Bayesian Optimization on Portfolio Optimization
3,309Computation Time (s)GP-UCB
Evaluation results
| Method | Links | |
|---|---|---|
| GP-UCBSurrogate=Gaussian Process, Acquisition Function=Upper Confidence Bound2026.02 | 3,309 | |
| ∞-GP-TSSurrogate=∞-Gaussian Process, Acquisition Function=Thompson Sampling2026.02 | 3,411 | |
| GP-TSSurrogate=Gaussian Process, Acquisition Function=Thompson Sampling2026.02 | 3,510 | |
| GP-KGSurrogate=Gaussian Process, Acquisition Function=Knowledge Gradient2026.02 | 3,790 | |
| GP-EISurrogate=Gaussian Process, Acquisition Function=Expected Improvement2026.02 | 3,807 |