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 "@id": "https://wulfkaal.github.io/positions/2026-07-31-7729",
 "identifier": "kaal:position:2026-07-31-7729",
 "additionalType": "https://wulfkaal.github.io/positions/schema.json#AffirmedPositionClaim",
 "name": "Streaming A Hyper Heuristic Framework For Agent Based Crowd Modeling And Simulatio 28B516Bd70",
 "text": "A Hyper-Heuristic Framework for Agent-Based Crowd Modeling and Simulation: (Extended Abstract) presents the following source proposition: Three low-level heuristics are defined and used as building blocks of the HH. This proposition is pertinent to Kaal's source-bound claim that The combination of unprecedented private fund industry growth and the low interest rate environment produced by post-crisis quantitative easing pushed private fund managers into reaching for yield, and the leverage and complex derivative transactions used to boost that yield further increased private funds' systemic risk. The proposed response is an extension: the relationship should remain limited to the retrieved source proposition and the mapped Kaal claim unless fuller source review supports a broader conclusion.",
 "author": {
  "@type": "Person",
  "name": "Wulf A. Kaal",
  "identifier": "https://orcid.org/0009-0008-7840-1847"
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 "datePublished": "2026-07-31",
 "dateModified": "2026-07-31",
 "creativeWorkStatus": "Affirmed",
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  "crossref"
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  "External evidence level: abstract indexed.",
  "Mapping review tier: moderate-confidence claim review.",
  "Primary mapping confidence: 0.3785.",
  "The source-to-claim mapping remains explicitly ambiguous and is published with that limitation."
 ],
 "currentDebate": {
  "name": "A Hyper-Heuristic Framework for Agent-Based Crowd Modeling and Simulation: (Extended Abstract)",
  "url": "https://doi.org/10.65109/nlef8970"
 },
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  "identifier": "kaal:claim:2748096-005",
  "url": "https://wulfkaal.github.io/claims/2748096-005",
  "citation": "Wulf A. Kaal, Timothy A. Krause, Hedge Funds and Systemic Risk (2016). SSRN: https://ssrn.com/abstract=2748096",
  "paper": "Wulf A. Kaal, Timothy A. Krause, Hedge Funds and Systemic Risk",
  "authors": [
   "Wulf A. Kaal"
  ],
  "year": "2016",
  "ssrn": "https://ssrn.com/abstract=2748096",
  "source_pdf_sha256": "8f30260f2c1db728b45c4f3b9b7c64358cf9d3217277bc3c63a910c32f87b508"
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   "url": "https://doi.org/10.65109/nlef8970"
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 "recordTypeNote": "Dated commentary position extending a scholarly corpus claim. Not a verbatim claim extracted from the paper.",
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 "mappingMethod": "idf-weighted multi-field mapping v1",
 "mappingWhyRelevant": "Shared high-information concepts: abstract, low, used. Scope: post-2008 low interest rate environment; quantitative easing by the Federal Reserve.",
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  "queryId": "concept:a2c487c0792c",
  "queryText": "autonomous agent accountability",
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  "workId": "work:doi:10.65109/nlef8970",
  "workAuthors": [
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   "Wentong Cai"
  ],
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    "method": "idf-weighted multi-field mapping v1",
    "whyRelevant": "Shared high-information concepts: agent, abstract, level. Scope: traditional underwriting firms where agent and firm incentives diverge.",
    "ambiguous": true
   },
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    "whyRelevant": "Shared high-information concepts: extended, abstract. Scope: traditional fiat venture capital funds.",
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