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Merton Model dataset and benchmarks · SOTA2 Research

Research Datasets

Merton Model

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Optimal Portfolio Control

Merton Model Diffusion-only standard (val)

76.2Optimal Control u

2

Optimal Portfolio Control

Merton Model Variance Gamma Jumps standard (val)

0.344Optimal u

1

Popular tasks

Optimal Portfolio Control

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