623	122	25	risk	risk	NOUN
bracis-33623	122	26	/	/	SYM
bracis-33623	122	27	volatility	volatility	NOUN
bracis-33623	122	28	of	of	ADP
bracis-33623	122	29	the	the	DET
bracis-33623	122	30	portfolio	portfolio	NOUN
bracis-33623	122	31	,	,	PUNCT
bracis-33623	122	32	that	that	ADV
bracis-33623	122	33	is	is	ADV
bracis-33623	122	34	,	,	PUNCT
bracis-33623	122	35	it	it	PRON
bracis-33623	122	36	must	must	AUX
bracis-33623	122	37	respect	respect	VERB
bracis-33623	122	38	the	the	DET
bracis-33623	122	39	asset	asset	NOUN
bracis-33623	122	40	diversification	diversification	NOUN
bracis-33623	122	41	proposed	propose	VERB
bracis-33623	122	42	by	by	ADP
bracis-33623	122	43	markowitz	markowitz	PROPN
bracis-33623	123	1	[	[	X
bracis-33623	123	2	6	6	NUM
bracis-33623	123	3	]	]	PUNCT
bracis-33623	123	4	.	.	PUNCT
bracis-33623	124	1	if	if	SCONJ
bracis-33623	124	2	the	the	DET
bracis-33623	124	3	asset	asset	NOUN
bracis-33623	124	4	does	do	AUX
bracis-33623	124	5	not	not	PART
bracis-33623	124	6	meet	meet	VERB
bracis-33623	124	7	the	the	DET
bracis-33623	124	8	first	first	ADJ
bracis-33623	124	9	condition	condition	NOUN
bracis-33623	124	10	,	,	PUNCT
bracis-33623	124	11	in	in	ADP
bracis-33623	124	12	other	other	ADJ
bracis-33623	124	13	words	word	NOUN
bracis-33623	124	14	,	,	PUNCT
bracis-33623	124	15	if	if	SCONJ
bracis-33623	124	16	the	the	DET
bracis-33623	124	17	inclusion	inclusion	NOUN
bracis-33623	124	18	of	of	ADP
bracis-33623	124	19	the	the	DET
bracis-33623	124	20	candidate	candidate	NOUN
bracis-33623	124	21	asset	asset	NOUN
bracis-33623	124	22	increases	increase	VERB
bracis-33623	124	23	the	the	DET
bracis-33623	124	24	total	total	ADJ
bracis-33623	124	25	risk	risk	NOUN
bracis-33623	124	26	of	of	ADP
bracis-33623	124	27	the	the	DET
bracis-33623	124	28	portfolio	portfolio	NOUN
bracis-33623	124	29	,	,	PUNCT
bracis-33623	124	30	it	it	PRON
bracis-33623	124	31	will	will	AUX
bracis-33623	124	32	only	only	ADV
bracis-33623	124	33	be	be	AUX
bracis-33623	124	34	accepted	accept	VERB
bracis-33623	124	35	if	if	SCONJ
bracis-33623	124	36	the	the	DET
bracis-33623	124	37	sharpe	sharpe	PROPN
bracis-33623	124	38	ratio	ratio	NOUN
bracis-33623	124	39	of	of	ADP
bracis-33623	124	40	the	the	DET
bracis-33623	124	41	portfolio	portfolio	NOUN
bracis-33623	124	42	as	as	ADP
bracis-33623	124	43	a	a	DET
bracis-33623	124	44	whole	whole	ADJ
bracis-33623	124	45	increases	increase	NOUN
bracis-33623	124	46	.	.	PUNCT
bracis-33623	125	1	in	in	ADP
bracis-33623	125	2	this	this	DET
bracis-33623	125	3	scenario	scenario	NOUN
bracis-33623	125	4	,	,	PUNCT
bracis-33623	125	5	what	what	PRON
bracis-33623	125	6	generally	generally	ADV
bracis-33623	125	7	happens	happen	VERB
bracis-33623	125	8	is	be	AUX
bracis-33623	125	9	that	that	SCONJ
bracis-33623	125	10	the	the	DET
bracis-33623	125	11	portfolio	portfolio	NOUN
bracis-33623	125	12	’s	’s	PART
bracis-33623	125	13	risk	risk	NOUN
bracis-33623	125	14	increases	increase	NOUN
bracis-33623	125	15	,	,	PUNCT
bracis-33623	125	16	but	but	CCONJ
bracis-33623	125	17	the	the	DET
bracis-33623	125	18	portfolio	portfolio	NOUN
bracis-33623	125	19	’s	’s	PART
bracis-33623	125	20	expected	expect	VERB
bracis-33623	125	21	return	return	NOUN
bracis-33623	125	22	increases	increase	NOUN
bracis-33623	125	23	even	even	ADV
bracis-33623	125	24	more	more	ADJ
bracis-33623	125	25	,	,	PUNCT
bracis-33623	125	26	that	that	ADV
bracis-33623	125	27	is	is	ADV
bracis-33623	125	28	,	,	PUNCT
bracis-33623	125	29	the	the	DET
bracis-33623	125	30	percentage	percentage	NOUN
bracis-33623	125	31	increase	increase	NOUN
bracis-33623	125	32	in	in	ADP
bracis-33623	125	33	expected	expected	ADJ
bracis-33623	125	34	return	return	NOUN
bracis-33623	125	35	is	be	AUX
bracis-33623	125	36	greater	great	ADJ
bracis-33623	125	37	than	than	ADP
bracis-33623	125	38	the	the	DET
bracis-33623	125	39	percentage	percentage	NOUN
bracis-33623	125	40	increase	increase	NOUN
bracis-33623	125	41	in	in	ADP
bracis-33623	125	42	risk	risk	NOUN
bracis-33623	125	43	.	.	PUNCT
bracis-33623	126	1	2	2	X
bracis-33623	126	2	.	.	X
bracis-33623	126	3	the	the	DET
bracis-33623	126	4	insertion	insertion	NOUN
bracis-33623	126	5	of	of	ADP
bracis-33623	126	6	the	the	DET
bracis-33623	126	7	asset	asset	NOUN
bracis-33623	126	8	is	be	AUX
bracis-33623	126	9	only	only	ADV
bracis-33623	126	10	allowed	allow	VERB
bracis-33623	126	11	if	if	SCONJ
bracis-33623	126	12	the	the	DET
bracis-33623	126	13	portfolio	portfolio	NOUN
bracis-33623	126	14	’s	’s	PART
bracis-33623	126	15	expected	expect	VERB
bracis-33623	126	16	return	return	NOUN
bracis-33623	126	17	is	be	AUX
bracis-33623	126	18	greater	great	ADJ
bracis-33623	126	19	than	than	ADP
bracis-33623	126	20	the	the	DET
bracis-33623	126	21	minimum	minimum	ADJ
bracis-33623	126	22	acceptable	acceptable	ADJ
bracis-33623	126	23	return	return	NOUN
bracis-33623	126	24	calculated	calculate	VERB
bracis-33623	126	25	by	by	ADP
bracis-33623	126	26	the	the	DET
bracis-33623	126	27	capm	capm	PROPN
bracis-33623	126	28	formula	formula	NOUN
bracis-33623	126	29	.	.	PUNCT
bracis-33623	127	1	in	in	ADP
bracis-33623	127	2	other	other	ADJ
bracis-33623	127	3	words	word	NOUN
bracis-33623	127	4	,	,	PUNCT
bracis-33623	127	5	if	if	SCONJ
bracis-33623	127	6	,	,	PUNCT
bracis-33623	127	7	when	when	SCONJ
bracis-33623	127	8	inserting	insert	VERB
bracis-33623	127	9	the	the	DET
bracis-33623	127	10	asset	asset	NOUN
bracis-33623	127	11	,	,	PUNCT
bracis-33623	127	12	it	it	PRON
bracis-33623	127	13	reduces	reduce	VERB
bracis-33623	127	14	the	the	DET
bracis-33623	127	15	expected	expect	VERB
bracis-33623	127	16	return	return	NOUN
bracis-33623	127	17	of	of	ADP
bracis-33623	127	18	the	the	DET
bracis-33623	127	19	portfolio	portfolio	NOUN
bracis-33623	127	20	in	in	ADP
bracis-33623	127	21	such	such	DET
bracis-33623	127	22	a	a	DET
bracis-33623	127	23	way	way	NOUN
bracis-33623	127	24	that	that	PRON
bracis-33623	127	25	it	it	PRON
bracis-33623	127	26	is	be	AUX
bracis-33623	127	27	below	below	ADP
bracis-33623	127	28	or	or	CCONJ
bracis-33623	127	29	at	at	ADP
bracis-33623	127	30	the	the	DET
bracis-33623	127	31	minimum	minimum	NOUN
bracis-33623	127	32	acceptable	acceptable	ADJ
bracis-33623	127	33	(	(	PUNCT
bracis-33623	127	34	according	accord	VERB
bracis-33623	127	35	to	to	ADP
bracis-33623	127	36	capm	capm	PROPN
bracis-33623	127	37	theory	theory	NOUN
bracis-33623	127	38	)	)	PUNCT
bracis-33623	127	39	it	it	PRON
bracis-33623	127	40	will	will	AUX
bracis-33623	127	41	not	not	PART
bracis-33623	127	42	be	be	AUX
bracis-33623	127	43	selected	select	VERB
bracis-33623	127	44	.	.	PUNCT
bracis-33623	128	1	it	it	PRON
bracis-33623	128	2	is	be	AUX
bracis-33623	128	3	worth	worth	ADJ
bracis-33623	128	4	highlighting	highlight	VERB
bracis-33623	128	5	that	that	SCONJ
bracis-33623	128	6	the	the	DET
bracis-33623	128	7	calculation	calculation	NOUN
bracis-33623	128	8	of	of	ADP
bracis-33623	128	9	the	the	DET
bracis-33623	128	10	portfolio	portfolio	NOUN
bracis-33623	128	11	’s	’s	PART
bracis-33623	128	12	return	return	NOUN
bracis-33623	128	13	and	and	CCONJ
bracis-33623	128	14	risk	risk	NOUN
bracis-33623	128	15	will	will	AUX
bracis-33623	128	16	be	be	AUX
bracis-33623	128	17	made	make	VERB
bracis-33623	128	18	considering	consider	VERB
bracis-33623	128	19	that	that	SCONJ
bracis-33623	128	20	the	the	DET
bracis-33623	128	21	assets	asset	NOUN
bracis-33623	128	22	have	have	VERB
bracis-33623	128	23	homogeneous	homogeneous	ADJ
bracis-33623	128	24	weights	weight	NOUN
bracis-33623	128	25	within	within	ADP
bracis-33623	128	26	the	the	DET
bracis-33623	128	27	portfolio	portfolio	NOUN
bracis-33623	128	28	.	.	PUNCT
bracis-33623	129	1	if	if	SCONJ
bracis-33623	129	2	the	the	DET
bracis-33623	129	3	candidate	candidate	NOUN
bracis-33623	129	4	asset	asset	NOUN
bracis-33623	129	5	does	do	AUX
bracis-33623	129	6	not	not	PART
bracis-33623	129	7	fit	fit	VERB
bracis-33623	129	8	into	into	ADP
bracis-33623	129	9	any	any	PRON
bracis-33623	129	10	of	of	ADP
bracis-33623	129	11	the	the	DET
bracis-33623	129	12	 	 	SPACE
bracis-33623	129	13	two	two	NUM
bracis-33623	129	14	situations	situation	NOUN
bracis-33623	129	15	above	above	ADV
bracis-33623	129	16	,	,	PUNCT
bracis-33623	129	17	it	it	PRON
bracis-33623	129	18	will	will	AUX
bracis-33623	129	19	not	not	PART
bracis-33623	129	20	be	be	AUX
bracis-33623	129	21	chosen	choose	VERB
bracis-33623	129	22	to	to	PART
bracis-33623	129	23	make	make	VERB
bracis-33623	129	24	up	up	ADP
bracis-33623	129	25	the	the	DET
bracis-33623	129	26	final	final	ADJ
bracis-33623	129	27	portfolio	portfolio	NOUN
bracis-33623	129	28	.	.	PUNCT
bracis-33623	130	1	after	after	ADP
bracis-33623	130	2	this	this	DET
bracis-33623	130	3	step	step	NOUN
bracis-33623	130	4	,	,	PUNCT
bracis-33623	130	5	we	we	PRON
bracis-33623	130	6	will	will	AUX
bracis-33623	130	7	have	have	VERB
bracis-33623	130	8	a	a	DET
bracis-33623	130	9	portfolio	portfolio	NOUN
bracis-33623	130	10	with	with	ADP
bracis-33623	130	11	several	several	ADJ
bracis-33623	130	12	assets	asset	NOUN
bracis-33623	130	13	and	and	CCONJ
bracis-33623	130	14	it	it	PRON
bracis-33623	130	15	will	will	AUX
bracis-33623	130	16	go	go	VERB
bracis-33623	130	17	through	through	ADP
bracis-33623	130	18	a	a	DET
bracis-33623	130	19	simple	simple	ADJ
bracis-33623	130	20	pruning	pruning	NOUN
bracis-33623	130	21	/	/	SYM
bracis-33623	130	22	cutting	cut	VERB
bracis-33623	130	23	mechanism	mechanism	NOUN
bracis-33623	130	24	,	,	PUNCT
bracis-33623	130	25	to	to	PART
bracis-33623	130	26	maintain	maintain	VERB
bracis-33623	130	27	the	the	DET
bracis-33623	130	28	defined	define	VERB
bracis-33623	130	29	number	number	NOUN
bracis-33623	130	30	of	of	ADP
bracis-33623	130	31	6–25	6–25	ADJ
bracis-33623	130	32	assets	asset	NOUN
bracis-33623	130	33	.	.	PUNCT
bracis-33623	131	1	if	if	SCONJ
bracis-33623	131	2	the	the	DET
bracis-33623	131	3	number	number	NOUN
bracis-33623	131	4	of	of	ADP
bracis-33623	131	5	assets	asset	NOUN
bracis-33623	131	6	is	be	AUX
bracis-33623	131	7	less	less	ADJ
bracis-33623	131	8	than	than	ADP
bracis-33623	131	9	6	6	NUM
bracis-33623	131	10	,	,	PUNCT
bracis-33623	131	11	the	the	DET
bracis-33623	131	12	algorithm	algorithm	NOUN
bracis-33623	131	13	discards	discard	VERB
bracis-33623	131	14	the	the	DET
bracis-33623	131	15	portfolio	portfolio	NOUN
bracis-33623	131	16	and	and	CCONJ
bracis-33623	131	17	does	do	AUX
bracis-33623	131	18	not	not	PART
bracis-33623	131	19	return	return	VERB
bracis-33623	131	20	any	any	DET
bracis-33623	131	21	portfolio	portfolio	NOUN
bracis-33623	131	22	recommendations	recommendation	NOUN
bracis-33623	131	23	,	,	PUNCT
bracis-33623	131	24	if	if	SCONJ
bracis-33623	131	25	the	the	DET
bracis-33623	131	26	number	number	NOUN
bracis-33623	131	27	of	of	ADP
bracis-33623	131	28	assets	asset	NOUN
bracis-33623	131	29	is	be	AUX
bracis-33623	131	30	less	less	ADJ
bracis-33623	131	31	than	than	ADP
bracis-33623	131	32	or	or	CCONJ
bracis-33623	131	33	equal	equal	ADJ
bracis-33623	131	34	to	to	ADP
bracis-33623	131	35	25	25	NUM
bracis-33623	131	36	,	,	PUNCT
bracis-33623	131	37	the	the	DET
bracis-33623	131	38	algorithm	algorithm	NOUN
bracis-33623	131	39	returns	return	VERB
bracis-33623	131	40	the	the	DET
bracis-33623	131	41	portfolio	portfolio	NOUN
bracis-33623	131	42	recommended	recommend	VERB
bracis-33623	131	43	to	to	ADP
bracis-33623	131	44	the	the	DET
bracis-33623	131	45	user	user	NOUN
bracis-33623	131	46	,	,	PUNCT
bracis-33623	131	47	and	and	CCONJ
bracis-33623	131	48	if	if	SCONJ
bracis-33623	131	49	the	the	DET
bracis-33623	131	50	number	number	NOUN
bracis-33623	131	51	of	of	ADP
bracis-33623	131	52	assets	asset	NOUN
bracis-33623	131	53	exceeds	exceed	VERB
bracis-33623	131	54	25	25	NUM
bracis-33623	131	55	,	,	PUNCT
bracis-33623	131	56	the	the	DET
bracis-33623	131	57	assets	asset	NOUN
bracis-33623	131	58	with	with	ADP
bracis-33623	131	59	the	the	DET
bracis-33623	131	60	lowest	low	ADJ
bracis-33623	131	61	individual	individual	ADJ
bracis-33623	131	62	sharpe	sharpe	PROPN
bracis-33623	131	63	are	be	AUX
bracis-33623	131	64	removed	remove	VERB
bracis-33623	131	65	until	until	SCONJ
bracis-33623	131	66	the	the	DET
bracis-33623	131	67	maximum	maximum	ADJ
bracis-33623	131	68	quantity	quantity	NOUN
bracis-33623	131	69	of	of	ADP
bracis-33623	131	70	25	25	NUM
bracis-33623	131	71	is	be	AUX
bracis-33623	131	72	reached	reach	VERB
bracis-33623	131	73	.	.	PUNCT
bracis-33623	132	1	4.4	4.4	NUM
bracis-33623	132	2	obtaining	obtain	VERB
bracis-33623	132	3	final	final	ADJ
bracis-33623	132	4	portfolio	portfolio	NOUN
bracis-33623	132	5	weights	weight	NOUN
bracis-33623	132	6	using	use	VERB
bracis-33623	132	7	genetic	genetic	ADJ
bracis-33623	132	8	algorithm	algorithm	NOUN
bracis-33623	132	9	on	on	ADP
bracis-33623	132	10	the	the	DET
bracis-33623	132	11	portfolio	portfolio	NOUN
bracis-33623	132	12	assembled	assemble	VERB
bracis-33623	132	13	in	in	ADP
bracis-33623	132	14	the	the	DET
bracis-33623	132	15	previous	previous	ADJ
bracis-33623	132	16	step	step	NOUN
bracis-33623	132	17	,	,	PUNCT
bracis-33623	132	18	the	the	DET
bracis-33623	132	19	memetic	memetic	ADJ
bracis-33623	132	20	genetic	genetic	ADJ
bracis-33623	132	21	algorithm	algorithm	NOUN
bracis-33623	132	22	is	be	AUX
bracis-33623	132	23	applied	apply	VERB
bracis-33623	132	24	to	to	PART
bracis-33623	132	25	obtain	obtain	VERB
bracis-33623	132	26	the	the	DET
bracis-33623	132	27	best	good	ADJ
bracis-33623	132	28	possible	possible	ADJ
bracis-33623	132	29	configuration	configuration	NOUN
bracis-33623	132	30	of	of	ADP
bracis-33623	132	31	weights	weight	NOUN
bracis-33623	132	32	within	within	ADP
bracis-33623	132	33	the	the	DET
bracis-33623	132	34	portfolio	portfolio	NOUN
bracis-33623	132	35	which	which	PRON
bracis-33623	132	36	returns	return	VERB
bracis-33623	132	37	the	the	DET
bracis-33623	132	38	highest	high	ADJ
bracis-33623	132	39	sharpe	sharpe	NOUN
bracis-33623	132	40	ratio	ratio	NOUN
bracis-33623	132	41	.	.	PUNCT
bracis-33623	133	1	after	after	ADP
bracis-33623	133	2	the	the	DET
bracis-33623	133	3	stage	stage	NOUN
bracis-33623	133	4	of	of	ADP
bracis-33623	133	5	maximizing	maximize	VERB
bracis-33623	133	6	the	the	DET
bracis-33623	133	7	sharpe	sharpe	PROPN
bracis-33623	133	8	ratio	ratio	NOUN
bracis-33623	133	9	via	via	ADP
bracis-33623	133	10	genetic	genetic	ADJ
bracis-33623	133	11	algorithm	algorithm	NOUN
bracis-33623	133	12	,	,	PUNCT
bracis-33623	133	13	we	we	PRON
bracis-33623	133	14	have	have	VERB
bracis-33623	133	15	the	the	DET
bracis-33623	133	16	final	final	ADJ
bracis-33623	133	17	portfolio	portfolio	NOUN
bracis-33623	133	18	,	,	PUNCT
bracis-33623	133	19	the	the	DET
bracis-33623	133	20	assets	asset	NOUN
bracis-33623	133	21	and	and	CCONJ
bracis-33623	133	22	their	their	PRON
bracis-33623	133	23	respective	respective	ADJ
bracis-33623	133	24	weights	weight	NOUN
bracis-33623	133	25	.	.	PUNCT
bracis-33623	134	1	finally	finally	ADV
bracis-33623	134	2	,	,	PUNCT
bracis-33623	134	3	the	the	DET
bracis-33623	134	4	performance	performance	NOUN
bracis-33623	134	5	of	of	ADP
bracis-33623	134	6	the	the	DET
bracis-33623	134	7	final	final	ADJ
bracis-33623	134	8	portfolio	portfolio	NOUN
bracis-33623	134	9	is	be	AUX
bracis-33623	134	10	calculated	calculate	VERB
bracis-33623	134	11	,	,	PUNCT
bracis-33623	134	12	that	that	ADV
bracis-33623	134	13	is	is	ADV
bracis-33623	134	14	,	,	PUNCT
bracis-33623	134	15	the	the	DET
bracis-33623	134	16	return	return	NOUN
bracis-33623	134	17	obtained	obtain	VERB
bracis-33623	134	18	one	one	NUM
bracis-33623	134	19	year	year	NOUN
bracis-33623	134	20	after	after	SCONJ
bracis-33623	134	21	the	the	DET
bracis-33623	134	22	training	training	NOUN
bracis-33623	134	23	period	period	NOUN
bracis-33623	134	24	is	be	AUX
bracis-33623	134	25	calculated	calculate	VERB
bracis-33623	134	26	.	.	PUNCT
bracis-33623	135	1	4.5	4.5	NUM
bracis-33623	135	2	asset	asset	NOUN
bracis-33623	135	3	allocation	allocation	NOUN
bracis-33623	135	4	algorithm	algorithm	NOUN
bracis-33623	135	5	pseudocode	pseudocode	NOUN
bracis-33623	135	6	the	the	DET
bracis-33623	135	7	assetallocation	assetallocation	NOUN
bracis-33623	135	8	algorithm	algorithm	NOUN
bracis-33623	135	9	(	(	PUNCT
bracis-33623	135	10	algorithm	algorithm	NOUN
bracis-33623	135	11	 	 	SPACE
bracis-33623	135	12	1	1	NUM
bracis-33623	135	13	)	)	PUNCT
bracis-33623	135	14	shows	show	VERB
bracis-33623	135	15	the	the	DET
bracis-33623	135	16	complete	complete	ADJ
bracis-33623	135	17	pseudocode	pseudocode	NOUN
bracis-33623	135	18	of	of	ADP
bracis-33623	135	19	the	the	DET
bracis-33623	135	20	proposed	propose	VERB
bracis-33623	135	21	asset	asset	NOUN
bracis-33623	135	22	allocation	allocation	NOUN
bracis-33623	135	23	algorithm	algorithm	NOUN
bracis-33623	135	24	.	.	PUNCT
bracis-33623	136	1	this	this	DET
bracis-33623	136	2	algorithm	algorithm	NOUN
bracis-33623	136	3	receives	receive	VERB
bracis-33623	136	4	a	a	DET
bracis-33623	136	5	set	set	NOUN
bracis-33623	136	6	of	of	ADP
bracis-33623	136	7	companies	company	NOUN
bracis-33623	136	8	,	,	PUNCT
bracis-33623	136	9	the	the	DET
bracis-33623	136	10	clustering	clustering	NOUN
bracis-33623	136	11	that	that	PRON
bracis-33623	136	12	will	will	AUX
bracis-33623	136	13	be	be	AUX
bracis-33623	136	14	used	use	VERB
bracis-33623	136	15	(	(	PUNCT
bracis-33623	136	16	which	which	PRON
bracis-33623	136	17	can	can	AUX
bracis-33623	136	18	be	be	AUX
bracis-33623	136	19	k	k	NOUN
bracis-33623	136	20	-	-	PUNCT
bracis-33623	136	21	means	mean	NOUN
bracis-33623	136	22	or	or	CCONJ
bracis-33623	136	23	b3	b3	NOUN
bracis-33623	136	24	)	)	PUNCT
bracis-33623	136	25	,	,	PUNCT
bracis-33623	136	26	the	the	DET
bracis-33623	136	27	training	training	NOUN
bracis-33623	136	28	year	year	NOUN
bracis-33623	136	29	and	and	CCONJ
bracis-33623	136	30	the	the	DET
bracis-33623	136	31	number	number	NOUN
bracis-33623	136	32	of	of	ADP
bracis-33623	136	33	weight	weight	NOUN
bracis-33623	136	34	vectors	vector	NOUN
bracis-33623	136	35	that	that	PRON
bracis-33623	136	36	will	will	AUX
bracis-33623	136	37	be	be	AUX
bracis-33623	136	38	used	use	VERB
bracis-33623	136	39	to	to	PART
bracis-33623	136	40	calculate	calculate	VERB
bracis-33623	136	41	the	the	DET
bracis-33623	136	42	final	final	ADJ
bracis-33623	136	43	weight	weight	NOUN
bracis-33623	136	44	vector	vector	NOUN
bracis-33623	136	45	.	.	PUNCT
bracis-33623	137	1	after	after	ADP
bracis-33623	137	2	obtaining	obtain	VERB
bracis-33623	137	3	the	the	DET
bracis-33623	137	4	clusters	cluster	NOUN
bracis-33623	137	5	(	(	PUNCT
bracis-33623	137	6	lines	line	NOUN
bracis-33623	137	7	2–6	2–6	NUM
bracis-33623	137	8	)	)	PUNCT
bracis-33623	137	9	,	,	PUNCT
bracis-33623	137	10	the	the	DET
bracis-33623	137	11	selectcompaniesfromclusters	selectcompaniesfromcluster	NOUN
bracis-33623	137	12	method	method	NOUN
bracis-33623	137	13	is	be	AUX
bracis-33623	137	14	applied	apply	VERB
bracis-33623	137	15	,	,	PUNCT
bracis-33623	137	16	performing	perform	VERB
bracis-33623	137	17	the	the	DET
bracis-33623	137	18	procedure	procedure	NOUN
bracis-33623	137	19	of	of	ADP
bracis-33623	137	20	selecting	select	VERB
bracis-33623	137	21	an	an	DET
bracis-33623	137	22	asset	asset	NOUN
bracis-33623	137	23	from	from	ADP
bracis-33623	137	24	each	each	DET
bracis-33623	137	25	cluster	cluster	NOUN
bracis-33623	137	26	of	of	ADP
bracis-33623	137	27	companies	company	NOUN
bracis-33623	137	28	(	(	PUNCT
bracis-33623	137	29	described	describe	VERB
bracis-33623	137	30	in	in	ADP
bracis-33623	137	31	sect	sect	NOUN
bracis-33623	137	32	.	.	PUNCT
bracis-33623	137	33	 	 	SPACE
bracis-33623	138	1	4.2	4.2	NUM
bracis-33623	138	2	)	)	PUNCT
bracis-33623	138	3	,	,	PUNCT
bracis-33623	138	4	and	and	CCONJ
bracis-33623	138	5	creating	create	VERB
bracis-33623	138	6	the	the	DET
bracis-33623	138	7	final	final	ADJ
bracis-33623	138	8	portfolio	portfolio	NOUN
bracis-33623	138	9	(	(	PUNCT
bracis-33623	138	10	described	describe	VERB
bracis-33623	138	11	in	in	ADP
bracis-33623	138	12	sect	sect	NOUN
bracis-33623	138	13	.	.	PUNCT
bracis-33623	138	14	 	 	SPACE
bracis-33623	139	1	4.3	4.3	NUM
bracis-33623	139	2	)	)	PUNCT
bracis-33623	139	3	,	,	PUNCT
bracis-33623	139	4	then	then	ADV
bracis-33623	139	5	returning	return	VERB
bracis-33623	139	6	the	the	DET
bracis-33623	139	7	final	final	ADJ
bracis-33623	139	8	portfolio	portfolio	NOUN
bracis-33623	139	9	(	(	PUNCT
bracis-33623	139	10	line	line	NOUN
bracis-33623	139	11	7	7	NUM
bracis-33623	139	12	)	)	PUNCT
bracis-33623	139	13	.	.	PUNCT
bracis-33623	140	1	as	as	SCONJ
bracis-33623	140	2	this	this	DET
bracis-33623	140	3	step	step	NOUN
bracis-33623	140	4	involves	involve	VERB
bracis-33623	140	5	analyzing	analyze	VERB
bracis-33623	140	6	the	the	DET
bracis-33623	140	7	sharpe	sharpe	PROPN
bracis-33623	140	8	ratio	ratio	NOUN
bracis-33623	140	9	,	,	PUNCT
bracis-33623	140	10	it	it	PRON
bracis-33623	140	11	is	be	AUX
bracis-33623	140	12	necessary	necessary	ADJ
bracis-33623	140	13	to	to	PART
bracis-33623	140	14	define	define	VERB
bracis-33623	140	15	a	a	DET
bracis-33623	140	16	training	training	NOUN
bracis-33623	140	17	time	time	NOUN
bracis-33623	140	18	interval	interval	NOUN
bracis-33623	140	19	.	.	PUNCT
bracis-33623	141	1	on	on	ADP
bracis-33623	141	2	the	the	DET
bracis-33623	141	3	final	final	ADJ
bracis-33623	141	4	portfolio	portfolio	NOUN
bracis-33623	141	5	,	,	PUNCT
bracis-33623	141	6	the	the	DET
bracis-33623	141	7	memetic	memetic	ADJ
bracis-33623	141	8	genetic	genetic	ADJ
bracis-33623	141	9	algorithm	algorithm	NOUN
bracis-33623	141	10	is	be	AUX
bracis-33623	141	11	applied	apply	VERB
bracis-33623	141	12	several	several	ADJ
bracis-33623	141	13	times	time	NOUN
bracis-33623	141	14	(	(	PUNCT
bracis-33623	141	15	specifically	specifically	ADV
bracis-33623	141	16	quantity_vec_weights	quantity_vec_weight	NOUN
bracis-33623	141	17	times	time	NOUN
bracis-33623	141	18	)	)	PUNCT
bracis-33623	141	19	,	,	PUNCT
bracis-33623	141	20	and	and	CCONJ
bracis-33623	141	21	in	in	ADP
bracis-33623	141	22	each	each	DET
bracis-33623	141	23	call	call	NOUN
bracis-33623	141	24	to	to	ADP
bracis-33623	141	25	the	the	DET
bracis-33623	141	26	genetic	genetic	ADJ
bracis-33623	141	27	algorithm	algorithm	NOUN
bracis-33623	141	28	,	,	PUNCT
bracis-33623	141	29	a	a	DET
bracis-33623	141	30	possible	possible	ADJ
bracis-33623	141	31	configuration	configuration	NOUN
bracis-33623	141	32	(	(	PUNCT
bracis-33623	141	33	the	the	DET
bracis-33623	141	34	one	one	NOUN
bracis-33623	141	35	that	that	PRON
bracis-33623	141	36	returns	return	VERB
bracis-33623	141	37	the	the	DET
bracis-33623	141	38	highest	high	ADJ
bracis-33623	141	39	sharpe	sharpe	NOUN
bracis-33623	141	40	ratio	ratio	NOUN
bracis-33623	141	41	)	)	PUNCT
bracis-33623	141	42	of	of	ADP
bracis-33623	141	43	weights	weight	NOUN
bracis-33623	141	44	is	be	AUX
bracis-33623	141	45	obtained	obtain	VERB
bracis-33623	141	46	(	(	PUNCT
bracis-33623	141	47	lines	line	NOUN
bracis-33623	141	48	8	8	NUM
bracis-33623	141	49	to	to	PART
bracis-33623	141	50	10	10	NUM
bracis-33623	141	51	)	)	PUNCT
bracis-33623	141	52	.	.	PUNCT
bracis-33623	142	1	in	in	ADP
bracis-33623	142	2	line	line	NOUN
bracis-33623	142	3	11	11	NUM
bracis-33623	142	4	,	,	PUNCT
bracis-33623	142	5	these	these	DET
bracis-33623	142	6	various	various	ADJ
bracis-33623	142	7	weights	weight	NOUN
bracis-33623	142	8	settings	setting	NOUN
bracis-33623	142	9	found	find	VERB
bracis-33623	142	10	are	be	AUX
bracis-33623	142	11	averaged	average	VERB
bracis-33623	142	12	to	to	PART
bracis-33623	142	13	obtain	obtain	VERB
bracis-33623	142	14	the	the	DET
bracis-33623	142	15	final	final	ADJ
bracis-33623	142	16	weights	weight	NOUN
bracis-33623	142	17	.	.	PUNCT
bracis-33623	143	1	finally	finally	ADV
bracis-33623	143	2	,	,	PUNCT
bracis-33623	143	3	the	the	DET
bracis-33623	143	4	performance	performance	NOUN
bracis-33623	143	5	of	of	ADP
bracis-33623	143	6	the	the	DET
bracis-33623	143	7	final	final	ADJ
bracis-33623	143	8	portfolio	portfolio	NOUN
bracis-33623	143	9	is	be	AUX
bracis-33623	143	10	calculated	calculate	VERB
bracis-33623	143	11	,	,	PUNCT
bracis-33623	143	12	which	which	PRON
bracis-33623	143	13	means	mean	VERB
bracis-33623	143	14	that	that	SCONJ
bracis-33623	143	15	the	the	DET
bracis-33623	143	16	return	return	NOUN
bracis-33623	143	17	obtained	obtain	VERB
bracis-33623	143	18	one	one	NUM
bracis-33623	143	19	year	year	NOUN
bracis-33623	143	20	after	after	SCONJ
bracis-33623	143	21	the	the	DET
bracis-33623	143	22	training	training	NOUN
bracis-33623	143	23	period	period	NOUN
bracis-33623	143	24	is	be	AUX
bracis-33623	143	25	calculated	calculate	VERB
bracis-33623	143	26	(	(	PUNCT
bracis-33623	143	27	line	line	NOUN
bracis-33623	143	28	12	12	NUM
bracis-33623	143	29	)	)	PUNCT
bracis-33623	143	30	.	.	PUNCT
bracis-33623	144	1	5	5	NUM
bracis-33623	144	2	results	result	VERB
bracis-33623	144	3	this	this	DET
bracis-33623	144	4	section	section	NOUN
bracis-33623	144	5	presents	present	VERB
bracis-33623	144	6	the	the	DET
bracis-33623	144	7	results	result	NOUN
bracis-33623	144	8	obtained	obtain	VERB
bracis-33623	144	9	using	use	VERB
bracis-33623	144	10	the	the	DET
bracis-33623	144	11	k	k	NOUN
bracis-33623	144	12	-	-	PUNCT
bracis-33623	144	13	means	mean	VERB
bracis-33623	144	14	dtw	dtw	PROPN
bracis-33623	144	15	model	model	NOUN
bracis-33623	144	16	and	and	CCONJ
bracis-33623	144	17	the	the	DET
bracis-33623	144	18	b3	b3	PROPN
bracis-33623	144	19	model	model	NOUN
bracis-33623	144	20	(	(	PUNCT
bracis-33623	144	21	model	model	NOUN
bracis-33623	144	22	that	that	PRON
bracis-33623	144	23	uses	use	VERB
bracis-33623	144	24	clustering	cluster	VERB
bracis-33623	144	25	by	by	ADP
bracis-33623	144	26	economic	economic	ADJ
bracis-33623	144	27	sectors	sector	NOUN
bracis-33623	144	28	)	)	PUNCT
bracis-33623	144	29	.	.	PUNCT
bracis-33623	145	1	for	for	ADP
bracis-33623	145	2	both	both	DET
bracis-33623	145	3	models	model	NOUN
bracis-33623	145	4	,	,	PUNCT
bracis-33623	145	5	a	a	DET
bracis-33623	145	6	training	training	NOUN
bracis-33623	145	7	period	period	NOUN
bracis-33623	145	8	of	of	ADP
bracis-33623	145	9	1	1	NUM
bracis-33623	145	10	 	 	SPACE
bracis-33623	145	11	year	year	NOUN
bracis-33623	145	12	was	be	AUX
bracis-33623	145	13	used	use	VERB
bracis-33623	145	14	,	,	PUNCT
bracis-33623	145	15	that	that	ADV
bracis-33623	145	16	is	is	ADV
bracis-33623	145	17	,	,	PUNCT
bracis-33623	145	18	to	to	PART
bracis-33623	145	19	generate	generate	VERB
bracis-33623	145	20	the	the	DET
bracis-33623	145	21	portfolio	portfolio	NOUN
bracis-33623	145	22	for	for	ADP
bracis-33623	145	23	year	year	NOUN
bracis-33623	145	24	n	n	CCONJ
bracis-33623	145	25	,	,	PUNCT
bracis-33623	145	26	year	year	NOUN
bracis-33623	145	27	\(n-1\	\(n-1\	NOUN
bracis-33623	145	28	)	)	PUNCT
bracis-33623	145	29	was	be	AUX
bracis-33623	145	30	used	use	VERB
bracis-33623	145	31	for	for	ADP
bracis-33623	145	32	training	training	NOUN
bracis-33623	145	33	.	.	PUNCT
bracis-33623	146	1	in	in	ADP
bracis-33623	146	2	the	the	DET
bracis-33623	146	3	experiments	experiment	NOUN
bracis-33623	146	4	,	,	PUNCT
bracis-33623	146	5	the	the	DET
bracis-33623	146	6	income	income	NOUN
bracis-33623	146	7	of	of	ADP
bracis-33623	146	8	the	the	DET
bracis-33623	146	9	portfolios	portfolio	NOUN
bracis-33623	146	10	generated	generate	VERB
bracis-33623	146	11	by	by	ADP
bracis-33623	146	12	the	the	DET
bracis-33623	146	13	two	two	NUM
bracis-33623	146	14	proposed	propose	VERB
bracis-33623	146	15	asset	asset	NOUN
bracis-33623	146	16	allocation	allocation	NOUN
bracis-33623	146	17	models	model	NOUN
bracis-33623	146	18	is	be	AUX
bracis-33623	146	19	compared	compare	VERB
bracis-33623	146	20	with	with	ADP
bracis-33623	146	21	(	(	PUNCT
bracis-33623	146	22	i	i	NOUN
bracis-33623	146	23	)	)	PUNCT
bracis-33623	146	24	the	the	DET
bracis-33623	146	25	annual	annual	ADJ
bracis-33623	146	26	income	income	NOUN
bracis-33623	146	27	of	of	ADP
bracis-33623	146	28	the	the	DET
bracis-33623	146	29	bovespa	bovespa	PROPN
bracis-33623	146	30	index	index	NOUN
bracis-33623	146	31	,	,	PUNCT
bracis-33623	146	32	both	both	PRON
bracis-33623	146	33	annual	annual	ADJ
bracis-33623	146	34	and	and	CCONJ
bracis-33623	146	35	accumulated	accumulate	VERB
bracis-33623	146	36	(	(	PUNCT
bracis-33623	146	37	sect	sect	NOUN
bracis-33623	146	38	.	.	PUNCT
bracis-33623	146	39	 	 	SPACE
bracis-33623	146	40	5.2	5.2	NUM
bracis-33623	146	41	)	)	PUNCT
bracis-33623	146	42	;	;	PUNCT
bracis-33623	146	43	and	and	CCONJ
bracis-33623	146	44	(	(	PUNCT
bracis-33623	146	45	ii	ii	NOUN
bracis-33623	146	46	)	)	PUNCT
bracis-33623	146	47	the	the	DET
bracis-33623	146	48	accumulated	accumulate	VERB
bracis-33623	146	49	income	income	NOUN
bracis-33623	146	50	of	of	ADP
bracis-33623	146	51	the	the	DET
bracis-33623	146	52	20	20	NUM
bracis-33623	146	53	best	good	ADJ
bracis-33623	146	54	investment	investment	NOUN
bracis-33623	146	55	funds	fund	NOUN
bracis-33623	146	56	in	in	ADP
bracis-33623	146	57	multimarket	multimarket	NOUN
bracis-33623	146	58	assets	asset	NOUN
bracis-33623	146	59	of	of	ADP
bracis-33623	146	60	b3	b3	NOUN
bracis-33623	146	61	companies	company	NOUN
bracis-33623	146	62	,	,	PUNCT
bracis-33623	146	63	to	to	PART
bracis-33623	146	64	analyze	analyze	VERB
bracis-33623	146	65	whether	whether	SCONJ
bracis-33623	146	66	the	the	DET
bracis-33623	146	67	portfolio	portfolio	NOUN
bracis-33623	146	68	generated	generate	VERB
bracis-33623	146	69	by	by	ADP
bracis-33623	146	70	the	the	DET
bracis-33623	146	71	algorithm	algorithm	NOUN
bracis-33623	146	72	is	be	AUX
bracis-33623	146	73	competitive	competitive	ADJ
bracis-33623	146	74	with	with	ADP
bracis-33623	146	75	other	other	ADJ
bracis-33623	146	76	portfolios	portfolio	NOUN
bracis-33623	146	77	(	(	PUNCT
bracis-33623	146	78	funds	fund	NOUN
bracis-33623	146	79	)	)	PUNCT
bracis-33623	146	80	on	on	ADP
bracis-33623	146	81	the	the	DET
bracis-33623	146	82	market	market	NOUN
bracis-33623	146	83	(	(	PUNCT
bracis-33623	146	84	sect	sect	NOUN
bracis-33623	146	85	.	.	PUNCT
bracis-33623	146	86	 	 	SPACE
bracis-33623	146	87	5.3	5.3	NUM
bracis-33623	146	88	)	)	PUNCT
bracis-33623	146	89	.	.	PUNCT
bracis-33623	147	1	before	before	ADP
bracis-33623	147	2	discussing	discuss	VERB
bracis-33623	147	3	the	the	DET
bracis-33623	147	4	results	result	NOUN
bracis-33623	147	5	achieved	achieve	VERB
bracis-33623	147	6	(	(	PUNCT
bracis-33623	147	7	portfolios	portfolio	NOUN
bracis-33623	147	8	generated	generate	VERB
bracis-33623	147	9	and	and	CCONJ
bracis-33623	147	10	their	their	PRON
bracis-33623	147	11	incomes	income	NOUN
bracis-33623	147	12	)	)	PUNCT
bracis-33623	147	13	,	,	PUNCT
bracis-33623	147	14	the	the	DET
bracis-33623	147	15	results	result	NOUN
bracis-33623	147	16	of	of	ADP
bracis-33623	147	17	k	k	NOUN
bracis-33623	147	18	-	-	PUNCT
bracis-33623	147	19	means	mean	VERB
bracis-33623	147	20	dtw	dtw	PROPN
bracis-33623	147	21	clustering	clustering	NOUN
bracis-33623	147	22	technique	technique	NOUN
bracis-33623	147	23	are	be	AUX
bracis-33623	147	24	initially	initially	ADV
bracis-33623	147	25	presented	present	VERB
bracis-33623	147	26	.	.	PUNCT
bracis-33623	148	1	algorithm	algorithm	NOUN
bracis-33623	148	2	1	1	NUM
bracis-33623	148	3	assetallocation	assetallocation	NOUN
bracis-33623	148	4	function	function	NOUN
bracis-33623	148	5	full	full	ADJ
bracis-33623	148	6	size	size	NOUN
bracis-33623	148	7	image	image	NOUN
bracis-33623	148	8	5.1	5.1	NUM
bracis-33623	148	9	k	k	NOUN
bracis-33623	148	10	-	-	PUNCT
bracis-33623	148	11	means	mean	VERB
bracis-33623	148	12	dtw	dtw	PROPN
bracis-33623	148	13	clustering	clustering	NOUN
bracis-33623	148	14	to	to	PART
bracis-33623	148	15	perform	perform	VERB
bracis-33623	148	16	the	the	DET
bracis-33623	148	17	clustering	clustering	NOUN
bracis-33623	148	18	,	,	PUNCT
bracis-33623	148	19	the	the	DET
bracis-33623	148	20	tslearn	tslearn	PROPN
bracis-33623	148	21	library	library	NOUN
bracis-33623	148	22	was	be	AUX
bracis-33623	148	23	used	use	VERB
bracis-33623	148	24	,	,	PUNCT
bracis-33623	148	25	being	be	AUX
bracis-33623	148	26	a	a	DET
bracis-33623	148	27	python	python	NOUN
bracis-33623	148	28	package	package	NOUN
bracis-33623	148	29	that	that	PRON
bracis-33623	148	30	provides	provide	VERB
bracis-33623	148	31	machine	machine	NOUN
bracis-33623	148	32	learning	learning	NOUN
bracis-33623	148	33	tools	tool	NOUN
bracis-33623	148	34	for	for	ADP
bracis-33623	148	35	time	time	NOUN
bracis-33623	148	36	series	series	PROPN
bracis-33623	148	37	analysis	analysis	NOUN
bracis-33623	148	38	.	.	PUNCT
bracis-33623	149	1	from	from	ADP
bracis-33623	149	2	the	the	DET
bracis-33623	149	3	tslearn	tslearn	PROPN
bracis-33623	149	4	library	library	NOUN
bracis-33623	149	5	,	,	PUNCT
bracis-33623	149	6	the	the	DET
bracis-33623	149	7	(	(	PUNCT
bracis-33623	149	8	untrained	untrained	ADJ
bracis-33623	149	9	)	)	PUNCT
bracis-33623	149	10	model	model	NOUN
bracis-33623	149	11	clustering.timeserieskmeans	clustering.timeserieskmeans	PROPN
bracis-33623	149	12	was	be	AUX
bracis-33623	149	13	imported	import	VERB
bracis-33623	149	14	,	,	PUNCT
bracis-33623	149	15	which	which	PRON
bracis-33623	149	16	is	be	AUX
bracis-33623	149	17	the	the	DET
bracis-33623	149	18	model	model	NOUN
bracis-33623	149	19	that	that	PRON
bracis-33623	149	20	receives	receive	VERB
bracis-33623	149	21	4	4	NUM
bracis-33623	149	22	inputs	input	NOUN
bracis-33623	149	23	:	:	PUNCT
bracis-33623	149	24	(	(	PUNCT
bracis-33623	149	25	i	i	NOUN
bracis-33623	149	26	)	)	PUNCT
bracis-33623	150	1	k	k	NOUN
bracis-33623	150	2	which	which	PRON
bracis-33623	150	3	is	be	AUX
bracis-33623	150	4	the	the	DET
bracis-33623	150	5	number	number	NOUN
bracis-33623	150	6	of	of	ADP
bracis-33623	150	7	centroids	centroid	NOUN
bracis-33623	150	8	,	,	PUNCT
bracis-33623	150	9	(	(	PUNCT
bracis-33623	150	10	ii	ii	NOUN
bracis-33623	150	11	)	)	PUNCT
bracis-33623	150	12	n	n	CCONJ
bracis-33623	150	13	which	which	PRON
bracis-33623	150	14	is	be	AUX
bracis-33623	150	15	the	the	DET
bracis-33623	150	16	number	number	NOUN
bracis-33623	150	17	of	of	ADP
bracis-33623	150	18	times	time	NOUN
bracis-33623	150	19	that	that	SCONJ
bracis-33623	150	20	k	k	ADJ
bracis-33623	150	21	-	-	PUNCT
bracis-33623	150	22	means	means	NOUN
bracis-33623	150	23	algorithm	algorithm	NOUN
bracis-33623	150	24	will	will	AUX
bracis-33623	150	25	be	be	AUX
bracis-33623	150	26	executed	execute	VERB
bracis-33623	150	27	with	with	ADP
bracis-33623	150	28	different	different	ADJ
bracis-33623	150	29	centroid	centroid	NOUN
bracis-33623	150	30	seeds	seed	NOUN
bracis-33623	150	31	(	(	PUNCT
bracis-33623	150	32	the	the	DET
bracis-33623	150	33	final	final	ADJ
bracis-33623	150	34	results	result	NOUN
bracis-33623	150	35	will	will	AUX
bracis-33623	150	36	be	be	AUX
bracis-33623	150	37	the	the	DET
bracis-33623	150	38	best	good	ADJ
bracis-33623	150	39	result	result	NOUN
bracis-33623	150	40	of	of	ADP
bracis-33623	150	41	n	n	DET
bracis-33623	150	42	executions	execution	NOUN
bracis-33623	150	43	)	)	PUNCT
bracis-33623	150	44	,	,	PUNCT
bracis-33623	150	45	n	n	NOUN
bracis-33623	150	46	=	=	SYM
bracis-33623	150	47	2	2	NUM
bracis-33623	150	48	was	be	AUX
bracis-33623	150	49	used	use	VERB
bracis-33623	150	50	in	in	ADP
bracis-33623	150	51	the	the	DET
bracis-33623	150	52	experiments	experiment	NOUN
bracis-33623	150	53	,	,	PUNCT
bracis-33623	150	54	(	(	PUNCT
bracis-33623	150	55	iii	iii	X
bracis-33623	150	56	)	)	PUNCT
bracis-33623	150	57	the	the	DET
bracis-33623	150	58	metric	metric	NOUN
bracis-33623	150	59	that	that	PRON
bracis-33623	150	60	will	will	AUX
bracis-33623	150	61	be	be	AUX
bracis-33623	150	62	used	use	VERB
bracis-33623	150	63	to	to	PART
bracis-33623	150	64	calculate	calculate	VERB
bracis-33623	150	65	the	the	DET
bracis-33623	150	66	distance	distance	NOUN
bracis-33623	150	67	between	between	ADP
bracis-33623	150	68	two	two	NUM
bracis-33623	150	69	time	time	NOUN
bracis-33623	150	70	series	series	NOUN
bracis-33623	150	71	,	,	PUNCT
bracis-33623	150	72	dtw	dtw	PROPN
bracis-33623	150	73	was	be	AUX
bracis-33623	150	74	used	use	VERB
bracis-33623	150	75	in	in	ADP
bracis-33623	150	76	the	the	DET
bracis-33623	150	77	experiments	experiment	NOUN
bracis-33623	150	78	,	,	PUNCT
bracis-33623	150	79	(	(	PUNCT
bracis-33623	150	80	iv	iv	X
bracis-33623	150	81	)	)	PUNCT
bracis-33623	150	82	the	the	DET
bracis-33623	150	83	number	number	NOUN
bracis-33623	150	84	of	of	ADP
bracis-33623	150	85	iterations	iteration	NOUN
bracis-33623	150	86	for	for	ADP
bracis-33623	150	87	the	the	DET
bracis-33623	150	88	process	process	NOUN
bracis-33623	150	89	of	of	ADP
bracis-33623	150	90	calculating	calculate	VERB
bracis-33623	150	91	the	the	DET
bracis-33623	150	92	barycenter	barycenter	NOUN
bracis-33623	150	93	of	of	ADP
bracis-33623	150	94	each	each	PRON
bracis-33623	150	95	of	of	ADP
bracis-33623	150	96	the	the	DET
bracis-33623	150	97	k	k	PROPN
bracis-33623	150	98	clusters	cluster	NOUN
bracis-33623	150	99	,	,	PUNCT
bracis-33623	150	100	10	10	NUM
bracis-33623	150	101	iterations	iteration	NOUN
bracis-33623	150	102	were	be	AUX
bracis-33623	150	103	used	use	VERB
bracis-33623	150	104	in	in	ADP
bracis-33623	150	105	the	the	DET
bracis-33623	150	106	experiments	experiment	NOUN
bracis-33623	150	107	,	,	PUNCT
bracis-33623	150	108	and	and	CCONJ
bracis-33623	150	109	(	(	PUNCT
bracis-33623	150	110	v	v	NOUN
bracis-33623	150	111	)	)	PUNCT
bracis-33623	150	112	the	the	DET
bracis-33623	150	113	random	random	ADJ
bracis-33623	150	114	state	state	NOUN
bracis-33623	150	115	field	field	NOUN
bracis-33623	150	116	,	,	PUNCT
bracis-33623	150	117	which	which	PRON
bracis-33623	150	118	is	be	AUX
bracis-33623	150	119	the	the	DET
bracis-33623	150	120	generator	generator	NOUN
bracis-33623	150	121	used	use	VERB
bracis-33623	150	122	to	to	PART
bracis-33623	150	123	start	start	VERB
bracis-33623	150	124	the	the	DET
bracis-33623	150	125	first	first	ADJ
bracis-33623	150	126	centroids	centroid	NOUN
bracis-33623	150	127	.	.	PUNCT
bracis-33623	151	1	in	in	ADP
bracis-33623	151	2	the	the	DET
bracis-33623	151	3	experiments	experiment	NOUN
bracis-33623	151	4	,	,	PUNCT
bracis-33623	151	5	to	to	PART
bracis-33623	151	6	compare	compare	VERB
bracis-33623	151	7	the	the	DET
bracis-33623	151	8	different	different	ADJ
bracis-33623	151	9	time	time	NOUN
bracis-33623	151	10	series	series	NOUN
bracis-33623	151	11	,	,	PUNCT
bracis-33623	151	12	they	they	PRON
bracis-33623	151	13	were	be	AUX
bracis-33623	151	14	standardized	standardize	VERB
bracis-33623	151	15	so	so	SCONJ
bracis-33623	151	16	that	that	SCONJ
bracis-33623	151	17	they	they	PRON
bracis-33623	151	18	were	be	AUX
bracis-33623	151	19	all	all	ADV
bracis-33623	151	20	on	on	ADP
bracis-33623	151	21	the	the	DET
bracis-33623	151	22	same	same	ADJ
bracis-33623	151	23	amplitude	amplitude	NOUN
bracis-33623	151	24	scale	scale	NOUN
bracis-33623	151	25	.	.	PUNCT
bracis-33623	152	1	to	to	PART
bracis-33623	152	2	find	find	VERB
bracis-33623	152	3	the	the	DET
bracis-33623	152	4	best	good	ADJ
bracis-33623	152	5	value	value	NOUN
bracis-33623	152	6	of	of	ADP
bracis-33623	152	7	k	k	PROPN
bracis-33623	152	8	(	(	PUNCT
bracis-33623	152	9	number	number	NOUN
bracis-33623	152	10	of	of	ADP
bracis-33623	152	11	clusters	cluster	NOUN
bracis-33623	152	12	/	/	SYM
bracis-33623	152	13	centroids	centroid	NOUN
bracis-33623	152	14	)	)	PUNCT
bracis-33623	152	15	,	,	PUNCT
bracis-33623	152	16	the	the	DET
bracis-33623	152	17	elbow	elbow	NOUN
bracis-33623	152	18	method	method	NOUN
bracis-33623	152	19	was	be	AUX
bracis-33623	152	20	used	use	VERB
bracis-33623	152	21	.	.	PUNCT
bracis-33623	153	1	the	the	DET
bracis-33623	153	2	elbow	elbow	NOUN
bracis-33623	153	3	method	method	NOUN
bracis-33623	153	4	is	be	AUX
bracis-33623	153	5	based	base	VERB
bracis-33623	153	6	on	on	ADP
bracis-33623	153	7	the	the	DET
bracis-33623	153	8	idea	idea	NOUN
bracis-33623	153	9	that	that	SCONJ
bracis-33623	153	10	as	as	SCONJ
bracis-33623	153	11	you	you	PRON
bracis-33623	153	12	increase	increase	VERB
bracis-33623	153	13	the	the	DET
bracis-33623	153	14	number	number	NOUN
bracis-33623	153	15	of	of	ADP
bracis-33623	153	16	clusters	cluster	NOUN
bracis-33623	153	17	,	,	PUNCT
bracis-33623	153	18	the	the	DET
bracis-33623	153	19	variation	variation	NOUN
bracis-33623	153	20	within	within	ADP
bracis-33623	153	21	each	each	DET
bracis-33623	153	22	cluster	cluster	NOUN
bracis-33623	153	23	decreases	decrease	VERB
bracis-33623	153	24	,	,	PUNCT
bracis-33623	153	25	but	but	CCONJ
bracis-33623	153	26	at	at	ADP
bracis-33623	153	27	some	some	DET
bracis-33623	153	28	point	point	NOUN
bracis-33623	153	29	the	the	DET
bracis-33623	153	30	improvement	improvement	NOUN
bracis-33623	153	31	becomes	become	VERB
bracis-33623	153	32	insignificant	insignificant	ADJ
bracis-33623	153	33	.	.	PUNCT
bracis-33623	154	1	this	this	DET
bracis-33623	154	2	point	point	NOUN
bracis-33623	154	3	,	,	PUNCT
bracis-33623	154	4	on	on	ADP
bracis-33623	154	5	a	a	DET
bracis-33623	154	6	graph	graph	NOUN
bracis-33623	154	7	,	,	PUNCT
bracis-33623	154	8	is	be	AUX
bracis-33623	154	9	what	what	PRON
bracis-33623	154	10	is	be	AUX
bracis-33623	154	11	called	call	VERB
bracis-33623	154	12	an	an	DET
bracis-33623	154	13	elbow	elbow	NOUN
bracis-33623	154	14	and	and	CCONJ
bracis-33623	154	15	indicates	indicate	VERB
bracis-33623	154	16	the	the	DET
bracis-33623	154	17	ideal	ideal	ADJ
bracis-33623	154	18	number	number	NOUN
bracis-33623	154	19	of	of	ADP
bracis-33623	154	20	clusters	cluster	NOUN
bracis-33623	154	21	for	for	ADP
bracis-33623	154	22	your	your	PRON
bracis-33623	154	23	data	datum	NOUN
bracis-33623	154	24	.	.	PUNCT
bracis-33623	155	1	the	the	DET
bracis-33623	155	2	sum	sum	NOUN
bracis-33623	155	3	of	of	ADP
bracis-33623	155	4	squared	squared	ADJ
bracis-33623	155	5	distances	distance	NOUN
bracis-33623	155	6	(	(	PUNCT
bracis-33623	155	7	ssd	ssd	NOUN
bracis-33623	155	8	)	)	PUNCT
bracis-33623	155	9	was	be	AUX
bracis-33623	155	10	used	use	VERB
bracis-33623	155	11	as	as	ADP
bracis-33623	155	12	the	the	DET
bracis-33623	155	13	criterion	criterion	NOUN
bracis-33623	155	14	for	for	ADP
bracis-33623	155	15	evaluating	evaluate	VERB
bracis-33623	155	16	variation	variation	NOUN
bracis-33623	155	17	within	within	ADP
bracis-33623	155	18	each	each	DET
bracis-33623	155	19	cluster	cluster	NOUN
bracis-33623	155	20	.	.	PUNCT
bracis-33623	156	1	each	each	PRON
bracis-33623	156	2	of	of	ADP
bracis-33623	156	3	the	the	DET
bracis-33623	156	4	seven	seven	NUM
bracis-33623	156	5	portfolios	portfolio	NOUN
bracis-33623	156	6	(	(	PUNCT
bracis-33623	156	7	one	one	NUM
bracis-33623	156	8	portfolio	portfolio	NOUN
bracis-33623	156	9	per	per	ADP
bracis-33623	156	10	year	year	NOUN
bracis-33623	156	11	)	)	PUNCT
bracis-33623	156	12	used	use	VERB
bracis-33623	156	13	4	4	NUM
bracis-33623	156	14	years	year	NOUN
bracis-33623	156	15	in	in	ADP
bracis-33623	156	16	the	the	DET
bracis-33623	156	17	past	past	NOUN
bracis-33623	156	18	to	to	PART
bracis-33623	156	19	create	create	VERB
bracis-33623	156	20	their	their	PRON
bracis-33623	156	21	clusters	cluster	NOUN
bracis-33623	156	22	.	.	PUNCT
bracis-33623	157	1	for	for	ADP
bracis-33623	157	2	example	example	NOUN
bracis-33623	157	3	,	,	PUNCT
bracis-33623	157	4	a	a	DET
bracis-33623	157	5	2019	2019	NUM
bracis-33623	157	6	portfolio	portfolio	NOUN
bracis-33623	157	7	used	use	VERB
bracis-33623	157	8	time	time	NOUN
bracis-33623	157	9	series	series	PROPN
bracis-33623	157	10	data	data	PROPN
bracis-33623	157	11	from	from	ADP
bracis-33623	157	12	jan/2015	jan/2015	PROPN
bracis-33623	157	13	to	to	ADP
bracis-33623	157	14	dec/2018	dec/2018	NOUN
bracis-33623	157	15	.	.	PUNCT
bracis-33623	158	1	the	the	DET
bracis-33623	158	2	4	4	NUM
bracis-33623	158	3	-	-	PUNCT
bracis-33623	158	4	year	year	NOUN
bracis-33623	158	5	interval	interval	NOUN
bracis-33623	158	6	was	be	AUX
bracis-33623	158	7	reached	reach	VERB
bracis-33623	158	8	after	after	ADP
bracis-33623	158	9	realizing	realize	VERB
bracis-33623	158	10	that	that	SCONJ
bracis-33623	158	11	portfolios	portfolio	NOUN
bracis-33623	158	12	that	that	PRON
bracis-33623	158	13	used	use	VERB
bracis-33623	158	14	clusters	cluster	NOUN
bracis-33623	158	15	generated	generate	VERB
bracis-33623	158	16	by	by	ADP
bracis-33623	158	17	shorter	short	ADJ
bracis-33623	158	18	intervals	interval	NOUN
bracis-33623	158	19	ended	end	VERB
bracis-33623	158	20	up	up	ADP
bracis-33623	158	21	generating	generate	VERB
bracis-33623	158	22	very	very	ADV
bracis-33623	158	23	unbalanced	unbalanced	ADJ
bracis-33623	158	24	clusters	cluster	NOUN
bracis-33623	158	25	(	(	PUNCT
bracis-33623	158	26	many	many	ADJ
bracis-33623	158	27	companies	company	NOUN
bracis-33623	158	28	concentrated	concentrate	VERB
bracis-33623	158	29	in	in	ADP
bracis-33623	158	30	a	a	DET
bracis-33623	158	31	few	few	ADJ
bracis-33623	158	32	clusters	cluster	NOUN
bracis-33623	158	33	and	and	CCONJ
bracis-33623	158	34	many	many	ADJ
bracis-33623	158	35	clusters	cluster	NOUN
bracis-33623	158	36	with	with	ADP
bracis-33623	158	37	few	few	ADJ
bracis-33623	158	38	companies	company	NOUN
bracis-33623	158	39	)	)	PUNCT
bracis-33623	158	40	.	.	PUNCT
bracis-33623	159	1	very	very	ADV
bracis-33623	159	2	unbalanced	unbalanced	ADJ
bracis-33623	159	3	clusters	cluster	NOUN
bracis-33623	159	4	ended	end	VERB
bracis-33623	159	5	up	up	ADP
bracis-33623	159	6	generating	generate	VERB
bracis-33623	159	7	portfolios	portfolio	NOUN
bracis-33623	159	8	with	with	ADP
bracis-33623	159	9	five	five	NUM
bracis-33623	159	10	or	or	CCONJ
bracis-33623	159	11	fewer	few	ADJ
bracis-33623	159	12	assets	asset	NOUN
bracis-33623	159	13	,	,	PUNCT
bracis-33623	159	14	which	which	PRON
bracis-33623	159	15	goes	go	VERB
bracis-33623	159	16	against	against	ADP
bracis-33623	159	17	the	the	DET
bracis-33623	159	18	selection	selection	NOUN
bracis-33623	159	19	mechanism	mechanism	NOUN
bracis-33623	159	20	described	describe	VERB
bracis-33623	159	21	in	in	ADP
bracis-33623	159	22	sect	sect	NOUN
bracis-33623	159	23	.	.	PUNCT
bracis-33623	159	24	 	 	SPACE
bracis-33623	160	1	4	4	X
bracis-33623	160	2	.	.	PUNCT
bracis-33623	160	3	using	use	VERB
bracis-33623	160	4	4	4	NUM
bracis-33623	160	5	years	year	NOUN
bracis-33623	160	6	had	have	VERB
bracis-33623	160	7	consequences	consequence	NOUN
bracis-33623	160	8	on	on	ADP
bracis-33623	160	9	the	the	DET
bracis-33623	160	10	number	number	NOUN
bracis-33623	160	11	of	of	ADP
bracis-33623	160	12	companies	company	NOUN
bracis-33623	160	13	analyzed	analyze	VERB
bracis-33623	160	14	in	in	ADP
bracis-33623	160	15	each	each	DET
bracis-33623	160	16	year	year	NOUN
bracis-33623	160	17	,	,	PUNCT
bracis-33623	160	18	as	as	ADP
bracis-33623	160	19	the	the	DET
bracis-33623	160	20	k	k	NOUN
bracis-33623	160	21	-	-	PUNCT
bracis-33623	160	22	means	mean	VERB
bracis-33623	160	23	dtw	dtw	PROPN
bracis-33623	160	24	time	time	PROPN
bracis-33623	160	25	series	series	PROPN
bracis-33623	160	26	clustering	cluster	VERB
bracis-33623	160	27	algorithm	algorithm	NOUN
bracis-33623	160	28	,	,	PUNCT
bracis-33623	160	29	for	for	ADP
bracis-33623	160	30	its	its	PRON
bracis-33623	160	31	proper	proper	ADJ
bracis-33623	160	32	functioning	functioning	NOUN
bracis-33623	160	33	,	,	PUNCT
bracis-33623	160	34	requires	require	VERB
bracis-33623	160	35	that	that	SCONJ
bracis-33623	160	36	all	all	DET
bracis-33623	160	37	companies	company	NOUN
bracis-33623	160	38	exist	exist	VERB
bracis-33623	160	39	in	in	ADP
bracis-33623	160	40	those	those	DET
bracis-33623	160	41	4	4	NUM
bracis-33623	160	42	years	year	NOUN
bracis-33623	160	43	(	(	PUNCT
bracis-33623	160	44	i.e.	i.e.	X
bracis-33623	160	45	,	,	PUNCT
bracis-33623	160	46	the	the	DET
bracis-33623	160	47	time	time	NOUN
bracis-33623	160	48	series	series	PROPN
bracis-33623	160	49	must	must	AUX
bracis-33623	160	50	exist	exist	VERB
bracis-33623	160	51	entirely	entirely	ADV
bracis-33623	160	52	in	in	ADP
bracis-33623	160	53	this	this	DET
bracis-33623	160	54	interval	interval	NOUN
bracis-33623	160	55	)	)	PUNCT
bracis-33623	160	56	.	.	PUNCT
bracis-33623	161	1	for	for	ADP
bracis-33623	161	2	example	example	NOUN
bracis-33623	161	3	,	,	PUNCT
bracis-33623	161	4	to	to	PART
bracis-33623	161	5	generate	generate	VERB
bracis-33623	161	6	the	the	DET
bracis-33623	161	7	2019	2019	NUM
bracis-33623	161	8	cluster	cluster	NOUN
bracis-33623	161	9	,	,	PUNCT
bracis-33623	161	10	only	only	ADV
bracis-33623	161	11	companies	company	NOUN
bracis-33623	161	12	that	that	PRON
bracis-33623	161	13	have	have	AUX
bracis-33623	161	14	been	be	AUX
bracis-33623	161	15	on	on	ADP
bracis-33623	161	16	the	the	DET
bracis-33623	161	17	stock	stock	NOUN
bracis-33623	161	18	exchange	exchange	NOUN
bracis-33623	161	19	at	at	ADP
bracis-33623	161	20	least	least	ADJ
bracis-33623	161	21	since	since	SCONJ
bracis-33623	161	22	01/01/2015	01/01/2015	NUM
bracis-33623	161	23	were	be	AUX
bracis-33623	161	24	used	use	VERB
bracis-33623	161	25	.	.	PUNCT
bracis-33623	162	1	companies	company	NOUN
bracis-33623	162	2	that	that	PRON
bracis-33623	162	3	entered	enter	VERB
bracis-33623	162	4	the	the	DET
bracis-33623	162	5	stock	stock	NOUN
bracis-33623	162	6	market	market	NOUN
bracis-33623	162	7	after	after	SCONJ
bracis-33623	162	8	that	that	DET
bracis-33623	162	9	date	date	NOUN
bracis-33623	162	10	were	be	AUX
bracis-33623	162	11	ignored	ignore	VERB
bracis-33623	162	12	to	to	PART
bracis-33623	162	13	generate	generate	VERB
bracis-33623	162	14	the	the	DET
bracis-33623	162	15	2019	2019	NUM
bracis-33623	162	16	clusters	cluster	NOUN
bracis-33623	162	17	.	.	PUNCT
bracis-33623	163	1	in	in	ADP
bracis-33623	163	2	table	table	NOUN
bracis-33623	163	3	 	 	SPACE
bracis-33623	163	4	1	1	NUM
bracis-33623	163	5	,	,	PUNCT
bracis-33623	163	6	there	there	PRON
bracis-33623	163	7	are	be	VERB
bracis-33623	163	8	the	the	DET
bracis-33623	163	9	numbers	number	NOUN
bracis-33623	163	10	of	of	ADP
bracis-33623	163	11	clusters	cluster	NOUN
bracis-33623	163	12	per	per	ADP
bracis-33623	163	13	year	year	NOUN
bracis-33623	163	14	obtained	obtain	VERB
bracis-33623	163	15	by	by	ADP
bracis-33623	163	16	the	the	DET
bracis-33623	163	17	k	k	NOUN
bracis-33623	163	18	-	-	PUNCT
bracis-33623	163	19	means	mean	VERB
bracis-33623	163	20	dtw	dtw	PROPN
bracis-33623	163	21	algorithm	algorithm	NOUN
bracis-33623	163	22	,	,	PUNCT
bracis-33623	163	23	that	that	ADV
bracis-33623	163	24	is	is	ADV
bracis-33623	163	25	,	,	PUNCT
bracis-33623	163	26	the	the	DET
bracis-33623	163	27	optimal	optimal	ADJ
bracis-33623	163	28	value	value	NOUN
bracis-33623	163	29	for	for	ADP
bracis-33623	163	30	k	k	PROPN
bracis-33623	163	31	found	find	VERB
bracis-33623	163	32	using	use	VERB
bracis-33623	163	33	the	the	DET
bracis-33623	163	34	elbow	elbow	NOUN
bracis-33623	163	35	method	method	NOUN
bracis-33623	163	36	and	and	CCONJ
bracis-33623	163	37	the	the	DET
bracis-33623	163	38	number	number	NOUN
bracis-33623	163	39	of	of	ADP
bracis-33623	163	40	companies	company	NOUN
bracis-33623	163	41	distributed	distribute	VERB
bracis-33623	163	42	in	in	ADP
bracis-33623	163	43	the	the	DET
bracis-33623	163	44	k	k	PROPN
bracis-33623	163	45	clusters	cluster	NOUN
bracis-33623	163	46	per	per	ADP
bracis-33623	163	47	year	year	NOUN
bracis-33623	163	48	.	.	PUNCT
bracis-33623	164	1	table	table	NOUN
bracis-33623	164	2	1	1	NUM
bracis-33623	164	3	.	.	X
bracis-33623	164	4	number	number	NOUN
bracis-33623	164	5	of	of	ADP
bracis-33623	164	6	clusters	cluster	NOUN
bracis-33623	164	7	and	and	CCONJ
bracis-33623	164	8	number	number	NOUN
bracis-33623	164	9	of	of	ADP
bracis-33623	164	10	companies	company	NOUN
bracis-33623	164	11	distributed	distribute	VERB
bracis-33623	164	12	in	in	ADP
bracis-33623	164	13	the	the	DET
bracis-33623	164	14	k	k	PROPN
bracis-33623	164	15	cluster	cluster	NOUN
bracis-33623	164	16	per	per	ADP
bracis-33623	164	17	year	year	NOUN
bracis-33623	164	18	obtained	obtain	VERB
bracis-33623	164	19	by	by	ADP
bracis-33623	164	20	the	the	DET
bracis-33623	164	21	k	k	NOUN
bracis-33623	164	22	-	-	PUNCT
bracis-33623	164	23	means	mean	VERB
bracis-33623	164	24	dtw	dtw	PROPN
bracis-33623	164	25	algorithmfull	algorithmfull	ADJ
bracis-33623	164	26	size	size	NOUN
bracis-33623	164	27	table	table	NOUN
bracis-33623	164	28	5.2	5.2	NUM
bracis-33623	164	29	results	result	NOUN
bracis-33623	164	30	of	of	ADP
bracis-33623	164	31	 	 	SPACE
bracis-33623	164	32	b3	b3	PROPN
bracis-33623	164	33	and	and	CCONJ
bracis-33623	164	34	 	 	SPACE
bracis-33623	164	35	k	k	NOUN
bracis-33623	164	36	-	-	PUNCT
bracis-33623	164	37	means	mean	VERB
bracis-33623	164	38	dtw	dtw	PROPN
bracis-33623	164	39	models	model	NOUN
bracis-33623	164	40	table	table	VERB
bracis-33623	164	41	 	 	SPACE
bracis-33623	164	42	2	2	NUM
bracis-33623	164	43	shows	show	VERB
bracis-33623	164	44	the	the	DET
bracis-33623	164	45	monthly	monthly	ADJ
bracis-33623	164	46	incomes	income	NOUN
bracis-33623	164	47	of	of	ADP
bracis-33623	164	48	the	the	DET
bracis-33623	164	49	b3	b3	PROPN
bracis-33623	164	50	,	,	PUNCT
bracis-33623	164	51	k	k	NOUN
bracis-33623	164	52	-	-	PUNCT
bracis-33623	164	53	means	mean	VERB
bracis-33623	164	54	dtw	dtw	PROPN
bracis-33623	164	55	and	and	CCONJ
bracis-33623	164	56	bovespa	bovespa	PROPN
bracis-33623	164	57	index	index	NOUN
bracis-33623	164	58	models	model	NOUN
bracis-33623	164	59	,	,	PUNCT
bracis-33623	164	60	along	along	ADP
bracis-33623	164	61	with	with	ADP
bracis-33623	164	62	the	the	DET
bracis-33623	164	63	annual	annual	ADJ
bracis-33623	164	64	and	and	CCONJ
bracis-33623	164	65	historical	historical	ADJ
bracis-33623	164	66	accumulated	accumulate	VERB
bracis-33623	164	67	incomes	income	NOUN
bracis-33623	164	68	.	.	PUNCT
bracis-33623	165	1	we	we	PRON
bracis-33623	165	2	can	can	AUX
bracis-33623	165	3	see	see	VERB
bracis-33623	165	4	that	that	SCONJ
bracis-33623	165	5	both	both	CCONJ
bracis-33623	165	6	the	the	DET
bracis-33623	165	7	b3	b3	PROPN
bracis-33623	165	8	and	and	CCONJ
bracis-33623	165	9	k	k	NOUN
bracis-33623	165	10	-	-	PUNCT
bracis-33623	165	11	means	mean	VERB
bracis-33623	165	12	dtw	dtw	PROPN
bracis-33623	165	13	models	model	NOUN
bracis-33623	165	14	had	have	VERB
bracis-33623	165	15	a	a	DET
bracis-33623	165	16	much	much	ADV
bracis-33623	165	17	higher	high	ADJ
bracis-33623	165	18	accumulated	accumulate	VERB
bracis-33623	165	19	income	income	NOUN
bracis-33623	165	20	(	(	PUNCT
bracis-33623	165	21	in	in	ADP
bracis-33623	165	22	the	the	DET
bracis-33623	165	23	long	long	ADJ
bracis-33623	165	24	term	term	NOUN
bracis-33623	165	25	)	)	PUNCT
bracis-33623	165	26	than	than	ADP
bracis-33623	165	27	bovespa	bovespa	PROPN
bracis-33623	165	28	.	.	PUNCT
bracis-33623	166	1	the	the	DET
bracis-33623	166	2	accumulated	accumulate	VERB
bracis-33623	166	3	incomes	income	NOUN
bracis-33623	166	4	are	be	AUX
bracis-33623	166	5	310,86	310,86	NUM
bracis-33623	166	6	%	%	NOUN
bracis-33623	166	7	,	,	PUNCT
bracis-33623	166	8	453,65	453,65	NUM
bracis-33623	166	9	%	%	NOUN
bracis-33623	166	10	and	and	CCONJ
bracis-33623	166	11	119,01	119,01	NUM
bracis-33623	166	12	%	%	NOUN
bracis-33623	166	13	,	,	PUNCT
bracis-33623	166	14	respectively	respectively	ADV
bracis-33623	166	15	.	.	PUNCT
bracis-33623	167	1	both	both	CCONJ
bracis-33623	167	2	the	the	DET
bracis-33623	167	3	b3	b3	PROPN
bracis-33623	167	4	and	and	CCONJ
bracis-33623	167	5	k	k	NOUN
bracis-33623	167	6	-	-	PUNCT
bracis-33623	167	7	means	mean	VERB
bracis-33623	167	8	dtw	dtw	NOUN
bracis-33623	167	9	models	model	NOUN
bracis-33623	167	10	also	also	ADV
bracis-33623	167	11	proved	prove	VERB
bracis-33623	167	12	to	to	PART
bracis-33623	167	13	be	be	AUX
bracis-33623	167	14	safer	safe	ADJ
bracis-33623	167	15	than	than	ADP
bracis-33623	167	16	bovespa	bovespa	PROPN
bracis-33623	167	17	.	.	PUNCT
bracis-33623	168	1	they	they	PRON
bracis-33623	168	2	do	do	AUX
bracis-33623	168	3	not	not	PART
bracis-33623	168	4	have	have	VERB
bracis-33623	168	5	a	a	DET
bracis-33623	168	6	negative	negative	ADJ
bracis-33623	168	7	income	income	NOUN
bracis-33623	168	8	during	during	ADP
bracis-33623	168	9	this	this	DET
bracis-33623	168	10	period	period	NOUN
bracis-33623	168	11	in	in	ADP
bracis-33623	168	12	any	any	DET
bracis-33623	168	13	year	year	NOUN
bracis-33623	168	14	,	,	PUNCT
bracis-33623	168	15	while	while	SCONJ
bracis-33623	168	16	bovespa	bovespa	NOUN
bracis-33623	168	17	showed	show	VERB
bracis-33623	168	18	a	a	DET
bracis-33623	168	19	drop	drop	NOUN
bracis-33623	168	20	of	of	ADP
bracis-33623	168	21	−11,59	−11,59	VERB
bracis-33623	168	22	%	%	NOUN
bracis-33623	168	23	in	in	ADP
bracis-33623	168	24	2021	2021	NUM
bracis-33623	168	25	.	.	PUNCT
bracis-33623	168	26	table	table	NOUN
bracis-33623	168	27	2	2	NUM
bracis-33623	168	28	.	.	PUNCT
bracis-33623	168	29	monthly	monthly	ADJ
bracis-33623	168	30	,	,	PUNCT
bracis-33623	168	31	annual	annual	ADJ
bracis-33623	168	32	and	and	CCONJ
bracis-33623	168	33	accumulated	accumulate	VERB
bracis-33623	168	34	incomes	income	NOUN
bracis-33623	168	35	;	;	PUNCT
bracis-33623	168	36	and	and	CCONJ
bracis-33623	168	37	annual	annual	ADJ
bracis-33623	168	38	risk	risk	NOUN
bracis-33623	168	39	of	of	ADP
bracis-33623	168	40	the	the	DET
bracis-33623	168	41	b3	b3	PROPN
bracis-33623	168	42	,	,	PUNCT
bracis-33623	168	43	k	k	NOUN
bracis-33623	168	44	-	-	PUNCT
bracis-33623	168	45	means	mean	VERB
bracis-33623	168	46	dtw	dtw	PROPN
bracis-33623	168	47	and	and	CCONJ
bracis-33623	168	48	bovespa	bovespa	PROPN
bracis-33623	168	49	index	index	NOUN
bracis-33623	168	50	models	model	NOUN
bracis-33623	168	51	from	from	ADP
bracis-33623	168	52	2017	2017	NUM
bracis-33623	168	53	to	to	ADP
bracis-33623	168	54	2023.full	2023.full	ADJ
bracis-33623	168	55	size	size	NOUN
bracis-33623	168	56	table	table	NOUN
bracis-33623	168	57	figure	figure	NOUN
bracis-33623	168	58	 	 	SPACE
bracis-33623	168	59	2	2	NUM
bracis-33623	168	60	shows	show	VERB
bracis-33623	168	61	the	the	DET
bracis-33623	168	62	evolution	evolution	NOUN
bracis-33623	168	63	of	of	ADP
bracis-33623	168	64	the	the	DET
bracis-33623	168	65	accumulated	accumulate	VERB
bracis-33623	168	66	income	income	NOUN
bracis-33623	168	67	of	of	ADP
bracis-33623	168	68	the	the	DET
bracis-33623	168	69	b3	b3	PROPN
bracis-33623	168	70	and	and	CCONJ
bracis-33623	168	71	k	k	NOUN
bracis-33623	168	72	-	-	PUNCT
bracis-33623	168	73	means	mean	VERB
bracis-33623	168	74	dtw	dtw	NOUN
bracis-33623	168	75	models	model	NOUN
bracis-33623	168	76	compared	compare	VERB
bracis-33623	168	77	to	to	ADP
bracis-33623	168	78	bovespa	bovespa	PROPN
bracis-33623	168	79	.	.	PUNCT
bracis-33623	169	1	it	it	PRON
bracis-33623	169	2	can	can	AUX
bracis-33623	169	3	be	be	AUX
bracis-33623	169	4	noted	note	VERB
bracis-33623	169	5	that	that	SCONJ
bracis-33623	169	6	the	the	DET
bracis-33623	169	7	annual	annual	ADJ
bracis-33623	169	8	evolution	evolution	NOUN
bracis-33623	169	9	of	of	ADP
bracis-33623	169	10	the	the	DET
bracis-33623	169	11	portfolios	portfolio	NOUN
bracis-33623	169	12	generally	generally	ADV
bracis-33623	169	13	has	have	VERB
bracis-33623	169	14	the	the	DET
bracis-33623	169	15	same	same	ADJ
bracis-33623	169	16	shape	shape	NOUN
bracis-33623	169	17	as	as	ADP
bracis-33623	169	18	the	the	DET
bracis-33623	169	19	bovespa	bovespa	PROPN
bracis-33623	169	20	index	index	NOUN
bracis-33623	169	21	(	(	PUNCT
bracis-33623	169	22	they	they	PRON
bracis-33623	169	23	vary	vary	VERB
bracis-33623	169	24	together	together	ADV
bracis-33623	169	25	)	)	PUNCT
bracis-33623	169	26	,	,	PUNCT
bracis-33623	169	27	and	and	CCONJ
bracis-33623	169	28	,	,	PUNCT
bracis-33623	169	29	in	in	ADP
bracis-33623	169	30	most	most	ADJ
bracis-33623	169	31	cases	case	NOUN
bracis-33623	169	32	,	,	PUNCT
bracis-33623	169	33	the	the	DET
bracis-33623	169	34	proposed	propose	VERB
bracis-33623	169	35	models	model	NOUN
bracis-33623	169	36	have	have	VERB
bracis-33623	169	37	a	a	DET
bracis-33623	169	38	higher	high	ADJ
bracis-33623	169	39	income	income	NOUN
bracis-33623	169	40	.	.	PUNCT
bracis-33623	170	1	fig	fig	NOUN
bracis-33623	170	2	.	.	PUNCT
bracis-33623	171	1	2	2	X
bracis-33623	171	2	.	.	X
bracis-33623	171	3	evolution	evolution	NOUN
bracis-33623	171	4	of	of	ADP
bracis-33623	171	5	the	the	DET
bracis-33623	171	6	accumulated	accumulate	VERB
bracis-33623	171	7	income	income	NOUN
bracis-33623	171	8	of	of	ADP
bracis-33623	171	9	the	the	DET
bracis-33623	171	10	b3	b3	PROPN
bracis-33623	171	11	and	and	CCONJ
bracis-33623	171	12	k	k	NOUN
bracis-33623	171	13	-	-	PUNCT
bracis-33623	171	14	means	mean	VERB
bracis-33623	171	15	dtw	dtw	NOUN
bracis-33623	171	16	models	model	NOUN
bracis-33623	171	17	compared	compare	VERB
bracis-33623	171	18	with	with	ADP
bracis-33623	171	19	bovespa	bovespa	PROPN
bracis-33623	171	20	.	.	PUNCT
bracis-33623	172	1	full	full	ADJ
bracis-33623	172	2	size	size	NOUN
bracis-33623	172	3	image	image	NOUN
bracis-33623	172	4	the	the	DET
bracis-33623	172	5	year	year	NOUN
bracis-33623	172	6	with	with	ADP
bracis-33623	172	7	the	the	DET
bracis-33623	172	8	highest	high	ADJ
bracis-33623	172	9	income	income	NOUN
bracis-33623	172	10	,	,	PUNCT
bracis-33623	172	11	2019	2019	NUM
bracis-33623	172	12	,	,	PUNCT
bracis-33623	172	13	obtained	obtain	VERB
bracis-33623	172	14	by	by	ADP
bracis-33623	172	15	the	the	DET
bracis-33623	172	16	k	k	NOUN
bracis-33623	172	17	-	-	PUNCT
bracis-33623	172	18	means	mean	VERB
bracis-33623	172	19	dtw	dtw	PROPN
bracis-33623	172	20	model	model	NOUN
bracis-33623	172	21	,	,	PUNCT
bracis-33623	172	22	with	with	SCONJ
bracis-33623	172	23	an	an	DET
bracis-33623	172	24	income	income	NOUN
bracis-33623	172	25	of	of	ADP
bracis-33623	172	26	85,56	85,56	NOUN
bracis-33623	172	27	%	%	NOUN
bracis-33623	172	28	is	be	AUX
bracis-33623	172	29	analyzed	analyze	VERB
bracis-33623	172	30	.	.	PUNCT
bracis-33623	173	1	figure	figure	NOUN
bracis-33623	173	2	 	 	SPACE
bracis-33623	173	3	3	3	NUM
bracis-33623	173	4	(	(	PUNCT
bracis-33623	173	5	left	left	ADJ
bracis-33623	173	6	)	)	PUNCT
bracis-33623	173	7	shows	show	VERB
bracis-33623	173	8	the	the	DET
bracis-33623	173	9	evolution	evolution	NOUN
bracis-33623	173	10	of	of	ADP
bracis-33623	173	11	the	the	DET
bracis-33623	173	12	risk	risk	NOUN
bracis-33623	173	13	of	of	ADP
bracis-33623	173	14	the	the	DET
bracis-33623	173	15	portfolio	portfolio	NOUN
bracis-33623	173	16	from	from	ADP
bracis-33623	173	17	1	1	NUM
bracis-33623	173	18	to	to	PART
bracis-33623	173	19	15	15	NUM
bracis-33623	173	20	assets	asset	NOUN
bracis-33623	173	21	(	(	PUNCT
bracis-33623	173	22	the	the	DET
bracis-33623	173	23	assets	asset	NOUN
bracis-33623	173	24	have	have	VERB
bracis-33623	173	25	ids	id	NOUN
bracis-33623	173	26	from	from	ADP
bracis-33623	173	27	0	0	NUM
bracis-33623	173	28	to	to	ADP
bracis-33623	173	29	14	14	NUM
bracis-33623	173	30	)	)	PUNCT
bracis-33623	173	31	.	.	PUNCT
bracis-33623	174	1	the	the	DET
bracis-33623	174	2	final	final	ADJ
bracis-33623	174	3	portfolio	portfolio	NOUN
bracis-33623	174	4	has	have	VERB
bracis-33623	174	5	15	15	NUM
bracis-33623	174	6	assets	asset	NOUN
bracis-33623	174	7	for	for	ADP
bracis-33623	174	8	this	this	DET
bracis-33623	174	9	year	year	NOUN
bracis-33623	174	10	.	.	PUNCT
bracis-33623	175	1	figure	figure	NOUN
bracis-33623	175	2	3	3	NUM
bracis-33623	175	3	(	(	PUNCT
bracis-33623	175	4	right	right	ADJ
bracis-33623	175	5	)	)	PUNCT
bracis-33623	175	6	shows	show	VERB
bracis-33623	175	7	the	the	DET
bracis-33623	175	8	evolution	evolution	NOUN
bracis-33623	175	9	of	of	ADP
bracis-33623	175	10	the	the	DET
bracis-33623	175	11	shape	shape	NOUN
bracis-33623	175	12	ratio	ratio	NOUN
bracis-33623	175	13	of	of	ADP
bracis-33623	175	14	the	the	DET
bracis-33623	175	15	best	good	ADJ
bracis-33623	175	16	portfolio	portfolio	NOUN
bracis-33623	175	17	for	for	ADP
bracis-33623	175	18	2019	2019	NUM
bracis-33623	175	19	(	(	PUNCT
bracis-33623	175	20	better	well	ADJ
bracis-33623	175	21	distribution	distribution	NOUN
bracis-33623	175	22	of	of	ADP
bracis-33623	175	23	weights	weight	NOUN
bracis-33623	175	24	that	that	PRON
bracis-33623	175	25	maximizes	maximize	VERB
bracis-33623	175	26	the	the	DET
bracis-33623	175	27	sharpe	sharpe	PROPN
bracis-33623	175	28	ratio	ratio	PROPN
bracis-33623	175	29	)	)	PUNCT
bracis-33623	175	30	found	find	VERB
bracis-33623	175	31	by	by	ADP
bracis-33623	175	32	the	the	DET
bracis-33623	175	33	genetic	genetic	ADJ
bracis-33623	175	34	algorithm	algorithm	NOUN
bracis-33623	175	35	in	in	ADP
bracis-33623	175	36	each	each	DET
bracis-33623	175	37	generation	generation	NOUN
bracis-33623	175	38	.	.	PUNCT
bracis-33623	176	1	finally	finally	ADV
bracis-33623	176	2	,	,	PUNCT
bracis-33623	176	3	fig	fig	NOUN
bracis-33623	176	4	.	.	PUNCT
bracis-33623	176	5	 	 	SPACE
bracis-33623	176	6	3	3	NUM
bracis-33623	176	7	shows	show	VERB
bracis-33623	176	8	the	the	DET
bracis-33623	176	9	evolution	evolution	NOUN
bracis-33623	176	10	of	of	ADP
bracis-33623	176	11	the	the	DET
bracis-33623	176	12	accumulated	accumulate	VERB
bracis-33623	176	13	monthly	monthly	ADJ
bracis-33623	176	14	income	income	NOUN
bracis-33623	176	15	of	of	ADP
bracis-33623	176	16	the	the	DET
bracis-33623	176	17	respective	respective	ADJ
bracis-33623	176	18	portfolio	portfolio	NOUN
bracis-33623	176	19	compared	compare	VERB
bracis-33623	176	20	to	to	ADP
bracis-33623	176	21	the	the	DET
bracis-33623	176	22	bovespa	bovespa	PROPN
bracis-33623	176	23	index	index	NOUN
bracis-33623	176	24	(	(	PUNCT
bracis-33623	176	25	fig	fig	NOUN
bracis-33623	176	26	.	.	PUNCT
bracis-33623	176	27	 	 	SPACE
bracis-33623	176	28	4	4	NUM
bracis-33623	176	29	)	)	PUNCT
bracis-33623	176	30	.	.	PUNCT
bracis-33623	177	1	fig	fig	NOUN
bracis-33623	177	2	.	.	PUNCT
bracis-33623	178	1	3	3	X
bracis-33623	178	2	.	.	X
bracis-33623	178	3	evolution	evolution	NOUN
bracis-33623	178	4	of	of	ADP
bracis-33623	178	5	risk	risk	NOUN
bracis-33623	178	6	(	(	PUNCT
bracis-33623	178	7	left	left	ADJ
bracis-33623	178	8	)	)	PUNCT
bracis-33623	178	9	and	and	CCONJ
bracis-33623	178	10	evolution	evolution	NOUN
bracis-33623	178	11	of	of	ADP
bracis-33623	178	12	sharpe	sharpe	PROPN
bracis-33623	178	13	ratio	ratio	PROPN
bracis-33623	178	14	(	(	PUNCT
bracis-33623	178	15	right	right	ADJ
bracis-33623	178	16	)	)	PUNCT
bracis-33623	178	17	of	of	ADP
bracis-33623	178	18	the	the	DET
bracis-33623	178	19	2019	2019	NUM
bracis-33623	178	20	portfolio	portfolio	NOUN
bracis-33623	178	21	obtained	obtain	VERB
bracis-33623	178	22	by	by	ADP
bracis-33623	178	23	the	the	DET
bracis-33623	178	24	k	k	NOUN
bracis-33623	178	25	-	-	PUNCT
bracis-33623	178	26	means	mean	VERB
bracis-33623	178	27	dtw	dtw	PROPN
bracis-33623	178	28	model	model	NOUN
bracis-33623	178	29	.	.	PUNCT
bracis-33623	179	1	full	full	ADJ
bracis-33623	179	2	size	size	NOUN
bracis-33623	179	3	image	image	NOUN
bracis-33623	179	4	fig	fig	NOUN
bracis-33623	179	5	.	.	PUNCT
bracis-33623	180	1	4	4	X
bracis-33623	180	2	.	.	PUNCT
bracis-33623	180	3	accumulated	accumulate	VERB
bracis-33623	180	4	monthly	monthly	ADJ
bracis-33623	180	5	income	income	NOUN
bracis-33623	180	6	of	of	ADP
bracis-33623	180	7	the	the	DET
bracis-33623	180	8	2019	2019	NUM
bracis-33623	180	9	portfolio	portfolio	NOUN
bracis-33623	180	10	obtained	obtain	VERB
bracis-33623	180	11	by	by	ADP
bracis-33623	180	12	the	the	DET
bracis-33623	180	13	k	k	NOUN
bracis-33623	180	14	-	-	PUNCT
bracis-33623	180	15	means	mean	VERB
bracis-33623	180	16	dtw	dtw	PROPN
bracis-33623	180	17	model	model	NOUN
bracis-33623	180	18	.	.	PUNCT
bracis-33623	181	1	full	full	ADJ
bracis-33623	181	2	size	size	NOUN
bracis-33623	181	3	image	image	NOUN
bracis-33623	181	4	three	three	NUM
bracis-33623	181	5	points	point	NOUN
bracis-33623	181	6	are	be	AUX
bracis-33623	181	7	worth	worth	ADJ
bracis-33623	181	8	highlighting	highlight	VERB
bracis-33623	181	9	:	:	PUNCT
bracis-33623	181	10	(	(	PUNCT
bracis-33623	181	11	i	i	NOUN
bracis-33623	181	12	)	)	PUNCT
bracis-33623	181	13	for	for	ADP
bracis-33623	181	14	most	most	ADJ
bracis-33623	181	15	portfolios	portfolio	NOUN
bracis-33623	181	16	,	,	PUNCT
bracis-33623	181	17	an	an	DET
bracis-33623	181	18	evolutionary	evolutionary	ADJ
bracis-33623	181	19	asymptote	asymptote	NOUN
bracis-33623	181	20	was	be	AUX
bracis-33623	181	21	reached	reach	VERB
bracis-33623	181	22	,	,	PUNCT
bracis-33623	181	23	close	close	ADJ
bracis-33623	181	24	to	to	PART
bracis-33623	181	25	generation	generation	NOUN
bracis-33623	181	26	35	35	NUM
bracis-33623	181	27	of	of	ADP
bracis-33623	181	28	the	the	DET
bracis-33623	181	29	genetic	genetic	ADJ
bracis-33623	181	30	algorithm	algorithm	NOUN
bracis-33623	181	31	;	;	PUNCT
bracis-33623	181	32	(	(	PUNCT
bracis-33623	181	33	ii	ii	X
bracis-33623	181	34	)	)	PUNCT
bracis-33623	181	35	the	the	DET
bracis-33623	181	36	evolution	evolution	NOUN
bracis-33623	181	37	of	of	ADP
bracis-33623	181	38	the	the	DET
bracis-33623	181	39	risk	risk	NOUN
bracis-33623	181	40	of	of	ADP
bracis-33623	181	41	the	the	DET
bracis-33623	181	42	2019	2019	NUM
bracis-33623	181	43	portfolio	portfolio	NOUN
bracis-33623	181	44	showed	show	VERB
bracis-33623	181	45	an	an	DET
bracis-33623	181	46	increase	increase	NOUN
bracis-33623	181	47	when	when	SCONJ
bracis-33623	181	48	the	the	DET
bracis-33623	181	49	fifth	fifth	ADJ
bracis-33623	181	50	asset	asset	NOUN
bracis-33623	181	51	was	be	AUX
bracis-33623	181	52	added	add	VERB
bracis-33623	181	53	,	,	PUNCT
bracis-33623	181	54	going	go	VERB
bracis-33623	181	55	from	from	ADP
bracis-33623	181	56	a	a	DET
bracis-33623	181	57	risk	risk	NOUN
bracis-33623	181	58	of	of	ADP
bracis-33623	181	59	19	19	NUM
bracis-33623	181	60	%	%	NOUN
bracis-33623	181	61	to	to	PART
bracis-33623	181	62	33	33	NUM
bracis-33623	181	63	%	%	NOUN
bracis-33623	181	64	,	,	PUNCT
bracis-33623	181	65	and	and	CCONJ
bracis-33623	181	66	this	this	PRON
bracis-33623	181	67	was	be	AUX
bracis-33623	181	68	only	only	ADV
bracis-33623	181	69	accepted	accept	VERB
bracis-33623	181	70	(	(	PUNCT
bracis-33623	181	71	increase	increase	NOUN
bracis-33623	181	72	in	in	ADP
bracis-33623	181	73	risk	risk	NOUN
bracis-33623	181	74	)	)	PUNCT
bracis-33623	181	75	because	because	SCONJ
bracis-33623	181	76	the	the	DET
bracis-33623	181	77	increase	increase	NOUN
bracis-33623	181	78	in	in	ADP
bracis-33623	181	79	the	the	DET
bracis-33623	181	80	portfolio	portfolio	NOUN
bracis-33623	181	81	’s	’s	PART
bracis-33623	181	82	expected	expect	VERB
bracis-33623	181	83	return	return	NOUN
bracis-33623	181	84	was	be	AUX
bracis-33623	181	85	even	even	ADV
bracis-33623	181	86	greater	great	ADJ
bracis-33623	181	87	,	,	PUNCT
bracis-33623	181	88	going	go	VERB
bracis-33623	181	89	from	from	ADP
bracis-33623	181	90	an	an	DET
bracis-33623	181	91	expected	expect	VERB
bracis-33623	181	92	return	return	NOUN
bracis-33623	181	93	of	of	ADP
bracis-33623	181	94	91	91	NUM
bracis-33623	181	95	%	%	NOUN
bracis-33623	181	96	to	to	ADP
bracis-33623	181	97	an	an	DET
bracis-33623	181	98	expected	expect	VERB
bracis-33623	181	99	return	return	NOUN
bracis-33623	181	100	of	of	ADP
bracis-33623	181	101	165	165	NUM
bracis-33623	181	102	%	%	NOUN
bracis-33623	181	103	;	;	PUNCT
bracis-33623	181	104	and	and	CCONJ
bracis-33623	181	105	(	(	PUNCT
bracis-33623	181	106	iii	iii	NOUN
bracis-33623	181	107	)	)	PUNCT
bracis-33623	181	108	at	at	ADP
bracis-33623	181	109	the	the	DET
bracis-33623	181	110	end	end	NOUN
bracis-33623	181	111	of	of	ADP
bracis-33623	181	112	2019	2019	NUM
bracis-33623	181	113	,	,	PUNCT
bracis-33623	181	114	there	there	PRON
bracis-33623	181	115	was	be	VERB
bracis-33623	181	116	a	a	DET
bracis-33623	181	117	dizzying	dizzying	ADJ
bracis-33623	181	118	increase	increase	NOUN
bracis-33623	181	119	in	in	ADP
bracis-33623	181	120	income	income	NOUN
bracis-33623	181	121	,	,	PUNCT
bracis-33623	181	122	which	which	PRON
bracis-33623	181	123	can	can	AUX
bracis-33623	181	124	be	be	AUX
bracis-33623	181	125	explained	explain	VERB
bracis-33623	181	126	by	by	ADP
bracis-33623	181	127	the	the	DET
bracis-33623	181	128	significant	significant	ADJ
bracis-33623	181	129	appreciation	appreciation	NOUN
bracis-33623	181	130	of	of	ADP
bracis-33623	181	131	euca3	euca3	PROPN
bracis-33623	181	132	,	,	PUNCT
bracis-33623	181	133	logn3	logn3	NOUN
bracis-33623	181	134	and	and	CCONJ
bracis-33623	181	135	brge8	brge8	NOUN
bracis-33623	181	136	assets	asset	NOUN
bracis-33623	181	137	.	.	PUNCT
bracis-33623	182	1	euca3	euca3	NOUN
bracis-33623	182	2	assets	asset	NOUN
bracis-33623	182	3	went	go	VERB
bracis-33623	182	4	from	from	ADP
bracis-33623	182	5	an	an	DET
bracis-33623	182	6	initial	initial	ADJ
bracis-33623	182	7	value	value	NOUN
bracis-33623	182	8	of	of	ADP
bracis-33623	182	9	r$8.24	r$8.24	PROPN
bracis-33623	182	10	in	in	ADP
bracis-33623	182	11	jan/2019	jan/2019	NOUN
bracis-33623	182	12	to	to	ADP
bracis-33623	182	13	r$55.70	r$55.70	NOUN
bracis-33623	182	14	at	at	ADP
bracis-33623	182	15	the	the	DET
bracis-33623	182	16	end	end	NOUN
bracis-33623	182	17	of	of	ADP
bracis-33623	182	18	dec/2019	dec/2019	NOUN
bracis-33623	182	19	.	.	PUNCT
bracis-33623	183	1	logn3	logn3	PROPN
bracis-33623	183	2	assets	asset	NOUN
bracis-33623	183	3	went	go	VERB
bracis-33623	183	4	from	from	ADP
bracis-33623	183	5	an	an	DET
bracis-33623	183	6	initial	initial	ADJ
bracis-33623	183	7	value	value	NOUN
bracis-33623	183	8	of	of	ADP
bracis-33623	183	9	r$8.13	r$8.13	PUNCT
bracis-33623	183	10	in	in	ADP
bracis-33623	183	11	jan/2019	jan/2019	NOUN
bracis-33623	183	12	to	to	PART
bracis-33623	183	13	r$20.90	r$20.90	VERB
bracis-33623	183	14	at	at	ADP
bracis-33623	183	15	the	the	DET
bracis-33623	183	16	end	end	NOUN
bracis-33623	183	17	of	of	ADP
bracis-33623	183	18	dec/2019	dec/2019	NOUN
bracis-33623	183	19	.	.	PUNCT
bracis-33623	184	1	similarly	similarly	ADV
bracis-33623	184	2	,	,	PUNCT
bracis-33623	184	3	brge8	brge8	NOUN
bracis-33623	184	4	assets	asset	NOUN
bracis-33623	184	5	went	go	VERB
bracis-33623	184	6	from	from	ADP
bracis-33623	184	7	an	an	DET
bracis-33623	184	8	initial	initial	ADJ
bracis-33623	184	9	value	value	NOUN
bracis-33623	184	10	of	of	ADP
bracis-33623	184	11	r$3.22	r$3.22	X
bracis-33623	184	12	in	in	ADP
bracis-33623	184	13	jan/2019	jan/2019	X
bracis-33623	184	14	to	to	PART
bracis-33623	184	15	r$9.37	r$9.37	VERB
bracis-33623	184	16	at	at	ADP
bracis-33623	184	17	the	the	DET
bracis-33623	184	18	end	end	NOUN
bracis-33623	184	19	of	of	ADP
bracis-33623	184	20	dec/2019	dec/2019	NOUN
bracis-33623	184	21	.	.	PUNCT
bracis-33623	185	1	table	table	NOUN
bracis-33623	185	2	3	3	NUM
bracis-33623	185	3	.	.	PUNCT
bracis-33623	185	4	stock	stock	NOUN
bracis-33623	185	5	fundsfull	fundsfull	PROPN
bracis-33623	185	6	size	size	NOUN
bracis-33623	185	7	table	table	NOUN
bracis-33623	185	8	5.3	5.3	NUM
bracis-33623	185	9	proposed	propose	VERB
bracis-33623	185	10	models	model	NOUN
bracis-33623	185	11	compared	compare	VERB
bracis-33623	185	12	to	to	ADP
bracis-33623	185	13	 	 	SPACE
bracis-33623	185	14	the	the	DET
bracis-33623	185	15	 	 	SPACE
bracis-33623	185	16	market	market	NOUN
bracis-33623	185	17	in	in	ADP
bracis-33623	185	18	this	this	DET
bracis-33623	185	19	section	section	NOUN
bracis-33623	186	1	,	,	PUNCT
bracis-33623	186	2	the	the	DET
bracis-33623	186	3	performances	performance	NOUN
bracis-33623	186	4	of	of	ADP
bracis-33623	186	5	the	the	DET
bracis-33623	186	6	two	two	NUM
bracis-33623	186	7	proposed	propose	VERB
bracis-33623	186	8	models	model	NOUN
bracis-33623	186	9	with	with	ADP
bracis-33623	186	10	real	real	ADJ
bracis-33623	186	11	stock	stock	NOUN
bracis-33623	186	12	funds	fund	NOUN
bracis-33623	186	13	are	be	AUX
bracis-33623	186	14	compared	compare	VERB
bracis-33623	186	15	.	.	PUNCT
bracis-33623	187	1	the	the	DET
bracis-33623	187	2	following	follow	VERB
bracis-33623	187	3	criteria	criterion	NOUN
bracis-33623	187	4	were	be	AUX
bracis-33623	187	5	used	use	VERB
bracis-33623	187	6	to	to	PART
bracis-33623	187	7	select	select	VERB
bracis-33623	187	8	the	the	DET
bracis-33623	187	9	funds	fund	NOUN
bracis-33623	187	10	:	:	PUNCT
bracis-33623	187	11	(	(	PUNCT
bracis-33623	187	12	i	i	NOUN
bracis-33623	187	13	)	)	PUNCT
bracis-33623	187	14	the	the	DET
bracis-33623	187	15	fund	fund	NOUN
bracis-33623	187	16	must	must	AUX
bracis-33623	187	17	be	be	AUX
bracis-33623	187	18	composed	compose	VERB
bracis-33623	187	19	integrally	integrally	ADV
bracis-33623	187	20	or	or	CCONJ
bracis-33623	187	21	mainly	mainly	ADV
bracis-33623	187	22	of	of	ADP
bracis-33623	187	23	assets	asset	NOUN
bracis-33623	187	24	;	;	PUNCT
bracis-33623	187	25	(	(	PUNCT
bracis-33623	187	26	ii	ii	NOUN
bracis-33623	187	27	)	)	PUNCT
bracis-33623	187	28	all	all	DET
bracis-33623	187	29	assets	asset	NOUN
bracis-33623	187	30	must	must	AUX
bracis-33623	187	31	be	be	AUX
bracis-33623	187	32	from	from	ADP
bracis-33623	187	33	brazilian	brazilian	ADJ
bracis-33623	187	34	assets	asset	NOUN
bracis-33623	187	35	;	;	PUNCT
bracis-33623	187	36	and	and	CCONJ
bracis-33623	187	37	(	(	PUNCT
bracis-33623	187	38	iii	iii	X
bracis-33623	187	39	)	)	PUNCT
bracis-33623	187	40	the	the	DET
bracis-33623	187	41	fund	fund	NOUN
bracis-33623	187	42	must	must	AUX
bracis-33623	187	43	exist	exist	VERB
bracis-33623	187	44	within	within	ADP
bracis-33623	187	45	the	the	DET
bracis-33623	187	46	entire	entire	ADJ
bracis-33623	187	47	analyzed	analyze	VERB
bracis-33623	187	48	period	period	NOUN
bracis-33623	187	49	,	,	PUNCT
bracis-33623	187	50	from	from	ADP
bracis-33623	187	51	01/01/2017	01/01/2017	NUM
bracis-33623	187	52	to	to	ADP
bracis-33623	187	53	12/31/2023	12/31/2023	NUM
bracis-33623	187	54	.	.	PUNCT
bracis-33623	188	1	among	among	ADP
bracis-33623	188	2	the	the	DET
bracis-33623	188	3	funds	fund	NOUN
bracis-33623	188	4	that	that	PRON
bracis-33623	188	5	meet	meet	VERB
bracis-33623	188	6	the	the	DET
bracis-33623	188	7	three	three	NUM
bracis-33623	188	8	requirements	requirement	NOUN
bracis-33623	188	9	,	,	PUNCT
bracis-33623	188	10	the	the	DET
bracis-33623	188	11	20	20	NUM
bracis-33623	188	12	funds	fund	NOUN
bracis-33623	188	13	with	with	ADP
bracis-33623	188	14	the	the	DET
bracis-33623	188	15	highest	high	ADJ
bracis-33623	188	16	accumulated	accumulate	VERB
bracis-33623	188	17	incomes	income	NOUN
bracis-33623	188	18	over	over	ADP
bracis-33623	188	19	that	that	DET
bracis-33623	188	20	period	period	NOUN
bracis-33623	188	21	were	be	AUX
bracis-33623	188	22	selected	select	VERB
bracis-33623	188	23	.	.	PUNCT
bracis-33623	189	1	table	table	NOUN
bracis-33623	189	2	 	 	SPACE
bracis-33623	189	3	3	3	NUM
bracis-33623	189	4	shows	show	VERB
bracis-33623	189	5	these	these	DET
bracis-33623	189	6	funds	fund	NOUN
bracis-33623	189	7	and	and	CCONJ
bracis-33623	189	8	what	what	PRON
bracis-33623	189	9	would	would	AUX
bracis-33623	189	10	be	be	AUX
bracis-33623	189	11	the	the	DET
bracis-33623	189	12	relative	relative	ADJ
bracis-33623	189	13	position	position	NOUN
bracis-33623	189	14	of	of	ADP
bracis-33623	189	15	the	the	DET
bracis-33623	189	16	two	two	NUM
bracis-33623	189	17	models	model	NOUN
bracis-33623	189	18	proposed	propose	VERB
bracis-33623	189	19	in	in	ADP
bracis-33623	189	20	this	this	DET
bracis-33623	189	21	study	study	NOUN
bracis-33623	189	22	,	,	PUNCT
bracis-33623	189	23	taking	take	VERB
bracis-33623	189	24	into	into	ADP
bracis-33623	189	25	account	account	NOUN
bracis-33623	189	26	their	their	PRON
bracis-33623	189	27	accumulated	accumulate	VERB
bracis-33623	189	28	incomes	income	NOUN
bracis-33623	189	29	over	over	ADP
bracis-33623	189	30	the	the	DET
bracis-33623	189	31	same	same	ADJ
bracis-33623	189	32	period	period	NOUN
bracis-33623	189	33	.	.	PUNCT
bracis-33623	190	1	table	table	NOUN
bracis-33623	190	2	 	 	SPACE
bracis-33623	190	3	3	3	NUM
bracis-33623	190	4	shows	show	VERB
bracis-33623	190	5	that	that	SCONJ
bracis-33623	190	6	both	both	DET
bracis-33623	190	7	models	model	NOUN
bracis-33623	190	8	achieved	achieve	VERB
bracis-33623	190	9	excellent	excellent	ADJ
bracis-33623	190	10	positions	position	NOUN
bracis-33623	190	11	within	within	ADP
bracis-33623	190	12	the	the	DET
bracis-33623	190	13	top	top	ADJ
bracis-33623	190	14	20	20	NUM
bracis-33623	190	15	funds	fund	NOUN
bracis-33623	190	16	with	with	ADP
bracis-33623	190	17	the	the	DET
bracis-33623	190	18	highest	high	ADJ
bracis-33623	190	19	incomes	income	NOUN
bracis-33623	190	20	.	.	PUNCT
bracis-33623	191	1	k	k	X
bracis-33623	191	2	-	-	PUNCT
bracis-33623	191	3	means	mean	VERB
bracis-33623	191	4	dtw	dtw	PROPN
bracis-33623	191	5	model	model	NOUN
bracis-33623	191	6	was	be	AUX
bracis-33623	191	7	in	in	ADP
bracis-33623	191	8	ninth	ninth	ADJ
bracis-33623	191	9	place	place	NOUN
bracis-33623	191	10	and	and	CCONJ
bracis-33623	191	11	b3	b3	NOUN
bracis-33623	191	12	model	model	NOUN
bracis-33623	191	13	was	be	AUX
bracis-33623	191	14	in	in	ADP
bracis-33623	191	15	twentieth	twentieth	ADJ
bracis-33623	191	16	place	place	NOUN
bracis-33623	191	17	.	.	PUNCT
bracis-33623	192	1	the	the	DET
bracis-33623	192	2	fund	fund	NOUN
bracis-33623	192	3	incomes	income	NOUN
bracis-33623	192	4	data	datum	NOUN
bracis-33623	192	5	was	be	AUX
bracis-33623	192	6	obtained	obtain	VERB
bracis-33623	192	7	from	from	ADP
bracis-33623	192	8	the	the	DET
bracis-33623	192	9	mais	mais	PROPN
bracis-33623	192	10	retorno	retorno	NOUN
bracis-33623	192	11	website	website	NOUN
bracis-33623	192	12	,	,	PUNCT
bracis-33623	192	13	which	which	PRON
bracis-33623	192	14	is	be	AUX
bracis-33623	192	15	a	a	DET
bracis-33623	192	16	website	website	NOUN
bracis-33623	192	17	that	that	PRON
bracis-33623	192	18	compares	compare	VERB
bracis-33623	192	19	and	and	CCONJ
bracis-33623	192	20	ranks	rank	VERB
bracis-33623	192	21	the	the	DET
bracis-33623	192	22	best	good	ADJ
bracis-33623	192	23	investment	investment	NOUN
bracis-33623	192	24	funds	fund	NOUN
bracis-33623	192	25	per	per	ADP
bracis-33623	192	26	year	year	NOUN
bracis-33623	192	27	.	.	PUNCT
bracis-33623	193	1	on	on	ADP
bracis-33623	193	2	the	the	DET
bracis-33623	193	3	website	website	NOUN
bracis-33623	193	4	,	,	PUNCT
bracis-33623	193	5	it	it	PRON
bracis-33623	193	6	is	be	AUX
bracis-33623	193	7	possible	possible	ADJ
bracis-33623	193	8	to	to	PART
bracis-33623	193	9	make	make	VERB
bracis-33623	193	10	the	the	DET
bracis-33623	193	11	cut	cut	NOUN
bracis-33623	193	12	within	within	ADP
bracis-33623	193	13	the	the	DET
bracis-33623	193	14	desired	desire	VERB
bracis-33623	193	15	period	period	NOUN
bracis-33623	193	16	(	(	PUNCT
bracis-33623	193	17	2017–2023	2017–2023	NUM
bracis-33623	193	18	)	)	PUNCT
bracis-33623	193	19	and	and	CCONJ
bracis-33623	193	20	obtain	obtain	VERB
bracis-33623	193	21	the	the	DET
bracis-33623	193	22	income	income	NOUN
bracis-33623	193	23	of	of	ADP
bracis-33623	193	24	each	each	DET
bracis-33623	193	25	fund	fund	NOUN
bracis-33623	193	26	within	within	ADP
bracis-33623	193	27	that	that	DET
bracis-33623	193	28	period	period	NOUN
bracis-33623	193	29	.	.	PUNCT
bracis-33623	194	1	6	6	NUM
bracis-33623	194	2	conclusion	conclusion	NOUN
bracis-33623	194	3	based	base	VERB
bracis-33623	194	4	on	on	ADP
bracis-33623	194	5	the	the	DET
bracis-33623	194	6	results	result	NOUN
bracis-33623	194	7	presented	present	VERB
bracis-33623	194	8	,	,	PUNCT
bracis-33623	194	9	it	it	PRON
bracis-33623	194	10	can	can	AUX
bracis-33623	194	11	be	be	AUX
bracis-33623	194	12	concluded	conclude	VERB
bracis-33623	194	13	that	that	SCONJ
bracis-33623	194	14	both	both	DET
bracis-33623	194	15	models	model	NOUN
bracis-33623	194	16	in	in	ADP
bracis-33623	194	17	the	the	DET
bracis-33623	194	18	long	long	ADJ
bracis-33623	194	19	term	term	NOUN
bracis-33623	194	20	are	be	AUX
bracis-33623	194	21	extremely	extremely	ADV
bracis-33623	194	22	competitive	competitive	ADJ
bracis-33623	194	23	with	with	ADP
bracis-33623	194	24	the	the	DET
bracis-33623	194	25	current	current	ADJ
bracis-33623	194	26	stock	stock	NOUN
bracis-33623	194	27	funds	fund	NOUN
bracis-33623	194	28	present	present	ADJ
bracis-33623	194	29	in	in	ADP
bracis-33623	194	30	the	the	DET
bracis-33623	194	31	brazilian	brazilian	ADJ
bracis-33623	194	32	financial	financial	ADJ
bracis-33623	194	33	market	market	NOUN
bracis-33623	194	34	.	.	PUNCT
bracis-33623	195	1	in	in	ADP
bracis-33623	195	2	other	other	ADJ
bracis-33623	195	3	words	word	NOUN
bracis-33623	195	4	,	,	PUNCT
bracis-33623	195	5	the	the	DET
bracis-33623	195	6	algorithm	algorithm	NOUN
bracis-33623	195	7	’s	’s	PART
bracis-33623	195	8	main	main	ADJ
bracis-33623	195	9	selection	selection	NOUN
bracis-33623	195	10	strategy	strategy	NOUN
bracis-33623	195	11	,	,	PUNCT
bracis-33623	195	12	which	which	PRON
bracis-33623	195	13	is	be	AUX
bracis-33623	195	14	the	the	DET
bracis-33623	195	15	selection	selection	NOUN
bracis-33623	195	16	of	of	ADP
bracis-33623	195	17	the	the	DET
bracis-33623	195	18	most	most	ADV
bracis-33623	195	19	promising	promising	ADJ
bracis-33623	195	20	asset	asset	NOUN
bracis-33623	195	21	(	(	PUNCT
bracis-33623	195	22	an	an	DET
bracis-33623	195	23	asset	asset	NOUN
bracis-33623	195	24	that	that	PRON
bracis-33623	195	25	presents	present	VERB
bracis-33623	195	26	the	the	DET
bracis-33623	195	27	highest	high	ADJ
bracis-33623	195	28	sharpe	sharpe	NOUN
bracis-33623	195	29	ratio	ratio	NOUN
bracis-33623	195	30	)	)	PUNCT
bracis-33623	195	31	from	from	ADP
bracis-33623	195	32	each	each	DET
bracis-33623	195	33	cluster	cluster	NOUN
bracis-33623	195	34	of	of	ADP
bracis-33623	195	35	companies	company	NOUN
bracis-33623	195	36	,	,	PUNCT
bracis-33623	195	37	proved	prove	VERB
bracis-33623	195	38	to	to	PART
bracis-33623	195	39	be	be	AUX
bracis-33623	195	40	promising	promise	VERB
bracis-33623	195	41	for	for	ADP
bracis-33623	195	42	both	both	DET
bracis-33623	195	43	models	model	NOUN
bracis-33623	195	44	.	.	PUNCT
bracis-33623	196	1	as	as	SCONJ
bracis-33623	196	2	observed	observe	VERB
bracis-33623	196	3	in	in	ADP
bracis-33623	196	4	the	the	DET
bracis-33623	196	5	results	result	NOUN
bracis-33623	196	6	section	section	NOUN
bracis-33623	196	7	,	,	PUNCT
bracis-33623	196	8	the	the	DET
bracis-33623	196	9	k	k	NOUN
bracis-33623	196	10	-	-	PUNCT
bracis-33623	196	11	means	mean	VERB
bracis-33623	196	12	dtw	dtw	PROPN
bracis-33623	196	13	model	model	NOUN
bracis-33623	196	14	proved	prove	VERB
bracis-33623	196	15	to	to	PART
bracis-33623	196	16	be	be	AUX
bracis-33623	196	17	more	more	ADV
bracis-33623	196	18	profitable	profitable	ADJ
bracis-33623	196	19	than	than	ADP
bracis-33623	196	20	the	the	DET
bracis-33623	196	21	b3	b3	PROPN
bracis-33623	196	22	model	model	NOUN
bracis-33623	196	23	,	,	PUNCT
bracis-33623	196	24	since	since	SCONJ
bracis-33623	196	25	the	the	DET
bracis-33623	196	26	k	k	NOUN
bracis-33623	196	27	-	-	PUNCT
bracis-33623	196	28	means	mean	VERB
bracis-33623	196	29	dtw	dtw	PROPN
bracis-33623	196	30	model	model	NOUN
bracis-33623	196	31	presented	present	VERB
bracis-33623	196	32	an	an	DET
bracis-33623	196	33	accumulated	accumulate	VERB
bracis-33623	196	34	income	income	NOUN
bracis-33623	196	35	of	of	ADP
bracis-33623	196	36	453,65	453,65	PROPN
bracis-33623	196	37	%	%	NOUN
bracis-33623	196	38	and	and	CCONJ
bracis-33623	196	39	b3	b3	PROPN
bracis-33623	196	40	model	model	NOUN
bracis-33623	196	41	had	have	VERB
bracis-33623	196	42	an	an	DET
bracis-33623	196	43	accumulated	accumulate	VERB
bracis-33623	196	44	income	income	NOUN
bracis-33623	196	45	of	of	ADP
bracis-33623	196	46	310,86	310,86	NUM
bracis-33623	196	47	%	%	NOUN
bracis-33623	196	48	.	.	PUNCT
bracis-33623	197	1	additionally	additionally	ADV
bracis-33623	197	2	,	,	PUNCT
bracis-33623	197	3	both	both	DET
bracis-33623	197	4	models	model	NOUN
bracis-33623	197	5	performed	perform	VERB
bracis-33623	197	6	well	well	ADV
bracis-33623	197	7	in	in	ADP
bracis-33623	197	8	pandemic	pandemic	ADJ
bracis-33623	197	9	years	year	NOUN
bracis-33623	197	10	(	(	PUNCT
bracis-33623	197	11	crisis	crisis	NOUN
bracis-33623	197	12	years	year	NOUN
bracis-33623	197	13	)	)	PUNCT
bracis-33623	197	14	.	.	PUNCT
bracis-33623	198	1	b3	b3	PROPN
bracis-33623	198	2	model	model	NOUN
bracis-33623	198	3	had	have	VERB
bracis-33623	198	4	an	an	DET
bracis-33623	198	5	income	income	NOUN
bracis-33623	198	6	of	of	ADP
bracis-33623	198	7	33,9	33,9	NUM
bracis-33623	198	8	%	%	NOUN
bracis-33623	198	9	and	and	CCONJ
bracis-33623	198	10	26,05	26,05	NOUN
bracis-33623	198	11	%	%	NOUN
bracis-33623	198	12	and	and	CCONJ
bracis-33623	198	13	dtw	dtw	PROPN
bracis-33623	198	14	model	model	NOUN
bracis-33623	198	15	had	have	VERB
bracis-33623	198	16	an	an	DET
bracis-33623	198	17	income	income	NOUN
bracis-33623	198	18	of	of	ADP
bracis-33623	198	19	26,04	26,04	NUM
bracis-33623	198	20	%	%	NOUN
bracis-33623	198	21	and	and	CCONJ
bracis-33623	198	22	10,5	10,5	NUM
bracis-33623	198	23	%	%	NOUN
bracis-33623	198	24	,	,	PUNCT
bracis-33623	198	25	in	in	ADP
bracis-33623	198	26	2020	2020	NUM
bracis-33623	198	27	and	and	CCONJ
bracis-33623	198	28	2021	2021	NUM
bracis-33623	198	29	,	,	PUNCT
bracis-33623	198	30	respectively	respectively	ADV
bracis-33623	198	31	.	.	PUNCT
bracis-33623	199	1	it	it	PRON
bracis-33623	199	2	is	be	AUX
bracis-33623	199	3	worth	worth	ADJ
bracis-33623	199	4	noting	note	VERB
bracis-33623	199	5	that	that	SCONJ
bracis-33623	199	6	the	the	DET
bracis-33623	199	7	total	total	ADJ
bracis-33623	199	8	income	income	NOUN
bracis-33623	199	9	in	in	ADP
bracis-33623	199	10	both	both	DET
bracis-33623	199	11	models	model	NOUN
bracis-33623	199	12	may	may	AUX
bracis-33623	199	13	be	be	AUX
bracis-33623	199	14	even	even	ADV
bracis-33623	199	15	higher	high	ADJ
bracis-33623	199	16	,	,	PUNCT
bracis-33623	199	17	since	since	ADV
bracis-33623	199	18	,	,	PUNCT
bracis-33623	199	19	in	in	ADP
bracis-33623	199	20	this	this	DET
bracis-33623	199	21	study	study	NOUN
bracis-33623	199	22	,	,	PUNCT
bracis-33623	199	23	the	the	DET
bracis-33623	199	24	income	income	NOUN
bracis-33623	199	25	received	receive	VERB
bracis-33623	199	26	as	as	SCONJ
bracis-33623	199	27	dividends	dividend	NOUN
bracis-33623	199	28	was	be	AUX
bracis-33623	199	29	not	not	PART
bracis-33623	199	30	taken	take	VERB
bracis-33623	199	31	into	into	ADP
bracis-33623	199	32	account	account	NOUN
bracis-33623	199	33	.	.	PUNCT
bracis-33623	200	1	references	reference	NOUN
bracis-33623	200	2	doering	doere	VERB
bracis-33623	200	3	,	,	PUNCT
bracis-33623	200	4	j.	j.	PROPN
bracis-33623	200	5	,	,	PUNCT
bracis-33623	200	6	kizys	kizys	PROPN
bracis-33623	200	7	,	,	PUNCT
bracis-33623	200	8	r.	r.	PROPN
bracis-33623	200	9	,	,	PUNCT
bracis-33623	200	10	juan	juan	PROPN
bracis-33623	200	11	,	,	PUNCT
bracis-33623	200	12	a.a	a.a	PROPN
bracis-33623	200	13	.	.	PROPN
bracis-33623	200	14	,	,	PUNCT
bracis-33623	200	15	fito	fito	PROPN
bracis-33623	200	16	,	,	PUNCT
bracis-33623	200	17	a.	a.	PROPN
bracis-33623	200	18	,	,	PUNCT
bracis-33623	200	19	polat	polat	NOUN
bracis-33623	200	20	,	,	PUNCT
bracis-33623	200	21	o.	o.	PROPN
bracis-33623	200	22	:	:	PUNCT
bracis-33623	200	23	metaheuristics	metaheuristic	NOUN
bracis-33623	200	24	for	for	ADP
bracis-33623	200	25	rich	rich	ADJ
bracis-33623	200	26	portfolio	portfolio	NOUN
bracis-33623	200	27	optimisation	optimisation	NOUN
bracis-33623	200	28	and	and	CCONJ
bracis-33623	200	29	risk	risk	NOUN
bracis-33623	200	30	management	management	NOUN
bracis-33623	200	31	:	:	PUNCT
bracis-33623	200	32	current	current	ADJ
bracis-33623	200	33	state	state	NOUN
bracis-33623	200	34	and	and	CCONJ
bracis-33623	200	35	future	future	ADJ
bracis-33623	200	36	trends	trend	NOUN
bracis-33623	200	37	.	.	PUNCT
bracis-33623	201	1	oper	oper	PROPN
bracis-33623	201	2	.	.	PUNCT
bracis-33623	202	1	res	res	PROPN
bracis-33623	202	2	.	.	PUNCT
bracis-33623	202	3	perspect	perspect	PROPN
bracis-33623	202	4	.	.	PUNCT
bracis-33623	203	1	6	6	NUM
bracis-33623	203	2	,	,	PUNCT
bracis-33623	203	3	100121	100121	NUM
bracis-33623	203	4	(	(	PUNCT
bracis-33623	203	5	2019	2019	NUM
bracis-33623	203	6	)	)	PUNCT
bracis-33623	203	7	mathscinet	mathscinet	NOUN
bracis-33623	203	8	  	  	SPACE
bracis-33623	203	9	math	math	NOUN
bracis-33623	203	10	  	  	SPACE
bracis-33623	203	11	google	google	PROPN
bracis-33623	203	12	scholar	scholar	NOUN
bracis-33623	203	13	  	  	SPACE
bracis-33623	203	14	elton	elton	PROPN
bracis-33623	203	15	,	,	PUNCT
bracis-33623	203	16	e.j	e.j	PROPN
bracis-33623	203	17	.	.	PROPN
bracis-33623	203	18	,	,	PUNCT
bracis-33623	203	19	gruber	gruber	PROPN
bracis-33623	203	20	,	,	PUNCT
bracis-33623	203	21	m.j	m.j	PROPN
bracis-33623	203	22	.	.	PROPN
bracis-33623	203	23	,	,	PUNCT
bracis-33623	203	24	brown	brown	PROPN
bracis-33623	203	25	,	,	PUNCT
bracis-33623	203	26	s.j	s.j	PROPN
bracis-33623	203	27	.	.	PROPN
bracis-33623	203	28	,	,	PUNCT
bracis-33623	203	29	goetzmann	goetzmann	PROPN
bracis-33623	203	30	,	,	PUNCT
bracis-33623	203	31	w.n	w.n	PROPN
bracis-33623	203	32	.	.	PROPN
bracis-33623	203	33	:	:	PUNCT
bracis-33623	203	34	modern	modern	ADJ
bracis-33623	203	35	portfolio	portfolio	NOUN
bracis-33623	203	36	theory	theory	NOUN
bracis-33623	203	37	and	and	CCONJ
bracis-33623	203	38	investment	investment	NOUN
bracis-33623	203	39	analysis	analysis	NOUN
bracis-33623	203	40	,	,	PUNCT
bracis-33623	203	41	5th	5th	ADJ
bracis-33623	203	42	edn	edn	NOUN
bracis-33623	203	43	.	.	PUNCT
bracis-33623	204	1	wiley	wiley	PROPN
bracis-33623	204	2	,	,	PUNCT
bracis-33623	204	3	new	new	PROPN
bracis-33623	204	4	york	york	PROPN
bracis-33623	204	5	(	(	PUNCT
bracis-33623	204	6	2009	2009	NUM
bracis-33623	204	7	)	)	PUNCT
bracis-33623	204	8	math	math	NOUN
bracis-33623	204	9	  	  	SPACE
bracis-33623	204	10	google	google	PROPN
bracis-33623	204	11	scholar	scholar	NOUN
bracis-33623	204	12	  	  	SPACE
bracis-33623	204	13	ertenlice	ertenlice	NOUN
bracis-33623	204	14	,	,	PUNCT
bracis-33623	204	15	o.	o.	PROPN
bracis-33623	204	16	,	,	PUNCT
bracis-33623	204	17	kalayci	kalayci	PROPN
bracis-33623	204	18	,	,	PUNCT
bracis-33623	204	19	c.b	c.b	PROPN
bracis-33623	204	20	.	.	PROPN
bracis-33623	204	21	:	:	PUNCT
bracis-33623	205	1	a	a	DET
bracis-33623	205	2	survey	survey	NOUN
bracis-33623	205	3	of	of	ADP
bracis-33623	205	4	swarm	swarm	NOUN
bracis-33623	205	5	intelligence	intelligence	NOUN
bracis-33623	205	6	for	for	ADP
bracis-33623	205	7	portfolio	portfolio	NOUN
bracis-33623	205	8	optimization	optimization	NOUN
bracis-33623	205	9	:	:	PUNCT
bracis-33623	205	10	algorithms	algorithm	NOUN
bracis-33623	205	11	and	and	CCONJ
bracis-33623	205	12	applications	application	NOUN
bracis-33623	205	13	.	.	PUNCT
bracis-33623	206	1	swarm	swarm	NOUN
bracis-33623	206	2	evol	evol	NOUN
bracis-33623	206	3	.	.	PUNCT
bracis-33623	207	1	comput	comput	NOUN
bracis-33623	207	2	.	.	PUNCT
bracis-33623	208	1	39	39	NUM
bracis-33623	208	2	,	,	PUNCT
bracis-33623	208	3	36–52	36–52	NUM
bracis-33623	208	4	(	(	PUNCT
bracis-33623	208	5	2018	2018	NUM
bracis-33623	208	6	)	)	PUNCT
bracis-33623	208	7	article	article	NOUN
bracis-33623	208	8	  	  	SPACE
bracis-33623	208	9	math	math	NOUN
bracis-33623	208	10	  	  	SPACE
bracis-33623	208	11	google	google	PROPN
bracis-33623	208	12	scholar	scholar	NOUN
bracis-33623	208	13	  	  	SPACE
bracis-33623	208	14	kalaycı	kalaycı	PROPN
bracis-33623	208	15	,	,	PUNCT
bracis-33623	208	16	c.b	c.b	PROPN
bracis-33623	208	17	.	.	PROPN
bracis-33623	208	18	,	,	PUNCT
bracis-33623	208	19	ertenlice	ertenlice	PROPN
bracis-33623	208	20	,	,	PUNCT
bracis-33623	208	21	ö.	ö.	PROPN
bracis-33623	208	22	,	,	PUNCT
bracis-33623	208	23	akyer	akyer	PROPN
bracis-33623	208	24	,	,	PUNCT
bracis-33623	208	25	h.	h.	PROPN
bracis-33623	208	26	,	,	PUNCT
bracis-33623	208	27	aygören	aygören	PROPN
bracis-33623	208	28	,	,	PUNCT
bracis-33623	208	29	h.	h.	PROPN
bracis-33623	208	30	:	:	PUNCT
bracis-33623	208	31	a	a	DET
bracis-33623	208	32	review	review	NOUN
bracis-33623	208	33	on	on	ADP
bracis-33623	208	34	the	the	DET
bracis-33623	208	35	current	current	ADJ
bracis-33623	208	36	applications	application	NOUN
bracis-33623	208	37	of	of	ADP
bracis-33623	208	38	genetic	genetic	ADJ
bracis-33623	208	39	algorithms	algorithm	NOUN
bracis-33623	208	40	in	in	ADP
bracis-33623	208	41	mean	mean	ADJ
bracis-33623	208	42	-	-	PUNCT
bracis-33623	208	43	variance	variance	NOUN
bracis-33623	208	44	portfolio	portfolio	NOUN
bracis-33623	208	45	optimization	optimization	NOUN
bracis-33623	208	46	.	.	PUNCT
bracis-33623	209	1	pamukkale	pamukkale	PROPN
bracis-33623	209	2	univ	univ	PROPN
bracis-33623	209	3	.	.	PUNCT
bracis-33623	210	1	j.	j.	PROPN
bracis-33623	210	2	eng	eng	PROPN
bracis-33623	210	3	.	.	PUNCT
bracis-33623	211	1	sci	sci	PROPN
bracis-33623	211	2	.	.	PROPN
bracis-33623	212	1	23	23	NUM
bracis-33623	212	2	,	,	PUNCT
bracis-33623	212	3	470–476	470–476	NUM
bracis-33623	212	4	(	(	PUNCT
bracis-33623	212	5	2017	2017	NUM
bracis-33623	212	6	)	)	PUNCT
bracis-33623	212	7	article	article	NOUN
bracis-33623	212	8	  	  	SPACE
bracis-33623	212	9	google	google	PROPN
bracis-33623	212	10	scholar	scholar	NOUN
bracis-33623	212	11	  	  	SPACE
bracis-33623	212	12	liu	liu	PROPN
bracis-33623	212	13	,	,	PUNCT
bracis-33623	212	14	y.	y.	PROPN
bracis-33623	212	15	,	,	PUNCT
bracis-33623	212	16	zhou	zhou	PROPN
bracis-33623	212	17	,	,	PUNCT
bracis-33623	212	18	g.	g.	PROPN
bracis-33623	212	19	,	,	PUNCT
bracis-33623	212	20	zhu	zhu	PROPN
bracis-33623	212	21	,	,	PUNCT
bracis-33623	212	22	y.	y.	NOUN
bracis-33623	212	23	:	:	PUNCT
bracis-33623	212	24	maximizing	maximize	VERB
bracis-33623	212	25	the	the	DET
bracis-33623	212	26	sharpe	sharpe	NOUN
bracis-33623	212	27	ratio	ratio	NOUN
bracis-33623	212	28	:	:	PUNCT
bracis-33623	212	29	a	a	DET
bracis-33623	212	30	genetic	genetic	ADJ
bracis-33623	212	31	programming	programming	NOUN
bracis-33623	212	32	approach	approach	NOUN
bracis-33623	212	33	.	.	PUNCT
bracis-33623	213	1	(	(	PUNCT
bracis-33623	213	2	2020	2020	NUM
bracis-33623	213	3	)	)	PUNCT
bracis-33623	213	4	.	.	PUNCT
bracis-33623	214	1	ssrn	ssrn	NOUN
bracis-33623	214	2	3726609	3726609	NUM
bracis-33623	214	3	google	google	PROPN
bracis-33623	214	4	scholar	scholar	NOUN
bracis-33623	214	5	  	  	SPACE
bracis-33623	214	6	markowitz	markowitz	PROPN
bracis-33623	214	7	,	,	PUNCT
bracis-33623	214	8	h.	h.	PROPN
bracis-33623	214	9	:	:	PUNCT
bracis-33623	214	10	portfolio	portfolio	NOUN
bracis-33623	214	11	selection	selection	NOUN
bracis-33623	214	12	.	.	PUNCT
bracis-33623	215	1	j.	j.	PROPN
bracis-33623	215	2	financ	financ	PROPN
bracis-33623	215	3	.	.	PUNCT
bracis-33623	216	1	7(1	7(1	NUM
bracis-33623	216	2	)	)	PUNCT
bracis-33623	216	3	,	,	PUNCT
bracis-33623	216	4	77–91	77–91	NUM
bracis-33623	216	5	(	(	PUNCT
bracis-33623	216	6	1952	1952	NUM
bracis-33623	216	7	)	)	PUNCT
bracis-33623	216	8	math	math	NOUN
bracis-33623	216	9	  	  	SPACE
bracis-33623	216	10	google	google	PROPN
bracis-33623	216	11	scholar	scholar	NOUN
bracis-33623	216	12	  	  	SPACE
bracis-33623	216	13	metaxiotis	metaxiotis	PROPN
bracis-33623	216	14	,	,	PUNCT
bracis-33623	216	15	k.	k.	PROPN
bracis-33623	216	16	,	,	PUNCT
bracis-33623	216	17	liagkouras	liagkouras	PROPN
bracis-33623	216	18	,	,	PUNCT
bracis-33623	216	19	k.	k.	PROPN
bracis-33623	216	20	:	:	PUNCT
bracis-33623	216	21	multiobjective	multiobjective	ADJ
bracis-33623	216	22	evolutionary	evolutionary	ADJ
bracis-33623	216	23	algorithms	algorithm	NOUN
bracis-33623	216	24	for	for	ADP
bracis-33623	216	25	portfolio	portfolio	NOUN
bracis-33623	216	26	management	management	NOUN
bracis-33623	216	27	:	:	PUNCT
bracis-33623	216	28	a	a	DET
bracis-33623	216	29	comprehensive	comprehensive	ADJ
bracis-33623	216	30	literature	literature	NOUN
bracis-33623	216	31	review	review	NOUN
bracis-33623	216	32	.	.	PUNCT
bracis-33623	217	1	expert	expert	NOUN
bracis-33623	217	2	syst	syst	PROPN
bracis-33623	217	3	.	.	PUNCT
bracis-33623	217	4	appl	appl	PROPN
bracis-33623	217	5	.	.	PUNCT
bracis-33623	218	1	39(14	39(14	NUM
bracis-33623	218	2	)	)	PUNCT
bracis-33623	218	3	,	,	PUNCT
bracis-33623	218	4	11685–11698	11685–11698	NUM
bracis-33623	218	5	(	(	PUNCT
bracis-33623	218	6	2012	2012	NUM
bracis-33623	218	7	)	)	PUNCT
bracis-33623	218	8	article	article	NOUN
bracis-33623	218	9	  	  	SPACE
bracis-33623	218	10	math	math	NOUN
bracis-33623	218	11	  	  	SPACE
bracis-33623	218	12	google	google	PROPN
bracis-33623	218	13	scholar	scholar	NOUN
bracis-33623	218	14	  	  	SPACE
bracis-33623	218	15	neely	neely	PROPN
bracis-33623	218	16	,	,	PUNCT
bracis-33623	218	17	c.	c.	NOUN
bracis-33623	218	18	,	,	PUNCT
bracis-33623	218	19	weller	weller	NOUN
bracis-33623	218	20	,	,	PUNCT
bracis-33623	218	21	p.	p.	NOUN
bracis-33623	218	22	,	,	PUNCT
bracis-33623	218	23	dittmar	dittmar	PROPN
bracis-33623	218	24	,	,	PUNCT
bracis-33623	218	25	r.	r.	PROPN
bracis-33623	218	26	:	:	PUNCT
bracis-33623	218	27	is	be	AUX
bracis-33623	218	28	technical	technical	ADJ
bracis-33623	218	29	analysis	analysis	NOUN
bracis-33623	218	30	in	in	ADP
bracis-33623	218	31	the	the	DET
bracis-33623	218	32	foreign	foreign	ADJ
bracis-33623	218	33	exchange	exchange	NOUN
bracis-33623	218	34	market	market	NOUN
bracis-33623	218	35	profitable	profitable	ADJ
bracis-33623	218	36	?	?	PUNCT
bracis-33623	219	1	a	a	DET
bracis-33623	219	2	genetic	genetic	ADJ
bracis-33623	219	3	programming	programming	NOUN
bracis-33623	219	4	approach	approach	NOUN
bracis-33623	219	5	.	.	PUNCT
bracis-33623	220	1	j.	j.	PROPN
bracis-33623	220	2	financ	financ	PROPN
bracis-33623	220	3	.	.	PUNCT
bracis-33623	221	1	quant	quant	PROPN
bracis-33623	221	2	.	.	PUNCT
bracis-33623	222	1	anal	anal	PROPN
bracis-33623	222	2	.	.	PUNCT
bracis-33623	223	1	32(4	32(4	NUM
bracis-33623	223	2	)	)	PUNCT
bracis-33623	223	3	,	,	PUNCT
bracis-33623	223	4	405–426	405–426	NUM
bracis-33623	223	5	(	(	PUNCT
bracis-33623	223	6	1997	1997	NUM
bracis-33623	223	7	)	)	PUNCT
bracis-33623	223	8	article	article	NOUN
bracis-33623	223	9	  	  	SPACE
bracis-33623	223	10	math	math	NOUN
bracis-33623	223	11	  	  	SPACE
bracis-33623	223	12	google	google	PROPN
bracis-33623	223	13	scholar	scholar	NOUN
bracis-33623	223	14	  	  	SPACE
bracis-33623	223	15	serra	serra	PROPN
bracis-33623	223	16	,	,	PUNCT
bracis-33623	223	17	j.	j.	PROPN
bracis-33623	223	18	,	,	PUNCT
bracis-33623	223	19	arcos	arcos	PROPN
bracis-33623	223	20	,	,	PUNCT
bracis-33623	223	21	j.l	j.l	PROPN
bracis-33623	223	22	.	.	PROPN
bracis-33623	223	23	:	:	PUNCT
bracis-33623	224	1	an	an	DET
bracis-33623	224	2	empirical	empirical	ADJ
bracis-33623	224	3	evaluation	evaluation	NOUN
bracis-33623	224	4	of	of	ADP
bracis-33623	224	5	similarity	similarity	NOUN
bracis-33623	224	6	measures	measure	NOUN
bracis-33623	224	7	for	for	ADP
bracis-33623	224	8	time	time	NOUN
bracis-33623	224	9	series	series	PROPN
bracis-33623	224	10	classification	classification	NOUN
bracis-33623	224	11	.	.	PUNCT
bracis-33623	225	1	knowl.-based	knowl.-based	PROPN
bracis-33623	225	2	syst	syst	PROPN
bracis-33623	225	3	.	.	PROPN
bracis-33623	226	1	67	67	NUM
bracis-33623	226	2	,	,	PUNCT
bracis-33623	226	3	305–314	305–314	NUM
bracis-33623	226	4	(	(	PUNCT
bracis-33623	226	5	2014	2014	NUM
bracis-33623	226	6	)	)	PUNCT
bracis-33623	226	7	article	article	NOUN
bracis-33623	226	8	  	  	SPACE
bracis-33623	226	9	math	math	NOUN
bracis-33623	226	10	  	  	SPACE
bracis-33623	226	11	google	google	PROPN
bracis-33623	226	12	scholar	scholar	NOUN
bracis-33623	226	13	  	  	SPACE
bracis-33623	226	14	sharpe	sharpe	PROPN
bracis-33623	226	15	,	,	PUNCT
bracis-33623	226	16	w.f.a.g.j.b.j.v	w.f.a.g.j.b.j.v	PROPN
bracis-33623	226	17	.	.	PUNCT
bracis-33623	226	18	:	:	PUNCT
bracis-33623	227	1	investments	investment	NOUN
bracis-33623	227	2	,	,	PUNCT
bracis-33623	227	3	6th	6th	ADJ
bracis-33623	227	4	 	 	SPACE
bracis-33623	227	5	edn	edn	PROPN
bracis-33623	227	6	.	.	PUNCT
bracis-33623	228	1	prentice	prentice	NOUN
bracis-33623	228	2	-	-	PUNCT
bracis-33623	228	3	hall	hall	NOUN
bracis-33623	228	4	international	international	ADJ
bracis-33623	228	5	editions	edition	NOUN
bracis-33623	228	6	.	.	PUNCT
bracis-33623	229	1	prentice	prentice	NOUN
bracis-33623	229	2	-	-	PUNCT
bracis-33623	229	3	hall	hall	NOUN
bracis-33623	229	4	,	,	PUNCT
bracis-33623	229	5	new	new	PROPN
bracis-33623	229	6	york	york	PROPN
bracis-33623	229	7	(	(	PUNCT
bracis-33623	229	8	1998	1998	NUM
bracis-33623	229	9	)	)	PUNCT
bracis-33623	229	10	google	google	PROPN
bracis-33623	229	11	scholar	scholar	NOUN
bracis-33623	229	12	  	  	SPACE
bracis-33623	229	13	streichert	streichert	NOUN
bracis-33623	229	14	,	,	PUNCT
bracis-33623	229	15	f.	f.	PROPN
bracis-33623	229	16	,	,	PUNCT
bracis-33623	229	17	ulmer	ulmer	PROPN
bracis-33623	229	18	,	,	PUNCT
bracis-33623	229	19	h.	h.	PROPN
bracis-33623	229	20	,	,	PUNCT
bracis-33623	229	21	zell	zell	PROPN
bracis-33623	229	22	,	,	PUNCT
bracis-33623	229	23	a.	a.	NOUN
bracis-33623	229	24	:	:	PUNCT
bracis-33623	229	25	evolutionary	evolutionary	ADJ
bracis-33623	229	26	algorithms	algorithm	NOUN
bracis-33623	229	27	and	and	CCONJ
bracis-33623	229	28	the	the	DET
bracis-33623	229	29	cardinality	cardinality	NOUN
bracis-33623	229	30	constrained	constrain	VERB
bracis-33623	229	31	portfolio	portfolio	NOUN
bracis-33623	229	32	optimization	optimization	NOUN
bracis-33623	229	33	problem	problem	NOUN
bracis-33623	229	34	.	.	PUNCT
bracis-33623	230	1	in	in	ADP
bracis-33623	230	2	:	:	PUNCT
bracis-33623	230	3	operations	operation	NOUN
bracis-33623	230	4	research	research	NOUN
bracis-33623	230	5	proceedings	proceeding	NOUN
bracis-33623	230	6	,	,	PUNCT
bracis-33623	230	7	pp	pp	ADV
bracis-33623	230	8	.	.	PUNCT
bracis-33623	230	9	 	 	SPACE
bracis-33623	230	10	253–260	253–260	NUM
bracis-33623	230	11	.	.	PUNCT
bracis-33623	230	12	springer	springer	NOUN
bracis-33623	230	13	(	(	PUNCT
bracis-33623	230	14	2004	2004	NUM
bracis-33623	230	15	)	)	PUNCT
bracis-33623	230	16	google	google	PROPN
bracis-33623	230	17	scholar	scholar	NOUN
bracis-33623	230	18	  	  	SPACE
bracis-33623	230	19	download	download	NOUN
bracis-33623	230	20	references	reference	NOUN
bracis-33623	230	21	author	author	NOUN
bracis-33623	230	22	information	information	NOUN
bracis-33623	230	23	authors	author	NOUN
bracis-33623	230	24	and	and	CCONJ
bracis-33623	230	25	affiliations	affiliation	NOUN
bracis-33623	230	26	school	school	NOUN
bracis-33623	230	27	of	of	ADP
bracis-33623	230	28	arts	art	NOUN
bracis-33623	230	29	,	,	PUNCT
bracis-33623	230	30	sciences	science	NOUN
bracis-33623	230	31	and	and	CCONJ
bracis-33623	230	32	humanities	humanity	NOUN
bracis-33623	230	33	,	,	PUNCT
bracis-33623	230	34	university	university	PROPN
bracis-33623	230	35	of	of	ADP
bracis-33623	230	36	são	são	PROPN
bracis-33623	230	37	paulo	paulo	PROPN
bracis-33623	230	38	,	,	PUNCT
bracis-33623	230	39	são	são	PROPN
bracis-33623	230	40	paulo	paulo	PROPN
bracis-33623	230	41	,	,	PUNCT
bracis-33623	230	42	brazil	brazil	PROPN
bracis-33623	230	43	edsson	edsson	PROPN
bracis-33623	230	44	israel	israel	PROPN
bracis-33623	230	45	andonaegui	andonaegui	PROPN
bracis-33623	230	46	alonso	alonso	PROPN
bracis-33623	230	47	,	,	PUNCT
bracis-33623	230	48	 	 	SPACE
bracis-33623	230	49	karina	karina	PROPN
bracis-33623	230	50	valdivia	valdivia	PROPN
bracis-33623	230	51	delgado	delgado	PROPN
bracis-33623	230	52	 	 	SPACE
bracis-33623	230	53	&	&	CCONJ
bracis-33623	230	54	 	 	SPACE
bracis-33623	230	55	francisco	francisco	PROPN
bracis-33623	230	56	carlos	carlos	PROPN
bracis-33623	230	57	b.	b.	PROPN
bracis-33623	230	58	dos	dos	PROPN
bracis-33623	230	59	santos	santos	PROPN
bracis-33623	230	60	authors	author	NOUN
bracis-33623	230	61	edsson	edsson	PROPN
bracis-33623	230	62	israel	israel	PROPN
bracis-33623	230	63	andonaegui	andonaegui	PROPN
bracis-33623	230	64	alonsoview	alonsoview	PROPN
bracis-33623	230	65	author	author	NOUN
bracis-33623	230	66	publications	publication	NOUN
bracis-33623	230	67	search	search	NOUN
bracis-33623	230	68	author	author	NOUN
bracis-33623	230	69	on	on	ADP
bracis-33623	230	70	:	:	PUNCT
bracis-33623	230	71	pubmed	pubmed	PROPN
bracis-33623	230	72	 	 	SPACE
bracis-33623	230	73	google	google	PROPN
bracis-33623	230	74	scholar	scholar	PROPN
bracis-33623	230	75	karina	karina	PROPN
bracis-33623	230	76	valdivia	valdivia	PROPN
bracis-33623	230	77	delgadoview	delgadoview	PROPN
bracis-33623	230	78	author	author	NOUN
bracis-33623	230	79	publications	publication	NOUN
bracis-33623	230	80	search	search	NOUN
bracis-33623	230	81	author	author	NOUN
bracis-33623	230	82	on	on	ADP
bracis-33623	230	83	:	:	PUNCT
bracis-33623	230	84	pubmed	pubmed	PROPN
bracis-33623	230	85	 	 	SPACE
bracis-33623	230	86	google	google	PROPN
bracis-33623	230	87	scholar	scholar	PROPN
bracis-33623	230	88	francisco	francisco	PROPN
bracis-33623	230	89	carlos	carlos	PROPN
bracis-33623	230	90	b.	b.	PROPN
bracis-33623	230	91	dos	dos	PROPN
bracis-33623	230	92	santosview	santosview	PROPN
bracis-33623	230	93	author	author	NOUN
bracis-33623	230	94	publications	publication	NOUN
bracis-33623	230	95	search	search	NOUN
bracis-33623	230	96	author	author	NOUN
bracis-33623	230	97	on	on	ADP
bracis-33623	230	98	:	:	PUNCT
bracis-33623	230	99	pubmed	pubmed	PROPN
bracis-33623	230	100	 	 	SPACE
bracis-33623	230	101	google	google	PROPN
bracis-33623	230	102	scholar	scholar	NOUN
bracis-33623	230	103	corresponding	correspond	VERB
bracis-33623	230	104	author	author	NOUN
bracis-33623	230	105	correspondence	correspondence	NOUN
bracis-33623	230	106	to	to	ADP
bracis-33623	230	107	edsson	edsson	PROPN
bracis-33623	230	108	israel	israel	PROPN
bracis-33623	230	109	andonaegui	andonaegui	PROPN
bracis-33623	230	110	alonso	alonso	PROPN
bracis-33623	230	111	.	.	PUNCT
bracis-33623	231	1	editor	editor	NOUN
bracis-33623	231	2	information	information	NOUN
bracis-33623	231	3	editors	editor	NOUN
bracis-33623	231	4	and	and	CCONJ
bracis-33623	231	5	affiliations	affiliation	NOUN
bracis-33623	231	6	universidade	universidade	VERB
bracis-33623	231	7	federal	federal	PROPN
bracis-33623	231	8	fluminense	fluminense	PROPN
bracis-33623	231	9	,	,	PUNCT
bracis-33623	231	10	niterói	niterói	PROPN
bracis-33623	231	11	,	,	PUNCT
bracis-33623	231	12	brazil	brazil	PROPN
bracis-33623	231	13	aline	aline	PROPN
bracis-33623	231	14	paes	paes	PROPN
bracis-33623	231	15	instituto	instituto	PROPN
bracis-33623	231	16	tecnológico	tecnológico	PROPN
bracis-33623	231	17	de	de	PROPN
bracis-33623	231	18	aeronáutica	aeronáutica	PROPN
bracis-33623	231	19	,	,	PUNCT
bracis-33623	231	20	são	são	PROPN
bracis-33623	231	21	josé	josé	PROPN
bracis-33623	231	22	dos	dos	PROPN
bracis-33623	231	23	campos	campos	PROPN
bracis-33623	231	24	,	,	PUNCT
bracis-33623	231	25	brazil	brazil	PROPN
bracis-33623	231	26	filipe	filipe	PROPN
bracis-33623	231	27	a.	a.	PROPN
bracis-33623	231	28	n.	n.	PROPN
bracis-33623	231	29	verri	verri	PROPN
bracis-33623	231	30	rights	right	NOUN
bracis-33623	231	31	and	and	CCONJ
bracis-33623	231	32	permissions	permission	NOUN
bracis-33623	231	33	reprints	reprint	NOUN
bracis-33623	231	34	and	and	CCONJ
bracis-33623	231	35	permissions	permission	VERB
bracis-33623	231	36	copyright	copyright	NOUN
bracis-33623	231	37	information	information	NOUN
bracis-33623	231	38	©	©	ADP
bracis-33623	231	39	2025	2025	NUM
bracis-33623	231	40	the	the	DET
bracis-33623	231	41	author(s	author(s	NOUN
bracis-33623	231	42	)	)	PUNCT
bracis-33623	231	43	,	,	PUNCT
bracis-33623	231	44	under	under	ADP
bracis-33623	231	45	exclusive	exclusive	ADJ
bracis-33623	231	46	license	license	NOUN
bracis-33623	231	47	to	to	ADP
bracis-33623	231	48	springer	springer	NOUN
bracis-33623	231	49	nature	nature	PROPN
bracis-33623	231	50	switzerland	switzerland	PROPN
bracis-33623	231	51	ag	ag	PROPN
bracis-33623	231	52	about	about	ADP
bracis-33623	231	53	this	this	DET
bracis-33623	231	54	paper	paper	NOUN
bracis-33623	231	55	cite	cite	VERB
bracis-33623	231	56	this	this	DET
bracis-33623	231	57	paper	paper	NOUN
bracis-33623	231	58	alonso	alonso	NOUN
bracis-33623	231	59	,	,	PUNCT
bracis-33623	231	60	e.i.a	e.i.a	ADJ
bracis-33623	231	61	.	.	PROPN
bracis-33623	231	62	,	,	PUNCT
bracis-33623	231	63	delgado	delgado	PROPN
bracis-33623	231	64	,	,	PUNCT
bracis-33623	231	65	k.v	k.v	PROPN
bracis-33623	231	66	.	.	PROPN
bracis-33623	231	67	,	,	PUNCT
bracis-33623	231	68	dos	do	VERB
bracis-33623	231	69	santos	santo	NOUN
bracis-33623	231	70	,	,	PUNCT
bracis-33623	231	71	f.c.b	f.c.b	NOUN
bracis-33623	231	72	.	.	PUNCT
bracis-33623	232	1	(	(	PUNCT
bracis-33623	232	2	2025	2025	NUM
bracis-33623	232	3	)	)	PUNCT
bracis-33623	232	4	.	.	PUNCT
bracis-33623	233	1	combining	combine	VERB
bracis-33623	233	2	clustering	clustering	NOUN
bracis-33623	233	3	and	and	CCONJ
bracis-33623	233	4	 	 	SPACE
bracis-33623	233	5	genetic	genetic	ADJ
bracis-33623	233	6	algorithms	algorithm	NOUN
bracis-33623	233	7	for	for	ADP
bracis-33623	233	8	 	 	SPACE
bracis-33623	233	9	portfolio	portfolio	NOUN
bracis-33623	233	10	optimization	optimization	NOUN
bracis-33623	233	11	:	:	PUNCT
bracis-33623	233	12	a	a	DET
bracis-33623	233	13	 	 	SPACE
bracis-33623	233	14	case	case	NOUN
bracis-33623	233	15	study	study	NOUN
bracis-33623	233	16	with	with	ADP
bracis-33623	233	17	 	 	SPACE
bracis-33623	233	18	b3	b3	PROPN
bracis-33623	233	19	companies	company	NOUN
bracis-33623	233	20	.	.	PUNCT
bracis-33623	234	1	in	in	ADP
bracis-33623	234	2	:	:	PUNCT
bracis-33623	234	3	paes	paes	PROPN
bracis-33623	234	4	,	,	PUNCT
bracis-33623	234	5	a.	a.	PROPN
bracis-33623	234	6	,	,	PUNCT
bracis-33623	234	7	verri	verri	NOUN
bracis-33623	234	8	,	,	PUNCT
bracis-33623	234	9	f.a.n	f.a.n	ADJ
bracis-33623	234	10	.	.	PUNCT
bracis-33623	234	11	(	(	PUNCT
bracis-33623	234	12	eds	ed	NOUN
bracis-33623	234	13	)	)	PUNCT
bracis-33623	234	14	intelligent	intelligent	ADJ
bracis-33623	234	15	systems	system	NOUN
bracis-33623	234	16	.	.	PUNCT
bracis-33623	234	17	bracis	bracis	PROPN
bracis-33623	234	18	2024	2024	NUM
bracis-33623	234	19	.	.	PUNCT
bracis-33623	235	1	lecture	lecture	NOUN
bracis-33623	235	2	notes	note	NOUN
bracis-33623	235	3	in	in	ADP
bracis-33623	235	4	computer	computer	NOUN
bracis-33623	235	5	science	science	NOUN
bracis-33623	235	6	(	(	PUNCT
bracis-33623	235	7	)	)	PUNCT
bracis-33623	235	8	,	,	PUNCT
bracis-33623	235	9	vol	vol	NOUN
bracis-33623	235	10	15414	15414	NUM
bracis-33623	235	11	.	.	PUNCT
bracis-33623	236	1	springer	springer	NOUN
bracis-33623	236	2	,	,	PUNCT
bracis-33623	236	3	cham	cham	PROPN
bracis-33623	236	4	.	.	PUNCT
bracis-33623	237	1	https://doi.org/10.1007/978-3-031-79035-5_10	https://doi.org/10.1007/978-3-031-79035-5_10	NOUN
bracis-33623	237	2	download	download	NOUN
bracis-33623	237	3	citation	citation	NOUN
bracis-33623	237	4	.ris	.ris	PUNCT
bracis-33623	238	1	.enw	.enw	PROPN
bracis-33623	238	2	.bib	.bib	PUNCT
bracis-33623	239	1	doi	doi	PROPN
bracis-33623	239	2	:	:	PUNCT
bracis-33623	239	3	https://doi.org/10.1007/978-3-031-79035-5_10	https://doi.org/10.1007/978-3-031-79035-5_10	NOUN
bracis-33623	239	4	published	publish	VERB
bracis-33623	239	5	:	:	PUNCT
bracis-33623	239	6	30	30	NUM
bracis-33623	239	7	january	january	PROPN
bracis-33623	239	8	2025	2025	NUM
bracis-33623	239	9	publisher	publisher	NOUN
bracis-33623	239	10	name	name	NOUN
bracis-33623	239	11	:	:	PUNCT
bracis-33623	239	12	springer	springer	NOUN
bracis-33623	239	13	,	,	PUNCT
bracis-33623	239	14	cham	cham	PROPN
bracis-33623	239	15	print	print	PROPN
bracis-33623	239	16	isbn	isbn	PROPN
bracis-33623	239	17	:	:	PUNCT
bracis-33623	239	18	978	978	NUM
bracis-33623	239	19	-	-	SYM
bracis-33623	239	20	3	3	NUM
bracis-33623	239	21	-	-	PUNCT
bracis-33623	239	22	031	031	NUM
bracis-33623	239	23	-	-	PUNCT
bracis-33623	239	24	79034	79034	NUM
bracis-33623	239	25	-	-	SYM
bracis-33623	239	26	8	8	NUM
bracis-33623	239	27	online	online	ADJ
bracis-33623	239	28	isbn	isbn	NOUN
bracis-33623	239	29	:	:	PUNCT
bracis-33623	239	30	978	978	NUM
bracis-33623	239	31	-	-	SYM
bracis-33623	239	32	3	3	NUM
bracis-33623	239	33	-	-	PUNCT
bracis-33623	239	34	031	031	NUM
bracis-33623	239	35	-	-	PUNCT
bracis-33623	239	36	79035	79035	NUM
bracis-33623	239	37	-	-	PUNCT
bracis-33623	239	38	5	5	NUM
bracis-33623	239	39	ebook	ebook	NOUN
bracis-33623	239	40	packages	package	NOUN
bracis-33623	239	41	:	:	PUNCT
bracis-33623	239	42	computer	computer	NOUN
bracis-33623	239	43	sciencecomputer	sciencecomputer	NOUN
bracis-33623	239	44	science	science	NOUN
bracis-33623	239	45	(	(	PUNCT
bracis-33623	239	46	r0	r0	NOUN
bracis-33623	239	47	)	)	PUNCT
bracis-33623	239	48	share	share	VERB
bracis-33623	239	49	this	this	DET
bracis-33623	239	50	paper	paper	NOUN
bracis-33623	239	51	anyone	anyone	PRON
bracis-33623	239	52	you	you	PRON
bracis-33623	239	53	share	share	VERB
bracis-33623	239	54	the	the	DET
bracis-33623	239	55	following	follow	VERB
bracis-33623	239	56	link	link	NOUN
bracis-33623	239	57	with	with	ADP
bracis-33623	239	58	will	will	AUX
bracis-33623	239	59	be	be	AUX
bracis-33623	239	60	able	able	ADJ
bracis-33623	239	61	to	to	PART
bracis-33623	239	62	read	read	VERB
bracis-33623	239	63	this	this	DET
bracis-33623	239	64	content	content	NOUN
bracis-33623	239	65	:	:	PUNCT
bracis-33623	239	66	get	get	VERB
bracis-33623	239	67	shareable	shareable	ADJ
bracis-33623	239	68	linksorry	linksorry	NOUN
bracis-33623	239	69	,	,	PUNCT
bracis-33623	239	70	a	a	DET
bracis-33623	239	71	shareable	shareable	ADJ
bracis-33623	239	72	link	link	NOUN
bracis-33623	239	73	is	be	AUX
bracis-33623	239	74	not	not	PART
bracis-33623	239	75	currently	currently	ADV
bracis-33623	239	76	available	available	ADJ
bracis-33623	239	77	for	for	ADP
bracis-33623	239	78	this	this	DET
bracis-33623	239	79	article	article	NOUN
bracis-33623	239	80	.	.	PUNCT
bracis-33623	240	1	copy	copy	VERB
bracis-33623	240	2	shareable	shareable	ADJ
bracis-33623	240	3	link	link	NOUN
bracis-33623	240	4	to	to	PART
bracis-33623	240	5	clipboard	clipboard	NOUN
bracis-33623	240	6	provided	provide	VERB
bracis-33623	240	7	by	by	ADP
bracis-33623	240	8	the	the	DET
bracis-33623	240	9	springer	springer	NOUN
bracis-33623	240	10	nature	nature	PROPN
bracis-33623	240	11	sharedit	sharedit	PROPN
bracis-33623	240	12	content	content	NOUN
bracis-33623	240	13	-	-	PUNCT
bracis-33623	240	14	sharing	share	VERB
bracis-33623	240	15	initiative	initiative	NOUN
bracis-33623	240	16	keywords	keyword	NOUN
bracis-33623	240	17	memetic	memetic	ADJ
bracis-33623	240	18	genetic	genetic	ADJ
bracis-33623	240	19	algorithms	algorithm	NOUN
bracis-33623	240	20	stock	stock	NOUN
bracis-33623	240	21	portfolio	portfolio	PROPN
bracis-33623	240	22	optimization	optimization	PROPN
bracis-33623	240	23	k	k	NOUN
bracis-33623	240	24	-	-	PUNCT
bracis-33623	240	25	means	mean	VERB
bracis-33623	240	26	dtw	dtw	PROPN
bracis-33623	240	27	publish	publish	NOUN
bracis-33623	240	28	with	with	ADP
bracis-33623	240	29	us	us	PROPN
bracis-33623	240	30	policies	policy	NOUN
bracis-33623	240	31	and	and	CCONJ
bracis-33623	240	32	ethics	ethic	NOUN
bracis-33623	240	33	profiles	profile	NOUN
bracis-33623	240	34	edsson	edsson	PROPN
bracis-33623	240	35	israel	israel	PROPN
bracis-33623	240	36	andonaegui	andonaegui	PROPN
bracis-33623	240	37	alonso	alonso	PROPN
bracis-33623	240	38	view	view	NOUN
bracis-33623	240	39	author	author	NOUN
bracis-33623	240	40	profile	profile	NOUN
bracis-33623	240	41	search	search	NOUN
bracis-33623	240	42	search	search	NOUN
bracis-33623	240	43	by	by	ADP
bracis-33623	240	44	keyword	keyword	NOUN
bracis-33623	240	45	or	or	CCONJ
bracis-33623	240	46	author	author	NOUN
bracis-33623	240	47	search	search	NOUN
bracis-33623	240	48	navigation	navigation	NOUN
bracis-33623	240	49	find	find	VERB
bracis-33623	240	50	a	a	DET
bracis-33623	240	51	journal	journal	NOUN
bracis-33623	240	52	publish	publish	VERB
bracis-33623	240	53	with	with	ADP
bracis-33623	240	54	us	we	PRON
bracis-33623	240	55	track	track	VERB
bracis-33623	240	56	your	your	PRON
bracis-33623	240	57	research	research	NOUN
bracis-33623	240	58	discover	discover	VERB
bracis-33623	240	59	content	content	NOUN
bracis-33623	240	60	journals	journal	NOUN
bracis-33623	240	61	a	a	DET
bracis-33623	240	62	-	-	PUNCT
bracis-33623	240	63	z	z	NOUN
bracis-33623	240	64	books	book	NOUN
bracis-33623	240	65	a	a	DET
bracis-33623	240	66	-	-	PUNCT
bracis-33623	240	67	z	z	NOUN
bracis-33623	240	68	publish	publish	NOUN
bracis-33623	240	69	with	with	ADP
bracis-33623	240	70	us	us	PROPN
bracis-33623	240	71	journal	journal	PROPN
bracis-33623	240	72	finder	finder	PROPN
bracis-33623	240	73	publish	publish	VERB
bracis-33623	240	74	your	your	PRON
bracis-33623	240	75	research	research	NOUN
bracis-33623	240	76	language	language	NOUN
bracis-33623	240	77	editing	edit	VERB
bracis-33623	240	78	open	open	ADJ
bracis-33623	240	79	access	access	NOUN
bracis-33623	240	80	publishing	publishing	NOUN
bracis-33623	240	81	products	product	NOUN
bracis-33623	240	82	and	and	CCONJ
bracis-33623	240	83	services	service	NOUN
bracis-33623	240	84	our	our	PRON
bracis-33623	240	85	products	product	NOUN
bracis-33623	240	86	librarians	librarian	VERB
bracis-33623	240	87	societies	society	NOUN
bracis-33623	240	88	partners	partner	NOUN
bracis-33623	240	89	and	and	CCONJ
bracis-33623	240	90	advertisers	advertiser	NOUN
bracis-33623	240	91	our	our	PRON
bracis-33623	240	92	brands	brand	NOUN
bracis-33623	240	93	springer	springer	NOUN
bracis-33623	240	94	nature	nature	PROPN
bracis-33623	240	95	portfolio	portfolio	PROPN
bracis-33623	240	96	bmc	bmc	PROPN
bracis-33623	240	97	palgrave	palgrave	PROPN
bracis-33623	240	98	macmillan	macmillan	PROPN
bracis-33623	240	99	apress	apress	PROPN
bracis-33623	240	100	discover	discover	VERB
bracis-33623	240	101	your	your	PRON
bracis-33623	240	102	privacy	privacy	NOUN
bracis-33623	240	103	choices	choice	NOUN
bracis-33623	240	104	/	/	SYM
bracis-33623	240	105	manage	manage	NOUN
bracis-33623	240	106	cookies	cookie	NOUN
bracis-33623	240	107	your	your	PRON
bracis-33623	240	108	us	us	PROPN
bracis-33623	241	1	state	state	NOUN
bracis-33623	241	2	privacy	privacy	NOUN
bracis-33623	241	3	rights	right	NOUN
bracis-33623	241	4	accessibility	accessibility	NOUN
bracis-33623	241	5	statement	statement	NOUN
bracis-33623	241	6	terms	term	NOUN
bracis-33623	241	7	and	and	CCONJ
bracis-33623	241	8	conditions	condition	NOUN
bracis-33623	241	9	privacy	privacy	NOUN
bracis-33623	241	10	policy	policy	NOUN
bracis-33623	241	11	help	help	NOUN
bracis-33623	241	12	and	and	CCONJ
bracis-33623	241	13	support	support	VERB
bracis-33623	241	14	legal	legal	ADJ
bracis-33623	241	15	notice	notice	NOUN
bracis-33623	241	16	cancel	cancel	VERB
bracis-33623	241	17	contracts	contract	NOUN
bracis-33623	241	18	here	here	ADV
bracis-33623	241	19	129.74.145.123	129.74.145.123	NUM
bracis-33623	241	20	hesburgh	hesburgh	PROPN
bracis-33623	241	21	library	library	PROPN
bracis-33623	241	22	er	er	INTJ
bracis-33623	241	23	unit	unit	NOUN
bracis-33623	241	24	(	(	PUNCT
bracis-33623	241	25	3005732405	3005732405	NUM
bracis-33623	241	26	)	)	PUNCT
bracis-33623	241	27	northeast	northeast	ADJ
bracis-33623	241	28	research	research	NOUN
bracis-33623	241	29	libraries	library	NOUN
bracis-33623	241	30	(	(	PUNCT
bracis-33623	241	31	nerl	nerl	PROPN
bracis-33623	241	32	)	)	PUNCT
bracis-33623	241	33	(	(	PUNCT
bracis-33623	241	34	8200828607	8200828607	NUM
bracis-33623	241	35	)	)	PUNCT
bracis-33623	241	36	nerl	nerl	VERB
bracis-33623	241	37	ta	ta	X
bracis-33623	241	38	account	account	NOUN
bracis-33623	241	39	(	(	PUNCT
bracis-33623	241	40	3006206169	3006206169	NUM
bracis-33623	241	41	)	)	PUNCT
bracis-33623	241	42	university	university	NOUN
bracis-33623	241	43	of	of	ADP
bracis-33623	241	44	notre	notre	PROPN
bracis-33623	241	45	dame	dame	PROPN
bracis-33623	241	46	hesburgh	hesburgh	PROPN
bracis-33623	241	47	library	library	NOUN
bracis-33623	241	48	(	(	PUNCT
bracis-33623	241	49	3000184373	3000184373	NUM
bracis-33623	241	50	)	)	PUNCT
bracis-33623	242	1	©	©	ADP
bracis-33623	242	2	2025	2025	NUM
bracis-33623	242	3	springer	springer	NOUN
bracis-33623	242	4	nature	nature	NOUN
