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ResearchFormerly WizWand

FF100MEINV

Benchmarks

TaskDatasetSOTA resultTrendResults

Portfolio Optimization

FF100MEINV T=120

0.229Sharpe Ratio

13

Portfolio Optimization

FF100MEINV T=60

0.223Sharpe Ratio

12

Portfolio Optimization

FF100MEINV T=60

428.7Cumulative Wealth

12

Portfolio Optimization

FF100MEINV

0Average Running Time (s)

11