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Multivariate Gaussian dataset and benchmarks · SOTA2 Research

Research Datasets

Multivariate Gaussian

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Markowitz optimal portfolio optimization

Multivariate Gaussian D=25, N=1000 (50 randomly generated datasets)

1.86REV

2

Popular tasks

Markowitz optimal portfolio optimization

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