$\mathcal{F} = \{F_i(x)| i \in 1,...,N \}$ appears to be a set of values of cdfs evaluated at the point $x$ rather than a set of cdf functions.
If $\mathcal{F}$ is intended to be a set of cdfs rather than cdf values, the lack of an $x$ in the middle term of the displayed equation feels wrong; I'd expect to see something like $C_{LOP}(\mathcal{F}, \pmb{w})(x)$, i.e., aggregate the cdf functions and then evaluate them at $x$.
Probably easiest to address this by updating the first sentence to something like "In other words, for a set $\mathcal{F} = \{F_i(x)| i \in 1,...,N \}$ of CDFs evaluated at the point $x$, and weights..." (open to other variations/phrasings of this -- trying to get to the idea that what's in the set are values of cdfs at a point, not the cdf functions themselves)
very minor comment on this text:
I can phrase this comment in two ways:
Probably easiest to address this by updating the first sentence to something like "In other words, for a set $\mathcal{F} = \{F_i(x)| i \in 1,...,N \}$ of CDFs evaluated at the point $x$, and weights..." (open to other variations/phrasings of this -- trying to get to the idea that what's in the set are values of cdfs at a point, not the cdf functions themselves)