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Semi-real portfolio-CVaR dataset and benchmarks · SOTA2 Research

Research Datasets

Semi-real portfolio-CVaR

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Tail Diagnostic Analysis

Semi-real portfolio-CVaR hardest 25% contexts

0.044Tail W1 Worst 10% Value

2

Portfolio Optimization

Semi-real portfolio-CVaR (test)

0.006Mean Regret

2

Popular tasks

Portfolio Optimization Tail Diagnostic Analysis

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