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FF49 dataset and benchmarks · SOTA2 Research

Research Datasets

FF49

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Portfolio Optimization

FF49 T=120

0.206Sharpe Ratio

13

Portfolio Optimization

FF49 T=120

235.48Cumulative Wealth

13

Portfolio Optimization

FF49 T=60

285.02Cumulative Wealth

13

Popular tasks

Portfolio Optimization

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