Portfolio Management on DJ30
23.46Total Return (%)FinPILOT
Evaluation Results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| FinPILOTAlgorithm=PPO, Configuration=noise + λ2026.05 | 23.46 | 1.75 | 2.71 | 2.8 | 8.15 | |
| FinPILOTAlgorithm=SAC, Configuration=noise + λ2026.05 | 22.21 | 1.71 | 2.92 | 2.66 | 7.13 | |
| FinPILOTAlgorithm=TD3, Configuration=noise + λ2026.05 | 19.05 | 1.52 | 2.74 | 2.27 | 6.8 | |
| FinPILOTAlgorithm=A2C, Configuration=noise + λ2026.05 | 18.44 | 1.52 | 2.57 | 2.22 | 6.86 | |
| A2CConfiguration=Baseline2026.05 | 17.87 | 1.49 | 2.56 | 2.13 | 6.67 | |
| SACConfiguration=Baseline2026.05 | 17.78 | 1.49 | 2.57 | 2.13 | 6.62 | |
| PPOConfiguration=Baseline2026.05 | 17.74 | 1.49 | 2.56 | 2.13 | 6.65 | |
| TD3Configuration=Baseline2026.05 | 17.68 | 1.37 | 2.31 | 2.03 | 7.23 | |
| FinPILOTAlgorithm=DDPG, Configuration=noise + λ2026.05 | 11.53 | 0.98 | 1.45 | 1.43 | 8.15 | |
| DDPGConfiguration=Baseline2026.05 | 10.43 | 0.89 | 1.31 | 1.3 | 8.42 |