Online Asset Allocation on NYSE(O) Risk Parity Enhanced scenario T = 5,651 days (test)
0.818Averaged Gap-Weighted RegretPrefUCB
Evaluation results
| Method | Links | ||
|---|---|---|---|
| PrefUCB2026.06 | 0.818 | 1 | |
| ScalarizedUCBr.r.2026.06 | 0.862 | 2 | |
| GT-PF2026.06 | 0.864 | 3 | |
| ParetoUCB2026.06 | 0.899 | 4 |