Quadratic portfolio optimization
Benchmarks
TaskDatasetSOTA resultTrendResults
Quadratic portfolio optimization 2 constraints, 400 assets (test)
1.992Regret
8
Quadratic portfolio optimization (2 constraints), 200 assets (test)
1.969Regret
8
Quadratic portfolio optimization 2 constraints 50 assets (test)
2.026Regret
8