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KOSPI200 dataset and benchmarks · SOTA2 Research

Research Datasets

KOSPI200

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Sparse Tangent Portfolio Optimization

KOSPI200 (out-of-sample)

2.098Sharpe Ratio

21

Popular tasks

Sparse Tangent Portfolio Optimization

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