Portfolio Management on CSI 300
28Annualized ReturnPRISM-VQ
Evaluation results
| Method | Links | |||
|---|---|---|---|---|
| PRISM-VQTop-K size=402026.05 | 28 | 18 | 1.48 | |
| PRISM-VQTop-K size=502026.05 | 25 | 20 | 1.37 | |
| TransTop-K size=402026.05 | 24 | 23 | 1.19 | |
| XGBTop-K size=402026.05 | 22 | 22 | 1.11 | |
| TCNTop-K size=402026.05 | 22 | 21 | 1.19 | |
| TCNTop-K size=502026.05 | 21 | 21 | 1.15 | |
| GRUTop-K size=402026.05 | 20 | 23 | 1.09 | |
| TransTop-K size=502026.05 | 20 | 23 | 1.03 | |
| VQVAETop-K size=402026.05 | 20 | 19 | 1.02 | |
| XGBTop-K size=502026.05 | 19 | 22 | 0.97 | |
| GRUTop-K size=502026.05 | 19 | 23 | 1.05 | |
| VAETop-K size=402026.05 | 19 | 19 | 1.08 | |
| MASTERTop-K size=402026.05 | 19 | 26 | 0.81 | |
| MATCCTop-K size=402026.05 | 19 | 24 | 0.92 | |
| MASTERTop-K size=502026.05 | 18 | 25 | 0.77 | |
| MATCCTop-K size=502026.05 | 18 | 24 | 0.86 | |
| VAETop-K size=502026.05 | 17 | 20 | 0.97 | |
| VQVAETop-K size=502026.05 | 17 | 19 | 0.91 | |
| CAETop-K size=502026.05 | 4 | 22 | 0.19 | |
| CAETop-K size=402026.05 | 3 | 21 | 0.17 | |
| DTMLTop-K size=502026.05 | 3 | 22 | 0.15 | |
| DTMLTop-K size=402026.05 | 2 | 22 | 0.12 |