{"rule":"PHRASE_REPETITION","sentence":"^\\QCentrality estimator \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q with custom adjacency matrix estimators (clustering and network) and centrality measures\nCentrality measures\nBetweenness \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCloseness \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nDegree \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nEigenvector \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nKatz \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nPagerank \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nRadiality \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nStress \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCentrality vector \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nAverage centrality \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nThe asset phylogeny score \\E(?:Dummy|Ina|Jimmy-)[0-9]+$"}
{"rule":"MORFOLOGIK_RULE_EN_GB","sentence":"^\\QCoskewness(@id readme-coskewness)\\E$"}
{"rule":"MORFOLOGIK_RULE_EN_GB","sentence":"^\\QCokurtosis(@id readme-cokurtosis)\\E$"}
{"rule":"MORFOLOGIK_RULE_EN_GB","sentence":"^\\QObjective functions for non risk budgeting optimisations\nMinimum risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nMaximum utility \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nMaximum return over risk ratio \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nMaximum return \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nCustom objective penalty \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nWeight bounds \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nBudget\nLong\nExact\nRange \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nShort\nExact\nRange \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nThreshold \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nAsset\nLong\nShort\nSet \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nLong\nShort\nLinear constraints \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCentralit(y/ies) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCardinality\nAsset\nAsset group(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nSet(s)\nSet group(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTurnover(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nFees \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nProportional long\nProportional short\nFixed long\nFixed short\nTurnover \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTracking error(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nReturns\nBenchmark returns vector \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nL1-error \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nL2-error \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nBenchmark portfolio weights \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nL1-error \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nL2-error \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nPhylogen(y/ies) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nPortfolio returns\nArithmetic returns \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nUncertainty set\nCustom value\nLogarithmic returns \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nObjective vector scalarisation\nWeighted sum \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nMaximum value \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nLog-sum-exp \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCustom constraint\nCustom objective penalty\nNumber of effective assets\nRegularisation penalty\nL1\nL2\nN-dimensional Pareto fronts \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nReturn based\nRisk based\\E$"}
{"rule":"ENGLISH_WORD_REPEAT_RULE","sentence":"^\\QObjective functions for non risk budgeting optimisations\nMinimum risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nMaximum utility \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nMaximum return over risk ratio \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nMaximum return \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nCustom objective penalty \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nWeight bounds \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nBudget\nLong\nExact\nRange \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nShort\nExact\nRange \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nThreshold \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nAsset\nLong\nShort\nSet \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nLong\nShort\nLinear constraints \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCentralit(y/ies) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCardinality\nAsset\nAsset group(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nSet(s)\nSet group(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTurnover(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nFees \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nProportional long\nProportional short\nFixed long\nFixed short\nTurnover \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTracking error(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nReturns\nBenchmark returns vector \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nL1-error \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nL2-error \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nBenchmark portfolio weights \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nL1-error \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nL2-error \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nPhylogen(y/ies) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nPortfolio returns\nArithmetic returns \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nUncertainty set\nCustom value\nLogarithmic returns \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nObjective vector scalarisation\nWeighted sum \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nMaximum value \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nLog-sum-exp \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCustom constraint\nCustom objective penalty\nNumber of effective assets\nRegularisation penalty\nL1\nL2\nN-dimensional Pareto fronts \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nReturn based\nRisk based\\E$"}
{"rule":"THE_SUPERLATIVE","sentence":"^\\QRisk calculation uses\nNegative skewness \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nNegative semi-skewness \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTraditional optimisation formulations\nQuadratic risk expression \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nSquared second order cone \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nSquare root negative skewness \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nValue at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nTraditional optimisation formulations\nExact MIP formulation \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nApproximate distribution based \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nValue at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nTraditional optimisation formulations\nExact MIP formulation \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nApproximate distribution based \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nDrawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nConditional Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nDistributionally Robust Conditional Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref) (same as conditional value at risk when used in non-traditional optimisation)\nConditional Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nDistributionally Robust Conditional Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref) (same as conditional value at risk range when used in non-traditional optimisation)\nConditional Drawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nDistributionally Robust Conditional Drawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)(same as conditional drawdown at risk when used in non-traditional optimisation)\nEntropic Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nEntropic Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nEntropic Drawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRelativistic Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRelativistic Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRelativistic Drawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nOrdered weights array\nRisk measures\nOrdered weights array risk measure \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nOrdered weights array range risk measure \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nArray functions\nGini Mean Difference \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nConditional Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nWeighted Conditional Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTail Gini \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nWorst Realisation \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nRange \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nConditional Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nWeighted Conditional Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTail Gini Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+$"}
{"rule":"THE_SUPERLATIVE","sentence":"^\\QRisk calculation uses\nNegative skewness \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nNegative semi-skewness \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTraditional optimisation formulations\nQuadratic risk expression \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nSquared second order cone \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nSquare root negative skewness \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nValue at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nTraditional optimisation formulations\nExact MIP formulation \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nApproximate distribution based \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nValue at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nTraditional optimisation formulations\nExact MIP formulation \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nApproximate distribution based \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nDrawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nConditional Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nDistributionally Robust Conditional Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref) (same as conditional value at risk when used in non-traditional optimisation)\nConditional Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nDistributionally Robust Conditional Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref) (same as conditional value at risk range when used in non-traditional optimisation)\nConditional Drawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nDistributionally Robust Conditional Drawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)(same as conditional drawdown at risk when used in non-traditional optimisation)\nEntropic Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nEntropic Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nEntropic Drawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRelativistic Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRelativistic Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRelativistic Drawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nOrdered weights array\nRisk measures\nOrdered weights array risk measure \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nOrdered weights array range risk measure \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nArray functions\nGini Mean Difference \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nWorst Realisation \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nRange \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nConditional Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nWeighted Conditional Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nConditional Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nWeighted Conditional Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTail Gini \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTail Gini Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+$"}
{"rule":"THE_SUPERLATIVE","sentence":"^\\QRisk calculation uses\nNegative skewness \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nNegative semi-skewness \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTraditional optimisation formulations\nQuadratic risk expression \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nSquared second order cone \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nSquare root negative skewness \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nValue at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nTraditional optimisation formulations\nExact MIP formulation \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nApproximate distribution based \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nValue at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nTraditional optimisation formulations\nExact MIP formulation \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nApproximate distribution based \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nDrawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nConditional Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nDistributionally Robust Conditional Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref) (same as conditional value at risk when used in non-traditional optimisation)\nConditional Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nDistributionally Robust Conditional Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref) (same as conditional value at risk range when used in non-traditional optimisation)\nConditional Drawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nDistributionally Robust Conditional Drawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)(same as conditional drawdown at risk when used in non-traditional optimisation)\nEntropic Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nEntropic Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nEntropic Drawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRelativistic Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRelativistic Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRelativistic Drawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nOrdered Weights Array\nTraditional optimisation formulations\nExact \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nApproximate \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRisk measures\nOrdered Weights Array risk measure \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nOrdered Weights Array range risk measure \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nArray functions\nGini Mean Difference \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nWorst Realisation \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nRange \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nConditional Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nWeighted Conditional Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nConditional Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nWeighted Conditional Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTail Gini \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTail Gini Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nLinear moments (L-moments)\nLinear Moment \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nLinear Moment Convex Risk Measure \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nL-moment combination formulations\nMaximum Entropy \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nExponential Cone Entropy \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRelative Entropy \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nMinimum Squared Distance \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nMinimum Sum Squares \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\\E$"}
{"rule":"MORFOLOGIK_RULE_EN_GB","sentence":"^\\QCustom objective penalty \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nWeight bounds \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nBudget\nDirectionality\nLong\nShort\nType\nExact\nRange \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nThreshold \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nDirectionality\nLong\nShort\nType\nAsset\nSet \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nLinear constraints \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCentralit(y/ies) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCardinality\nAsset\nAsset group(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nSet(s)\nSet group(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTurnover(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nFees \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTracking error(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nPhylogen(y/ies) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nPortfolio returns\nArithmetic returns \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nUncertainty set \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCustom expected returns vector\nLogarithmic returns \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRisk vector scalarisation\nWeighted sum \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nMaximum value \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nLog-sum-exp \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCustom constraint\nNumber of effective assets\nRegularisation penalty\nL1\nL2\nN-dimensional Pareto fronts \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nReturn based\nRisk based\\E$"}
{"rule":"ENGLISH_WORD_REPEAT_RULE","sentence":"^\\QCustom objective penalty \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nWeight bounds \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nBudget\nDirectionality\nLong\nShort\nType\nExact\nRange \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nThreshold \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nDirectionality\nLong\nShort\nType\nAsset\nSet \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nLinear constraints \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCentralit(y/ies) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCardinality\nAsset\nAsset group(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nSet(s)\nSet group(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTurnover(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nFees \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTracking error(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nPhylogen(y/ies) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nPortfolio returns\nArithmetic returns \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nUncertainty set \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCustom expected returns vector\nLogarithmic returns \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRisk vector scalarisation\nWeighted sum \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nMaximum value \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nLog-sum-exp \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCustom constraint\nNumber of effective assets\nRegularisation penalty\nL1\nL2\nN-dimensional Pareto fronts \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nReturn based\nRisk based\\E$"}
{"rule":"THE_SUPERLATIVE","sentence":"^\\QRisk calculation uses\nNegative skewness \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nNegative semi-skewness \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTraditional optimisation formulations\nQuadratic risk expression \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nSquared second order cone \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nSquare root negative skewness \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nValue at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nTraditional optimisation formulations\nExact MIP formulation \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nApproximate distribution based \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nValue at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nTraditional optimisation formulations\nExact MIP formulation \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nApproximate distribution based \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nDrawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nConditional Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nDistributionally Robust Conditional Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref) (same as conditional value at risk when used in non-traditional optimisation)\nConditional Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nDistributionally Robust Conditional Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref) (same as conditional value at risk range when used in non-traditional optimisation)\nConditional Drawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nDistributionally Robust Conditional Drawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)(same as conditional drawdown at risk when used in non-traditional optimisation)\nEntropic Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nEntropic Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nEntropic Drawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRelativistic Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRelativistic Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRelativistic Drawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nOrdered Weights Array\nRisk measures\nOrdered Weights Array risk measure \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nOrdered Weights Array range risk measure \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nTraditional optimisation formulations\nExact \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nApproximate \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nArray functions\nGini Mean Difference \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nWorst Realisation \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nRange \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nConditional Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nWeighted Conditional Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nConditional Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nWeighted Conditional Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTail Gini \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTail Gini Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nLinear moments (L-moments)\nLinear Moment \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nLinear Moment Convex Risk Measure \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nL-moment combination formulations\nMaximum Entropy \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nEntropy formulations\nExponential Cone Entropy \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRelative Entropy \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nMinimum Squared Distance \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nMinimum Sum Squares \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nAverage Drawdown \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nUlcer Index \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nMaximum Drawdown \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nBrownian Distance Variance \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nTraditional optimisation formulations\nDistance matrix constraint formulations\nNorm one cone Brownian distance variance \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nInequality Brownian distance variance \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRisk formulation\nQuadratic risk expression \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nRotated second order cone \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nWorst Realisation \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRange \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nTurnover Risk Measure \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nTracking Risk Measure \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nFormulations\nL1-norm \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nL2-norm \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nL2-norm squared \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nRisk Tracking Risk Measure\nFormulations\nDependent variable tracking \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nIndependent variable tracking \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nPower Norm Value at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nPower Norm Value at Risk Range \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nPower Norm Drawdown at Risk \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\\E$"}
{"rule":"MORFOLOGIK_RULE_EN_GB","sentence":"^\\QCustom objective penalty \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nWeight bounds \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nBudget\nDirectionality\nLong\nShort\nType\nExact\nRange \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nThreshold \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nDirectionality\nLong\nShort\nType\nAsset\nSet \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nLinear constraints \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCentralit(y/ies) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCardinality\nAsset\nAsset group(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nSet(s)\nSet group(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTurnover(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nFees \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTracking error(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nPhylogen(y/ies) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nPortfolio returns\nArithmetic returns \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nUncertainty set \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCustom expected returns vector\nLogarithmic returns \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRisk vector scalarisation\nWeighted sum \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nMaximum value \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nLog-sum-exp \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCustom constraint\nNumber of effective assets\nRegularisation penalty\nL1\nL2\\E$"}
{"rule":"ENGLISH_WORD_REPEAT_RULE","sentence":"^\\QCustom objective penalty \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nWeight bounds \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nBudget\nDirectionality\nLong\nShort\nType\nExact\nRange \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nThreshold \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nDirectionality\nLong\nShort\nType\nAsset\nSet \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nLinear constraints \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCentralit(y/ies) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCardinality\nAsset\nAsset group(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nSet(s)\nSet group(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTurnover(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nFees \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nTracking error(s) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nPhylogen(y/ies) \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nPortfolio returns\nArithmetic returns \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nUncertainty set \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q, and \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCustom expected returns vector\nLogarithmic returns \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q-(@ref)\nRisk vector scalarisation\nWeighted sum \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nMaximum value \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nLog-sum-exp \\E(?:Dummy|Ina|Jimmy-)[0-9]+\\Q\nCustom constraint\nNumber of effective assets\nRegularisation penalty\nL1\nL2\\E$"}
