{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,8,13]],"date-time":"2026-08-13T13:50:17Z","timestamp":1786629017301,"version":"build-2736575974"},"reference-count":111,"publisher":"Association for Computing Machinery (ACM)","issue":"2","license":[{"start":{"date-parts":[[2022,1,19]],"date-time":"2022-01-19T00:00:00Z","timestamp":1642550400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"funder":[{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"crossref","award":["62176103, 61703182, 7217030459, 62077028, 61877029"],"award-info":[{"award-number":["62176103, 61703182, 7217030459, 62077028, 61877029"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"crossref"}]},{"name":"Science and Technology Planning Project of Guangzhou, China","award":["202102021173, 201902010041"],"award-info":[{"award-number":["202102021173, 201902010041"]}]},{"name":"Science and Technology Planning Project of Guangdong","award":["2018KTSCX016, 2019B1515120010, 2019A050510024, 2020B0909030005, 2020B1212030003, 2020ZDZX3013"],"award-info":[{"award-number":["2018KTSCX016, 2019B1515120010, 2019A050510024, 2020B0909030005, 2020B1212030003, 2020ZDZX3013"]}]},{"DOI":"10.13039\/501100004024","name":"Jinan University","doi-asserted-by":"crossref","award":["JG2021112"],"award-info":[{"award-number":["JG2021112"]}],"id":[{"id":"10.13039\/501100004024","id-type":"DOI","asserted-by":"crossref"}]}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":["ACM Comput. Surv."],"published-print":{"date-parts":[[2023,2,28]]},"abstract":"<jats:p>Portfolio optimization can be roughly categorized as the mean-variance approach and the exponential growth rate approach based on different theoretical foundations, trading logics, optimization objectives, and methodologies. The former and the latter are often used in long-term and short-term portfolio optimizations, respectively. Although the mean-variance approach could be applied to short-term portfolio optimization, the performance may not be satisfactory (same with the exponential growth rate approach to the long-term portfolio optimization). This survey mainly explores the gaps between these two approaches, and investigates what common ideas or mechanisms are beneficial. Besides, the evaluating framework of this field and some unsolved problems are also discussed.<\/jats:p>","DOI":"10.1145\/3485274","type":"journal-article","created":{"date-parts":[[2022,1,19]],"date-time":"2022-01-19T11:39:57Z","timestamp":1642592397000},"page":"1-36","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":25,"title":["A Survey on Gaps between Mean-Variance Approach and Exponential Growth Rate Approach for Portfolio Optimization"],"prefix":"10.1145","volume":"55","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-7631-8512","authenticated-orcid":false,"given":"Zhao-Rong","family":"Lai","sequence":"first","affiliation":[{"name":"Jinan University, Guangzhou, Guangdong, China"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Haisheng","family":"Yang","sequence":"additional","affiliation":[{"name":"Sun Yat-Sen University, Guangzhou, Guangdong, China"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"320","published-online":{"date-parts":[[2022,1,19]]},"reference":[{"key":"e_1_3_3_2_2","doi-asserted-by":"publisher","DOI":"10.1145\/1143844.1143846"},{"key":"e_1_3_3_3_2","doi-asserted-by":"publisher","DOI":"10.1214\/aop\/1176991793"},{"key":"e_1_3_3_4_2","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/hhy105"},{"key":"e_1_3_3_5_2","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.2016.2644"},{"key":"e_1_3_3_6_2","doi-asserted-by":"publisher","DOI":"10.1057\/jors.1990.166"},{"key":"e_1_3_3_7_2","doi-asserted-by":"publisher","DOI":"10.1023\/A:1007530728748"},{"key":"e_1_3_3_8_2","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1985.tb05004.x"},{"key":"e_1_3_3_9_2","doi-asserted-by":"publisher","DOI":"10.1023\/A:1010933404324"},{"key":"e_1_3_3_10_2","doi-asserted-by":"publisher","DOI":"10.1073\/pnas.0904287106"},{"key":"e_1_3_3_11_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.dib.2016.06.031"},{"key":"e_1_3_3_12_2","doi-asserted-by":"publisher","DOI":"10.1198\/jasa.2011.tm11199"},{"key":"e_1_3_3_13_2","doi-asserted-by":"publisher","DOI":"10.1109\/MIS.2016.31"},{"key":"e_1_3_3_14_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2016.02.006"},{"key":"e_1_3_3_15_2","doi-asserted-by":"publisher","DOI":"10.2307\/1912275"},{"key":"e_1_3_3_16_2","doi-asserted-by":"publisher","DOI":"10.21314\/JOIS.2013.033"},{"key":"e_1_3_3_17_2","doi-asserted-by":"publisher","DOI":"10.1080\/14697681003685597"},{"key":"e_1_3_3_18_2","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9965.1991.tb00002.x"},{"key":"e_1_3_3_19_2","doi-asserted-by":"publisher","DOI":"10.5555\/2891460.2891489"},{"key":"e_1_3_3_20_2","doi-asserted-by":"publisher","DOI":"10.1287\/mnsc.1080.0986"},{"key":"e_1_3_3_21_2","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/hhm075"},{"key":"e_1_3_3_22_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2013.04.033"},{"key":"e_1_3_3_23_2","doi-asserted-by":"publisher","DOI":"10.1162\/089976600300015961"},{"key":"e_1_3_3_24_2","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1991.tb02675.x"},{"key":"e_1_3_3_25_2","first-page":"117","article-title":"Stein\u015b estimation rule and its competitors: An empirical Bayes approach","volume":"68","author":"Efron Bradley","year":"1973","unstructured":"Bradley Efron and Carl Morris. 1973. Stein\u015b estimation rule and its competitors: An empirical Bayes approach. Journal of the American Statistical Association 68, 341 (1973), 117\u2013130.","journal-title":"Journal of the American Statistical Association"},{"key":"e_1_3_3_26_2","doi-asserted-by":"publisher","DOI":"10.1086\/295633"},{"key":"e_1_3_3_27_2","doi-asserted-by":"publisher","DOI":"10.1080\/14697680903493607"},{"key":"e_1_3_3_28_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2008.09.017"},{"key":"e_1_3_3_29_2","doi-asserted-by":"publisher","DOI":"10.1287\/moor.28.1.1.14260"},{"key":"e_1_3_3_30_2","first-page":"277","article-title":"A linear classification model based on conditional geometric score","volume":"1","author":"Gotoh Jun-Ya","year":"2005","unstructured":"Jun-Ya Gotoh and Akiko Takeda. 2005. A linear classification model based on conditional geometric score. Pacific Journal of Optimization 1, 2 (2005), 277\u2013296.","journal-title":"Pacific Journal of Optimization"},{"key":"e_1_3_3_31_2","doi-asserted-by":"publisher","DOI":"10.1007\/s10287-011-0130-2"},{"key":"e_1_3_3_32_2","doi-asserted-by":"publisher","DOI":"10.5555\/2725807.2725814"},{"key":"e_1_3_3_33_2","volume-title":"Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk","author":"Grinold Richard C.","year":"1999","unstructured":"Richard C. Grinold and Ronald N. Kahn. 1999. Active Portfolio Management: A Quantitative Approach for Producing Superior Returns and Controlling Risk. McGraw-Hill, New York."},{"key":"e_1_3_3_34_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2015.11.037"},{"key":"e_1_3_3_35_2","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176345010"},{"key":"e_1_3_3_36_2","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00058"},{"key":"e_1_3_3_37_2","doi-asserted-by":"publisher","DOI":"10.1137\/15M1007872"},{"key":"e_1_3_3_38_2","doi-asserted-by":"publisher","DOI":"10.1162\/neco.1997.9.8.1735"},{"key":"e_1_3_3_39_2","doi-asserted-by":"publisher","DOI":"10.1109\/TKDE.2016.2563433"},{"key":"e_1_3_3_40_2","doi-asserted-by":"publisher","DOI":"10.1111\/1540-6261.00580"},{"key":"e_1_3_3_41_2","first-page":"361","volume-title":"Proceedings of the 4th Berkeley Symposium on Mathematical Statistics and Probability","author":"James W.","year":"1961","unstructured":"W. James and Charles Stein. 1961. Estimation with quadratic loss. In Proceedings of the 4th Berkeley Symposium on Mathematical Statistics and Probability. 361\u2013379."},{"key":"e_1_3_3_42_2","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1990.tb05110.x"},{"key":"e_1_3_3_43_2","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1991.tb04624.x"},{"key":"e_1_3_3_44_2","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1993.tb04702.x"},{"key":"e_1_3_3_45_2","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1981.tb04891.x"},{"key":"e_1_3_3_46_2","doi-asserted-by":"publisher","DOI":"10.2307\/2331042"},{"key":"e_1_3_3_47_2","volume-title":"Value at Risk: The New Benchmark for Managing Financial Risk","author":"Jorion Philippe","year":"1997","unstructured":"Philippe Jorion. 1997. Value at Risk: The New Benchmark for Managing Financial Risk. McGraw-Hill, New York."},{"key":"e_1_3_3_48_2","doi-asserted-by":"publisher","DOI":"10.2307\/1914185"},{"key":"e_1_3_3_49_2","doi-asserted-by":"publisher","DOI":"10.1137\/090774926"},{"key":"e_1_3_3_50_2","doi-asserted-by":"publisher","DOI":"10.1002\/j.1538-7305.1956.tb03809.x"},{"key":"e_1_3_3_51_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2013.10.060"},{"key":"e_1_3_3_52_2","doi-asserted-by":"publisher","DOI":"10.1007\/s10287-005-0042-0"},{"issue":"7","key":"e_1_3_3_53_2","first-page":"2823","article-title":"A peak price tracking based learning system for portfolio selection","volume":"29","author":"Lai Zhao-Rong","year":"2018","unstructured":"Zhao-Rong Lai, Dao-Qing Dai, Chuan-Xian Ren, and Ke-Kun Huang. 2018. A peak price tracking based learning system for portfolio selection. IEEE Transactions on Neural Networks and Learning Systems 29, 7 (Jul. 2018), 2823\u20132832.","journal-title":"IEEE Transactions on Neural Networks and Learning Systems"},{"key":"e_1_3_3_54_2","doi-asserted-by":"publisher","DOI":"10.1109\/TNNLS.2018.2827952"},{"issue":"97","key":"e_1_3_3_55_2","first-page":"1","article-title":"Loss control with rank-one covariance estimate for short-term portfolio optimization","volume":"21","author":"Lai Zhao-Rong","year":"2020","unstructured":"Zhao-Rong Lai, Liming Tan, Xiaotian Wu, and Liangda Fang. 2020. Loss control with rank-one covariance estimate for short-term portfolio optimization. Journal of Machine Learning Research 21, 97 (Jun. 2020), 1\u201337. Retrieved from http:\/\/jmlr.org\/papers\/v21\/19-959.html.","journal-title":"Journal of Machine Learning Research"},{"key":"e_1_3_3_56_2","doi-asserted-by":"publisher","DOI":"10.5555\/3291125.3309625"},{"key":"e_1_3_3_57_2","doi-asserted-by":"publisher","DOI":"10.1016\/S0927-5398(03)00007-0"},{"key":"e_1_3_3_58_2","doi-asserted-by":"publisher","DOI":"10.1016\/S0047-259X(03)00096-4"},{"key":"e_1_3_3_59_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.jempfin.2008.03.002"},{"key":"e_1_3_3_60_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmva.2015.04.006"},{"key":"e_1_3_3_61_2","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/hhx052"},{"key":"e_1_3_3_62_2","volume-title":"Portfolio Diversification","author":"Lhabitant Fran\u00e7ois-Serge","year":"2017","unstructured":"Fran\u00e7ois-Serge Lhabitant. 2017. Portfolio Diversification. Chapman & Hall\/CRC Financial Mathematics Series."},{"key":"e_1_3_3_63_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.artint.2015.01.006"},{"key":"e_1_3_3_64_2","doi-asserted-by":"publisher","DOI":"10.1145\/2512962"},{"key":"e_1_3_3_65_2","doi-asserted-by":"publisher","DOI":"10.1145\/2435209.2435213"},{"key":"e_1_3_3_66_2","doi-asserted-by":"publisher","DOI":"10.5555\/2946645.2946680"},{"key":"e_1_3_3_67_2","doi-asserted-by":"publisher","DOI":"10.1080\/14697688.2017.1357831"},{"issue":"4","key":"e_1_3_3_68_2","first-page":"585","article-title":"Safety-first dynamic portfolio selection","author":"Li Duan","year":"1998","unstructured":"Duan Li, Tsz-Fung Chan, and Wan-Lung Ng. 1998. Safety-first dynamic portfolio selection. Dynamics of Continuous, Discrete and Impulsive Systems4, 4 (1998), 585\u2013600.","journal-title":"Dynamics of Continuous, Discrete and Impulsive Systems"},{"key":"e_1_3_3_69_2","doi-asserted-by":"publisher","DOI":"10.1111\/1467-9965.00100"},{"key":"e_1_3_3_70_2","doi-asserted-by":"publisher","DOI":"10.2307\/1924119"},{"key":"e_1_3_3_71_2","first-page":"99","volume":"17","author":"Magdon-Ismail Malik","year":"2004","unstructured":"Malik Magdon-Ismail and Amir F. Atiya. 2004. Risk Magazine 17, 10 (2004), 99\u2013102.","journal-title":"Risk Magazine"},{"key":"e_1_3_3_72_2","doi-asserted-by":"publisher","DOI":"10.3905\/jpm.2010.36.4.060"},{"key":"e_1_3_3_73_2","doi-asserted-by":"publisher","DOI":"10.1007\/s12559-018-9609-2"},{"issue":"1","key":"e_1_3_3_74_2","first-page":"77","article-title":"Portfolio selection","volume":"7","author":"Markowitz Harry M.","year":"1952","unstructured":"Harry M. Markowitz. 1952. Portfolio selection. Journal of Finance 7, 1 (Mar. 1952), 77\u201391.","journal-title":"Journal of Finance"},{"key":"e_1_3_3_75_2","volume-title":"Portfolio Selection: Efficient Diversification of Investments","author":"Markowitz Harry M.","year":"1959","unstructured":"Harry M. Markowitz. 1959. Portfolio Selection: Efficient Diversification of Investments. Yale University Press."},{"key":"e_1_3_3_76_2","first-page":"21","article-title":"Performance hypothesis testing with the Sharpe ratio","volume":"1","author":"Memmel C.","year":"2003","unstructured":"C. Memmel. 2003. Performance hypothesis testing with the Sharpe ratio. Finance Letters 1 (2003), 21\u201323.","journal-title":"Finance Letters"},{"key":"e_1_3_3_77_2","doi-asserted-by":"publisher","DOI":"10.2307\/1926560"},{"key":"e_1_3_3_78_2","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(80)90007-0"},{"key":"e_1_3_3_79_2","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-540-27904-4"},{"key":"e_1_3_3_80_2","doi-asserted-by":"publisher","DOI":"10.1109\/TMI.2015.2398466"},{"key":"e_1_3_3_81_2","doi-asserted-by":"publisher","DOI":"10.1111\/jofi.12513"},{"key":"e_1_3_3_82_2","doi-asserted-by":"publisher","DOI":"10.1086\/295078"},{"key":"e_1_3_3_83_2","doi-asserted-by":"publisher","DOI":"10.1137\/S1052623400375075"},{"key":"e_1_3_3_84_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2019.06.014"},{"key":"e_1_3_3_85_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2018.08.025"},{"issue":"2","key":"e_1_3_3_86_2","first-page":"374","article-title":"The Dow theory: An explanation of its development and an attempt to define its usefulness as an aid in speculation","volume":"23","author":"Rhea Robert","year":"1933","unstructured":"Robert Rhea, Charles Henry Dow, and William Peter Hamilton. 1933. The Dow theory: An explanation of its development and an attempt to define its usefulness as an aid in speculation. American Economic Review 23, 2 (1933), 374\u2013375.","journal-title":"American Economic Review"},{"key":"e_1_3_3_87_2","doi-asserted-by":"publisher","DOI":"10.21314\/JOR.2000.038"},{"key":"e_1_3_3_88_2","doi-asserted-by":"publisher","DOI":"10.1002\/wilj.4"},{"key":"e_1_3_3_89_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.ejor.2013.01.035"},{"key":"e_1_3_3_90_2","volume-title":"Introduction to Risk Parity and Budgeting","author":"Roncalli Thierry","year":"2013","unstructured":"Thierry Roncalli. 2013. Introduction to Risk Parity and Budgeting. Financial Mathematics Series. Chapman & Hall\/CRC."},{"key":"e_1_3_3_91_2","doi-asserted-by":"publisher","DOI":"10.1016\/0022-0531(76)90046-6"},{"key":"e_1_3_3_92_2","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1977.tb03251.x"},{"key":"e_1_3_3_93_2","volume-title":"Introduction to Probability Models (11th ed.)","author":"Ross Sheldon M.","year":"2014","unstructured":"Sheldon M. Ross. 2014. Introduction to Probability Models (11th ed.). Elsevier."},{"key":"e_1_3_3_94_2","doi-asserted-by":"publisher","DOI":"10.2307\/1907413"},{"key":"e_1_3_3_95_2","volume-title":"The Dow Theory Today","author":"Russell Richard","year":"2012","unstructured":"Richard Russell. 2012. The Dow Theory Today. Snowball Publishing."},{"key":"e_1_3_3_96_2","doi-asserted-by":"publisher","DOI":"10.1162\/089976600300015565"},{"issue":"3","key":"e_1_3_3_97_2","first-page":"425","article-title":"Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk","volume":"19","author":"Sharpe William F.","year":"1964","unstructured":"William F. Sharpe. 1964. Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk. Journal of Finance 19, 3 (Sep. 1964), 425\u2013442.","journal-title":"Journal of Finance"},{"key":"e_1_3_3_98_2","doi-asserted-by":"publisher","DOI":"10.1086\/294846"},{"key":"e_1_3_3_99_2","doi-asserted-by":"publisher","DOI":"10.5555\/2893873.2894073"},{"key":"e_1_3_3_100_2","doi-asserted-by":"publisher","DOI":"10.1006\/jmva.1995.1058"},{"key":"e_1_3_3_101_2","doi-asserted-by":"publisher","DOI":"10.1086\/295508"},{"key":"e_1_3_3_102_2","doi-asserted-by":"publisher","DOI":"10.1023\/B:ANOR.0000045281.41041.ed"},{"key":"e_1_3_3_103_2","doi-asserted-by":"publisher","DOI":"10.1073\/pnas.97.4.1423"},{"issue":"198","key":"e_1_3_3_104_2","first-page":"1","article-title":"Reinforcement Learning in Continuous Time and Space: A Stochastic Control Approach","volume":"21","author":"Wang Haoran","year":"2020","unstructured":"Haoran Wang, Thaleia Zariphopoulou, and Xun Yu Zhou. 2020. Reinforcement Learning in Continuous Time and Space: A Stochastic Control Approach. Journal of Machine Learning Research 21, 198 (2020), 1\u201334. Retrieved from http:\/\/jmlr.org\/papers\/v21\/19-144.html.","journal-title":"Journal of Machine Learning Research"},{"key":"e_1_3_3_105_2","doi-asserted-by":"publisher","DOI":"10.1111\/mafi.12281"},{"key":"e_1_3_3_106_2","volume-title":"Stochastic Dominance: An Approach to Decision-Making Under Risk","author":"Whitmore G. A.","year":"1978","unstructured":"G. A. Whitmore and M. C. Findlay. 1978. Stochastic Dominance: An Approach to Decision-Making Under Risk. Lexington Books."},{"key":"e_1_3_3_107_2","doi-asserted-by":"publisher","DOI":"10.1016\/j.knosys.2019.03.029"},{"key":"e_1_3_3_108_2","doi-asserted-by":"publisher","DOI":"10.1145\/3289602.3293904"},{"issue":"1","key":"e_1_3_3_109_2","first-page":"40","article-title":"Calmar ratio: A smoother tool","volume":"20","author":"Young T. W.","year":"1991","unstructured":"T. W. Young. 1991. Calmar ratio: A smoother tool. Futures 20, 1 (1991), 40.","journal-title":"Futures"},{"key":"e_1_3_3_110_2","doi-asserted-by":"publisher","DOI":"10.1109\/TBME.2015.2503756"},{"key":"e_1_3_3_111_2","doi-asserted-by":"publisher","DOI":"10.1007\/s002450010003"},{"key":"e_1_3_3_112_2","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-9868.2005.00503.x"}],"container-title":["ACM Computing Surveys"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3485274","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3485274","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,17]],"date-time":"2025-06-17T20:18:36Z","timestamp":1750191516000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3485274"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022,1,19]]},"references-count":111,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2023,2,28]]}},"alternative-id":["10.1145\/3485274"],"URL":"https:\/\/doi.org\/10.1145\/3485274","relation":{},"ISSN":["0360-0300","1557-7341"],"issn-type":[{"value":"0360-0300","type":"print"},{"value":"1557-7341","type":"electronic"}],"subject":[],"published":{"date-parts":[[2022,1,19]]},"assertion":[{"value":"2020-11-01","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2021-09-01","order":1,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2022-01-19","order":2,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}