Multi-period Portfolio Optimization
1.71Backward Latency (ms)dXPP
Evaluation results
| Method | Links | ||
|---|---|---|---|
| dXPPHorizon H=10, Mode=dense2026.02 | 1.71 | 11.91 | |
| dXPPHorizon H=20, Mode=dense2026.02 | 2.91 | 18.07 | |
| OptNetHorizon H=102026.02 | 3.24 | 35.32 | |
| SCQPTHHorizon H=102026.02 | 6.55 | 1,074.22 | |
| CVXPYLayersHorizon H=102026.02 | 7.76 | 25.52 | |
| OptNetHorizon H=202026.02 | 8.51 | 98.33 | |
| dXPPHorizon H=50, Mode=dense2026.02 | 10.29 | 60.58 | |
| SCQPTHHorizon H=202026.02 | 13.8 | 1,641.08 | |
| dQPHorizon H=10, Mode=dense2026.02 | 17.68 | 27.5 | |
| OptNetHorizon H=502026.02 | 34.82 | 538.97 | |
| dXPPHorizon H=100, Mode=dense2026.02 | 36.66 | 210.41 | |
| dQPHorizon H=20, Mode=dense2026.02 | 68 | 85.57 | |
| dXPPHorizon H=150, Mode=dense2026.02 | 68.72 | 496.52 | |
| SCQPTHHorizon H=502026.02 | 96.02 | 8,121.46 | |
| dXPPHorizon H=200, Mode=dense2026.02 | 113.97 | 977.98 | |
| OptNetHorizon H=1002026.02 | 117.34 | 1,911.39 | |
| OptNetHorizon H=1502026.02 | 293.7 | 4,698.6 | |
| SCQPTHHorizon H=1002026.02 | 429.49 | 41,659.76 | |
| OptNetHorizon H=2002026.02 | 605.89 | 10,978.19 | |
| dQPHorizon H=50, Mode=dense2026.02 | 694.68 | 763.92 | |
| SCQPTHHorizon H=1502026.02 | 1,777.38 | 114,059.42 | |
| SCQPTHHorizon H=2002026.02 | 3,368.87 | 194,166.95 | |
| dQPHorizon H=100, Mode=dense2026.02 | 3,830.83 | 4,049.86 | |
| dQPHorizon H=150, Mode=dense2026.02 | 16,583.49 | 17,122.7 | |
| dQPHorizon H=200, Mode=dense2026.02 | 39,105.75 | 40,066.11 |