Portfolio
Benchmarks
TaskDatasetSOTA resultTrendResults
Portfolio Degree 2, 4, 6, 8 (test)
3.59Average Relative Regret
32
Portfolio Normal
447.37Final Cumulative Expected Regret
9
Portfolio Uniform
325.17Final Cumulative Regret
9
Portfolio5 Asset Allocation
1,360.3AUSR
8
Portfolio (test)
0MSE (x1e-4)
6
Portfolio 2 AMZN, GM, and LLY (test)
32.922Calmar Ratio
4
Portfolio High Volatility condition April 1, 2022, to October 15, 2022 (test)
-8.429Calmar Ratio
4