Online Asset Allocation on NYSE(O) High Frequency Trading scenario T = 5,651 days (test)
0.806Averaged Gap-Weighted RegretParetoUCB
Evaluation results
| Method | Links | ||
|---|---|---|---|
| ParetoUCB2026.06 | 0.806 | 1 | |
| PrefUCB2026.06 | 0.808 | 2 | |
| ScalarizedUCBr.r.2026.06 | 0.819 | 3 | |
| GT-PF2026.06 | 0.847 | 4 |