Portfolio Management on Financial Market Data Partial-information setting 2018-2025
90.67Total ReturnRegime-Aware MV-UCB1
Evaluation results
| Method | Links | ||||
|---|---|---|---|---|---|
| Regime-Aware MV-UCB1Strategy=Regime-Aware MV-UCB1, Information=Partial, Regime-Aware=true2025.12 | 90.67 | 1.1535 | 8.84 | 1.0947 | |
| Hold EWStrategy=Hold EW, Information=Partial2025.12 | 67.74 | 0.6268 | 26.56 | 0.2893 | |
| MV-UCB1Strategy=MV-UCB1, Information=Partial2025.12 | 50.78 | 0.6537 | 22.73 | 0.2663 | |
| UCB1Strategy=UCB1, Information=Partial2025.12 | 36.89 | 0.5275 | 21.56 | 0.2131 | |
| Hold MVStrategy=Hold MV, Information=Partial2025.12 | 30.94 | 0.4404 | 22.38 | 0.1757 |