Online Asset Allocation on NYSE(O) Momentum Concentrated scenario T = 5,651 days (test)
5.9Averaged Gap-Weighted RegretPrefUCB
Evaluation results
| Method | Links | ||
|---|---|---|---|
| PrefUCB2026.06 | 5.9 | 1 | |
| ScalarizedUCBr.r.2026.06 | 13 | 2 | |
| ParetoUCB2026.06 | 19.9 | 3 | |
| GT-PF2026.06 | 23.8 | 4 |