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FF25EU dataset and benchmarks · SOTA2 Research

Research Datasets

FF25EU

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Portfolio Optimization

FF25EU T=120

0.28Sharpe Ratio

13

Portfolio Optimization

FF25EU (T=120)

148.19Cumulative Wealth

13

Portfolio Optimization

FF25EU

0Runtime (s)

11

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Portfolio Optimization

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